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 | 2174.9 | 10.25 | - | 350 | -125 | 10,250 | |||
| 4 Jul | 24302.15 | 2164.65 | - | 1,075 | -425 | 10,375 | ||||
| 3 Jul | 24286.50 | 2155 | - | 275 | 0 | 10,800 | ||||
| 2 Jul | 24123.85 | 1973.1 | - | 400 | -75 | 10,775 | ||||
| 1 Jul | 24141.95 | 2007.15 | - | 275 | 50 | 10,850 | ||||
| 28 Jun | 24010.60 | 2000 | - | 150 | -50 | 10,800 | ||||
| 27 Jun | 24044.50 | 1932 | - | 4,225 | 975 | 10,850 | ||||
| 26 Jun | 23868.80 | 1779 | - | 1,250 | 425 | 9,875 | ||||
| 25 Jun | 23721.30 | 1674.9 | - | 800 | 225 | 9,450 | ||||
| 24 Jun | 23537.85 | 1515 | - | 875 | -325 | 9,225 | ||||
| 21 Jun | 23501.10 | 1468.15 | - | 800 | -350 | 9,550 | ||||
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| 20 Jun | 23567.00 | 1536.90 | - | 425 | 25 | 9,850 | ||||
| 19 Jun | 23516.00 | 1472.00 | - | 750 | 50 | 9,825 | ||||
| 18 Jun | 23557.90 | 1525.00 | - | 300 | -100 | 9,775 | ||||
| 14 Jun | 23465.60 | 1451.10 | - | 275 | -25 | 9,875 | ||||
| 13 Jun | 23398.90 | 1389.00 | - | 1,025 | 25 | 9,975 | ||||
| 12 Jun | 23322.95 | 1366.05 | - | 375 | -325 | 9,925 | ||||
| 11 Jun | 23264.85 | 1393.75 | - | 650 | -200 | 10,350 | ||||
| 10 Jun | 23259.20 | 1307.95 | - | 775 | -75 | 10,525 | ||||
| 7 Jun | 23290.15 | 1381.10 | - | 5,875 | -3,250 | 10,700 | ||||
| 6 Jun | 22821.40 | 1075.80 | - | 22,825 | -6,450 | 13,950 | ||||
| 5 Jun | 22620.35 | 847.85 | - | 42,000 | -2,975 | 20,400 | ||||
| 4 Jun | 21884.50 | 633.15 | - | 1,07,700 | 4,400 | 23,375 | ||||
| 3 Jun | 23263.90 | 1556.00 | - | 5,200 | 250 | 18,975 | ||||
| 31 May | 22530.70 | 1052.75 | - | 17,950 | -10,675 | 18,900 | ||||
| 30 May | 22488.65 | 1010.00 | - | 3,775 | -2,675 | 29,575 | ||||
| 29 May | 22704.70 | 1153.00 | - | 2,400 | 350 | 32,250 | ||||
| 28 May | 22888.15 | 1301.80 | - | 450 | -75 | 31,900 | ||||
| 27 May | 22932.45 | 1320.00 | - | 1,100 | 300 | 31,975 | ||||
| 24 May | 22957.10 | 1303.95 | - | 1,975 | -1,100 | 31,750 | ||||
| 23 May | 22967.65 | 1290.00 | - | 3,550 | -2,125 | 32,950 | ||||
| 22 May | 22597.80 | 1096.45 | - | 1,150 | -575 | 35,075 | ||||
| 21 May | 22529.05 | 1062.50 | - | 2,525 | -1,175 | 35,650 | ||||
| 18 May | 22502.00 | 1028.95 | - | 175 | -25 | 36,875 | ||||
| 17 May | 22466.10 | 991.80 | - | 7,425 | -125 | 36,975 | ||||
| 16 May | 22403.85 | 968.05 | - | 36,450 | 15,000 | 37,100 | ||||
| 15 May | 22200.55 | 900.00 | - | 15,175 | 11,550 | 21,775 | ||||
| 14 May | 22217.85 | 926.75 | - | 6,525 | 3,350 | 10,200 | ||||
| 13 May | 22104.05 | 896.10 | - | 9,125 | 2,850 | 6,850 | ||||
For NIFTY - strike price 22200 expiring on 25JUL2024
Delta for 22200 CE is -
Historical price for 22200 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 2174.9, which was 10.25 higher than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 10250
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 2164.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -425 which decreased total open position to 10375
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 2155, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10800
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 1973.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 10775
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 2007.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 10850
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 2000, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 10800
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1932, which was lower than the previous day. The implied volatity was -, the open interest changed by 975 which increased total open position to 10850
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1779, which was lower than the previous day. The implied volatity was -, the open interest changed by 425 which increased total open position to 9875
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 1674.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 9450
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1515, which was lower than the previous day. The implied volatity was -, the open interest changed by -325 which decreased total open position to 9225
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1468.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -350 which decreased total open position to 9550
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1536.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 9850
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 1472.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 9825
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 1525.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 9775
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 1451.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 9875
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 1389.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 9975
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 1366.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -325 which decreased total open position to 9925
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 1393.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 10350
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 1307.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 10525
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 1381.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -3250 which decreased total open position to 10700
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 1075.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -6450 which decreased total open position to 13950
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 847.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -2975 which decreased total open position to 20400
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 633.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 4400 which increased total open position to 23375
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 1556.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 18975
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 1052.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -10675 which decreased total open position to 18900
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 1010.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -2675 which decreased total open position to 29575
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 1153.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 32250
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 1301.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 31900
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 1320.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 31975
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 1303.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -1100 which decreased total open position to 31750
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 1290.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -2125 which decreased total open position to 32950
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 1096.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -575 which decreased total open position to 35075
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 1062.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -1175 which decreased total open position to 35650
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 1028.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 36875
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 991.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 36975
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 968.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 15000 which increased total open position to 37100
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 900.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 11550 which increased total open position to 21775
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 926.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 3350 which increased total open position to 10200
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 896.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 2850 which increased total open position to 6850
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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 | 8.25 | -1.00 | - | 2,35,375 | -46,850 | 1,77,050 |
| 4 Jul | 24302.15 | 9.25 | - | 2,53,650 | -4,925 | 2,23,900 | |
| 3 Jul | 24286.50 | 11.35 | - | 3,17,125 | -53,225 | 2,28,825 | |
| 2 Jul | 24123.85 | 15.75 | - | 3,65,325 | 29,725 | 2,82,250 | |
| 1 Jul | 24141.95 | 16.8 | - | 2,67,800 | -1,350 | 2,52,525 | |
| 28 Jun | 24010.60 | 22.95 | - | 3,99,150 | -4,725 | 2,53,875 | |
| 27 Jun | 24044.50 | 27.5 | - | 3,94,100 | -32,775 | 2,58,600 | |
| 26 Jun | 23868.80 | 31 | - | 5,26,650 | 14,300 | 2,91,525 | |
| 25 Jun | 23721.30 | 40.35 | - | 3,19,275 | -19,225 | 2,77,225 | |
| 24 Jun | 23537.85 | 46.4 | - | 2,03,300 | 33,075 | 2,96,200 | |
| 21 Jun | 23501.10 | 48.55 | - | 2,68,425 | 34,750 | 2,63,850 | |
| 20 Jun | 23567.00 | 42.10 | - | 1,54,575 | 36,675 | 2,29,400 | |
| 19 Jun | 23516.00 | 56.00 | - | 1,25,875 | 28,100 | 1,92,725 | |
| 18 Jun | 23557.90 | 47.00 | - | 2,05,075 | 25,800 | 1,67,675 | |
| 14 Jun | 23465.60 | 58.95 | - | 2,03,050 | 50,850 | 1,41,875 | |
| 13 Jun | 23398.90 | 71.00 | - | 87,750 | 12,225 | 90,425 | |
| 12 Jun | 23322.95 | 90.55 | - | 76,300 | 7,625 | 78,025 | |
| 11 Jun | 23264.85 | 101.45 | - | 53,825 | 4,875 | 70,000 | |
| 10 Jun | 23259.20 | 126.65 | - | 32,000 | 4,300 | 65,600 | |
| 7 Jun | 23290.15 | 142.00 | - | 73,325 | 18,725 | 60,900 | |
| 6 Jun | 22821.40 | 215.00 | - | 61,100 | 17,350 | 42,175 | |
| 5 Jun | 22620.35 | 326.10 | - | 74,750 | 2,400 | 24,825 | |
| 4 Jun | 21884.50 | 496.00 | - | 1,66,825 | 2,500 | 22,425 | |
| 3 Jun | 23263.90 | 145.00 | - | 36,000 | -2,175 | 19,925 | |
| 31 May | 22530.70 | 417.30 | - | 19,175 | 6,875 | 22,475 | |
| 30 May | 22488.65 | 430.85 | - | 7,975 | 275 | 15,600 | |
| 29 May | 22704.70 | 381.95 | - | 3,750 | -25 | 15,325 | |
| 28 May | 22888.15 | 332.45 | - | 7,375 | -2,475 | 15,425 | |
| 27 May | 22932.45 | 307.10 | - | 5,000 | 675 | 17,900 | |
| 24 May | 22957.10 | 301.50 | - | 11,650 | 600 | 17,225 | |
| 23 May | 22967.65 | 306.00 | - | 18,375 | 225 | 16,625 | |
| 22 May | 22597.80 | 387.95 | - | 3,825 | -150 | 16,350 | |
| 21 May | 22529.05 | 441.00 | - | 3,725 | -150 | 16,500 | |
| 18 May | 22502.00 | 453.35 | - | 75 | 0 | 16,675 | |
| 17 May | 22466.10 | 454.35 | - | 7,775 | 2,600 | 16,675 | |
| 16 May | 22403.85 | 476.10 | - | 12,150 | 2,575 | 14,075 | |
| 15 May | 22200.55 | 566.75 | - | 3,900 | 2,000 | 11,525 | |
| 14 May | 22217.85 | 561.75 | - | 3,525 | 1,250 | 9,350 | |
| 13 May | 22104.05 | 636.00 | - | 8,900 | -725 | 8,100 | |
For NIFTY - strike price 22200 expiring on 25JUL2024
Delta for 22200 PE is -
Historical price for 22200 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 8.25, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by -46850 which decreased total open position to 177050
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 9.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -4925 which decreased total open position to 223900
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 11.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -53225 which decreased total open position to 228825
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 15.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 29725 which increased total open position to 282250
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 16.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -1350 which decreased total open position to 252525
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 22.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -4725 which decreased total open position to 253875
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 27.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -32775 which decreased total open position to 258600
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 31, which was lower than the previous day. The implied volatity was -, the open interest changed by 14300 which increased total open position to 291525
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 40.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -19225 which decreased total open position to 277225
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 46.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 33075 which increased total open position to 296200
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 48.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 34750 which increased total open position to 263850
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 42.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 36675 which increased total open position to 229400
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 56.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 28100 which increased total open position to 192725
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 47.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 25800 which increased total open position to 167675
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 58.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 50850 which increased total open position to 141875
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 71.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 12225 which increased total open position to 90425
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 90.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 7625 which increased total open position to 78025
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 101.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 4875 which increased total open position to 70000
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 126.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 4300 which increased total open position to 65600
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 142.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 18725 which increased total open position to 60900
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 215.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 17350 which increased total open position to 42175
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 326.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 2400 which increased total open position to 24825
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 496.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2500 which increased total open position to 22425
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 -2175 which decreased total open position to 19925
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 417.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 6875 which increased total open position to 22475
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 430.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 15600
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 381.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 15325
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 332.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -2475 which decreased total open position to 15425
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 307.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 675 which increased total open position to 17900
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 301.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 17225
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 306.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 16625
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 387.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 16350
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 441.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 16500
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 453.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16675
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 454.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 2600 which increased total open position to 16675
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 476.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 2575 which increased total open position to 14075
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 566.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 2000 which increased total open position to 11525
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 561.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 1250 which increased total open position to 9350
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 636.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -725 which decreased total open position to 8100