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 | 1941.15 | -21.85 | - | 125 | -25 | 20,500 | |||
| 4 Jul | 24302.15 | 1963 | - | 2,125 | -175 | 20,525 | ||||
| 3 Jul | 24286.50 | 1949 | - | 3,825 | -2,500 | 20,700 | ||||
| 2 Jul | 24123.85 | 1816.3 | - | 3,025 | 450 | 23,300 | ||||
| 1 Jul | 24141.95 | 1793.95 | - | 225 | -125 | 22,850 | ||||
| 28 Jun | 24010.60 | 1685.3 | - | 2,100 | -650 | 22,975 | ||||
| 27 Jun | 24044.50 | 1685.5 | - | 18,350 | -900 | 23,625 | ||||
| 26 Jun | 23868.80 | 1587.95 | - | 1,175 | -25 | 24,500 | ||||
| 25 Jun | 23721.30 | 1490.85 | - | 8,250 | 1,250 | 24,525 | ||||
| 24 Jun | 23537.85 | 1344 | - | 950 | 125 | 23,300 | ||||
| 21 Jun | 23501.10 | 1254.95 | - | 5,475 | 725 | 23,275 | ||||
| 20 Jun | 23567.00 | 1355.00 | - | 1,350 | 425 | 22,475 | ||||
| 19 Jun | 23516.00 | 1282.90 | - | 6,700 | -1,225 | 22,050 | ||||
| 18 Jun | 23557.90 | 1352.00 | - | 2,350 | 75 | 23,275 | ||||
| 14 Jun | 23465.60 | 1252.00 | - | 275 | 125 | 23,200 | ||||
| 13 Jun | 23398.90 | 1217.90 | - | 11,550 | 6,925 | 23,900 | ||||
| 12 Jun | 23322.95 | 1210.95 | - | 600 | -175 | 16,975 | ||||
| 11 Jun | 23264.85 | 1142.80 | - | 2,450 | -450 | 16,850 | ||||
| 10 Jun | 23259.20 | 1135.00 | - | 650 | -350 | 17,300 | ||||
| 7 Jun | 23290.15 | 1235.00 | - | 4,300 | -975 | 17,750 | ||||
| 6 Jun | 22821.40 | 917.00 | - | 13,200 | -875 | 18,725 | ||||
| 5 Jun | 22620.35 | 742.60 | - | 53,775 | 4,275 | 19,600 | ||||
| 4 Jun | 21884.50 | 676.95 | - | 72,675 | 2,800 | 15,325 | ||||
| 3 Jun | 23263.90 | 1359.75 | - | 3,150 | -100 | 12,525 | ||||
| 31 May | 22530.70 | 932.45 | - | 9,300 | 1,075 | 12,625 | ||||
| 30 May | 22488.65 | 894.45 | - | 12,900 | 4,175 | 11,550 | ||||
| 29 May | 22704.70 | 1014.00 | - | 1,925 | -125 | 7,375 | ||||
| 28 May | 22888.15 | 1136.00 | - | 450 | -75 | 7,500 | ||||
| 27 May | 22932.45 | 1165.50 | - | 3,400 | -425 | 7,675 | ||||
| 24 May | 22957.10 | 1173.95 | - | 8,250 | -1,825 | 8,100 | ||||
| 23 May | 22967.65 | 1145.05 | - | 4,475 | 25 | 9,925 | ||||
| 22 May | 22597.80 | 942.95 | - | 1,875 | 350 | 9,900 | ||||
| 21 May | 22529.05 | 926.05 | - | 3,125 | -225 | 9,575 | ||||
| 18 May | 22502.00 | 893.55 | - | 425 | -75 | 9,925 | ||||
| 17 May | 22466.10 | 863.00 | - | 7,575 | 1,525 | 9,950 | ||||
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| 16 May | 22403.85 | 836.00 | - | 7,450 | -75 | 8,425 | ||||
| 15 May | 22200.55 | 770.50 | - | 3,425 | 2,150 | 8,825 | ||||
| 14 May | 22217.85 | 800.55 | - | 1,000 | 550 | 6,675 | ||||
| 13 May | 22104.05 | 771.85 | - | 5,325 | -375 | 6,125 | ||||
For NIFTY - strike price 22400 expiring on 25JUL2024
Delta for 22400 CE is -
Historical price for 22400 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 1941.15, which was -21.85 lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 20500
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 1963, which was lower than the previous day. The implied volatity was -, the open interest changed by -175 which decreased total open position to 20525
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 1949, which was lower than the previous day. The implied volatity was -, the open interest changed by -2500 which decreased total open position to 20700
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 1816.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 23300
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 1793.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 22850
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1685.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -650 which decreased total open position to 22975
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1685.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -900 which decreased total open position to 23625
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1587.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 24500
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 1490.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 1250 which increased total open position to 24525
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1344, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 23300
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1254.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 725 which increased total open position to 23275
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1355.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 425 which increased total open position to 22475
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 1282.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -1225 which decreased total open position to 22050
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 1352.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 23275
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 1252.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 23200
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 1217.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 6925 which increased total open position to 23900
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 1210.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -175 which decreased total open position to 16975
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 1142.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -450 which decreased total open position to 16850
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 1135.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -350 which decreased total open position to 17300
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 1235.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -975 which decreased total open position to 17750
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 917.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -875 which decreased total open position to 18725
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 742.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 4275 which increased total open position to 19600
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 676.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 2800 which increased total open position to 15325
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 1359.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 12525
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 932.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 1075 which increased total open position to 12625
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 894.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 4175 which increased total open position to 11550
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 1014.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 7375
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 1136.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 7500
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 1165.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -425 which decreased total open position to 7675
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 1173.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -1825 which decreased total open position to 8100
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 1145.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 9925
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 942.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 9900
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 926.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -225 which decreased total open position to 9575
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 893.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 9925
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 863.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1525 which increased total open position to 9950
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 836.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 8425
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 770.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 2150 which increased total open position to 8825
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 800.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 6675
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 771.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -375 which decreased total open position to 6125
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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 | 8.5 | -2.50 | - | 2,39,975 | 46,325 | 2,25,450 |
| 4 Jul | 24302.15 | 11 | - | 2,84,125 | 13,850 | 1,79,125 | |
| 3 Jul | 24286.50 | 13.25 | - | 2,72,100 | -4,700 | 1,65,275 | |
| 2 Jul | 24123.85 | 18.55 | - | 2,18,975 | -13,300 | 1,70,175 | |
| 1 Jul | 24141.95 | 20.35 | - | 2,25,775 | -14,450 | 1,83,475 | |
| 28 Jun | 24010.60 | 28 | - | 3,87,025 | -44,125 | 1,97,925 | |
| 27 Jun | 24044.50 | 33.6 | - | 5,02,400 | -17,850 | 2,42,050 | |
| 26 Jun | 23868.80 | 39.8 | - | 2,62,900 | 6,425 | 2,61,350 | |
| 25 Jun | 23721.30 | 54 | - | 1,56,825 | 3,800 | 2,54,925 | |
| 24 Jun | 23537.85 | 61 | - | 1,67,425 | 31,500 | 2,51,225 | |
| 21 Jun | 23501.10 | 66.60 | - | 1,86,075 | -975 | 2,21,325 | |
| 20 Jun | 23567.00 | 61.20 | - | 2,73,950 | 86,050 | 2,21,225 | |
| 19 Jun | 23516.00 | 74.00 | - | 1,24,325 | 8,625 | 1,35,175 | |
| 18 Jun | 23557.90 | 61.25 | - | 1,40,900 | 25,125 | 1,26,500 | |
| 14 Jun | 23465.60 | 78.00 | - | 1,14,500 | 26,425 | 1,01,375 | |
| 13 Jun | 23398.90 | 94.75 | - | 87,300 | 12,125 | 74,550 | |
| 12 Jun | 23322.95 | 120.80 | - | 62,550 | 9,100 | 62,500 | |
| 11 Jun | 23264.85 | 140.75 | - | 48,625 | 5,875 | 53,650 | |
| 10 Jun | 23259.20 | 178.30 | - | 37,600 | 10,900 | 47,675 | |
| 7 Jun | 23290.15 | 177.85 | - | 50,025 | -300 | 36,775 | |
| 6 Jun | 22821.40 | 258.30 | - | 68,900 | -175 | 37,075 | |
| 5 Jun | 22620.35 | 394.95 | - | 76,500 | -4,525 | 37,250 | |
| 4 Jun | 21884.50 | 687.95 | - | 1,38,375 | 5,400 | 41,775 | |
| 3 Jun | 23263.90 | 245.05 | - | 51,250 | -4,275 | 36,375 | |
| 31 May | 22530.70 | 483.80 | - | 20,550 | 3,350 | 40,650 | |
| 30 May | 22488.65 | 495.05 | - | 23,925 | 11,800 | 37,300 | |
| 29 May | 22704.70 | 440.20 | - | 7,775 | 1,225 | 25,500 | |
| 28 May | 22888.15 | 384.55 | - | 2,075 | 625 | 24,275 | |
| 27 May | 22932.45 | 357.20 | - | 4,525 | 575 | 23,650 | |
| 24 May | 22957.10 | 348.85 | - | 8,325 | 2,925 | 23,025 | |
| 23 May | 22967.65 | 356.75 | - | 31,575 | 7,650 | 20,175 | |
| 22 May | 22597.80 | 465.95 | - | 4,600 | 2,100 | 12,550 | |
| 21 May | 22529.05 | 505.80 | - | 4,100 | 150 | 10,400 | |
| 18 May | 22502.00 | 525.00 | - | 625 | -75 | 10,175 | |
| 17 May | 22466.10 | 525.00 | - | 8,475 | 3,825 | 10,250 | |
| 16 May | 22403.85 | 569.25 | - | 8,850 | 825 | 6,425 | |
| 15 May | 22200.55 | 651.80 | - | 2,275 | 75 | 5,600 | |
| 14 May | 22217.85 | 644.90 | - | 3,000 | 1,175 | 5,475 | |
| 13 May | 22104.05 | 717.30 | - | 4,825 | -625 | 4,300 | |
For NIFTY - strike price 22400 expiring on 25JUL2024
Delta for 22400 PE is -
Historical price for 22400 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 8.5, which was -2.50 lower than the previous day. The implied volatity was -, the open interest changed by 46325 which increased total open position to 225450
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 11, which was lower than the previous day. The implied volatity was -, the open interest changed by 13850 which increased total open position to 179125
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 13.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -4700 which decreased total open position to 165275
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 18.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -13300 which decreased total open position to 170175
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 20.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -14450 which decreased total open position to 183475
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 28, which was lower than the previous day. The implied volatity was -, the open interest changed by -44125 which decreased total open position to 197925
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 33.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -17850 which decreased total open position to 242050
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 39.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 6425 which increased total open position to 261350
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 54, which was lower than the previous day. The implied volatity was -, the open interest changed by 3800 which increased total open position to 254925
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 61, which was lower than the previous day. The implied volatity was -, the open interest changed by 31500 which increased total open position to 251225
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 66.60, which was lower than the previous day. The implied volatity was -, the open interest changed by -975 which decreased total open position to 221325
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 61.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 86050 which increased total open position to 221225
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 74.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 8625 which increased total open position to 135175
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 61.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 25125 which increased total open position to 126500
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 78.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 26425 which increased total open position to 101375
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 94.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 12125 which increased total open position to 74550
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 120.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 9100 which increased total open position to 62500
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 140.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 5875 which increased total open position to 53650
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 178.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 10900 which increased total open position to 47675
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 177.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -300 which decreased total open position to 36775
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 258.30, which was lower than the previous day. The implied volatity was -, the open interest changed by -175 which decreased total open position to 37075
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 394.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -4525 which decreased total open position to 37250
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 687.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 5400 which increased total open position to 41775
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 245.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -4275 which decreased total open position to 36375
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 483.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 3350 which increased total open position to 40650
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 495.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 11800 which increased total open position to 37300
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 440.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 1225 which increased total open position to 25500
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 384.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 625 which increased total open position to 24275
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 357.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 575 which increased total open position to 23650
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 348.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 2925 which increased total open position to 23025
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 356.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 7650 which increased total open position to 20175
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 465.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 2100 which increased total open position to 12550
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 505.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 10400
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 525.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 10175
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 525.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3825 which increased total open position to 10250
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 569.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 825 which increased total open position to 6425
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 651.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 5600
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 644.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 1175 which increased total open position to 5475
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 717.30, which was lower than the previous day. The implied volatity was -, the open interest changed by -625 which decreased total open position to 4300