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 | 2510 | -45.05 | - | 50 | 0 | 4,475 | |||
| 4 Jul | 24302.15 | 2555.05 | - | 500 | 75 | 4,475 | ||||
| 3 Jul | 24286.50 | 2512 | - | 150 | 0 | 4,400 | ||||
| 2 Jul | 24123.85 | 2419.4 | - | 150 | -50 | 4,400 | ||||
| 1 Jul | 24141.95 | 2410 | - | 100 | 0 | 4,450 | ||||
| 28 Jun | 24010.60 | 2397.2 | - | 250 | -100 | 4,450 | ||||
| 27 Jun | 24044.50 | 2224 | - | 1,400 | -50 | 4,550 | ||||
| 26 Jun | 23868.80 | 2180 | - | 1,000 | 250 | 4,600 | ||||
| 25 Jun | 23721.30 | 2020 | - | 375 | 125 | 4,350 | ||||
| 24 Jun | 23537.85 | 1869.2 | - | 400 | -225 | 4,225 | ||||
| 21 Jun | 23501.10 | 1813.00 | - | 750 | -50 | 4,600 | ||||
| 20 Jun | 23567.00 | 1927.85 | - | 675 | 250 | 4,675 | ||||
| 19 Jun | 23516.00 | 1925.70 | - | 775 | 350 | 4,425 | ||||
| 18 Jun | 23557.90 | 1895.90 | - | 100 | -50 | 4,150 | ||||
| 14 Jun | 23465.60 | 1832.85 | - | 100 | 0 | 4,200 | ||||
| 13 Jun | 23398.90 | 1752.80 | - | 250 | -25 | 4,350 | ||||
| 12 Jun | 23322.95 | 1727.20 | - | 550 | 0 | 4,900 | ||||
| 11 Jun | 23264.85 | 1732.40 | - | 325 | -125 | 4,950 | ||||
| 10 Jun | 23259.20 | 1686.50 | - | 300 | -150 | 5,125 | ||||
| 7 Jun | 23290.15 | 1714.75 | - | 700 | -200 | 5,275 | ||||
| 6 Jun | 22821.40 | 1389.60 | - | 4,150 | -825 | 5,475 | ||||
| 5 Jun | 22620.35 | 1135.40 | - | 18,700 | 450 | 6,300 | ||||
| 4 Jun | 21884.50 | 821.00 | - | 26,075 | 2,925 | 5,850 | ||||
| 3 Jun | 23263.90 | 1879.80 | - | 125 | -75 | 2,925 | ||||
| 31 May | 22530.70 | 1324.25 | - | 425 | 500 | 3,050 | ||||
| 30 May | 22488.65 | 1263.55 | - | 2,250 | 2,550 | 2,550 | ||||
| 29 May | 22704.70 | 1585.90 | - | 0 | 275 | 0 | ||||
| 28 May | 22888.15 | 1585.90 | - | 600 | 300 | 2,600 | ||||
| 27 May | 22932.45 | 1627.40 | - | 2,150 | 750 | 2,300 | ||||
| 24 May | 22957.10 | 1600.00 | - | 25 | 0 | 1,550 | ||||
| 23 May | 22967.65 | 1430.00 | - | 50 | -25 | 1,550 | ||||
| 22 May | 22597.80 | 1385.00 | - | 225 | -200 | 1,550 | ||||
| 21 May | 22529.05 | 1274.75 | - | 75 | -25 | 1,800 | ||||
| 18 May | 22502.00 | 1217.30 | - | 25 | 0 | 1,850 | ||||
| 17 May | 22466.10 | 1255.00 | - | 25 | 0 | 1,850 | ||||
| 16 May | 22403.85 | 1249.00 | - | 1,825 | 325 | 1,850 | ||||
| 15 May | 22200.55 | 1143.05 | - | 525 | -275 | 1,525 | ||||
| 14 May | 22217.85 | 1175.00 | - | 850 | 100 | 1,800 | ||||
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| 13 May | 22104.05 | 1114.05 | - | 2,150 | 825 | 1,700 | ||||
For NIFTY - strike price 21800 expiring on 25JUL2024
Delta for 21800 CE is -
Historical price for 21800 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 2510, which was -45.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4475
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 2555.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 4475
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 2512, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4400
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 2419.4, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 4400
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 2410, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4450
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 2397.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 4450
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 2224, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 4550
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 2180, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 4600
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 2020, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 4350
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1869.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -225 which decreased total open position to 4225
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1813.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 4600
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1927.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 4675
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 1925.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 4425
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 1895.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 4150
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 1832.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4200
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 1752.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 4350
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 1727.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4900
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 1732.40, which was lower than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 4950
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 1686.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 5125
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 1714.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 5275
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 1389.60, which was lower than the previous day. The implied volatity was -, the open interest changed by -825 which decreased total open position to 5475
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 1135.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 6300
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 821.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2925 which increased total open position to 5850
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 1879.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 2925
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 1324.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 3050
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 1263.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 2550 which increased total open position to 2550
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 1585.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 0
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 1585.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 2600
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 1627.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 2300
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 1600.00, 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 23 May NIFTY was trading at 22967.65. The strike last trading price was 1430.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 1550
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 1385.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 1550
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 1274.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 1800
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 1217.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1850
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1255.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1850
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 1249.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 325 which increased total open position to 1850
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1143.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -275 which decreased total open position to 1525
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 1175.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 1800
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 1114.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 825 which increased total open position to 1700
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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 | 5.55 | -2.05 | - | 30,700 | 1,525 | 1,39,575 |
| 4 Jul | 24302.15 | 7.6 | - | 60,925 | -3,850 | 1,38,050 | |
| 3 Jul | 24286.50 | 8.45 | - | 1,64,750 | -45,325 | 1,41,900 | |
| 2 Jul | 24123.85 | 9.7 | - | 1,88,600 | -16,075 | 1,87,400 | |
| 1 Jul | 24141.95 | 11.25 | - | 1,02,950 | -23,300 | 2,03,475 | |
| 28 Jun | 24010.60 | 13.95 | - | 2,90,450 | 67,450 | 2,26,775 | |
| 27 Jun | 24044.50 | 18.3 | - | 2,21,175 | -18,375 | 1,59,325 | |
| 26 Jun | 23868.80 | 18.5 | - | 1,56,075 | -29,750 | 1,81,325 | |
| 25 Jun | 23721.30 | 23.7 | - | 1,51,000 | 950 | 2,11,075 | |
| 24 Jun | 23537.85 | 27.3 | - | 2,16,650 | 58,925 | 2,09,450 | |
| 21 Jun | 23501.10 | 27.25 | - | 1,03,500 | 400 | 1,50,475 | |
| 20 Jun | 23567.00 | 26.30 | - | 78,850 | 4,800 | 1,50,725 | |
| 19 Jun | 23516.00 | 31.10 | - | 1,27,975 | -5,100 | 1,45,925 | |
| 18 Jun | 23557.90 | 26.15 | - | 1,97,300 | 28,725 | 1,51,875 | |
| 14 Jun | 23465.60 | 35.00 | - | 1,56,225 | 11,150 | 1,23,150 | |
| 13 Jun | 23398.90 | 41.50 | - | 98,275 | 35,550 | 1,12,000 | |
| 12 Jun | 23322.95 | 57.90 | - | 70,875 | -300 | 76,450 | |
| 11 Jun | 23264.85 | 71.20 | - | 97,850 | 28,000 | 76,750 | |
| 10 Jun | 23259.20 | 98.50 | - | 52,725 | -6,825 | 48,800 | |
| 7 Jun | 23290.15 | 100.00 | - | 75,525 | 6,225 | 55,225 | |
| 6 Jun | 22821.40 | 120.00 | - | 64,425 | 14,200 | 49,000 | |
| 5 Jun | 22620.35 | 223.10 | - | 67,500 | -7,925 | 34,800 | |
| 4 Jun | 21884.50 | 515.00 | - | 75,875 | 10,150 | 42,725 | |
| 3 Jun | 23263.90 | 100.00 | - | 23,600 | -2,250 | 32,575 | |
| 31 May | 22530.70 | 305.00 | - | 14,775 | -1,700 | 35,200 | |
| 30 May | 22488.65 | 306.60 | - | 12,125 | 3,900 | 36,900 | |
| 29 May | 22704.70 | 275.00 | - | 6,950 | 1,900 | 33,000 | |
| 28 May | 22888.15 | 240.00 | - | 7,150 | 325 | 31,075 | |
| 27 May | 22932.45 | 221.80 | - | 7,475 | 825 | 30,525 | |
| 24 May | 22957.10 | 219.15 | - | 7,700 | -350 | 29,700 | |
| 23 May | 22967.65 | 223.00 | - | 11,100 | 2,425 | 30,050 | |
| 22 May | 22597.80 | 292.20 | - | 7,225 | -1,000 | 27,725 | |
| 21 May | 22529.05 | 324.75 | - | 5,625 | 1,425 | 28,200 | |
| 18 May | 22502.00 | 337.55 | - | 250 | -50 | 26,850 | |
| 17 May | 22466.10 | 334.00 | - | 1,925 | 575 | 26,875 | |
| 16 May | 22403.85 | 354.00 | - | 4,050 | -450 | 26,300 | |
| 15 May | 22200.55 | 448.75 | - | 1,350 | 25 | 26,750 | |
| 14 May | 22217.85 | 432.80 | - | 4,550 | 725 | 26,800 | |
| 13 May | 22104.05 | 492.60 | - | 24,950 | 1,500 | 26,075 | |
For NIFTY - strike price 21800 expiring on 25JUL2024
Delta for 21800 PE is -
Historical price for 21800 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 5.55, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by 1525 which increased total open position to 139575
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 7.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -3850 which decreased total open position to 138050
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 8.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -45325 which decreased total open position to 141900
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 9.7, which was lower than the previous day. The implied volatity was -, the open interest changed by -16075 which decreased total open position to 187400
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 11.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -23300 which decreased total open position to 203475
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 13.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 67450 which increased total open position to 226775
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 18.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -18375 which decreased total open position to 159325
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 18.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -29750 which decreased total open position to 181325
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 23.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 950 which increased total open position to 211075
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 27.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 58925 which increased total open position to 209450
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 27.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 150475
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 26.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 4800 which increased total open position to 150725
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 31.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -5100 which decreased total open position to 145925
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 26.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 28725 which increased total open position to 151875
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 35.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 11150 which increased total open position to 123150
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 41.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 35550 which increased total open position to 112000
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 57.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -300 which decreased total open position to 76450
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 71.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 28000 which increased total open position to 76750
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 98.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -6825 which decreased total open position to 48800
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 100.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 6225 which increased total open position to 55225
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 120.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 14200 which increased total open position to 49000
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 223.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -7925 which decreased total open position to 34800
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 515.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 10150 which increased total open position to 42725
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 100.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -2250 which decreased total open position to 32575
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 305.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -1700 which decreased total open position to 35200
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 306.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 3900 which increased total open position to 36900
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 275.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1900 which increased total open position to 33000
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 240.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 325 which increased total open position to 31075
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 221.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 825 which increased total open position to 30525
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 219.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -350 which decreased total open position to 29700
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 223.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2425 which increased total open position to 30050
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 292.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -1000 which decreased total open position to 27725
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 324.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 1425 which increased total open position to 28200
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 337.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 26850
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 334.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 575 which increased total open position to 26875
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 354.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -450 which decreased total open position to 26300
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 448.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 26750
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 432.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 725 which increased total open position to 26800
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 492.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 26075