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 | 3292.3 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Jul | 24302.15 | 3292.3 | - | 25 | 0 | 5,375 | ||||
| 3 Jul | 24286.50 | 3215 | - | 25 | 0 | 5,375 | ||||
| 2 Jul | 24123.85 | 3150 | - | 25 | 5,375 | 5,375 | ||||
| 1 Jul | 24141.95 | 2887 | - | 0 | 0 | 0 | ||||
| 28 Jun | 24010.60 | 2887 | - | 0 | 0 | 0 | ||||
| 27 Jun | 24044.50 | 2887 | - | 275 | 0 | 5,375 | ||||
| 26 Jun | 23868.80 | 2858.05 | - | 1,250 | 50 | 5,275 | ||||
| 25 Jun | 23721.30 | 2731.35 | - | 350 | 175 | 5,225 | ||||
| 24 Jun | 23537.85 | 2570.55 | - | 150 | 25 | 4,950 | ||||
| 21 Jun | 23501.10 | 2481.20 | - | 250 | 175 | 4,875 | ||||
| 20 Jun | 23567.00 | 2562.65 | - | 50 | 50 | 4,675 | ||||
| 19 Jun | 23516.00 | 2464.15 | - | 175 | 150 | 4,625 | ||||
| 18 Jun | 23557.90 | 2576.95 | - | 50 | 75 | 4,450 | ||||
| 14 Jun | 23465.60 | 2446.55 | - | 75 | 25 | 4,375 | ||||
| 13 Jun | 23398.90 | 2394.45 | - | 0 | 725 | 0 | ||||
| 12 Jun | 23322.95 | 2394.45 | - | 725 | 0 | 3,625 | ||||
| 11 Jun | 23264.85 | 2346.20 | - | 450 | 75 | 3,250 | ||||
| 10 Jun | 23259.20 | 2311.05 | - | 475 | 275 | 2,975 | ||||
| 7 Jun | 23290.15 | 2107.85 | - | 50 | 0 | 2,700 | ||||
| 6 Jun | 22821.40 | 2030.00 | - | 175 | 150 | 2,700 | ||||
| 5 Jun | 22620.35 | 1366.25 | - | 150 | 50 | 2,550 | ||||
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| 4 Jun | 21884.50 | 2521.00 | - | 50 | 200 | 2,500 | ||||
| 3 Jun | 23263.90 | 2521.60 | - | 250 | 50 | 2,300 | ||||
| 31 May | 22530.70 | 1922.00 | - | 650 | 275 | 1,900 | ||||
| 30 May | 22488.65 | 1899.40 | - | 25 | 1,625 | 1,625 | ||||
| 29 May | 22704.70 | 2230.00 | - | 0 | 0 | 0 | ||||
| 28 May | 22888.15 | 2230.00 | - | 0 | 0 | 0 | ||||
| 27 May | 22932.45 | 2230.00 | - | 0 | 0 | 0 | ||||
| 24 May | 22957.10 | 2230.00 | - | 0 | 0 | 1,625 | ||||
| 23 May | 22967.65 | 2230.00 | - | 550 | 200 | 1,275 | ||||
| 22 May | 22597.80 | 1463.30 | - | 150 | 0 | 1,075 | ||||
| 21 May | 22529.05 | 1806.25 | - | 0 | 0 | 0 | ||||
| 18 May | 22502.00 | 1806.25 | - | 0 | 0 | 1,075 | ||||
| 17 May | 22466.10 | 1806.25 | - | 300 | 250 | 1,075 | ||||
| 16 May | 22403.85 | 1806.25 | - | 300 | 50 | 825 | ||||
| 15 May | 22200.55 | 1704.45 | - | 0 | 300 | 0 | ||||
| 14 May | 22217.85 | 1704.45 | - | 425 | 50 | 475 | ||||
| 13 May | 22104.05 | 1632.40 | - | 50 | 0 | 425 | ||||
For NIFTY - strike price 21100 expiring on 25JUL2024
Delta for 21100 CE is -
Historical price for 21100 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 3292.3, 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 3292.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5375
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 3215, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5375
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 3150, which was lower than the previous day. The implied volatity was -, the open interest changed by 5375 which increased total open position to 5375
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 2887, 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 2887, 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 2887, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5375
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 2858.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 5275
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 2731.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 5225
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 2570.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 4950
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 2481.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 4875
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 2562.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 4675
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 2464.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 4625
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 2576.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 4450
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 2446.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 4375
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 2394.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 725 which increased total open position to 0
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 2394.45, 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 2346.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 3250
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 2311.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 2975
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 2107.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2700
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 2030.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 2700
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 1366.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 2550
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 2521.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 2500
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 2521.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 2300
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 1922.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 1900
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 1899.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 1625 which increased total open position to 1625
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 2230.00, 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 28 May NIFTY was trading at 22888.15. The strike last trading price was 2230.00, 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 27 May NIFTY was trading at 22932.45. The strike last trading price was 2230.00, 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 24 May NIFTY was trading at 22957.10. The strike last trading price was 2230.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1625
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 2230.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 1275
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 1463.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1075
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 1806.25, 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 1806.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1075
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1806.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 1075
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 1806.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 825
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1704.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 0
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 1704.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 475
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 1632.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 425
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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 | 5.05 | -0.15 | - | 3,075 | 475 | 19,450 |
| 4 Jul | 24302.15 | 5.2 | - | 2,500 | -225 | 18,975 | |
| 3 Jul | 24286.50 | 6.3 | - | 7,275 | 2,425 | 19,200 | |
| 2 Jul | 24123.85 | 6.5 | - | 5,650 | -1,475 | 16,875 | |
| 1 Jul | 24141.95 | 8.15 | - | 3,275 | -2,025 | 18,350 | |
| 28 Jun | 24010.60 | 9.9 | - | 34,825 | 100 | 20,375 | |
| 27 Jun | 24044.50 | 11.9 | - | 23,625 | -1,275 | 20,275 | |
| 26 Jun | 23868.80 | 9.85 | - | 2,875 | -725 | 21,550 | |
| 25 Jun | 23721.30 | 11.05 | - | 15,050 | -2,625 | 22,275 | |
| 24 Jun | 23537.85 | 11.65 | - | 26,000 | 6,825 | 25,325 | |
| 21 Jun | 23501.10 | 12.45 | - | 16,475 | -600 | 18,525 | |
| 20 Jun | 23567.00 | 12.20 | - | 1,175 | -300 | 19,125 | |
| 19 Jun | 23516.00 | 15.00 | - | 21,575 | 825 | 19,425 | |
| 18 Jun | 23557.90 | 14.55 | - | 1,175 | -375 | 18,625 | |
| 14 Jun | 23465.60 | 17.00 | - | 31,950 | 2,000 | 19,000 | |
| 13 Jun | 23398.90 | 24.00 | - | 10,325 | -300 | 17,075 | |
| 12 Jun | 23322.95 | 28.50 | - | 8,100 | 2,425 | 16,950 | |
| 11 Jun | 23264.85 | 35.00 | - | 950 | 75 | 14,525 | |
| 10 Jun | 23259.20 | 42.25 | - | 4,625 | 2,375 | 14,450 | |
| 7 Jun | 23290.15 | 53.35 | - | 9,175 | 3,675 | 12,325 | |
| 6 Jun | 22821.40 | 64.95 | - | 5,375 | 2,525 | 8,650 | |
| 5 Jun | 22620.35 | 118.40 | - | 8,925 | 6,125 | 6,125 | |
| 4 Jun | 21884.50 | 245.65 | - | 0 | 0 | 0 | |
| 3 Jun | 23263.90 | 245.65 | - | 0 | 0 | 0 | |
| 31 May | 22530.70 | 245.65 | - | 0 | 0 | 0 | |
| 30 May | 22488.65 | 245.65 | - | 0 | 0 | 0 | |
| 29 May | 22704.70 | 245.65 | - | 0 | 0 | 0 | |
| 28 May | 22888.15 | 245.65 | - | 0 | 0 | 0 | |
| 27 May | 22932.45 | 245.65 | - | 0 | 0 | 0 | |
| 24 May | 22957.10 | 245.65 | - | 0 | 0 | 0 | |
| 23 May | 22967.65 | 245.65 | - | 0 | 0 | 0 | |
| 22 May | 22597.80 | 245.65 | - | 0 | 0 | 0 | |
| 21 May | 22529.05 | 245.65 | - | 0 | 0 | 0 | |
| 18 May | 22502.00 | 245.65 | - | 0 | 0 | 0 | |
| 17 May | 22466.10 | 245.65 | - | 0 | 25 | 0 | |
| 16 May | 22403.85 | 245.65 | - | 0 | 25 | 0 | |
| 15 May | 22200.55 | 245.65 | - | 50 | 0 | 675 | |
| 14 May | 22217.85 | 175.10 | - | 25 | 650 | 650 | |
| 13 May | 22104.05 | 85.65 | - | 0 | 0 | 0 | |
For NIFTY - strike price 21100 expiring on 25JUL2024
Delta for 21100 PE is -
Historical price for 21100 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 5.05, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 475 which increased total open position to 19450
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 5.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -225 which decreased total open position to 18975
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 6.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 2425 which increased total open position to 19200
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 6.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -1475 which decreased total open position to 16875
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 8.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -2025 which decreased total open position to 18350
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 9.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 20375
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 11.9, which was lower than the previous day. The implied volatity was -, the open interest changed by -1275 which decreased total open position to 20275
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 9.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -725 which decreased total open position to 21550
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 11.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -2625 which decreased total open position to 22275
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 11.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 6825 which increased total open position to 25325
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 12.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -600 which decreased total open position to 18525
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 12.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -300 which decreased total open position to 19125
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 15.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 825 which increased total open position to 19425
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 14.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -375 which decreased total open position to 18625
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 17.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2000 which increased total open position to 19000
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 24.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -300 which decreased total open position to 17075
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 28.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 2425 which increased total open position to 16950
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 35.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 14525
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 42.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 2375 which increased total open position to 14450
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 53.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 3675 which increased total open position to 12325
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 64.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 2525 which increased total open position to 8650
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 118.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 6125 which increased total open position to 6125
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 245.65, 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 245.65, 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 245.65, 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 245.65, 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 245.65, 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 245.65, 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 245.65, 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 245.65, 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 245.65, 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 245.65, 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 245.65, 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 245.65, 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 245.65, 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 16 May NIFTY was trading at 22403.85. The strike last trading price was 245.65, 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 15 May NIFTY was trading at 22200.55. The strike last trading price was 245.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 675
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 175.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 650 which increased total open position to 650
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 85.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0