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 | 1906.4 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Jul | 24302.15 | 1906.4 | - | 0 | 0 | 0 | ||||
| 3 Jul | 24286.50 | 1906.4 | - | 0 | 0 | 0 | ||||
| 2 Jul | 24123.85 | 1906.4 | - | 0 | 0 | 0 | ||||
| 1 Jul | 24141.95 | 1906.4 | - | 0 | 0 | 0 | ||||
| 28 Jun | 24010.60 | 1906.4 | - | 25 | 0 | 1,875 | ||||
| 27 Jun | 24044.50 | 1850 | - | 50 | 0 | 1,875 | ||||
| 26 Jun | 23868.80 | 1595.5 | - | 0 | 0 | 0 | ||||
| 25 Jun | 23721.30 | 1595.5 | - | 125 | 0 | 2,000 | ||||
| 24 Jun | 23537.85 | 1457 | - | 175 | 0 | 2,100 | ||||
| 21 Jun | 23501.10 | 1395.25 | - | 200 | 0 | 2,250 | ||||
| 20 Jun | 23567.00 | 1500.00 | - | 100 | 50 | 2,300 | ||||
| 19 Jun | 23516.00 | 1418.35 | - | 825 | -200 | 2,250 | ||||
| 18 Jun | 23557.90 | 1464.90 | - | 425 | -325 | 2,500 | ||||
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| 14 Jun | 23465.60 | 1403.05 | - | 125 | -50 | 2,825 | ||||
| 13 Jun | 23398.90 | 1346.00 | - | 150 | 50 | 2,975 | ||||
| 12 Jun | 23322.95 | 1322.35 | - | 250 | -150 | 3,025 | ||||
| 11 Jun | 23264.85 | 1349.15 | - | 175 | 0 | 3,350 | ||||
| 10 Jun | 23259.20 | 1293.00 | - | 200 | 0 | 3,550 | ||||
| 7 Jun | 23290.15 | 1412.50 | - | 75 | 50 | 3,550 | ||||
| 6 Jun | 22821.40 | 1015.25 | - | 9,425 | 1,900 | 3,500 | ||||
| 5 Jun | 22620.35 | 814.50 | - | 2,750 | 550 | 1,600 | ||||
| 4 Jun | 21884.50 | 604.55 | - | 1,400 | 325 | 1,050 | ||||
| 3 Jun | 23263.90 | 1493.15 | - | 575 | -75 | 725 | ||||
| 31 May | 22530.70 | 981.05 | - | 50 | -150 | 750 | ||||
| 30 May | 22488.65 | 969.30 | - | 500 | 900 | 900 | ||||
| 29 May | 22704.70 | 1148.40 | - | 0 | -100 | 0 | ||||
| 28 May | 22888.15 | 1148.40 | - | 100 | 0 | 850 | ||||
| 27 May | 22932.45 | 1281.40 | - | 1,175 | -75 | 850 | ||||
| 24 May | 22957.10 | 1240.70 | - | 0 | 0 | 0 | ||||
| 23 May | 22967.65 | 1240.70 | - | 175 | 0 | 925 | ||||
| 22 May | 22597.80 | 1053.50 | - | 150 | -25 | 825 | ||||
| 21 May | 22529.05 | 1002.45 | - | 50 | 0 | 850 | ||||
| 18 May | 22502.00 | 952.55 | - | 0 | -125 | 0 | ||||
| 17 May | 22466.10 | 952.55 | - | 150 | -50 | 950 | ||||
| 16 May | 22403.85 | 929.75 | - | 250 | 125 | 1,000 | ||||
| 15 May | 22200.55 | 858.80 | - | 125 | 0 | 825 | ||||
| 14 May | 22217.85 | 899.35 | - | 350 | 175 | 725 | ||||
| 13 May | 22104.05 | 855.45 | - | 100 | 0 | 550 | ||||
For NIFTY - strike price 22250 expiring on 25JUL2024
Delta for 22250 CE is -
Historical price for 22250 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 1906.4, 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 1906.4, 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 1906.4, 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 1906.4, 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 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 1906.4, 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 Jun NIFTY was trading at 24010.60. The strike last trading price was 1906.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1875
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1850, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1875
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1595.5, 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 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 1595.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2000
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1457, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2100
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1395.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2250
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1500.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 2300
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 1418.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 2250
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 1464.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -325 which decreased total open position to 2500
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 1403.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 2825
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 1346.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 2975
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 1322.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 3025
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 1349.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3350
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 1293.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3550
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 1412.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 3550
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 1015.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 1900 which increased total open position to 3500
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 814.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 1600
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 604.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 325 which increased total open position to 1050
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 1493.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 725
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 981.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 750
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 969.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 900
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 1148.40, which was lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 0
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 1148.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 850
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 1281.40, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 850
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 1240.70, 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 1240.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 925
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 1053.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 825
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 1002.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 850
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 952.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 0
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 952.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 950
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 929.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 1000
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 858.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 825
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 899.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 725
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 855.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 550
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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 | -2.05 | - | 4,825 | -1,025 | 14,125 |
| 4 Jul | 24302.15 | 9.95 | - | 12,075 | -950 | 15,150 | |
| 3 Jul | 24286.50 | 11.8 | - | 10,200 | 125 | 16,100 | |
| 2 Jul | 24123.85 | 12.7 | - | 9,400 | -150 | 16,100 | |
| 1 Jul | 24141.95 | 17.7 | - | 18,900 | 800 | 16,250 | |
| 28 Jun | 24010.60 | 22.1 | - | 10,675 | 1,375 | 15,450 | |
| 27 Jun | 24044.50 | 29.9 | - | 25,250 | 2,975 | 14,075 | |
| 26 Jun | 23868.80 | 32.75 | - | 18,425 | 150 | 11,150 | |
| 25 Jun | 23721.30 | 40.8 | - | 6,950 | 400 | 11,000 | |
| 24 Jun | 23537.85 | 49.25 | - | 3,850 | 1,000 | 10,550 | |
| 21 Jun | 23501.10 | 52.50 | - | 3,450 | 150 | 9,625 | |
| 20 Jun | 23567.00 | 49.10 | - | 3,600 | 1,350 | 9,475 | |
| 19 Jun | 23516.00 | 60.25 | - | 5,450 | 1,375 | 8,125 | |
| 18 Jun | 23557.90 | 49.25 | - | 23,200 | 75 | 6,975 | |
| 14 Jun | 23465.60 | 63.40 | - | 9,700 | 850 | 6,900 | |
| 13 Jun | 23398.90 | 77.80 | - | 1,875 | -525 | 5,975 | |
| 12 Jun | 23322.95 | 100.55 | - | 3,325 | 775 | 6,750 | |
| 11 Jun | 23264.85 | 110.05 | - | 1,175 | 450 | 6,250 | |
| 10 Jun | 23259.20 | 157.75 | - | 4,000 | 2,275 | 5,925 | |
| 7 Jun | 23290.15 | 159.60 | - | 2,050 | 825 | 3,675 | |
| 6 Jun | 22821.40 | 226.75 | - | 4,450 | 1,050 | 2,850 | |
| 5 Jun | 22620.35 | 332.15 | - | 2,950 | 125 | 1,800 | |
| 4 Jun | 21884.50 | 710.00 | - | 225 | 200 | 1,675 | |
| 3 Jun | 23263.90 | 187.35 | - | 2,050 | 1,150 | 1,475 | |
| 31 May | 22530.70 | 430.00 | - | 0 | 325 | 0 | |
| 30 May | 22488.65 | 430.00 | - | 200 | 325 | 325 | |
| 29 May | 22704.70 | 258.05 | - | 0 | 0 | 0 | |
| 28 May | 22888.15 | 258.05 | - | 0 | 0 | 0 | |
| 27 May | 22932.45 | 258.05 | - | 0 | 25 | 0 | |
| 24 May | 22957.10 | 258.05 | - | 25 | 0 | 350 | |
| 23 May | 22967.65 | 460.00 | - | 0 | 0 | 0 | |
| 22 May | 22597.80 | 460.00 | - | 0 | 0 | 0 | |
| 21 May | 22529.05 | 460.00 | - | 0 | 0 | 0 | |
| 18 May | 22502.00 | 460.00 | - | 0 | 50 | 0 | |
| 17 May | 22466.10 | 460.00 | - | 100 | -75 | 325 | |
| 16 May | 22403.85 | 564.65 | - | 100 | 0 | 400 | |
| 15 May | 22200.55 | 580.00 | - | 125 | 25 | 450 | |
| 14 May | 22217.85 | 580.00 | - | 425 | 50 | 425 | |
| 13 May | 22104.05 | 651.30 | - | 1,100 | -450 | 375 | |
For NIFTY - strike price 22250 expiring on 25JUL2024
Delta for 22250 PE is -
Historical price for 22250 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 7.9, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by -1025 which decreased total open position to 14125
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 9.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -950 which decreased total open position to 15150
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 11.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 16100
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 12.7, which was lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 16100
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 17.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 800 which increased total open position to 16250
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 22.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 1375 which increased total open position to 15450
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 29.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 2975 which increased total open position to 14075
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 32.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 11150
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 40.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 11000
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 49.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 1000 which increased total open position to 10550
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 52.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 9625
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 49.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 1350 which increased total open position to 9475
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 60.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 1375 which increased total open position to 8125
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 49.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 6975
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 63.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 850 which increased total open position to 6900
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 77.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -525 which decreased total open position to 5975
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 100.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 775 which increased total open position to 6750
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 110.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 6250
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 157.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 2275 which increased total open position to 5925
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 159.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 825 which increased total open position to 3675
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 226.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 1050 which increased total open position to 2850
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 332.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 1800
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 710.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 1675
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 187.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 1150 which increased total open position to 1475
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 430.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 325 which increased total open position to 0
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 430.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 325 which increased total open position to 325
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 258.05, 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 258.05, 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 258.05, 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 24 May NIFTY was trading at 22957.10. The strike last trading price was 258.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 350
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 460.00, 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 460.00, 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 460.00, 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 460.00, 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 17 May NIFTY was trading at 22466.10. The strike last trading price was 460.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 325
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 564.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 400
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 580.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 450
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 580.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 425
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 651.30, which was lower than the previous day. The implied volatity was -, the open interest changed by -450 which decreased total open position to 375