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 | 2888.6 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Jul | 24302.15 | 2888.6 | - | 0 | 0 | 0 | ||||
| 3 Jul | 24286.50 | 2888.6 | - | 0 | 0 | 0 | ||||
| 2 Jul | 24123.85 | 2888.6 | - | 0 | 0 | 0 | ||||
| 1 Jul | 24141.95 | 2888.6 | - | 0 | 0 | 0 | ||||
| 28 Jun | 24010.60 | 2888.6 | - | 0 | 0 | 0 | ||||
| 27 Jun | 24044.50 | 2888.6 | - | 0 | 0 | 0 | ||||
| 26 Jun | 23868.80 | 2888.6 | - | 0 | 25 | 0 | ||||
| 25 Jun | 23721.30 | 2888.6 | - | 50 | 25 | 4,050 | ||||
| 24 Jun | 23537.85 | 2717.3 | - | 125 | 25 | 3,925 | ||||
| 21 Jun | 23501.10 | 2646.55 | - | 200 | 175 | 3,875 | ||||
| 20 Jun | 23567.00 | 2759.60 | - | 0 | 0 | 0 | ||||
| 19 Jun | 23516.00 | 2759.60 | - | 125 | 0 | 3,575 | ||||
| 18 Jun | 23557.90 | 2724.10 | - | 50 | 50 | 3,550 | ||||
| 14 Jun | 23465.60 | 2618.65 | - | 75 | 50 | 3,500 | ||||
| 13 Jun | 23398.90 | 2540.00 | - | 0 | 350 | 0 | ||||
| 12 Jun | 23322.95 | 2540.00 | - | 350 | 0 | 3,100 | ||||
| 11 Jun | 23264.85 | 2489.30 | - | 175 | 25 | 2,950 | ||||
| 10 Jun | 23259.20 | 2476.00 | - | 125 | 75 | 2,875 | ||||
| 7 Jun | 23290.15 | 1963.25 | - | 0 | 250 | 0 | ||||
| 6 Jun | 22821.40 | 1963.25 | - | 0 | 250 | 0 | ||||
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| 5 Jun | 22620.35 | 1963.25 | - | 50 | 250 | 2,750 | ||||
| 4 Jun | 21884.50 | 1460.25 | - | 425 | 275 | 2,500 | ||||
| 3 Jun | 23263.90 | 2655.75 | - | 150 | 50 | 2,225 | ||||
| 31 May | 22530.70 | 2001.65 | - | 150 | 2,025 | 2,025 | ||||
| 30 May | 22488.65 | 2364.05 | - | 0 | 0 | 0 | ||||
| 29 May | 22704.70 | 2364.05 | - | 0 | 0 | 0 | ||||
| 28 May | 22888.15 | 2364.05 | - | 0 | 0 | 0 | ||||
| 27 May | 22932.45 | 2364.05 | - | 0 | 0 | 0 | ||||
| 24 May | 22957.10 | 2364.05 | - | 0 | 0 | 2,025 | ||||
| 23 May | 22967.65 | 2364.05 | - | 500 | 150 | 1,675 | ||||
| 22 May | 22597.80 | 2063.40 | - | 50 | 0 | 1,475 | ||||
| 21 May | 22529.05 | 1921.30 | - | 0 | 0 | 0 | ||||
| 18 May | 22502.00 | 1921.30 | - | 0 | 0 | 1,475 | ||||
| 17 May | 22466.10 | 1921.30 | - | 650 | 650 | 1,475 | ||||
| 16 May | 22403.85 | 1921.30 | - | 650 | 0 | 825 | ||||
| 15 May | 22200.55 | 1784.85 | - | 25 | 0 | 850 | ||||
| 14 May | 22217.85 | 1757.60 | - | 500 | 500 | 850 | ||||
| 13 May | 22104.05 | 1757.60 | - | 500 | 0 | 350 | ||||
For NIFTY - strike price 20950 expiring on 25JUL2024
Delta for 20950 CE is -
Historical price for 20950 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 2888.6, 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 2888.6, 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 2888.6, 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 2888.6, 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 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 2888.6, 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 Jun NIFTY was trading at 24010.60. The strike last trading price was 2888.6, 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 Jun NIFTY was trading at 24044.50. The strike last trading price was 2888.6, 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 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 2888.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 0
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 2888.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 4050
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 2717.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 3925
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 2646.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 3875
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 2759.60, 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 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 2759.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3575
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 2724.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 3550
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 2618.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 3500
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 2540.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 0
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 2540.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3100
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 2489.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 2950
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 2476.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 2875
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 1963.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 0
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 1963.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 0
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 1963.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 2750
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 1460.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 2500
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 2655.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 2225
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 2001.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 2025 which increased total open position to 2025
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 2364.05, 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 29 May NIFTY was trading at 22704.70. The strike last trading price was 2364.05, 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 2364.05, 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 2364.05, 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 2364.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2025
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 2364.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 1675
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 2063.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1475
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 1921.30, 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 1921.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1475
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1921.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 650 which increased total open position to 1475
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 1921.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 825
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1784.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 850
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 1757.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 850
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 1757.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 350
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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 | 5 | 0.00 | - | 0 | 0 | 0 |
| 4 Jul | 24302.15 | 5 | - | 0 | 0 | 0 | |
| 3 Jul | 24286.50 | 5 | - | 300 | 0 | 6,950 | |
| 2 Jul | 24123.85 | 6.3 | - | 125 | -350 | 6,950 | |
| 1 Jul | 24141.95 | 7.5 | - | 3,475 | -50 | 7,300 | |
| 28 Jun | 24010.60 | 9.15 | - | 2,200 | 7,350 | 7,350 | |
| 27 Jun | 24044.50 | 11.45 | - | 0 | 0 | 0 | |
| 26 Jun | 23868.80 | 11.45 | - | 0 | 0 | 0 | |
| 25 Jun | 23721.30 | 11.45 | - | 0 | 0 | 0 | |
| 24 Jun | 23537.85 | 11.45 | - | 0 | 4,300 | 0 | |
| 21 Jun | 23501.10 | 11.45 | - | 14,650 | 4,700 | 8,375 | |
| 20 Jun | 23567.00 | 12.00 | - | 0 | 0 | 0 | |
| 19 Jun | 23516.00 | 12.00 | - | 0 | 0 | 0 | |
| 18 Jun | 23557.90 | 12.00 | - | 200 | 0 | 3,675 | |
| 14 Jun | 23465.60 | 22.00 | - | 50 | 0 | 3,675 | |
| 13 Jun | 23398.90 | 22.25 | - | 400 | 300 | 3,725 | |
| 12 Jun | 23322.95 | 30.70 | - | 0 | 3,225 | 0 | |
| 11 Jun | 23264.85 | 30.70 | - | 3,225 | 2,225 | 2,425 | |
| 10 Jun | 23259.20 | 84.55 | - | 0 | 0 | 0 | |
| 7 Jun | 23290.15 | 84.55 | - | 0 | 25 | 0 | |
| 6 Jun | 22821.40 | 84.55 | - | 100 | 25 | 150 | |
| 5 Jun | 22620.35 | 106.35 | - | 250 | 125 | 125 | |
| 4 Jun | 21884.50 | 71.65 | - | 0 | 0 | 0 | |
| 3 Jun | 23263.90 | 71.65 | - | 0 | 0 | 0 | |
| 31 May | 22530.70 | 71.65 | - | 0 | 0 | 0 | |
| 30 May | 22488.65 | 71.65 | - | 0 | 0 | 0 | |
| 29 May | 22704.70 | 71.65 | - | 0 | 0 | 0 | |
| 28 May | 22888.15 | 71.65 | - | 0 | 0 | 0 | |
| 27 May | 22932.45 | 71.65 | - | 0 | 0 | 0 | |
| 24 May | 22957.10 | 71.65 | - | 0 | 0 | 0 | |
| 23 May | 22967.65 | 71.65 | - | 0 | 0 | 0 | |
| 22 May | 22597.80 | 71.65 | - | 0 | 0 | 0 | |
| 21 May | 22529.05 | 71.65 | - | 0 | 0 | 0 | |
| 18 May | 22502.00 | 71.65 | - | 0 | 0 | 0 | |
| 17 May | 22466.10 | 71.65 | - | 0 | 0 | 0 | |
| 16 May | 22403.85 | 71.65 | - | 0 | 0 | 0 | |
| 15 May | 22200.55 | 71.65 | - | 0 | 0 | 0 | |
| 14 May | 22217.85 | 71.65 | - | 0 | 0 | 0 | |
| 13 May | 22104.05 | 71.65 | - | 0 | 0 | 0 | |
For NIFTY - strike price 20950 expiring on 25JUL2024
Delta for 20950 PE is -
Historical price for 20950 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 5, 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 5, 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 5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6950
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 6.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -350 which decreased total open position to 6950
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 7.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 7300
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 9.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 7350 which increased total open position to 7350
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 11.45, 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 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 11.45, 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 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 11.45, 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 Jun NIFTY was trading at 23537.85. The strike last trading price was 11.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 4300 which increased total open position to 0
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 11.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 4700 which increased total open position to 8375
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 12.00, 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 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 12.00, 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 Jun NIFTY was trading at 23557.90. The strike last trading price was 12.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3675
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 22.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3675
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 22.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 3725
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 30.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 3225 which increased total open position to 0
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 30.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 2225 which increased total open position to 2425
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 84.55, 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 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 84.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 0
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 84.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 150
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 106.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 125
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 71.65, 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 Jun NIFTY was trading at 23263.90. The strike last trading price was 71.65, 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 31 May NIFTY was trading at 22530.70. The strike last trading price was 71.65, 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 30 May NIFTY was trading at 22488.65. The strike last trading price was 71.65, 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 29 May NIFTY was trading at 22704.70. The strike last trading price was 71.65, 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 71.65, 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 71.65, 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 71.65, 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 23 May NIFTY was trading at 22967.65. The strike last trading price was 71.65, 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 22 May NIFTY was trading at 22597.80. The strike last trading price was 71.65, 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 21 May NIFTY was trading at 22529.05. The strike last trading price was 71.65, 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 71.65, 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 17 May NIFTY was trading at 22466.10. The strike last trading price was 71.65, 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 71.65, 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 15 May NIFTY was trading at 22200.55. The strike last trading price was 71.65, 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 71.65, 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 71.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0