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 | 2918 | 107.80 | - | 50 | 4,150 | 4,150 | |||
| 4 Jul | 24302.15 | 2810.2 | - | 0 | -100 | 0 | ||||
| 3 Jul | 24286.50 | 2810.2 | - | 0 | -100 | 0 | ||||
| 2 Jul | 24123.85 | 2810.2 | - | 175 | 4,250 | 4,250 | ||||
| 1 Jul | 24141.95 | 2789.7 | - | 0 | 300 | 0 | ||||
| 28 Jun | 24010.60 | 2789.7 | - | 350 | 300 | 4,400 | ||||
| 27 Jun | 24044.50 | 2640 | - | 550 | 150 | 4,100 | ||||
| 26 Jun | 23868.80 | 2469.7 | - | 0 | 1,350 | 0 | ||||
| 25 Jun | 23721.30 | 2469.7 | - | 3,050 | 1,350 | 3,950 | ||||
| 24 Jun | 23537.85 | 2280 | - | 275 | 175 | 2,600 | ||||
| 21 Jun | 23501.10 | 2267.95 | - | 200 | 125 | 2,350 | ||||
| 20 Jun | 23567.00 | 2308.45 | - | 100 | 100 | 2,225 | ||||
| 19 Jun | 23516.00 | 2352.95 | - | 50 | 0 | 2,125 | ||||
| 18 Jun | 23557.90 | 2275.60 | - | 50 | 25 | 2,075 | ||||
| 14 Jun | 23465.60 | 2189.70 | - | 75 | 50 | 2,050 | ||||
| 13 Jun | 23398.90 | 2105.40 | - | 0 | 300 | 0 | ||||
| 12 Jun | 23322.95 | 2105.40 | - | 350 | 0 | 1,700 | ||||
| 11 Jun | 23264.85 | 2060.90 | - | 750 | 400 | 1,800 | ||||
| 10 Jun | 23259.20 | 2022.10 | - | 425 | 125 | 1,100 | ||||
| 7 Jun | 23290.15 | 2054.15 | - | 50 | 50 | 975 | ||||
| 6 Jun | 22821.40 | 1602.65 | - | 50 | 50 | 925 | ||||
| 5 Jun | 22620.35 | 1480.00 | - | 100 | 875 | 875 | ||||
| 4 Jun | 21884.50 | 2183.40 | - | 0 | 0 | 0 | ||||
| 3 Jun | 23263.90 | 2183.40 | - | 125 | 0 | 700 | ||||
| 31 May | 22530.70 | 1678.25 | - | 400 | 450 | 450 | ||||
| 30 May | 22488.65 | 1900.00 | - | 0 | 0 | 0 | ||||
| 29 May | 22704.70 | 1900.00 | - | 0 | 0 | 0 | ||||
| 28 May | 22888.15 | 1900.00 | - | 0 | 0 | 0 | ||||
| 27 May | 22932.45 | 1900.00 | - | 0 | 0 | 0 | ||||
| 24 May | 22957.10 | 1900.00 | - | 0 | 0 | 0 | ||||
| 23 May | 22967.65 | 1900.00 | - | 25 | 0 | 300 | ||||
| 22 May | 22597.80 | 1456.35 | - | 0 | 0 | 0 | ||||
| 21 May | 22529.05 | 1456.35 | - | 0 | 0 | 0 | ||||
| 18 May | 22502.00 | 1456.35 | - | 0 | 0 | 300 | ||||
| 17 May | 22466.10 | 1456.35 | - | 0 | 0 | 0 | ||||
| 16 May | 22403.85 | 1456.35 | - | 100 | 0 | 200 | ||||
| 15 May | 22200.55 | 1465.00 | - | 25 | 0 | 200 | ||||
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| 14 May | 22217.85 | 1465.00 | - | 25 | 0 | 200 | ||||
| 13 May | 22104.05 | 1280.85 | - | 150 | 75 | 200 | ||||
For NIFTY - strike price 21400 expiring on 25JUL2024
Delta for 21400 CE is -
Historical price for 21400 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 2918, which was 107.80 higher than the previous day. The implied volatity was -, the open interest changed by 4150 which increased total open position to 4150
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 2810.2, 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 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 2810.2, 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 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 2810.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 4250 which increased total open position to 4250
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 2789.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 0
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 2789.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 4400
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 2640, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 4100
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 2469.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 1350 which increased total open position to 0
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 2469.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 1350 which increased total open position to 3950
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 2280, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 2600
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 2267.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 2350
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 2308.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 2225
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 2352.95, 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 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 2275.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 2075
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 2189.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 2050
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 2105.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 0
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 2105.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1700
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 2060.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 1800
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 2022.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 1100
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 2054.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 975
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 1602.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 925
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 1480.00, 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 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 2183.40, 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 2183.40, 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 31 May NIFTY was trading at 22530.70. The strike last trading price was 1678.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 450
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 1900.00, 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 29 May NIFTY was trading at 22704.70. The strike last trading price was 1900.00, 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 1900.00, 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 1900.00, 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 1900.00, 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 23 May NIFTY was trading at 22967.65. The strike last trading price was 1900.00, 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 22 May NIFTY was trading at 22597.80. The strike last trading price was 1456.35, 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 1456.35, 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 1456.35, 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 17 May NIFTY was trading at 22466.10. The strike last trading price was 1456.35, 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 1456.35, 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 15 May NIFTY was trading at 22200.55. The strike last trading price was 1465.00, 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 14 May NIFTY was trading at 22217.85. The strike last trading price was 1465.00, 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 1280.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 200
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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 | 5.5 | 0.20 | - | 47,250 | -11,450 | 25,925 |
| 4 Jul | 24302.15 | 5.3 | - | 4,950 | -4,000 | 37,375 | |
| 3 Jul | 24286.50 | 5.8 | - | 7,175 | -75 | 41,375 | |
| 2 Jul | 24123.85 | 6.75 | - | 47,450 | -14,600 | 41,450 | |
| 1 Jul | 24141.95 | 9.1 | - | 54,075 | -1,475 | 56,050 | |
| 28 Jun | 24010.60 | 10.2 | - | 3,13,425 | -97,600 | 57,525 | |
| 27 Jun | 24044.50 | 13.3 | - | 1,81,075 | -22,800 | 1,55,125 | |
| 26 Jun | 23868.80 | 11.6 | - | 70,300 | 1,250 | 1,78,950 | |
| 25 Jun | 23721.30 | 12.95 | - | 1,68,900 | 86,050 | 1,77,700 | |
| 24 Jun | 23537.85 | 14.95 | - | 1,06,475 | 58,975 | 91,700 | |
| 21 Jun | 23501.10 | 17.00 | - | 27,975 | 1,425 | 33,150 | |
| 20 Jun | 23567.00 | 16.00 | - | 25,500 | 6,550 | 31,825 | |
| 19 Jun | 23516.00 | 17.15 | - | 9,225 | 1,975 | 25,275 | |
| 18 Jun | 23557.90 | 24.20 | - | 27,475 | 650 | 24,425 | |
| 14 Jun | 23465.60 | 23.65 | - | 26,925 | -75 | 23,775 | |
| 13 Jun | 23398.90 | 23.05 | - | 8,350 | 550 | 23,850 | |
| 12 Jun | 23322.95 | 36.55 | - | 7,225 | -350 | 23,300 | |
| 11 Jun | 23264.85 | 45.80 | - | 21,475 | 4,425 | 23,650 | |
| 10 Jun | 23259.20 | 65.75 | - | 16,575 | 10,000 | 19,200 | |
| 7 Jun | 23290.15 | 68.55 | - | 9,375 | 2,125 | 9,200 | |
| 6 Jun | 22821.40 | 95.00 | - | 9,900 | 3,400 | 7,075 | |
| 5 Jun | 22620.35 | 146.05 | - | 8,125 | 3,675 | 3,675 | |
| 4 Jun | 21884.50 | 131.25 | - | 0 | 0 | 0 | |
| 3 Jun | 23263.90 | 131.25 | - | 0 | 0 | 0 | |
| 31 May | 22530.70 | 131.25 | - | 0 | 0 | 0 | |
| 30 May | 22488.65 | 131.25 | - | 0 | 0 | 0 | |
| 29 May | 22704.70 | 131.25 | - | 0 | 0 | 0 | |
| 28 May | 22888.15 | 131.25 | - | 0 | 0 | 0 | |
| 27 May | 22932.45 | 131.25 | - | 0 | 0 | 0 | |
| 24 May | 22957.10 | 131.25 | - | 0 | 0 | 0 | |
| 23 May | 22967.65 | 131.25 | - | 0 | 0 | 0 | |
| 22 May | 22597.80 | 131.25 | - | 0 | 0 | 0 | |
| 21 May | 22529.05 | 131.25 | - | 0 | 0 | 0 | |
| 18 May | 22502.00 | 131.25 | - | 0 | 0 | 0 | |
| 17 May | 22466.10 | 131.25 | - | 0 | 0 | 0 | |
| 16 May | 22403.85 | 131.25 | - | 0 | 0 | 0 | |
| 15 May | 22200.55 | 131.25 | - | 0 | 0 | 0 | |
| 14 May | 22217.85 | 131.25 | - | 0 | 0 | 0 | |
| 13 May | 22104.05 | 131.25 | - | 0 | 0 | 0 | |
For NIFTY - strike price 21400 expiring on 25JUL2024
Delta for 21400 PE is -
Historical price for 21400 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 5.5, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by -11450 which decreased total open position to 25925
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 5.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -4000 which decreased total open position to 37375
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 5.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 41375
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 6.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -14600 which decreased total open position to 41450
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 9.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -1475 which decreased total open position to 56050
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 10.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -97600 which decreased total open position to 57525
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 13.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -22800 which decreased total open position to 155125
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 11.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 1250 which increased total open position to 178950
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 12.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 86050 which increased total open position to 177700
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 14.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 58975 which increased total open position to 91700
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 17.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1425 which increased total open position to 33150
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 6550 which increased total open position to 31825
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 17.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 1975 which increased total open position to 25275
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 24.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 650 which increased total open position to 24425
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 23.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 23775
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 23.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 23850
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 36.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -350 which decreased total open position to 23300
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 45.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 4425 which increased total open position to 23650
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 65.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 10000 which increased total open position to 19200
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 68.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 2125 which increased total open position to 9200
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 95.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3400 which increased total open position to 7075
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 146.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 3675 which increased total open position to 3675
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 131.25, 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 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 131.25, 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 31 May NIFTY was trading at 22530.70. The strike last trading price was 131.25, 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 30 May NIFTY was trading at 22488.65. The strike last trading price was 131.25, 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 29 May NIFTY was trading at 22704.70. The strike last trading price was 131.25, 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 28 May NIFTY was trading at 22888.15. The strike last trading price was 131.25, 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 May NIFTY was trading at 22932.45. The strike last trading price was 131.25, 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 24 May NIFTY was trading at 22957.10. The strike last trading price was 131.25, 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 23 May NIFTY was trading at 22967.65. The strike last trading price was 131.25, 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 22 May NIFTY was trading at 22597.80. The strike last trading price was 131.25, 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 21 May NIFTY was trading at 22529.05. The strike last trading price was 131.25, 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 18 May NIFTY was trading at 22502.00. The strike last trading price was 131.25, 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 17 May NIFTY was trading at 22466.10. The strike last trading price was 131.25, 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 16 May NIFTY was trading at 22403.85. The strike last trading price was 131.25, 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 15 May NIFTY was trading at 22200.55. The strike last trading price was 131.25, 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 14 May NIFTY was trading at 22217.85. The strike last trading price was 131.25, 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 13 May NIFTY was trading at 22104.05. The strike last trading price was 131.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0