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 | 3365.8 | 13.20 | - | 18,850 | 800 | 6,47,675 | |||
| 4 Jul | 24302.15 | 3352.6 | - | 70,575 | -6,000 | 6,46,875 | ||||
| 3 Jul | 24286.50 | 3350.55 | - | 1,15,125 | 7,800 | 6,52,875 | ||||
| 2 Jul | 24123.85 | 3180 | - | 9,450 | 5,975 | 6,45,050 | ||||
| 1 Jul | 24141.95 | 3187.6 | - | 9,600 | 3,175 | 6,39,075 | ||||
| 28 Jun | 24010.60 | 3108.15 | - | 77,250 | 41,200 | 6,35,900 | ||||
| 27 Jun | 24044.50 | 3080 | - | 2,55,775 | 1,43,500 | 5,94,700 | ||||
| 26 Jun | 23868.80 | 2956 | - | 69,400 | 43,700 | 4,51,250 | ||||
| 25 Jun | 23721.30 | 2823.65 | - | 1,17,900 | 95,875 | 4,07,550 | ||||
| 24 Jun | 23537.85 | 2674.65 | - | 71,275 | 47,400 | 3,11,650 | ||||
| 21 Jun | 23501.10 | 2584.45 | - | 83,525 | 42,350 | 2,64,350 | ||||
| 20 Jun | 23567.00 | 2699.00 | - | 21,350 | 18,475 | 2,22,025 | ||||
| 19 Jun | 23516.00 | 2608.35 | - | 67,375 | 53,700 | 2,03,550 | ||||
| 18 Jun | 23557.90 | 2681.65 | - | 62,600 | 56,675 | 1,49,850 | ||||
| 14 Jun | 23465.60 | 2582.20 | - | 35,075 | 32,325 | 93,175 | ||||
| 13 Jun | 23398.90 | 2515.00 | - | 6,550 | 2,675 | 60,350 | ||||
| 12 Jun | 23322.95 | 2478.25 | - | 13,450 | -175 | 57,650 | ||||
| 11 Jun | 23264.85 | 2430.20 | - | 6,625 | 4,425 | 57,825 | ||||
| 10 Jun | 23259.20 | 2379.55 | - | 14,225 | 2,900 | 54,050 | ||||
| 7 Jun | 23290.15 | 2468.05 | - | 19,000 | 8,350 | 51,250 | ||||
| 6 Jun | 22821.40 | 2120.00 | - | 36,775 | 22,075 | 42,900 | ||||
| 5 Jun | 22620.35 | 1807.45 | - | 85,350 | -3,025 | 20,825 | ||||
| 4 Jun | 21884.50 | 1425.00 | - | 37,125 | 8,375 | 23,850 | ||||
| 3 Jun | 23263.90 | 2615.00 | - | 7,200 | 850 | 15,475 | ||||
| 31 May | 22530.70 | 2000.00 | - | 2,025 | -250 | 14,600 | ||||
| 30 May | 22488.65 | 1918.05 | - | 5,800 | 3,850 | 14,850 | ||||
| 29 May | 22704.70 | 2087.00 | - | 1,100 | 400 | 11,000 | ||||
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| 28 May | 22888.15 | 2237.40 | - | 625 | 0 | 10,600 | ||||
| 27 May | 22932.45 | 2286.25 | - | 4,900 | 2,150 | 10,600 | ||||
| 24 May | 22957.10 | 2292.50 | - | 475 | 200 | 8,425 | ||||
| 23 May | 22967.65 | 2252.85 | - | 1,175 | 750 | 8,225 | ||||
| 22 May | 22597.80 | 1957.40 | - | 175 | 50 | 7,475 | ||||
| 21 May | 22529.05 | 1952.05 | - | 475 | 150 | 7,425 | ||||
| 18 May | 22502.00 | 1911.00 | - | 125 | 50 | 7,275 | ||||
| 17 May | 22466.10 | 1855.55 | - | 2,625 | 1,575 | 7,250 | ||||
| 16 May | 22403.85 | 1860.00 | - | 1,000 | 125 | 5,675 | ||||
| 15 May | 22200.55 | 1730.00 | - | 1,275 | 650 | 5,550 | ||||
| 14 May | 22217.85 | 1770.00 | - | 1,125 | 275 | 4,900 | ||||
| 13 May | 22104.05 | 1710.00 | - | 8,375 | -5,100 | 4,625 | ||||
For NIFTY - strike price 21000 expiring on 25JUL2024
Delta for 21000 CE is -
Historical price for 21000 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 3365.8, which was 13.20 higher than the previous day. The implied volatity was -, the open interest changed by 800 which increased total open position to 647675
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 3352.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -6000 which decreased total open position to 646875
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 3350.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 7800 which increased total open position to 652875
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 3180, which was lower than the previous day. The implied volatity was -, the open interest changed by 5975 which increased total open position to 645050
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 3187.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 3175 which increased total open position to 639075
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 3108.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 41200 which increased total open position to 635900
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 3080, which was lower than the previous day. The implied volatity was -, the open interest changed by 143500 which increased total open position to 594700
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 2956, which was lower than the previous day. The implied volatity was -, the open interest changed by 43700 which increased total open position to 451250
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 2823.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 95875 which increased total open position to 407550
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 2674.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 47400 which increased total open position to 311650
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 2584.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 42350 which increased total open position to 264350
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 2699.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 18475 which increased total open position to 222025
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 2608.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 53700 which increased total open position to 203550
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 2681.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 56675 which increased total open position to 149850
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 2582.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 32325 which increased total open position to 93175
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 2515.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2675 which increased total open position to 60350
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 2478.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -175 which decreased total open position to 57650
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 2430.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 4425 which increased total open position to 57825
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 2379.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 2900 which increased total open position to 54050
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 2468.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 8350 which increased total open position to 51250
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 2120.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 22075 which increased total open position to 42900
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 1807.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -3025 which decreased total open position to 20825
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 1425.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 8375 which increased total open position to 23850
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 2615.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 850 which increased total open position to 15475
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 2000.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -250 which decreased total open position to 14600
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 1918.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 3850 which increased total open position to 14850
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 2087.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 11000
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 2237.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10600
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 2286.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 2150 which increased total open position to 10600
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 2292.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 8425
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 2252.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 8225
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 1957.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 7475
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 1952.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 7425
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 1911.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 7275
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1855.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 1575 which increased total open position to 7250
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 1860.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 5675
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1730.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 650 which increased total open position to 5550
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 1770.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 4900
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 1710.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -5100 which decreased total open position to 4625
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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 | 5.35 | -0.10 | - | 2,95,550 | -6,375 | 19,43,625 |
| 4 Jul | 24302.15 | 5.45 | - | 3,57,075 | 67,500 | 19,50,000 | |
| 3 Jul | 24286.50 | 6.1 | - | 6,88,225 | 16,950 | 18,82,500 | |
| 2 Jul | 24123.85 | 6.85 | - | 3,81,425 | 7,650 | 18,65,400 | |
| 1 Jul | 24141.95 | 8.5 | - | 2,96,950 | 7,625 | 18,57,750 | |
| 28 Jun | 24010.60 | 8.9 | - | 5,30,350 | 57,925 | 18,50,125 | |
| 27 Jun | 24044.50 | 12.35 | - | 15,13,925 | 5,65,325 | 17,92,200 | |
| 26 Jun | 23868.80 | 11.05 | - | 5,93,475 | 1,50,725 | 12,02,450 | |
| 25 Jun | 23721.30 | 10.5 | - | 4,12,900 | 9,900 | 10,51,725 | |
| 24 Jun | 23537.85 | 10.1 | - | 6,91,150 | 1,66,450 | 10,42,125 | |
| 21 Jun | 23501.10 | 12.25 | - | 4,00,250 | 83,625 | 8,77,600 | |
| 20 Jun | 23567.00 | 12.00 | - | 1,41,475 | 15,475 | 7,93,975 | |
| 19 Jun | 23516.00 | 13.65 | - | 2,18,100 | 50,725 | 7,78,500 | |
| 18 Jun | 23557.90 | 12.05 | - | 2,58,975 | -2,200 | 7,33,550 | |
| 14 Jun | 23465.60 | 16.05 | - | 3,11,750 | -46,675 | 7,35,750 | |
| 13 Jun | 23398.90 | 20.00 | - | 3,34,850 | -1,175 | 7,83,725 | |
| 12 Jun | 23322.95 | 27.50 | - | 2,79,900 | 42,775 | 7,81,675 | |
| 11 Jun | 23264.85 | 36.40 | - | 3,44,975 | 41,200 | 7,45,725 | |
| 10 Jun | 23259.20 | 48.20 | - | 3,81,600 | 38,475 | 7,05,275 | |
| 7 Jun | 23290.15 | 52.80 | - | 4,98,125 | 53,850 | 6,66,875 | |
| 6 Jun | 22821.40 | 67.00 | - | 6,38,125 | -7,775 | 6,13,025 | |
| 5 Jun | 22620.35 | 107.00 | - | 11,43,150 | -34,975 | 6,20,800 | |
| 4 Jun | 21884.50 | 315.85 | - | 13,19,675 | 47,200 | 6,55,775 | |
| 3 Jun | 23263.90 | 67.75 | - | 4,99,900 | 20,325 | 6,08,575 | |
| 31 May | 22530.70 | 158.00 | - | 3,86,275 | 95,975 | 5,88,325 | |
| 30 May | 22488.65 | 159.05 | - | 2,29,200 | 61,575 | 4,92,350 | |
| 29 May | 22704.70 | 142.00 | - | 99,975 | 11,100 | 4,30,775 | |
| 28 May | 22888.15 | 131.60 | - | 2,46,025 | 56,350 | 4,19,900 | |
| 27 May | 22932.45 | 119.50 | - | 1,39,775 | 7,325 | 3,70,350 | |
| 24 May | 22957.10 | 119.00 | - | 1,24,650 | -6,575 | 3,67,200 | |
| 23 May | 22967.65 | 120.00 | - | 1,26,300 | 14,000 | 3,76,425 | |
| 22 May | 22597.80 | 153.00 | - | 78,800 | 4,425 | 3,62,500 | |
| 21 May | 22529.05 | 176.90 | - | 2,63,650 | 2,825 | 3,59,150 | |
| 18 May | 22502.00 | 189.95 | - | 52,600 | -20,775 | 3,56,650 | |
| 17 May | 22466.10 | 180.00 | - | 95,600 | 1,250 | 3,79,000 | |
| 16 May | 22403.85 | 192.75 | - | 1,07,425 | 17,925 | 3,77,750 | |
| 15 May | 22200.55 | 246.40 | - | 63,125 | 10,525 | 3,63,250 | |
| 14 May | 22217.85 | 254.90 | - | 1,04,850 | -17,150 | 3,58,800 | |
| 13 May | 22104.05 | 290.00 | - | 1,08,000 | 21,225 | 3,75,950 | |
For NIFTY - strike price 21000 expiring on 25JUL2024
Delta for 21000 PE is -
Historical price for 21000 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 5.35, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by -6375 which decreased total open position to 1943625
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 5.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 67500 which increased total open position to 1950000
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 6.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 16950 which increased total open position to 1882500
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 6.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 7650 which increased total open position to 1865400
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 8.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 7625 which increased total open position to 1857750
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 8.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 57925 which increased total open position to 1850125
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 12.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 565325 which increased total open position to 1792200
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 11.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 150725 which increased total open position to 1202450
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 10.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 9900 which increased total open position to 1051725
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 10.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 166450 which increased total open position to 1042125
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 12.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 83625 which increased total open position to 877600
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 15475 which increased total open position to 793975
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 13.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 50725 which increased total open position to 778500
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 12.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -2200 which decreased total open position to 733550
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 16.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -46675 which decreased total open position to 735750
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 20.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -1175 which decreased total open position to 783725
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 27.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 42775 which increased total open position to 781675
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 36.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 41200 which increased total open position to 745725
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 48.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 38475 which increased total open position to 705275
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 52.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 53850 which increased total open position to 666875
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 67.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -7775 which decreased total open position to 613025
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 107.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -34975 which decreased total open position to 620800
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 315.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 47200 which increased total open position to 655775
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 67.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 20325 which increased total open position to 608575
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 158.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 95975 which increased total open position to 588325
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 159.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 61575 which increased total open position to 492350
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 142.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 11100 which increased total open position to 430775
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 131.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 56350 which increased total open position to 419900
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 119.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 7325 which increased total open position to 370350
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 119.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -6575 which decreased total open position to 367200
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 120.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 14000 which increased total open position to 376425
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 153.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 4425 which increased total open position to 362500
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 176.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 2825 which increased total open position to 359150
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 189.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -20775 which decreased total open position to 356650
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 180.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1250 which increased total open position to 379000
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 192.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 17925 which increased total open position to 377750
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 246.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 10525 which increased total open position to 363250
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 254.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -17150 which decreased total open position to 358800
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 290.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 21225 which increased total open position to 375950