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 | 1560 | -58.00 | - | 650 | -575 | 5,100 | |||
| 4 Jul | 24302.15 | 1618 | - | 375 | -75 | 5,675 | ||||
| 3 Jul | 24286.50 | 1620 | - | 75 | -50 | 5,750 | ||||
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| 2 Jul | 24123.85 | 1350 | - | 0 | 75 | 0 | ||||
| 1 Jul | 24141.95 | 1350 | - | 0 | 75 | 0 | ||||
| 28 Jun | 24010.60 | 1350 | - | 0 | 75 | 0 | ||||
| 27 Jun | 24044.50 | 1350 | - | 100 | 75 | 5,775 | ||||
| 26 Jun | 23868.80 | 1140.7 | - | 0 | 0 | 0 | ||||
| 25 Jun | 23721.30 | 1140.7 | - | 150 | 0 | 5,575 | ||||
| 24 Jun | 23537.85 | 1020 | - | 800 | 500 | 5,575 | ||||
| 21 Jun | 23501.10 | 942.90 | - | 350 | 175 | 5,075 | ||||
| 20 Jun | 23567.00 | 1056.75 | - | 75 | -25 | 4,900 | ||||
| 19 Jun | 23516.00 | 991.95 | - | 725 | -50 | 4,925 | ||||
| 18 Jun | 23557.90 | 1042.35 | - | 2,950 | 1,525 | 4,975 | ||||
| 14 Jun | 23465.60 | 970.00 | - | 200 | 100 | 3,450 | ||||
| 13 Jun | 23398.90 | 942.50 | - | 275 | 0 | 3,375 | ||||
| 12 Jun | 23322.95 | 913.60 | - | 300 | 0 | 3,375 | ||||
| 11 Jun | 23264.85 | 939.90 | - | 300 | 0 | 3,375 | ||||
| 10 Jun | 23259.20 | 876.45 | - | 800 | -375 | 3,375 | ||||
| 7 Jun | 23290.15 | 944.20 | - | 2,075 | -350 | 3,750 | ||||
| 6 Jun | 22821.40 | 681.35 | - | 11,500 | 1,525 | 4,100 | ||||
| 5 Jun | 22620.35 | 520.10 | - | 1,575 | 1,000 | 2,575 | ||||
| 4 Jun | 21884.50 | 385.00 | - | 875 | 0 | 1,575 | ||||
| 3 Jun | 23263.90 | 1102.70 | - | 250 | -75 | 1,575 | ||||
| 31 May | 22530.70 | 695.25 | - | 450 | 25 | 1,650 | ||||
| 30 May | 22488.65 | 679.60 | - | 1,850 | 1,250 | 1,625 | ||||
| 29 May | 22704.70 | 818.90 | - | 150 | 50 | 375 | ||||
| 28 May | 22888.15 | 916.65 | - | 575 | 25 | 325 | ||||
| 27 May | 22932.45 | 919.00 | - | 0 | -25 | 0 | ||||
| 24 May | 22957.10 | 919.00 | - | 25 | 0 | 325 | ||||
| 23 May | 22967.65 | 921.65 | - | 2,875 | -1,525 | 325 | ||||
| 22 May | 22597.80 | 732.50 | - | 175 | 150 | 1,850 | ||||
| 21 May | 22529.05 | 756.05 | - | 300 | 250 | 1,700 | ||||
| 18 May | 22502.00 | 639.00 | - | 0 | 0 | 0 | ||||
| 17 May | 22466.10 | 639.00 | - | 175 | -100 | 1,450 | ||||
| 16 May | 22403.85 | 657.05 | - | 325 | -125 | 1,550 | ||||
| 15 May | 22200.55 | 589.55 | - | 150 | 0 | 1,525 | ||||
| 14 May | 22217.85 | 617.05 | - | 150 | -25 | 1,400 | ||||
| 13 May | 22104.05 | 568.10 | - | 2,375 | -2,075 | 1,425 | ||||
For NIFTY - strike price 22750 expiring on 25JUL2024
Delta for 22750 CE is -
Historical price for 22750 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 1560, which was -58.00 lower than the previous day. The implied volatity was -, the open interest changed by -575 which decreased total open position to 5100
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 1618, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 5675
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 1620, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 5750
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 1350, 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 1350, 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 1350, 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 1350, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 5775
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1140.7, 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 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 1140.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5575
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1020, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 5575
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 942.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 5075
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1056.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 4900
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 991.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 4925
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 1042.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 1525 which increased total open position to 4975
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 970.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 3450
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 942.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3375
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 913.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3375
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 939.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3375
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 876.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -375 which decreased total open position to 3375
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 944.20, 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 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 681.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 1525 which increased total open position to 4100
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 520.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 1000 which increased total open position to 2575
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 385.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1575
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 1102.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 1575
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 695.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 1650
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 679.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 1250 which increased total open position to 1625
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 818.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 375
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 916.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 325
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 919.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 0
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 919.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 325
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 921.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -1525 which decreased total open position to 325
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 732.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 1850
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 756.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 1700
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 639.00, 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 639.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 1450
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 657.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 1550
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 589.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1525
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 617.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 1400
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 568.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -2075 which decreased total open position to 1425
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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 | 13.05 | -10.35 | - | 36,075 | -6,550 | 31,050 |
| 4 Jul | 24302.15 | 23.4 | - | 50,250 | 7,425 | 37,600 | |
| 3 Jul | 24286.50 | 24.75 | - | 22,950 | -5,000 | 30,175 | |
| 2 Jul | 24123.85 | 30.05 | - | 29,700 | 7,550 | 34,800 | |
| 1 Jul | 24141.95 | 32.95 | - | 30,175 | -3,775 | 27,250 | |
| 28 Jun | 24010.60 | 45.1 | - | 41,075 | 4,100 | 31,025 | |
| 27 Jun | 24044.50 | 55.65 | - | 33,100 | 6,275 | 26,925 | |
| 26 Jun | 23868.80 | 64.9 | - | 20,525 | 1,675 | 20,900 | |
| 25 Jun | 23721.30 | 85.2 | - | 21,225 | -4,400 | 19,225 | |
| 24 Jun | 23537.85 | 101.45 | - | 25,025 | 5,025 | 23,625 | |
| 21 Jun | 23501.10 | 103.05 | - | 14,925 | 2,050 | 18,600 | |
| 20 Jun | 23567.00 | 101.00 | - | 11,400 | 6,225 | 16,675 | |
| 19 Jun | 23516.00 | 122.35 | - | 7,300 | 1,750 | 10,450 | |
| 18 Jun | 23557.90 | 104.55 | - | 7,075 | 1,100 | 8,650 | |
| 14 Jun | 23465.60 | 129.95 | - | 7,600 | -275 | 7,550 | |
| 13 Jun | 23398.90 | 153.65 | - | 3,425 | 1,775 | 7,950 | |
| 12 Jun | 23322.95 | 188.00 | - | 2,825 | 950 | 6,150 | |
| 11 Jun | 23264.85 | 210.80 | - | 2,975 | 700 | 5,250 | |
| 10 Jun | 23259.20 | 260.05 | - | 3,000 | 1,750 | 4,550 | |
| 7 Jun | 23290.15 | 253.30 | - | 5,400 | 775 | 2,800 | |
| 6 Jun | 22821.40 | 369.25 | - | 4,450 | 400 | 2,025 | |
| 5 Jun | 22620.35 | 528.35 | - | 1,200 | 975 | 1,625 | |
| 4 Jun | 21884.50 | 1091.75 | - | 150 | 0 | 650 | |
| 3 Jun | 23263.90 | 304.15 | - | 1,500 | -400 | 650 | |
| 31 May | 22530.70 | 611.10 | - | 325 | -75 | 1,050 | |
| 30 May | 22488.65 | 644.45 | - | 275 | -50 | 1,125 | |
| 29 May | 22704.70 | 565.35 | - | 400 | 50 | 1,175 | |
| 28 May | 22888.15 | 494.05 | - | 175 | 25 | 1,175 | |
| 27 May | 22932.45 | 447.00 | - | 325 | 0 | 1,200 | |
| 24 May | 22957.10 | 449.70 | - | 2,225 | -725 | 1,450 | |
| 23 May | 22967.65 | 475.45 | - | 3,225 | 400 | 2,150 | |
| 22 May | 22597.80 | 613.35 | - | 50 | 0 | 1,800 | |
| 21 May | 22529.05 | 624.95 | - | 3,500 | 700 | 1,850 | |
| 18 May | 22502.00 | 640.00 | - | 0 | 0 | 1,150 | |
| 17 May | 22466.10 | 640.00 | - | 50 | 100 | 1,125 | |
| 16 May | 22403.85 | 780.00 | - | 100 | 0 | 1,025 | |
| 15 May | 22200.55 | 800.65 | - | 100 | 0 | 925 | |
| 14 May | 22217.85 | 797.05 | - | 200 | 50 | 725 | |
| 13 May | 22104.05 | 899.30 | - | 100 | 50 | 675 | |
For NIFTY - strike price 22750 expiring on 25JUL2024
Delta for 22750 PE is -
Historical price for 22750 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 13.05, which was -10.35 lower than the previous day. The implied volatity was -, the open interest changed by -6550 which decreased total open position to 31050
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 23.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 7425 which increased total open position to 37600
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 24.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -5000 which decreased total open position to 30175
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 30.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 7550 which increased total open position to 34800
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 32.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -3775 which decreased total open position to 27250
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 45.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 4100 which increased total open position to 31025
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 55.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 6275 which increased total open position to 26925
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 64.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 1675 which increased total open position to 20900
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 85.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -4400 which decreased total open position to 19225
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 101.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 5025 which increased total open position to 23625
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 103.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 2050 which increased total open position to 18600
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 101.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 6225 which increased total open position to 16675
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 122.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 1750 which increased total open position to 10450
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 104.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 1100 which increased total open position to 8650
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 129.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -275 which decreased total open position to 7550
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 153.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 1775 which increased total open position to 7950
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 188.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 950 which increased total open position to 6150
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 210.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 700 which increased total open position to 5250
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 260.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 1750 which increased total open position to 4550
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 253.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 775 which increased total open position to 2800
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 369.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 2025
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 528.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 975 which increased total open position to 1625
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 1091.75, 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 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 304.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -400 which decreased total open position to 650
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 611.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 1050
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 644.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 1125
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 565.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 1175
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 494.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 1175
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 447.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1200
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 449.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -725 which decreased total open position to 1450
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 475.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 2150
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 613.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1800
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 624.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 700 which increased total open position to 1850
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 640.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1150
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 640.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 1125
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 780.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1025
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 800.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 925
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 797.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 725
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 899.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 675