NIFTY
Nifty
Historical option data for NIFTY
05 Jul 2024 04:11 PM IST
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 24323.85 | 3080 | 0.00 | - | 0 | 5,675 | 0 | |||
| 4 Jul | 24302.15 | 3080 | - | 25 | 5,675 | 5,675 | ||||
| 3 Jul | 24286.50 | 2865.5 | - | 0 | 0 | 0 | ||||
| 2 Jul | 24123.85 | 2865.5 | - | 0 | -550 | 0 | ||||
| 1 Jul | 24141.95 | 2865.5 | - | 0 | -550 | 0 | ||||
| 28 Jun | 24010.60 | 2865.5 | - | 625 | -550 | 5,650 | ||||
| 27 Jun | 24044.50 | 2708.5 | - | 1,500 | 975 | 6,200 | ||||
| 26 Jun | 23868.80 | 2525 | - | 650 | 325 | 5,225 | ||||
| 25 Jun | 23721.30 | 2531.45 | - | 2,050 | 350 | 4,900 | ||||
| 24 Jun | 23537.85 | 2430.75 | - | 225 | 125 | 4,550 | ||||
| 21 Jun | 23501.10 | 2365.25 | - | 200 | 175 | 4,400 | ||||
| 20 Jun | 23567.00 | 2389.60 | - | 25 | 50 | 4,200 | ||||
| 19 Jun | 23516.00 | 2438.80 | - | 100 | 50 | 4,150 | ||||
| 18 Jun | 23557.90 | 2374.95 | - | 75 | 75 | 4,050 | ||||
| 14 Jun | 23465.60 | 2308.95 | - | 100 | 50 | 3,975 | ||||
| 13 Jun | 23398.90 | 2235.55 | - | 225 | 200 | 3,950 | ||||
| 12 Jun | 23322.95 | 2199.60 | - | 350 | 50 | 3,450 | ||||
| 11 Jun | 23264.85 | 2194.50 | - | 150 | 0 | 3,250 | ||||
| 10 Jun | 23259.20 | 2159.70 | - | 500 | 300 | 3,050 | ||||
| 7 Jun | 23290.15 | 2173.95 | - | 75 | 0 | 2,725 | ||||
| 6 Jun | 22821.40 | 1772.80 | - | 50 | -175 | 2,725 | ||||
| 5 Jun | 22620.35 | 1605.50 | - | 575 | 725 | 2,900 | ||||
| 4 Jun | 21884.50 | 1191.35 | - | 425 | 275 | 2,175 | ||||
| 3 Jun | 23263.90 | 2270.50 | - | 150 | 0 | 1,900 | ||||
| 31 May | 22530.70 | 1760.25 | - | 450 | 1,650 | 1,650 | ||||
| 30 May | 22488.65 | 1880.00 | - | 0 | 25 | 0 | ||||
| 29 May | 22704.70 | 1880.00 | - | 50 | 25 | 1,475 | ||||
|
|
||||||||||
| 28 May | 22888.15 | 2054.75 | - | 0 | 0 | 0 | ||||
| 27 May | 22932.45 | 2054.75 | - | 0 | 0 | 0 | ||||
| 24 May | 22957.10 | 2054.75 | - | 0 | 0 | 1,450 | ||||
| 23 May | 22967.65 | 2054.75 | - | 750 | 200 | 900 | ||||
| 22 May | 22597.80 | 1652.85 | - | 0 | 0 | 0 | ||||
| 21 May | 22529.05 | 1652.85 | - | 0 | 0 | 0 | ||||
| 18 May | 22502.00 | 1652.85 | - | 0 | 0 | 700 | ||||
| 17 May | 22466.10 | 1652.85 | - | 400 | 350 | 700 | ||||
| 16 May | 22403.85 | 1652.85 | - | 400 | 50 | 350 | ||||
| 15 May | 22200.55 | 1544.95 | - | 0 | 100 | 0 | ||||
| 14 May | 22217.85 | 1544.95 | - | 100 | 0 | 200 | ||||
| 13 May | 22104.05 | 1299.40 | - | 25 | 0 | 200 | ||||
For NIFTY - strike price 21300 expiring on 25JUL2024
Delta for 21300 CE is -
Historical price for 21300 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 3080, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 5675 which increased total open position to 0
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 3080, which was lower than the previous day. The implied volatity was -, the open interest changed by 5675 which increased total open position to 5675
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 2865.5, 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 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 2865.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -550 which decreased total open position to 0
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 2865.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -550 which decreased total open position to 0
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 2865.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -550 which decreased total open position to 5650
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 2708.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 975 which increased total open position to 6200
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 2525, which was lower than the previous day. The implied volatity was -, the open interest changed by 325 which increased total open position to 5225
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 2531.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 4900
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 2430.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 4550
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 2365.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 4400
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 2389.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 4200
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 2438.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 4150
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 2374.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 4050
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 2308.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 3975
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 2235.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 3950
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 2199.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 3450
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 2194.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3250
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 2159.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 3050
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 2173.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2725
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 1772.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -175 which decreased total open position to 2725
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 1605.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 725 which increased total open position to 2900
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 1191.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 2175
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 2270.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1900
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 1760.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 1650 which increased total open position to 1650
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 1880.00, 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 29 May NIFTY was trading at 22704.70. The strike last trading price was 1880.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 1475
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 2054.75, 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 27 May NIFTY was trading at 22932.45. The strike last trading price was 2054.75, 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 24 May NIFTY was trading at 22957.10. The strike last trading price was 2054.75, 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 23 May NIFTY was trading at 22967.65. The strike last trading price was 2054.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 900
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 1652.85, 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 1652.85, 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 1652.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 700
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1652.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 700
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 1652.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 350
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1544.95, 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 1544.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 200
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 1299.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 200
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
|||||||
|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 24323.85 | 5.5 | 0.45 | - | 19,350 | -3,475 | 32,225 |
| 4 Jul | 24302.15 | 5.05 | - | 19,175 | -11,050 | 35,700 | |
| 3 Jul | 24286.50 | 5.85 | - | 20,625 | -1,675 | 46,750 | |
| 2 Jul | 24123.85 | 7.1 | - | 17,025 | -875 | 48,550 | |
| 1 Jul | 24141.95 | 8.4 | - | 51,250 | -11,950 | 49,425 | |
| 28 Jun | 24010.60 | 9.35 | - | 1,20,150 | 4,800 | 61,375 | |
| 27 Jun | 24044.50 | 12.15 | - | 84,875 | 3,250 | 56,575 | |
| 26 Jun | 23868.80 | 11.35 | - | 41,350 | -16,900 | 54,675 | |
| 25 Jun | 23721.30 | 12.05 | - | 35,150 | 10,150 | 71,575 | |
| 24 Jun | 23537.85 | 13 | - | 24,950 | 4,350 | 61,375 | |
| 21 Jun | 23501.10 | 14.70 | - | 39,725 | 975 | 57,050 | |
| 20 Jun | 23567.00 | 19.15 | - | 31,550 | 10,125 | 56,175 | |
| 19 Jun | 23516.00 | 17.40 | - | 7,325 | 750 | 46,050 | |
| 18 Jun | 23557.90 | 15.80 | - | 42,375 | 25 | 45,650 | |
| 14 Jun | 23465.60 | 18.75 | - | 33,750 | -9,525 | 45,625 | |
| 13 Jun | 23398.90 | 24.75 | - | 10,625 | -2,150 | 55,550 | |
| 12 Jun | 23322.95 | 32.05 | - | 44,125 | -1,475 | 57,700 | |
| 11 Jun | 23264.85 | 42.25 | - | 20,050 | 250 | 59,350 | |
| 10 Jun | 23259.20 | 65.95 | - | 29,675 | 8,450 | 59,600 | |
| 7 Jun | 23290.15 | 63.75 | - | 67,475 | 12,600 | 51,700 | |
| 6 Jun | 22821.40 | 70.00 | - | 34,425 | 4,850 | 39,100 | |
| 5 Jun | 22620.35 | 136.90 | - | 23,700 | 725 | 34,250 | |
| 4 Jun | 21884.50 | 375.35 | - | 15,975 | 1,125 | 33,525 | |
| 3 Jun | 23263.90 | 75.10 | - | 8,575 | -1,275 | 32,400 | |
| 31 May | 22530.70 | 205.40 | - | 6,650 | 1,075 | 33,675 | |
| 30 May | 22488.65 | 203.10 | - | 2,975 | 250 | 32,600 | |
| 29 May | 22704.70 | 176.30 | - | 15,475 | 6,275 | 32,350 | |
| 28 May | 22888.15 | 159.00 | - | 16,050 | 7,600 | 25,125 | |
| 27 May | 22932.45 | 145.50 | - | 17,350 | 8,650 | 17,550 | |
| 24 May | 22957.10 | 145.35 | - | 13,250 | 7,200 | 8,900 | |
| 23 May | 22967.65 | 148.00 | - | 1,500 | 300 | 875 | |
| 22 May | 22597.80 | 119.40 | - | 200 | 0 | 375 | |
| 21 May | 22529.05 | 224.00 | - | 0 | 0 | 0 | |
| 18 May | 22502.00 | 224.00 | - | 375 | 0 | 375 | |
| 17 May | 22466.10 | 178.30 | - | 50 | 350 | 350 | |
| 16 May | 22403.85 | 263.20 | - | 0 | 0 | 0 | |
| 15 May | 22200.55 | 263.20 | - | 0 | 250 | 0 | |
| 14 May | 22217.85 | 263.20 | - | 250 | 300 | 300 | |
| 13 May | 22104.05 | 270.55 | - | 0 | 25 | 0 | |
For NIFTY - strike price 21300 expiring on 25JUL2024
Delta for 21300 PE is -
Historical price for 21300 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 5.5, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by -3475 which decreased total open position to 32225
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 5.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -11050 which decreased total open position to 35700
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 5.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -1675 which decreased total open position to 46750
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 -875 which decreased total open position to 48550
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 8.4, which was lower than the previous day. The implied volatity was -, the open interest changed by -11950 which decreased total open position to 49425
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 4800 which increased total open position to 61375
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 12.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 3250 which increased total open position to 56575
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 11.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -16900 which decreased total open position to 54675
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 12.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 10150 which increased total open position to 71575
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 13, which was lower than the previous day. The implied volatity was -, the open interest changed by 4350 which increased total open position to 61375
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 14.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 975 which increased total open position to 57050
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 19.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 10125 which increased total open position to 56175
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 17.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 46050
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 15.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 45650
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 18.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -9525 which decreased total open position to 45625
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 24.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -2150 which decreased total open position to 55550
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 32.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -1475 which decreased total open position to 57700
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 42.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 59350
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 65.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 8450 which increased total open position to 59600
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 63.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 12600 which increased total open position to 51700
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 70.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 4850 which increased total open position to 39100
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 136.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 725 which increased total open position to 34250
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 375.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 1125 which increased total open position to 33525
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 75.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -1275 which decreased total open position to 32400
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 205.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 1075 which increased total open position to 33675
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 203.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 32600
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 176.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 6275 which increased total open position to 32350
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 159.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 7600 which increased total open position to 25125
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 145.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 8650 which increased total open position to 17550
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 145.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 7200 which increased total open position to 8900
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 148.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 875
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 119.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 375
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 224.00, 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 18 May NIFTY was trading at 22502.00. The strike last trading price was 224.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 375
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 178.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 350
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 263.20, 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 263.20, 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 14 May NIFTY was trading at 22217.85. The strike last trading price was 263.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 300
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 270.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 0