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 | 2110.9 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Jul | 24302.15 | 2110.9 | - | 0 | 0 | 0 | ||||
| 3 Jul | 24286.50 | 2110.9 | - | 0 | 0 | 0 | ||||
| 2 Jul | 24123.85 | 2110.9 | - | 0 | 0 | 0 | ||||
| 1 Jul | 24141.95 | 2110.9 | - | 0 | 0 | 0 | ||||
| 28 Jun | 24010.60 | 2110.9 | - | 0 | 0 | 0 | ||||
| 27 Jun | 24044.50 | 2110.9 | - | 0 | 0 | 0 | ||||
| 26 Jun | 23868.80 | 2110.9 | - | 0 | 125 | 0 | ||||
| 25 Jun | 23721.30 | 2110.9 | - | 0 | 125 | 0 | ||||
| 24 Jun | 23537.85 | 2110.9 | - | 125 | 0 | 3,550 | ||||
| 21 Jun | 23501.10 | 2094.95 | - | 200 | 50 | 3,400 | ||||
| 20 Jun | 23567.00 | 2083.95 | - | 0 | 100 | 0 | ||||
| 19 Jun | 23516.00 | 2083.95 | - | 150 | 100 | 3,350 | ||||
| 18 Jun | 23557.90 | 2129.60 | - | 50 | 25 | 3,200 | ||||
| 14 Jun | 23465.60 | 2036.25 | - | 25 | 0 | 3,175 | ||||
| 13 Jun | 23398.90 | 1961.00 | - | 0 | 300 | 0 | ||||
| 12 Jun | 23322.95 | 1961.00 | - | 400 | 0 | 2,875 | ||||
| 11 Jun | 23264.85 | 1941.80 | - | 350 | 0 | 2,625 | ||||
| 10 Jun | 23259.20 | 1885.40 | - | 600 | 500 | 2,625 | ||||
| 7 Jun | 23290.15 | 1966.65 | - | 75 | 2,125 | 2,125 | ||||
| 6 Jun | 22821.40 | 1413.30 | - | 0 | 2,150 | 0 | ||||
| 5 Jun | 22620.35 | 1413.30 | - | 100 | 2,150 | 2,150 | ||||
|
|
||||||||||
| 4 Jun | 21884.50 | 2108.20 | - | 0 | 50 | 0 | ||||
| 3 Jun | 23263.90 | 2108.20 | - | 250 | 50 | 2,100 | ||||
| 31 May | 22530.70 | 1509.05 | - | 475 | 200 | 1,775 | ||||
| 30 May | 22488.65 | 1523.10 | - | 400 | 0 | 1,575 | ||||
| 29 May | 22704.70 | 1635.00 | - | 25 | 0 | 1,575 | ||||
| 28 May | 22888.15 | 1841.45 | - | 0 | 0 | 0 | ||||
| 27 May | 22932.45 | 1841.45 | - | 0 | 0 | 0 | ||||
| 24 May | 22957.10 | 1841.45 | - | 0 | 0 | 1,575 | ||||
| 23 May | 22967.65 | 1841.45 | - | 750 | 150 | 975 | ||||
| 22 May | 22597.80 | 1462.95 | - | 0 | 0 | 0 | ||||
| 21 May | 22529.05 | 1462.95 | - | 0 | 0 | 0 | ||||
| 18 May | 22502.00 | 1462.95 | - | 0 | 0 | 825 | ||||
| 17 May | 22466.10 | 1462.95 | - | 0 | 300 | 825 | ||||
| 16 May | 22403.85 | 1462.95 | - | 450 | 150 | 525 | ||||
| 15 May | 22200.55 | 1328.55 | - | 50 | 0 | 375 | ||||
| 14 May | 22217.85 | 1328.55 | - | 50 | 0 | 375 | ||||
| 13 May | 22104.05 | 1188.70 | - | 0 | 0 | 375 | ||||
For NIFTY - strike price 21550 expiring on 25JUL2024
Delta for 21550 CE is -
Historical price for 21550 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 2110.9, 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 2110.9, 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 2110.9, 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 2110.9, 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 2110.9, 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 2110.9, 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 2110.9, 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 2110.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 0
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 2110.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 0
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 2110.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3550
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 2094.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 3400
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 2083.95, 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 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 2083.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 3350
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 2129.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 3200
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 2036.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3175
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 1961.00, 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 1961.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2875
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 1941.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2625
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 1885.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 2625
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 1966.65, 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 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 1413.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 2150 which increased total open position to 0
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 1413.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 2150 which increased total open position to 2150
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 2108.20, 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 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 2108.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 2100
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 1509.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 1775
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 1523.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1575
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 1635.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1575
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 1841.45, 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 27 May NIFTY was trading at 22932.45. The strike last trading price was 1841.45, 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 24 May NIFTY was trading at 22957.10. The strike last trading price was 1841.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1575
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 1841.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 975
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 1462.95, 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 21 May NIFTY was trading at 22529.05. The strike last trading price was 1462.95, 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 18 May NIFTY was trading at 22502.00. The strike last trading price was 1462.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 825
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1462.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 825
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 1462.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 525
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1328.55, 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 14 May NIFTY was trading at 22217.85. The strike last trading price was 1328.55, 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 13 May NIFTY was trading at 22104.05. The strike last trading price was 1188.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 375
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
|||||||
|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 24323.85 | 6.95 | 1.35 | - | 350 | -125 | 3,900 |
| 4 Jul | 24302.15 | 5.6 | - | 1,025 | -325 | 4,025 | |
| 3 Jul | 24286.50 | 7.85 | - | 6,875 | -4,525 | 4,350 | |
| 2 Jul | 24123.85 | 11 | - | 125 | -175 | 8,900 | |
| 1 Jul | 24141.95 | 10.6 | - | 1,925 | 575 | 9,075 | |
| 28 Jun | 24010.60 | 12 | - | 5,500 | 1,925 | 8,500 | |
| 27 Jun | 24044.50 | 14.9 | - | 11,000 | 3,075 | 6,575 | |
| 26 Jun | 23868.80 | 14.35 | - | 450 | -200 | 3,475 | |
| 25 Jun | 23721.30 | 19.4 | - | 25 | 0 | 3,675 | |
| 24 Jun | 23537.85 | 19.45 | - | 5,525 | 175 | 3,875 | |
| 21 Jun | 23501.10 | 21.10 | - | 2,125 | 125 | 3,700 | |
| 20 Jun | 23567.00 | 20.50 | - | 150 | 75 | 3,575 | |
| 19 Jun | 23516.00 | 17.20 | - | 600 | -275 | 3,500 | |
| 18 Jun | 23557.90 | 19.85 | - | 100 | 50 | 3,775 | |
| 14 Jun | 23465.60 | 29.85 | - | 275 | 125 | 3,725 | |
| 13 Jun | 23398.90 | 38.60 | - | 475 | 350 | 3,600 | |
| 12 Jun | 23322.95 | 43.95 | - | 150 | 0 | 3,100 | |
| 11 Jun | 23264.85 | 51.65 | - | 875 | 425 | 3,100 | |
| 10 Jun | 23259.20 | 81.95 | - | 2,450 | 675 | 2,400 | |
| 7 Jun | 23290.15 | 79.80 | - | 175 | -25 | 1,725 | |
| 6 Jun | 22821.40 | 104.70 | - | 325 | -25 | 1,750 | |
| 5 Jun | 22620.35 | 172.40 | - | 3,050 | 1,775 | 1,775 | |
| 4 Jun | 21884.50 | 208.05 | - | 0 | 0 | 0 | |
| 3 Jun | 23263.90 | 208.05 | - | 0 | 0 | 0 | |
| 31 May | 22530.70 | 208.05 | - | 0 | 0 | 0 | |
| 30 May | 22488.65 | 208.05 | - | 0 | 0 | 0 | |
| 29 May | 22704.70 | 208.05 | - | 0 | 0 | 0 | |
| 28 May | 22888.15 | 208.05 | - | 0 | 0 | 0 | |
| 27 May | 22932.45 | 208.05 | - | 0 | 0 | 0 | |
| 24 May | 22957.10 | 208.05 | - | 0 | 0 | 0 | |
| 23 May | 22967.65 | 208.05 | - | 0 | 0 | 0 | |
| 22 May | 22597.80 | 208.05 | - | 0 | 0 | 0 | |
| 21 May | 22529.05 | 208.05 | - | 0 | 0 | 0 | |
| 18 May | 22502.00 | 208.05 | - | 0 | 50 | 0 | |
| 17 May | 22466.10 | 208.05 | - | 50 | 1,150 | 1,150 | |
| 16 May | 22403.85 | 313.20 | - | 0 | 0 | 0 | |
| 15 May | 22200.55 | 313.20 | - | 0 | 25 | 0 | |
| 14 May | 22217.85 | 313.20 | - | 25 | 1,125 | 1,125 | |
| 13 May | 22104.05 | 418.05 | - | 0 | 1,125 | 0 | |
For NIFTY - strike price 21550 expiring on 25JUL2024
Delta for 21550 PE is -
Historical price for 21550 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 6.95, which was 1.35 higher than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 3900
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 5.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -325 which decreased total open position to 4025
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 7.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -4525 which decreased total open position to 4350
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 11, which was lower than the previous day. The implied volatity was -, the open interest changed by -175 which decreased total open position to 8900
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 10.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 575 which increased total open position to 9075
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 12, which was lower than the previous day. The implied volatity was -, the open interest changed by 1925 which increased total open position to 8500
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 14.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 3075 which increased total open position to 6575
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 14.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 3475
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 19.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3675
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 19.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 3875
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 21.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 3700
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 20.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 3575
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 17.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -275 which decreased total open position to 3500
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 19.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 3775
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 29.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 3725
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 38.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 3600
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 43.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3100
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 51.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 425 which increased total open position to 3100
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 81.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 675 which increased total open position to 2400
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 79.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 1725
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 104.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 1750
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 172.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 1775 which increased total open position to 1775
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 208.05, 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 208.05, 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 31 May NIFTY was trading at 22530.70. The strike last trading price was 208.05, 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 30 May NIFTY was trading at 22488.65. The strike last trading price was 208.05, 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 29 May NIFTY was trading at 22704.70. The strike last trading price was 208.05, 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 28 May NIFTY was trading at 22888.15. The strike last trading price was 208.05, 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 27 May NIFTY was trading at 22932.45. The strike last trading price was 208.05, 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 24 May NIFTY was trading at 22957.10. The strike last trading price was 208.05, 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 23 May NIFTY was trading at 22967.65. The strike last trading price was 208.05, 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 22 May NIFTY was trading at 22597.80. The strike last trading price was 208.05, 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 21 May NIFTY was trading at 22529.05. The strike last trading price was 208.05, 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 18 May NIFTY was trading at 22502.00. The strike last trading price was 208.05, 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 17 May NIFTY was trading at 22466.10. The strike last trading price was 208.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 1150 which increased total open position to 1150
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 313.20, 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 313.20, 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 14 May NIFTY was trading at 22217.85. The strike last trading price was 313.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 1125 which increased total open position to 1125
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 418.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 1125 which increased total open position to 0