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 | 1301 | 14.15 | - | 4,125 | -200 | 71,700 | |||
| 4 Jul | 24302.15 | 1286.85 | - | 4,525 | -1,050 | 71,900 | ||||
| 3 Jul | 24286.50 | 1291 | - | 3,900 | -525 | 72,950 | ||||
| 2 Jul | 24123.85 | 1151.65 | - | 7,300 | -150 | 73,500 | ||||
| 1 Jul | 24141.95 | 1149.7 | - | 3,325 | -750 | 73,650 | ||||
| 28 Jun | 24010.60 | 1094.5 | - | 5,950 | 700 | 74,400 | ||||
| 27 Jun | 24044.50 | 1083.65 | - | 15,675 | -550 | 73,700 | ||||
| 26 Jun | 23868.80 | 973 | - | 10,550 | 400 | 74,150 | ||||
| 25 Jun | 23721.30 | 876 | - | 19,575 | 5,725 | 73,750 | ||||
| 24 Jun | 23537.85 | 754.05 | - | 24,350 | 625 | 68,200 | ||||
| 21 Jun | 23501.10 | 672.00 | - | 8,725 | 675 | 67,575 | ||||
| 20 Jun | 23567.00 | 773.00 | - | 12,775 | -250 | 66,900 | ||||
| 19 Jun | 23516.00 | 721.70 | - | 12,450 | -775 | 67,150 | ||||
| 18 Jun | 23557.90 | 773.50 | - | 9,375 | 825 | 67,975 | ||||
| 14 Jun | 23465.60 | 693.00 | - | 21,675 | 1,200 | 67,150 | ||||
| 13 Jun | 23398.90 | 669.55 | - | 26,800 | 14,900 | 66,050 | ||||
| 12 Jun | 23322.95 | 673.45 | - | 31,300 | 13,875 | 51,150 | ||||
| 11 Jun | 23264.85 | 628.15 | - | 24,900 | 10,900 | 37,500 | ||||
| 10 Jun | 23259.20 | 646.55 | - | 36,475 | 3,900 | 26,600 | ||||
| 7 Jun | 23290.15 | 713.85 | - | 66,225 | -4,400 | 22,700 | ||||
| 6 Jun | 22821.40 | 410.15 | - | 43,125 | 1,325 | 27,100 | ||||
| 5 Jun | 22620.35 | 351.90 | - | 44,300 | 950 | 25,775 | ||||
| 4 Jun | 21884.50 | 200.05 | - | 60,625 | 3,450 | 24,825 | ||||
| 3 Jun | 23263.90 | 865.45 | - | 30,300 | -150 | 21,375 | ||||
| 31 May | 22530.70 | 534.25 | - | 26,575 | 6,125 | 21,675 | ||||
| 30 May | 22488.65 | 575.00 | - | 8,150 | -1,250 | 15,550 | ||||
| 29 May | 22704.70 | 614.00 | - | 9,150 | 6,000 | 16,800 | ||||
| 28 May | 22888.15 | 564.10 | - | 4,425 | 1,200 | 10,775 | ||||
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| 27 May | 22932.45 | 725.15 | - | 9,775 | 2,925 | 9,575 | ||||
| 24 May | 22957.10 | 716.00 | - | 4,925 | 2,175 | 6,650 | ||||
| 23 May | 22967.65 | 698.00 | - | 6,050 | 725 | 4,450 | ||||
| 22 May | 22597.80 | 550.95 | - | 2,250 | -325 | 3,725 | ||||
| 21 May | 22529.05 | 555.00 | - | 1,225 | 350 | 4,050 | ||||
| 18 May | 22502.00 | 479.00 | - | 0 | 1,400 | 0 | ||||
| 17 May | 22466.10 | 479.00 | - | 4,200 | 1,525 | 3,800 | ||||
| 16 May | 22403.85 | 480.65 | - | 2,925 | 425 | 2,275 | ||||
| 15 May | 22200.55 | 432.00 | - | 1,450 | 25 | 1,825 | ||||
| 14 May | 22217.85 | 459.50 | - | 2,225 | -50 | 2,000 | ||||
| 13 May | 22104.05 | 448.40 | - | 4,825 | 0 | 2,050 | ||||
For NIFTY - strike price 23100 expiring on 25JUL2024
Delta for 23100 CE is -
Historical price for 23100 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 1301, which was 14.15 higher than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 71700
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 1286.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -1050 which decreased total open position to 71900
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 1291, which was lower than the previous day. The implied volatity was -, the open interest changed by -525 which decreased total open position to 72950
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 1151.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 73500
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 1149.7, which was lower than the previous day. The implied volatity was -, the open interest changed by -750 which decreased total open position to 73650
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1094.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 700 which increased total open position to 74400
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1083.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -550 which decreased total open position to 73700
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 973, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 74150
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 876, which was lower than the previous day. The implied volatity was -, the open interest changed by 5725 which increased total open position to 73750
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 754.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 625 which increased total open position to 68200
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 672.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 675 which increased total open position to 67575
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 773.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -250 which decreased total open position to 66900
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 721.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -775 which decreased total open position to 67150
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 773.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 825 which increased total open position to 67975
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 693.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1200 which increased total open position to 67150
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 669.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 14900 which increased total open position to 66050
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 673.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 13875 which increased total open position to 51150
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 628.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 10900 which increased total open position to 37500
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 646.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 3900 which increased total open position to 26600
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 713.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -4400 which decreased total open position to 22700
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 410.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 1325 which increased total open position to 27100
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 351.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 950 which increased total open position to 25775
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 200.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 3450 which increased total open position to 24825
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 865.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 21375
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 534.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 6125 which increased total open position to 21675
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 575.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -1250 which decreased total open position to 15550
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 614.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 6000 which increased total open position to 16800
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 564.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 1200 which increased total open position to 10775
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 725.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 2925 which increased total open position to 9575
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 716.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2175 which increased total open position to 6650
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 698.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 725 which increased total open position to 4450
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 550.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -325 which decreased total open position to 3725
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 555.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 4050
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 479.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1400 which increased total open position to 0
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 479.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1525 which increased total open position to 3800
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 480.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 425 which increased total open position to 2275
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 432.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 1825
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 459.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 2000
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 448.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2050
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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 | 21.5 | -5.20 | - | 5,53,400 | -30,075 | 3,52,450 |
| 4 Jul | 24302.15 | 26.7 | - | 5,86,875 | 800 | 3,82,525 | |
| 3 Jul | 24286.50 | 34 | - | 7,17,800 | 31,750 | 3,81,725 | |
| 2 Jul | 24123.85 | 55 | - | 4,20,125 | 23,725 | 3,48,850 | |
| 1 Jul | 24141.95 | 56.1 | - | 4,27,025 | -1,26,475 | 3,25,125 | |
| 28 Jun | 24010.60 | 73 | - | 6,81,400 | 89,450 | 4,51,600 | |
| 27 Jun | 24044.50 | 88.25 | - | 3,75,600 | 46,250 | 3,62,150 | |
| 26 Jun | 23868.80 | 106 | - | 3,01,825 | 19,950 | 3,16,000 | |
| 25 Jun | 23721.30 | 137.4 | - | 4,37,875 | 98,650 | 2,96,050 | |
| 24 Jun | 23537.85 | 164.5 | - | 1,29,325 | 40,225 | 1,97,225 | |
| 21 Jun | 23501.10 | 184.00 | - | 2,34,825 | 13,450 | 1,56,725 | |
| 20 Jun | 23567.00 | 160.20 | - | 85,775 | 22,625 | 1,43,050 | |
| 19 Jun | 23516.00 | 199.00 | - | 1,07,775 | 2,975 | 1,20,425 | |
| 18 Jun | 23557.90 | 172.50 | - | 66,025 | 15,025 | 1,18,275 | |
| 14 Jun | 23465.60 | 212.00 | - | 85,475 | 19,025 | 1,03,250 | |
| 13 Jun | 23398.90 | 244.65 | - | 69,500 | 20,025 | 84,050 | |
| 12 Jun | 23322.95 | 286.20 | - | 58,250 | 22,825 | 64,050 | |
| 11 Jun | 23264.85 | 309.65 | - | 52,825 | 9,475 | 42,575 | |
| 10 Jun | 23259.20 | 366.40 | - | 1,01,975 | 16,150 | 33,125 | |
| 7 Jun | 23290.15 | 354.10 | - | 46,400 | 4,750 | 17,000 | |
| 6 Jun | 22821.40 | 505.00 | - | 22,700 | 2,400 | 12,250 | |
| 5 Jun | 22620.35 | 708.35 | - | 6,300 | 625 | 9,850 | |
| 4 Jun | 21884.50 | 1251.70 | - | 37,275 | -1,650 | 9,225 | |
| 3 Jun | 23263.90 | 396.20 | - | 26,525 | 7,050 | 10,875 | |
| 31 May | 22530.70 | 775.05 | - | 4,975 | -350 | 3,825 | |
| 30 May | 22488.65 | 842.75 | - | 5,700 | 275 | 4,175 | |
| 29 May | 22704.70 | 730.00 | - | 3,100 | -375 | 3,900 | |
| 28 May | 22888.15 | 643.10 | - | 2,650 | -750 | 4,250 | |
| 27 May | 22932.45 | 601.40 | - | 2,850 | 700 | 5,000 | |
| 24 May | 22957.10 | 605.10 | - | 2,750 | -50 | 4,600 | |
| 23 May | 22967.65 | 600.80 | - | 2,950 | 2,175 | 4,625 | |
| 22 May | 22597.80 | 756.05 | - | 600 | -50 | 2,650 | |
| 21 May | 22529.05 | 800.00 | - | 150 | 0 | 2,650 | |
| 18 May | 22502.00 | 840.00 | - | 0 | 0 | 2,650 | |
| 17 May | 22466.10 | 840.00 | - | 2,400 | -475 | 2,650 | |
| 16 May | 22403.85 | 872.00 | - | 4,900 | 1,975 | 3,125 | |
| 15 May | 22200.55 | 992.00 | - | 1,500 | 325 | 1,450 | |
| 14 May | 22217.85 | 986.25 | - | 200 | -125 | 1,175 | |
| 13 May | 22104.05 | 1092.05 | - | 975 | 125 | 1,300 | |
For NIFTY - strike price 23100 expiring on 25JUL2024
Delta for 23100 PE is -
Historical price for 23100 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 21.5, which was -5.20 lower than the previous day. The implied volatity was -, the open interest changed by -30075 which decreased total open position to 352450
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 26.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 800 which increased total open position to 382525
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 34, which was lower than the previous day. The implied volatity was -, the open interest changed by 31750 which increased total open position to 381725
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 55, which was lower than the previous day. The implied volatity was -, the open interest changed by 23725 which increased total open position to 348850
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 56.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -126475 which decreased total open position to 325125
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 73, which was lower than the previous day. The implied volatity was -, the open interest changed by 89450 which increased total open position to 451600
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 88.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 46250 which increased total open position to 362150
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 106, which was lower than the previous day. The implied volatity was -, the open interest changed by 19950 which increased total open position to 316000
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 137.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 98650 which increased total open position to 296050
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 164.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 40225 which increased total open position to 197225
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 184.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 13450 which increased total open position to 156725
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 160.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 22625 which increased total open position to 143050
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 199.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2975 which increased total open position to 120425
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 172.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 15025 which increased total open position to 118275
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 212.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 19025 which increased total open position to 103250
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 244.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 20025 which increased total open position to 84050
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 286.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 22825 which increased total open position to 64050
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 309.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 9475 which increased total open position to 42575
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 366.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 16150 which increased total open position to 33125
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 354.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 4750 which increased total open position to 17000
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 505.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2400 which increased total open position to 12250
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 708.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 625 which increased total open position to 9850
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 1251.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -1650 which decreased total open position to 9225
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 396.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 7050 which increased total open position to 10875
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 775.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -350 which decreased total open position to 3825
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 842.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 4175
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 730.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -375 which decreased total open position to 3900
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 643.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -750 which decreased total open position to 4250
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 601.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 700 which increased total open position to 5000
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 605.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 4600
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 600.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 2175 which increased total open position to 4625
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 756.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 2650
On 21 May NIFTY was trading at 22529.05. 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 2650
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 840.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2650
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 840.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -475 which decreased total open position to 2650
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 872.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1975 which increased total open position to 3125
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 992.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 325 which increased total open position to 1450
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 986.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 1175
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 1092.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 1300