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 | 1828.25 | 0.00 | - | 0 | 100 | 0 | |||
| 4 Jul | 24302.15 | 1828.25 | - | 0 | 100 | 0 | ||||
| 3 Jul | 24286.50 | 1828.25 | - | 200 | 100 | 2,850 | ||||
| 2 Jul | 24123.85 | 1532.2 | - | 0 | 75 | 0 | ||||
| 1 Jul | 24141.95 | 1532.2 | - | 0 | 75 | 0 | ||||
| 28 Jun | 24010.60 | 1532.2 | - | 0 | 75 | 0 | ||||
| 27 Jun | 24044.50 | 1532.2 | - | 100 | 75 | 2,750 | ||||
| 26 Jun | 23868.80 | 1475.1 | - | 1,400 | -1,050 | 2,675 | ||||
| 25 Jun | 23721.30 | 1314.55 | - | 400 | 25 | 3,725 | ||||
| 24 Jun | 23537.85 | 1196.35 | - | 450 | -350 | 3,750 | ||||
| 21 Jun | 23501.10 | 1125.65 | - | 600 | -50 | 4,100 | ||||
| 20 Jun | 23567.00 | 1180.95 | - | 250 | -25 | 4,075 | ||||
| 19 Jun | 23516.00 | 1262.05 | - | 225 | 0 | 4,100 | ||||
| 18 Jun | 23557.90 | 1213.30 | - | 1,925 | -775 | 4,100 | ||||
| 14 Jun | 23465.60 | 1112.05 | - | 550 | 0 | 4,875 | ||||
| 13 Jun | 23398.90 | 1065.10 | - | 275 | -250 | 4,875 | ||||
| 12 Jun | 23322.95 | 1069.90 | - | 400 | -50 | 5,475 | ||||
| 11 Jun | 23264.85 | 1097.45 | - | 400 | 0 | 5,675 | ||||
| 10 Jun | 23259.20 | 1062.15 | - | 350 | 0 | 6,025 | ||||
| 7 Jun | 23290.15 | 1125.50 | - | 4,625 | -175 | 6,075 | ||||
| 6 Jun | 22821.40 | 810.95 | - | 5,000 | -625 | 6,250 | ||||
| 5 Jun | 22620.35 | 624.55 | - | 7,850 | 3,425 | 6,875 | ||||
| 4 Jun | 21884.50 | 630.05 | - | 1,300 | 300 | 3,450 | ||||
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| 3 Jun | 23263.90 | 1217.90 | - | 575 | -325 | 3,150 | ||||
| 31 May | 22530.70 | 841.10 | - | 9,025 | 2,800 | 3,525 | ||||
| 30 May | 22488.65 | 787.00 | - | 1,125 | 150 | 725 | ||||
| 29 May | 22704.70 | 919.75 | - | 150 | 50 | 575 | ||||
| 28 May | 22888.15 | 1055.25 | - | 25 | 0 | 550 | ||||
| 27 May | 22932.45 | 1186.20 | - | 25 | 0 | 525 | ||||
| 24 May | 22957.10 | 1086.55 | - | 1,900 | -25 | 525 | ||||
| 23 May | 22967.65 | 966.70 | - | 975 | -700 | 575 | ||||
| 22 May | 22597.80 | 850.00 | - | 175 | 25 | 1,300 | ||||
| 21 May | 22529.05 | 852.50 | - | 175 | 25 | 1,275 | ||||
| 18 May | 22502.00 | 705.85 | - | 0 | 0 | 0 | ||||
| 17 May | 22466.10 | 705.85 | - | 0 | 250 | 0 | ||||
| 16 May | 22403.85 | 705.85 | - | 400 | 250 | 1,100 | ||||
| 15 May | 22200.55 | 683.85 | - | 50 | 0 | 800 | ||||
| 14 May | 22217.85 | 719.55 | - | 150 | 100 | 650 | ||||
| 13 May | 22104.05 | 691.30 | - | 250 | 0 | 550 | ||||
For NIFTY - strike price 22550 expiring on 25JUL2024
Delta for 22550 CE is -
Historical price for 22550 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 1828.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 0
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 1828.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 0
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 1828.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 2850
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 1532.2, 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 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 1532.2, 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 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1532.2, 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 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1532.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 2750
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1475.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -1050 which decreased total open position to 2675
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 1314.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 3725
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1196.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -350 which decreased total open position to 3750
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1125.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 4100
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1180.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 4075
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 1262.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4100
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 1213.30, which was lower than the previous day. The implied volatity was -, the open interest changed by -775 which decreased total open position to 4100
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 1112.05, 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 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 1065.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -250 which decreased total open position to 4875
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 1069.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 5475
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 1097.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5675
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 1062.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6025
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 1125.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -175 which decreased total open position to 6075
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 810.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -625 which decreased total open position to 6250
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 624.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 3425 which increased total open position to 6875
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 630.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 3450
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 1217.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -325 which decreased total open position to 3150
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 841.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 2800 which increased total open position to 3525
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 787.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 725
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 919.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 575
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 1055.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 550
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 1186.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 525
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 1086.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 525
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 966.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -700 which decreased total open position to 575
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 850.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 1300
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 852.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 1275
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 705.85, 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 17 May NIFTY was trading at 22466.10. The strike last trading price was 705.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 0
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 705.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 1100
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 683.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 800
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 719.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 650
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 691.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 550
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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 | 10.5 | -4.15 | - | 20,225 | -250 | 32,075 |
| 4 Jul | 24302.15 | 14.65 | - | 8,525 | 1,975 | 32,325 | |
| 3 Jul | 24286.50 | 15.5 | - | 22,650 | -2,100 | 30,350 | |
| 2 Jul | 24123.85 | 21.05 | - | 8,550 | -375 | 32,550 | |
| 1 Jul | 24141.95 | 25 | - | 18,000 | -300 | 32,925 | |
| 28 Jun | 24010.60 | 34.1 | - | 54,225 | 2,650 | 33,225 | |
| 27 Jun | 24044.50 | 43.05 | - | 25,100 | 2,900 | 30,575 | |
| 26 Jun | 23868.80 | 49.45 | - | 29,800 | 10,550 | 27,650 | |
| 25 Jun | 23721.30 | 65 | - | 15,000 | 2,525 | 17,100 | |
| 24 Jun | 23537.85 | 76.75 | - | 17,800 | -3,575 | 15,450 | |
| 21 Jun | 23501.10 | 83.65 | - | 14,625 | -1,600 | 19,900 | |
| 20 Jun | 23567.00 | 81.50 | - | 6,425 | 1,475 | 20,725 | |
| 19 Jun | 23516.00 | 94.00 | - | 16,950 | 6,650 | 19,250 | |
| 18 Jun | 23557.90 | 78.25 | - | 12,425 | 900 | 12,975 | |
| 14 Jun | 23465.60 | 97.90 | - | 14,225 | 3,325 | 12,075 | |
| 13 Jun | 23398.90 | 120.00 | - | 2,850 | 200 | 8,825 | |
| 12 Jun | 23322.95 | 138.45 | - | 1,150 | -225 | 8,625 | |
| 11 Jun | 23264.85 | 168.15 | - | 7,350 | 3,800 | 8,825 | |
| 10 Jun | 23259.20 | 211.60 | - | 1,450 | 300 | 5,075 | |
| 7 Jun | 23290.15 | 205.60 | - | 9,725 | 3,875 | 4,725 | |
| 6 Jun | 22821.40 | 302.60 | - | 1,250 | 50 | 850 | |
| 5 Jun | 22620.35 | 434.40 | - | 1,150 | -225 | 800 | |
| 4 Jun | 21884.50 | 900.25 | - | 2,975 | 50 | 1,025 | |
| 3 Jun | 23263.90 | 250.80 | - | 1,625 | -50 | 975 | |
| 31 May | 22530.70 | 518.65 | - | 650 | 1,000 | 1,000 | |
| 30 May | 22488.65 | 382.60 | - | 0 | 0 | 0 | |
| 29 May | 22704.70 | 382.60 | - | 0 | 0 | 0 | |
| 28 May | 22888.15 | 382.60 | - | 0 | 25 | 0 | |
| 27 May | 22932.45 | 382.60 | - | 1,050 | 25 | 825 | |
| 24 May | 22957.10 | 386.80 | - | 2,875 | -825 | 900 | |
| 23 May | 22967.65 | 400.00 | - | 150 | 0 | 1,725 | |
| 22 May | 22597.80 | 545.60 | - | 575 | 25 | 1,700 | |
| 21 May | 22529.05 | 550.00 | - | 125 | 50 | 1,650 | |
| 18 May | 22502.00 | 606.40 | - | 0 | 0 | 0 | |
| 17 May | 22466.10 | 606.40 | - | 0 | 850 | 0 | |
| 16 May | 22403.85 | 606.40 | - | 2,525 | 850 | 1,350 | |
| 15 May | 22200.55 | 713.80 | - | 1,075 | 125 | 375 | |
| 14 May | 22217.85 | 704.05 | - | 200 | -100 | 325 | |
| 13 May | 22104.05 | 782.50 | - | 100 | 0 | 425 | |
For NIFTY - strike price 22550 expiring on 25JUL2024
Delta for 22550 PE is -
Historical price for 22550 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 10.5, which was -4.15 lower than the previous day. The implied volatity was -, the open interest changed by -250 which decreased total open position to 32075
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 14.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 1975 which increased total open position to 32325
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 15.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -2100 which decreased total open position to 30350
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 21.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -375 which decreased total open position to 32550
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 25, which was lower than the previous day. The implied volatity was -, the open interest changed by -300 which decreased total open position to 32925
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 34.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 2650 which increased total open position to 33225
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 43.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 2900 which increased total open position to 30575
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 49.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 10550 which increased total open position to 27650
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 65, which was lower than the previous day. The implied volatity was -, the open interest changed by 2525 which increased total open position to 17100
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 76.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -3575 which decreased total open position to 15450
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 83.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -1600 which decreased total open position to 19900
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 81.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 1475 which increased total open position to 20725
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 94.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 6650 which increased total open position to 19250
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 78.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 12975
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 97.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 3325 which increased total open position to 12075
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 120.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 8825
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 138.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -225 which decreased total open position to 8625
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 168.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 3800 which increased total open position to 8825
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 211.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 5075
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 205.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 3875 which increased total open position to 4725
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 302.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 850
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 434.40, which was lower than the previous day. The implied volatity was -, the open interest changed by -225 which decreased total open position to 800
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 900.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 1025
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 250.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 975
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 518.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 1000 which increased total open position to 1000
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 382.60, 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 382.60, 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 382.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 0
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 382.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 825
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 386.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -825 which decreased total open position to 900
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 400.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1725
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 545.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 1700
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 550.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 1650
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 606.40, 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 17 May NIFTY was trading at 22466.10. The strike last trading price was 606.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 850 which increased total open position to 0
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 606.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 850 which increased total open position to 1350
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 713.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 375
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 704.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 325
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 782.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 425