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 | 2013.85 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Jul | 24302.15 | 2013.85 | - | 0 | 0 | 0 | ||||
| 3 Jul | 24286.50 | 2013.85 | - | 0 | 0 | 0 | ||||
| 2 Jul | 24123.85 | 2013.85 | - | 0 | 50 | 0 | ||||
| 1 Jul | 24141.95 | 2013.85 | - | 0 | 50 | 0 | ||||
| 28 Jun | 24010.60 | 2013.85 | - | 0 | 50 | 0 | ||||
| 27 Jun | 24044.50 | 2013.85 | - | 200 | 50 | 1,625 | ||||
| 26 Jun | 23868.80 | 1686.2 | - | 0 | 25 | 0 | ||||
| 25 Jun | 23721.30 | 1686.2 | - | 100 | 25 | 1,500 | ||||
| 24 Jun | 23537.85 | 1542.4 | - | 125 | 0 | 1,350 | ||||
| 21 Jun | 23501.10 | 1497.30 | - | 225 | 25 | 1,150 | ||||
| 20 Jun | 23567.00 | 1580.45 | - | 100 | -25 | 1,125 | ||||
| 19 Jun | 23516.00 | 1626.00 | - | 50 | -25 | 1,150 | ||||
| 18 Jun | 23557.90 | 1597.85 | - | 1,275 | -925 | 1,175 | ||||
| 14 Jun | 23465.60 | 1471.05 | - | 100 | 50 | 2,100 | ||||
| 13 Jun | 23398.90 | 1433.90 | - | 175 | 0 | 1,950 | ||||
| 12 Jun | 23322.95 | 1414.25 | - | 750 | 600 | 2,050 | ||||
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| 11 Jun | 23264.85 | 1418.20 | - | 300 | 0 | 1,150 | ||||
| 10 Jun | 23259.20 | 1353.60 | - | 775 | 550 | 1,250 | ||||
| 7 Jun | 23290.15 | 1409.25 | - | 325 | -50 | 725 | ||||
| 6 Jun | 22821.40 | 1038.30 | - | 150 | 775 | 775 | ||||
| 5 Jun | 22620.35 | 1538.50 | - | 0 | 0 | 0 | ||||
| 4 Jun | 21884.50 | 1538.50 | - | 0 | 0 | 0 | ||||
| 3 Jun | 23263.90 | 1538.50 | - | 50 | 0 | 775 | ||||
| 31 May | 22530.70 | 1100.00 | - | 250 | 0 | 775 | ||||
| 30 May | 22488.65 | 1000.00 | - | 75 | 775 | 775 | ||||
| 29 May | 22704.70 | 1353.30 | - | 0 | 0 | 0 | ||||
| 28 May | 22888.15 | 1353.30 | - | 0 | 0 | 0 | ||||
| 27 May | 22932.45 | 1353.30 | - | 0 | 0 | 0 | ||||
| 24 May | 22957.10 | 1353.30 | - | 0 | 500 | 0 | ||||
| 23 May | 22967.65 | 1353.30 | - | 500 | 400 | 675 | ||||
| 22 May | 22597.80 | 1074.00 | - | 50 | 0 | 300 | ||||
| 21 May | 22529.05 | 1020.10 | - | 0 | 0 | 0 | ||||
| 18 May | 22502.00 | 1020.10 | - | 0 | 0 | 0 | ||||
| 17 May | 22466.10 | 1020.10 | - | 0 | 75 | 0 | ||||
| 16 May | 22403.85 | 1020.10 | - | 275 | 75 | 300 | ||||
| 15 May | 22200.55 | 917.45 | - | 75 | 25 | 225 | ||||
| 14 May | 22217.85 | 934.00 | - | 500 | -100 | 200 | ||||
| 13 May | 22104.05 | 903.65 | - | 275 | 150 | 300 | ||||
For NIFTY - strike price 22150 expiring on 25JUL2024
Delta for 22150 CE is -
Historical price for 22150 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 2013.85, 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 2013.85, 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 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 2013.85, 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 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 2013.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 0
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 2013.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 0
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 2013.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 0
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 2013.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 1625
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1686.2, 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 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 1686.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 1500
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1542.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1350
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1497.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 1150
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1580.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 1125
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 1626.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 1150
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 1597.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -925 which decreased total open position to 1175
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 1471.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 2100
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 1433.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1950
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 1414.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 2050
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 1418.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1150
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 1353.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 1250
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 1409.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 725
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 1038.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 775 which increased total open position to 775
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 1538.50, 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 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 1538.50, 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 1538.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 775
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 1100.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 775
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 1000.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 775 which increased total open position to 775
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 1353.30, 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 1353.30, 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 1353.30, 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 1353.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 0
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 1353.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 675
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 1074.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 300
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 1020.10, 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 1020.10, 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 1020.10, 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 16 May NIFTY was trading at 22403.85. The strike last trading price was 1020.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 300
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 917.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 225
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 934.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 200
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 903.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 300
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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 | 8.05 | -1.35 | - | 4,975 | -1,125 | 15,975 |
| 4 Jul | 24302.15 | 9.4 | - | 9,875 | -475 | 17,100 | |
| 3 Jul | 24286.50 | 10 | - | 11,725 | -325 | 17,575 | |
| 2 Jul | 24123.85 | 16.6 | - | 25 | -525 | 17,900 | |
| 1 Jul | 24141.95 | 15.85 | - | 15,525 | 500 | 18,425 | |
| 28 Jun | 24010.60 | 21.25 | - | 31,375 | 14,050 | 17,925 | |
| 27 Jun | 24044.50 | 27.6 | - | 6,975 | -525 | 3,875 | |
| 26 Jun | 23868.80 | 29.05 | - | 4,825 | -175 | 5,300 | |
| 25 Jun | 23721.30 | 37.9 | - | 3,175 | -875 | 5,475 | |
| 24 Jun | 23537.85 | 44 | - | 1,325 | -675 | 6,325 | |
| 21 Jun | 23501.10 | 45.40 | - | 3,950 | 675 | 6,750 | |
| 20 Jun | 23567.00 | 42.30 | - | 3,925 | 0 | 6,075 | |
| 19 Jun | 23516.00 | 51.60 | - | 3,525 | 2,575 | 6,075 | |
| 18 Jun | 23557.90 | 42.65 | - | 3,350 | -25 | 3,625 | |
| 14 Jun | 23465.60 | 54.15 | - | 1,375 | 25 | 3,650 | |
| 13 Jun | 23398.90 | 66.60 | - | 1,725 | -450 | 3,625 | |
| 12 Jun | 23322.95 | 85.80 | - | 400 | -125 | 4,050 | |
| 11 Jun | 23264.85 | 99.30 | - | 1,000 | 525 | 4,075 | |
| 10 Jun | 23259.20 | 136.05 | - | 450 | -25 | 3,550 | |
| 7 Jun | 23290.15 | 142.90 | - | 6,975 | 425 | 3,600 | |
| 6 Jun | 22821.40 | 202.00 | - | 5,450 | 2,075 | 3,175 | |
| 5 Jun | 22620.35 | 308.15 | - | 2,000 | 450 | 1,100 | |
| 4 Jun | 21884.50 | 850.00 | - | 250 | 650 | 650 | |
| 3 Jun | 23263.90 | 298.35 | - | 0 | 0 | 0 | |
| 31 May | 22530.70 | 298.35 | - | 0 | 0 | 0 | |
| 30 May | 22488.65 | 298.35 | - | 0 | 0 | 0 | |
| 29 May | 22704.70 | 298.35 | - | 0 | 0 | 0 | |
| 28 May | 22888.15 | 298.35 | - | 0 | 0 | 0 | |
| 27 May | 22932.45 | 298.35 | - | 0 | 0 | 0 | |
| 24 May | 22957.10 | 298.35 | - | 0 | 0 | 0 | |
| 23 May | 22967.65 | 298.35 | - | 425 | 0 | 650 | |
| 22 May | 22597.80 | 353.50 | - | 0 | 0 | 0 | |
| 21 May | 22529.05 | 353.50 | - | 25 | 0 | 650 | |
| 18 May | 22502.00 | 521.00 | - | 0 | 0 | 0 | |
| 17 May | 22466.10 | 521.00 | - | 0 | 25 | 0 | |
| 16 May | 22403.85 | 521.00 | - | 150 | 25 | 550 | |
| 15 May | 22200.55 | 563.00 | - | 125 | 0 | 550 | |
| 14 May | 22217.85 | 542.05 | - | 275 | 450 | 575 | |
| 13 May | 22104.05 | 612.05 | - | 200 | 0 | 125 | |
For NIFTY - strike price 22150 expiring on 25JUL2024
Delta for 22150 PE is -
Historical price for 22150 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 8.05, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by -1125 which decreased total open position to 15975
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 9.4, which was lower than the previous day. The implied volatity was -, the open interest changed by -475 which decreased total open position to 17100
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 10, which was lower than the previous day. The implied volatity was -, the open interest changed by -325 which decreased total open position to 17575
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 16.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -525 which decreased total open position to 17900
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 15.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 18425
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 21.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 14050 which increased total open position to 17925
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 27.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -525 which decreased total open position to 3875
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 29.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -175 which decreased total open position to 5300
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 37.9, which was lower than the previous day. The implied volatity was -, the open interest changed by -875 which decreased total open position to 5475
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 44, which was lower than the previous day. The implied volatity was -, the open interest changed by -675 which decreased total open position to 6325
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 45.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 675 which increased total open position to 6750
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 42.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6075
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 51.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 2575 which increased total open position to 6075
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 42.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 3625
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 54.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 3650
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 66.60, which was lower than the previous day. The implied volatity was -, the open interest changed by -450 which decreased total open position to 3625
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 85.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 4050
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 99.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 525 which increased total open position to 4075
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 136.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 3550
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 142.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 425 which increased total open position to 3600
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 202.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2075 which increased total open position to 3175
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 308.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 1100
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 850.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 650 which increased total open position to 650
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 298.35, 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 298.35, 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 298.35, 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 298.35, 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 298.35, 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 298.35, 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 298.35, 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 298.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 650
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 353.50, 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 353.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 650
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 521.00, 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 521.00, 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 16 May NIFTY was trading at 22403.85. The strike last trading price was 521.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 550
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 563.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 550
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 542.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 575
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 612.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 125