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 | 2476.2 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Jul | 24302.15 | 2476.2 | - | 0 | 0 | 0 | ||||
| 3 Jul | 24286.50 | 2476.2 | - | 0 | 0 | 0 | ||||
| 2 Jul | 24123.85 | 2476.2 | - | 0 | 0 | 0 | ||||
| 1 Jul | 24141.95 | 2476.2 | - | 0 | 0 | 0 | ||||
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| 28 Jun | 24010.60 | 2476.2 | - | 0 | 0 | 0 | ||||
| 27 Jun | 24044.50 | 2476.2 | - | 0 | 0 | 0 | ||||
| 26 Jun | 23868.80 | 2476.2 | - | 0 | 50 | 0 | ||||
| 25 Jun | 23721.30 | 2476.2 | - | 100 | 50 | 2,925 | ||||
| 24 Jun | 23537.85 | 2306.4 | - | 100 | 25 | 2,800 | ||||
| 21 Jun | 23501.10 | 2309.10 | - | 200 | 75 | 2,650 | ||||
| 20 Jun | 23567.00 | 2368.60 | - | 0 | 25 | 0 | ||||
| 19 Jun | 23516.00 | 2368.60 | - | 75 | 25 | 2,525 | ||||
| 18 Jun | 23557.90 | 2325.20 | - | 50 | 25 | 2,450 | ||||
| 14 Jun | 23465.60 | 2231.80 | - | 75 | 50 | 2,425 | ||||
| 13 Jun | 23398.90 | 2152.25 | - | 0 | 350 | 0 | ||||
| 12 Jun | 23322.95 | 2152.25 | - | 350 | 0 | 2,025 | ||||
| 11 Jun | 23264.85 | 2139.40 | - | 350 | 300 | 1,975 | ||||
| 10 Jun | 23259.20 | 2086.55 | - | 400 | 375 | 1,650 | ||||
| 7 Jun | 23290.15 | 2126.85 | - | 50 | 1,225 | 1,225 | ||||
| 6 Jun | 22821.40 | 1558.90 | - | 0 | 1,175 | 0 | ||||
| 5 Jun | 22620.35 | 1558.90 | - | 100 | 1,175 | 1,175 | ||||
| 4 Jun | 21884.50 | 2228.95 | - | 0 | 0 | 0 | ||||
| 3 Jun | 23263.90 | 2228.95 | - | 100 | 0 | 1,025 | ||||
| 31 May | 22530.70 | 1719.05 | - | 250 | 0 | 875 | ||||
| 30 May | 22488.65 | 1247.50 | - | 150 | 875 | 875 | ||||
| 29 May | 22704.70 | 2007.75 | - | 0 | 0 | 0 | ||||
| 28 May | 22888.15 | 2007.75 | - | 0 | 0 | 0 | ||||
| 27 May | 22932.45 | 2007.75 | - | 0 | 0 | 0 | ||||
| 24 May | 22957.10 | 2007.75 | - | 0 | 0 | 875 | ||||
| 23 May | 22967.65 | 2007.75 | - | 500 | 450 | 825 | ||||
| 22 May | 22597.80 | 1493.90 | - | 0 | 0 | 0 | ||||
| 21 May | 22529.05 | 1493.90 | - | 0 | 0 | 0 | ||||
| 18 May | 22502.00 | 1493.90 | - | 0 | 0 | 375 | ||||
| 17 May | 22466.10 | 1493.90 | - | 0 | 0 | 0 | ||||
| 16 May | 22403.85 | 1493.90 | - | 100 | 0 | 275 | ||||
| 15 May | 22200.55 | 1446.15 | - | 0 | 0 | 0 | ||||
| 14 May | 22217.85 | 1446.15 | - | 0 | 0 | 0 | ||||
| 13 May | 22104.05 | 1446.15 | - | 50 | 0 | 225 | ||||
For NIFTY - strike price 21350 expiring on 25JUL2024
Delta for 21350 CE is -
Historical price for 21350 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 2476.2, 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 2476.2, 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 2476.2, 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 2476.2, 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 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 2476.2, 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 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 2476.2, 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 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 2476.2, 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 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 2476.2, 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 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 2476.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 2925
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 2306.4, 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 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 2309.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 2650
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 2368.60, 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 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 2368.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 2525
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 2325.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 2450
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 2231.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 2425
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 2152.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 0
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 2152.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2025
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 2139.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 1975
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 2086.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 1650
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 2126.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 1225 which increased total open position to 1225
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 1558.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 1175 which increased total open position to 0
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 1558.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 1175 which increased total open position to 1175
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 2228.95, 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 2228.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1025
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 1719.05, 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 30 May NIFTY was trading at 22488.65. The strike last trading price was 1247.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 875 which increased total open position to 875
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 2007.75, 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 28 May NIFTY was trading at 22888.15. The strike last trading price was 2007.75, 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 2007.75, 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 2007.75, 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 23 May NIFTY was trading at 22967.65. The strike last trading price was 2007.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 825
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 1493.90, 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 1493.90, 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 1493.90, 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 1493.90, 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 1493.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 275
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1446.15, 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 1446.15, 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 1446.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 225
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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 | 4.65 | 0.00 | - | 0 | -4,125 | 0 |
| 4 Jul | 24302.15 | 4.65 | - | 4,600 | -4,125 | 8,200 | |
| 3 Jul | 24286.50 | 6.1 | - | 775 | -100 | 12,325 | |
| 2 Jul | 24123.85 | 8.65 | - | 675 | 25 | 12,425 | |
| 1 Jul | 24141.95 | 8.8 | - | 5,525 | -1,000 | 12,400 | |
| 28 Jun | 24010.60 | 9.7 | - | 1,075 | -850 | 13,400 | |
| 27 Jun | 24044.50 | 11 | - | 2,050 | -450 | 14,250 | |
| 26 Jun | 23868.80 | 11.35 | - | 33,875 | 15,575 | 15,575 | |
| 25 Jun | 23721.30 | 16 | - | 0 | 0 | 0 | |
| 24 Jun | 23537.85 | 16 | - | 0 | 0 | 0 | |
| 21 Jun | 23501.10 | 16.00 | - | 0 | 0 | 0 | |
| 20 Jun | 23567.00 | 16.00 | - | 75 | 4,850 | 4,850 | |
| 19 Jun | 23516.00 | 14.65 | - | 0 | 50 | 0 | |
| 18 Jun | 23557.90 | 14.65 | - | 150 | 25 | 4,850 | |
| 14 Jun | 23465.60 | 20.35 | - | 1,050 | 200 | 4,825 | |
| 13 Jun | 23398.90 | 29.25 | - | 1,675 | 800 | 4,525 | |
| 12 Jun | 23322.95 | 42.55 | - | 75 | 50 | 3,750 | |
| 11 Jun | 23264.85 | 42.75 | - | 800 | 675 | 3,700 | |
| 10 Jun | 23259.20 | 58.75 | - | 550 | 50 | 2,725 | |
| 7 Jun | 23290.15 | 66.30 | - | 1,800 | 100 | 2,675 | |
| 6 Jun | 22821.40 | 103.90 | - | 475 | 450 | 2,575 | |
| 5 Jun | 22620.35 | 137.40 | - | 2,300 | 2,125 | 2,125 | |
| 4 Jun | 21884.50 | 115.40 | - | 0 | 0 | 0 | |
| 3 Jun | 23263.90 | 115.40 | - | 0 | 0 | 0 | |
| 31 May | 22530.70 | 115.40 | - | 0 | 25 | 0 | |
| 30 May | 22488.65 | 115.40 | - | 50 | 25 | 25 | |
| 29 May | 22704.70 | 106.50 | - | 0 | 0 | 0 | |
| 28 May | 22888.15 | 106.50 | - | 0 | 0 | 0 | |
| 27 May | 22932.45 | 106.50 | - | 0 | 0 | 0 | |
| 24 May | 22957.10 | 106.50 | - | 0 | 25 | 0 | |
| 23 May | 22967.65 | 106.50 | - | 25 | 0 | 0 | |
| 22 May | 22597.80 | 123.15 | - | 0 | 0 | 0 | |
| 21 May | 22529.05 | 123.15 | - | 0 | 0 | 0 | |
| 18 May | 22502.00 | 123.15 | - | 0 | 0 | 0 | |
| 17 May | 22466.10 | 123.15 | - | 0 | 0 | 0 | |
| 16 May | 22403.85 | 123.15 | - | 0 | 0 | 0 | |
| 15 May | 22200.55 | 123.15 | - | 0 | 0 | 0 | |
| 14 May | 22217.85 | 123.15 | - | 0 | 0 | 0 | |
| 13 May | 22104.05 | 123.15 | - | 0 | 0 | 0 | |
For NIFTY - strike price 21350 expiring on 25JUL2024
Delta for 21350 PE is -
Historical price for 21350 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 4.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -4125 which decreased total open position to 0
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 4.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -4125 which decreased total open position to 8200
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 6.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 12325
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 8.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 12425
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 8.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -1000 which decreased total open position to 12400
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 -850 which decreased total open position to 13400
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 11, which was lower than the previous day. The implied volatity was -, the open interest changed by -450 which decreased total open position to 14250
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 15575 which increased total open position to 15575
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 16, 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 Jun NIFTY was trading at 23537.85. The strike last trading price was 16, 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 Jun NIFTY was trading at 23501.10. The strike last trading price was 16.00, 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 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 16.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 4850 which increased total open position to 4850
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 14.65, 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 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 14.65, 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 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 20.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 4825
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 29.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 800 which increased total open position to 4525
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 42.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 3750
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 42.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 675 which increased total open position to 3700
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 58.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 2725
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 66.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 2675
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 103.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 2575
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 137.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 2125 which increased total open position to 2125
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 115.40, 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 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 115.40, 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 31 May NIFTY was trading at 22530.70. The strike last trading price was 115.40, 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 30 May NIFTY was trading at 22488.65. The strike last trading price was 115.40, 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 29 May NIFTY was trading at 22704.70. The strike last trading price was 106.50, 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 106.50, 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 106.50, 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 106.50, 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 23 May NIFTY was trading at 22967.65. The strike last trading price was 106.50, 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 123.15, 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 123.15, 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 123.15, 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 123.15, 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 123.15, 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 123.15, 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 123.15, 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 123.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0