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 | 1752.7 | -15.35 | - | 2,075 | 50 | 34,900 | |||
| 4 Jul | 24302.15 | 1768.05 | - | 700 | -250 | 34,850 | ||||
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| 3 Jul | 24286.50 | 1768.65 | - | 9,500 | 3,150 | 35,100 | ||||
| 2 Jul | 24123.85 | 1640.25 | - | 700 | -500 | 31,950 | ||||
| 1 Jul | 24141.95 | 1586.8 | - | 125 | -25 | 32,450 | ||||
| 28 Jun | 24010.60 | 1550.2 | - | 600 | -50 | 32,475 | ||||
| 27 Jun | 24044.50 | 1535 | - | 8,000 | 1,200 | 32,525 | ||||
| 26 Jun | 23868.80 | 1429.95 | - | 7,825 | -2,100 | 31,400 | ||||
| 25 Jun | 23721.30 | 1295.3 | - | 14,900 | -2,075 | 33,500 | ||||
| 24 Jun | 23537.85 | 1156.95 | - | 5,425 | 1,525 | 35,575 | ||||
| 21 Jun | 23501.10 | 1075.00 | - | 4,675 | 2,300 | 34,050 | ||||
| 20 Jun | 23567.00 | 1174.00 | - | 3,125 | -875 | 31,850 | ||||
| 19 Jun | 23516.00 | 1110.35 | - | 9,300 | -1,075 | 32,725 | ||||
| 18 Jun | 23557.90 | 1167.20 | - | 3,000 | -525 | 33,900 | ||||
| 14 Jun | 23465.60 | 1078.45 | - | 8,650 | -1,250 | 34,425 | ||||
| 13 Jun | 23398.90 | 1052.75 | - | 2,125 | 275 | 35,575 | ||||
| 12 Jun | 23322.95 | 1034.40 | - | 2,925 | -725 | 35,275 | ||||
| 11 Jun | 23264.85 | 1008.60 | - | 1,725 | -450 | 36,000 | ||||
| 10 Jun | 23259.20 | 1033.80 | - | 5,575 | -200 | 36,425 | ||||
| 7 Jun | 23290.15 | 1068.00 | - | 40,900 | -3,450 | 36,800 | ||||
| 6 Jun | 22821.40 | 715.85 | - | 50,975 | 6,125 | 40,250 | ||||
| 5 Jun | 22620.35 | 599.00 | - | 70,250 | 2,800 | 34,125 | ||||
| 4 Jun | 21884.50 | 462.65 | - | 1,37,850 | 5,750 | 31,325 | ||||
| 3 Jun | 23263.90 | 1230.60 | - | 22,175 | 5,425 | 25,575 | ||||
| 31 May | 22530.70 | 829.95 | - | 19,150 | 1,375 | 19,975 | ||||
| 30 May | 22488.65 | 772.00 | - | 21,975 | 5,475 | 18,600 | ||||
| 29 May | 22704.70 | 886.60 | - | 4,025 | 800 | 13,125 | ||||
| 28 May | 22888.15 | 995.00 | - | 275 | 75 | 12,275 | ||||
| 27 May | 22932.45 | 1041.00 | - | 4,850 | -750 | 12,175 | ||||
| 24 May | 22957.10 | 1020.00 | - | 4,425 | -75 | 12,975 | ||||
| 23 May | 22967.65 | 1006.00 | - | 11,400 | 1,400 | 13,000 | ||||
| 22 May | 22597.80 | 833.50 | - | 7,475 | 3,275 | 11,625 | ||||
| 21 May | 22529.05 | 816.00 | - | 1,575 | 900 | 8,300 | ||||
| 18 May | 22502.00 | 773.00 | - | 800 | -675 | 7,375 | ||||
| 17 May | 22466.10 | 748.00 | - | 1,625 | 825 | 8,025 | ||||
| 16 May | 22403.85 | 729.80 | - | 7,575 | -2,750 | 7,200 | ||||
| 15 May | 22200.55 | 674.95 | - | 3,800 | 2,825 | 9,950 | ||||
| 14 May | 22217.85 | 686.35 | - | 400 | 0 | 7,150 | ||||
| 13 May | 22104.05 | 678.30 | - | 4,200 | -350 | 7,150 | ||||
For NIFTY - strike price 22600 expiring on 25JUL2024
Delta for 22600 CE is -
Historical price for 22600 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 1752.7, which was -15.35 lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 34900
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 1768.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -250 which decreased total open position to 34850
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 1768.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 3150 which increased total open position to 35100
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 1640.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -500 which decreased total open position to 31950
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 1586.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 32450
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1550.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 32475
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1535, which was lower than the previous day. The implied volatity was -, the open interest changed by 1200 which increased total open position to 32525
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1429.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -2100 which decreased total open position to 31400
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 1295.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -2075 which decreased total open position to 33500
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1156.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 1525 which increased total open position to 35575
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1075.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2300 which increased total open position to 34050
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1174.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -875 which decreased total open position to 31850
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 1110.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -1075 which decreased total open position to 32725
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 1167.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -525 which decreased total open position to 33900
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 1078.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -1250 which decreased total open position to 34425
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 1052.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 35575
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 1034.40, which was lower than the previous day. The implied volatity was -, the open interest changed by -725 which decreased total open position to 35275
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 1008.60, which was lower than the previous day. The implied volatity was -, the open interest changed by -450 which decreased total open position to 36000
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 1033.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 36425
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 1068.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -3450 which decreased total open position to 36800
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 715.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 6125 which increased total open position to 40250
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 599.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2800 which increased total open position to 34125
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 462.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 5750 which increased total open position to 31325
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 1230.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 5425 which increased total open position to 25575
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 829.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 1375 which increased total open position to 19975
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 772.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 5475 which increased total open position to 18600
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 886.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 800 which increased total open position to 13125
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 995.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 12275
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 1041.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -750 which decreased total open position to 12175
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 1020.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 12975
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 1006.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1400 which increased total open position to 13000
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 833.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 3275 which increased total open position to 11625
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 816.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 8300
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 773.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -675 which decreased total open position to 7375
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 748.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 825 which increased total open position to 8025
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 729.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -2750 which decreased total open position to 7200
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 674.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 2825 which increased total open position to 9950
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 686.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7150
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 678.30, which was lower than the previous day. The implied volatity was -, the open interest changed by -350 which decreased total open position to 7150
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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 | 10.75 | -3.85 | - | 3,56,125 | 71,250 | 2,22,825 |
| 4 Jul | 24302.15 | 14.6 | - | 2,91,950 | -40,650 | 1,51,575 | |
| 3 Jul | 24286.50 | 16.8 | - | 2,81,100 | -32,625 | 1,92,225 | |
| 2 Jul | 24123.85 | 24.1 | - | 1,56,775 | -13,475 | 2,24,925 | |
| 1 Jul | 24141.95 | 26.6 | - | 2,22,125 | -36,600 | 2,38,400 | |
| 28 Jun | 24010.60 | 36 | - | 6,56,750 | -15,725 | 2,75,000 | |
| 27 Jun | 24044.50 | 40 | - | 3,44,425 | -10,800 | 2,90,725 | |
| 26 Jun | 23868.80 | 52.7 | - | 3,62,150 | -16,775 | 3,02,500 | |
| 25 Jun | 23721.30 | 68.15 | - | 2,78,475 | 11,775 | 3,19,275 | |
| 24 Jun | 23537.85 | 73 | - | 5,92,025 | 1,11,025 | 3,07,825 | |
| 21 Jun | 23501.10 | 87.05 | - | 2,11,675 | -2,475 | 1,94,950 | |
| 20 Jun | 23567.00 | 80.90 | - | 1,43,750 | 950 | 1,96,500 | |
| 19 Jun | 23516.00 | 100.10 | - | 2,24,475 | 44,250 | 1,95,550 | |
| 18 Jun | 23557.90 | 81.55 | - | 1,50,625 | -1,150 | 1,49,625 | |
| 14 Jun | 23465.60 | 104.60 | - | 1,49,250 | 29,350 | 1,50,775 | |
| 13 Jun | 23398.90 | 123.00 | - | 96,825 | 20,825 | 1,21,675 | |
| 12 Jun | 23322.95 | 151.35 | - | 69,225 | 15,425 | 1,00,550 | |
| 11 Jun | 23264.85 | 175.40 | - | 53,175 | 15,425 | 85,625 | |
| 10 Jun | 23259.20 | 190.05 | - | 62,200 | 13,950 | 70,300 | |
| 7 Jun | 23290.15 | 221.50 | - | 61,175 | 9,625 | 55,875 | |
| 6 Jun | 22821.40 | 302.05 | - | 76,325 | 10,200 | 46,250 | |
| 5 Jun | 22620.35 | 529.90 | - | 64,675 | -10,125 | 36,050 | |
| 4 Jun | 21884.50 | 815.35 | - | 1,31,200 | -3,550 | 46,175 | |
| 3 Jun | 23263.90 | 250.00 | - | 41,725 | 5,000 | 49,725 | |
| 31 May | 22530.70 | 569.00 | - | 34,825 | 4,625 | 44,775 | |
| 30 May | 22488.65 | 565.60 | - | 26,450 | 9,200 | 40,150 | |
| 29 May | 22704.70 | 510.50 | - | 3,325 | 525 | 30,950 | |
| 28 May | 22888.15 | 450.50 | - | 2,600 | -50 | 30,375 | |
| 27 May | 22932.45 | 417.15 | - | 5,800 | 2,050 | 30,450 | |
| 24 May | 22957.10 | 405.00 | - | 6,475 | 2,775 | 28,400 | |
| 23 May | 22967.65 | 411.45 | - | 16,650 | 4,250 | 25,575 | |
| 22 May | 22597.80 | 537.00 | - | 8,200 | 175 | 21,325 | |
| 21 May | 22529.05 | 581.00 | - | 5,825 | 250 | 21,150 | |
| 18 May | 22502.00 | 604.50 | - | 575 | 400 | 20,925 | |
| 17 May | 22466.10 | 601.05 | - | 2,100 | 900 | 20,525 | |
| 16 May | 22403.85 | 627.55 | - | 5,500 | 125 | 19,625 | |
| 15 May | 22200.55 | 724.40 | - | 1,650 | 300 | 19,700 | |
| 14 May | 22217.85 | 738.50 | - | 675 | 500 | 19,400 | |
| 13 May | 22104.05 | 797.60 | - | 6,450 | -525 | 18,900 | |
For NIFTY - strike price 22600 expiring on 25JUL2024
Delta for 22600 PE is -
Historical price for 22600 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 10.75, which was -3.85 lower than the previous day. The implied volatity was -, the open interest changed by 71250 which increased total open position to 222825
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 14.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -40650 which decreased total open position to 151575
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 16.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -32625 which decreased total open position to 192225
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 24.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -13475 which decreased total open position to 224925
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 26.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -36600 which decreased total open position to 238400
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 36, which was lower than the previous day. The implied volatity was -, the open interest changed by -15725 which decreased total open position to 275000
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 40, which was lower than the previous day. The implied volatity was -, the open interest changed by -10800 which decreased total open position to 290725
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 52.7, which was lower than the previous day. The implied volatity was -, the open interest changed by -16775 which decreased total open position to 302500
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 68.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 11775 which increased total open position to 319275
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 73, which was lower than the previous day. The implied volatity was -, the open interest changed by 111025 which increased total open position to 307825
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 87.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -2475 which decreased total open position to 194950
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 80.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 950 which increased total open position to 196500
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 100.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 44250 which increased total open position to 195550
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 81.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -1150 which decreased total open position to 149625
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 104.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 29350 which increased total open position to 150775
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 123.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 20825 which increased total open position to 121675
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 151.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 15425 which increased total open position to 100550
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 175.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 15425 which increased total open position to 85625
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 190.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 13950 which increased total open position to 70300
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 221.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 9625 which increased total open position to 55875
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 302.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 10200 which increased total open position to 46250
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 529.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -10125 which decreased total open position to 36050
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 815.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -3550 which decreased total open position to 46175
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 250.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 5000 which increased total open position to 49725
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 569.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 4625 which increased total open position to 44775
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 565.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 9200 which increased total open position to 40150
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 510.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 525 which increased total open position to 30950
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 450.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 30375
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 417.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 2050 which increased total open position to 30450
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 405.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2775 which increased total open position to 28400
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 411.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 4250 which increased total open position to 25575
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 537.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 21325
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 581.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 21150
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 604.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 20925
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 601.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 20525
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 627.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 19625
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 724.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 19700
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 738.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 19400
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 797.60, which was lower than the previous day. The implied volatity was -, the open interest changed by -525 which decreased total open position to 18900