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 | 1167.85 | -58.95 | - | 100 | 75 | 4,600 | |||
| 4 Jul | 24302.15 | 1226.8 | - | 1,100 | -475 | 4,525 | ||||
| 3 Jul | 24286.50 | 1209.15 | - | 225 | -150 | 5,000 | ||||
| 2 Jul | 24123.85 | 1087 | - | 200 | 75 | 5,025 | ||||
| 1 Jul | 24141.95 | 1100 | - | 150 | 0 | 4,950 | ||||
| 28 Jun | 24010.60 | 1126 | - | 2,475 | -350 | 4,950 | ||||
| 27 Jun | 24044.50 | 1038.15 | - | 3,975 | 350 | 5,300 | ||||
| 26 Jun | 23868.80 | 927.45 | - | 600 | -50 | 4,950 | ||||
| 25 Jun | 23721.30 | 842.4 | - | 1,225 | -100 | 5,000 | ||||
| 24 Jun | 23537.85 | 714.95 | - | 2,325 | 0 | 5,100 | ||||
| 21 Jun | 23501.10 | 635.40 | - | 8,050 | 375 | 5,375 | ||||
| 20 Jun | 23567.00 | 725.00 | - | 875 | 275 | 5,000 | ||||
| 19 Jun | 23516.00 | 681.40 | - | 3,950 | 375 | 4,725 | ||||
| 18 Jun | 23557.90 | 734.15 | - | 175 | -250 | 4,425 | ||||
| 14 Jun | 23465.60 | 678.90 | - | 4,275 | 1,900 | 4,675 | ||||
| 13 Jun | 23398.90 | 645.70 | - | 275 | -200 | 2,750 | ||||
| 12 Jun | 23322.95 | 630.95 | - | 225 | 25 | 3,000 | ||||
| 11 Jun | 23264.85 | 658.85 | - | 275 | -75 | 3,075 | ||||
| 10 Jun | 23259.20 | 614.00 | - | 1,050 | -675 | 3,150 | ||||
| 7 Jun | 23290.15 | 678.95 | - | 5,125 | 1,750 | 3,825 | ||||
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| 6 Jun | 22821.40 | 455.35 | - | 1,825 | 700 | 2,075 | ||||
| 5 Jun | 22620.35 | 193.00 | - | 25 | -75 | 1,375 | ||||
| 4 Jun | 21884.50 | 315.00 | - | 1,375 | -400 | 1,450 | ||||
| 3 Jun | 23263.90 | 825.95 | - | 4,000 | 1,200 | 1,850 | ||||
| 31 May | 22530.70 | 518.05 | - | 350 | 650 | 650 | ||||
| 30 May | 22488.65 | 671.70 | - | 0 | 325 | 0 | ||||
| 29 May | 22704.70 | 671.70 | - | 0 | 325 | 0 | ||||
| 28 May | 22888.15 | 671.70 | - | 425 | 275 | 750 | ||||
| 27 May | 22932.45 | 576.90 | - | 0 | 0 | 0 | ||||
| 24 May | 22957.10 | 576.90 | - | 0 | 0 | 0 | ||||
| 23 May | 22967.65 | 576.90 | - | 75 | 0 | 475 | ||||
| 22 May | 22597.80 | 515.50 | - | 150 | 0 | 325 | ||||
| 21 May | 22529.05 | 525.00 | - | 75 | -25 | 300 | ||||
| 18 May | 22502.00 | 376.20 | - | 0 | 0 | 0 | ||||
| 17 May | 22466.10 | 376.20 | - | 25 | 0 | 325 | ||||
| 16 May | 22403.85 | 440.25 | - | 0 | 0 | 325 | ||||
| 15 May | 22200.55 | 440.25 | - | 0 | 0 | 325 | ||||
| 14 May | 22217.85 | 440.25 | - | 100 | 100 | 325 | ||||
| 13 May | 22104.05 | 415.55 | - | 100 | 0 | 225 | ||||
For NIFTY - strike price 23150 expiring on 25JUL2024
Delta for 23150 CE is -
Historical price for 23150 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 1167.85, which was -58.95 lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 4600
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 1226.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -475 which decreased total open position to 4525
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 1209.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 5000
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 1087, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 5025
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 1100, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4950
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1126, which was lower than the previous day. The implied volatity was -, the open interest changed by -350 which decreased total open position to 4950
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1038.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 5300
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 927.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 4950
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 842.4, which was lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 5000
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 714.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5100
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 635.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 5375
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 725.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 5000
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 681.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 4725
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 734.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -250 which decreased total open position to 4425
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 678.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 1900 which increased total open position to 4675
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 645.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 2750
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 630.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 3000
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 658.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 3075
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 614.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -675 which decreased total open position to 3150
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 678.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 1750 which increased total open position to 3825
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 455.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 700 which increased total open position to 2075
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 193.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 1375
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 315.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -400 which decreased total open position to 1450
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 825.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 1200 which increased total open position to 1850
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 518.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 650 which increased total open position to 650
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 671.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 325 which increased total open position to 0
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 671.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 325 which increased total open position to 0
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 671.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 750
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 576.90, 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 24 May NIFTY was trading at 22957.10. The strike last trading price was 576.90, 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 576.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 475
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 515.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 325
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 525.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 300
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 376.20, 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 376.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 325
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 440.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 325
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 440.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 325
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 440.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 325
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 415.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 225
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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 | 23.4 | -5.85 | - | 42,450 | 5,250 | 26,150 |
| 4 Jul | 24302.15 | 29.25 | - | 48,000 | -1,825 | 20,900 | |
| 3 Jul | 24286.50 | 37.15 | - | 1,58,675 | -1,575 | 22,725 | |
| 2 Jul | 24123.85 | 56.2 | - | 36,375 | -2,900 | 24,225 | |
| 1 Jul | 24141.95 | 52.25 | - | 34,875 | 2,875 | 27,125 | |
| 28 Jun | 24010.60 | 78.95 | - | 41,775 | 1,425 | 24,250 | |
| 27 Jun | 24044.50 | 93.5 | - | 43,525 | 9,700 | 22,825 | |
| 26 Jun | 23868.80 | 112.6 | - | 17,150 | 1,775 | 12,925 | |
| 25 Jun | 23721.30 | 135.3 | - | 16,275 | -25 | 11,150 | |
| 24 Jun | 23537.85 | 176.6 | - | 12,400 | 1,225 | 11,225 | |
| 21 Jun | 23501.10 | 196.50 | - | 8,700 | 1,150 | 9,975 | |
| 20 Jun | 23567.00 | 177.45 | - | 2,625 | 900 | 8,550 | |
| 19 Jun | 23516.00 | 215.00 | - | 11,575 | 950 | 7,650 | |
| 18 Jun | 23557.90 | 185.65 | - | 3,775 | 1,150 | 6,975 | |
| 14 Jun | 23465.60 | 227.30 | - | 4,175 | 2,925 | 5,825 | |
| 13 Jun | 23398.90 | 270.65 | - | 2,450 | 200 | 2,800 | |
| 12 Jun | 23322.95 | 285.30 | - | 1,400 | 0 | 2,475 | |
| 11 Jun | 23264.85 | 328.25 | - | 1,075 | 275 | 2,500 | |
| 10 Jun | 23259.20 | 396.05 | - | 2,200 | 675 | 2,225 | |
| 7 Jun | 23290.15 | 377.85 | - | 1,550 | 25 | 1,500 | |
| 6 Jun | 22821.40 | 612.00 | - | 175 | 425 | 1,475 | |
| 5 Jun | 22620.35 | 682.25 | - | 400 | 0 | 1,050 | |
| 4 Jun | 21884.50 | 1351.70 | - | 325 | -575 | 1,050 | |
| 3 Jun | 23263.90 | 439.00 | - | 2,275 | 1,125 | 1,625 | |
| 31 May | 22530.70 | 835.60 | - | 350 | 0 | 150 | |
| 30 May | 22488.65 | 1103.20 | - | 0 | 150 | 150 | |
| 29 May | 22704.70 | 1103.20 | - | 0 | 0 | 0 | |
| 28 May | 22888.15 | 1103.20 | - | 0 | 0 | 0 | |
| 27 May | 22932.45 | 1103.20 | - | 0 | 0 | 0 | |
| 24 May | 22957.10 | 1103.20 | - | 0 | 0 | 0 | |
| 23 May | 22967.65 | 1103.20 | - | 0 | 0 | 0 | |
| 22 May | 22597.80 | 1103.20 | - | 0 | 0 | 150 | |
| 21 May | 22529.05 | 1103.20 | - | 0 | 0 | 0 | |
| 18 May | 22502.00 | 1103.20 | - | 0 | 0 | 150 | |
| 17 May | 22466.10 | 1103.20 | - | 0 | 0 | 150 | |
| 16 May | 22403.85 | 1103.20 | - | 0 | 0 | 150 | |
| 15 May | 22200.55 | 1103.20 | - | 0 | 0 | 150 | |
| 14 May | 22217.85 | 1103.20 | - | 0 | 0 | 0 | |
| 13 May | 22104.05 | 1103.20 | - | 50 | 0 | 100 | |
For NIFTY - strike price 23150 expiring on 25JUL2024
Delta for 23150 PE is -
Historical price for 23150 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 23.4, which was -5.85 lower than the previous day. The implied volatity was -, the open interest changed by 5250 which increased total open position to 26150
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 29.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -1825 which decreased total open position to 20900
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 37.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -1575 which decreased total open position to 22725
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 56.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -2900 which decreased total open position to 24225
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 52.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 2875 which increased total open position to 27125
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 78.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 1425 which increased total open position to 24250
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 93.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 9700 which increased total open position to 22825
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 112.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 1775 which increased total open position to 12925
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 135.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 11150
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 176.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 1225 which increased total open position to 11225
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 196.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 1150 which increased total open position to 9975
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 177.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 8550
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 215.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 950 which increased total open position to 7650
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 185.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 1150 which increased total open position to 6975
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 227.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 2925 which increased total open position to 5825
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 270.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 2800
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 285.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2475
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 328.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 2500
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 396.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 675 which increased total open position to 2225
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 377.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 1500
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 612.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 425 which increased total open position to 1475
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 682.25, 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 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 1351.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -575 which decreased total open position to 1050
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 439.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1125 which increased total open position to 1625
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 835.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 150
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 1103.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 150
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 1103.20, 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 May NIFTY was trading at 22888.15. The strike last trading price was 1103.20, 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 27 May NIFTY was trading at 22932.45. The strike last trading price was 1103.20, 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 24 May NIFTY was trading at 22957.10. The strike last trading price was 1103.20, 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 1103.20, 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 1103.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 150
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 1103.20, 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 1103.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 150
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1103.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 150
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 1103.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 150
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1103.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 150
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 1103.20, 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 13 May NIFTY was trading at 22104.05. The strike last trading price was 1103.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 100