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 | 1500.3 | 10.35 | - | 1,200 | -250 | 40,200 | |||
| 4 Jul | 24302.15 | 1489.95 | - | 2,250 | -1,225 | 40,450 | ||||
| 3 Jul | 24286.50 | 1453.4 | - | 900 | -350 | 41,675 | ||||
| 2 Jul | 24123.85 | 1350.95 | - | 800 | -350 | 42,050 | ||||
| 1 Jul | 24141.95 | 1347.75 | - | 1,925 | 450 | 42,400 | ||||
| 28 Jun | 24010.60 | 1282.8 | - | 5,800 | -2,300 | 41,950 | ||||
| 27 Jun | 24044.50 | 1359.9 | - | 7,950 | 1,325 | 44,250 | ||||
| 26 Jun | 23868.80 | 1148.25 | - | 5,800 | 150 | 42,925 | ||||
| 25 Jun | 23721.30 | 1052.15 | - | 8,000 | 525 | 42,775 | ||||
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| 24 Jun | 23537.85 | 882 | - | 1,475 | -325 | 42,250 | ||||
| 21 Jun | 23501.10 | 824.20 | - | 9,925 | -350 | 42,600 | ||||
| 20 Jun | 23567.00 | 930.45 | - | 5,800 | -1,000 | 42,925 | ||||
| 19 Jun | 23516.00 | 876.00 | - | 3,725 | 575 | 43,925 | ||||
| 18 Jun | 23557.90 | 931.25 | - | 11,875 | -250 | 43,350 | ||||
| 14 Jun | 23465.60 | 848.65 | - | 7,200 | -475 | 43,600 | ||||
| 13 Jun | 23398.90 | 802.25 | - | 2,000 | -350 | 44,100 | ||||
| 12 Jun | 23322.95 | 919.15 | - | 11,800 | -2,200 | 44,450 | ||||
| 11 Jun | 23264.85 | 800.95 | - | 11,700 | -275 | 46,675 | ||||
| 10 Jun | 23259.20 | 777.05 | - | 21,400 | 300 | 46,950 | ||||
| 7 Jun | 23290.15 | 846.95 | - | 76,350 | 23,350 | 46,725 | ||||
| 6 Jun | 22821.40 | 567.25 | - | 61,825 | 4,625 | 23,375 | ||||
| 5 Jun | 22620.35 | 440.05 | - | 63,275 | -3,675 | 18,750 | ||||
| 4 Jun | 21884.50 | 397.55 | - | 1,00,150 | 8,450 | 22,425 | ||||
| 3 Jun | 23263.90 | 1012.85 | - | 20,725 | -4,075 | 13,975 | ||||
| 31 May | 22530.70 | 640.05 | - | 7,900 | -425 | 18,000 | ||||
| 30 May | 22488.65 | 617.00 | - | 10,500 | 1,625 | 18,425 | ||||
| 29 May | 22704.70 | 717.50 | - | 8,075 | 3,625 | 16,800 | ||||
| 28 May | 22888.15 | 813.05 | - | 7,325 | 1,575 | 12,950 | ||||
| 27 May | 22932.45 | 844.10 | - | 3,675 | -25 | 11,375 | ||||
| 24 May | 22957.10 | 823.60 | - | 6,750 | 3,325 | 11,400 | ||||
| 23 May | 22967.65 | 824.65 | - | 5,425 | 1,050 | 8,050 | ||||
| 22 May | 22597.80 | 647.70 | - | 1,725 | -275 | 6,975 | ||||
| 21 May | 22529.05 | 635.00 | - | 3,875 | 2,025 | 7,275 | ||||
| 18 May | 22502.00 | 576.00 | - | 0 | 375 | 0 | ||||
| 17 May | 22466.10 | 576.00 | - | 1,075 | 425 | 5,275 | ||||
| 16 May | 22403.85 | 577.00 | - | 2,050 | 750 | 4,850 | ||||
| 15 May | 22200.55 | 520.50 | - | 2,500 | -825 | 4,125 | ||||
| 14 May | 22217.85 | 543.40 | - | 400 | 100 | 4,950 | ||||
| 13 May | 22104.05 | 535.25 | - | 4,925 | 175 | 4,850 | ||||
For NIFTY - strike price 22900 expiring on 25JUL2024
Delta for 22900 CE is -
Historical price for 22900 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 1500.3, which was 10.35 higher than the previous day. The implied volatity was -, the open interest changed by -250 which decreased total open position to 40200
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 1489.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -1225 which decreased total open position to 40450
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 1453.4, which was lower than the previous day. The implied volatity was -, the open interest changed by -350 which decreased total open position to 41675
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 1350.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -350 which decreased total open position to 42050
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 1347.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 42400
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1282.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -2300 which decreased total open position to 41950
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1359.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 1325 which increased total open position to 44250
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1148.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 42925
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 1052.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 525 which increased total open position to 42775
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 882, which was lower than the previous day. The implied volatity was -, the open interest changed by -325 which decreased total open position to 42250
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 824.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -350 which decreased total open position to 42600
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 930.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -1000 which decreased total open position to 42925
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 876.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 575 which increased total open position to 43925
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 931.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -250 which decreased total open position to 43350
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 848.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -475 which decreased total open position to 43600
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 802.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -350 which decreased total open position to 44100
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 919.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -2200 which decreased total open position to 44450
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 800.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -275 which decreased total open position to 46675
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 777.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 46950
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 846.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 23350 which increased total open position to 46725
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 567.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 4625 which increased total open position to 23375
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 440.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -3675 which decreased total open position to 18750
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 397.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 8450 which increased total open position to 22425
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 1012.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -4075 which decreased total open position to 13975
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 640.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -425 which decreased total open position to 18000
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 617.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1625 which increased total open position to 18425
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 717.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 3625 which increased total open position to 16800
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 813.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 1575 which increased total open position to 12950
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 844.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 11375
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 823.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 3325 which increased total open position to 11400
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 824.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 1050 which increased total open position to 8050
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 647.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -275 which decreased total open position to 6975
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 635.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2025 which increased total open position to 7275
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 576.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 0
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 576.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 425 which increased total open position to 5275
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 577.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 4850
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 520.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -825 which decreased total open position to 4125
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 543.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 4950
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 535.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 4850
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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 | 15.95 | -4.65 | - | 3,26,825 | -20,550 | 2,18,825 |
| 4 Jul | 24302.15 | 20.6 | - | 4,17,050 | -47,075 | 2,39,375 | |
| 3 Jul | 24286.50 | 25.45 | - | 5,21,900 | -65,950 | 2,86,450 | |
| 2 Jul | 24123.85 | 37.35 | - | 5,39,725 | 725 | 3,54,500 | |
| 1 Jul | 24141.95 | 41.15 | - | 4,81,825 | -2,42,675 | 3,53,775 | |
| 28 Jun | 24010.60 | 54.25 | - | 10,09,775 | 1,09,975 | 5,96,450 | |
| 27 Jun | 24044.50 | 68 | - | 5,15,825 | 27,425 | 4,86,475 | |
| 26 Jun | 23868.80 | 80.85 | - | 4,78,275 | 30,200 | 4,60,175 | |
| 25 Jun | 23721.30 | 103.35 | - | 4,06,700 | 2,050 | 4,29,975 | |
| 24 Jun | 23537.85 | 126.05 | - | 6,43,625 | 2,85,475 | 4,28,450 | |
| 21 Jun | 23501.10 | 139.00 | - | 1,86,950 | 10,150 | 1,45,850 | |
| 20 Jun | 23567.00 | 125.75 | - | 1,16,450 | 7,575 | 1,35,800 | |
| 19 Jun | 23516.00 | 151.20 | - | 1,06,375 | 11,950 | 1,28,225 | |
| 18 Jun | 23557.90 | 126.70 | - | 71,750 | 18,425 | 1,16,800 | |
| 14 Jun | 23465.60 | 161.50 | - | 1,00,950 | 21,575 | 98,375 | |
| 13 Jun | 23398.90 | 186.90 | - | 57,075 | 12,175 | 76,850 | |
| 12 Jun | 23322.95 | 225.50 | - | 32,525 | 1,050 | 64,650 | |
| 11 Jun | 23264.85 | 248.45 | - | 53,775 | -1,025 | 63,750 | |
| 10 Jun | 23259.20 | 300.05 | - | 99,225 | 7,350 | 64,800 | |
| 7 Jun | 23290.15 | 285.05 | - | 1,10,075 | 35,175 | 57,525 | |
| 6 Jun | 22821.40 | 415.00 | - | 71,725 | 3,800 | 22,350 | |
| 5 Jun | 22620.35 | 601.60 | - | 13,150 | -1,300 | 18,550 | |
| 4 Jun | 21884.50 | 1552.20 | - | 78,925 | -1,050 | 19,850 | |
| 3 Jun | 23263.90 | 398.25 | - | 50,375 | 3,775 | 20,900 | |
| 31 May | 22530.70 | 699.65 | - | 4,450 | 1,075 | 17,150 | |
| 30 May | 22488.65 | 724.20 | - | 9,975 | 2,000 | 16,075 | |
| 29 May | 22704.70 | 637.95 | - | 7,575 | -700 | 14,075 | |
| 28 May | 22888.15 | 561.95 | - | 9,050 | 2,075 | 14,800 | |
| 27 May | 22932.45 | 526.65 | - | 8,275 | 1,225 | 12,225 | |
| 24 May | 22957.10 | 512.50 | - | 6,275 | 4,025 | 11,000 | |
| 23 May | 22967.65 | 520.20 | - | 4,375 | 1,750 | 6,925 | |
| 22 May | 22597.80 | 662.95 | - | 700 | 125 | 5,125 | |
| 21 May | 22529.05 | 709.45 | - | 4,100 | 2,975 | 5,000 | |
| 18 May | 22502.00 | 736.90 | - | 0 | 0 | 2,025 | |
| 17 May | 22466.10 | 736.90 | - | 2,200 | 175 | 1,850 | |
| 16 May | 22403.85 | 759.15 | - | 2,000 | 125 | 1,675 | |
| 15 May | 22200.55 | 887.05 | - | 550 | 0 | 1,775 | |
| 14 May | 22217.85 | 869.05 | - | 625 | 200 | 1,775 | |
| 13 May | 22104.05 | 952.90 | - | 3,025 | -25 | 1,575 | |
For NIFTY - strike price 22900 expiring on 25JUL2024
Delta for 22900 PE is -
Historical price for 22900 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 15.95, which was -4.65 lower than the previous day. The implied volatity was -, the open interest changed by -20550 which decreased total open position to 218825
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 20.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -47075 which decreased total open position to 239375
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 25.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -65950 which decreased total open position to 286450
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 37.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 725 which increased total open position to 354500
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 41.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -242675 which decreased total open position to 353775
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 54.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 109975 which increased total open position to 596450
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 68, which was lower than the previous day. The implied volatity was -, the open interest changed by 27425 which increased total open position to 486475
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 80.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 30200 which increased total open position to 460175
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 103.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 2050 which increased total open position to 429975
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 126.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 285475 which increased total open position to 428450
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 139.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 10150 which increased total open position to 145850
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 125.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 7575 which increased total open position to 135800
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 151.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 11950 which increased total open position to 128225
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 126.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 18425 which increased total open position to 116800
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 161.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 21575 which increased total open position to 98375
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 186.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 12175 which increased total open position to 76850
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 225.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 1050 which increased total open position to 64650
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 248.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -1025 which decreased total open position to 63750
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 300.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 7350 which increased total open position to 64800
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 285.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 35175 which increased total open position to 57525
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 415.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3800 which increased total open position to 22350
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 601.60, which was lower than the previous day. The implied volatity was -, the open interest changed by -1300 which decreased total open position to 18550
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 1552.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -1050 which decreased total open position to 19850
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 398.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 3775 which increased total open position to 20900
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 699.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 1075 which increased total open position to 17150
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 724.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 2000 which increased total open position to 16075
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 637.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -700 which decreased total open position to 14075
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 561.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 2075 which increased total open position to 14800
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 526.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 1225 which increased total open position to 12225
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 512.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 4025 which increased total open position to 11000
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 520.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 1750 which increased total open position to 6925
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 662.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 5125
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 709.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 2975 which increased total open position to 5000
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 736.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2025
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 736.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 1850
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 759.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 1675
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 887.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1775
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 869.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 1775
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 952.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 1575