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 | 1529.4 | 8.60 | - | 1,875 | 2,275 | 2,275 | |||
| 4 Jul | 24302.15 | 1520.8 | - | 0 | 600 | 0 | ||||
| 3 Jul | 24286.50 | 1520.8 | - | 1,950 | 600 | 3,575 | ||||
| 2 Jul | 24123.85 | 1379 | - | 0 | 0 | 0 | ||||
| 1 Jul | 24141.95 | 1379 | - | 25 | 0 | 2,975 | ||||
| 28 Jun | 24010.60 | 1427.2 | - | 75 | 100 | 2,975 | ||||
| 27 Jun | 24044.50 | 1243 | - | 125 | 0 | 2,875 | ||||
| 26 Jun | 23868.80 | 1055.9 | - | 0 | 75 | 0 | ||||
| 25 Jun | 23721.30 | 1055.9 | - | 150 | 75 | 2,850 | ||||
| 24 Jun | 23537.85 | 935.45 | - | 125 | 25 | 2,675 | ||||
| 21 Jun | 23501.10 | 874.80 | - | 375 | 250 | 2,600 | ||||
| 20 Jun | 23567.00 | 983.85 | - | 150 | 100 | 2,375 | ||||
| 19 Jun | 23516.00 | 909.50 | - | 500 | 400 | 2,275 | ||||
| 18 Jun | 23557.90 | 963.85 | - | 1,175 | 300 | 1,900 | ||||
| 14 Jun | 23465.60 | 882.35 | - | 300 | 200 | 1,600 | ||||
| 13 Jun | 23398.90 | 856.10 | - | 300 | 0 | 1,275 | ||||
| 12 Jun | 23322.95 | 840.35 | - | 450 | -325 | 1,325 | ||||
| 11 Jun | 23264.85 | 866.25 | - | 225 | -25 | 1,650 | ||||
| 10 Jun | 23259.20 | 807.10 | - | 900 | -100 | 1,725 | ||||
| 7 Jun | 23290.15 | 848.50 | - | 3,350 | -775 | 1,925 | ||||
| 6 Jun | 22821.40 | 624.45 | - | 6,025 | 950 | 2,700 | ||||
| 5 Jun | 22620.35 | 465.70 | - | 2,200 | 475 | 1,750 | ||||
| 4 Jun | 21884.50 | 320.70 | - | 2,625 | 400 | 1,275 | ||||
| 3 Jun | 23263.90 | 1000.10 | - | 750 | -75 | 875 | ||||
| 31 May | 22530.70 | 670.00 | - | 450 | -125 | 1,000 | ||||
| 30 May | 22488.65 | 609.70 | - | 875 | 325 | 1,125 | ||||
| 29 May | 22704.70 | 758.50 | - | 325 | -50 | 800 | ||||
| 28 May | 22888.15 | 851.75 | - | 50 | 0 | 850 | ||||
| 27 May | 22932.45 | 861.60 | - | 50 | 0 | 850 | ||||
| 24 May | 22957.10 | 867.00 | - | 675 | -200 | 1,225 | ||||
| 23 May | 22967.65 | 823.00 | - | 100 | 0 | 1,325 | ||||
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| 22 May | 22597.80 | 665.95 | - | 150 | 0 | 1,175 | ||||
| 21 May | 22529.05 | 551.90 | - | 0 | 0 | 0 | ||||
| 18 May | 22502.00 | 551.90 | - | 0 | 0 | 0 | ||||
| 17 May | 22466.10 | 551.90 | - | 0 | 75 | 0 | ||||
| 16 May | 22403.85 | 551.90 | - | 200 | 75 | 1,125 | ||||
| 15 May | 22200.55 | 553.00 | - | 150 | 0 | 900 | ||||
| 14 May | 22217.85 | 570.70 | - | 350 | 50 | 600 | ||||
| 13 May | 22104.05 | 544.45 | - | 125 | 50 | 550 | ||||
For NIFTY - strike price 22850 expiring on 25JUL2024
Delta for 22850 CE is -
Historical price for 22850 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 1529.4, which was 8.60 higher than the previous day. The implied volatity was -, the open interest changed by 2275 which increased total open position to 2275
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 1520.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 0
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 1520.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 3575
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 1379, 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 1379, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2975
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1427.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 2975
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1243, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2875
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1055.9, 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 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 1055.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 2850
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 935.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 2675
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 874.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 2600
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 983.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 2375
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 909.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 2275
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 963.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 1900
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 882.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 1600
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 856.10, 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 840.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -325 which decreased total open position to 1325
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 866.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 1650
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 807.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 1725
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 848.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -775 which decreased total open position to 1925
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 624.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 950 which increased total open position to 2700
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 465.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 475 which increased total open position to 1750
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 320.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 1275
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 1000.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 875
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 670.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 1000
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 609.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 325 which increased total open position to 1125
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 758.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 800
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 851.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 850
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 861.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 850
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 867.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 1225
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 823.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1325
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 665.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1175
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 551.90, 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 18 May NIFTY was trading at 22502.00. The strike last trading price was 551.90, 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 551.90, 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 16 May NIFTY was trading at 22403.85. The strike last trading price was 551.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 1125
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 553.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 900
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 570.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 600
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 544.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 550
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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 | 14.45 | -4.35 | - | 26,400 | -5,375 | 31,325 |
| 4 Jul | 24302.15 | 18.8 | - | 33,625 | 5,525 | 36,700 | |
| 3 Jul | 24286.50 | 24.7 | - | 41,750 | -6,825 | 31,175 | |
| 2 Jul | 24123.85 | 35.1 | - | 14,475 | 3,500 | 38,225 | |
| 1 Jul | 24141.95 | 37.8 | - | 35,325 | -6,650 | 34,725 | |
| 28 Jun | 24010.60 | 51.15 | - | 54,125 | 7,900 | 41,375 | |
| 27 Jun | 24044.50 | 62.2 | - | 46,525 | 7,450 | 33,475 | |
| 26 Jun | 23868.80 | 74.3 | - | 33,350 | -200 | 26,000 | |
| 25 Jun | 23721.30 | 97.55 | - | 16,875 | 2,450 | 26,200 | |
| 24 Jun | 23537.85 | 117.05 | - | 11,300 | 1,450 | 23,500 | |
| 21 Jun | 23501.10 | 127.95 | - | 10,875 | 4,550 | 22,025 | |
| 20 Jun | 23567.00 | 117.35 | - | 9,500 | 4,575 | 17,475 | |
| 19 Jun | 23516.00 | 143.75 | - | 6,575 | 575 | 12,900 | |
| 18 Jun | 23557.90 | 121.10 | - | 11,875 | 4,775 | 12,475 | |
| 14 Jun | 23465.60 | 151.50 | - | 6,900 | 125 | 7,700 | |
| 13 Jun | 23398.90 | 172.95 | - | 1,475 | 275 | 7,575 | |
| 12 Jun | 23322.95 | 218.10 | - | 3,775 | 400 | 7,350 | |
| 11 Jun | 23264.85 | 237.60 | - | 3,975 | 1,750 | 6,975 | |
| 10 Jun | 23259.20 | 288.30 | - | 3,425 | 1,275 | 5,225 | |
| 7 Jun | 23290.15 | 276.00 | - | 1,800 | 1,025 | 3,950 | |
| 6 Jun | 22821.40 | 399.00 | - | 5,925 | 2,350 | 2,925 | |
| 5 Jun | 22620.35 | 567.00 | - | 25 | -25 | 575 | |
| 4 Jun | 21884.50 | 1000.00 | - | 225 | 75 | 600 | |
| 3 Jun | 23263.90 | 344.60 | - | 75 | 0 | 525 | |
| 31 May | 22530.70 | 675.00 | - | 325 | 75 | 500 | |
| 30 May | 22488.65 | 697.10 | - | 125 | -125 | 425 | |
| 29 May | 22704.70 | 617.00 | - | 1,100 | -175 | 550 | |
| 28 May | 22888.15 | 534.60 | - | 175 | 125 | 700 | |
| 27 May | 22932.45 | 483.65 | - | 125 | -25 | 575 | |
| 24 May | 22957.10 | 494.25 | - | 250 | 25 | 625 | |
| 23 May | 22967.65 | 501.95 | - | 1,425 | -25 | 575 | |
| 22 May | 22597.80 | 825.75 | - | 0 | 0 | 0 | |
| 21 May | 22529.05 | 825.75 | - | 0 | 0 | 0 | |
| 18 May | 22502.00 | 825.75 | - | 0 | 0 | 600 | |
| 17 May | 22466.10 | 825.75 | - | 0 | 0 | 0 | |
| 16 May | 22403.85 | 825.75 | - | 50 | 0 | 550 | |
| 15 May | 22200.55 | 850.10 | - | 350 | 0 | 200 | |
| 14 May | 22217.85 | 845.15 | - | 50 | 0 | 150 | |
| 13 May | 22104.05 | 941.15 | - | 125 | 75 | 150 | |
For NIFTY - strike price 22850 expiring on 25JUL2024
Delta for 22850 PE is -
Historical price for 22850 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 14.45, which was -4.35 lower than the previous day. The implied volatity was -, the open interest changed by -5375 which decreased total open position to 31325
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 18.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 5525 which increased total open position to 36700
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 24.7, which was lower than the previous day. The implied volatity was -, the open interest changed by -6825 which decreased total open position to 31175
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 35.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 3500 which increased total open position to 38225
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 37.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -6650 which decreased total open position to 34725
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 51.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 7900 which increased total open position to 41375
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 62.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 7450 which increased total open position to 33475
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 74.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 26000
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 97.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 2450 which increased total open position to 26200
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 117.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 1450 which increased total open position to 23500
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 127.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 4550 which increased total open position to 22025
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 117.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 4575 which increased total open position to 17475
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 143.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 575 which increased total open position to 12900
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 121.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 4775 which increased total open position to 12475
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 151.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 7700
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 172.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 7575
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 218.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 7350
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 237.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 1750 which increased total open position to 6975
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 288.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 1275 which increased total open position to 5225
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 276.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1025 which increased total open position to 3950
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 399.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2350 which increased total open position to 2925
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 567.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 575
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 1000.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 600
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 344.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 525
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 675.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 500
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 697.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 425
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 617.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -175 which decreased total open position to 550
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 534.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 700
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 483.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 575
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 494.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 625
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 501.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 575
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 825.75, 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 21 May NIFTY was trading at 22529.05. The strike last trading price was 825.75, 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 18 May NIFTY was trading at 22502.00. The strike last trading price was 825.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 600
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 825.75, 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 16 May NIFTY was trading at 22403.85. The strike last trading price was 825.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 550
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 850.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 200
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 845.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 150
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 941.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 150