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 | 1720 | 50.15 | - | 1,950 | -525 | 51,150 | |||
| 4 Jul | 24302.15 | 1669.85 | - | 5,975 | -275 | 51,675 | ||||
| 3 Jul | 24286.50 | 1649 | - | 1,075 | 350 | 51,950 | ||||
| 2 Jul | 24123.85 | 1508.4 | - | 650 | -100 | 51,625 | ||||
| 1 Jul | 24141.95 | 1524.7 | - | 1,150 | -400 | 51,725 | ||||
| 28 Jun | 24010.60 | 1454.5 | - | 3,825 | -125 | 52,125 | ||||
| 27 Jun | 24044.50 | 1442.9 | - | 10,250 | -600 | 52,250 | ||||
| 26 Jun | 23868.80 | 1339.65 | - | 4,425 | 750 | 52,850 | ||||
| 25 Jun | 23721.30 | 1209.3 | - | 7,700 | 0 | 52,100 | ||||
| 24 Jun | 23537.85 | 1079.7 | - | 7,700 | -275 | 52,100 | ||||
| 21 Jun | 23501.10 | 995.90 | - | 3,600 | 75 | 52,350 | ||||
| 20 Jun | 23567.00 | 1104.00 | - | 3,750 | -525 | 52,275 | ||||
| 19 Jun | 23516.00 | 1036.60 | - | 9,050 | -3,450 | 52,800 | ||||
| 18 Jun | 23557.90 | 1082.00 | - | 7,550 | -2,750 | 56,375 | ||||
| 14 Jun | 23465.60 | 1006.45 | - | 1,775 | -1,300 | 59,125 | ||||
| 13 Jun | 23398.90 | 961.35 | - | 3,000 | 925 | 60,475 | ||||
| 12 Jun | 23322.95 | 976.50 | - | 6,875 | -3,900 | 59,525 | ||||
| 11 Jun | 23264.85 | 923.00 | - | 6,150 | 1,500 | 63,475 | ||||
| 10 Jun | 23259.20 | 920.00 | - | 3,700 | -1,625 | 62,000 | ||||
| 7 Jun | 23290.15 | 1007.20 | - | 50,125 | 15,500 | 63,675 | ||||
| 6 Jun | 22821.40 | 714.00 | - | 79,950 | 16,675 | 48,175 | ||||
| 5 Jun | 22620.35 | 547.05 | - | 80,350 | -5,600 | 31,500 | ||||
| 4 Jun | 21884.50 | 407.85 | - | 1,60,050 | -775 | 37,100 | ||||
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| 3 Jun | 23263.90 | 1200.00 | - | 44,475 | 22,750 | 37,875 | ||||
| 31 May | 22530.70 | 745.00 | - | 10,425 | 925 | 15,125 | ||||
| 30 May | 22488.65 | 710.20 | - | 11,500 | 1,175 | 14,200 | ||||
| 29 May | 22704.70 | 830.00 | - | 6,525 | 1,350 | 13,025 | ||||
| 28 May | 22888.15 | 926.00 | - | 1,300 | -250 | 11,675 | ||||
| 27 May | 22932.45 | 974.00 | - | 5,550 | -625 | 11,925 | ||||
| 24 May | 22957.10 | 950.15 | - | 5,275 | 100 | 12,700 | ||||
| 23 May | 22967.65 | 934.85 | - | 15,250 | 1,275 | 12,600 | ||||
| 22 May | 22597.80 | 781.75 | - | 1,075 | 225 | 11,325 | ||||
| 21 May | 22529.05 | 745.00 | - | 2,800 | 1,275 | 11,075 | ||||
| 18 May | 22502.00 | 715.00 | - | 1,375 | 250 | 10,025 | ||||
| 17 May | 22466.10 | 687.55 | - | 4,975 | 3,650 | 9,750 | ||||
| 16 May | 22403.85 | 677.00 | - | 1,950 | 675 | 6,100 | ||||
| 15 May | 22200.55 | 609.05 | - | 2,375 | -875 | 5,500 | ||||
| 14 May | 22217.85 | 638.55 | - | 3,525 | 450 | 6,450 | ||||
| 13 May | 22104.05 | 619.00 | - | 6,375 | -875 | 6,000 | ||||
For NIFTY - strike price 22700 expiring on 25JUL2024
Delta for 22700 CE is -
Historical price for 22700 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 1720, which was 50.15 higher than the previous day. The implied volatity was -, the open interest changed by -525 which decreased total open position to 51150
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 1669.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -275 which decreased total open position to 51675
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 1649, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 51950
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 1508.4, which was lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 51625
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 1524.7, which was lower than the previous day. The implied volatity was -, the open interest changed by -400 which decreased total open position to 51725
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1454.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 52125
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1442.9, which was lower than the previous day. The implied volatity was -, the open interest changed by -600 which decreased total open position to 52250
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1339.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 52850
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 1209.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 52100
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1079.7, which was lower than the previous day. The implied volatity was -, the open interest changed by -275 which decreased total open position to 52100
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 995.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 52350
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1104.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -525 which decreased total open position to 52275
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 1036.60, which was lower than the previous day. The implied volatity was -, the open interest changed by -3450 which decreased total open position to 52800
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 1082.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -2750 which decreased total open position to 56375
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 1006.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -1300 which decreased total open position to 59125
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 961.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 925 which increased total open position to 60475
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 976.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -3900 which decreased total open position to 59525
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 923.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 63475
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 920.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -1625 which decreased total open position to 62000
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 1007.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 15500 which increased total open position to 63675
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 714.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 16675 which increased total open position to 48175
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 547.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -5600 which decreased total open position to 31500
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 407.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -775 which decreased total open position to 37100
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 1200.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 22750 which increased total open position to 37875
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 745.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 925 which increased total open position to 15125
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 710.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 1175 which increased total open position to 14200
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 830.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1350 which increased total open position to 13025
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 926.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -250 which decreased total open position to 11675
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 974.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -625 which decreased total open position to 11925
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 950.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 12700
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 934.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 1275 which increased total open position to 12600
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 781.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 11325
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 745.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1275 which increased total open position to 11075
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 715.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 10025
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 687.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 3650 which increased total open position to 9750
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 677.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 675 which increased total open position to 6100
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 609.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -875 which decreased total open position to 5500
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 638.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 6450
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 619.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -875 which decreased total open position to 6000
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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 | 11.95 | -3.55 | - | 3,62,350 | 47,025 | 2,94,825 |
| 4 Jul | 24302.15 | 15.5 | - | 6,32,050 | -1,96,125 | 2,47,800 | |
| 3 Jul | 24286.50 | 20 | - | 5,49,350 | -26,225 | 4,43,925 | |
| 2 Jul | 24123.85 | 28.3 | - | 4,55,300 | -16,175 | 4,70,875 | |
| 1 Jul | 24141.95 | 31.2 | - | 5,06,400 | -37,575 | 4,87,050 | |
| 28 Jun | 24010.60 | 42.05 | - | 8,72,425 | -36,550 | 5,24,625 | |
| 27 Jun | 24044.50 | 50 | - | 7,00,500 | 97,950 | 5,61,175 | |
| 26 Jun | 23868.80 | 60 | - | 4,95,300 | 72,450 | 4,62,650 | |
| 25 Jun | 23721.30 | 80 | - | 4,69,250 | 24,425 | 3,90,200 | |
| 24 Jun | 23537.85 | 93.55 | - | 3,47,525 | 94,400 | 3,66,625 | |
| 21 Jun | 23501.10 | 103.95 | - | 2,62,500 | 19,000 | 2,72,175 | |
| 20 Jun | 23567.00 | 93.05 | - | 2,51,950 | 37,200 | 2,56,950 | |
| 19 Jun | 23516.00 | 115.90 | - | 2,18,025 | 9,775 | 2,19,750 | |
| 18 Jun | 23557.90 | 95.00 | - | 2,10,325 | 31,675 | 2,17,875 | |
| 14 Jun | 23465.60 | 120.90 | - | 1,51,150 | 33,725 | 1,86,200 | |
| 13 Jun | 23398.90 | 141.55 | - | 70,600 | 12,700 | 1,52,625 | |
| 12 Jun | 23322.95 | 176.30 | - | 69,575 | 13,550 | 1,39,675 | |
| 11 Jun | 23264.85 | 197.60 | - | 79,575 | 21,900 | 1,26,200 | |
| 10 Jun | 23259.20 | 240.20 | - | 83,600 | 17,675 | 1,04,300 | |
| 7 Jun | 23290.15 | 236.80 | - | 1,30,450 | 13,875 | 86,575 | |
| 6 Jun | 22821.40 | 349.50 | - | 1,57,475 | 28,725 | 72,700 | |
| 5 Jun | 22620.35 | 505.05 | - | 36,850 | -1,525 | 43,975 | |
| 4 Jun | 21884.50 | 1051.95 | - | 1,26,150 | -1,525 | 45,500 | |
| 3 Jun | 23263.90 | 277.00 | - | 69,200 | 16,700 | 47,025 | |
| 31 May | 22530.70 | 605.00 | - | 28,950 | 2,825 | 30,300 | |
| 30 May | 22488.65 | 627.05 | - | 18,350 | 4,750 | 27,475 | |
| 29 May | 22704.70 | 561.40 | - | 12,575 | 2,525 | 22,725 | |
| 28 May | 22888.15 | 488.90 | - | 8,500 | 375 | 20,200 | |
| 27 May | 22932.45 | 452.80 | - | 9,750 | -1,550 | 19,850 | |
| 24 May | 22957.10 | 450.00 | - | 6,000 | -725 | 21,900 | |
| 23 May | 22967.65 | 449.05 | - | 11,275 | -100 | 22,550 | |
| 22 May | 22597.80 | 575.80 | - | 2,100 | 950 | 22,625 | |
| 21 May | 22529.05 | 630.00 | - | 1,050 | 375 | 21,600 | |
| 18 May | 22502.00 | 672.00 | - | 1,000 | 50 | 21,625 | |
| 17 May | 22466.10 | 642.15 | - | 6,575 | 4,775 | 21,675 | |
| 16 May | 22403.85 | 669.30 | - | 8,825 | -1,600 | 16,900 | |
| 15 May | 22200.55 | 782.35 | - | 925 | -350 | 18,500 | |
| 14 May | 22217.85 | 784.90 | - | 1,425 | -300 | 18,875 | |
| 13 May | 22104.05 | 846.75 | - | 11,650 | 3,525 | 19,175 | |
For NIFTY - strike price 22700 expiring on 25JUL2024
Delta for 22700 PE is -
Historical price for 22700 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 11.95, which was -3.55 lower than the previous day. The implied volatity was -, the open interest changed by 47025 which increased total open position to 294825
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 15.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -196125 which decreased total open position to 247800
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 20, which was lower than the previous day. The implied volatity was -, the open interest changed by -26225 which decreased total open position to 443925
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 28.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -16175 which decreased total open position to 470875
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 31.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -37575 which decreased total open position to 487050
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 42.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -36550 which decreased total open position to 524625
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 50, which was lower than the previous day. The implied volatity was -, the open interest changed by 97950 which increased total open position to 561175
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 60, which was lower than the previous day. The implied volatity was -, the open interest changed by 72450 which increased total open position to 462650
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 80, which was lower than the previous day. The implied volatity was -, the open interest changed by 24425 which increased total open position to 390200
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 93.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 94400 which increased total open position to 366625
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 103.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 19000 which increased total open position to 272175
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 93.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 37200 which increased total open position to 256950
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 115.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 9775 which increased total open position to 219750
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 95.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 31675 which increased total open position to 217875
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 120.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 33725 which increased total open position to 186200
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 141.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 12700 which increased total open position to 152625
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 176.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 13550 which increased total open position to 139675
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 197.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 21900 which increased total open position to 126200
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 240.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 17675 which increased total open position to 104300
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 236.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 13875 which increased total open position to 86575
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 349.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 28725 which increased total open position to 72700
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 505.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -1525 which decreased total open position to 43975
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 1051.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -1525 which decreased total open position to 45500
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 277.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 16700 which increased total open position to 47025
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 605.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2825 which increased total open position to 30300
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 627.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 4750 which increased total open position to 27475
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 561.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 2525 which increased total open position to 22725
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 488.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 20200
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 452.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -1550 which decreased total open position to 19850
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 450.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -725 which decreased total open position to 21900
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 449.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 22550
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 575.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 950 which increased total open position to 22625
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 630.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 21600
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 672.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 21625
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 642.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 4775 which increased total open position to 21675
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 669.30, which was lower than the previous day. The implied volatity was -, the open interest changed by -1600 which decreased total open position to 16900
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 782.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -350 which decreased total open position to 18500
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 784.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -300 which decreased total open position to 18875
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 846.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 3525 which increased total open position to 19175