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 | 2760 | 0.00 | - | 0 | 3,375 | 0 | |||
| 4 Jul | 24302.15 | 2760 | - | 50 | 3,375 | 3,375 | ||||
| 3 Jul | 24286.50 | 2465 | - | 0 | 0 | 0 | ||||
| 2 Jul | 24123.85 | 2465 | - | 0 | 175 | 0 | ||||
| 1 Jul | 24141.95 | 2465 | - | 0 | 175 | 0 | ||||
| 28 Jun | 24010.60 | 2465 | - | 0 | 175 | 0 | ||||
| 27 Jun | 24044.50 | 2465 | - | 1,100 | 175 | 3,375 | ||||
| 26 Jun | 23868.80 | 2362.45 | - | 525 | 225 | 3,175 | ||||
| 25 Jun | 23721.30 | 2246.4 | - | 125 | 50 | 2,950 | ||||
| 24 Jun | 23537.85 | 2058.8 | - | 125 | 50 | 2,850 | ||||
| 21 Jun | 23501.10 | 2010.20 | - | 200 | 175 | 2,775 | ||||
| 20 Jun | 23567.00 | 2077.55 | - | 0 | 25 | 0 | ||||
| 19 Jun | 23516.00 | 2077.55 | - | 75 | 25 | 2,550 | ||||
| 18 Jun | 23557.90 | 2080.00 | - | 25 | 2,525 | 2,525 | ||||
| 14 Jun | 23465.60 | 1944.25 | - | 0 | 50 | 0 | ||||
| 13 Jun | 23398.90 | 1944.25 | - | 50 | 0 | 2,475 | ||||
| 12 Jun | 23322.95 | 1918.50 | - | 850 | 750 | 2,575 | ||||
| 11 Jun | 23264.85 | 1874.70 | - | 400 | 300 | 1,725 | ||||
| 10 Jun | 23259.20 | 1850.85 | - | 375 | 200 | 1,250 | ||||
| 7 Jun | 23290.15 | 1909.50 | - | 50 | 1,000 | 1,000 | ||||
| 6 Jun | 22821.40 | 1118.25 | - | 0 | -150 | 0 | ||||
| 5 Jun | 22620.35 | 1118.25 | - | 975 | -150 | 1,000 | ||||
| 4 Jun | 21884.50 | 950.00 | - | 425 | 175 | 1,150 | ||||
| 3 Jun | 23263.90 | 2059.45 | - | 275 | 50 | 975 | ||||
| 31 May | 22530.70 | 1513.45 | - | 1,350 | 550 | 1,325 | ||||
| 30 May | 22488.65 | 1506.90 | - | 25 | 775 | 775 | ||||
| 29 May | 22704.70 | 1732.45 | - | 0 | 0 | 0 | ||||
| 28 May | 22888.15 | 1732.45 | - | 0 | 0 | 0 | ||||
| 27 May | 22932.45 | 1732.45 | - | 0 | 0 | 0 | ||||
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| 24 May | 22957.10 | 1732.45 | - | 0 | 0 | 775 | ||||
| 23 May | 22967.65 | 1732.45 | - | 200 | 0 | 775 | ||||
| 22 May | 22597.80 | 1407.80 | - | 0 | 0 | 0 | ||||
| 21 May | 22529.05 | 1407.80 | - | 0 | 0 | 0 | ||||
| 18 May | 22502.00 | 1407.80 | - | 450 | 0 | 775 | ||||
| 17 May | 22466.10 | 1407.80 | - | 450 | 150 | 775 | ||||
| 16 May | 22403.85 | 1407.80 | - | 450 | -50 | 625 | ||||
| 15 May | 22200.55 | 1181.65 | - | 0 | 0 | 0 | ||||
| 14 May | 22217.85 | 1181.65 | - | 0 | 25 | 675 | ||||
| 13 May | 22104.05 | 1181.65 | - | 75 | 50 | 650 | ||||
For NIFTY - strike price 21600 expiring on 25JUL2024
Delta for 21600 CE is -
Historical price for 21600 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 2760, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 3375 which increased total open position to 0
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 2760, which was lower than the previous day. The implied volatity was -, the open interest changed by 3375 which increased total open position to 3375
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 2465, 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 2465, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 0
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 2465, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 0
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 2465, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 0
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 2465, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 3375
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 2362.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 3175
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 2246.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 2950
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 2058.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 2850
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 2010.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 2775
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 2077.55, 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 2077.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 2550
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 2080.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2525 which increased total open position to 2525
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 1944.25, 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 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 1944.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2475
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 1918.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 2575
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 1874.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 1725
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 1850.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 1250
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 1909.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 1000 which increased total open position to 1000
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 1118.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 0
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 1118.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 1000
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 950.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 1150
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 2059.45, 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 31 May NIFTY was trading at 22530.70. The strike last trading price was 1513.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 1325
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 1506.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 775 which increased total open position to 775
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 1732.45, 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 28 May NIFTY was trading at 22888.15. The strike last trading price was 1732.45, 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 1732.45, 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 1732.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 775
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 1732.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 775
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 1407.80, 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 1407.80, 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 1407.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 775
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1407.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 775
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 1407.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 625
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1181.65, 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 1181.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 675
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 1181.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 650
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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 | 5.4 | -0.75 | - | 16,425 | 25 | 44,950 |
| 4 Jul | 24302.15 | 6.15 | - | 12,775 | 2,900 | 44,925 | |
| 3 Jul | 24286.50 | 7.2 | - | 34,400 | -10,900 | 42,025 | |
| 2 Jul | 24123.85 | 8.95 | - | 41,200 | -12,375 | 52,825 | |
| 1 Jul | 24141.95 | 10.45 | - | 81,750 | -7,375 | 65,200 | |
| 28 Jun | 24010.60 | 11.65 | - | 1,09,275 | 13,125 | 72,575 | |
| 27 Jun | 24044.50 | 15.25 | - | 60,925 | -1,025 | 59,450 | |
| 26 Jun | 23868.80 | 15.5 | - | 67,725 | -6,525 | 60,550 | |
| 25 Jun | 23721.30 | 18.45 | - | 67,625 | 10,450 | 67,075 | |
| 24 Jun | 23537.85 | 21.25 | - | 75,225 | 2,950 | 56,850 | |
| 21 Jun | 23501.10 | 21.70 | - | 49,600 | 6,425 | 54,325 | |
| 20 Jun | 23567.00 | 20.75 | - | 36,925 | 9,950 | 49,100 | |
| 19 Jun | 23516.00 | 24.40 | - | 38,350 | 2,675 | 39,150 | |
| 18 Jun | 23557.90 | 20.55 | - | 44,550 | -6,450 | 36,475 | |
| 14 Jun | 23465.60 | 26.65 | - | 45,650 | 5,525 | 42,925 | |
| 13 Jun | 23398.90 | 31.05 | - | 30,550 | 2,600 | 37,725 | |
| 12 Jun | 23322.95 | 45.25 | - | 36,325 | 14,600 | 35,225 | |
| 11 Jun | 23264.85 | 56.80 | - | 31,725 | 8,500 | 20,600 | |
| 10 Jun | 23259.20 | 80.95 | - | 17,725 | 5,475 | 12,500 | |
| 7 Jun | 23290.15 | 82.90 | - | 18,250 | 500 | 7,025 | |
| 6 Jun | 22821.40 | 114.60 | - | 9,925 | 900 | 6,525 | |
| 5 Jun | 22620.35 | 183.65 | - | 14,225 | 5,625 | 5,625 | |
| 4 Jun | 21884.50 | 167.65 | - | 0 | 0 | 0 | |
| 3 Jun | 23263.90 | 167.65 | - | 0 | 0 | 0 | |
| 31 May | 22530.70 | 167.65 | - | 0 | 0 | 0 | |
| 30 May | 22488.65 | 167.65 | - | 0 | 0 | 0 | |
| 29 May | 22704.70 | 167.65 | - | 0 | 0 | 0 | |
| 28 May | 22888.15 | 167.65 | - | 0 | 0 | 0 | |
| 27 May | 22932.45 | 167.65 | - | 0 | 0 | 0 | |
| 24 May | 22957.10 | 167.65 | - | 0 | 0 | 0 | |
| 23 May | 22967.65 | 167.65 | - | 0 | 0 | 0 | |
| 22 May | 22597.80 | 167.65 | - | 0 | 0 | 0 | |
| 21 May | 22529.05 | 167.65 | - | 0 | 0 | 0 | |
| 18 May | 22502.00 | 167.65 | - | 0 | 0 | 0 | |
| 17 May | 22466.10 | 167.65 | - | 0 | 0 | 0 | |
| 16 May | 22403.85 | 167.65 | - | 0 | 0 | 0 | |
| 15 May | 22200.55 | 167.65 | - | 0 | 0 | 0 | |
| 14 May | 22217.85 | 167.65 | - | 0 | 0 | 0 | |
| 13 May | 22104.05 | 167.65 | - | 0 | 0 | 0 | |
For NIFTY - strike price 21600 expiring on 25JUL2024
Delta for 21600 PE is -
Historical price for 21600 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 5.4, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 44950
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 6.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 2900 which increased total open position to 44925
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 -10900 which decreased total open position to 42025
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 8.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -12375 which decreased total open position to 52825
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 10.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -7375 which decreased total open position to 65200
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 11.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 13125 which increased total open position to 72575
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 15.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -1025 which decreased total open position to 59450
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 15.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -6525 which decreased total open position to 60550
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 18.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 10450 which increased total open position to 67075
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 21.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 2950 which increased total open position to 56850
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 21.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 6425 which increased total open position to 54325
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 20.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 9950 which increased total open position to 49100
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 24.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 2675 which increased total open position to 39150
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 20.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -6450 which decreased total open position to 36475
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 26.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 5525 which increased total open position to 42925
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 31.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 2600 which increased total open position to 37725
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 45.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 14600 which increased total open position to 35225
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 56.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 8500 which increased total open position to 20600
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 80.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 5475 which increased total open position to 12500
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 82.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 7025
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 114.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 6525
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 183.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 5625 which increased total open position to 5625
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 167.65, 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 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 167.65, 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 31 May NIFTY was trading at 22530.70. The strike last trading price was 167.65, 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 30 May NIFTY was trading at 22488.65. The strike last trading price was 167.65, 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 29 May NIFTY was trading at 22704.70. The strike last trading price was 167.65, 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 28 May NIFTY was trading at 22888.15. The strike last trading price was 167.65, 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 27 May NIFTY was trading at 22932.45. The strike last trading price was 167.65, 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 24 May NIFTY was trading at 22957.10. The strike last trading price was 167.65, 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 23 May NIFTY was trading at 22967.65. The strike last trading price was 167.65, 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 22 May NIFTY was trading at 22597.80. The strike last trading price was 167.65, 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 21 May NIFTY was trading at 22529.05. The strike last trading price was 167.65, 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 18 May NIFTY was trading at 22502.00. The strike last trading price was 167.65, 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 17 May NIFTY was trading at 22466.10. The strike last trading price was 167.65, 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 16 May NIFTY was trading at 22403.85. The strike last trading price was 167.65, 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 15 May NIFTY was trading at 22200.55. The strike last trading price was 167.65, 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 167.65, 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 167.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0