NIFTY
Nifty
Historical option data for NIFTY
05 Jul 2024 04:11 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 24323.85 | 3254.2 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Jul | 24302.15 | 3254.2 | - | 0 | 0 | 0 | ||||
| 3 Jul | 24286.50 | 3254.2 | - | 0 | 0 | 0 | ||||
| 2 Jul | 24123.85 | 3254.2 | - | 0 | 100 | 0 | ||||
| 1 Jul | 24141.95 | 3254.2 | - | 0 | 100 | 0 | ||||
| 28 Jun | 24010.60 | 3254.2 | - | 100 | 100 | 7,850 | ||||
| 27 Jun | 24044.50 | 3150 | - | 275 | 175 | 7,750 | ||||
| 26 Jun | 23868.80 | 3055 | - | 4,150 | 2,525 | 7,550 | ||||
| 25 Jun | 23721.30 | 2959.2 | - | 3,575 | 1,550 | 5,025 | ||||
| 24 Jun | 23537.85 | 2745 | - | 175 | 125 | 3,475 | ||||
| 21 Jun | 23501.10 | 2759.65 | - | 225 | 150 | 3,300 | ||||
| 20 Jun | 23567.00 | 2827.70 | - | 0 | 75 | 0 | ||||
| 19 Jun | 23516.00 | 2827.70 | - | 125 | 75 | 3,100 | ||||
| 18 Jun | 23557.90 | 2765.05 | - | 75 | 50 | 2,975 | ||||
| 14 Jun | 23465.60 | 2690.65 | - | 75 | 50 | 2,925 | ||||
| 13 Jun | 23398.90 | 2588.85 | - | 0 | 700 | 0 | ||||
| 12 Jun | 23322.95 | 2588.85 | - | 700 | 0 | 2,175 | ||||
| 11 Jun | 23264.85 | 2539.25 | - | 425 | 275 | 2,025 | ||||
| 10 Jun | 23259.20 | 2519.70 | - | 325 | 50 | 1,500 | ||||
| 7 Jun | 23290.15 | 2577.20 | - | 75 | 0 | 1,500 | ||||
| 6 Jun | 22821.40 | 2198.75 | - | 25 | 25 | 1,500 | ||||
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| 5 Jun | 22620.35 | 2032.85 | - | 75 | 75 | 1,475 | ||||
| 4 Jun | 21884.50 | 2687.80 | - | 25 | 150 | 1,400 | ||||
| 3 Jun | 23263.90 | 2690.60 | - | 150 | 0 | 1,250 | ||||
| 31 May | 22530.70 | 2025.00 | - | 0 | 1,200 | 0 | ||||
| 30 May | 22488.65 | 2025.00 | - | 200 | 1,200 | 1,200 | ||||
| 29 May | 22704.70 | 2409.05 | - | 0 | 0 | 0 | ||||
| 28 May | 22888.15 | 2409.05 | - | 0 | 0 | 0 | ||||
| 27 May | 22932.45 | 2409.05 | - | 0 | 0 | 0 | ||||
| 24 May | 22957.10 | 2409.05 | - | 0 | 500 | 0 | ||||
| 23 May | 22967.65 | 2409.05 | - | 500 | 250 | 800 | ||||
| 22 May | 22597.80 | 2095.45 | - | 200 | 0 | 350 | ||||
| 21 May | 22529.05 | 1974.50 | - | 0 | 0 | 0 | ||||
| 18 May | 22502.00 | 1974.50 | - | 0 | 0 | 350 | ||||
| 17 May | 22466.10 | 1974.50 | - | 0 | 0 | 0 | ||||
| 16 May | 22403.85 | 1974.50 | - | 350 | 0 | 150 | ||||
| 15 May | 22200.55 | 1792.70 | - | 0 | 0 | 0 | ||||
| 14 May | 22217.85 | 1792.70 | - | 0 | 0 | 0 | ||||
| 13 May | 22104.05 | 1792.70 | - | 50 | 0 | 200 | ||||
For NIFTY - strike price 20900 expiring on 25JUL2024
Delta for 20900 CE is -
Historical price for 20900 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 3254.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 3254.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 3254.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 3254.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 0
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 3254.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 0
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 3254.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 7850
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 3150, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 7750
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 3055, which was lower than the previous day. The implied volatity was -, the open interest changed by 2525 which increased total open position to 7550
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 2959.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 1550 which increased total open position to 5025
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 2745, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 3475
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 2759.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 3300
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 2827.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 0
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 2827.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 3100
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 2765.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 2975
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 2690.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 2925
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 2588.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 700 which increased total open position to 0
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 2588.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2175
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 2539.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 2025
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 2519.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 1500
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 2577.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1500
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 2198.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 1500
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 2032.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 1475
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 2687.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 1400
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 2690.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1250
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 2025.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1200 which increased total open position to 0
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 2025.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1200 which increased total open position to 1200
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 2409.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 2409.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 2409.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 2409.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 0
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 2409.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 800
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 2095.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 350
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 1974.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 1974.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 350
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1974.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 1974.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 150
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1792.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 1792.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 1792.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 200
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 24323.85 | 4.15 | -0.05 | - | 10,250 | 3,850 | 1,00,650 |
| 4 Jul | 24302.15 | 4.2 | - | 7,425 | -3,725 | 96,800 | |
| 3 Jul | 24286.50 | 4.8 | - | 48,350 | -17,550 | 1,00,525 | |
| 2 Jul | 24123.85 | 5.85 | - | 25,825 | -3,100 | 1,19,600 | |
| 1 Jul | 24141.95 | 7.15 | - | 44,900 | 5,025 | 1,22,700 | |
| 28 Jun | 24010.60 | 8.15 | - | 69,675 | -7,475 | 1,17,675 | |
| 27 Jun | 24044.50 | 9.4 | - | 2,39,900 | 10,900 | 1,25,150 | |
| 26 Jun | 23868.80 | 8.55 | - | 1,06,075 | -66,425 | 1,16,200 | |
| 25 Jun | 23721.30 | 9.7 | - | 1,16,925 | -59,250 | 1,82,625 | |
| 24 Jun | 23537.85 | 8.95 | - | 98,700 | -30,625 | 2,41,875 | |
| 21 Jun | 23501.10 | 9.45 | - | 93,100 | -1,000 | 2,73,050 | |
| 20 Jun | 23567.00 | 9.85 | - | 36,075 | -4,250 | 2,74,400 | |
| 19 Jun | 23516.00 | 11.15 | - | 37,075 | 3,650 | 2,78,650 | |
| 18 Jun | 23557.90 | 11.45 | - | 80,575 | -2,050 | 2,75,725 | |
| 14 Jun | 23465.60 | 13.50 | - | 1,67,175 | 4,925 | 2,77,775 | |
| 13 Jun | 23398.90 | 17.35 | - | 21,975 | -1,350 | 2,72,850 | |
| 12 Jun | 23322.95 | 22.00 | - | 1,650 | -100 | 2,74,225 | |
| 11 Jun | 23264.85 | 29.00 | - | 8,825 | 1,375 | 2,74,825 | |
| 10 Jun | 23259.20 | 43.05 | - | 4,350 | 250 | 2,73,450 | |
| 7 Jun | 23290.15 | 42.55 | - | 92,125 | 2,675 | 2,74,425 | |
| 6 Jun | 22821.40 | 63.90 | - | 1,43,925 | -2,750 | 2,71,750 | |
| 5 Jun | 22620.35 | 90.50 | - | 2,61,150 | 2,425 | 2,74,500 | |
| 4 Jun | 21884.50 | 296.65 | - | 93,025 | -1,825 | 2,72,075 | |
| 3 Jun | 23263.90 | 51.85 | - | 87,325 | 2,675 | 2,73,900 | |
| 31 May | 22530.70 | 141.75 | - | 1,10,225 | 19,350 | 2,80,750 | |
| 30 May | 22488.65 | 142.00 | - | 81,800 | 4,200 | 2,61,400 | |
| 29 May | 22704.70 | 126.30 | - | 25,400 | 7,600 | 2,57,200 | |
| 28 May | 22888.15 | 115.25 | - | 35,750 | 7,550 | 2,49,975 | |
| 27 May | 22932.45 | 106.95 | - | 29,275 | 7,350 | 2,42,725 | |
| 24 May | 22957.10 | 105.80 | - | 38,350 | 6,625 | 2,35,450 | |
| 23 May | 22967.65 | 107.35 | - | 84,200 | 6,300 | 2,30,600 | |
| 22 May | 22597.80 | 136.85 | - | 26,800 | 6,025 | 2,24,325 | |
| 21 May | 22529.05 | 157.40 | - | 68,275 | 5,725 | 2,18,350 | |
| 18 May | 22502.00 | 170.60 | - | 35,125 | 6,775 | 2,14,725 | |
| 17 May | 22466.10 | 159.70 | - | 21,375 | 9,275 | 2,08,325 | |
| 16 May | 22403.85 | 172.55 | - | 26,150 | 7,000 | 1,99,050 | |
| 15 May | 22200.55 | 218.05 | - | 17,750 | 6,700 | 1,92,050 | |
| 14 May | 22217.85 | 228.95 | - | 27,925 | 3,375 | 1,85,025 | |
| 13 May | 22104.05 | 258.15 | - | 56,075 | 11,500 | 1,81,650 | |
For NIFTY - strike price 20900 expiring on 25JUL2024
Delta for 20900 PE is -
Historical price for 20900 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 4.15, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 3850 which increased total open position to 100650
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 4.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -3725 which decreased total open position to 96800
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 4.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -17550 which decreased total open position to 100525
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 5.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -3100 which decreased total open position to 119600
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 7.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 5025 which increased total open position to 122700
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 8.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -7475 which decreased total open position to 117675
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 9.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 10900 which increased total open position to 125150
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 8.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -66425 which decreased total open position to 116200
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 9.7, which was lower than the previous day. The implied volatity was -, the open interest changed by -59250 which decreased total open position to 182625
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 8.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -30625 which decreased total open position to 241875
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 9.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -1000 which decreased total open position to 273050
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 9.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -4250 which decreased total open position to 274400
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 11.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 3650 which increased total open position to 278650
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 11.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -2050 which decreased total open position to 275725
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 13.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 4925 which increased total open position to 277775
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 17.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -1350 which decreased total open position to 272850
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 22.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 274225
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 29.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1375 which increased total open position to 274825
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 43.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 273450
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 42.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 2675 which increased total open position to 274425
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 63.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -2750 which decreased total open position to 271750
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 90.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 2425 which increased total open position to 274500
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 296.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -1825 which decreased total open position to 272075
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 51.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 2675 which increased total open position to 273900
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 141.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 19350 which increased total open position to 280750
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 142.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 4200 which increased total open position to 261400
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 126.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 7600 which increased total open position to 257200
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 115.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 7550 which increased total open position to 249975
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 106.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 7350 which increased total open position to 242725
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 105.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 6625 which increased total open position to 235450
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 107.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 6300 which increased total open position to 230600
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 136.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 6025 which increased total open position to 224325
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 157.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 5725 which increased total open position to 218350
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 170.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 6775 which increased total open position to 214725
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 159.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 9275 which increased total open position to 208325
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 172.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 7000 which increased total open position to 199050
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 218.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 6700 which increased total open position to 192050
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 228.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 3375 which increased total open position to 185025
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 258.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 11500 which increased total open position to 181650