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 | 2045 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Jul | 24302.15 | 2045 | - | 0 | 0 | 0 | ||||
| 3 Jul | 24286.50 | 2045 | - | 0 | 0 | 0 | ||||
| 2 Jul | 24123.85 | 2045 | - | 0 | 0 | 0 | ||||
| 1 Jul | 24141.95 | 2045 | - | 0 | 0 | 0 | ||||
| 28 Jun | 24010.60 | 2045 | - | 0 | 0 | 0 | ||||
| 27 Jun | 24044.50 | 2045 | - | 25 | 0 | 3,000 | ||||
| 26 Jun | 23868.80 | 1874.85 | - | 0 | 0 | 0 | ||||
| 25 Jun | 23721.30 | 1874.85 | - | 150 | 0 | 2,900 | ||||
| 24 Jun | 23537.85 | 1743.65 | - | 175 | 125 | 2,900 | ||||
| 21 Jun | 23501.10 | 1702.50 | - | 300 | 150 | 2,625 | ||||
| 20 Jun | 23567.00 | 1754.50 | - | 100 | 75 | 2,375 | ||||
| 19 Jun | 23516.00 | 1785.80 | - | 100 | 25 | 2,300 | ||||
| 18 Jun | 23557.90 | 1763.70 | - | 325 | 2,150 | 2,150 | ||||
| 14 Jun | 23465.60 | 1590.05 | - | 0 | 0 | 0 | ||||
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| 13 Jun | 23398.90 | 1590.05 | - | 0 | 400 | 0 | ||||
| 12 Jun | 23322.95 | 1590.05 | - | 400 | 0 | 1,750 | ||||
| 11 Jun | 23264.85 | 1583.70 | - | 450 | 150 | 1,450 | ||||
| 10 Jun | 23259.20 | 1525.35 | - | 750 | 375 | 1,400 | ||||
| 7 Jun | 23290.15 | 1553.45 | - | 75 | 75 | 1,025 | ||||
| 6 Jun | 22821.40 | 1174.35 | - | 125 | 0 | 950 | ||||
| 5 Jun | 22620.35 | 1034.85 | - | 3,525 | 950 | 950 | ||||
| 4 Jun | 21884.50 | 1706.45 | - | 0 | 0 | 0 | ||||
| 3 Jun | 23263.90 | 1706.45 | - | 50 | 0 | 1,225 | ||||
| 31 May | 22530.70 | 1219.45 | - | 475 | 225 | 975 | ||||
| 30 May | 22488.65 | 1206.70 | - | 925 | 750 | 750 | ||||
| 29 May | 22704.70 | 1314.70 | - | 0 | 0 | 0 | ||||
| 28 May | 22888.15 | 1314.70 | - | 0 | 0 | 0 | ||||
| 27 May | 22932.45 | 1314.70 | - | 0 | 0 | 0 | ||||
| 24 May | 22957.10 | 1314.70 | - | 0 | 0 | 700 | ||||
| 23 May | 22967.65 | 1314.70 | - | 25 | 0 | 675 | ||||
| 22 May | 22597.80 | 1124.05 | - | 0 | 0 | 675 | ||||
| 21 May | 22529.05 | 1124.05 | - | 0 | 0 | 0 | ||||
| 18 May | 22502.00 | 1124.05 | - | 600 | 0 | 675 | ||||
| 17 May | 22466.10 | 1124.05 | - | 600 | 225 | 675 | ||||
| 16 May | 22403.85 | 1124.05 | - | 600 | 125 | 450 | ||||
| 15 May | 22200.55 | 1044.00 | - | 775 | -600 | 150 | ||||
| 14 May | 22217.85 | 1059.85 | - | 1,025 | 450 | 550 | ||||
| 13 May | 22104.05 | 1034.20 | - | 200 | 0 | 100 | ||||
For NIFTY - strike price 21950 expiring on 25JUL2024
Delta for 21950 CE is -
Historical price for 21950 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 2045, 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 2045, 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 2045, 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 2045, 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 2045, 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 2045, 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 2045, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3000
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1874.85, 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 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 1874.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2900
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1743.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 2900
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1702.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 2625
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1754.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 2375
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 1785.80, 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 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 1763.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 2150 which increased total open position to 2150
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 1590.05, 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 1590.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 0
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 1590.05, 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 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 1583.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 1450
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 1525.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 1400
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 1553.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 1025
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 1174.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 950
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 1034.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 950 which increased total open position to 950
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 1706.45, 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 1706.45, 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 31 May NIFTY was trading at 22530.70. The strike last trading price was 1219.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 975
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 1206.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 750
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 1314.70, 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 1314.70, 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 1314.70, 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 1314.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 700
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 1314.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 675
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 1124.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 675
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 1124.05, 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 1124.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 675
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1124.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 675
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 1124.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 450
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1044.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -600 which decreased total open position to 150
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 1059.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 550
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 1034.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 100
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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 | 7.45 | -2.00 | - | 50 | -25 | 17,725 |
| 4 Jul | 24302.15 | 9.45 | - | 4,300 | -850 | 17,750 | |
| 3 Jul | 24286.50 | 9.65 | - | 2,675 | -975 | 18,600 | |
| 2 Jul | 24123.85 | 10.8 | - | 2,150 | 25 | 19,525 | |
| 1 Jul | 24141.95 | 13.8 | - | 6,175 | 1,025 | 19,500 | |
| 28 Jun | 24010.60 | 16.8 | - | 31,200 | 3,575 | 18,475 | |
| 27 Jun | 24044.50 | 25.05 | - | 4,775 | 1,150 | 14,900 | |
| 26 Jun | 23868.80 | 21.5 | - | 26,750 | 725 | 13,775 | |
| 25 Jun | 23721.30 | 29.35 | - | 5,000 | 375 | 13,050 | |
| 24 Jun | 23537.85 | 33.9 | - | 7,275 | -175 | 12,275 | |
| 21 Jun | 23501.10 | 33.45 | - | 7,125 | -25 | 12,450 | |
| 20 Jun | 23567.00 | 32.10 | - | 5,475 | 275 | 13,175 | |
| 19 Jun | 23516.00 | 39.80 | - | 20,650 | 9,475 | 12,900 | |
| 18 Jun | 23557.90 | 33.00 | - | 3,775 | -1,850 | 3,450 | |
| 14 Jun | 23465.60 | 41.35 | - | 8,300 | 2,025 | 5,300 | |
| 13 Jun | 23398.90 | 53.35 | - | 2,550 | -675 | 3,125 | |
| 12 Jun | 23322.95 | 61.50 | - | 500 | 150 | 3,600 | |
| 11 Jun | 23264.85 | 81.00 | - | 450 | 0 | 3,400 | |
| 10 Jun | 23259.20 | 108.20 | - | 900 | -225 | 3,300 | |
| 7 Jun | 23290.15 | 116.30 | - | 1,000 | 50 | 3,550 | |
| 6 Jun | 22821.40 | 169.25 | - | 6,025 | 1,425 | 3,500 | |
| 5 Jun | 22620.35 | 303.45 | - | 1,400 | 600 | 2,075 | |
| 4 Jun | 21884.50 | 457.75 | - | 175 | 1,475 | 1,475 | |
| 3 Jun | 23263.90 | 457.70 | - | 0 | 0 | 0 | |
| 31 May | 22530.70 | 457.70 | - | 0 | 0 | 0 | |
| 30 May | 22488.65 | 457.70 | - | 0 | 0 | 0 | |
| 29 May | 22704.70 | 457.70 | - | 0 | 0 | 0 | |
| 28 May | 22888.15 | 457.70 | - | 0 | 0 | 0 | |
| 27 May | 22932.45 | 457.70 | - | 0 | 0 | 0 | |
| 24 May | 22957.10 | 457.70 | - | 0 | 0 | 0 | |
| 23 May | 22967.65 | 457.70 | - | 0 | 0 | 0 | |
| 22 May | 22597.80 | 457.70 | - | 0 | 0 | 0 | |
| 21 May | 22529.05 | 457.70 | - | 0 | 0 | 0 | |
| 18 May | 22502.00 | 457.70 | - | 0 | 0 | 1,375 | |
| 17 May | 22466.10 | 457.70 | - | 0 | 250 | 0 | |
| 16 May | 22403.85 | 457.70 | - | 550 | 250 | 1,075 | |
| 15 May | 22200.55 | 535.80 | - | 0 | 0 | 0 | |
| 14 May | 22217.85 | 535.80 | - | 0 | 25 | 0 | |
| 13 May | 22104.05 | 535.80 | - | 250 | 25 | 625 | |
For NIFTY - strike price 21950 expiring on 25JUL2024
Delta for 21950 PE is -
Historical price for 21950 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 7.45, which was -2.00 lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 17725
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 9.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -850 which decreased total open position to 17750
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 9.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -975 which decreased total open position to 18600
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 10.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 19525
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 13.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 1025 which increased total open position to 19500
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 16.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 3575 which increased total open position to 18475
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 25.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 1150 which increased total open position to 14900
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 21.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 725 which increased total open position to 13775
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 29.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 13050
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 33.9, which was lower than the previous day. The implied volatity was -, the open interest changed by -175 which decreased total open position to 12275
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 33.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 12450
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 32.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 13175
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 39.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 9475 which increased total open position to 12900
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 33.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -1850 which decreased total open position to 3450
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 41.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 2025 which increased total open position to 5300
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 53.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -675 which decreased total open position to 3125
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 61.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 3600
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 81.00, 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 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 108.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -225 which decreased total open position to 3300
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 116.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 3550
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 169.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 1425 which increased total open position to 3500
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 303.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 2075
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 457.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 1475 which increased total open position to 1475
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 457.70, 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 457.70, 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 457.70, 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 457.70, 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 457.70, 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 457.70, 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 457.70, 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 457.70, 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 457.70, 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 457.70, 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 457.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1375
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 457.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 0
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 457.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 1075
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 535.80, 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 535.80, 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 13 May NIFTY was trading at 22104.05. The strike last trading price was 535.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 625