NIFTY
Nifty
Historical option data for NIFTY
05 Jul 2024 04:11 PM IST
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 24323.85 | 1705 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Jul | 24302.15 | 1705 | - | 0 | 0 | 0 | ||||
| 3 Jul | 24286.50 | 1705 | - | 0 | 0 | 0 | ||||
| 2 Jul | 24123.85 | 1705 | - | 0 | 0 | 0 | ||||
| 1 Jul | 24141.95 | 1705 | - | 0 | 0 | 0 | ||||
| 28 Jun | 24010.60 | 1705 | - | 0 | 0 | 0 | ||||
| 27 Jun | 24044.50 | 1705 | - | 2,000 | 0 | 1,650 | ||||
| 26 Jun | 23868.80 | 1521.85 | - | 0 | 75 | 0 | ||||
| 25 Jun | 23721.30 | 1521.85 | - | 100 | 75 | 1,625 | ||||
| 24 Jun | 23537.85 | 1346.8 | - | 150 | 0 | 1,550 | ||||
| 21 Jun | 23501.10 | 1332.85 | - | 225 | 75 | 1,550 | ||||
| 20 Jun | 23567.00 | 1379.85 | - | 175 | 50 | 1,400 | ||||
| 19 Jun | 23516.00 | 1424.10 | - | 125 | 0 | 1,350 | ||||
| 18 Jun | 23557.90 | 1380.75 | - | 50 | 0 | 1,350 | ||||
| 14 Jun | 23465.60 | 1287.45 | - | 650 | -125 | 1,350 | ||||
| 13 Jun | 23398.90 | 1256.55 | - | 375 | 0 | 1,700 | ||||
| 12 Jun | 23322.95 | 1237.35 | - | 825 | -25 | 1,500 | ||||
|
|
||||||||||
| 11 Jun | 23264.85 | 1251.20 | - | 400 | 25 | 1,525 | ||||
| 10 Jun | 23259.20 | 1185.65 | - | 2,525 | 325 | 1,500 | ||||
| 7 Jun | 23290.15 | 1152.45 | - | 275 | 0 | 1,200 | ||||
| 6 Jun | 22821.40 | 952.45 | - | 1,150 | 100 | 1,200 | ||||
| 5 Jun | 22620.35 | 792.45 | - | 700 | 200 | 1,100 | ||||
| 4 Jun | 21884.50 | 663.40 | - | 525 | 275 | 900 | ||||
| 3 Jun | 23263.90 | 1411.35 | - | 100 | 0 | 625 | ||||
| 31 May | 22530.70 | 886.45 | - | 50 | 625 | 625 | ||||
| 30 May | 22488.65 | 884.00 | - | 0 | 0 | 0 | ||||
| 29 May | 22704.70 | 884.00 | - | 0 | 0 | 0 | ||||
| 28 May | 22888.15 | 884.00 | - | 0 | 0 | 0 | ||||
| 27 May | 22932.45 | 884.00 | - | 0 | 0 | 600 | ||||
| 24 May | 22957.10 | 884.00 | - | 0 | 0 | 600 | ||||
| 23 May | 22967.65 | 884.00 | - | 0 | 0 | 0 | ||||
| 22 May | 22597.80 | 884.00 | - | 0 | 0 | 0 | ||||
| 21 May | 22529.05 | 884.00 | - | 0 | 0 | 0 | ||||
| 18 May | 22502.00 | 884.00 | - | 0 | -300 | 0 | ||||
| 17 May | 22466.10 | 884.00 | - | 500 | -175 | 650 | ||||
| 16 May | 22403.85 | 750.00 | - | 325 | 50 | 825 | ||||
| 15 May | 22200.55 | 799.65 | - | 1,175 | 125 | 775 | ||||
| 14 May | 22217.85 | 828.85 | - | 100 | 75 | 625 | ||||
| 13 May | 22104.05 | 794.65 | - | 100 | 50 | 550 | ||||
For NIFTY - strike price 22350 expiring on 25JUL2024
Delta for 22350 CE is -
Historical price for 22350 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 1705, 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 1705, 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 1705, 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 1705, 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 1705, 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 1705, 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 Jun NIFTY was trading at 24044.50. The strike last trading price was 1705, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1650
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1521.85, 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 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 1521.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 1625
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1346.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1550
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1332.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 1550
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1379.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 1400
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 1424.10, 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 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 1380.75, 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 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 1287.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 1350
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 1256.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1700
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 1237.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 1500
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 1251.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 1525
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 1185.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 325 which increased total open position to 1500
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 1152.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1200
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 952.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 1200
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 792.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 1100
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 663.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 900
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 1411.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 625
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 886.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 625 which increased total open position to 625
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 884.00, 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 29 May NIFTY was trading at 22704.70. The strike last trading price was 884.00, 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 28 May NIFTY was trading at 22888.15. The strike last trading price was 884.00, 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 27 May NIFTY was trading at 22932.45. The strike last trading price was 884.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 600
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 884.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 600
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 884.00, 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 884.00, 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 884.00, 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 884.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -300 which decreased total open position to 0
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 884.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -175 which decreased total open position to 650
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 750.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 825
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 799.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 775
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 828.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 625
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 794.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 550
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
|||||||
|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 24323.85 | 8.4 | -2.20 | - | 5,775 | -700 | 5,850 |
| 4 Jul | 24302.15 | 10.6 | - | 16,200 | -1,525 | 6,550 | |
| 3 Jul | 24286.50 | 12.8 | - | 9,250 | 350 | 8,075 | |
| 2 Jul | 24123.85 | 18 | - | 11,200 | 100 | 7,775 | |
| 1 Jul | 24141.95 | 19.5 | - | 8,925 | -775 | 7,675 | |
| 28 Jun | 24010.60 | 32 | - | 19,550 | -1,425 | 8,450 | |
| 27 Jun | 24044.50 | 33 | - | 17,150 | -5,575 | 9,875 | |
| 26 Jun | 23868.80 | 37 | - | 12,500 | -2,275 | 15,450 | |
| 25 Jun | 23721.30 | 48 | - | 4,975 | 1,000 | 17,725 | |
| 24 Jun | 23537.85 | 57.5 | - | 2,525 | 900 | 16,725 | |
| 21 Jun | 23501.10 | 65.60 | - | 9,000 | 3,150 | 15,450 | |
| 20 Jun | 23567.00 | 56.95 | - | 3,575 | 750 | 12,350 | |
| 19 Jun | 23516.00 | 70.00 | - | 6,750 | 2,900 | 11,600 | |
| 18 Jun | 23557.90 | 58.60 | - | 15,925 | 2,325 | 8,825 | |
| 14 Jun | 23465.60 | 72.00 | - | 6,800 | 1,625 | 6,500 | |
| 13 Jun | 23398.90 | 85.90 | - | 2,200 | 0 | 4,875 | |
| 12 Jun | 23322.95 | 110.10 | - | 1,250 | 75 | 4,825 | |
| 11 Jun | 23264.85 | 133.30 | - | 2,575 | 1,000 | 4,750 | |
| 10 Jun | 23259.20 | 167.50 | - | 2,300 | 2,025 | 3,775 | |
| 7 Jun | 23290.15 | 270.00 | - | 125 | 0 | 1,625 | |
| 6 Jun | 22821.40 | 270.00 | - | 650 | -125 | 1,625 | |
| 5 Jun | 22620.35 | 396.05 | - | 1,200 | 550 | 1,750 | |
| 4 Jun | 21884.50 | 764.65 | - | 75 | 50 | 1,200 | |
| 3 Jun | 23263.90 | 218.35 | - | 50 | -25 | 1,150 | |
| 31 May | 22530.70 | 451.65 | - | 300 | 250 | 1,175 | |
| 30 May | 22488.65 | 492.30 | - | 275 | 925 | 925 | |
| 29 May | 22704.70 | 500.00 | - | 0 | 0 | 0 | |
| 28 May | 22888.15 | 500.00 | - | 0 | 0 | 0 | |
| 27 May | 22932.45 | 500.00 | - | 0 | 0 | 0 | |
| 24 May | 22957.10 | 500.00 | - | 0 | 0 | 0 | |
| 23 May | 22967.65 | 500.00 | - | 0 | 0 | 0 | |
| 22 May | 22597.80 | 500.00 | - | 0 | 0 | 0 | |
| 21 May | 22529.05 | 500.00 | - | 0 | 0 | 0 | |
| 18 May | 22502.00 | 500.00 | - | 200 | 0 | 1,100 | |
| 17 May | 22466.10 | 501.65 | - | 400 | 400 | 1,000 | |
| 16 May | 22403.85 | 600.15 | - | 500 | -200 | 600 | |
| 15 May | 22200.55 | 623.15 | - | 1,050 | 50 | 700 | |
| 14 May | 22217.85 | 616.90 | - | 50 | 100 | 600 | |
| 13 May | 22104.05 | 693.35 | - | 100 | 0 | 500 | |
For NIFTY - strike price 22350 expiring on 25JUL2024
Delta for 22350 PE is -
Historical price for 22350 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 8.4, which was -2.20 lower than the previous day. The implied volatity was -, the open interest changed by -700 which decreased total open position to 5850
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 10.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -1525 which decreased total open position to 6550
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 12.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 8075
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 18, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 7775
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 19.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -775 which decreased total open position to 7675
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 32, which was lower than the previous day. The implied volatity was -, the open interest changed by -1425 which decreased total open position to 8450
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 33, which was lower than the previous day. The implied volatity was -, the open interest changed by -5575 which decreased total open position to 9875
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 37, which was lower than the previous day. The implied volatity was -, the open interest changed by -2275 which decreased total open position to 15450
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 48, which was lower than the previous day. The implied volatity was -, the open interest changed by 1000 which increased total open position to 17725
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 57.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 16725
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 65.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 3150 which increased total open position to 15450
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 56.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 12350
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 70.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2900 which increased total open position to 11600
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 58.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 2325 which increased total open position to 8825
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 72.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1625 which increased total open position to 6500
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 85.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4875
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 110.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 4825
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 133.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 1000 which increased total open position to 4750
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 167.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 2025 which increased total open position to 3775
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 270.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1625
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 270.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 1625
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 396.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 1750
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 764.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 1200
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 218.35, 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 31 May NIFTY was trading at 22530.70. The strike last trading price was 451.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 1175
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 492.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 925 which increased total open position to 925
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 500.00, 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 28 May NIFTY was trading at 22888.15. The strike last trading price was 500.00, 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 27 May NIFTY was trading at 22932.45. The strike last trading price was 500.00, 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 24 May NIFTY was trading at 22957.10. The strike last trading price was 500.00, 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 23 May NIFTY was trading at 22967.65. The strike last trading price was 500.00, 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 500.00, 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 500.00, 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 500.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1100
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 501.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 1000
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 600.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 600
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 623.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 700
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 616.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 600
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 693.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 500