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 | 3175 | 0.00 | - | 0 | 7,600 | 0 | |||
| 4 Jul | 24302.15 | 3175 | - | 75 | 7,600 | 7,600 | ||||
| 3 Jul | 24286.50 | 2965 | - | 0 | 0 | 0 | ||||
| 2 Jul | 24123.85 | 2965 | - | 0 | 50 | 0 | ||||
| 1 Jul | 24141.95 | 2965 | - | 50 | 50 | 7,575 | ||||
| 28 Jun | 24010.60 | 2970 | - | 175 | 50 | 7,525 | ||||
| 27 Jun | 24044.50 | 2913.1 | - | 3,325 | 1,800 | 7,475 | ||||
| 26 Jun | 23868.80 | 2775 | - | 1,850 | 750 | 5,675 | ||||
| 25 Jun | 23721.30 | 2638.75 | - | 1,250 | 75 | 4,925 | ||||
| 24 Jun | 23537.85 | 2472.2 | - | 750 | 25 | 4,800 | ||||
| 21 Jun | 23501.10 | 2389.35 | - | 300 | 200 | 4,750 | ||||
| 20 Jun | 23567.00 | 2492.10 | - | 50 | 75 | 4,525 | ||||
| 19 Jun | 23516.00 | 2549.75 | - | 50 | 0 | 4,450 | ||||
| 18 Jun | 23557.90 | 2481.45 | - | 50 | 4,425 | 4,425 | ||||
| 14 Jun | 23465.60 | 2346.85 | - | 0 | -50 | 0 | ||||
| 13 Jun | 23398.90 | 2346.85 | - | 50 | 0 | 4,450 | ||||
| 12 Jun | 23322.95 | 2298.20 | - | 550 | 0 | 3,900 | ||||
| 11 Jun | 23264.85 | 2247.95 | - | 450 | 100 | 3,550 | ||||
| 10 Jun | 23259.20 | 2211.90 | - | 650 | 500 | 3,550 | ||||
| 7 Jun | 23290.15 | 1657.80 | - | 0 | 400 | 0 | ||||
| 6 Jun | 22821.40 | 1657.80 | - | 0 | 400 | 0 | ||||
| 5 Jun | 22620.35 | 1657.80 | - | 150 | 400 | 2,900 | ||||
| 4 Jun | 21884.50 | 1265.50 | - | 500 | 300 | 2,500 | ||||
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| 3 Jun | 23263.90 | 2431.80 | - | 300 | 100 | 2,200 | ||||
| 31 May | 22530.70 | 1843.45 | - | 325 | 100 | 1,875 | ||||
| 30 May | 22488.65 | 1841.35 | - | 25 | 1,775 | 1,775 | ||||
| 29 May | 22704.70 | 2142.00 | - | 0 | 0 | 0 | ||||
| 28 May | 22888.15 | 2142.00 | - | 0 | 0 | 0 | ||||
| 27 May | 22932.45 | 2142.00 | - | 0 | 0 | 0 | ||||
| 24 May | 22957.10 | 2142.00 | - | 0 | 0 | 1,775 | ||||
| 23 May | 22967.65 | 2142.00 | - | 550 | 100 | 1,325 | ||||
| 22 May | 22597.80 | 1704.10 | - | 0 | 0 | 0 | ||||
| 21 May | 22529.05 | 1704.10 | - | 0 | 0 | 0 | ||||
| 18 May | 22502.00 | 1704.10 | - | 0 | 0 | 1,225 | ||||
| 17 May | 22466.10 | 1704.10 | - | 550 | 400 | 1,225 | ||||
| 16 May | 22403.85 | 1704.10 | - | 550 | 150 | 825 | ||||
| 15 May | 22200.55 | 1621.05 | - | 500 | 0 | 675 | ||||
| 14 May | 22217.85 | 1621.05 | - | 500 | 100 | 275 | ||||
| 13 May | 22104.05 | 1368.65 | - | 25 | 0 | 175 | ||||
For NIFTY - strike price 21200 expiring on 25JUL2024
Delta for 21200 CE is -
Historical price for 21200 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 3175, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 7600 which increased total open position to 0
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 3175, which was lower than the previous day. The implied volatity was -, the open interest changed by 7600 which increased total open position to 7600
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 2965, 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 2965, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 0
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 2965, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 7575
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 2970, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 7525
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 2913.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 7475
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 2775, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 5675
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 2638.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 4925
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 2472.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 4800
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 2389.35, 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 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 2492.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 4525
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 2549.75, 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 2481.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 4425 which increased total open position to 4425
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 2346.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 0
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 2346.85, 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 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 2298.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3900
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 2247.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 3550
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 2211.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 3550
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 1657.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 0
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 1657.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 0
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 1657.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 2900
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 1265.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 2500
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 2431.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 2200
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 1843.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 1875
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 1841.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 1775 which increased total open position to 1775
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 2142.00, 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 2142.00, 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 2142.00, 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 2142.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1775
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 2142.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 1325
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 1704.10, 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 1704.10, 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 1704.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1225
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1704.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 1225
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 1704.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 825
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1621.05, 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 1621.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 275
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 1368.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 175
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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 | 5.65 | 0.90 | - | 20,475 | 125 | 50,225 |
| 4 Jul | 24302.15 | 4.75 | - | 9,050 | -3,925 | 50,100 | |
| 3 Jul | 24286.50 | 5.1 | - | 9,475 | -3,175 | 54,025 | |
| 2 Jul | 24123.85 | 7.1 | - | 5,425 | -800 | 57,350 | |
| 1 Jul | 24141.95 | 8.2 | - | 51,125 | -450 | 58,150 | |
| 28 Jun | 24010.60 | 9.15 | - | 1,61,300 | -37,575 | 58,600 | |
| 27 Jun | 24044.50 | 12.05 | - | 1,26,875 | 35,575 | 96,175 | |
| 26 Jun | 23868.80 | 10.55 | - | 38,650 | -9,200 | 60,825 | |
| 25 Jun | 23721.30 | 11.85 | - | 37,800 | 150 | 70,025 | |
| 24 Jun | 23537.85 | 12.5 | - | 43,475 | 5,575 | 69,975 | |
| 21 Jun | 23501.10 | 18.95 | - | 44,125 | 2,500 | 64,425 | |
| 20 Jun | 23567.00 | 14.30 | - | 33,425 | 3,425 | 62,350 | |
| 19 Jun | 23516.00 | 16.25 | - | 56,725 | 12,900 | 58,925 | |
| 18 Jun | 23557.90 | 13.80 | - | 31,525 | -6,800 | 46,225 | |
| 14 Jun | 23465.60 | 17.75 | - | 78,625 | -6,500 | 53,025 | |
| 13 Jun | 23398.90 | 26.10 | - | 12,425 | 1,775 | 59,525 | |
| 12 Jun | 23322.95 | 29.20 | - | 6,100 | 725 | 57,750 | |
| 11 Jun | 23264.85 | 38.00 | - | 19,950 | 5,100 | 57,175 | |
| 10 Jun | 23259.20 | 54.00 | - | 25,325 | 125 | 52,075 | |
| 7 Jun | 23290.15 | 57.10 | - | 43,750 | 4,100 | 50,375 | |
| 6 Jun | 22821.40 | 73.00 | - | 28,300 | 11,325 | 46,275 | |
| 5 Jun | 22620.35 | 127.65 | - | 19,625 | -750 | 34,950 | |
| 4 Jun | 21884.50 | 340.00 | - | 7,925 | 725 | 35,700 | |
| 3 Jun | 23263.90 | 72.10 | - | 16,725 | 850 | 34,975 | |
| 31 May | 22530.70 | 185.00 | - | 4,750 | 425 | 34,125 | |
| 30 May | 22488.65 | 180.85 | - | 10,850 | -25 | 33,700 | |
| 29 May | 22704.70 | 163.00 | - | 12,525 | 6,300 | 33,725 | |
| 28 May | 22888.15 | 145.90 | - | 17,525 | 8,700 | 27,550 | |
| 27 May | 22932.45 | 140.00 | - | 11,400 | 10,550 | 18,750 | |
| 24 May | 22957.10 | 131.00 | - | 7,525 | 7,000 | 8,175 | |
| 23 May | 22967.65 | 106.00 | - | 900 | 400 | 675 | |
| 22 May | 22597.80 | 183.65 | - | 0 | 0 | 0 | |
| 21 May | 22529.05 | 183.65 | - | 0 | 0 | 0 | |
| 18 May | 22502.00 | 183.65 | - | 0 | 0 | 0 | |
| 17 May | 22466.10 | 183.65 | - | 0 | 25 | 0 | |
| 16 May | 22403.85 | 183.65 | - | 0 | 25 | 0 | |
| 15 May | 22200.55 | 183.65 | - | 25 | 0 | 250 | |
| 14 May | 22217.85 | 194.45 | - | 0 | 0 | 0 | |
| 13 May | 22104.05 | 194.45 | - | 0 | 0 | 0 | |
For NIFTY - strike price 21200 expiring on 25JUL2024
Delta for 21200 PE is -
Historical price for 21200 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 5.65, which was 0.90 higher than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 50225
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 4.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -3925 which decreased total open position to 50100
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 5.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -3175 which decreased total open position to 54025
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 7.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -800 which decreased total open position to 57350
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 8.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -450 which decreased total open position to 58150
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 -37575 which decreased total open position to 58600
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 12.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 35575 which increased total open position to 96175
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 10.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -9200 which decreased total open position to 60825
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 11.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 70025
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 12.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 5575 which increased total open position to 69975
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 18.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 2500 which increased total open position to 64425
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 14.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 3425 which increased total open position to 62350
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 16.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 12900 which increased total open position to 58925
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 13.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -6800 which decreased total open position to 46225
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 17.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -6500 which decreased total open position to 53025
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 26.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 1775 which increased total open position to 59525
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 29.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 725 which increased total open position to 57750
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 5100 which increased total open position to 57175
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 54.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 52075
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 57.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 4100 which increased total open position to 50375
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 73.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 11325 which increased total open position to 46275
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 127.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -750 which decreased total open position to 34950
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 340.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 725 which increased total open position to 35700
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 72.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 850 which increased total open position to 34975
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 185.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 425 which increased total open position to 34125
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 180.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 33700
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 163.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 6300 which increased total open position to 33725
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 145.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 8700 which increased total open position to 27550
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 140.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 10550 which increased total open position to 18750
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 131.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 7000 which increased total open position to 8175
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 106.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 675
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 183.65, 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 183.65, 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 183.65, 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 183.65, 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 183.65, 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 183.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 250
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 194.45, 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 13 May NIFTY was trading at 22104.05. The strike last trading price was 194.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0