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 | 2675 | 0.00 | - | 0 | 6,825 | 0 | |||
| 4 Jul | 24302.15 | 2675 | - | 100 | 6,825 | 6,825 | ||||
| 3 Jul | 24286.50 | 2495.1 | - | 0 | 0 | 0 | ||||
| 2 Jul | 24123.85 | 2495.1 | - | 0 | -25 | 0 | ||||
| 1 Jul | 24141.95 | 2495.1 | - | 0 | -25 | 0 | ||||
| 28 Jun | 24010.60 | 2495.1 | - | 275 | -25 | 6,875 | ||||
| 27 Jun | 24044.50 | 2436 | - | 3,075 | 2,850 | 6,900 | ||||
| 26 Jun | 23868.80 | 2280 | - | 1,425 | 1,050 | 4,000 | ||||
| 25 Jun | 23721.30 | 2115 | - | 2,300 | 1,600 | 2,950 | ||||
| 24 Jun | 23537.85 | 1987.35 | - | 175 | -25 | 1,300 | ||||
| 21 Jun | 23501.10 | 1996.05 | - | 0 | 25 | 0 | ||||
| 20 Jun | 23567.00 | 1996.05 | - | 50 | 75 | 1,300 | ||||
| 19 Jun | 23516.00 | 1960.45 | - | 275 | 0 | 1,225 | ||||
| 18 Jun | 23557.90 | 1845.25 | - | 0 | -25 | 0 | ||||
| 14 Jun | 23465.60 | 1845.25 | - | 50 | 0 | 1,250 | ||||
| 13 Jun | 23398.90 | 1815.00 | - | 25 | 0 | 1,250 | ||||
| 12 Jun | 23322.95 | 1822.55 | - | 800 | 25 | 1,275 | ||||
| 11 Jun | 23264.85 | 1781.00 | - | 975 | -125 | 1,200 | ||||
| 10 Jun | 23259.20 | 1745.90 | - | 425 | -125 | 1,425 | ||||
| 7 Jun | 23290.15 | 1789.00 | - | 275 | -275 | 1,550 | ||||
| 6 Jun | 22821.40 | 1461.55 | - | 400 | 100 | 1,825 | ||||
| 5 Jun | 22620.35 | 1222.80 | - | 3,325 | -250 | 1,725 | ||||
| 4 Jun | 21884.50 | 908.75 | - | 6,900 | -1,150 | 1,975 | ||||
| 3 Jun | 23263.90 | 1915.35 | - | 400 | 0 | 3,125 | ||||
| 31 May | 22530.70 | 1345.05 | - | 225 | 250 | 3,125 | ||||
| 30 May | 22488.65 | 1355.90 | - | 1,200 | 300 | 2,875 | ||||
| 29 May | 22704.70 | 1546.80 | - | 175 | 75 | 2,575 | ||||
| 28 May | 22888.15 | 1710.00 | - | 650 | 300 | 2,475 | ||||
| 27 May | 22932.45 | 1666.50 | - | 1,150 | 0 | 1,600 | ||||
| 24 May | 22957.10 | 1718.35 | - | 50 | 0 | 1,550 | ||||
| 23 May | 22967.65 | 1637.00 | - | 175 | 0 | 1,550 | ||||
| 22 May | 22597.80 | 1441.70 | - | 200 | 0 | 1,750 | ||||
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| 21 May | 22529.05 | 1316.00 | - | 0 | 0 | 0 | ||||
| 18 May | 22502.00 | 1316.00 | - | 0 | 0 | 1,750 | ||||
| 17 May | 22466.10 | 1316.00 | - | 0 | -150 | 0 | ||||
| 16 May | 22403.85 | 1316.00 | - | 225 | -150 | 1,750 | ||||
| 15 May | 22200.55 | 1203.20 | - | 125 | 0 | 1,900 | ||||
| 14 May | 22217.85 | 1240.10 | - | 150 | 475 | 1,925 | ||||
| 13 May | 22104.05 | 1187.00 | - | 1,600 | 1,000 | 1,450 | ||||
For NIFTY - strike price 21700 expiring on 25JUL2024
Delta for 21700 CE is -
Historical price for 21700 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 2675, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 6825 which increased total open position to 0
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 2675, which was lower than the previous day. The implied volatity was -, the open interest changed by 6825 which increased total open position to 6825
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 2495.1, 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 2495.1, 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 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 2495.1, 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 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 2495.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 6875
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 2436, which was lower than the previous day. The implied volatity was -, the open interest changed by 2850 which increased total open position to 6900
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 2280, which was lower than the previous day. The implied volatity was -, the open interest changed by 1050 which increased total open position to 4000
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 2115, which was lower than the previous day. The implied volatity was -, the open interest changed by 1600 which increased total open position to 2950
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1987.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 1300
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1996.05, 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 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1996.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 1300
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 1960.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1225
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 1845.25, 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 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 1845.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1250
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 1815.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1250
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 1822.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 1275
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 1781.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 1200
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 1745.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 1425
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 1789.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -275 which decreased total open position to 1550
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 1461.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 1825
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 1222.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -250 which decreased total open position to 1725
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 908.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -1150 which decreased total open position to 1975
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 1915.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3125
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 1345.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 3125
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 1355.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 2875
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 1546.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 2575
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 1710.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 2475
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 1666.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1600
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 1718.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1550
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 1637.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1550
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 1441.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1750
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 1316.00, 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 May NIFTY was trading at 22502.00. The strike last trading price was 1316.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1750
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1316.00, 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 16 May NIFTY was trading at 22403.85. The strike last trading price was 1316.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 1750
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1203.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1900
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 1240.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 475 which increased total open position to 1925
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 1187.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1000 which increased total open position to 1450
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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 | 5.35 | -0.15 | - | 68,025 | -14,000 | 59,175 |
| 4 Jul | 24302.15 | 5.5 | - | 29,175 | -2,950 | 73,175 | |
| 3 Jul | 24286.50 | 8.4 | - | 28,050 | -1,575 | 76,125 | |
| 2 Jul | 24123.85 | 9.1 | - | 53,700 | -1,250 | 78,625 | |
| 1 Jul | 24141.95 | 11.6 | - | 49,775 | -3,425 | 79,875 | |
| 28 Jun | 24010.60 | 12.9 | - | 1,17,725 | 22,250 | 83,300 | |
| 27 Jun | 24044.50 | 17 | - | 91,175 | -9,800 | 61,050 | |
| 26 Jun | 23868.80 | 16.9 | - | 1,00,175 | -15,850 | 70,875 | |
| 25 Jun | 23721.30 | 21.15 | - | 89,125 | -9,175 | 86,725 | |
| 24 Jun | 23537.85 | 23.25 | - | 53,125 | 4,775 | 97,475 | |
| 21 Jun | 23501.10 | 24.10 | - | 86,575 | 22,225 | 93,000 | |
| 20 Jun | 23567.00 | 24.10 | - | 54,100 | 4,450 | 71,475 | |
| 19 Jun | 23516.00 | 28.95 | - | 39,450 | 1,475 | 67,025 | |
| 18 Jun | 23557.90 | 23.70 | - | 46,075 | 5,525 | 65,475 | |
| 14 Jun | 23465.60 | 29.65 | - | 61,925 | 8,225 | 59,950 | |
| 13 Jun | 23398.90 | 37.45 | - | 55,200 | 3,050 | 51,725 | |
| 12 Jun | 23322.95 | 50.60 | - | 44,950 | 18,825 | 48,675 | |
| 11 Jun | 23264.85 | 62.55 | - | 35,750 | 9,500 | 29,925 | |
| 10 Jun | 23259.20 | 82.20 | - | 26,850 | 625 | 21,075 | |
| 7 Jun | 23290.15 | 91.60 | - | 56,825 | 2,900 | 20,450 | |
| 6 Jun | 22821.40 | 127.50 | - | 32,100 | 7,250 | 17,550 | |
| 5 Jun | 22620.35 | 200.85 | - | 22,675 | -2,225 | 10,300 | |
| 4 Jun | 21884.50 | 488.00 | - | 31,400 | 2,650 | 12,525 | |
| 3 Jun | 23263.90 | 113.20 | - | 15,250 | 7,650 | 9,875 | |
| 31 May | 22530.70 | 232.30 | - | 375 | 175 | 1,975 | |
| 30 May | 22488.65 | 228.75 | - | 100 | 125 | 1,800 | |
| 29 May | 22704.70 | 192.50 | - | 100 | 0 | 1,675 | |
| 28 May | 22888.15 | 226.00 | - | 225 | 25 | 1,650 | |
| 27 May | 22932.45 | 209.40 | - | 1,575 | 625 | 1,600 | |
| 24 May | 22957.10 | 203.05 | - | 1,575 | 800 | 875 | |
| 23 May | 22967.65 | 143.85 | - | 50 | 0 | 25 | |
| 22 May | 22597.80 | 200.85 | - | 0 | 0 | 0 | |
| 21 May | 22529.05 | 200.85 | - | 0 | 0 | 0 | |
| 18 May | 22502.00 | 200.85 | - | 0 | 0 | 25 | |
| 17 May | 22466.10 | 200.85 | - | 0 | 0 | 0 | |
| 16 May | 22403.85 | 200.85 | - | 0 | 0 | 0 | |
| 15 May | 22200.55 | 200.85 | - | 0 | 0 | 0 | |
| 14 May | 22217.85 | 200.85 | - | 0 | 0 | 0 | |
| 13 May | 22104.05 | 200.85 | - | 0 | 0 | 0 | |
For NIFTY - strike price 21700 expiring on 25JUL2024
Delta for 21700 PE is -
Historical price for 21700 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 5.35, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by -14000 which decreased total open position to 59175
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 5.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -2950 which decreased total open position to 73175
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 8.4, which was lower than the previous day. The implied volatity was -, the open interest changed by -1575 which decreased total open position to 76125
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 9.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -1250 which decreased total open position to 78625
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 11.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -3425 which decreased total open position to 79875
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 12.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 22250 which increased total open position to 83300
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 17, which was lower than the previous day. The implied volatity was -, the open interest changed by -9800 which decreased total open position to 61050
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 16.9, which was lower than the previous day. The implied volatity was -, the open interest changed by -15850 which decreased total open position to 70875
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 21.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -9175 which decreased total open position to 86725
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 23.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 4775 which increased total open position to 97475
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 24.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 22225 which increased total open position to 93000
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 24.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 4450 which increased total open position to 71475
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 28.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 1475 which increased total open position to 67025
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 23.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 5525 which increased total open position to 65475
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 29.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 8225 which increased total open position to 59950
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 37.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 3050 which increased total open position to 51725
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 50.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 18825 which increased total open position to 48675
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 62.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 9500 which increased total open position to 29925
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 82.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 625 which increased total open position to 21075
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 91.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 2900 which increased total open position to 20450
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 127.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 7250 which increased total open position to 17550
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 200.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -2225 which decreased total open position to 10300
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 488.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2650 which increased total open position to 12525
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 113.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 7650 which increased total open position to 9875
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 232.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 1975
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 228.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 1800
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 192.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1675
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 226.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 1650
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 209.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 625 which increased total open position to 1600
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 203.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 800 which increased total open position to 875
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 143.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 200.85, 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 200.85, 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 200.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 200.85, 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 200.85, 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 200.85, 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 200.85, 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 200.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0