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 | 1505.95 | 0.00 | - | 0 | 10,525 | 0 | |||
| 4 Jul | 24302.15 | 1505.95 | - | 25 | 10,525 | 10,525 | ||||
| 3 Jul | 24286.50 | 1290.4 | - | 0 | 0 | 0 | ||||
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| 2 Jul | 24123.85 | 1290.4 | - | 0 | 25 | 0 | ||||
| 1 Jul | 24141.95 | 1290.4 | - | 0 | 25 | 0 | ||||
| 28 Jun | 24010.60 | 1290.4 | - | 50 | 25 | 10,525 | ||||
| 27 Jun | 24044.50 | 1132.65 | - | 250 | 25 | 10,500 | ||||
| 26 Jun | 23868.80 | 1002.15 | - | 0 | 150 | 0 | ||||
| 25 Jun | 23721.30 | 1002.15 | - | 500 | 150 | 10,675 | ||||
| 24 Jun | 23537.85 | 866.8 | - | 5,925 | 5,475 | 10,525 | ||||
| 21 Jun | 23501.10 | 803.70 | - | 175 | 0 | 4,875 | ||||
| 20 Jun | 23567.00 | 884.85 | - | 650 | 50 | 4,775 | ||||
| 19 Jun | 23516.00 | 816.05 | - | 1,275 | 100 | 4,725 | ||||
| 18 Jun | 23557.90 | 876.80 | - | 725 | 375 | 4,575 | ||||
| 14 Jun | 23465.60 | 801.15 | - | 1,100 | -250 | 4,200 | ||||
| 13 Jun | 23398.90 | 782.50 | - | 125 | -25 | 4,350 | ||||
| 12 Jun | 23322.95 | 767.70 | - | 350 | 0 | 4,025 | ||||
| 11 Jun | 23264.85 | 794.10 | - | 200 | -25 | 3,975 | ||||
| 10 Jun | 23259.20 | 750.00 | - | 1,775 | 1,025 | 3,975 | ||||
| 7 Jun | 23290.15 | 817.35 | - | 2,725 | -375 | 3,050 | ||||
| 6 Jun | 22821.40 | 578.30 | - | 5,400 | 600 | 3,425 | ||||
| 5 Jun | 22620.35 | 425.75 | - | 2,175 | 975 | 2,825 | ||||
| 4 Jun | 21884.50 | 295.50 | - | 2,725 | 400 | 1,850 | ||||
| 3 Jun | 23263.90 | 918.50 | - | 825 | -350 | 1,450 | ||||
| 31 May | 22530.70 | 604.60 | - | 725 | 50 | 1,850 | ||||
| 30 May | 22488.65 | 590.90 | - | 1,000 | 575 | 1,800 | ||||
| 29 May | 22704.70 | 709.10 | - | 1,300 | 550 | 1,225 | ||||
| 28 May | 22888.15 | 781.80 | - | 550 | -25 | 675 | ||||
| 27 May | 22932.45 | 814.00 | - | 2,600 | -325 | 775 | ||||
| 24 May | 22957.10 | 804.00 | - | 1,350 | 850 | 1,075 | ||||
| 23 May | 22967.65 | 789.90 | - | 1,475 | -175 | 925 | ||||
| 22 May | 22597.80 | 611.70 | - | 50 | 0 | 1,050 | ||||
| 21 May | 22529.05 | 620.00 | - | 100 | 75 | 1,025 | ||||
| 18 May | 22502.00 | 507.50 | - | 0 | 0 | 0 | ||||
| 17 May | 22466.10 | 507.50 | - | 0 | 50 | 0 | ||||
| 16 May | 22403.85 | 507.50 | - | 150 | 50 | 850 | ||||
| 15 May | 22200.55 | 495.30 | - | 100 | 0 | 700 | ||||
| 14 May | 22217.85 | 522.75 | - | 125 | -25 | 650 | ||||
| 13 May | 22104.05 | 493.65 | - | 225 | 175 | 675 | ||||
For NIFTY - strike price 22950 expiring on 25JUL2024
Delta for 22950 CE is -
Historical price for 22950 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 1505.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 10525 which increased total open position to 0
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 1505.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 10525 which increased total open position to 10525
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 1290.4, 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 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 1290.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 0
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 1290.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 0
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1290.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 10525
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1132.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 10500
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1002.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 0
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 1002.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 10675
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 866.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 5475 which increased total open position to 10525
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 803.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4875
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 884.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 4775
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 816.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 4725
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 876.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 4575
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 801.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -250 which decreased total open position to 4200
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 782.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 4350
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 767.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4025
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 794.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 3975
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 750.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1025 which increased total open position to 3975
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 817.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -375 which decreased total open position to 3050
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 578.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 3425
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 425.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 975 which increased total open position to 2825
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 295.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 1850
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 918.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -350 which decreased total open position to 1450
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 604.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 1850
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 590.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 575 which increased total open position to 1800
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 709.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 1225
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 781.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 675
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 814.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -325 which decreased total open position to 775
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 804.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 850 which increased total open position to 1075
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 789.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -175 which decreased total open position to 925
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 611.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1050
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 620.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 1025
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 507.50, 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 507.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 0
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 507.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 850
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 495.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 700
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 522.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 650
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 493.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 675
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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 | 17.25 | -4.65 | - | 38,275 | -2,450 | 20,100 |
| 4 Jul | 24302.15 | 21.9 | - | 24,850 | -375 | 22,550 | |
| 3 Jul | 24286.50 | 27.1 | - | 34,550 | -225 | 22,925 | |
| 2 Jul | 24123.85 | 41.55 | - | 30,750 | -1,375 | 23,250 | |
| 1 Jul | 24141.95 | 43.65 | - | 43,450 | 3,450 | 24,625 | |
| 28 Jun | 24010.60 | 59 | - | 57,325 | 2,900 | 21,175 | |
| 27 Jun | 24044.50 | 71.6 | - | 20,850 | 3,825 | 18,275 | |
| 26 Jun | 23868.80 | 100.8 | - | 20,825 | -1,225 | 14,450 | |
| 25 Jun | 23721.30 | 113.95 | - | 13,150 | 225 | 15,675 | |
| 24 Jun | 23537.85 | 134.55 | - | 12,450 | 1,050 | 15,375 | |
| 21 Jun | 23501.10 | 150.10 | - | 10,525 | 2,450 | 14,300 | |
| 20 Jun | 23567.00 | 131.75 | - | 6,100 | 3,175 | 11,850 | |
| 19 Jun | 23516.00 | 164.05 | - | 13,325 | 2,325 | 8,675 | |
| 18 Jun | 23557.90 | 141.00 | - | 4,975 | -500 | 6,350 | |
| 14 Jun | 23465.60 | 174.60 | - | 4,050 | 1,675 | 6,850 | |
| 13 Jun | 23398.90 | 199.10 | - | 6,050 | 1,150 | 5,175 | |
| 12 Jun | 23322.95 | 241.40 | - | 3,425 | 175 | 4,000 | |
| 11 Jun | 23264.85 | 269.15 | - | 1,950 | 725 | 3,875 | |
| 10 Jun | 23259.20 | 308.95 | - | 1,950 | 475 | 3,100 | |
| 7 Jun | 23290.15 | 307.25 | - | 4,600 | 1,325 | 2,600 | |
| 6 Jun | 22821.40 | 461.00 | - | 600 | 50 | 1,275 | |
| 5 Jun | 22620.35 | 696.00 | - | 125 | -25 | 1,225 | |
| 4 Jun | 21884.50 | 1131.00 | - | 700 | 225 | 1,250 | |
| 3 Jun | 23263.90 | 351.15 | - | 200 | 0 | 1,025 | |
| 31 May | 22530.70 | 721.10 | - | 75 | 0 | 1,025 | |
| 30 May | 22488.65 | 760.00 | - | 75 | 0 | 1,025 | |
| 29 May | 22704.70 | 651.95 | - | 400 | -50 | 1,025 | |
| 28 May | 22888.15 | 584.65 | - | 1,125 | -225 | 1,100 | |
| 27 May | 22932.45 | 550.50 | - | 2,375 | 900 | 1,325 | |
| 24 May | 22957.10 | 523.55 | - | 600 | 50 | 425 | |
| 23 May | 22967.65 | 549.25 | - | 350 | 125 | 375 | |
| 22 May | 22597.80 | 687.20 | - | 150 | 0 | 100 | |
| 21 May | 22529.05 | 912.45 | - | 0 | 0 | 0 | |
| 18 May | 22502.00 | 912.45 | - | 0 | 0 | 100 | |
| 17 May | 22466.10 | 912.45 | - | 0 | 0 | 100 | |
| 16 May | 22403.85 | 912.45 | - | 0 | 0 | 100 | |
| 15 May | 22200.55 | 912.45 | - | 0 | -25 | 0 | |
| 14 May | 22217.85 | 912.45 | - | 25 | 50 | 125 | |
| 13 May | 22104.05 | 983.55 | - | 50 | 0 | 75 | |
For NIFTY - strike price 22950 expiring on 25JUL2024
Delta for 22950 PE is -
Historical price for 22950 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 17.25, which was -4.65 lower than the previous day. The implied volatity was -, the open interest changed by -2450 which decreased total open position to 20100
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 21.9, which was lower than the previous day. The implied volatity was -, the open interest changed by -375 which decreased total open position to 22550
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 27.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -225 which decreased total open position to 22925
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 41.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -1375 which decreased total open position to 23250
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 43.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 3450 which increased total open position to 24625
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 59, which was lower than the previous day. The implied volatity was -, the open interest changed by 2900 which increased total open position to 21175
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 71.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 3825 which increased total open position to 18275
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 100.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -1225 which decreased total open position to 14450
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 113.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 15675
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 134.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 1050 which increased total open position to 15375
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 150.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 2450 which increased total open position to 14300
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 131.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 3175 which increased total open position to 11850
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 164.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 2325 which increased total open position to 8675
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 141.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -500 which decreased total open position to 6350
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 174.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 1675 which increased total open position to 6850
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 199.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 1150 which increased total open position to 5175
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 241.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 4000
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 269.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 725 which increased total open position to 3875
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 308.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 475 which increased total open position to 3100
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 307.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 1325 which increased total open position to 2600
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 461.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 1275
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 696.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 1225
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 1131.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 1250
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 351.15, 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 31 May NIFTY was trading at 22530.70. The strike last trading price was 721.10, 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 30 May NIFTY was trading at 22488.65. The strike last trading price was 760.00, 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 29 May NIFTY was trading at 22704.70. The strike last trading price was 651.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 1025
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 584.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -225 which decreased total open position to 1100
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 550.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 1325
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 523.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 425
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 549.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 375
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 687.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 100
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 912.45, 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 912.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 100
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 912.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 100
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 912.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 100
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 912.45, 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 14 May NIFTY was trading at 22217.85. The strike last trading price was 912.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 125
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 983.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 75