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 | 2370 | 8.20 | - | 21,750 | -925 | 6,89,875 | |||
| 4 Jul | 24302.15 | 2361.8 | - | 33,550 | -6,150 | 6,90,800 | ||||
| 3 Jul | 24286.50 | 2358 | - | 36,525 | -3,925 | 6,96,950 | ||||
| 2 Jul | 24123.85 | 2205.65 | - | 62,075 | 40,575 | 7,01,000 | ||||
| 1 Jul | 24141.95 | 2207 | - | 17,350 | -2,725 | 6,60,425 | ||||
| 28 Jun | 24010.60 | 2130 | - | 57,375 | 4,350 | 6,63,150 | ||||
| 27 Jun | 24044.50 | 2100.3 | - | 1,94,250 | 1,32,575 | 6,58,800 | ||||
| 26 Jun | 23868.80 | 1975 | - | 1,17,275 | 40,025 | 5,26,225 | ||||
| 25 Jun | 23721.30 | 1862 | - | 1,48,600 | 62,750 | 4,86,200 | ||||
| 24 Jun | 23537.85 | 1710 | - | 75,575 | 18,725 | 4,23,375 | ||||
| 21 Jun | 23501.10 | 1617.00 | - | 1,93,375 | 64,875 | 4,02,825 | ||||
| 20 Jun | 23567.00 | 1720.95 | - | 1,17,925 | 73,675 | 3,37,875 | ||||
| 19 Jun | 23516.00 | 1651.55 | - | 81,150 | 30,550 | 2,64,200 | ||||
| 18 Jun | 23557.90 | 1708.60 | - | 19,650 | 7,400 | 2,33,775 | ||||
| 14 Jun | 23465.60 | 1612.40 | - | 10,300 | 2,250 | 2,26,375 | ||||
| 13 Jun | 23398.90 | 1566.65 | - | 28,625 | 9,050 | 2,24,175 | ||||
| 12 Jun | 23322.95 | 1550.00 | - | 37,150 | -2,300 | 2,15,150 | ||||
| 11 Jun | 23264.85 | 1523.80 | - | 45,425 | 8,425 | 2,17,425 | ||||
| 10 Jun | 23259.20 | 1473.25 | - | 52,400 | 13,075 | 2,09,025 | ||||
| 7 Jun | 23290.15 | 1544.80 | - | 1,16,000 | 25,125 | 1,93,575 | ||||
| 6 Jun | 22821.40 | 1240.00 | - | 1,61,700 | 29,425 | 1,68,450 | ||||
| 5 Jun | 22620.35 | 979.90 | - | 3,99,825 | -28,350 | 1,39,025 | ||||
| 4 Jun | 21884.50 | 703.10 | - | 5,51,825 | 1,00,400 | 1,67,375 | ||||
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| 3 Jun | 23263.90 | 1715.00 | - | 53,150 | -5,200 | 66,975 | ||||
| 31 May | 22530.70 | 1182.35 | - | 58,150 | 23,525 | 72,225 | ||||
| 30 May | 22488.65 | 1152.00 | - | 15,050 | -1,250 | 48,700 | ||||
| 29 May | 22704.70 | 1285.00 | - | 10,925 | 2,600 | 49,950 | ||||
| 28 May | 22888.15 | 1418.00 | - | 5,125 | 1,875 | 47,350 | ||||
| 27 May | 22932.45 | 1465.40 | - | 7,800 | -350 | 45,475 | ||||
| 24 May | 22957.10 | 1455.00 | - | 15,550 | 3,300 | 45,825 | ||||
| 23 May | 22967.65 | 1420.90 | - | 31,975 | -3,050 | 42,775 | ||||
| 22 May | 22597.80 | 1218.00 | - | 10,075 | -3,250 | 45,775 | ||||
| 21 May | 22529.05 | 1182.30 | - | 10,925 | -1,275 | 49,125 | ||||
| 18 May | 22502.00 | 1154.00 | - | 3,000 | 25 | 50,450 | ||||
| 17 May | 22466.10 | 1111.95 | - | 12,800 | 450 | 50,500 | ||||
| 16 May | 22403.85 | 1098.15 | - | 26,375 | 275 | 50,050 | ||||
| 15 May | 22200.55 | 1012.40 | - | 34,525 | 4,250 | 49,525 | ||||
| 14 May | 22217.85 | 1040.00 | - | 11,950 | 575 | 45,275 | ||||
| 13 May | 22104.05 | 1013.70 | - | 37,775 | 5,025 | 44,700 | ||||
For NIFTY - strike price 22000 expiring on 25JUL2024
Delta for 22000 CE is -
Historical price for 22000 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 2370, which was 8.20 higher than the previous day. The implied volatity was -, the open interest changed by -925 which decreased total open position to 689875
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 2361.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -6150 which decreased total open position to 690800
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 2358, which was lower than the previous day. The implied volatity was -, the open interest changed by -3925 which decreased total open position to 696950
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 2205.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 40575 which increased total open position to 701000
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 2207, which was lower than the previous day. The implied volatity was -, the open interest changed by -2725 which decreased total open position to 660425
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 2130, which was lower than the previous day. The implied volatity was -, the open interest changed by 4350 which increased total open position to 663150
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 2100.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 132575 which increased total open position to 658800
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1975, which was lower than the previous day. The implied volatity was -, the open interest changed by 40025 which increased total open position to 526225
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 1862, which was lower than the previous day. The implied volatity was -, the open interest changed by 62750 which increased total open position to 486200
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1710, which was lower than the previous day. The implied volatity was -, the open interest changed by 18725 which increased total open position to 423375
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1617.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 64875 which increased total open position to 402825
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1720.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 73675 which increased total open position to 337875
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 1651.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 30550 which increased total open position to 264200
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 1708.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 7400 which increased total open position to 233775
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 1612.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 2250 which increased total open position to 226375
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 1566.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 9050 which increased total open position to 224175
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 1550.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -2300 which decreased total open position to 215150
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 1523.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 8425 which increased total open position to 217425
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 1473.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 13075 which increased total open position to 209025
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 1544.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 25125 which increased total open position to 193575
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 1240.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 29425 which increased total open position to 168450
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 979.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -28350 which decreased total open position to 139025
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 703.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 100400 which increased total open position to 167375
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 1715.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -5200 which decreased total open position to 66975
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 1182.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 23525 which increased total open position to 72225
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 1152.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -1250 which decreased total open position to 48700
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 1285.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2600 which increased total open position to 49950
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 1418.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1875 which increased total open position to 47350
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 1465.40, which was lower than the previous day. The implied volatity was -, the open interest changed by -350 which decreased total open position to 45475
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 1455.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3300 which increased total open position to 45825
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 1420.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -3050 which decreased total open position to 42775
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 1218.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -3250 which decreased total open position to 45775
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 1182.30, which was lower than the previous day. The implied volatity was -, the open interest changed by -1275 which decreased total open position to 49125
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 1154.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 50450
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1111.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 50500
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 1098.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 50050
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1012.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 4250 which increased total open position to 49525
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 1040.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 575 which increased total open position to 45275
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 1013.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 5025 which increased total open position to 44700
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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 | 7.9 | -1.10 | - | 7,11,150 | -1,01,125 | 22,55,425 |
| 4 Jul | 24302.15 | 9 | - | 7,41,525 | -23,225 | 23,56,550 | |
| 3 Jul | 24286.50 | 10.25 | - | 8,12,150 | -39,675 | 23,79,775 | |
| 2 Jul | 24123.85 | 12.7 | - | 7,89,975 | -9,150 | 24,15,650 | |
| 1 Jul | 24141.95 | 14.5 | - | 8,53,150 | -13,300 | 24,24,800 | |
| 28 Jun | 24010.60 | 18.3 | - | 14,05,475 | 51,975 | 24,38,100 | |
| 27 Jun | 24044.50 | 24.1 | - | 20,03,800 | 4,63,775 | 23,86,125 | |
| 26 Jun | 23868.80 | 24.75 | - | 13,91,150 | 66,975 | 19,19,150 | |
| 25 Jun | 23721.30 | 31.5 | - | 9,20,150 | 60,600 | 18,52,175 | |
| 24 Jun | 23537.85 | 36.75 | - | 11,63,900 | -63,300 | 18,79,550 | |
| 21 Jun | 23501.10 | 37.75 | - | 10,11,200 | 97,625 | 19,44,900 | |
| 20 Jun | 23567.00 | 35.35 | - | 8,13,000 | 1,84,925 | 18,46,975 | |
| 19 Jun | 23516.00 | 44.50 | - | 8,49,925 | 55,025 | 16,62,050 | |
| 18 Jun | 23557.90 | 38.00 | - | 10,01,200 | 18,725 | 16,05,100 | |
| 14 Jun | 23465.60 | 47.00 | - | 8,32,775 | 1,66,500 | 15,86,375 | |
| 13 Jun | 23398.90 | 55.50 | - | 9,33,750 | 1,49,550 | 14,19,825 | |
| 12 Jun | 23322.95 | 76.00 | - | 8,53,375 | 1,52,875 | 12,84,150 | |
| 11 Jun | 23264.85 | 90.65 | - | 6,07,525 | 45,375 | 11,30,225 | |
| 10 Jun | 23259.20 | 121.70 | - | 7,84,300 | 92,950 | 10,85,200 | |
| 7 Jun | 23290.15 | 119.65 | - | 10,81,775 | 1,55,575 | 9,99,850 | |
| 6 Jun | 22821.40 | 174.95 | - | 10,61,625 | 1,80,375 | 8,44,275 | |
| 5 Jun | 22620.35 | 270.00 | - | 12,52,375 | 37,150 | 6,63,900 | |
| 4 Jun | 21884.50 | 580.05 | - | 18,59,725 | 46,475 | 6,26,750 | |
| 3 Jun | 23263.90 | 147.00 | - | 6,34,675 | -7,550 | 5,80,275 | |
| 31 May | 22530.70 | 356.20 | - | 5,38,675 | 1,90,150 | 5,86,350 | |
| 30 May | 22488.65 | 365.00 | - | 2,26,600 | 23,050 | 3,96,200 | |
| 29 May | 22704.70 | 318.50 | - | 1,52,675 | 7,875 | 3,73,150 | |
| 28 May | 22888.15 | 284.00 | - | 1,33,375 | 32,100 | 3,66,025 | |
| 27 May | 22932.45 | 262.35 | - | 1,62,825 | 34,850 | 3,33,850 | |
| 24 May | 22957.10 | 256.05 | - | 1,48,475 | 6,150 | 2,99,475 | |
| 23 May | 22967.65 | 251.85 | - | 1,24,050 | 1,025 | 2,93,375 | |
| 22 May | 22597.80 | 346.00 | - | 45,400 | -2,550 | 2,92,450 | |
| 21 May | 22529.05 | 378.25 | - | 79,025 | -850 | 2,94,875 | |
| 18 May | 22502.00 | 405.25 | - | 13,800 | -75 | 2,96,775 | |
| 17 May | 22466.10 | 384.85 | - | 81,850 | -12,850 | 2,99,725 | |
| 16 May | 22403.85 | 409.45 | - | 1,31,250 | 950 | 3,12,575 | |
| 15 May | 22200.55 | 492.10 | - | 89,625 | 25,325 | 3,11,075 | |
| 14 May | 22217.85 | 495.75 | - | 1,65,800 | 14,025 | 2,86,800 | |
| 13 May | 22104.05 | 557.55 | - | 1,43,725 | 1,325 | 2,72,775 | |
For NIFTY - strike price 22000 expiring on 25JUL2024
Delta for 22000 PE is -
Historical price for 22000 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 7.9, which was -1.10 lower than the previous day. The implied volatity was -, the open interest changed by -101125 which decreased total open position to 2255425
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 9, which was lower than the previous day. The implied volatity was -, the open interest changed by -23225 which decreased total open position to 2356550
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 10.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -39675 which decreased total open position to 2379775
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 12.7, which was lower than the previous day. The implied volatity was -, the open interest changed by -9150 which decreased total open position to 2415650
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 14.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -13300 which decreased total open position to 2424800
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 18.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 51975 which increased total open position to 2438100
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 24.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 463775 which increased total open position to 2386125
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 24.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 66975 which increased total open position to 1919150
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 31.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 60600 which increased total open position to 1852175
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 36.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -63300 which decreased total open position to 1879550
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 37.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 97625 which increased total open position to 1944900
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 35.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 184925 which increased total open position to 1846975
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 44.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 55025 which increased total open position to 1662050
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 38.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 18725 which increased total open position to 1605100
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 47.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 166500 which increased total open position to 1586375
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 55.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 149550 which increased total open position to 1419825
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 76.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 152875 which increased total open position to 1284150
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 90.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 45375 which increased total open position to 1130225
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 121.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 92950 which increased total open position to 1085200
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 119.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 155575 which increased total open position to 999850
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 174.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 180375 which increased total open position to 844275
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 270.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 37150 which increased total open position to 663900
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 580.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 46475 which increased total open position to 626750
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 147.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -7550 which decreased total open position to 580275
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 356.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 190150 which increased total open position to 586350
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 365.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 23050 which increased total open position to 396200
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 318.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 7875 which increased total open position to 373150
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 284.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 32100 which increased total open position to 366025
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 262.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 34850 which increased total open position to 333850
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 256.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 6150 which increased total open position to 299475
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 251.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 1025 which increased total open position to 293375
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 346.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -2550 which decreased total open position to 292450
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 378.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -850 which decreased total open position to 294875
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 405.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 296775
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 384.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -12850 which decreased total open position to 299725
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 409.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 950 which increased total open position to 312575
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 492.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 25325 which increased total open position to 311075
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 495.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 14025 which increased total open position to 286800
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 557.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 1325 which increased total open position to 272775