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 | 1891.25 | 17.70 | - | 11,750 | -2,900 | 3,39,300 | |||
| 4 Jul | 24302.15 | 1873.55 | - | 63,275 | 8,075 | 3,42,200 | ||||
| 3 Jul | 24286.50 | 1871.6 | - | 42,125 | -9,175 | 3,34,125 | ||||
| 2 Jul | 24123.85 | 1721.95 | - | 18,125 | -5,750 | 3,43,350 | ||||
| 1 Jul | 24141.95 | 1723 | - | 13,150 | -4,225 | 3,49,100 | ||||
| 28 Jun | 24010.60 | 1656.85 | - | 48,925 | -31,900 | 3,53,325 | ||||
| 27 Jun | 24044.50 | 1634.7 | - | 2,19,175 | 42,525 | 3,85,225 | ||||
| 26 Jun | 23868.80 | 1504.75 | - | 83,200 | 4,500 | 3,42,750 | ||||
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| 25 Jun | 23721.30 | 1396.65 | - | 1,40,025 | 44,500 | 3,38,250 | ||||
| 24 Jun | 23537.85 | 1250 | - | 1,43,000 | 7,275 | 2,93,875 | ||||
| 21 Jun | 23501.10 | 1155.00 | - | 1,68,550 | 7,650 | 2,86,475 | ||||
| 20 Jun | 23567.00 | 1274.90 | - | 1,00,750 | -450 | 2,78,925 | ||||
| 19 Jun | 23516.00 | 1207.80 | - | 1,34,875 | -400 | 2,79,375 | ||||
| 18 Jun | 23557.90 | 1260.35 | - | 71,700 | -1,100 | 2,79,850 | ||||
| 14 Jun | 23465.60 | 1170.00 | - | 62,725 | -1,025 | 2,80,950 | ||||
| 13 Jun | 23398.90 | 1132.95 | - | 85,075 | -10,475 | 2,82,025 | ||||
| 12 Jun | 23322.95 | 1124.70 | - | 84,950 | 6,475 | 2,92,675 | ||||
| 11 Jun | 23264.85 | 1081.15 | - | 58,200 | 5,500 | 2,86,250 | ||||
| 10 Jun | 23259.20 | 1072.55 | - | 86,075 | -800 | 2,80,850 | ||||
| 7 Jun | 23290.15 | 1154.40 | - | 2,29,150 | 4,050 | 2,82,050 | ||||
| 6 Jun | 22821.40 | 850.00 | - | 3,28,400 | -22,050 | 2,78,000 | ||||
| 5 Jun | 22620.35 | 665.00 | - | 6,23,500 | 29,950 | 3,00,050 | ||||
| 4 Jun | 21884.50 | 480.00 | - | 5,88,500 | 1,01,775 | 2,70,100 | ||||
| 3 Jun | 23263.90 | 1306.60 | - | 1,40,175 | -5,650 | 1,68,325 | ||||
| 31 May | 22530.70 | 862.00 | - | 1,92,800 | 69,850 | 1,73,950 | ||||
| 30 May | 22488.65 | 827.00 | - | 1,23,850 | 34,900 | 1,04,100 | ||||
| 29 May | 22704.70 | 950.55 | - | 20,975 | -3,150 | 69,200 | ||||
| 28 May | 22888.15 | 1060.20 | - | 20,525 | -4,650 | 72,425 | ||||
| 27 May | 22932.45 | 1101.50 | - | 32,450 | -4,475 | 80,950 | ||||
| 24 May | 22957.10 | 1090.00 | - | 33,450 | 875 | 86,000 | ||||
| 23 May | 22967.65 | 1071.50 | - | 65,575 | -10,275 | 85,350 | ||||
| 22 May | 22597.80 | 881.00 | - | 26,650 | 6,225 | 95,675 | ||||
| 21 May | 22529.05 | 856.00 | - | 51,675 | 5,275 | 89,500 | ||||
| 18 May | 22502.00 | 832.70 | - | 9,225 | -600 | 84,225 | ||||
| 17 May | 22466.10 | 798.00 | - | 61,425 | 13,025 | 84,825 | ||||
| 16 May | 22403.85 | 780.30 | - | 64,225 | 5,775 | 71,800 | ||||
| 15 May | 22200.55 | 713.50 | - | 27,300 | 7,325 | 66,100 | ||||
| 14 May | 22217.85 | 755.85 | - | 52,150 | 9,450 | 59,175 | ||||
| 13 May | 22104.05 | 721.20 | - | 24,950 | 1,850 | 49,725 | ||||
For NIFTY - strike price 22500 expiring on 25JUL2024
Delta for 22500 CE is -
Historical price for 22500 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 1891.25, which was 17.70 higher than the previous day. The implied volatity was -, the open interest changed by -2900 which decreased total open position to 339300
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 1873.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 8075 which increased total open position to 342200
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 1871.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -9175 which decreased total open position to 334125
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 1721.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -5750 which decreased total open position to 343350
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 1723, which was lower than the previous day. The implied volatity was -, the open interest changed by -4225 which decreased total open position to 349100
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1656.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -31900 which decreased total open position to 353325
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1634.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 42525 which increased total open position to 385225
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1504.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 342750
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 1396.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 44500 which increased total open position to 338250
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1250, which was lower than the previous day. The implied volatity was -, the open interest changed by 7275 which increased total open position to 293875
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1155.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 7650 which increased total open position to 286475
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1274.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -450 which decreased total open position to 278925
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 1207.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -400 which decreased total open position to 279375
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 1260.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -1100 which decreased total open position to 279850
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 1170.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -1025 which decreased total open position to 280950
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 1132.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -10475 which decreased total open position to 282025
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 1124.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 6475 which increased total open position to 292675
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 1081.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 5500 which increased total open position to 286250
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 1072.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -800 which decreased total open position to 280850
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 1154.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 4050 which increased total open position to 282050
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 850.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -22050 which decreased total open position to 278000
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 665.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 29950 which increased total open position to 300050
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 480.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 101775 which increased total open position to 270100
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 1306.60, which was lower than the previous day. The implied volatity was -, the open interest changed by -5650 which decreased total open position to 168325
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 862.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 69850 which increased total open position to 173950
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 827.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 34900 which increased total open position to 104100
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 950.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -3150 which decreased total open position to 69200
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 1060.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -4650 which decreased total open position to 72425
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 1101.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -4475 which decreased total open position to 80950
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 1090.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 875 which increased total open position to 86000
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 1071.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -10275 which decreased total open position to 85350
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 881.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 6225 which increased total open position to 95675
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 856.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 5275 which increased total open position to 89500
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 832.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -600 which decreased total open position to 84225
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 798.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 13025 which increased total open position to 84825
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 780.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 5775 which increased total open position to 71800
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 713.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 7325 which increased total open position to 66100
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 755.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 9450 which increased total open position to 59175
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 721.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 1850 which increased total open position to 49725
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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 | 10 | -2.65 | - | 7,85,525 | -37,525 | 16,51,900 |
| 4 Jul | 24302.15 | 12.65 | - | 14,05,575 | -375 | 16,89,425 | |
| 3 Jul | 24286.50 | 14.95 | - | 10,25,300 | -1,28,175 | 16,89,800 | |
| 2 Jul | 24123.85 | 21.95 | - | 8,97,900 | -1,20,825 | 18,22,500 | |
| 1 Jul | 24141.95 | 22.85 | - | 11,15,425 | 1,42,650 | 19,43,325 | |
| 28 Jun | 24010.60 | 31.6 | - | 16,76,075 | 28,600 | 18,00,675 | |
| 27 Jun | 24044.50 | 38.75 | - | 19,95,475 | 26,475 | 17,72,075 | |
| 26 Jun | 23868.80 | 45.8 | - | 17,96,950 | 55,550 | 17,49,375 | |
| 25 Jun | 23721.30 | 58.55 | - | 12,54,275 | 7,200 | 16,93,825 | |
| 24 Jun | 23537.85 | 71.3 | - | 15,47,275 | 1,21,000 | 16,84,950 | |
| 21 Jun | 23501.10 | 78.00 | - | 12,80,200 | 52,175 | 15,63,100 | |
| 20 Jun | 23567.00 | 71.00 | - | 9,80,325 | 64,025 | 15,04,700 | |
| 19 Jun | 23516.00 | 88.75 | - | 10,01,300 | 74,075 | 14,40,675 | |
| 18 Jun | 23557.90 | 73.50 | - | 10,34,200 | 2,39,800 | 13,68,675 | |
| 14 Jun | 23465.60 | 92.95 | - | 9,62,875 | 1,73,475 | 11,28,875 | |
| 13 Jun | 23398.90 | 110.00 | - | 7,42,450 | 73,325 | 9,44,700 | |
| 12 Jun | 23322.95 | 135.75 | - | 6,46,275 | 1,02,325 | 8,70,175 | |
| 11 Jun | 23264.85 | 159.00 | - | 5,55,200 | 23,950 | 7,67,125 | |
| 10 Jun | 23259.20 | 205.00 | - | 5,45,750 | 98,000 | 7,44,850 | |
| 7 Jun | 23290.15 | 196.00 | - | 7,44,900 | 69,725 | 6,45,325 | |
| 6 Jun | 22821.40 | 282.50 | - | 10,19,900 | 90,375 | 5,75,600 | |
| 5 Jun | 22620.35 | 426.00 | - | 7,13,525 | -1,36,500 | 4,85,225 | |
| 4 Jun | 21884.50 | 854.00 | - | 12,33,000 | -19,800 | 6,21,725 | |
| 3 Jun | 23263.90 | 239.00 | - | 8,00,875 | -29,250 | 6,41,525 | |
| 31 May | 22530.70 | 516.15 | - | 5,70,225 | 1,93,450 | 6,71,400 | |
| 30 May | 22488.65 | 528.90 | - | 3,66,600 | 1,27,675 | 4,77,950 | |
| 29 May | 22704.70 | 472.20 | - | 1,17,500 | 36,350 | 3,50,275 | |
| 28 May | 22888.15 | 415.00 | - | 92,225 | 15,550 | 3,13,075 | |
| 27 May | 22932.45 | 387.00 | - | 1,77,625 | 7,825 | 2,99,500 | |
| 24 May | 22957.10 | 374.10 | - | 1,08,750 | 33,125 | 2,92,475 | |
| 23 May | 22967.65 | 375.60 | - | 1,85,850 | 29,275 | 2,59,250 | |
| 22 May | 22597.80 | 493.50 | - | 90,075 | 39,975 | 2,29,650 | |
| 21 May | 22529.05 | 544.80 | - | 71,375 | 29,725 | 1,89,700 | |
| 18 May | 22502.00 | 566.00 | - | 13,400 | 675 | 1,59,975 | |
| 17 May | 22466.10 | 560.40 | - | 50,675 | 15,750 | 1,59,350 | |
| 16 May | 22403.85 | 585.00 | - | 45,950 | -650 | 1,43,600 | |
| 15 May | 22200.55 | 691.45 | - | 22,625 | 5,175 | 1,44,275 | |
| 14 May | 22217.85 | 687.85 | - | 29,550 | 3,150 | 1,38,800 | |
| 13 May | 22104.05 | 760.40 | - | 36,325 | 3,650 | 1,35,650 | |
For NIFTY - strike price 22500 expiring on 25JUL2024
Delta for 22500 PE is -
Historical price for 22500 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 10, which was -2.65 lower than the previous day. The implied volatity was -, the open interest changed by -37525 which decreased total open position to 1651900
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 12.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -375 which decreased total open position to 1689425
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 14.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -128175 which decreased total open position to 1689800
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 21.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -120825 which decreased total open position to 1822500
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 22.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 142650 which increased total open position to 1943325
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 31.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 28600 which increased total open position to 1800675
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 38.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 26475 which increased total open position to 1772075
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 45.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 55550 which increased total open position to 1749375
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 58.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 7200 which increased total open position to 1693825
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 71.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 121000 which increased total open position to 1684950
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 78.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 52175 which increased total open position to 1563100
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 71.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 64025 which increased total open position to 1504700
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 88.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 74075 which increased total open position to 1440675
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 73.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 239800 which increased total open position to 1368675
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 92.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 173475 which increased total open position to 1128875
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 110.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 73325 which increased total open position to 944700
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 135.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 102325 which increased total open position to 870175
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 159.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 23950 which increased total open position to 767125
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 205.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 98000 which increased total open position to 744850
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 196.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 69725 which increased total open position to 645325
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 282.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 90375 which increased total open position to 575600
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 426.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -136500 which decreased total open position to 485225
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 854.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -19800 which decreased total open position to 621725
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 239.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -29250 which decreased total open position to 641525
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 516.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 193450 which increased total open position to 671400
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 528.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 127675 which increased total open position to 477950
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 472.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 36350 which increased total open position to 350275
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 415.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 15550 which increased total open position to 313075
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 387.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 7825 which increased total open position to 299500
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 374.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 33125 which increased total open position to 292475
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 375.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 29275 which increased total open position to 259250
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 493.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 39975 which increased total open position to 229650
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 544.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 29725 which increased total open position to 189700
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 566.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 675 which increased total open position to 159975
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 560.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 15750 which increased total open position to 159350
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 585.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -650 which decreased total open position to 143600
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 691.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 5175 which increased total open position to 144275
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 687.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 3150 which increased total open position to 138800
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 760.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 3650 which increased total open position to 135650