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 | 2105.8 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Jul | 24302.15 | 2105.8 | - | 0 | 0 | 0 | ||||
| 3 Jul | 24286.50 | 2105.8 | - | 0 | 0 | 0 | ||||
| 2 Jul | 24123.85 | 2105.8 | - | 0 | 0 | 0 | ||||
| 1 Jul | 24141.95 | 2105.8 | - | 0 | 0 | 0 | ||||
| 28 Jun | 24010.60 | 2105.8 | - | 0 | 0 | 0 | ||||
| 27 Jun | 24044.50 | 2105.8 | - | 0 | 0 | 0 | ||||
| 26 Jun | 23868.80 | 2105.8 | - | 0 | 25 | 0 | ||||
| 25 Jun | 23721.30 | 2105.8 | - | 50 | 25 | 2,450 | ||||
| 24 Jun | 23537.85 | 1942.35 | - | 150 | 25 | 2,300 | ||||
| 21 Jun | 23501.10 | 1895.55 | - | 200 | 75 | 2,150 | ||||
| 20 Jun | 23567.00 | 1934.35 | - | 0 | 25 | 0 | ||||
| 19 Jun | 23516.00 | 1934.35 | - | 75 | 25 | 2,025 | ||||
| 18 Jun | 23557.90 | 1944.20 | - | 50 | 1,950 | 1,950 | ||||
| 14 Jun | 23465.60 | 1772.45 | - | 0 | 0 | 0 | ||||
| 13 Jun | 23398.90 | 1772.45 | - | 0 | 350 | 0 | ||||
| 12 Jun | 23322.95 | 1772.45 | - | 350 | 100 | 1,700 | ||||
| 11 Jun | 23264.85 | 1766.00 | - | 400 | 0 | 1,300 | ||||
| 10 Jun | 23259.20 | 1736.35 | - | 425 | 150 | 1,125 | ||||
| 7 Jun | 23290.15 | 1741.00 | - | 50 | 975 | 975 | ||||
| 6 Jun | 22821.40 | 1249.45 | - | 0 | 975 | 0 | ||||
| 5 Jun | 22620.35 | 1249.45 | - | 100 | 975 | 975 | ||||
| 4 Jun | 21884.50 | 1923.45 | - | 0 | 0 | 0 | ||||
| 3 Jun | 23263.90 | 1923.45 | - | 175 | 0 | 975 | ||||
| 31 May | 22530.70 | 1367.00 | - | 1,625 | 1,125 | 1,125 | ||||
| 30 May | 22488.65 | 1676.60 | - | 0 | 0 | 0 | ||||
| 29 May | 22704.70 | 1676.60 | - | 0 | 0 | 0 | ||||
| 28 May | 22888.15 | 1676.60 | - | 0 | 0 | 0 | ||||
| 27 May | 22932.45 | 1676.60 | - | 0 | 0 | 0 | ||||
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| 24 May | 22957.10 | 1676.60 | - | 550 | 0 | 975 | ||||
| 23 May | 22967.65 | 1676.60 | - | 550 | 100 | 525 | ||||
| 22 May | 22597.80 | 1305.40 | - | 0 | 0 | 0 | ||||
| 21 May | 22529.05 | 1305.40 | - | 0 | 0 | 0 | ||||
| 18 May | 22502.00 | 1305.40 | - | 0 | 0 | 0 | ||||
| 17 May | 22466.10 | 1305.40 | - | 50 | 425 | 450 | ||||
| 16 May | 22403.85 | 1305.10 | - | 400 | 0 | 25 | ||||
| 15 May | 22200.55 | 1197.45 | - | 25 | 0 | 25 | ||||
| 14 May | 22217.85 | 1197.45 | - | 25 | -25 | 25 | ||||
| 13 May | 22104.05 | 1168.05 | - | 50 | 0 | 50 | ||||
For NIFTY - strike price 21750 expiring on 25JUL2024
Delta for 21750 CE is -
Historical price for 21750 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 2105.8, 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 2105.8, 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 2105.8, 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 2105.8, 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 2105.8, 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 2105.8, 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 2105.8, 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 2105.8, 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 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 2105.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 2450
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1942.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 2300
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1895.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 2150
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1934.35, 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 1934.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 2025
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 1944.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 1950 which increased total open position to 1950
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 1772.45, 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 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 1772.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 0
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 1772.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 1700
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 1766.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1300
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 1736.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 1125
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 1741.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 975 which increased total open position to 975
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 1249.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 975 which increased total open position to 0
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 1249.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 975 which increased total open position to 975
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 1923.45, 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 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 1923.45, 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 31 May NIFTY was trading at 22530.70. The strike last trading price was 1367.00, 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 30 May NIFTY was trading at 22488.65. The strike last trading price was 1676.60, 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 1676.60, 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 1676.60, 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 1676.60, 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 1676.60, 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 1676.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 525
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 1305.40, 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 1305.40, 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 1305.40, 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 17 May NIFTY was trading at 22466.10. The strike last trading price was 1305.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 425 which increased total open position to 450
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 1305.10, 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 15 May NIFTY was trading at 22200.55. The strike last trading price was 1197.45, 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 14 May NIFTY was trading at 22217.85. The strike last trading price was 1197.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 25
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 1168.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50
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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 | 6.55 | 0.00 | - | 0 | -275 | 0 |
| 4 Jul | 24302.15 | 6.55 | - | 975 | -275 | 5,175 | |
| 3 Jul | 24286.50 | 10.95 | - | 250 | -200 | 5,450 | |
| 2 Jul | 24123.85 | 13.85 | - | 0 | -375 | 0 | |
| 1 Jul | 24141.95 | 13.85 | - | 225 | -375 | 5,650 | |
| 28 Jun | 24010.60 | 14.1 | - | 3,675 | 2,375 | 6,025 | |
| 27 Jun | 24044.50 | 17.05 | - | 575 | -25 | 3,650 | |
| 26 Jun | 23868.80 | 20.6 | - | 950 | 100 | 3,675 | |
| 25 Jun | 23721.30 | 22.2 | - | 1,125 | 275 | 3,575 | |
| 24 Jun | 23537.85 | 27.9 | - | 450 | 50 | 3,300 | |
| 21 Jun | 23501.10 | 23.70 | - | 250 | -75 | 3,225 | |
| 20 Jun | 23567.00 | 24.70 | - | 2,675 | -1,325 | 3,325 | |
| 19 Jun | 23516.00 | 27.90 | - | 250 | -150 | 4,650 | |
| 18 Jun | 23557.90 | 31.20 | - | 0 | 1,200 | 0 | |
| 14 Jun | 23465.60 | 31.20 | - | 3,125 | 1,300 | 4,900 | |
| 13 Jun | 23398.90 | 42.75 | - | 2,000 | 1,150 | 3,600 | |
| 12 Jun | 23322.95 | 64.85 | - | 2,275 | 25 | 2,550 | |
| 11 Jun | 23264.85 | 64.85 | - | 1,000 | -575 | 2,600 | |
| 10 Jun | 23259.20 | 86.00 | - | 1,100 | -275 | 3,225 | |
| 7 Jun | 23290.15 | 92.40 | - | 3,625 | 2,250 | 3,500 | |
| 6 Jun | 22821.40 | 138.05 | - | 1,525 | 1,050 | 1,250 | |
| 5 Jun | 22620.35 | 202.05 | - | 425 | 200 | 200 | |
| 4 Jun | 21884.50 | 199.60 | - | 0 | 0 | 0 | |
| 3 Jun | 23263.90 | 199.60 | - | 0 | 0 | 0 | |
| 31 May | 22530.70 | 199.60 | - | 0 | 0 | 0 | |
| 30 May | 22488.65 | 199.60 | - | 0 | 0 | 0 | |
| 29 May | 22704.70 | 199.60 | - | 0 | 0 | 0 | |
| 28 May | 22888.15 | 199.60 | - | 0 | 0 | 0 | |
| 27 May | 22932.45 | 199.60 | - | 0 | 0 | 0 | |
| 24 May | 22957.10 | 199.60 | - | 0 | 0 | 0 | |
| 23 May | 22967.65 | 199.60 | - | 0 | 0 | 0 | |
| 22 May | 22597.80 | 199.60 | - | 0 | 0 | 0 | |
| 21 May | 22529.05 | 199.60 | - | 0 | 0 | 0 | |
| 18 May | 22502.00 | 199.60 | - | 0 | 0 | 0 | |
| 17 May | 22466.10 | 199.60 | - | 0 | 0 | 0 | |
| 16 May | 22403.85 | 199.60 | - | 0 | 0 | 0 | |
| 15 May | 22200.55 | 199.60 | - | 0 | 0 | 0 | |
| 14 May | 22217.85 | 199.60 | - | 0 | 0 | 0 | |
| 13 May | 22104.05 | 199.60 | - | 0 | 0 | 0 | |
For NIFTY - strike price 21750 expiring on 25JUL2024
Delta for 21750 PE is -
Historical price for 21750 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 6.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -275 which decreased total open position to 0
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 6.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -275 which decreased total open position to 5175
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 10.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 5450
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 13.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -375 which decreased total open position to 0
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 13.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -375 which decreased total open position to 5650
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 14.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 2375 which increased total open position to 6025
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 17.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 3650
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 20.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 3675
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 22.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 3575
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 27.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 3300
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 23.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 3225
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 24.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -1325 which decreased total open position to 3325
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 27.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 4650
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 31.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 1200 which increased total open position to 0
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 31.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 1300 which increased total open position to 4900
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 42.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 1150 which increased total open position to 3600
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 64.85, 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 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 64.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -575 which decreased total open position to 2600
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 86.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -275 which decreased total open position to 3225
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 92.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 2250 which increased total open position to 3500
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 138.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 1050 which increased total open position to 1250
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 202.05, 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 199.60, 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 199.60, 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 199.60, 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 199.60, 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 199.60, 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 199.60, 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 199.60, 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 199.60, 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 199.60, 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 199.60, 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 199.60, 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 199.60, 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 199.60, 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 199.60, 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 199.60, 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 199.60, 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 199.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0