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 | 1906.75 | -24.95 | - | 25 | 1,375 | 1,375 | |||
| 4 Jul | 24302.15 | 1931.7 | - | 0 | 0 | 0 | ||||
| 3 Jul | 24286.50 | 1931.7 | - | 325 | 0 | 1,475 | ||||
| 2 Jul | 24123.85 | 1800 | - | 0 | 0 | 0 | ||||
| 1 Jul | 24141.95 | 1800 | - | 0 | 0 | 0 | ||||
| 28 Jun | 24010.60 | 1800 | - | 25 | 0 | 1,450 | ||||
| 27 Jun | 24044.50 | 1578.1 | - | 175 | -25 | 1,450 | ||||
| 26 Jun | 23868.80 | 1449.5 | - | 125 | 150 | 1,475 | ||||
| 25 Jun | 23721.30 | 1409.65 | - | 225 | -100 | 1,325 | ||||
| 24 Jun | 23537.85 | 1274 | - | 150 | 0 | 1,300 | ||||
| 21 Jun | 23501.10 | 1205.75 | - | 675 | 350 | 1,350 | ||||
| 20 Jun | 23567.00 | 1288.40 | - | 175 | -25 | 1,000 | ||||
| 19 Jun | 23516.00 | 1351.95 | - | 175 | 0 | 1,025 | ||||
| 18 Jun | 23557.90 | 1281.55 | - | 75 | 125 | 1,025 | ||||
| 14 Jun | 23465.60 | 1237.25 | - | 125 | 50 | 900 | ||||
| 13 Jun | 23398.90 | 1172.85 | - | 200 | 0 | 750 | ||||
| 12 Jun | 23322.95 | 1150.85 | - | 300 | 0 | 750 | ||||
| 11 Jun | 23264.85 | 1107.30 | - | 375 | 50 | 775 | ||||
| 10 Jun | 23259.20 | 1129.00 | - | 475 | -300 | 700 | ||||
| 7 Jun | 23290.15 | 1143.45 | - | 125 | 0 | 1,050 | ||||
| 6 Jun | 22821.40 | 766.50 | - | 675 | 100 | 1,050 | ||||
| 5 Jun | 22620.35 | 674.40 | - | 900 | 125 | 950 | ||||
| 4 Jun | 21884.50 | 615.00 | - | 50 | 100 | 825 | ||||
| 3 Jun | 23263.90 | 1320.60 | - | 350 | -50 | 725 | ||||
| 31 May | 22530.70 | 901.75 | - | 6,300 | 875 | 875 | ||||
| 30 May | 22488.65 | 1005.20 | - | 0 | 0 | 0 | ||||
| 29 May | 22704.70 | 1005.20 | - | 900 | 0 | 1,000 | ||||
| 28 May | 22888.15 | 1059.00 | - | 0 | 0 | 1,000 | ||||
| 27 May | 22932.45 | 1059.00 | - | 0 | 0 | 0 | ||||
| 24 May | 22957.10 | 1059.00 | - | 0 | 0 | 0 | ||||
| 23 May | 22967.65 | 1059.00 | - | 50 | 0 | 1,000 | ||||
| 22 May | 22597.80 | 924.75 | - | 225 | -25 | 800 | ||||
| 21 May | 22529.05 | 898.75 | - | 250 | -50 | 875 | ||||
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| 18 May | 22502.00 | 826.05 | - | 0 | -25 | 0 | ||||
| 17 May | 22466.10 | 826.05 | - | 75 | -50 | 900 | ||||
| 16 May | 22403.85 | 831.00 | - | 425 | 300 | 950 | ||||
| 15 May | 22200.55 | 737.30 | - | 200 | 0 | 650 | ||||
| 14 May | 22217.85 | 757.55 | - | 325 | 175 | 675 | ||||
| 13 May | 22104.05 | 718.05 | - | 775 | 325 | 500 | ||||
For NIFTY - strike price 22450 expiring on 25JUL2024
Delta for 22450 CE is -
Historical price for 22450 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 1906.75, which was -24.95 lower than the previous day. The implied volatity was -, the open interest changed by 1375 which increased total open position to 1375
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 1931.7, 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 1931.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1475
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 1800, 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 1800, 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 1800, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1450
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1578.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 1450
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1449.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 1475
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 1409.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 1325
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1274, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1300
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1205.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 1350
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1288.40, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 1000
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 1351.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1025
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 1281.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 1025
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 1237.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 900
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 1172.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 750
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 1150.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 750
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 1107.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 775
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 1129.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -300 which decreased total open position to 700
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 1143.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1050
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 766.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 1050
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 674.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 950
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 615.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 825
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 1320.60, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 725
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 901.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 875 which increased total open position to 875
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 1005.20, 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 1005.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1000
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 1059.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1000
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 1059.00, 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 1059.00, 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 1059.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1000
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 924.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 800
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 898.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 875
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 826.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 0
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 826.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 900
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 831.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 950
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 737.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 650
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 757.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 675
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 718.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 325 which increased total open position to 500
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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 | 9.7 | -2.40 | - | 10,675 | 600 | 7,875 |
| 4 Jul | 24302.15 | 12.1 | - | 22,325 | -5,025 | 7,275 | |
| 3 Jul | 24286.50 | 16.4 | - | 5,475 | 275 | 12,300 | |
| 2 Jul | 24123.85 | 18.8 | - | 15,150 | -950 | 12,300 | |
| 1 Jul | 24141.95 | 22.15 | - | 6,525 | -2,000 | 13,250 | |
| 28 Jun | 24010.60 | 29.5 | - | 38,525 | -9,825 | 15,250 | |
| 27 Jun | 24044.50 | 37.45 | - | 19,100 | 1,725 | 25,075 | |
| 26 Jun | 23868.80 | 42.5 | - | 19,275 | 1,150 | 23,450 | |
| 25 Jun | 23721.30 | 56.6 | - | 15,275 | 2,300 | 22,300 | |
| 24 Jun | 23537.85 | 65.8 | - | 35,375 | 12,450 | 19,575 | |
| 21 Jun | 23501.10 | 69.60 | - | 5,125 | 1,500 | 7,075 | |
| 20 Jun | 23567.00 | 63.65 | - | 1,625 | 800 | 5,575 | |
| 19 Jun | 23516.00 | 80.25 | - | 6,325 | -525 | 4,775 | |
| 18 Jun | 23557.90 | 63.60 | - | 5,550 | 700 | 5,275 | |
| 14 Jun | 23465.60 | 83.00 | - | 4,950 | -1,200 | 4,575 | |
| 13 Jun | 23398.90 | 99.00 | - | 2,075 | -425 | 5,750 | |
| 12 Jun | 23322.95 | 129.10 | - | 2,650 | 1,675 | 6,150 | |
| 11 Jun | 23264.85 | 148.60 | - | 4,350 | 1,600 | 4,625 | |
| 10 Jun | 23259.20 | 183.00 | - | 1,400 | 575 | 3,025 | |
| 7 Jun | 23290.15 | 184.80 | - | 2,325 | 1,425 | 2,450 | |
| 6 Jun | 22821.40 | 268.95 | - | 1,650 | -375 | 1,025 | |
| 5 Jun | 22620.35 | 407.85 | - | 1,200 | -25 | 1,400 | |
| 4 Jun | 21884.50 | 1100.00 | - | 500 | -75 | 1,425 | |
| 3 Jun | 23263.90 | 237.70 | - | 450 | 250 | 1,500 | |
| 31 May | 22530.70 | 483.40 | - | 525 | 1,050 | 1,050 | |
| 30 May | 22488.65 | 430.00 | - | 0 | -25 | 0 | |
| 29 May | 22704.70 | 430.00 | - | 550 | -25 | 850 | |
| 28 May | 22888.15 | 331.25 | - | 0 | 0 | 0 | |
| 27 May | 22932.45 | 331.25 | - | 0 | -25 | 0 | |
| 24 May | 22957.10 | 331.25 | - | 25 | 0 | 900 | |
| 23 May | 22967.65 | 367.40 | - | 950 | 100 | 900 | |
| 22 May | 22597.80 | 496.45 | - | 350 | 0 | 1,150 | |
| 21 May | 22529.05 | 529.55 | - | 50 | 0 | 1,100 | |
| 18 May | 22502.00 | 531.45 | - | 50 | 25 | 1,125 | |
| 17 May | 22466.10 | 545.00 | - | 350 | 175 | 1,050 | |
| 16 May | 22403.85 | 565.85 | - | 725 | -75 | 875 | |
| 15 May | 22200.55 | 661.85 | - | 50 | 0 | 1,000 | |
| 14 May | 22217.85 | 742.60 | - | 0 | 300 | 0 | |
| 13 May | 22104.05 | 742.60 | - | 1,650 | 300 | 700 | |
For NIFTY - strike price 22450 expiring on 25JUL2024
Delta for 22450 PE is -
Historical price for 22450 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 9.7, which was -2.40 lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 7875
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 12.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -5025 which decreased total open position to 7275
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 16.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 12300
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 18.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -950 which decreased total open position to 12300
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 22.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -2000 which decreased total open position to 13250
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 29.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -9825 which decreased total open position to 15250
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 37.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 1725 which increased total open position to 25075
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 42.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 1150 which increased total open position to 23450
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 56.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 2300 which increased total open position to 22300
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 65.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 12450 which increased total open position to 19575
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 69.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 7075
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 63.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 800 which increased total open position to 5575
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 80.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -525 which decreased total open position to 4775
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 63.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 700 which increased total open position to 5275
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 83.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -1200 which decreased total open position to 4575
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 99.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -425 which decreased total open position to 5750
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 129.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 1675 which increased total open position to 6150
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 148.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 1600 which increased total open position to 4625
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 183.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 575 which increased total open position to 3025
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 184.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 1425 which increased total open position to 2450
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 268.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -375 which decreased total open position to 1025
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 407.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 1400
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 1100.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 1425
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 237.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 1500
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 483.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 1050 which increased total open position to 1050
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 -25 which decreased total open position to 0
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 430.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 850
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 331.25, 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 331.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 0
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 331.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 900
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 367.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 900
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 496.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1150
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 529.55, 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 18 May NIFTY was trading at 22502.00. The strike last trading price was 531.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 1125
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 545.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 1050
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 565.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 875
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 661.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1000
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 742.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 0
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 742.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 700