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 | 2094 | 23.20 | - | 100 | -125 | 20,875 | |||
| 4 Jul | 24302.15 | 2070.8 | - | 1,250 | -450 | 21,000 | ||||
| 3 Jul | 24286.50 | 2055 | - | 1,100 | -175 | 21,450 | ||||
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| 2 Jul | 24123.85 | 1900 | - | 125 | -75 | 21,625 | ||||
| 1 Jul | 24141.95 | 1899 | - | 75 | -25 | 21,700 | ||||
| 28 Jun | 24010.60 | 1925 | - | 875 | -100 | 21,725 | ||||
| 27 Jun | 24044.50 | 1813.1 | - | 9,350 | 5,600 | 21,825 | ||||
| 26 Jun | 23868.80 | 1687.3 | - | 5,200 | 400 | 16,200 | ||||
| 25 Jun | 23721.30 | 1334.3 | - | 2,600 | -425 | 15,800 | ||||
| 24 Jun | 23537.85 | 1408.65 | - | 1,225 | -400 | 16,250 | ||||
| 21 Jun | 23501.10 | 1340.00 | - | 825 | -375 | 16,675 | ||||
| 20 Jun | 23567.00 | 1428.50 | - | 825 | -150 | 17,050 | ||||
| 19 Jun | 23516.00 | 1373.75 | - | 1,175 | -175 | 17,200 | ||||
| 18 Jun | 23557.90 | 1459.95 | - | 375 | 0 | 17,400 | ||||
| 14 Jun | 23465.60 | 1340.00 | - | 2,175 | -300 | 17,400 | ||||
| 13 Jun | 23398.90 | 1295.95 | - | 1,500 | -50 | 17,700 | ||||
| 12 Jun | 23322.95 | 1280.80 | - | 975 | -325 | 17,650 | ||||
| 11 Jun | 23264.85 | 1261.35 | - | 625 | -25 | 17,975 | ||||
| 10 Jun | 23259.20 | 1240.00 | - | 625 | -125 | 18,000 | ||||
| 7 Jun | 23290.15 | 1315.00 | - | 2,825 | -1,900 | 18,225 | ||||
| 6 Jun | 22821.40 | 999.35 | - | 9,375 | -1,975 | 20,125 | ||||
| 5 Jun | 22620.35 | 787.55 | - | 61,125 | 10,600 | 22,100 | ||||
| 4 Jun | 21884.50 | 569.00 | - | 93,375 | -750 | 11,500 | ||||
| 3 Jun | 23263.90 | 1400.00 | - | 925 | 350 | 12,250 | ||||
| 31 May | 22530.70 | 988.00 | - | 1,550 | 625 | 11,875 | ||||
| 30 May | 22488.65 | 942.20 | - | 6,375 | -50 | 11,250 | ||||
| 29 May | 22704.70 | 1125.00 | - | 400 | 0 | 11,300 | ||||
| 28 May | 22888.15 | 1206.25 | - | 600 | 0 | 11,350 | ||||
| 27 May | 22932.45 | 1249.90 | - | 3,800 | 575 | 9,650 | ||||
| 24 May | 22957.10 | 1250.00 | - | 1,050 | 150 | 9,075 | ||||
| 23 May | 22967.65 | 1235.00 | - | 1,975 | -525 | 8,825 | ||||
| 22 May | 22597.80 | 1009.05 | - | 425 | -25 | 9,350 | ||||
| 21 May | 22529.05 | 995.00 | - | 2,025 | 225 | 9,350 | ||||
| 18 May | 22502.00 | 949.75 | - | 1,375 | -900 | 9,100 | ||||
| 17 May | 22466.10 | 909.15 | - | 2,325 | 525 | 10,075 | ||||
| 16 May | 22403.85 | 907.30 | - | 12,225 | 4,350 | 9,550 | ||||
| 15 May | 22200.55 | 827.35 | - | 1,975 | 725 | 5,225 | ||||
| 14 May | 22217.85 | 855.90 | - | 4,400 | -750 | 4,625 | ||||
| 13 May | 22104.05 | 825.90 | - | 7,750 | 350 | 5,375 | ||||
For NIFTY - strike price 22300 expiring on 25JUL2024
Delta for 22300 CE is -
Historical price for 22300 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 2094, which was 23.20 higher than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 20875
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 2070.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -450 which decreased total open position to 21000
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 2055, which was lower than the previous day. The implied volatity was -, the open interest changed by -175 which decreased total open position to 21450
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 1900, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 21625
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 1899, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 21700
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1925, which was lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 21725
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1813.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 5600 which increased total open position to 21825
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1687.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 16200
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 1334.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -425 which decreased total open position to 15800
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1408.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -400 which decreased total open position to 16250
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1340.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -375 which decreased total open position to 16675
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1428.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 17050
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 1373.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -175 which decreased total open position to 17200
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 1459.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17400
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 1340.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -300 which decreased total open position to 17400
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 1295.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 17700
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 1280.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -325 which decreased total open position to 17650
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 1261.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 17975
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 1240.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 18000
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 1315.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -1900 which decreased total open position to 18225
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 999.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -1975 which decreased total open position to 20125
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 787.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 10600 which increased total open position to 22100
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 569.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -750 which decreased total open position to 11500
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 1400.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 12250
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 988.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 625 which increased total open position to 11875
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 942.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 11250
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 1125.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11300
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 1206.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11350
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 1249.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 575 which increased total open position to 9650
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 1250.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 9075
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 1235.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -525 which decreased total open position to 8825
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 1009.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 9350
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 995.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 9350
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 949.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -900 which decreased total open position to 9100
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 909.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 525 which increased total open position to 10075
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 907.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 4350 which increased total open position to 9550
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 827.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 725 which increased total open position to 5225
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 855.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -750 which decreased total open position to 4625
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 825.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 5375
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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 | -2.55 | - | 1,98,500 | 14,875 | 1,46,300 |
| 4 Jul | 24302.15 | 10.45 | - | 3,41,675 | -89,100 | 1,31,425 | |
| 3 Jul | 24286.50 | 12 | - | 2,53,875 | 74,175 | 2,20,525 | |
| 2 Jul | 24123.85 | 15.9 | - | 1,86,500 | -17,900 | 1,47,450 | |
| 1 Jul | 24141.95 | 18.1 | - | 2,58,000 | -12,950 | 1,65,350 | |
| 28 Jun | 24010.60 | 29.55 | - | 3,12,075 | -36,675 | 1,78,300 | |
| 27 Jun | 24044.50 | 30 | - | 3,04,925 | -28,500 | 2,14,975 | |
| 26 Jun | 23868.80 | 34.05 | - | 3,60,850 | 4,050 | 2,44,400 | |
| 25 Jun | 23721.30 | 45.05 | - | 2,91,825 | 16,225 | 2,40,350 | |
| 24 Jun | 23537.85 | 52.5 | - | 1,78,350 | 30,125 | 2,23,875 | |
| 21 Jun | 23501.10 | 56.95 | - | 2,44,775 | 26,925 | 1,93,900 | |
| 20 Jun | 23567.00 | 53.35 | - | 1,26,225 | 16,300 | 1,65,650 | |
| 19 Jun | 23516.00 | 65.20 | - | 1,41,750 | 20,075 | 1,49,350 | |
| 18 Jun | 23557.90 | 53.70 | - | 1,55,500 | 26,875 | 1,31,825 | |
| 14 Jun | 23465.60 | 67.10 | - | 1,35,450 | 39,350 | 1,04,950 | |
| 13 Jun | 23398.90 | 80.50 | - | 1,03,175 | 15,250 | 64,700 | |
| 12 Jun | 23322.95 | 100.10 | - | 50,925 | -775 | 48,900 | |
| 11 Jun | 23264.85 | 120.00 | - | 36,200 | 9,200 | 49,250 | |
| 10 Jun | 23259.20 | 150.85 | - | 38,000 | 8,850 | 39,950 | |
| 7 Jun | 23290.15 | 161.60 | - | 35,075 | 9,500 | 31,225 | |
| 6 Jun | 22821.40 | 233.00 | - | 49,450 | -1,250 | 21,725 | |
| 5 Jun | 22620.35 | 355.20 | - | 50,600 | 3,725 | 22,975 | |
| 4 Jun | 21884.50 | 556.80 | - | 1,19,450 | 2,825 | 19,250 | |
| 3 Jun | 23263.90 | 193.35 | - | 22,950 | -2,175 | 16,425 | |
| 31 May | 22530.70 | 449.00 | - | 15,700 | 1,200 | 18,450 | |
| 30 May | 22488.65 | 462.20 | - | 10,000 | 2,625 | 17,250 | |
| 29 May | 22704.70 | 409.15 | - | 2,625 | 225 | 14,625 | |
| 28 May | 22888.15 | 358.00 | - | 1,075 | -100 | 14,400 | |
| 27 May | 22932.45 | 331.10 | - | 3,225 | 725 | 14,350 | |
| 24 May | 22957.10 | 324.85 | - | 6,225 | 400 | 13,425 | |
| 23 May | 22967.65 | 331.80 | - | 7,975 | -575 | 12,925 | |
| 22 May | 22597.80 | 433.30 | - | 8,650 | -25 | 13,550 | |
| 21 May | 22529.05 | 471.95 | - | 3,175 | 1,150 | 13,600 | |
| 18 May | 22502.00 | 485.40 | - | 925 | 275 | 12,775 | |
| 17 May | 22466.10 | 490.45 | - | 3,250 | 675 | 12,475 | |
| 16 May | 22403.85 | 510.00 | - | 6,925 | -175 | 11,800 | |
| 15 May | 22200.55 | 609.95 | - | 1,500 | 275 | 11,975 | |
| 14 May | 22217.85 | 609.95 | - | 925 | 25 | 11,725 | |
| 13 May | 22104.05 | 671.95 | - | 6,050 | -275 | 11,700 | |
For NIFTY - strike price 22300 expiring on 25JUL2024
Delta for 22300 PE is -
Historical price for 22300 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 7.9, which was -2.55 lower than the previous day. The implied volatity was -, the open interest changed by 14875 which increased total open position to 146300
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 10.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -89100 which decreased total open position to 131425
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 12, which was lower than the previous day. The implied volatity was -, the open interest changed by 74175 which increased total open position to 220525
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 15.9, which was lower than the previous day. The implied volatity was -, the open interest changed by -17900 which decreased total open position to 147450
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 18.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -12950 which decreased total open position to 165350
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 29.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -36675 which decreased total open position to 178300
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 30, which was lower than the previous day. The implied volatity was -, the open interest changed by -28500 which decreased total open position to 214975
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 34.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 4050 which increased total open position to 244400
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 45.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 16225 which increased total open position to 240350
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 52.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 30125 which increased total open position to 223875
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 56.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 26925 which increased total open position to 193900
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 53.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 16300 which increased total open position to 165650
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 65.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 20075 which increased total open position to 149350
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 53.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 26875 which increased total open position to 131825
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 67.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 39350 which increased total open position to 104950
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 80.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 15250 which increased total open position to 64700
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 100.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -775 which decreased total open position to 48900
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 120.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 9200 which increased total open position to 49250
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 150.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 8850 which increased total open position to 39950
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 161.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 9500 which increased total open position to 31225
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 233.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -1250 which decreased total open position to 21725
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 355.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 3725 which increased total open position to 22975
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 556.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 2825 which increased total open position to 19250
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 193.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -2175 which decreased total open position to 16425
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 449.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1200 which increased total open position to 18450
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 462.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 2625 which increased total open position to 17250
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 409.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 14625
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 358.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 14400
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 331.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 725 which increased total open position to 14350
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 324.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 13425
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 331.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -575 which decreased total open position to 12925
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 433.30, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 13550
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 471.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 1150 which increased total open position to 13600
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 485.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 12775
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 490.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 675 which increased total open position to 12475
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 510.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -175 which decreased total open position to 11800
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 609.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 11975
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 609.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 11725
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 671.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -275 which decreased total open position to 11700