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 | 1583.85 | 12.95 | - | 7,500 | 1,225 | 77,600 | |||
| 4 Jul | 24302.15 | 1570.9 | - | 10,775 | 425 | 76,375 | ||||
| 3 Jul | 24286.50 | 1568.45 | - | 7,825 | 625 | 75,950 | ||||
| 2 Jul | 24123.85 | 1418 | - | 3,200 | -675 | 75,400 | ||||
| 1 Jul | 24141.95 | 1434.45 | - | 2,775 | -400 | 76,075 | ||||
| 28 Jun | 24010.60 | 1363.8 | - | 11,350 | -2,675 | 76,475 | ||||
| 27 Jun | 24044.50 | 1347 | - | 21,100 | 1,850 | 79,150 | ||||
| 26 Jun | 23868.80 | 1229.3 | - | 24,625 | 300 | 77,250 | ||||
| 25 Jun | 23721.30 | 1125.6 | - | 18,725 | -4,175 | 76,950 | ||||
| 24 Jun | 23537.85 | 991.2 | - | 14,250 | 2,050 | 81,500 | ||||
| 21 Jun | 23501.10 | 911.80 | - | 23,800 | 1,125 | 79,400 | ||||
| 20 Jun | 23567.00 | 1003.65 | - | 6,825 | 200 | 78,275 | ||||
| 19 Jun | 23516.00 | 948.00 | - | 18,625 | 1,225 | 78,075 | ||||
| 18 Jun | 23557.90 | 1018.10 | - | 7,050 | 2,000 | 76,875 | ||||
| 14 Jun | 23465.60 | 920.00 | - | 4,825 | -575 | 74,875 | ||||
| 13 Jun | 23398.90 | 888.00 | - | 7,125 | 3,725 | 75,300 | ||||
| 12 Jun | 23322.95 | 887.00 | - | 33,875 | -5,950 | 71,575 | ||||
| 11 Jun | 23264.85 | 860.00 | - | 9,675 | 350 | 77,500 | ||||
| 10 Jun | 23259.20 | 842.00 | - | 29,325 | -8,575 | 77,375 | ||||
| 7 Jun | 23290.15 | 919.75 | - | 1,06,575 | 28,575 | 86,100 | ||||
| 6 Jun | 22821.40 | 651.00 | - | 1,08,025 | 9,250 | 57,525 | ||||
| 5 Jun | 22620.35 | 490.50 | - | 75,175 | 4,125 | 48,275 | ||||
| 4 Jun | 21884.50 | 403.00 | - | 1,29,550 | 5,775 | 44,150 | ||||
| 3 Jun | 23263.90 | 1053.55 | - | 44,700 | 10,900 | 38,375 | ||||
| 31 May | 22530.70 | 692.00 | - | 26,750 | -5,475 | 27,500 | ||||
| 30 May | 22488.65 | 665.00 | - | 22,600 | 6,050 | 32,975 | ||||
| 29 May | 22704.70 | 776.90 | - | 12,325 | 7,150 | 26,925 | ||||
| 28 May | 22888.15 | 892.55 | - | 8,525 | 4,400 | 19,775 | ||||
| 27 May | 22932.45 | 909.65 | - | 5,525 | -900 | 15,350 | ||||
| 24 May | 22957.10 | 900.00 | - | 6,975 | 925 | 16,175 | ||||
| 23 May | 22967.65 | 869.05 | - | 10,050 | 3,450 | 15,325 | ||||
| 22 May | 22597.80 | 708.80 | - | 5,350 | 1,575 | 11,850 | ||||
| 21 May | 22529.05 | 692.00 | - | 4,075 | 1,100 | 10,250 | ||||
| 18 May | 22502.00 | 673.30 | - | 200 | 50 | 9,125 | ||||
| 17 May | 22466.10 | 628.95 | - | 2,550 | 375 | 9,075 | ||||
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| 16 May | 22403.85 | 629.95 | - | 4,950 | -900 | 8,700 | ||||
| 15 May | 22200.55 | 565.00 | - | 1,100 | 550 | 9,600 | ||||
| 14 May | 22217.85 | 584.85 | - | 2,325 | 225 | 9,075 | ||||
| 13 May | 22104.05 | 576.00 | - | 7,425 | -250 | 8,850 | ||||
For NIFTY - strike price 22800 expiring on 25JUL2024
Delta for 22800 CE is -
Historical price for 22800 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 1583.85, which was 12.95 higher than the previous day. The implied volatity was -, the open interest changed by 1225 which increased total open position to 77600
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 1570.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 425 which increased total open position to 76375
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 1568.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 625 which increased total open position to 75950
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 1418, which was lower than the previous day. The implied volatity was -, the open interest changed by -675 which decreased total open position to 75400
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 1434.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -400 which decreased total open position to 76075
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1363.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -2675 which decreased total open position to 76475
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1347, which was lower than the previous day. The implied volatity was -, the open interest changed by 1850 which increased total open position to 79150
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1229.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 77250
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 1125.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -4175 which decreased total open position to 76950
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 991.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 2050 which increased total open position to 81500
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 911.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 1125 which increased total open position to 79400
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1003.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 78275
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 948.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1225 which increased total open position to 78075
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 1018.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 2000 which increased total open position to 76875
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 920.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -575 which decreased total open position to 74875
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 888.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3725 which increased total open position to 75300
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 887.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -5950 which decreased total open position to 71575
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 860.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 77500
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 842.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -8575 which decreased total open position to 77375
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 919.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 28575 which increased total open position to 86100
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 651.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 9250 which increased total open position to 57525
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 490.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 4125 which increased total open position to 48275
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 403.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 5775 which increased total open position to 44150
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 1053.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 10900 which increased total open position to 38375
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 692.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -5475 which decreased total open position to 27500
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 665.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 6050 which increased total open position to 32975
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 776.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 7150 which increased total open position to 26925
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 892.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 4400 which increased total open position to 19775
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 909.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -900 which decreased total open position to 15350
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 900.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 925 which increased total open position to 16175
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 869.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 3450 which increased total open position to 15325
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 708.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 1575 which increased total open position to 11850
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 692.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1100 which increased total open position to 10250
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 673.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 9125
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 628.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 9075
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 629.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -900 which decreased total open position to 8700
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 565.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 9600
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 584.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 9075
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 576.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -250 which decreased total open position to 8850
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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 | 14.25 | -3.25 | - | 4,99,750 | -49,100 | 6,16,875 |
| 4 Jul | 24302.15 | 17.5 | - | 5,34,675 | -18,950 | 6,65,975 | |
| 3 Jul | 24286.50 | 22.05 | - | 6,01,800 | -4,600 | 6,84,925 | |
| 2 Jul | 24123.85 | 32.05 | - | 5,43,900 | -12,975 | 6,90,925 | |
| 1 Jul | 24141.95 | 35 | - | 9,61,875 | -1,20,200 | 7,03,900 | |
| 28 Jun | 24010.60 | 48.6 | - | 13,07,900 | 2,11,950 | 8,24,100 | |
| 27 Jun | 24044.50 | 59.75 | - | 8,10,300 | 1,27,050 | 6,12,150 | |
| 26 Jun | 23868.80 | 69.95 | - | 6,34,075 | 75,900 | 4,85,750 | |
| 25 Jun | 23721.30 | 92 | - | 5,03,325 | 42,250 | 4,09,850 | |
| 24 Jun | 23537.85 | 108.45 | - | 4,55,725 | 50,650 | 3,67,125 | |
| 21 Jun | 23501.10 | 120.95 | - | 3,23,400 | -3,125 | 3,16,700 | |
| 20 Jun | 23567.00 | 107.10 | - | 2,58,300 | 33,125 | 3,21,050 | |
| 19 Jun | 23516.00 | 131.90 | - | 2,46,675 | 22,200 | 2,87,925 | |
| 18 Jun | 23557.90 | 110.60 | - | 2,08,050 | 29,425 | 2,69,775 | |
| 14 Jun | 23465.60 | 141.30 | - | 2,39,275 | 63,375 | 2,40,350 | |
| 13 Jun | 23398.90 | 164.00 | - | 1,21,550 | 22,450 | 1,77,725 | |
| 12 Jun | 23322.95 | 193.70 | - | 97,950 | 8,975 | 1,55,425 | |
| 11 Jun | 23264.85 | 216.70 | - | 1,02,775 | 8,000 | 1,46,425 | |
| 10 Jun | 23259.20 | 270.00 | - | 1,69,150 | 22,875 | 1,38,400 | |
| 7 Jun | 23290.15 | 260.00 | - | 1,79,475 | 45,600 | 1,15,300 | |
| 6 Jun | 22821.40 | 375.00 | - | 1,27,750 | 22,025 | 69,700 | |
| 5 Jun | 22620.35 | 552.00 | - | 31,350 | -3,450 | 47,675 | |
| 4 Jun | 21884.50 | 936.15 | - | 1,31,025 | -7,675 | 51,125 | |
| 3 Jun | 23263.90 | 289.05 | - | 1,27,325 | 18,700 | 58,800 | |
| 31 May | 22530.70 | 653.50 | - | 21,525 | 100 | 40,000 | |
| 30 May | 22488.65 | 676.45 | - | 17,925 | -1,925 | 39,900 | |
| 29 May | 22704.70 | 600.00 | - | 28,525 | 2,700 | 41,825 | |
| 28 May | 22888.15 | 527.70 | - | 26,675 | 13,125 | 39,200 | |
| 27 May | 22932.45 | 487.50 | - | 29,100 | 14,975 | 26,125 | |
| 24 May | 22957.10 | 475.00 | - | 4,500 | 200 | 11,250 | |
| 23 May | 22967.65 | 485.00 | - | 12,400 | 3,425 | 11,000 | |
| 22 May | 22597.80 | 622.15 | - | 1,050 | 425 | 7,550 | |
| 21 May | 22529.05 | 667.80 | - | 3,875 | 1,550 | 7,175 | |
| 18 May | 22502.00 | 674.25 | - | 125 | 0 | 5,550 | |
| 17 May | 22466.10 | 686.30 | - | 3,750 | 2,775 | 5,550 | |
| 16 May | 22403.85 | 716.05 | - | 4,225 | -625 | 2,775 | |
| 15 May | 22200.55 | 827.10 | - | 250 | -25 | 3,450 | |
| 14 May | 22217.85 | 832.00 | - | 1,250 | 475 | 3,175 | |
| 13 May | 22104.05 | 902.55 | - | 4,175 | -950 | 2,700 | |
For NIFTY - strike price 22800 expiring on 25JUL2024
Delta for 22800 PE is -
Historical price for 22800 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 14.25, which was -3.25 lower than the previous day. The implied volatity was -, the open interest changed by -49100 which decreased total open position to 616875
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 17.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -18950 which decreased total open position to 665975
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 22.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -4600 which decreased total open position to 684925
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 32.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -12975 which decreased total open position to 690925
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 35, which was lower than the previous day. The implied volatity was -, the open interest changed by -120200 which decreased total open position to 703900
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 48.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 211950 which increased total open position to 824100
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 59.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 127050 which increased total open position to 612150
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 69.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 75900 which increased total open position to 485750
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 92, which was lower than the previous day. The implied volatity was -, the open interest changed by 42250 which increased total open position to 409850
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 108.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 50650 which increased total open position to 367125
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 120.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -3125 which decreased total open position to 316700
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 107.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 33125 which increased total open position to 321050
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 131.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 22200 which increased total open position to 287925
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 110.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 29425 which increased total open position to 269775
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 141.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 63375 which increased total open position to 240350
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 164.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 22450 which increased total open position to 177725
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 193.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 8975 which increased total open position to 155425
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 216.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 8000 which increased total open position to 146425
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 270.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 22875 which increased total open position to 138400
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 260.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 45600 which increased total open position to 115300
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 375.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 22025 which increased total open position to 69700
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 552.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -3450 which decreased total open position to 47675
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 936.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -7675 which decreased total open position to 51125
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 289.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 18700 which increased total open position to 58800
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 653.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 40000
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 676.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -1925 which decreased total open position to 39900
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 600.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2700 which increased total open position to 41825
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 527.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 13125 which increased total open position to 39200
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 487.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 14975 which increased total open position to 26125
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 475.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 11250
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 485.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3425 which increased total open position to 11000
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 622.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 425 which increased total open position to 7550
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 667.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 1550 which increased total open position to 7175
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 674.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5550
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 686.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 2775 which increased total open position to 5550
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 716.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -625 which decreased total open position to 2775
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 827.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 3450
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 832.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 475 which increased total open position to 3175
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 902.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -950 which decreased total open position to 2700