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 | |||
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| 5 Jul | 24323.85 | 2480 | 15.00 | - | 50 | 0 | 4,725 | |||
| 4 Jul | 24302.15 | 2465 | - | 75 | 4,725 | 4,725 | ||||
| 3 Jul | 24286.50 | 2320 | - | 0 | 0 | 0 | ||||
| 2 Jul | 24123.85 | 2320 | - | 50 | 4,725 | 4,725 | ||||
| 1 Jul | 24141.95 | 2293.6 | - | 0 | 100 | 0 | ||||
| 28 Jun | 24010.60 | 2293.6 | - | 125 | 100 | 4,725 | ||||
| 27 Jun | 24044.50 | 2174.15 | - | 2,150 | 1,050 | 4,625 | ||||
| 26 Jun | 23868.80 | 2073.8 | - | 400 | 125 | 3,550 | ||||
| 25 Jun | 23721.30 | 1909.35 | - | 475 | 25 | 3,425 | ||||
| 24 Jun | 23537.85 | 1772.25 | - | 625 | 50 | 3,400 | ||||
| 21 Jun | 23501.10 | 1730.35 | - | 600 | 0 | 3,400 | ||||
| 20 Jun | 23567.00 | 1789.25 | - | 100 | -50 | 3,375 | ||||
| 19 Jun | 23516.00 | 1868.90 | - | 225 | 50 | 3,425 | ||||
| 18 Jun | 23557.90 | 1789.95 | - | 50 | 0 | 3,425 | ||||
| 14 Jun | 23465.60 | 1700.00 | - | 150 | 100 | 3,425 | ||||
| 13 Jun | 23398.90 | 1684.95 | - | 100 | -75 | 3,350 | ||||
| 12 Jun | 23322.95 | 1634.80 | - | 450 | 0 | 3,750 | ||||
| 11 Jun | 23264.85 | 1645.50 | - | 125 | 0 | 3,800 | ||||
| 10 Jun | 23259.20 | 1600.00 | - | 300 | -175 | 3,800 | ||||
| 7 Jun | 23290.15 | 1575.00 | - | 1,625 | -950 | 3,950 | ||||
| 6 Jun | 22821.40 | 1310.00 | - | 1,575 | 0 | 4,900 | ||||
| 5 Jun | 22620.35 | 1070.65 | - | 21,825 | -3,025 | 4,900 | ||||
| 4 Jun | 21884.50 | 830.00 | - | 16,600 | 2,125 | 7,925 | ||||
| 3 Jun | 23263.90 | 1794.70 | - | 450 | -75 | 5,800 | ||||
| 31 May | 22530.70 | 1206.00 | - | 125 | 150 | 5,925 | ||||
| 30 May | 22488.65 | 1220.00 | - | 825 | 400 | 5,775 | ||||
| 29 May | 22704.70 | 1373.10 | - | 900 | 250 | 5,375 | ||||
| 28 May | 22888.15 | 1523.00 | - | 600 | 125 | 5,200 | ||||
| 27 May | 22932.45 | 1552.05 | - | 2,725 | 1,250 | 5,050 | ||||
| 24 May | 22957.10 | 1476.00 | - | 0 | -450 | 0 | ||||
| 23 May | 22967.65 | 1476.00 | - | 1,975 | 175 | 4,425 | ||||
| 22 May | 22597.80 | 1291.40 | - | 800 | 0 | 4,250 | ||||
| 21 May | 22529.05 | 1255.00 | - | 25 | 0 | 4,225 | ||||
| 18 May | 22502.00 | 1192.80 | - | 150 | 100 | 4,225 | ||||
| 17 May | 22466.10 | 1146.30 | - | 175 | 0 | 4,150 | ||||
| 16 May | 22403.85 | 1167.00 | - | 2,250 | 850 | 4,150 | ||||
| 15 May | 22200.55 | 1080.00 | - | 425 | 0 | 3,025 | ||||
| 14 May | 22217.85 | 1103.00 | - | 1,750 | 775 | 3,225 | ||||
| 13 May | 22104.05 | 1078.45 | - | 10,125 | 175 | 2,450 | ||||
For NIFTY - strike price 21900 expiring on 25JUL2024
Delta for 21900 CE is -
Historical price for 21900 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 2480, which was 15.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4725
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 2465, which was lower than the previous day. The implied volatity was -, the open interest changed by 4725 which increased total open position to 4725
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 2320, 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 2320, which was lower than the previous day. The implied volatity was -, the open interest changed by 4725 which increased total open position to 4725
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 2293.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 0
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 2293.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 4725
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 2174.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 1050 which increased total open position to 4625
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 2073.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 3550
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 1909.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 3425
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1772.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 3400
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1730.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3400
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1789.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 3375
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 1868.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 3425
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 1789.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3425
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 1700.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 3425
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 1684.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 3350
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 1634.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3750
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 1645.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3800
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 1600.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -175 which decreased total open position to 3800
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 1575.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -950 which decreased total open position to 3950
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 1310.00, 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 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 1070.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -3025 which decreased total open position to 4900
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 830.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2125 which increased total open position to 7925
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 1794.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 5800
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 1206.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 5925
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 1220.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 5775
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 1373.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 5375
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 1523.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 5200
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 1552.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 1250 which increased total open position to 5050
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 1476.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -450 which decreased total open position to 0
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 1476.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 4425
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 1291.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4250
On 21 May NIFTY was trading at 22529.05. 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 4225
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 1192.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 4225
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1146.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4150
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 1167.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 850 which increased total open position to 4150
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1080.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3025
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 1103.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 775 which increased total open position to 3225
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 1078.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 2450
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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 | 6.5 | -1.15 | - | 1,32,000 | -25,000 | 95,525 |
| 4 Jul | 24302.15 | 7.65 | - | 34,400 | -4,075 | 1,20,525 | |
| 3 Jul | 24286.50 | 8.75 | - | 1,48,150 | -3,275 | 1,24,600 | |
| 2 Jul | 24123.85 | 10.25 | - | 1,58,350 | 15,450 | 1,26,775 | |
| 1 Jul | 24141.95 | 12.5 | - | 1,18,225 | 7,975 | 1,11,325 | |
| 28 Jun | 24010.60 | 15.8 | - | 2,23,800 | 1,900 | 1,03,350 | |
| 27 Jun | 24044.50 | 20 | - | 1,58,725 | 2,550 | 1,01,450 | |
| 26 Jun | 23868.80 | 20.85 | - | 1,23,925 | -17,600 | 98,950 | |
| 25 Jun | 23721.30 | 27.35 | - | 1,40,000 | -35,125 | 1,16,550 | |
| 24 Jun | 23537.85 | 31.45 | - | 2,14,900 | 37,475 | 1,52,675 | |
| 21 Jun | 23501.10 | 31.05 | - | 98,850 | 16,925 | 1,14,925 | |
| 20 Jun | 23567.00 | 29.30 | - | 64,150 | 3,075 | 97,400 | |
| 19 Jun | 23516.00 | 36.10 | - | 60,775 | -1,225 | 94,325 | |
| 18 Jun | 23557.90 | 30.65 | - | 99,575 | 10,200 | 96,225 | |
| 14 Jun | 23465.60 | 38.45 | - | 1,10,300 | 18,975 | 86,025 | |
| 13 Jun | 23398.90 | 49.90 | - | 50,300 | 18,325 | 67,575 | |
| 12 Jun | 23322.95 | 64.50 | - | 35,050 | 9,075 | 49,250 | |
| 11 Jun | 23264.85 | 65.40 | - | 44,675 | 8,625 | 39,775 | |
| 10 Jun | 23259.20 | 114.70 | - | 27,650 | -75 | 31,125 | |
| 7 Jun | 23290.15 | 109.75 | - | 25,075 | 7,550 | 31,100 | |
| 6 Jun | 22821.40 | 150.00 | - | 30,025 | 6,225 | 23,550 | |
| 5 Jun | 22620.35 | 244.05 | - | 36,550 | 1,350 | 17,325 | |
| 4 Jun | 21884.50 | 554.00 | - | 17,050 | -375 | 15,975 | |
| 3 Jun | 23263.90 | 150.00 | - | 8,775 | -200 | 16,350 | |
| 31 May | 22530.70 | 328.95 | - | 6,100 | 300 | 16,600 | |
| 30 May | 22488.65 | 334.00 | - | 4,325 | 150 | 16,300 | |
| 29 May | 22704.70 | 297.00 | - | 2,850 | 150 | 16,150 | |
| 28 May | 22888.15 | 258.85 | - | 325 | 100 | 16,000 | |
| 27 May | 22932.45 | 240.15 | - | 7,425 | -250 | 15,900 | |
| 24 May | 22957.10 | 241.60 | - | 2,475 | 350 | 16,150 | |
| 23 May | 22967.65 | 241.55 | - | 3,050 | -200 | 15,800 | |
| 22 May | 22597.80 | 321.90 | - | 1,475 | -125 | 16,000 | |
| 21 May | 22529.05 | 342.70 | - | 2,750 | 50 | 16,225 | |
| 18 May | 22502.00 | 363.00 | - | 175 | 125 | 16,150 | |
| 17 May | 22466.10 | 358.85 | - | 5,350 | 75 | 16,125 | |
| 16 May | 22403.85 | 382.85 | - | 6,375 | 300 | 16,050 | |
| 15 May | 22200.55 | 456.65 | - | 2,875 | 25 | 15,775 | |
| 14 May | 22217.85 | 456.55 | - | 5,550 | 550 | 15,850 | |
| 13 May | 22104.05 | 524.45 | - | 12,450 | 200 | 15,300 | |
For NIFTY - strike price 21900 expiring on 25JUL2024
Delta for 21900 PE is -
Historical price for 21900 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 6.5, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by -25000 which decreased total open position to 95525
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 7.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -4075 which decreased total open position to 120525
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 8.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -3275 which decreased total open position to 124600
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 10.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 15450 which increased total open position to 126775
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 12.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 7975 which increased total open position to 111325
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 15.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 1900 which increased total open position to 103350
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 20, which was lower than the previous day. The implied volatity was -, the open interest changed by 2550 which increased total open position to 101450
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 20.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -17600 which decreased total open position to 98950
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 27.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -35125 which decreased total open position to 116550
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 31.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 37475 which increased total open position to 152675
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 31.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 16925 which increased total open position to 114925
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 29.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 3075 which increased total open position to 97400
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 36.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -1225 which decreased total open position to 94325
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 30.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 10200 which increased total open position to 96225
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 38.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 18975 which increased total open position to 86025
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 49.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 18325 which increased total open position to 67575
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 64.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 9075 which increased total open position to 49250
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 65.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 8625 which increased total open position to 39775
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 114.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 31125
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 109.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 7550 which increased total open position to 31100
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 150.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 6225 which increased total open position to 23550
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 244.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 1350 which increased total open position to 17325
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 554.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -375 which decreased total open position to 15975
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 150.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 16350
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 328.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 16600
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 334.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 16300
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 297.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 16150
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 258.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 16000
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 240.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -250 which decreased total open position to 15900
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 241.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 16150
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 241.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 15800
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 321.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 16000
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 342.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 16225
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 363.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 16150
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 358.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 16125
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 382.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 16050
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 456.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 15775
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 456.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 15850
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 524.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 15300