NIFTY
Nifty
Historical option data for NIFTY
05 Jul 2024 04:11 PM IST
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 24323.85 | 1396.65 | 6.15 | - | 1,08,575 | -33,175 | 11,99,800 | |||
| 4 Jul | 24302.15 | 1390.5 | - | 1,55,075 | -10,725 | 12,32,975 | ||||
| 3 Jul | 24286.50 | 1386.85 | - | 1,63,375 | -20,750 | 12,43,700 | ||||
| 2 Jul | 24123.85 | 1247 | - | 1,36,200 | -22,100 | 12,64,525 | ||||
|
|
||||||||||
| 1 Jul | 24141.95 | 1252.5 | - | 1,03,875 | -25,200 | 12,86,625 | ||||
| 28 Jun | 24010.60 | 1189.65 | - | 2,41,225 | 20,175 | 13,11,825 | ||||
| 27 Jun | 24044.50 | 1160 | - | 5,89,875 | 1,63,550 | 12,91,650 | ||||
| 26 Jun | 23868.80 | 1056.75 | - | 2,94,950 | 69,000 | 11,28,425 | ||||
| 25 Jun | 23721.30 | 959 | - | 3,17,975 | 97,750 | 10,59,425 | ||||
| 24 Jun | 23537.85 | 829 | - | 3,82,450 | 55,000 | 9,61,825 | ||||
| 21 Jun | 23501.10 | 749.45 | - | 3,86,475 | 54,450 | 9,06,675 | ||||
| 20 Jun | 23567.00 | 849.60 | - | 2,67,700 | 46,150 | 8,52,675 | ||||
| 19 Jun | 23516.00 | 805.00 | - | 2,81,325 | -11,025 | 8,06,525 | ||||
| 18 Jun | 23557.90 | 845.00 | - | 1,88,975 | 20,500 | 8,17,700 | ||||
| 14 Jun | 23465.60 | 767.25 | - | 2,34,900 | -9,100 | 7,97,200 | ||||
| 13 Jun | 23398.90 | 747.90 | - | 3,85,100 | 96,575 | 8,06,350 | ||||
| 12 Jun | 23322.95 | 738.10 | - | 2,97,600 | 29,525 | 7,08,525 | ||||
| 11 Jun | 23264.85 | 723.85 | - | 3,05,075 | 55,050 | 6,78,775 | ||||
| 10 Jun | 23259.20 | 708.30 | - | 3,66,750 | -21,650 | 6,23,150 | ||||
| 7 Jun | 23290.15 | 780.15 | - | 7,60,425 | 92,625 | 6,49,000 | ||||
| 6 Jun | 22821.40 | 535.00 | - | 7,66,475 | 1,04,750 | 5,56,375 | ||||
| 5 Jun | 22620.35 | 395.00 | - | 10,04,975 | -1,03,925 | 4,51,625 | ||||
| 4 Jun | 21884.50 | 300.45 | - | 13,96,850 | 87,350 | 5,55,550 | ||||
| 3 Jun | 23263.90 | 998.60 | - | 4,17,375 | -29,800 | 4,68,200 | ||||
| 31 May | 22530.70 | 594.00 | - | 4,49,150 | 1,60,825 | 4,99,575 | ||||
| 30 May | 22488.65 | 564.10 | - | 2,64,025 | 86,925 | 3,38,750 | ||||
| 29 May | 22704.70 | 664.00 | - | 2,38,550 | 64,200 | 2,51,825 | ||||
| 28 May | 22888.15 | 752.05 | - | 75,425 | 6,500 | 1,88,625 | ||||
| 27 May | 22932.45 | 786.00 | - | 1,31,325 | 19,525 | 1,82,550 | ||||
| 24 May | 22957.10 | 774.95 | - | 74,650 | 10,950 | 1,63,475 | ||||
| 23 May | 22967.65 | 756.00 | - | 1,46,100 | 34,825 | 1,51,875 | ||||
| 22 May | 22597.80 | 603.00 | - | 31,875 | 1,975 | 1,17,025 | ||||
| 21 May | 22529.05 | 586.00 | - | 49,025 | 5,650 | 1,15,100 | ||||
| 18 May | 22502.00 | 558.55 | - | 21,700 | -1,500 | 1,09,950 | ||||
| 17 May | 22466.10 | 526.35 | - | 56,100 | 10,450 | 1,11,425 | ||||
| 16 May | 22403.85 | 522.40 | - | 47,450 | 8,750 | 1,00,975 | ||||
| 15 May | 22200.55 | 474.75 | - | 42,550 | 4,375 | 92,300 | ||||
| 14 May | 22217.85 | 494.80 | - | 35,750 | -900 | 85,300 | ||||
| 13 May | 22104.05 | 485.95 | - | 75,200 | 9,750 | 86,200 | ||||
For NIFTY - strike price 23000 expiring on 25JUL2024
Delta for 23000 CE is -
Historical price for 23000 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 1396.65, which was 6.15 higher than the previous day. The implied volatity was -, the open interest changed by -33175 which decreased total open position to 1199800
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 1390.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -10725 which decreased total open position to 1232975
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 1386.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -20750 which decreased total open position to 1243700
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 1247, which was lower than the previous day. The implied volatity was -, the open interest changed by -22100 which decreased total open position to 1264525
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 1252.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -25200 which decreased total open position to 1286625
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1189.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 20175 which increased total open position to 1311825
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1160, which was lower than the previous day. The implied volatity was -, the open interest changed by 163550 which increased total open position to 1291650
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1056.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 69000 which increased total open position to 1128425
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 959, which was lower than the previous day. The implied volatity was -, the open interest changed by 97750 which increased total open position to 1059425
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 829, which was lower than the previous day. The implied volatity was -, the open interest changed by 55000 which increased total open position to 961825
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 749.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 54450 which increased total open position to 906675
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 849.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 46150 which increased total open position to 852675
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 805.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -11025 which decreased total open position to 806525
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 845.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 20500 which increased total open position to 817700
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 767.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -9100 which decreased total open position to 797200
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 747.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 96575 which increased total open position to 806350
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 738.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 29525 which increased total open position to 708525
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 723.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 55050 which increased total open position to 678775
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 708.30, which was lower than the previous day. The implied volatity was -, the open interest changed by -21650 which decreased total open position to 623150
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 780.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 92625 which increased total open position to 649000
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 535.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 104750 which increased total open position to 556375
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 395.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -103925 which decreased total open position to 451625
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 300.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 87350 which increased total open position to 555550
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 998.60, which was lower than the previous day. The implied volatity was -, the open interest changed by -29800 which decreased total open position to 468200
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 594.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 160825 which increased total open position to 499575
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 564.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 86925 which increased total open position to 338750
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 664.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 64200 which increased total open position to 251825
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 752.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 6500 which increased total open position to 188625
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 786.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 19525 which increased total open position to 182550
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 774.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 10950 which increased total open position to 163475
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 756.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 34825 which increased total open position to 151875
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 603.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1975 which increased total open position to 117025
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 586.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 5650 which increased total open position to 115100
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 558.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -1500 which decreased total open position to 109950
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 526.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 10450 which increased total open position to 111425
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 522.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 8750 which increased total open position to 100975
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 474.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 4375 which increased total open position to 92300
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 494.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -900 which decreased total open position to 85300
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 485.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 9750 which increased total open position to 86200
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
|||||||
|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 24323.85 | 19.2 | -5.30 | - | 18,35,950 | 29,100 | 38,40,025 |
| 4 Jul | 24302.15 | 24.5 | - | 22,19,025 | -1,08,975 | 38,10,925 | |
| 3 Jul | 24286.50 | 29.1 | - | 22,69,600 | 91,125 | 39,19,900 | |
| 2 Jul | 24123.85 | 44.05 | - | 18,90,375 | -23,250 | 38,41,225 | |
| 1 Jul | 24141.95 | 48.4 | - | 21,34,150 | -35,000 | 38,64,475 | |
| 28 Jun | 24010.60 | 64.15 | - | 38,40,575 | 4,25,750 | 38,99,475 | |
| 27 Jun | 24044.50 | 77.35 | - | 30,92,350 | 2,57,825 | 34,73,725 | |
| 26 Jun | 23868.80 | 92.65 | - | 21,50,675 | 1,74,425 | 32,21,725 | |
| 25 Jun | 23721.30 | 120.4 | - | 20,60,250 | 1,06,475 | 30,47,300 | |
| 24 Jun | 23537.85 | 145 | - | 18,98,950 | 2,42,175 | 29,47,275 | |
| 21 Jun | 23501.10 | 160.50 | - | 17,40,150 | 2,92,725 | 27,02,925 | |
| 20 Jun | 23567.00 | 143.00 | - | 15,17,175 | 3,70,600 | 24,05,125 | |
| 19 Jun | 23516.00 | 174.00 | - | 13,93,700 | 2,26,225 | 20,34,525 | |
| 18 Jun | 23557.90 | 152.50 | - | 12,75,825 | 3,42,600 | 18,07,175 | |
| 14 Jun | 23465.60 | 195.55 | - | 8,88,700 | 1,28,525 | 14,64,575 | |
| 13 Jun | 23398.90 | 223.00 | - | 8,67,275 | 1,38,450 | 13,37,325 | |
| 12 Jun | 23322.95 | 255.00 | - | 8,57,575 | 71,850 | 12,00,000 | |
| 11 Jun | 23264.85 | 278.50 | - | 7,21,425 | 1,02,275 | 11,23,150 | |
| 10 Jun | 23259.20 | 334.40 | - | 9,98,025 | 84,050 | 10,21,725 | |
| 7 Jun | 23290.15 | 316.90 | - | 11,10,075 | 2,92,775 | 9,37,025 | |
| 6 Jun | 22821.40 | 452.20 | - | 7,57,100 | 1,57,400 | 6,44,250 | |
| 5 Jun | 22620.35 | 665.35 | - | 3,93,950 | -24,700 | 4,86,850 | |
| 4 Jun | 21884.50 | 1149.65 | - | 10,12,550 | 6,625 | 5,11,550 | |
| 3 Jun | 23263.90 | 377.00 | - | 7,46,375 | 1,13,725 | 5,04,925 | |
| 31 May | 22530.70 | 744.00 | - | 2,12,700 | 32,550 | 3,90,975 | |
| 30 May | 22488.65 | 755.80 | - | 2,03,525 | 24,975 | 3,58,425 | |
| 29 May | 22704.70 | 675.35 | - | 2,58,600 | 76,025 | 3,33,450 | |
| 28 May | 22888.15 | 598.90 | - | 1,14,450 | 29,875 | 2,57,075 | |
| 27 May | 22932.45 | 560.00 | - | 1,61,925 | 50,900 | 2,27,425 | |
| 24 May | 22957.10 | 550.40 | - | 1,36,900 | 42,400 | 1,76,375 | |
| 23 May | 22967.65 | 555.30 | - | 1,41,475 | 42,575 | 1,32,550 | |
| 22 May | 22597.80 | 705.15 | - | 33,250 | 17,975 | 89,825 | |
| 21 May | 22529.05 | 760.45 | - | 34,675 | 20,600 | 71,925 | |
| 18 May | 22502.00 | 787.20 | - | 6,100 | -125 | 51,300 | |
| 17 May | 22466.10 | 769.05 | - | 15,775 | 1,050 | 51,400 | |
| 16 May | 22403.85 | 814.55 | - | 26,775 | 1,625 | 50,350 | |
| 15 May | 22200.55 | 940.85 | - | 4,175 | 800 | 48,750 | |
| 14 May | 22217.85 | 931.00 | - | 5,100 | -175 | 47,950 | |
| 13 May | 22104.05 | 1016.95 | - | 21,175 | 825 | 48,125 | |
For NIFTY - strike price 23000 expiring on 25JUL2024
Delta for 23000 PE is -
Historical price for 23000 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 19.2, which was -5.30 lower than the previous day. The implied volatity was -, the open interest changed by 29100 which increased total open position to 3840025
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 24.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -108975 which decreased total open position to 3810925
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 29.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 91125 which increased total open position to 3919900
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 44.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -23250 which decreased total open position to 3841225
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 48.4, which was lower than the previous day. The implied volatity was -, the open interest changed by -35000 which decreased total open position to 3864475
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 64.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 425750 which increased total open position to 3899475
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 77.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 257825 which increased total open position to 3473725
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 92.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 174425 which increased total open position to 3221725
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 120.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 106475 which increased total open position to 3047300
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 145, which was lower than the previous day. The implied volatity was -, the open interest changed by 242175 which increased total open position to 2947275
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 160.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 292725 which increased total open position to 2702925
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 143.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 370600 which increased total open position to 2405125
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 174.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 226225 which increased total open position to 2034525
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 152.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 342600 which increased total open position to 1807175
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 195.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 128525 which increased total open position to 1464575
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 223.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 138450 which increased total open position to 1337325
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 255.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 71850 which increased total open position to 1200000
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 278.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 102275 which increased total open position to 1123150
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 334.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 84050 which increased total open position to 1021725
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 316.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 292775 which increased total open position to 937025
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 452.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 157400 which increased total open position to 644250
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 665.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -24700 which decreased total open position to 486850
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 1149.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 6625 which increased total open position to 511550
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 377.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 113725 which increased total open position to 504925
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 744.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 32550 which increased total open position to 390975
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 755.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 24975 which increased total open position to 358425
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 675.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 76025 which increased total open position to 333450
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 598.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 29875 which increased total open position to 257075
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 560.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 50900 which increased total open position to 227425
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 550.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 42400 which increased total open position to 176375
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 555.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 42575 which increased total open position to 132550
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 705.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 17975 which increased total open position to 89825
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 760.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 20600 which increased total open position to 71925
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 787.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 51300
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 769.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 1050 which increased total open position to 51400
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 814.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 1625 which increased total open position to 50350
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 940.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 800 which increased total open position to 48750
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 931.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -175 which decreased total open position to 47950
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 1016.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 825 which increased total open position to 48125