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 | 2878.65 | 34.75 | - | 3,600 | -2,500 | 83,950 | |||
| 4 Jul | 24302.15 | 2843.9 | - | 5,725 | -1,075 | 86,450 | ||||
| 3 Jul | 24286.50 | 2859.25 | - | 5,250 | 50 | 87,525 | ||||
| 2 Jul | 24123.85 | 2691.05 | - | 1,650 | 100 | 87,475 | ||||
| 1 Jul | 24141.95 | 2698 | - | 2,725 | 1,700 | 87,375 | ||||
| 28 Jun | 24010.60 | 2617 | - | 10,125 | 3,100 | 85,675 | ||||
| 27 Jun | 24044.50 | 2584.65 | - | 43,125 | 37,900 | 82,575 | ||||
| 26 Jun | 23868.80 | 2454.55 | - | 11,650 | 8,150 | 44,650 | ||||
| 25 Jun | 23721.30 | 2346 | - | 18,475 | 5,450 | 36,500 | ||||
| 24 Jun | 23537.85 | 2179.6 | - | 11,325 | 7,950 | 31,050 | ||||
| 21 Jun | 23501.10 | 2115.50 | - | 4,175 | 2,675 | 23,200 | ||||
| 20 Jun | 23567.00 | 2211.80 | - | 2,550 | 425 | 20,550 | ||||
| 19 Jun | 23516.00 | 2125.00 | - | 2,600 | -150 | 20,125 | ||||
| 18 Jun | 23557.90 | 2190.00 | - | 2,950 | 500 | 20,275 | ||||
| 14 Jun | 23465.60 | 2100.00 | - | 2,750 | 225 | 19,775 | ||||
| 13 Jun | 23398.90 | 2032.60 | - | 3,425 | 2,275 | 19,550 | ||||
| 12 Jun | 23322.95 | 2005.00 | - | 3,800 | 2,050 | 17,375 | ||||
| 11 Jun | 23264.85 | 1954.00 | - | 2,000 | -50 | 15,375 | ||||
| 10 Jun | 23259.20 | 1918.00 | - | 3,400 | 1,450 | 15,400 | ||||
| 7 Jun | 23290.15 | 2010.00 | - | 4,200 | 525 | 13,975 | ||||
| 6 Jun | 22821.40 | 1678.00 | - | 8,300 | -625 | 13,450 | ||||
| 5 Jun | 22620.35 | 1376.30 | - | 77,625 | -325 | 14,075 | ||||
| 4 Jun | 21884.50 | 1019.25 | - | 44,775 | 8,450 | 14,400 | ||||
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| 3 Jun | 23263.90 | 2126.00 | - | 3,350 | -1,250 | 5,950 | ||||
| 31 May | 22530.70 | 1568.95 | - | 3,825 | 1,300 | 7,175 | ||||
| 30 May | 22488.65 | 1485.10 | - | 2,225 | 900 | 5,875 | ||||
| 29 May | 22704.70 | 1670.00 | - | 1,600 | 1,150 | 4,975 | ||||
| 28 May | 22888.15 | 1850.00 | - | 75 | 25 | 3,800 | ||||
| 27 May | 22932.45 | 1870.00 | - | 1,600 | 100 | 3,775 | ||||
| 24 May | 22957.10 | 1847.50 | - | 650 | -350 | 3,650 | ||||
| 23 May | 22967.65 | 1840.00 | - | 2,375 | 100 | 3,750 | ||||
| 22 May | 22597.80 | 1592.00 | - | 2,300 | -575 | 3,700 | ||||
| 21 May | 22529.05 | 1617.65 | - | 350 | -50 | 4,350 | ||||
| 18 May | 22502.00 | 1530.05 | - | 1,225 | 225 | 4,400 | ||||
| 17 May | 22466.10 | 1480.20 | - | 400 | -350 | 4,200 | ||||
| 16 May | 22403.85 | 1474.35 | - | 800 | -100 | 4,550 | ||||
| 15 May | 22200.55 | 1334.20 | - | 475 | -100 | 4,650 | ||||
| 14 May | 22217.85 | 1390.00 | - | 775 | -25 | 4,775 | ||||
| 13 May | 22104.05 | 1343.20 | - | 2,425 | 1,450 | 4,800 | ||||
For NIFTY - strike price 21500 expiring on 25JUL2024
Delta for 21500 CE is -
Historical price for 21500 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 2878.65, which was 34.75 higher than the previous day. The implied volatity was -, the open interest changed by -2500 which decreased total open position to 83950
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 2843.9, which was lower than the previous day. The implied volatity was -, the open interest changed by -1075 which decreased total open position to 86450
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 2859.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 87525
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 2691.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 87475
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 2698, which was lower than the previous day. The implied volatity was -, the open interest changed by 1700 which increased total open position to 87375
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 2617, which was lower than the previous day. The implied volatity was -, the open interest changed by 3100 which increased total open position to 85675
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 2584.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 37900 which increased total open position to 82575
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 2454.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 8150 which increased total open position to 44650
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 2346, which was lower than the previous day. The implied volatity was -, the open interest changed by 5450 which increased total open position to 36500
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 2179.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 7950 which increased total open position to 31050
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 2115.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 2675 which increased total open position to 23200
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 2211.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 425 which increased total open position to 20550
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 2125.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 20125
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 2190.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 20275
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 2100.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 19775
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 2032.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 2275 which increased total open position to 19550
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 2005.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2050 which increased total open position to 17375
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 1954.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 15375
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 1918.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1450 which increased total open position to 15400
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 2010.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 525 which increased total open position to 13975
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 1678.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -625 which decreased total open position to 13450
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 1376.30, which was lower than the previous day. The implied volatity was -, the open interest changed by -325 which decreased total open position to 14075
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 1019.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 8450 which increased total open position to 14400
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 2126.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -1250 which decreased total open position to 5950
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 1568.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 1300 which increased total open position to 7175
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 1485.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 5875
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 1670.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1150 which increased total open position to 4975
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 1850.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 3800
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 1870.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 3775
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 1847.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -350 which decreased total open position to 3650
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 1840.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 3750
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 1592.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -575 which decreased total open position to 3700
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 1617.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 4350
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 1530.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 4400
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1480.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -350 which decreased total open position to 4200
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 1474.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 4550
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1334.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 4650
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 1390.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 4775
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 1343.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 1450 which increased total open position to 4800
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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 | 6 | -0.25 | - | 2,65,450 | -31,675 | 10,90,850 |
| 4 Jul | 24302.15 | 6.25 | - | 1,92,975 | 18,800 | 11,22,525 | |
| 3 Jul | 24286.50 | 7.2 | - | 3,65,550 | -1,35,200 | 11,03,725 | |
| 2 Jul | 24123.85 | 8.15 | - | 3,26,475 | -56,775 | 12,42,350 | |
| 1 Jul | 24141.95 | 9.8 | - | 4,69,250 | -63,950 | 12,99,125 | |
| 28 Jun | 24010.60 | 10.65 | - | 5,44,325 | 1,21,800 | 13,63,075 | |
| 27 Jun | 24044.50 | 16 | - | 12,95,525 | 86,800 | 12,41,275 | |
| 26 Jun | 23868.80 | 13.35 | - | 9,53,325 | -1,12,200 | 11,66,100 | |
| 25 Jun | 23721.30 | 16.05 | - | 6,37,575 | 57,700 | 12,78,300 | |
| 24 Jun | 23537.85 | 18.05 | - | 8,99,875 | 3,25,850 | 12,21,900 | |
| 21 Jun | 23501.10 | 19.00 | - | 2,48,000 | 19,750 | 8,95,725 | |
| 20 Jun | 23567.00 | 18.40 | - | 3,20,375 | 31,450 | 8,74,650 | |
| 19 Jun | 23516.00 | 22.60 | - | 3,08,675 | 48,900 | 8,43,200 | |
| 18 Jun | 23557.90 | 19.50 | - | 4,71,575 | -10,500 | 7,97,425 | |
| 14 Jun | 23465.60 | 24.00 | - | 3,61,100 | -31,475 | 8,07,925 | |
| 13 Jun | 23398.90 | 31.15 | - | 2,77,250 | 5,075 | 8,39,000 | |
| 12 Jun | 23322.95 | 40.60 | - | 4,19,800 | 34,275 | 8,32,550 | |
| 11 Jun | 23264.85 | 51.00 | - | 3,79,925 | 48,625 | 7,98,025 | |
| 10 Jun | 23259.20 | 73.80 | - | 4,40,275 | -25,325 | 7,53,325 | |
| 7 Jun | 23290.15 | 77.45 | - | 4,88,425 | 3,175 | 7,79,200 | |
| 6 Jun | 22821.40 | 103.00 | - | 5,42,900 | 78,250 | 7,76,025 | |
| 5 Jun | 22620.35 | 161.60 | - | 7,98,475 | 4,575 | 6,97,775 | |
| 4 Jun | 21884.50 | 418.45 | - | 10,45,275 | 5,450 | 6,93,200 | |
| 3 Jun | 23263.90 | 91.00 | - | 5,13,000 | 27,775 | 6,87,750 | |
| 31 May | 22530.70 | 235.40 | - | 4,95,200 | 1,31,800 | 6,59,500 | |
| 30 May | 22488.65 | 240.80 | - | 3,03,050 | 1,80,425 | 5,27,700 | |
| 29 May | 22704.70 | 216.00 | - | 1,38,450 | 26,450 | 3,47,275 | |
| 28 May | 22888.15 | 192.45 | - | 2,34,850 | 1,01,325 | 3,21,350 | |
| 27 May | 22932.45 | 177.00 | - | 1,13,250 | 11,250 | 2,20,200 | |
| 24 May | 22957.10 | 175.00 | - | 83,825 | 33,650 | 2,09,000 | |
| 23 May | 22967.65 | 171.00 | - | 83,525 | -12,200 | 1,75,500 | |
| 22 May | 22597.80 | 228.00 | - | 63,275 | 19,525 | 1,88,125 | |
| 21 May | 22529.05 | 260.05 | - | 48,825 | 2,275 | 1,68,825 | |
| 18 May | 22502.00 | 271.40 | - | 15,875 | 2,125 | 1,66,675 | |
| 17 May | 22466.10 | 262.90 | - | 47,525 | 5,025 | 1,64,350 | |
| 16 May | 22403.85 | 285.00 | - | 62,950 | 11,100 | 1,59,325 | |
| 15 May | 22200.55 | 352.00 | - | 25,175 | -1,500 | 1,48,175 | |
| 14 May | 22217.85 | 358.00 | - | 50,275 | -3,850 | 1,49,925 | |
| 13 May | 22104.05 | 404.00 | - | 77,800 | 3,125 | 1,53,775 | |
For NIFTY - strike price 21500 expiring on 25JUL2024
Delta for 21500 PE is -
Historical price for 21500 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 6, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by -31675 which decreased total open position to 1090850
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 6.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 18800 which increased total open position to 1122525
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 7.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -135200 which decreased total open position to 1103725
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 8.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -56775 which decreased total open position to 1242350
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 9.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -63950 which decreased total open position to 1299125
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 10.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 121800 which increased total open position to 1363075
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 16, which was lower than the previous day. The implied volatity was -, the open interest changed by 86800 which increased total open position to 1241275
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 13.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -112200 which decreased total open position to 1166100
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 16.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 57700 which increased total open position to 1278300
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 18.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 325850 which increased total open position to 1221900
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 19.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 19750 which increased total open position to 895725
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 18.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 31450 which increased total open position to 874650
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 22.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 48900 which increased total open position to 843200
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 19.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -10500 which decreased total open position to 797425
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 24.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -31475 which decreased total open position to 807925
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 31.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 5075 which increased total open position to 839000
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 40.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 34275 which increased total open position to 832550
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 51.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 48625 which increased total open position to 798025
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 73.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -25325 which decreased total open position to 753325
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 77.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 3175 which increased total open position to 779200
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 103.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 78250 which increased total open position to 776025
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 161.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 4575 which increased total open position to 697775
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 418.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 5450 which increased total open position to 693200
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 91.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 27775 which increased total open position to 687750
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 235.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 131800 which increased total open position to 659500
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 240.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 180425 which increased total open position to 527700
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 216.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 26450 which increased total open position to 347275
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 192.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 101325 which increased total open position to 321350
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 177.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 11250 which increased total open position to 220200
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 175.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 33650 which increased total open position to 209000
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 171.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -12200 which decreased total open position to 175500
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 228.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 19525 which increased total open position to 188125
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 260.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 2275 which increased total open position to 168825
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 271.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 2125 which increased total open position to 166675
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 262.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 5025 which increased total open position to 164350
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 285.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 11100 which increased total open position to 159325
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 352.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -1500 which decreased total open position to 148175
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 358.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -3850 which decreased total open position to 149925
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 404.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3125 which increased total open position to 153775