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 | 1472.65 | 0.00 | - | 0 | 0 | 0 | |||
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| 4 Jul | 24302.15 | 1472.65 | - | 0 | 0 | 0 | ||||
| 3 Jul | 24286.50 | 1472.65 | - | 0 | 0 | 0 | ||||
| 2 Jul | 24123.85 | 1472.65 | - | 0 | 0 | 0 | ||||
| 1 Jul | 24141.95 | 1472.65 | - | 0 | 0 | 0 | ||||
| 28 Jun | 24010.60 | 1472.65 | - | 0 | 0 | 0 | ||||
| 27 Jun | 24044.50 | 1472.65 | - | 25 | 0 | 1,875 | ||||
| 26 Jun | 23868.80 | 1213.75 | - | 125 | 0 | 1,925 | ||||
| 25 Jun | 23721.30 | 1230.65 | - | 100 | 0 | 1,925 | ||||
| 24 Jun | 23537.85 | 1119.15 | - | 250 | 125 | 1,800 | ||||
| 21 Jun | 23501.10 | 1077.50 | - | 400 | 125 | 1,650 | ||||
| 20 Jun | 23567.00 | 1141.90 | - | 100 | 125 | 1,550 | ||||
| 19 Jun | 23516.00 | 1074.65 | - | 675 | 175 | 1,425 | ||||
| 18 Jun | 23557.90 | 1116.15 | - | 100 | 0 | 1,250 | ||||
| 14 Jun | 23465.60 | 1016.60 | - | 200 | -25 | 1,250 | ||||
| 13 Jun | 23398.90 | 1011.30 | - | 200 | 0 | 1,275 | ||||
| 12 Jun | 23322.95 | 989.60 | - | 450 | 0 | 1,275 | ||||
| 11 Jun | 23264.85 | 958.90 | - | 925 | -175 | 1,175 | ||||
| 10 Jun | 23259.20 | 952.15 | - | 900 | -100 | 1,350 | ||||
| 7 Jun | 23290.15 | 1022.25 | - | 1,000 | -700 | 1,450 | ||||
| 6 Jun | 22821.40 | 725.00 | - | 1,000 | -150 | 2,150 | ||||
| 5 Jun | 22620.35 | 568.70 | - | 1,850 | 725 | 2,300 | ||||
| 4 Jun | 21884.50 | 464.40 | - | 650 | 1,575 | 1,575 | ||||
| 3 Jun | 23263.90 | 790.75 | - | 0 | 75 | 0 | ||||
| 31 May | 22530.70 | 790.75 | - | 450 | 275 | 1,475 | ||||
| 30 May | 22488.65 | 747.40 | - | 1,225 | 775 | 1,200 | ||||
| 29 May | 22704.70 | 873.70 | - | 275 | 0 | 425 | ||||
| 28 May | 22888.15 | 971.95 | - | 0 | 0 | 0 | ||||
| 27 May | 22932.45 | 971.95 | - | 0 | -325 | 0 | ||||
| 24 May | 22957.10 | 971.95 | - | 1,050 | -25 | 725 | ||||
| 23 May | 22967.65 | 898.15 | - | 1,500 | -550 | 825 | ||||
| 22 May | 22597.80 | 811.15 | - | 325 | 300 | 1,350 | ||||
| 21 May | 22529.05 | 780.00 | - | 475 | -150 | 1,075 | ||||
| 18 May | 22502.00 | 711.50 | - | 0 | 0 | 0 | ||||
| 17 May | 22466.10 | 711.50 | - | 50 | 0 | 1,225 | ||||
| 16 May | 22403.85 | 709.20 | - | 375 | 200 | 1,225 | ||||
| 15 May | 22200.55 | 633.10 | - | 50 | 0 | 975 | ||||
| 14 May | 22217.85 | 642.10 | - | 25 | 0 | 1,000 | ||||
| 13 May | 22104.05 | 653.80 | - | 450 | 225 | 1,000 | ||||
For NIFTY - strike price 22650 expiring on 25JUL2024
Delta for 22650 CE is -
Historical price for 22650 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 1472.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 1472.65, 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 1472.65, 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 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 1472.65, 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 1472.65, 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 1472.65, 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 Jun NIFTY was trading at 24044.50. The strike last trading price was 1472.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1875
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1213.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1925
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 1230.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1925
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1119.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 1800
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1077.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 1650
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1141.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 1550
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 1074.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 1425
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 1116.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1250
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 1016.60, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 1250
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 1011.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1275
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 989.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1275
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 958.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -175 which decreased total open position to 1175
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 952.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 1350
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 1022.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -700 which decreased total open position to 1450
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 725.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 2150
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 568.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 725 which increased total open position to 2300
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 464.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 1575 which increased total open position to 1575
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 790.75, 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 31 May NIFTY was trading at 22530.70. The strike last trading price was 790.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 1475
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 747.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 775 which increased total open position to 1200
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 873.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 425
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 971.95, 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 971.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -325 which decreased total open position to 0
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 971.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 725
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 898.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -550 which decreased total open position to 825
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 811.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 1350
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 780.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 1075
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 711.50, 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 711.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1225
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 709.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 1225
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 633.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 975
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 642.10, 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 13 May NIFTY was trading at 22104.05. The strike last trading price was 653.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 1000
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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 | 11.85 | -2.15 | - | 30,950 | 825 | 25,625 |
| 4 Jul | 24302.15 | 14 | - | 16,525 | -550 | 24,800 | |
| 3 Jul | 24286.50 | 18.55 | - | 21,075 | 3,000 | 25,350 | |
| 2 Jul | 24123.85 | 26.7 | - | 11,625 | -1,100 | 22,400 | |
| 1 Jul | 24141.95 | 28.75 | - | 60,025 | 825 | 23,500 | |
| 28 Jun | 24010.60 | 39.3 | - | 31,675 | -4,300 | 22,675 | |
| 27 Jun | 24044.50 | 48.45 | - | 32,300 | 7,450 | 26,975 | |
| 26 Jun | 23868.80 | 56.55 | - | 22,650 | -400 | 19,700 | |
| 25 Jun | 23721.30 | 74.85 | - | 17,750 | -2,225 | 20,100 | |
| 24 Jun | 23537.85 | 88.15 | - | 23,925 | 650 | 22,475 | |
| 21 Jun | 23501.10 | 95.00 | - | 10,425 | -4,650 | 20,975 | |
| 20 Jun | 23567.00 | 87.90 | - | 17,975 | 8,575 | 25,650 | |
| 19 Jun | 23516.00 | 107.30 | - | 7,525 | -1,075 | 17,075 | |
| 18 Jun | 23557.90 | 90.40 | - | 10,175 | -2,200 | 18,150 | |
| 14 Jun | 23465.60 | 113.45 | - | 24,950 | 9,350 | 20,350 | |
| 13 Jun | 23398.90 | 133.20 | - | 3,500 | 175 | 11,025 | |
| 12 Jun | 23322.95 | 167.15 | - | 9,800 | 3,200 | 10,850 | |
| 11 Jun | 23264.85 | 187.00 | - | 7,200 | 4,125 | 7,650 | |
| 10 Jun | 23259.20 | 192.65 | - | 3,450 | 875 | 3,525 | |
| 7 Jun | 23290.15 | 227.10 | - | 3,450 | 200 | 2,700 | |
| 6 Jun | 22821.40 | 356.00 | - | 75 | 50 | 2,500 | |
| 5 Jun | 22620.35 | 483.00 | - | 1,775 | 1,025 | 2,450 | |
| 4 Jun | 21884.50 | 833.00 | - | 150 | 25 | 1,425 | |
| 3 Jun | 23263.90 | 289.15 | - | 250 | 200 | 1,400 | |
| 31 May | 22530.70 | 538.85 | - | 500 | 275 | 1,225 | |
| 30 May | 22488.65 | 602.60 | - | 650 | 950 | 950 | |
| 29 May | 22704.70 | 464.55 | - | 0 | 0 | 0 | |
| 28 May | 22888.15 | 464.55 | - | 0 | 0 | 0 | |
| 27 May | 22932.45 | 464.55 | - | 0 | 0 | 0 | |
| 24 May | 22957.10 | 464.55 | - | 0 | 175 | 0 | |
| 23 May | 22967.65 | 464.55 | - | 1,225 | 175 | 950 | |
| 22 May | 22597.80 | 570.85 | - | 125 | 0 | 725 | |
| 21 May | 22529.05 | 590.05 | - | 100 | -75 | 700 | |
| 18 May | 22502.00 | 637.95 | - | 0 | 25 | 0 | |
| 17 May | 22466.10 | 637.95 | - | 25 | 100 | 750 | |
| 16 May | 22403.85 | 729.95 | - | 100 | 0 | 650 | |
| 15 May | 22200.55 | 758.00 | - | 1,175 | 300 | 825 | |
| 14 May | 22217.85 | 749.70 | - | 150 | 0 | 375 | |
| 13 May | 22104.05 | 838.10 | - | 125 | 100 | 375 | |
For NIFTY - strike price 22650 expiring on 25JUL2024
Delta for 22650 PE is -
Historical price for 22650 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 11.85, which was -2.15 lower than the previous day. The implied volatity was -, the open interest changed by 825 which increased total open position to 25625
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 14, which was lower than the previous day. The implied volatity was -, the open interest changed by -550 which decreased total open position to 24800
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 18.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 25350
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 26.7, which was lower than the previous day. The implied volatity was -, the open interest changed by -1100 which decreased total open position to 22400
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 28.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 825 which increased total open position to 23500
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 39.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -4300 which decreased total open position to 22675
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 48.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 7450 which increased total open position to 26975
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 56.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -400 which decreased total open position to 19700
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 74.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -2225 which decreased total open position to 20100
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 88.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 650 which increased total open position to 22475
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 95.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -4650 which decreased total open position to 20975
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 87.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 8575 which increased total open position to 25650
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 107.30, which was lower than the previous day. The implied volatity was -, the open interest changed by -1075 which decreased total open position to 17075
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 90.40, which was lower than the previous day. The implied volatity was -, the open interest changed by -2200 which decreased total open position to 18150
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 113.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 9350 which increased total open position to 20350
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 133.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 11025
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 167.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 3200 which increased total open position to 10850
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 187.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 4125 which increased total open position to 7650
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 192.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 875 which increased total open position to 3525
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 227.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 2700
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 356.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 2500
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 483.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1025 which increased total open position to 2450
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 833.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 1425
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 289.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 1400
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 538.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 1225
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 602.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 950 which increased total open position to 950
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 464.55, 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 464.55, 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 464.55, 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 464.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 0
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 464.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 950
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 570.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 725
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 590.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 700
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 637.95, 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 17 May NIFTY was trading at 22466.10. The strike last trading price was 637.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 750
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 729.95, 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 15 May NIFTY was trading at 22200.55. The strike last trading price was 758.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 825
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 749.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 375
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 838.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 375