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 | 2225 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Jul | 24302.15 | 2225 | - | 0 | 0 | 0 | ||||
| 3 Jul | 24286.50 | 2225 | - | 0 | 0 | 0 | ||||
| 2 Jul | 24123.85 | 2225 | - | 0 | 0 | 0 | ||||
| 1 Jul | 24141.95 | 2225 | - | 0 | 0 | 0 | ||||
| 28 Jun | 24010.60 | 2225 | - | 0 | 0 | 0 | ||||
| 27 Jun | 24044.50 | 2225 | - | 300 | 0 | 1,525 | ||||
| 26 Jun | 23868.80 | 2001.65 | - | 0 | 0 | 0 | ||||
| 25 Jun | 23721.30 | 2001.65 | - | 125 | 0 | 1,400 | ||||
| 24 Jun | 23537.85 | 1811.3 | - | 125 | 0 | 1,275 | ||||
| 21 Jun | 23501.10 | 1777.75 | - | 225 | 100 | 1,175 | ||||
| 20 Jun | 23567.00 | 1829.30 | - | 0 | 0 | 0 | ||||
| 19 Jun | 23516.00 | 1829.30 | - | 100 | 0 | 1,025 | ||||
| 18 Jun | 23557.90 | 1684.85 | - | 0 | 0 | 0 | ||||
| 14 Jun | 23465.60 | 1684.85 | - | 0 | 0 | 0 | ||||
| 13 Jun | 23398.90 | 1684.85 | - | 0 | 175 | 0 | ||||
| 12 Jun | 23322.95 | 1684.85 | - | 600 | 275 | 1,125 | ||||
| 11 Jun | 23264.85 | 1666.80 | - | 425 | 150 | 700 | ||||
| 10 Jun | 23259.20 | 1644.85 | - | 450 | -375 | 550 | ||||
| 7 Jun | 23290.15 | 1694.10 | - | 150 | -100 | 925 | ||||
| 6 Jun | 22821.40 | 1275.55 | - | 100 | -100 | 1,025 | ||||
| 5 Jun | 22620.35 | 1125.35 | - | 2,875 | -775 | 1,125 | ||||
| 4 Jun | 21884.50 | 1329.95 | - | 775 | -450 | 1,900 | ||||
| 3 Jun | 23263.90 | 1790.85 | - | 75 | 0 | 2,350 | ||||
| 31 May | 22530.70 | 1255.10 | - | 100 | 2,450 | 2,450 | ||||
| 30 May | 22488.65 | 1595.75 | - | 0 | 0 | 0 | ||||
| 29 May | 22704.70 | 1595.75 | - | 0 | 0 | 0 | ||||
| 28 May | 22888.15 | 1595.75 | - | 0 | 800 | 0 | ||||
| 27 May | 22932.45 | 1595.75 | - | 1,250 | 850 | 2,500 | ||||
| 24 May | 22957.10 | 1571.05 | - | 0 | 0 | 1,650 | ||||
| 23 May | 22967.65 | 1571.05 | - | 175 | -25 | 1,650 | ||||
| 22 May | 22597.80 | 1109.45 | - | 0 | 0 | 0 | ||||
| 21 May | 22529.05 | 1109.45 | - | 0 | 0 | 0 | ||||
| 18 May | 22502.00 | 1109.45 | - | 0 | 0 | 1,675 | ||||
| 17 May | 22466.10 | 1109.45 | - | 0 | 1,675 | 1,675 | ||||
| 16 May | 22403.85 | 1109.45 | - | 0 | 1,500 | 0 | ||||
| 15 May | 22200.55 | 1109.45 | - | 2,500 | 25 | 200 | ||||
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| 14 May | 22217.85 | 1121.85 | - | 25 | 0 | 150 | ||||
| 13 May | 22104.05 | 970.90 | - | 25 | 0 | 150 | ||||
For NIFTY - strike price 21850 expiring on 25JUL2024
Delta for 21850 CE is -
Historical price for 21850 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 2225, 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 2225, 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 2225, 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 2225, 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 2225, 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 2225, 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 2225, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1525
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 2001.65, 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 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 2001.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1400
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1811.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1275
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1777.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 1175
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1829.30, 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 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 1829.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1025
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 1684.85, 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 Jun NIFTY was trading at 23465.60. The strike last trading price was 1684.85, 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 Jun NIFTY was trading at 23398.90. The strike last trading price was 1684.85, 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 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 1684.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 1125
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 1666.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 700
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 1644.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -375 which decreased total open position to 550
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 1694.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 925
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 1275.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 1025
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 1125.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -775 which decreased total open position to 1125
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 1329.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -450 which decreased total open position to 1900
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 1790.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2350
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 1255.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 2450 which increased total open position to 2450
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 1595.75, 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 1595.75, 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 1595.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 800 which increased total open position to 0
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 1595.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 850 which increased total open position to 2500
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 1571.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1650
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 1571.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 1650
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 1109.45, 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 21 May NIFTY was trading at 22529.05. The strike last trading price was 1109.45, 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 18 May NIFTY was trading at 22502.00. The strike last trading price was 1109.45, 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 17 May NIFTY was trading at 22466.10. The strike last trading price was 1109.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 1675 which increased total open position to 1675
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 1109.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 0
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1109.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 200
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 1121.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 150
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 970.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 150
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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 | 6.35 | -0.15 | - | 8,325 | 2,675 | 6,000 |
| 4 Jul | 24302.15 | 6.5 | - | 2,075 | 3,325 | 3,325 | |
| 3 Jul | 24286.50 | 11.65 | - | 0 | 0 | 0 | |
| 2 Jul | 24123.85 | 11.65 | - | 0 | -25 | 0 | |
| 1 Jul | 24141.95 | 11.65 | - | 275 | -25 | 4,625 | |
| 28 Jun | 24010.60 | 14.7 | - | 300 | 50 | 4,650 | |
| 27 Jun | 24044.50 | 18.4 | - | 1,825 | 1,325 | 4,600 | |
| 26 Jun | 23868.80 | 24.9 | - | 1,775 | 200 | 3,425 | |
| 25 Jun | 23721.30 | 24.55 | - | 5,700 | -1,500 | 3,225 | |
| 24 Jun | 23537.85 | 21.1 | - | 3,625 | 1,050 | 4,725 | |
| 21 Jun | 23501.10 | 28.70 | - | 5,825 | -1,500 | 3,775 | |
| 20 Jun | 23567.00 | 26.65 | - | 9,075 | 225 | 5,075 | |
| 19 Jun | 23516.00 | 34.65 | - | 2,200 | 125 | 4,850 | |
| 18 Jun | 23557.90 | 29.90 | - | 2,325 | 225 | 4,800 | |
| 14 Jun | 23465.60 | 35.60 | - | 4,625 | 575 | 4,575 | |
| 13 Jun | 23398.90 | 44.00 | - | 2,425 | 775 | 4,000 | |
| 12 Jun | 23322.95 | 62.05 | - | 375 | 225 | 3,175 | |
| 11 Jun | 23264.85 | 74.85 | - | 1,275 | -325 | 2,900 | |
| 10 Jun | 23259.20 | 107.15 | - | 1,525 | 1,050 | 3,225 | |
| 7 Jun | 23290.15 | 99.35 | - | 450 | 450 | 2,250 | |
| 6 Jun | 22821.40 | 156.00 | - | 2,150 | 400 | 1,800 | |
| 5 Jun | 22620.35 | 238.30 | - | 3,700 | 1,400 | 1,400 | |
| 4 Jun | 21884.50 | 92.65 | - | 0 | 0 | 0 | |
| 3 Jun | 23263.90 | 92.65 | - | 25 | 0 | 75 | |
| 31 May | 22530.70 | 497.20 | - | 0 | 0 | 0 | |
| 30 May | 22488.65 | 497.20 | - | 0 | 0 | 0 | |
| 29 May | 22704.70 | 497.20 | - | 0 | 0 | 0 | |
| 28 May | 22888.15 | 497.20 | - | 0 | 0 | 0 | |
| 27 May | 22932.45 | 497.20 | - | 0 | 0 | 0 | |
| 24 May | 22957.10 | 497.20 | - | 0 | 0 | 0 | |
| 23 May | 22967.65 | 497.20 | - | 0 | 0 | 0 | |
| 22 May | 22597.80 | 497.20 | - | 0 | 0 | 0 | |
| 21 May | 22529.05 | 497.20 | - | 0 | 0 | 0 | |
| 18 May | 22502.00 | 497.20 | - | 0 | 0 | 0 | |
| 17 May | 22466.10 | 497.20 | - | 0 | 0 | 0 | |
| 16 May | 22403.85 | 497.20 | - | 0 | 0 | 0 | |
| 15 May | 22200.55 | 497.20 | - | 0 | 0 | 0 | |
| 14 May | 22217.85 | 497.20 | - | 0 | -25 | 0 | |
| 13 May | 22104.05 | 497.20 | - | 0 | -25 | 0 | |
For NIFTY - strike price 21850 expiring on 25JUL2024
Delta for 21850 PE is -
Historical price for 21850 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 6.35, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 2675 which increased total open position to 6000
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 6.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 3325 which increased total open position to 3325
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 11.65, 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 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 11.65, 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 11.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 4625
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 14.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 4650
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 18.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 1325 which increased total open position to 4600
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 24.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 3425
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 24.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -1500 which decreased total open position to 3225
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 21.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 1050 which increased total open position to 4725
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 28.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -1500 which decreased total open position to 3775
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 26.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 5075
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 34.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 4850
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 29.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 4800
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 35.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 575 which increased total open position to 4575
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 44.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 775 which increased total open position to 4000
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 62.05, 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 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 74.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -325 which decreased total open position to 2900
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 107.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 1050 which increased total open position to 3225
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 99.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 2250
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 156.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 1800
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 238.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 1400 which increased total open position to 1400
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 92.65, 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 92.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 75
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 497.20, 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 30 May NIFTY was trading at 22488.65. The strike last trading price was 497.20, 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 29 May NIFTY was trading at 22704.70. The strike last trading price was 497.20, 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 28 May NIFTY was trading at 22888.15. The strike last trading price was 497.20, 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 27 May NIFTY was trading at 22932.45. The strike last trading price was 497.20, 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 24 May NIFTY was trading at 22957.10. The strike last trading price was 497.20, 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 23 May NIFTY was trading at 22967.65. The strike last trading price was 497.20, 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 22 May NIFTY was trading at 22597.80. The strike last trading price was 497.20, 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 21 May NIFTY was trading at 22529.05. The strike last trading price was 497.20, 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 18 May NIFTY was trading at 22502.00. The strike last trading price was 497.20, 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 17 May NIFTY was trading at 22466.10. The strike last trading price was 497.20, 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 16 May NIFTY was trading at 22403.85. The strike last trading price was 497.20, 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 497.20, 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 14 May NIFTY was trading at 22217.85. The strike last trading price was 497.20, 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 13 May NIFTY was trading at 22104.05. The strike last trading price was 497.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 0