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 | 2230.25 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Jul | 24302.15 | 2230.25 | - | 0 | 0 | 0 | ||||
| 3 Jul | 24286.50 | 2230.25 | - | 0 | 0 | 0 | ||||
| 2 Jul | 24123.85 | 2230.25 | - | 0 | 0 | 0 | ||||
| 1 Jul | 24141.95 | 2230.25 | - | 0 | 0 | 0 | ||||
| 28 Jun | 24010.60 | 2230.25 | - | 0 | 0 | 0 | ||||
| 27 Jun | 24044.50 | 2230.25 | - | 0 | 0 | 0 | ||||
| 26 Jun | 23868.80 | 2230.25 | - | 0 | 75 | 0 | ||||
| 25 Jun | 23721.30 | 2230.25 | - | 0 | 75 | 0 | ||||
| 24 Jun | 23537.85 | 2230.25 | - | 75 | 25 | 3,625 | ||||
| 21 Jun | 23501.10 | 2150.80 | - | 200 | 150 | 3,550 | ||||
| 20 Jun | 23567.00 | 2230.45 | - | 0 | 25 | 0 | ||||
| 19 Jun | 23516.00 | 2230.45 | - | 75 | 25 | 3,350 | ||||
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| 18 Jun | 23557.90 | 2059.20 | - | 0 | 0 | 0 | ||||
| 14 Jun | 23465.60 | 2059.20 | - | 0 | 0 | 0 | ||||
| 13 Jun | 23398.90 | 2059.20 | - | 0 | 750 | 0 | ||||
| 12 Jun | 23322.95 | 2059.20 | - | 750 | 0 | 2,575 | ||||
| 11 Jun | 23264.85 | 2021.40 | - | 400 | 50 | 2,225 | ||||
| 10 Jun | 23259.20 | 1991.90 | - | 375 | 275 | 2,075 | ||||
| 7 Jun | 23290.15 | 2034.50 | - | 50 | 1,750 | 1,750 | ||||
| 6 Jun | 22821.40 | 1497.75 | - | 0 | 1,650 | 0 | ||||
| 5 Jun | 22620.35 | 1497.75 | - | 100 | 1,650 | 1,650 | ||||
| 4 Jun | 21884.50 | 2137.05 | - | 0 | 0 | 0 | ||||
| 3 Jun | 23263.90 | 2137.05 | - | 125 | 0 | 1,525 | ||||
| 31 May | 22530.70 | 1632.10 | - | 550 | 1,250 | 1,250 | ||||
| 30 May | 22488.65 | 1925.35 | - | 0 | 0 | 0 | ||||
| 29 May | 22704.70 | 1925.35 | - | 0 | 0 | 0 | ||||
| 28 May | 22888.15 | 1925.35 | - | 0 | 0 | 0 | ||||
| 27 May | 22932.45 | 1925.35 | - | 0 | 0 | 0 | ||||
| 24 May | 22957.10 | 1925.35 | - | 0 | 0 | 975 | ||||
| 23 May | 22967.65 | 1925.35 | - | 700 | 300 | 575 | ||||
| 22 May | 22597.80 | 1418.40 | - | 0 | 0 | 0 | ||||
| 21 May | 22529.05 | 1418.40 | - | 0 | 0 | 0 | ||||
| 18 May | 22502.00 | 1418.40 | - | 0 | 0 | 275 | ||||
| 17 May | 22466.10 | 1418.40 | - | 0 | 150 | 275 | ||||
| 16 May | 22403.85 | 1418.40 | - | 150 | 0 | 125 | ||||
| 15 May | 22200.55 | 1257.65 | - | 0 | 0 | 0 | ||||
| 14 May | 22217.85 | 1257.65 | - | 0 | 0 | 0 | ||||
| 13 May | 22104.05 | 1257.65 | - | 0 | 0 | 125 | ||||
For NIFTY - strike price 21450 expiring on 25JUL2024
Delta for 21450 CE is -
Historical price for 21450 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 2230.25, 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 2230.25, 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 Jul NIFTY was trading at 24286.50. The strike last trading price was 2230.25, 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 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 2230.25, 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 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 2230.25, 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 Jun NIFTY was trading at 24010.60. The strike last trading price was 2230.25, 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 2230.25, 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 2230.25, 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 2230.25, 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 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 2230.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 3625
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 2150.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 3550
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 2230.45, 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 2230.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 3350
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 2059.20, 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 Jun NIFTY was trading at 23465.60. The strike last trading price was 2059.20, 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 Jun NIFTY was trading at 23398.90. The strike last trading price was 2059.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 0
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 2059.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2575
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 2021.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 2225
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 1991.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 2075
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 2034.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 1750 which increased total open position to 1750
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 1497.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 1650 which increased total open position to 0
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 1497.75, 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 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 2137.05, 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 2137.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1525
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 1632.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 1250 which increased total open position to 1250
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 1925.35, 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 29 May NIFTY was trading at 22704.70. The strike last trading price was 1925.35, 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 28 May NIFTY was trading at 22888.15. The strike last trading price was 1925.35, 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 27 May NIFTY was trading at 22932.45. The strike last trading price was 1925.35, 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 24 May NIFTY was trading at 22957.10. The strike last trading price was 1925.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 975
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 1925.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 575
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 1418.40, 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 1418.40, 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 1418.40, 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 17 May NIFTY was trading at 22466.10. The strike last trading price was 1418.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 275
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 1418.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 125
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1257.65, 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 14 May NIFTY was trading at 22217.85. The strike last trading price was 1257.65, 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 13 May NIFTY was trading at 22104.05. The strike last trading price was 1257.65, 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 | 5.8 | -0.80 | - | 50 | 0 | 3,525 |
| 4 Jul | 24302.15 | 6.6 | - | 250 | -175 | 3,525 | |
| 3 Jul | 24286.50 | 6.4 | - | 3,850 | -800 | 3,700 | |
| 2 Jul | 24123.85 | 8 | - | 250 | 4,625 | 4,625 | |
| 1 Jul | 24141.95 | 11.1 | - | 0 | 250 | 0 | |
| 28 Jun | 24010.60 | 11.1 | - | 0 | 250 | 0 | |
| 27 Jun | 24044.50 | 11.1 | - | 725 | 250 | 4,575 | |
| 26 Jun | 23868.80 | 13 | - | 500 | 4,325 | 4,325 | |
| 25 Jun | 23721.30 | 12.95 | - | 0 | -25 | 0 | |
| 24 Jun | 23537.85 | 12.95 | - | 25 | 0 | 4,350 | |
| 21 Jun | 23501.10 | 17.25 | - | 25 | 0 | 4,350 | |
| 20 Jun | 23567.00 | 17.55 | - | 2,825 | 4,350 | 4,350 | |
| 19 Jun | 23516.00 | 18.00 | - | 0 | 0 | 0 | |
| 18 Jun | 23557.90 | 18.00 | - | 50 | 0 | 3,525 | |
| 14 Jun | 23465.60 | 22.15 | - | 1,725 | 1,500 | 3,525 | |
| 13 Jun | 23398.90 | 33.00 | - | 150 | 0 | 2,025 | |
| 12 Jun | 23322.95 | 39.00 | - | 575 | 375 | 1,875 | |
| 11 Jun | 23264.85 | 49.90 | - | 1,100 | 375 | 1,475 | |
| 10 Jun | 23259.20 | 97.45 | - | 0 | 0 | 0 | |
| 7 Jun | 23290.15 | 97.45 | - | 0 | 900 | 0 | |
| 6 Jun | 22821.40 | 97.45 | - | 850 | 900 | 1,100 | |
| 5 Jun | 22620.35 | 144.10 | - | 300 | 200 | 200 | |
| 4 Jun | 21884.50 | 139.70 | - | 0 | 0 | 0 | |
| 3 Jun | 23263.90 | 139.70 | - | 0 | 0 | 0 | |
| 31 May | 22530.70 | 139.70 | - | 0 | 0 | 0 | |
| 30 May | 22488.65 | 139.70 | - | 0 | 0 | 0 | |
| 29 May | 22704.70 | 139.70 | - | 0 | 0 | 0 | |
| 28 May | 22888.15 | 139.70 | - | 0 | 0 | 0 | |
| 27 May | 22932.45 | 139.70 | - | 0 | 0 | 0 | |
| 24 May | 22957.10 | 139.70 | - | 0 | 0 | 0 | |
| 23 May | 22967.65 | 139.70 | - | 0 | 0 | 0 | |
| 22 May | 22597.80 | 139.70 | - | 0 | 0 | 0 | |
| 21 May | 22529.05 | 139.70 | - | 0 | 0 | 0 | |
| 18 May | 22502.00 | 139.70 | - | 0 | 0 | 0 | |
| 17 May | 22466.10 | 139.70 | - | 0 | 0 | 0 | |
| 16 May | 22403.85 | 139.70 | - | 0 | 0 | 0 | |
| 15 May | 22200.55 | 139.70 | - | 0 | 0 | 0 | |
| 14 May | 22217.85 | 139.70 | - | 0 | 0 | 0 | |
| 13 May | 22104.05 | 139.70 | - | 0 | 0 | 0 | |
For NIFTY - strike price 21450 expiring on 25JUL2024
Delta for 21450 PE is -
Historical price for 21450 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 5.8, which was -0.80 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3525
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 6.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -175 which decreased total open position to 3525
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 6.4, which was lower than the previous day. The implied volatity was -, the open interest changed by -800 which decreased total open position to 3700
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 8, which was lower than the previous day. The implied volatity was -, the open interest changed by 4625 which increased total open position to 4625
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 11.1, 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 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 11.1, 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 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 11.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 4575
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 13, which was lower than the previous day. The implied volatity was -, the open interest changed by 4325 which increased total open position to 4325
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 -25 which decreased total open position to 0
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 12.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4350
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 17.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4350
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 17.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 4350 which increased total open position to 4350
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 18.00, 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 Jun NIFTY was trading at 23557.90. The strike last trading price was 18.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3525
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 22.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 3525
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 33.00, 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 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 39.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 1875
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 49.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 1475
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 97.45, 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 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 97.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 0
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 97.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 1100
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 144.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 200
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 139.70, 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 139.70, 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 139.70, 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 139.70, 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 139.70, 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 139.70, 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 139.70, 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 139.70, 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 139.70, 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 139.70, 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 139.70, 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 139.70, 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 139.70, 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 139.70, 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 139.70, 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 139.70, 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 139.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0