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 | 3039.2 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Jul | 24302.15 | 3039.2 | - | 0 | 0 | 0 | ||||
| 3 Jul | 24286.50 | 3039.2 | - | 0 | 0 | 0 | ||||
| 2 Jul | 24123.85 | 3039.2 | - | 100 | 0 | 5,000 | ||||
| 1 Jul | 24141.95 | 2957.7 | - | 100 | 5,000 | 5,000 | ||||
| 28 Jun | 24010.60 | 2805 | - | 0 | 25 | 0 | ||||
| 27 Jun | 24044.50 | 2805 | - | 50 | 25 | 5,000 | ||||
| 26 Jun | 23868.80 | 2684.5 | - | 0 | 25 | 0 | ||||
| 25 Jun | 23721.30 | 2684.5 | - | 350 | 25 | 4,850 | ||||
| 24 Jun | 23537.85 | 2521.1 | - | 125 | 25 | 4,725 | ||||
| 21 Jun | 23501.10 | 2465.50 | - | 200 | 175 | 4,675 | ||||
| 20 Jun | 23567.00 | 2594.75 | - | 0 | 0 | 0 | ||||
| 19 Jun | 23516.00 | 2594.75 | - | 50 | 0 | 4,450 | ||||
| 18 Jun | 23557.90 | 2518.95 | - | 50 | 50 | 4,400 | ||||
| 14 Jun | 23465.60 | 2430.40 | - | 75 | 25 | 4,350 | ||||
| 13 Jun | 23398.90 | 2346.05 | - | 0 | 550 | 0 | ||||
| 12 Jun | 23322.95 | 2346.05 | - | 550 | 0 | 3,775 | ||||
| 11 Jun | 23264.85 | 2299.45 | - | 400 | 250 | 3,625 | ||||
| 10 Jun | 23259.20 | 2258.40 | - | 525 | 150 | 3,000 | ||||
| 7 Jun | 23290.15 | 1384.05 | - | 0 | 250 | 0 | ||||
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| 6 Jun | 22821.40 | 1384.05 | - | 0 | 250 | 0 | ||||
| 5 Jun | 22620.35 | 1384.05 | - | 0 | 250 | 0 | ||||
| 4 Jun | 21884.50 | 1384.05 | - | 50 | 250 | 2,800 | ||||
| 3 Jun | 23263.90 | 2409.60 | - | 250 | 0 | 2,550 | ||||
| 31 May | 22530.70 | 1886.05 | - | 425 | 2,300 | 2,300 | ||||
| 30 May | 22488.65 | 2186.05 | - | 0 | 0 | 0 | ||||
| 29 May | 22704.70 | 2186.05 | - | 0 | 0 | 0 | ||||
| 28 May | 22888.15 | 2186.05 | - | 0 | 0 | 0 | ||||
| 27 May | 22932.45 | 2186.05 | - | 0 | 0 | 0 | ||||
| 24 May | 22957.10 | 2186.05 | - | 0 | 0 | 2,125 | ||||
| 23 May | 22967.65 | 2186.05 | - | 750 | 150 | 1,525 | ||||
| 22 May | 22597.80 | 1913.05 | - | 500 | 0 | 875 | ||||
| 21 May | 22529.05 | 1787.75 | - | 0 | 0 | 0 | ||||
| 18 May | 22502.00 | 1787.75 | - | 0 | 0 | 875 | ||||
| 17 May | 22466.10 | 1787.75 | - | 650 | 350 | 875 | ||||
| 16 May | 22403.85 | 1787.75 | - | 650 | 300 | 525 | ||||
| 15 May | 22200.55 | 1659.40 | - | 0 | 150 | 0 | ||||
| 14 May | 22217.85 | 1659.40 | - | 150 | 50 | 75 | ||||
| 13 May | 22104.05 | 1596.50 | - | 50 | 0 | 25 | ||||
For NIFTY - strike price 21150 expiring on 25JUL2024
Delta for 21150 CE is -
Historical price for 21150 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 3039.2, 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 3039.2, 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 3039.2, 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 3039.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5000
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 2957.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 5000 which increased total open position to 5000
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 2805, 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 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 2805, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 5000
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 2684.5, 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 2684.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 4850
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 2521.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 4725
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 2465.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 4675
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 2594.75, 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 2594.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4450
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 2518.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 4400
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 2430.40, 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 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 2346.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 0
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 2346.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3775
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 2299.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 3625
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 2258.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 3000
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 1384.05, 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 1384.05, 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 1384.05, 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 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 1384.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 2800
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 2409.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2550
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 1886.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 2300 which increased total open position to 2300
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 2186.05, 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 2186.05, 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 2186.05, 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 2186.05, 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 2186.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2125
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 2186.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 1525
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 1913.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 875
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 1787.75, 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 1787.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 875
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1787.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 875
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 1787.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 525
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1659.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 0
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 1659.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 75
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 1596.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
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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 | 4.35 | 0.00 | - | 0 | -100 | 0 |
| 4 Jul | 24302.15 | 4.35 | - | 50 | -100 | 4,550 | |
| 3 Jul | 24286.50 | 6 | - | 3,950 | -1,750 | 4,650 | |
| 2 Jul | 24123.85 | 7 | - | 500 | 6,425 | 6,425 | |
| 1 Jul | 24141.95 | 9.35 | - | 0 | -3,100 | 0 | |
| 28 Jun | 24010.60 | 9.35 | - | 4,600 | -3,100 | 6,775 | |
| 27 Jun | 24044.50 | 12.2 | - | 225 | -25 | 9,875 | |
| 26 Jun | 23868.80 | 14.65 | - | 25 | -100 | 9,900 | |
| 25 Jun | 23721.30 | 14.65 | - | 2,825 | 1,600 | 10,000 | |
| 24 Jun | 23537.85 | 12.15 | - | 5,100 | 3,475 | 8,475 | |
| 21 Jun | 23501.10 | 13.40 | - | 1,425 | -125 | 5,000 | |
| 20 Jun | 23567.00 | 17.90 | - | 175 | 5,075 | 5,075 | |
| 19 Jun | 23516.00 | 11.25 | - | 0 | -425 | 0 | |
| 18 Jun | 23557.90 | 11.25 | - | 3,225 | -475 | 5,125 | |
| 14 Jun | 23465.60 | 17.00 | - | 5,775 | 4,050 | 5,600 | |
| 13 Jun | 23398.90 | 34.05 | - | 450 | 300 | 1,425 | |
| 12 Jun | 23322.95 | 38.00 | - | 0 | 875 | 0 | |
| 11 Jun | 23264.85 | 38.00 | - | 875 | 850 | 1,100 | |
| 10 Jun | 23259.20 | 86.55 | - | 0 | 0 | 0 | |
| 7 Jun | 23290.15 | 86.55 | - | 0 | 25 | 0 | |
| 6 Jun | 22821.40 | 86.55 | - | 250 | 25 | 25 | |
| 5 Jun | 22620.35 | 136.65 | - | 25 | 0 | 0 | |
| 4 Jun | 21884.50 | 94.65 | - | 0 | 0 | 0 | |
| 3 Jun | 23263.90 | 94.65 | - | 0 | 0 | 0 | |
| 31 May | 22530.70 | 94.65 | - | 0 | 0 | 0 | |
| 30 May | 22488.65 | 94.65 | - | 0 | 0 | 0 | |
| 29 May | 22704.70 | 94.65 | - | 0 | 0 | 0 | |
| 28 May | 22888.15 | 94.65 | - | 0 | 0 | 0 | |
| 27 May | 22932.45 | 94.65 | - | 0 | 0 | 0 | |
| 24 May | 22957.10 | 94.65 | - | 0 | 0 | 0 | |
| 23 May | 22967.65 | 94.65 | - | 0 | 0 | 0 | |
| 22 May | 22597.80 | 94.65 | - | 0 | 0 | 0 | |
| 21 May | 22529.05 | 94.65 | - | 0 | 0 | 0 | |
| 18 May | 22502.00 | 94.65 | - | 0 | 0 | 0 | |
| 17 May | 22466.10 | 94.65 | - | 0 | 0 | 0 | |
| 16 May | 22403.85 | 94.65 | - | 0 | 0 | 0 | |
| 15 May | 22200.55 | 94.65 | - | 0 | 0 | 0 | |
| 14 May | 22217.85 | 94.65 | - | 0 | 0 | 0 | |
| 13 May | 22104.05 | 94.65 | - | 0 | 0 | 0 | |
For NIFTY - strike price 21150 expiring on 25JUL2024
Delta for 21150 PE is -
Historical price for 21150 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 4.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 0
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 4.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 4550
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 6, which was lower than the previous day. The implied volatity was -, the open interest changed by -1750 which decreased total open position to 4650
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 7, which was lower than the previous day. The implied volatity was -, the open interest changed by 6425 which increased total open position to 6425
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 9.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -3100 which decreased total open position to 0
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 9.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -3100 which decreased total open position to 6775
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 12.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 9875
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 14.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 9900
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 14.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 1600 which increased total open position to 10000
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 12.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 3475 which increased total open position to 8475
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 13.40, which was lower than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 5000
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 17.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 5075 which increased total open position to 5075
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 11.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -425 which decreased total open position to 0
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 11.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -475 which decreased total open position to 5125
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 4050 which increased total open position to 5600
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 34.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 1425
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 38.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 875 which increased total open position to 0
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 38.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 850 which increased total open position to 1100
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 86.55, 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 86.55, 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 86.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 25
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 136.65, 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 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 94.65, 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 94.65, 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 94.65, 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 94.65, 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 94.65, 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 94.65, 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 94.65, 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 94.65, 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 94.65, 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 94.65, 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 94.65, 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 94.65, 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 94.65, 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 94.65, 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 94.65, 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 94.65, 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 94.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0