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 | 2942.2 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Jul | 24302.15 | 2942.2 | - | 0 | 0 | 0 | ||||
| 3 Jul | 24286.50 | 2942.2 | - | 0 | 0 | 0 | ||||
| 2 Jul | 24123.85 | 2942.2 | - | 100 | 0 | 3,475 | ||||
| 1 Jul | 24141.95 | 2858.55 | - | 100 | 3,475 | 3,475 | ||||
| 28 Jun | 24010.60 | 2586.25 | - | 0 | 0 | 0 | ||||
| 27 Jun | 24044.50 | 2586.25 | - | 0 | 0 | 0 | ||||
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| 26 Jun | 23868.80 | 2586.25 | - | 0 | 75 | 0 | ||||
| 25 Jun | 23721.30 | 2586.25 | - | 400 | 75 | 3,350 | ||||
| 24 Jun | 23537.85 | 2439.75 | - | 375 | 125 | 3,375 | ||||
| 21 Jun | 23501.10 | 2387.75 | - | 275 | 125 | 3,125 | ||||
| 20 Jun | 23567.00 | 2411.95 | - | 25 | 50 | 3,000 | ||||
| 19 Jun | 23516.00 | 2485.00 | - | 100 | 50 | 2,950 | ||||
| 18 Jun | 23557.90 | 2429.45 | - | 50 | 50 | 2,850 | ||||
| 14 Jun | 23465.60 | 2352.10 | - | 75 | 25 | 2,800 | ||||
| 13 Jun | 23398.90 | 2248.90 | - | 0 | 375 | 0 | ||||
| 12 Jun | 23322.95 | 2248.90 | - | 425 | 0 | 2,400 | ||||
| 11 Jun | 23264.85 | 2225.65 | - | 350 | 250 | 2,300 | ||||
| 10 Jun | 23259.20 | 2166.00 | - | 675 | 575 | 2,100 | ||||
| 7 Jun | 23290.15 | 2220.30 | - | 75 | 1,475 | 1,475 | ||||
| 6 Jun | 22821.40 | 1641.30 | - | 0 | 1,425 | 0 | ||||
| 5 Jun | 22620.35 | 1641.30 | - | 50 | 1,425 | 1,425 | ||||
| 4 Jun | 21884.50 | 2316.75 | - | 0 | 0 | 0 | ||||
| 3 Jun | 23263.90 | 2316.75 | - | 200 | 0 | 1,225 | ||||
| 31 May | 22530.70 | 1795.60 | - | 150 | 75 | 1,175 | ||||
| 30 May | 22488.65 | 1741.70 | - | 25 | 1,100 | 1,100 | ||||
| 29 May | 22704.70 | 2088.40 | - | 0 | 0 | 0 | ||||
| 28 May | 22888.15 | 2088.40 | - | 0 | 0 | 0 | ||||
| 27 May | 22932.45 | 2088.40 | - | 0 | 0 | 0 | ||||
| 24 May | 22957.10 | 2088.40 | - | 25 | 0 | 1,100 | ||||
| 23 May | 22967.65 | 2097.75 | - | 700 | 350 | 750 | ||||
| 22 May | 22597.80 | 1570.40 | - | 0 | 0 | 0 | ||||
| 21 May | 22529.05 | 1570.40 | - | 0 | 0 | 0 | ||||
| 18 May | 22502.00 | 1570.40 | - | 0 | 0 | 400 | ||||
| 17 May | 22466.10 | 1570.40 | - | 0 | 0 | 0 | ||||
| 16 May | 22403.85 | 1570.40 | - | 100 | 0 | 300 | ||||
| 15 May | 22200.55 | 1583.45 | - | 0 | 100 | 0 | ||||
| 14 May | 22217.85 | 1583.45 | - | 100 | 75 | 200 | ||||
| 13 May | 22104.05 | 1523.90 | - | 150 | 0 | 125 | ||||
For NIFTY - strike price 21250 expiring on 25JUL2024
Delta for 21250 CE is -
Historical price for 21250 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 2942.2, 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 2942.2, 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 2942.2, 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 2942.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3475
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 2858.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 3475 which increased total open position to 3475
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 2586.25, 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 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 2586.25, 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 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 2586.25, 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 2586.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 3350
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 2439.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 3375
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 2387.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 3125
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 2411.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 3000
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 2485.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 2950
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 2429.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 2850
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 2352.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 2800
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 2248.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 0
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 2248.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2400
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 2225.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 2300
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 2166.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 575 which increased total open position to 2100
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 2220.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 1475 which increased total open position to 1475
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 1641.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 1425 which increased total open position to 0
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 1641.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 1425 which increased total open position to 1425
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 2316.75, 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 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 2316.75, 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 31 May NIFTY was trading at 22530.70. The strike last trading price was 1795.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 1175
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 1741.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 1100 which increased total open position to 1100
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 2088.40, 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 2088.40, 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 2088.40, 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 2088.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1100
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 2097.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 750
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 1570.40, 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 1570.40, 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 1570.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 400
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1570.40, 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 1570.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 300
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1583.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 0
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 1583.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 200
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 1523.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 125
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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 | 4.8 | 0.00 | - | 0 | 0 | 0 |
| 4 Jul | 24302.15 | 4.8 | - | 175 | 0 | 4,950 | |
| 3 Jul | 24286.50 | 6.45 | - | 125 | -25 | 4,950 | |
| 2 Jul | 24123.85 | 7.1 | - | 3,100 | -1,650 | 5,075 | |
| 1 Jul | 24141.95 | 7.8 | - | 550 | 50 | 6,725 | |
| 28 Jun | 24010.60 | 9.7 | - | 175 | -300 | 6,675 | |
| 27 Jun | 24044.50 | 13.05 | - | 825 | 50 | 6,975 | |
| 26 Jun | 23868.80 | 10.6 | - | 125 | 6,900 | 6,900 | |
| 25 Jun | 23721.30 | 13.65 | - | 0 | 425 | 0 | |
| 24 Jun | 23537.85 | 13.65 | - | 1,250 | 25 | 6,500 | |
| 21 Jun | 23501.10 | 14.80 | - | 50 | 0 | 6,475 | |
| 20 Jun | 23567.00 | 15.50 | - | 450 | 6,575 | 6,575 | |
| 19 Jun | 23516.00 | 15.00 | - | 0 | -100 | 0 | |
| 18 Jun | 23557.90 | 15.00 | - | 300 | 50 | 6,650 | |
| 14 Jun | 23465.60 | 19.30 | - | 725 | 400 | 6,600 | |
| 13 Jun | 23398.90 | 32.00 | - | 0 | -25 | 0 | |
| 12 Jun | 23322.95 | 32.00 | - | 800 | 150 | 6,375 | |
| 11 Jun | 23264.85 | 41.60 | - | 6,850 | 5,650 | 6,225 | |
| 10 Jun | 23259.20 | 120.10 | - | 0 | 0 | 0 | |
| 7 Jun | 23290.15 | 120.10 | - | 0 | 575 | 0 | |
| 6 Jun | 22821.40 | 120.10 | - | 0 | 575 | 0 | |
| 5 Jun | 22620.35 | 120.10 | - | 1,625 | 575 | 575 | |
| 4 Jun | 21884.50 | 108.20 | - | 0 | 0 | 0 | |
| 3 Jun | 23263.90 | 108.20 | - | 0 | 0 | 0 | |
| 31 May | 22530.70 | 108.20 | - | 0 | 0 | 0 | |
| 30 May | 22488.65 | 108.20 | - | 0 | 0 | 0 | |
| 29 May | 22704.70 | 108.20 | - | 0 | 0 | 0 | |
| 28 May | 22888.15 | 108.20 | - | 0 | 0 | 0 | |
| 27 May | 22932.45 | 108.20 | - | 0 | 0 | 0 | |
| 24 May | 22957.10 | 108.20 | - | 0 | 0 | 0 | |
| 23 May | 22967.65 | 108.20 | - | 0 | 0 | 0 | |
| 22 May | 22597.80 | 108.20 | - | 0 | 0 | 0 | |
| 21 May | 22529.05 | 108.20 | - | 0 | 0 | 0 | |
| 18 May | 22502.00 | 108.20 | - | 0 | 0 | 0 | |
| 17 May | 22466.10 | 108.20 | - | 0 | 0 | 0 | |
| 16 May | 22403.85 | 108.20 | - | 0 | 0 | 0 | |
| 15 May | 22200.55 | 108.20 | - | 0 | 0 | 0 | |
| 14 May | 22217.85 | 108.20 | - | 0 | 0 | 0 | |
| 13 May | 22104.05 | 108.20 | - | 0 | 0 | 0 | |
For NIFTY - strike price 21250 expiring on 25JUL2024
Delta for 21250 PE is -
Historical price for 21250 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 4.8, 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 4.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4950
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 6.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 4950
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 -1650 which decreased total open position to 5075
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 7.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 6725
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 9.7, which was lower than the previous day. The implied volatity was -, the open interest changed by -300 which decreased total open position to 6675
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 13.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 6975
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 10.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 6900 which increased total open position to 6900
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 13.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 425 which increased total open position to 0
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 13.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 6500
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 14.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6475
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 15.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 6575 which increased total open position to 6575
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 -100 which decreased total open position to 0
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 15.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 6650
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 19.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 6600
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 32.00, 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 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 32.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 6375
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 41.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 5650 which increased total open position to 6225
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 120.10, 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 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 120.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 575 which increased total open position to 0
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 120.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 575 which increased total open position to 0
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 120.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 575 which increased total open position to 575
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 108.20, 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 108.20, 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 108.20, 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 108.20, 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 108.20, 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 108.20, 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 108.20, 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 108.20, 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 108.20, 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 108.20, 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 108.20, 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 108.20, 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 108.20, 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 108.20, 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 108.20, 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 108.20, 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 108.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0