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 | 1360 | 60.00 | - | 1,250 | 6,200 | 6,200 | |||
| 4 Jul | 24302.15 | 1300 | - | 0 | 0 | 0 | ||||
| 3 Jul | 24286.50 | 1300 | - | 50 | 0 | 7,225 | ||||
| 2 Jul | 24123.85 | 1180 | - | 525 | 7,200 | 7,200 | ||||
| 1 Jul | 24141.95 | 1187.85 | - | 0 | 0 | 0 | ||||
| 28 Jun | 24010.60 | 1187.85 | - | 25 | 0 | 7,225 | ||||
| 27 Jun | 24044.50 | 1108 | - | 1,525 | 775 | 7,225 | ||||
| 26 Jun | 23868.80 | 1024.65 | - | 1,150 | 0 | 6,450 | ||||
| 25 Jun | 23721.30 | 918.8 | - | 725 | -200 | 6,450 | ||||
| 24 Jun | 23537.85 | 776.25 | - | 150 | -25 | 6,700 | ||||
| 21 Jun | 23501.10 | 725.45 | - | 4,950 | -675 | 6,975 | ||||
| 20 Jun | 23567.00 | 800.00 | - | 375 | -225 | 7,675 | ||||
| 19 Jun | 23516.00 | 751.25 | - | 2,625 | 1,350 | 7,900 | ||||
| 18 Jun | 23557.90 | 796.15 | - | 250 | -250 | 6,575 | ||||
| 14 Jun | 23465.60 | 727.70 | - | 7,675 | 1,525 | 6,825 | ||||
| 13 Jun | 23398.90 | 710.00 | - | 125 | 0 | 5,400 | ||||
| 12 Jun | 23322.95 | 697.45 | - | 200 | 0 | 5,550 | ||||
| 11 Jun | 23264.85 | 668.70 | - | 2,375 | -1,650 | 5,475 | ||||
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| 10 Jun | 23259.20 | 705.25 | - | 925 | -200 | 7,525 | ||||
| 7 Jun | 23290.15 | 730.00 | - | 1,425 | 500 | 7,725 | ||||
| 6 Jun | 22821.40 | 506.25 | - | 10,300 | 5,250 | 7,225 | ||||
| 5 Jun | 22620.35 | 404.50 | - | 925 | -25 | 1,975 | ||||
| 4 Jun | 21884.50 | 253.05 | - | 9,475 | -1,875 | 2,000 | ||||
| 3 Jun | 23263.90 | 816.15 | - | 225 | 0 | 3,875 | ||||
| 31 May | 22530.70 | 520.35 | - | 175 | 3,900 | 3,900 | ||||
| 30 May | 22488.65 | 691.40 | - | 0 | 0 | 0 | ||||
| 29 May | 22704.70 | 691.40 | - | 150 | 0 | 3,850 | ||||
| 28 May | 22888.15 | 753.85 | - | 1,475 | 1,250 | 3,825 | ||||
| 27 May | 22932.45 | 748.65 | - | 3,350 | 1,600 | 2,575 | ||||
| 24 May | 22957.10 | 730.00 | - | 175 | 0 | 975 | ||||
| 23 May | 22967.65 | 730.55 | - | 500 | 175 | 1,050 | ||||
| 22 May | 22597.80 | 563.45 | - | 150 | 0 | 725 | ||||
| 21 May | 22529.05 | 464.75 | - | 0 | 0 | 0 | ||||
| 18 May | 22502.00 | 464.75 | - | 0 | 0 | 0 | ||||
| 17 May | 22466.10 | 464.75 | - | 0 | 0 | 0 | ||||
| 16 May | 22403.85 | 464.75 | - | 150 | 0 | 575 | ||||
| 15 May | 22200.55 | 455.45 | - | 350 | 150 | 375 | ||||
| 14 May | 22217.85 | 485.75 | - | 150 | -25 | 225 | ||||
| 13 May | 22104.05 | 424.15 | - | 0 | 0 | 250 | ||||
For NIFTY - strike price 23050 expiring on 25JUL2024
Delta for 23050 CE is -
Historical price for 23050 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 1360, which was 60.00 higher than the previous day. The implied volatity was -, the open interest changed by 6200 which increased total open position to 6200
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 1300, 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 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 1300, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7225
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 1180, which was lower than the previous day. The implied volatity was -, the open interest changed by 7200 which increased total open position to 7200
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 1187.85, 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 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1187.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7225
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1108, which was lower than the previous day. The implied volatity was -, the open interest changed by 775 which increased total open position to 7225
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1024.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6450
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 918.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 6450
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 776.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 6700
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 725.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -675 which decreased total open position to 6975
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 800.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -225 which decreased total open position to 7675
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 751.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 1350 which increased total open position to 7900
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 796.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -250 which decreased total open position to 6575
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 727.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 1525 which increased total open position to 6825
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 710.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5400
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 697.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5550
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 668.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -1650 which decreased total open position to 5475
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 705.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 7525
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 730.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 7725
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 506.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 5250 which increased total open position to 7225
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 404.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 1975
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 253.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -1875 which decreased total open position to 2000
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 816.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3875
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 520.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 3900 which increased total open position to 3900
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 691.40, 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 29 May NIFTY was trading at 22704.70. The strike last trading price was 691.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3850
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 753.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 1250 which increased total open position to 3825
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 748.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 1600 which increased total open position to 2575
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 730.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 975
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 730.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 1050
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 563.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 725
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 464.75, 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 464.75, 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 17 May NIFTY was trading at 22466.10. The strike last trading price was 464.75, 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 464.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 575
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 455.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 375
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 485.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 225
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 424.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 250
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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 | 20.3 | -5.10 | - | 1,61,450 | 4,300 | 28,200 |
| 4 Jul | 24302.15 | 25.4 | - | 37,625 | -2,900 | 23,900 | |
| 3 Jul | 24286.50 | 31.7 | - | 30,850 | 675 | 26,800 | |
| 2 Jul | 24123.85 | 48.65 | - | 25,250 | 1,175 | 26,075 | |
| 1 Jul | 24141.95 | 52 | - | 33,975 | 5,000 | 24,900 | |
| 28 Jun | 24010.60 | 68.7 | - | 35,250 | 825 | 19,900 | |
| 27 Jun | 24044.50 | 82.3 | - | 53,000 | -10,575 | 19,075 | |
| 26 Jun | 23868.80 | 97.55 | - | 41,425 | 16,600 | 29,350 | |
| 25 Jun | 23721.30 | 128.9 | - | 19,475 | 550 | 12,750 | |
| 24 Jun | 23537.85 | 155 | - | 10,625 | 2,175 | 12,175 | |
| 21 Jun | 23501.10 | 171.55 | - | 8,825 | 1,325 | 10,075 | |
| 20 Jun | 23567.00 | 155.75 | - | 5,100 | 2,425 | 8,900 | |
| 19 Jun | 23516.00 | 186.40 | - | 3,725 | 350 | 6,475 | |
| 18 Jun | 23557.90 | 161.50 | - | 5,950 | -175 | 6,600 | |
| 14 Jun | 23465.60 | 197.30 | - | 7,100 | 2,925 | 6,775 | |
| 13 Jun | 23398.90 | 236.55 | - | 2,125 | 150 | 3,875 | |
| 12 Jun | 23322.95 | 261.05 | - | 3,250 | 1,025 | 3,725 | |
| 11 Jun | 23264.85 | 293.90 | - | 1,325 | 700 | 2,700 | |
| 10 Jun | 23259.20 | 360.00 | - | 3,100 | -575 | 2,000 | |
| 7 Jun | 23290.15 | 340.55 | - | 4,350 | 1,000 | 2,400 | |
| 6 Jun | 22821.40 | 489.50 | - | 375 | 175 | 1,400 | |
| 5 Jun | 22620.35 | 782.35 | - | 75 | 0 | 1,225 | |
| 4 Jun | 21884.50 | 1593.90 | - | 875 | 475 | 1,225 | |
| 3 Jun | 23263.90 | 389.00 | - | 1,650 | 425 | 750 | |
| 31 May | 22530.70 | 800.00 | - | 75 | 50 | 300 | |
| 30 May | 22488.65 | 800.00 | - | 75 | 0 | 250 | |
| 29 May | 22704.70 | 680.00 | - | 125 | 50 | 250 | |
| 28 May | 22888.15 | 608.45 | - | 25 | 0 | 200 | |
| 27 May | 22932.45 | 570.25 | - | 725 | 25 | 200 | |
| 24 May | 22957.10 | 699.80 | - | 0 | 0 | 0 | |
| 23 May | 22967.65 | 699.80 | - | 0 | 0 | 0 | |
| 22 May | 22597.80 | 699.80 | - | 0 | 0 | 175 | |
| 21 May | 22529.05 | 699.80 | - | 25 | 0 | 175 | |
| 18 May | 22502.00 | 699.80 | - | 25 | 0 | 175 | |
| 17 May | 22466.10 | 699.80 | - | 25 | 25 | 150 | |
| 16 May | 22403.85 | 777.60 | - | 25 | 0 | 125 | |
| 15 May | 22200.55 | 769.20 | - | 50 | 0 | 75 | |
| 14 May | 22217.85 | 947.45 | - | 50 | -25 | 25 | |
| 13 May | 22104.05 | 1052.75 | - | 50 | -25 | 50 | |
For NIFTY - strike price 23050 expiring on 25JUL2024
Delta for 23050 PE is -
Historical price for 23050 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 20.3, which was -5.10 lower than the previous day. The implied volatity was -, the open interest changed by 4300 which increased total open position to 28200
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 25.4, which was lower than the previous day. The implied volatity was -, the open interest changed by -2900 which decreased total open position to 23900
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 31.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 675 which increased total open position to 26800
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 48.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 1175 which increased total open position to 26075
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 52, which was lower than the previous day. The implied volatity was -, the open interest changed by 5000 which increased total open position to 24900
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 68.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 825 which increased total open position to 19900
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 82.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -10575 which decreased total open position to 19075
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 97.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 16600 which increased total open position to 29350
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 128.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 12750
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 155, which was lower than the previous day. The implied volatity was -, the open interest changed by 2175 which increased total open position to 12175
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 171.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 1325 which increased total open position to 10075
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 155.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 2425 which increased total open position to 8900
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 186.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 6475
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 161.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -175 which decreased total open position to 6600
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 197.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 2925 which increased total open position to 6775
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 236.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 3875
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 261.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 1025 which increased total open position to 3725
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 293.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 700 which increased total open position to 2700
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 360.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -575 which decreased total open position to 2000
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 340.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 1000 which increased total open position to 2400
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 489.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 1400
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 782.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1225
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 1593.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 475 which increased total open position to 1225
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 389.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 425 which increased total open position to 750
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 800.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 300
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 800.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 250
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 680.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 250
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 608.45, 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 27 May NIFTY was trading at 22932.45. The strike last trading price was 570.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 200
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 699.80, 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 23 May NIFTY was trading at 22967.65. The strike last trading price was 699.80, 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 22 May NIFTY was trading at 22597.80. The strike last trading price was 699.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 175
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 699.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 175
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 699.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 175
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 699.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 150
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 777.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 125
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 769.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 75
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 947.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 25
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 1052.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 50