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 | 2330 | 0.00 | - | 0 | 3,525 | 0 | |||
| 4 Jul | 24302.15 | 2330 | - | 50 | 3,525 | 3,525 | ||||
| 3 Jul | 24286.50 | 2223.2 | - | 0 | 0 | 0 | ||||
| 2 Jul | 24123.85 | 2223.2 | - | 0 | 3,550 | 0 | ||||
| 1 Jul | 24141.95 | 2223.2 | - | 0 | 3,550 | 0 | ||||
| 28 Jun | 24010.60 | 2223.2 | - | 25 | 3,550 | 3,550 | ||||
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| 27 Jun | 24044.50 | 1812.25 | - | 0 | 0 | 0 | ||||
| 26 Jun | 23868.80 | 1812.25 | - | 0 | 75 | 0 | ||||
| 25 Jun | 23721.30 | 1812.25 | - | 275 | 75 | 3,350 | ||||
| 24 Jun | 23537.85 | 1719.9 | - | 325 | 125 | 3,275 | ||||
| 21 Jun | 23501.10 | 1588.60 | - | 225 | 0 | 2,925 | ||||
| 20 Jun | 23567.00 | 1688.55 | - | 75 | -25 | 2,875 | ||||
| 19 Jun | 23516.00 | 1637.00 | - | 275 | 250 | 2,900 | ||||
| 18 Jun | 23557.90 | 1661.50 | - | 75 | 100 | 2,600 | ||||
| 14 Jun | 23465.60 | 1594.30 | - | 100 | 25 | 2,500 | ||||
| 13 Jun | 23398.90 | 1526.85 | - | 250 | -100 | 2,425 | ||||
| 12 Jun | 23322.95 | 1504.55 | - | 450 | 50 | 2,125 | ||||
| 11 Jun | 23264.85 | 1524.35 | - | 350 | 0 | 1,725 | ||||
| 10 Jun | 23259.20 | 1475.80 | - | 400 | 0 | 1,325 | ||||
| 7 Jun | 23290.15 | 1475.50 | - | 75 | 125 | 1,275 | ||||
| 6 Jun | 22821.40 | 1051.20 | - | 300 | -75 | 1,150 | ||||
| 5 Jun | 22620.35 | 950.00 | - | 450 | -125 | 1,225 | ||||
| 4 Jun | 21884.50 | 683.40 | - | 475 | 75 | 1,350 | ||||
| 3 Jun | 23263.90 | 1620.25 | - | 50 | 0 | 1,275 | ||||
| 31 May | 22530.70 | 1109.90 | - | 50 | 0 | 1,225 | ||||
| 30 May | 22488.65 | 1156.50 | - | 200 | 1,225 | 1,225 | ||||
| 29 May | 22704.70 | 1432.85 | - | 0 | 0 | 0 | ||||
| 28 May | 22888.15 | 1432.85 | - | 0 | 0 | 0 | ||||
| 27 May | 22932.45 | 1432.85 | - | 0 | 0 | 0 | ||||
| 24 May | 22957.10 | 1432.85 | - | 0 | 0 | 1,225 | ||||
| 23 May | 22967.65 | 1432.85 | - | 500 | 350 | 1,075 | ||||
| 22 May | 22597.80 | 1071.45 | - | 0 | 0 | 0 | ||||
| 21 May | 22529.05 | 1071.45 | - | 0 | 0 | 0 | ||||
| 18 May | 22502.00 | 1071.45 | - | 0 | -150 | 0 | ||||
| 17 May | 22466.10 | 1071.45 | - | 175 | -75 | 750 | ||||
| 16 May | 22403.85 | 1071.55 | - | 550 | 450 | 825 | ||||
| 15 May | 22200.55 | 976.60 | - | 400 | 0 | 175 | ||||
| 14 May | 22217.85 | 999.00 | - | 375 | 100 | 225 | ||||
| 13 May | 22104.05 | 972.55 | - | 100 | 0 | 125 | ||||
For NIFTY - strike price 22050 expiring on 25JUL2024
Delta for 22050 CE is -
Historical price for 22050 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 2330, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 3525 which increased total open position to 0
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 2330, which was lower than the previous day. The implied volatity was -, the open interest changed by 3525 which increased total open position to 3525
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 2223.2, 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 2223.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 3550 which increased total open position to 0
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 2223.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 3550 which increased total open position to 0
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 2223.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 3550 which increased total open position to 3550
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1812.25, 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 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1812.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 0
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 1812.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 3350
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1719.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 3275
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1588.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2925
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1688.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 2875
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 1637.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 2900
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 1661.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 2600
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 1594.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 2500
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 1526.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 2425
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 1504.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 2125
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 1524.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1725
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 1475.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1325
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 1475.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 1275
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 1051.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 1150
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 950.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 1225
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 683.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 1350
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 1620.25, 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 31 May NIFTY was trading at 22530.70. The strike last trading price was 1109.90, 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 30 May NIFTY was trading at 22488.65. The strike last trading price was 1156.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 1225 which increased total open position to 1225
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 1432.85, 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 28 May NIFTY was trading at 22888.15. The strike last trading price was 1432.85, 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 27 May NIFTY was trading at 22932.45. The strike last trading price was 1432.85, 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 24 May NIFTY was trading at 22957.10. The strike last trading price was 1432.85, 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 23 May NIFTY was trading at 22967.65. The strike last trading price was 1432.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 1075
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 1071.45, 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 1071.45, 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 1071.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 0
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1071.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 750
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 1071.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 825
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 976.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 175
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 999.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 225
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 972.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 125
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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 | -0.90 | - | 825 | 150 | 6,250 |
| 4 Jul | 24302.15 | 8.8 | - | 4,250 | 1,000 | 6,100 | |
| 3 Jul | 24286.50 | 9.7 | - | 2,175 | -150 | 5,100 | |
| 2 Jul | 24123.85 | 12.55 | - | 1,050 | -425 | 5,250 | |
| 1 Jul | 24141.95 | 14.75 | - | 7,050 | 2,750 | 5,675 | |
| 28 Jun | 24010.60 | 19.6 | - | 2,300 | 125 | 2,925 | |
| 27 Jun | 24044.50 | 23.45 | - | 4,175 | 425 | 2,800 | |
| 26 Jun | 23868.80 | 24.6 | - | 4,250 | -2,550 | 3,775 | |
| 25 Jun | 23721.30 | 33.45 | - | 3,725 | -1,300 | 6,325 | |
| 24 Jun | 23537.85 | 39 | - | 4,000 | 2,000 | 7,600 | |
| 21 Jun | 23501.10 | 40.95 | - | 4,575 | 500 | 5,375 | |
| 20 Jun | 23567.00 | 35.20 | - | 4,825 | 175 | 4,875 | |
| 19 Jun | 23516.00 | 44.60 | - | 1,800 | 250 | 4,700 | |
| 18 Jun | 23557.90 | 38.45 | - | 3,050 | -375 | 4,500 | |
| 14 Jun | 23465.60 | 47.50 | - | 6,300 | 2,150 | 4,875 | |
| 13 Jun | 23398.90 | 59.00 | - | 1,125 | 250 | 2,700 | |
| 12 Jun | 23322.95 | 78.60 | - | 550 | 0 | 2,350 | |
| 11 Jun | 23264.85 | 94.25 | - | 1,475 | -50 | 2,375 | |
| 10 Jun | 23259.20 | 124.00 | - | 250 | 75 | 2,375 | |
| 7 Jun | 23290.15 | 132.85 | - | 1,850 | 1,425 | 2,300 | |
| 6 Jun | 22821.40 | 180.00 | - | 175 | 50 | 875 | |
| 5 Jun | 22620.35 | 276.30 | - | 1,025 | 200 | 825 | |
| 4 Jun | 21884.50 | 500.00 | - | 50 | 625 | 625 | |
| 3 Jun | 23263.90 | 544.00 | - | 0 | 0 | 0 | |
| 31 May | 22530.70 | 544.00 | - | 0 | 0 | 0 | |
| 30 May | 22488.65 | 544.00 | - | 0 | 0 | 0 | |
| 29 May | 22704.70 | 544.00 | - | 0 | 0 | 0 | |
| 28 May | 22888.15 | 544.00 | - | 0 | 0 | 0 | |
| 27 May | 22932.45 | 544.00 | - | 0 | 0 | 0 | |
| 24 May | 22957.10 | 544.00 | - | 0 | 0 | 0 | |
| 23 May | 22967.65 | 544.00 | - | 0 | 0 | 0 | |
| 22 May | 22597.80 | 544.00 | - | 0 | 0 | 0 | |
| 21 May | 22529.05 | 544.00 | - | 0 | 0 | 0 | |
| 18 May | 22502.00 | 544.00 | - | 0 | 0 | 0 | |
| 17 May | 22466.10 | 544.00 | - | 0 | 125 | 0 | |
| 16 May | 22403.85 | 544.00 | - | 275 | 125 | 625 | |
| 15 May | 22200.55 | 509.70 | - | 125 | 25 | 400 | |
| 14 May | 22217.85 | 510.65 | - | 125 | 0 | 375 | |
| 13 May | 22104.05 | 582.95 | - | 300 | 175 | 375 | |
For NIFTY - strike price 22050 expiring on 25JUL2024
Delta for 22050 PE is -
Historical price for 22050 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 7.9, which was -0.90 lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 6250
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 8.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 1000 which increased total open position to 6100
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 9.7, which was lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 5100
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 12.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -425 which decreased total open position to 5250
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 14.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 2750 which increased total open position to 5675
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 19.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 2925
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 23.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 425 which increased total open position to 2800
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 24.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -2550 which decreased total open position to 3775
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 33.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -1300 which decreased total open position to 6325
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 39, which was lower than the previous day. The implied volatity was -, the open interest changed by 2000 which increased total open position to 7600
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 40.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 5375
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 35.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 4875
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 44.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 4700
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 38.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -375 which decreased total open position to 4500
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 47.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 2150 which increased total open position to 4875
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 59.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 2700
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 78.60, 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 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 94.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 2375
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 124.00, 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 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 132.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 1425 which increased total open position to 2300
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 180.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 875
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 276.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 825
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 500.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 625 which increased total open position to 625
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 544.00, 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 544.00, 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 544.00, 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 544.00, 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 544.00, 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 544.00, 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 544.00, 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 544.00, 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 544.00, 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 544.00, 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 544.00, 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 544.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 0
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 544.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 625
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 509.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 400
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 510.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 375
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 582.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 375