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 | 2646.05 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Jul | 24302.15 | 2646.05 | - | 0 | 0 | 0 | ||||
| 3 Jul | 24286.50 | 2646.05 | - | 0 | 0 | 0 | ||||
| 2 Jul | 24123.85 | 2646.05 | - | 0 | 0 | 0 | ||||
| 1 Jul | 24141.95 | 2646.05 | - | 0 | 0 | 0 | ||||
| 28 Jun | 24010.60 | 2646.05 | - | 0 | 0 | 0 | ||||
| 27 Jun | 24044.50 | 2646.05 | - | 0 | 0 | 0 | ||||
| 26 Jun | 23868.80 | 2646.05 | - | 0 | 75 | 0 | ||||
| 25 Jun | 23721.30 | 2646.05 | - | 175 | 75 | 5,525 | ||||
| 24 Jun | 23537.85 | 2608.5 | - | 100 | 0 | 5,350 | ||||
| 21 Jun | 23501.10 | 2582.15 | - | 300 | 150 | 5,200 | ||||
| 20 Jun | 23567.00 | 2628.75 | - | 75 | 250 | 5,000 | ||||
| 19 Jun | 23516.00 | 2684.65 | - | 225 | 0 | 4,750 | ||||
| 18 Jun | 23557.90 | 2628.50 | - | 200 | 50 | 4,550 | ||||
| 14 Jun | 23465.60 | 2519.15 | - | 50 | 0 | 4,500 | ||||
| 13 Jun | 23398.90 | 2477.10 | - | 175 | 25 | 4,350 | ||||
| 12 Jun | 23322.95 | 2442.60 | - | 700 | 0 | 3,625 | ||||
| 11 Jun | 23264.85 | 2394.30 | - | 275 | 0 | 3,350 | ||||
| 10 Jun | 23259.20 | 2362.35 | - | 325 | 300 | 3,325 | ||||
| 7 Jun | 23290.15 | 1241.45 | - | 0 | 700 | 0 | ||||
| 6 Jun | 22821.40 | 1241.45 | - | 0 | 700 | 0 | ||||
| 5 Jun | 22620.35 | 1241.45 | - | 50 | 700 | 3,025 | ||||
| 4 Jun | 21884.50 | 1395.15 | - | 700 | 250 | 2,325 | ||||
| 3 Jun | 23263.90 | 2546.55 | - | 250 | 0 | 2,075 | ||||
| 31 May | 22530.70 | 1955.30 | - | 625 | 1,700 | 1,700 | ||||
| 30 May | 22488.65 | 2149.95 | - | 0 | 0 | 0 | ||||
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| 29 May | 22704.70 | 2149.95 | - | 0 | 0 | 0 | ||||
| 28 May | 22888.15 | 2149.95 | - | 0 | 0 | 0 | ||||
| 27 May | 22932.45 | 2149.95 | - | 0 | 0 | 0 | ||||
| 24 May | 22957.10 | 2149.95 | - | 0 | 0 | 0 | ||||
| 23 May | 22967.65 | 2149.95 | - | 25 | 0 | 1,450 | ||||
| 22 May | 22597.80 | 2068.55 | - | 425 | 400 | 1,450 | ||||
| 21 May | 22529.05 | 1846.95 | - | 0 | 0 | 0 | ||||
| 18 May | 22502.00 | 1846.95 | - | 0 | 0 | 1,050 | ||||
| 17 May | 22466.10 | 1846.95 | - | 250 | 200 | 1,050 | ||||
| 16 May | 22403.85 | 1846.95 | - | 250 | 50 | 850 | ||||
| 15 May | 22200.55 | 1707.10 | - | 50 | 0 | 850 | ||||
| 14 May | 22217.85 | 1666.15 | - | 525 | 100 | 850 | ||||
| 13 May | 22104.05 | 1666.15 | - | 525 | 400 | 750 | ||||
For NIFTY - strike price 21050 expiring on 25JUL2024
Delta for 21050 CE is -
Historical price for 21050 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 2646.05, 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 2646.05, 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 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 2646.05, 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 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 2646.05, 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 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 2646.05, 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 Jun NIFTY was trading at 24010.60. The strike last trading price was 2646.05, 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 Jun NIFTY was trading at 24044.50. The strike last trading price was 2646.05, 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 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 2646.05, 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 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 2646.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 5525
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 2608.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5350
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 2582.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 5200
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 2628.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 5000
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 2684.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4750
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 2628.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 4550
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 2519.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4500
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 2477.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 4350
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 2442.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3625
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 2394.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3350
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 2362.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 3325
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 1241.45, 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 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 1241.45, 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 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 1241.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 700 which increased total open position to 3025
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 1395.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 2325
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 2546.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2075
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 1955.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 1700 which increased total open position to 1700
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 2149.95, 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 2149.95, 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 2149.95, 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 2149.95, 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 2149.95, 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 2149.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1450
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 2068.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 1450
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 1846.95, 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 1846.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1050
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1846.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 1050
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 1846.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 850
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1707.10, 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 1666.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 850
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 1666.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 750
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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 | 5.4 | 0.90 | - | 50 | -50 | 7,275 |
| 4 Jul | 24302.15 | 4.5 | - | 2,400 | -225 | 7,325 | |
| 3 Jul | 24286.50 | 5.65 | - | 3,500 | 900 | 7,550 | |
| 2 Jul | 24123.85 | 6.8 | - | 1,750 | -200 | 6,650 | |
| 1 Jul | 24141.95 | 7.65 | - | 6,075 | 500 | 6,850 | |
| 28 Jun | 24010.60 | 9.15 | - | 8,375 | 1,675 | 6,350 | |
| 27 Jun | 24044.50 | 5.05 | - | 700 | -100 | 4,675 | |
| 26 Jun | 23868.80 | 10.3 | - | 150 | 25 | 4,750 | |
| 25 Jun | 23721.30 | 10.9 | - | 50 | 0 | 4,725 | |
| 24 Jun | 23537.85 | 14.5 | - | 0 | 0 | 0 | |
| 21 Jun | 23501.10 | 14.50 | - | 0 | -25 | 0 | |
| 20 Jun | 23567.00 | 14.50 | - | 275 | 4,700 | 4,700 | |
| 19 Jun | 23516.00 | 17.15 | - | 0 | 0 | 0 | |
| 18 Jun | 23557.90 | 17.15 | - | 0 | 200 | 0 | |
| 14 Jun | 23465.60 | 17.15 | - | 900 | 200 | 4,750 | |
| 13 Jun | 23398.90 | 30.00 | - | 350 | 50 | 4,550 | |
| 12 Jun | 23322.95 | 43.50 | - | 175 | 50 | 4,450 | |
| 11 Jun | 23264.85 | 33.00 | - | 4,800 | 4,400 | 4,400 | |
| 10 Jun | 23259.20 | 82.50 | - | 0 | 0 | 0 | |
| 7 Jun | 23290.15 | 82.50 | - | 0 | 0 | 0 | |
| 6 Jun | 22821.40 | 82.50 | - | 0 | 0 | 0 | |
| 5 Jun | 22620.35 | 82.50 | - | 0 | 0 | 0 | |
| 4 Jun | 21884.50 | 82.50 | - | 0 | 0 | 0 | |
| 3 Jun | 23263.90 | 82.50 | - | 0 | 0 | 0 | |
| 31 May | 22530.70 | 82.50 | - | 0 | 0 | 0 | |
| 30 May | 22488.65 | 82.50 | - | 0 | 0 | 0 | |
| 29 May | 22704.70 | 82.50 | - | 0 | 0 | 0 | |
| 28 May | 22888.15 | 82.50 | - | 0 | 0 | 0 | |
| 27 May | 22932.45 | 82.50 | - | 0 | 0 | 0 | |
| 24 May | 22957.10 | 82.50 | - | 0 | 0 | 0 | |
| 23 May | 22967.65 | 82.50 | - | 0 | 0 | 0 | |
| 22 May | 22597.80 | 82.50 | - | 0 | 0 | 0 | |
| 21 May | 22529.05 | 82.50 | - | 0 | 0 | 0 | |
| 18 May | 22502.00 | 82.50 | - | 0 | 0 | 0 | |
| 17 May | 22466.10 | 82.50 | - | 0 | 0 | 0 | |
| 16 May | 22403.85 | 82.50 | - | 0 | 0 | 0 | |
| 15 May | 22200.55 | 82.50 | - | 0 | 0 | 0 | |
| 14 May | 22217.85 | 82.50 | - | 0 | 0 | 0 | |
| 13 May | 22104.05 | 82.50 | - | 0 | 0 | 0 | |
For NIFTY - strike price 21050 expiring on 25JUL2024
Delta for 21050 PE is -
Historical price for 21050 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 5.4, which was 0.90 higher than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 7275
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 4.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -225 which decreased total open position to 7325
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 5.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 7550
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 6.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 6650
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 7.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 6850
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 1675 which increased total open position to 6350
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 5.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 4675
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 10.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 4750
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 10.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4725
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 14.5, 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 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 14.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 0
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 14.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 4700 which increased total open position to 4700
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 17.15, 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 17.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 0
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 17.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 4750
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 30.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 4550
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 43.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 4450
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 33.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 4400 which increased total open position to 4400
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 82.50, 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 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 82.50, 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 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 82.50, 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 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 82.50, 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 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 82.50, 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 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 82.50, 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 31 May NIFTY was trading at 22530.70. The strike last trading price was 82.50, 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 30 May NIFTY was trading at 22488.65. The strike last trading price was 82.50, 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 29 May NIFTY was trading at 22704.70. The strike last trading price was 82.50, 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 28 May NIFTY was trading at 22888.15. The strike last trading price was 82.50, 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 27 May NIFTY was trading at 22932.45. The strike last trading price was 82.50, 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 24 May NIFTY was trading at 22957.10. The strike last trading price was 82.50, 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 23 May NIFTY was trading at 22967.65. The strike last trading price was 82.50, 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 22 May NIFTY was trading at 22597.80. The strike last trading price was 82.50, 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 21 May NIFTY was trading at 22529.05. The strike last trading price was 82.50, 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 82.50, 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 17 May NIFTY was trading at 22466.10. The strike last trading price was 82.50, 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 82.50, 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 15 May NIFTY was trading at 22200.55. The strike last trading price was 82.50, 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 14 May NIFTY was trading at 22217.85. The strike last trading price was 82.50, 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 13 May NIFTY was trading at 22104.05. The strike last trading price was 82.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0