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 | 2170.65 | -109.35 | - | 400 | 75 | 15,550 | |||
| 4 Jul | 24302.15 | 2280 | - | 500 | 125 | 15,475 | ||||
| 3 Jul | 24286.50 | 2255.95 | - | 300 | 25 | 15,350 | ||||
| 2 Jul | 24123.85 | 2090 | - | 400 | 200 | 15,225 | ||||
| 1 Jul | 24141.95 | 2115 | - | 1,550 | -325 | 15,025 | ||||
| 28 Jun | 24010.60 | 2080 | - | 125 | 150 | 15,350 | ||||
| 27 Jun | 24044.50 | 2010 | - | 4,650 | 1,900 | 15,200 | ||||
| 26 Jun | 23868.80 | 1885 | - | 325 | 25 | 13,250 | ||||
| 25 Jun | 23721.30 | 1778.45 | - | 975 | 300 | 13,225 | ||||
| 24 Jun | 23537.85 | 1595.3 | - | 675 | 175 | 12,975 | ||||
| 21 Jun | 23501.10 | 1522.95 | - | 950 | -200 | 12,850 | ||||
| 20 Jun | 23567.00 | 1650.00 | - | 200 | -25 | 13,025 | ||||
| 19 Jun | 23516.00 | 1690.90 | - | 175 | 100 | 13,050 | ||||
| 18 Jun | 23557.90 | 1610.00 | - | 300 | -125 | 12,950 | ||||
| 14 Jun | 23465.60 | 1500.00 | - | 75 | 0 | 13,075 | ||||
| 13 Jun | 23398.90 | 1485.00 | - | 750 | -250 | 13,025 | ||||
| 12 Jun | 23322.95 | 1456.95 | - | 1,050 | -400 | 13,275 | ||||
| 11 Jun | 23264.85 | 1469.10 | - | 225 | -25 | 13,825 | ||||
| 10 Jun | 23259.20 | 1437.35 | - | 975 | -150 | 14,150 | ||||
| 7 Jun | 23290.15 | 1491.30 | - | 4,425 | -2,750 | 14,350 | ||||
| 6 Jun | 22821.40 | 1153.40 | - | 5,400 | 1,850 | 17,100 | ||||
| 5 Jun | 22620.35 | 922.00 | - | 32,725 | 325 | 15,250 | ||||
| 4 Jun | 21884.50 | 604.15 | - | 89,775 | 9,225 | 14,925 | ||||
| 3 Jun | 23263.90 | 1617.00 | - | 850 | -225 | 5,700 | ||||
| 31 May | 22530.70 | 1171.25 | - | 950 | 900 | 5,800 | ||||
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| 30 May | 22488.65 | 1077.00 | - | 1,950 | -200 | 4,900 | ||||
| 29 May | 22704.70 | 1245.75 | - | 25 | 0 | 5,100 | ||||
| 28 May | 22888.15 | 1398.60 | - | 2,475 | 1,825 | 5,100 | ||||
| 27 May | 22932.45 | 1450.00 | - | 300 | 0 | 3,275 | ||||
| 24 May | 22957.10 | 1415.55 | - | 100 | 0 | 3,275 | ||||
| 23 May | 22967.65 | 1371.00 | - | 400 | 0 | 3,325 | ||||
| 22 May | 22597.80 | 1126.05 | - | 250 | -150 | 3,300 | ||||
| 21 May | 22529.05 | 1107.05 | - | 375 | 75 | 3,450 | ||||
| 18 May | 22502.00 | 1072.00 | - | 100 | -75 | 3,400 | ||||
| 17 May | 22466.10 | 1031.00 | - | 2,025 | -250 | 3,975 | ||||
| 16 May | 22403.85 | 1048.25 | - | 10,525 | 925 | 4,225 | ||||
| 15 May | 22200.55 | 969.00 | - | 850 | 375 | 3,300 | ||||
| 14 May | 22217.85 | 984.25 | - | 3,325 | -625 | 2,975 | ||||
| 13 May | 22104.05 | 950.00 | - | 12,000 | 225 | 3,600 | ||||
For NIFTY - strike price 22100 expiring on 25JUL2024
Delta for 22100 CE is -
Historical price for 22100 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 2170.65, which was -109.35 lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 15550
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 2280, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 15475
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 2255.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 15350
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 2090, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 15225
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 2115, which was lower than the previous day. The implied volatity was -, the open interest changed by -325 which decreased total open position to 15025
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 2080, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 15350
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 2010, which was lower than the previous day. The implied volatity was -, the open interest changed by 1900 which increased total open position to 15200
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1885, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 13250
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 1778.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 13225
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1595.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 12975
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1522.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 12850
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1650.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 13025
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 1690.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 13050
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 1610.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 12950
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 1500.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13075
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 1485.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -250 which decreased total open position to 13025
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 1456.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -400 which decreased total open position to 13275
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 1469.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 13825
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 1437.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 14150
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 1491.30, which was lower than the previous day. The implied volatity was -, the open interest changed by -2750 which decreased total open position to 14350
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 1153.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 1850 which increased total open position to 17100
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 922.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 325 which increased total open position to 15250
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 604.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 9225 which increased total open position to 14925
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 1617.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -225 which decreased total open position to 5700
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 1171.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 5800
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 1077.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 4900
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 1245.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5100
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 1398.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 1825 which increased total open position to 5100
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 1450.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3275
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 1415.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3275
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 1371.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3325
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 1126.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 3300
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 1107.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 3450
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 1072.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 3400
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1031.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -250 which decreased total open position to 3975
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 1048.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 925 which increased total open position to 4225
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 969.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 3300
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 984.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -625 which decreased total open position to 2975
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 950.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 3600
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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 | 10.5 | 2.25 | - | 1,80,725 | -60,400 | 1,00,550 |
| 4 Jul | 24302.15 | 8.25 | - | 1,06,375 | -28,850 | 1,60,950 | |
| 3 Jul | 24286.50 | 10.1 | - | 2,64,200 | 60,550 | 1,89,800 | |
| 2 Jul | 24123.85 | 12.95 | - | 1,87,450 | -26,250 | 1,29,350 | |
| 1 Jul | 24141.95 | 14.8 | - | 1,40,850 | -1,950 | 1,55,600 | |
| 28 Jun | 24010.60 | 19.5 | - | 2,77,000 | 26,325 | 1,57,550 | |
| 27 Jun | 24044.50 | 25 | - | 1,77,675 | 19,575 | 1,31,225 | |
| 26 Jun | 23868.80 | 26.95 | - | 1,64,500 | -29,775 | 1,11,975 | |
| 25 Jun | 23721.30 | 35.65 | - | 1,40,375 | -3,175 | 1,41,750 | |
| 24 Jun | 23537.85 | 40.3 | - | 2,01,525 | 16,875 | 1,43,425 | |
| 21 Jun | 23501.10 | 42.85 | - | 1,40,925 | 17,275 | 1,30,625 | |
| 20 Jun | 23567.00 | 38.70 | - | 84,800 | 18,300 | 1,13,700 | |
| 19 Jun | 23516.00 | 48.95 | - | 76,525 | 11,850 | 95,400 | |
| 18 Jun | 23557.90 | 40.35 | - | 76,050 | 19,425 | 84,000 | |
| 14 Jun | 23465.60 | 51.30 | - | 80,875 | 20,075 | 64,575 | |
| 13 Jun | 23398.90 | 62.65 | - | 53,800 | 2,025 | 45,100 | |
| 12 Jun | 23322.95 | 84.00 | - | 31,175 | 1,925 | 43,200 | |
| 11 Jun | 23264.85 | 98.85 | - | 28,900 | 1,700 | 41,125 | |
| 10 Jun | 23259.20 | 100.65 | - | 27,875 | 9,275 | 39,700 | |
| 7 Jun | 23290.15 | 133.00 | - | 32,600 | 3,425 | 30,400 | |
| 6 Jun | 22821.40 | 190.00 | - | 30,700 | 12,100 | 26,975 | |
| 5 Jun | 22620.35 | 296.15 | - | 68,525 | 4,150 | 14,875 | |
| 4 Jun | 21884.50 | 526.75 | - | 1,05,500 | 825 | 10,725 | |
| 3 Jun | 23263.90 | 145.00 | - | 11,600 | -525 | 9,900 | |
| 31 May | 22530.70 | 398.05 | - | 9,025 | 2,500 | 10,350 | |
| 30 May | 22488.65 | 397.45 | - | 5,825 | -800 | 7,850 | |
| 29 May | 22704.70 | 345.00 | - | 975 | 600 | 8,650 | |
| 28 May | 22888.15 | 309.70 | - | 12,600 | 750 | 8,050 | |
| 27 May | 22932.45 | 281.95 | - | 4,775 | 1,300 | 7,350 | |
| 24 May | 22957.10 | 277.75 | - | 4,550 | -625 | 6,050 | |
| 23 May | 22967.65 | 282.90 | - | 18,150 | 350 | 6,850 | |
| 22 May | 22597.80 | 372.90 | - | 1,825 | 225 | 6,500 | |
| 21 May | 22529.05 | 408.90 | - | 1,850 | -975 | 6,275 | |
| 18 May | 22502.00 | 423.85 | - | 75 | 25 | 7,275 | |
| 17 May | 22466.10 | 423.00 | - | 1,875 | -225 | 7,725 | |
| 16 May | 22403.85 | 445.00 | - | 5,550 | 1,750 | 7,950 | |
| 15 May | 22200.55 | 532.55 | - | 2,150 | -150 | 6,300 | |
| 14 May | 22217.85 | 533.35 | - | 5,450 | 1,100 | 6,475 | |
| 13 May | 22104.05 | 594.15 | - | 11,000 | -225 | 5,375 | |
For NIFTY - strike price 22100 expiring on 25JUL2024
Delta for 22100 PE is -
Historical price for 22100 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 10.5, which was 2.25 higher than the previous day. The implied volatity was -, the open interest changed by -60400 which decreased total open position to 100550
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 8.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -28850 which decreased total open position to 160950
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 10.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 60550 which increased total open position to 189800
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 12.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -26250 which decreased total open position to 129350
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 14.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -1950 which decreased total open position to 155600
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 19.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 26325 which increased total open position to 157550
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 25, which was lower than the previous day. The implied volatity was -, the open interest changed by 19575 which increased total open position to 131225
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 26.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -29775 which decreased total open position to 111975
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 35.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -3175 which decreased total open position to 141750
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 40.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 16875 which increased total open position to 143425
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 42.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 17275 which increased total open position to 130625
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 38.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 18300 which increased total open position to 113700
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 48.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 11850 which increased total open position to 95400
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 40.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 19425 which increased total open position to 84000
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 51.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 20075 which increased total open position to 64575
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 62.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 2025 which increased total open position to 45100
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 84.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1925 which increased total open position to 43200
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 98.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 1700 which increased total open position to 41125
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 100.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 9275 which increased total open position to 39700
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 133.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3425 which increased total open position to 30400
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 190.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 12100 which increased total open position to 26975
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 296.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 4150 which increased total open position to 14875
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 526.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 825 which increased total open position to 10725
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 145.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -525 which decreased total open position to 9900
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 398.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 2500 which increased total open position to 10350
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 397.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -800 which decreased total open position to 7850
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 345.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 8650
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 309.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 8050
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 281.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 1300 which increased total open position to 7350
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 277.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -625 which decreased total open position to 6050
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 282.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 6850
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 372.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 6500
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 408.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -975 which decreased total open position to 6275
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 423.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 7275
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 423.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -225 which decreased total open position to 7725
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 445.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1750 which increased total open position to 7950
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 532.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 6300
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 533.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 1100 which increased total open position to 6475
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 594.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -225 which decreased total open position to 5375