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 | 1199.15 | 5.45 | - | 4,025 | -475 | 97,325 | |||
| 4 Jul | 24302.15 | 1193.7 | - | 5,825 | -1,225 | 97,800 | ||||
| 3 Jul | 24286.50 | 1201.4 | - | 12,400 | -1,225 | 99,025 | ||||
| 2 Jul | 24123.85 | 1067.85 | - | 9,475 | -175 | 1,00,350 | ||||
| 1 Jul | 24141.95 | 1072 | - | 6,575 | -1,050 | 1,00,525 | ||||
| 28 Jun | 24010.60 | 1013.75 | - | 18,700 | -25 | 1,01,575 | ||||
| 27 Jun | 24044.50 | 995.85 | - | 82,900 | -19,100 | 1,01,600 | ||||
| 26 Jun | 23868.80 | 890.5 | - | 31,750 | -3,600 | 1,20,950 | ||||
| 25 Jun | 23721.30 | 801.3 | - | 82,875 | 12,625 | 1,24,550 | ||||
| 24 Jun | 23537.85 | 734.7 | - | 73,475 | -825 | 1,11,850 | ||||
| 21 Jun | 23501.10 | 575.95 | - | 45,600 | 400 | 1,12,625 | ||||
| 20 Jun | 23567.00 | 697.30 | - | 42,825 | -100 | 1,12,325 | ||||
| 19 Jun | 23516.00 | 651.85 | - | 57,975 | 825 | 1,12,425 | ||||
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| 18 Jun | 23557.90 | 692.85 | - | 59,450 | 14,925 | 1,11,600 | ||||
| 14 Jun | 23465.60 | 625.00 | - | 57,550 | 1,625 | 96,675 | ||||
| 13 Jun | 23398.90 | 609.95 | - | 36,725 | 11,750 | 95,075 | ||||
| 12 Jun | 23322.95 | 607.60 | - | 47,275 | 12,850 | 83,175 | ||||
| 11 Jun | 23264.85 | 601.70 | - | 46,600 | 375 | 70,075 | ||||
| 10 Jun | 23259.20 | 590.00 | - | 69,225 | 8,350 | 69,800 | ||||
| 7 Jun | 23290.15 | 653.05 | - | 1,11,875 | 27,375 | 61,550 | ||||
| 6 Jun | 22821.40 | 405.15 | - | 71,150 | 175 | 34,175 | ||||
| 5 Jun | 22620.35 | 309.70 | - | 61,850 | 5,125 | 34,000 | ||||
| 4 Jun | 21884.50 | 221.60 | - | 91,425 | -525 | 28,875 | ||||
| 3 Jun | 23263.90 | 802.00 | - | 63,850 | 4,475 | 29,400 | ||||
| 31 May | 22530.70 | 561.20 | - | 22,925 | 9,500 | 24,500 | ||||
| 30 May | 22488.65 | 479.55 | - | 9,950 | 1,925 | 15,000 | ||||
| 29 May | 22704.70 | 559.15 | - | 4,350 | -1,300 | 13,075 | ||||
| 28 May | 22888.15 | 648.00 | - | 4,800 | -1,025 | 14,475 | ||||
| 27 May | 22932.45 | 666.55 | - | 8,975 | 2,250 | 15,625 | ||||
| 24 May | 22957.10 | 705.70 | - | 4,375 | 1,375 | 13,350 | ||||
| 23 May | 22967.65 | 643.45 | - | 11,775 | 4,850 | 11,800 | ||||
| 22 May | 22597.80 | 501.75 | - | 3,250 | -650 | 6,925 | ||||
| 21 May | 22529.05 | 490.05 | - | 6,350 | -375 | 7,975 | ||||
| 18 May | 22502.00 | 442.70 | - | 150 | 0 | 8,425 | ||||
| 17 May | 22466.10 | 438.30 | - | 4,325 | 3,000 | 8,425 | ||||
| 16 May | 22403.85 | 443.35 | - | 6,625 | 150 | 5,425 | ||||
| 15 May | 22200.55 | 403.55 | - | 2,600 | 950 | 5,350 | ||||
| 14 May | 22217.85 | 417.10 | - | 1,725 | 1,100 | 4,400 | ||||
| 13 May | 22104.05 | 403.00 | - | 1,375 | 275 | 3,300 | ||||
For NIFTY - strike price 23200 expiring on 25JUL2024
Delta for 23200 CE is -
Historical price for 23200 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 1199.15, which was 5.45 higher than the previous day. The implied volatity was -, the open interest changed by -475 which decreased total open position to 97325
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 1193.7, which was lower than the previous day. The implied volatity was -, the open interest changed by -1225 which decreased total open position to 97800
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 1201.4, which was lower than the previous day. The implied volatity was -, the open interest changed by -1225 which decreased total open position to 99025
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 1067.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -175 which decreased total open position to 100350
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 1072, which was lower than the previous day. The implied volatity was -, the open interest changed by -1050 which decreased total open position to 100525
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1013.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 101575
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 995.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -19100 which decreased total open position to 101600
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 890.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -3600 which decreased total open position to 120950
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 801.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 12625 which increased total open position to 124550
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 734.7, which was lower than the previous day. The implied volatity was -, the open interest changed by -825 which decreased total open position to 111850
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 575.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 112625
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 697.30, which was lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 112325
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 651.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 825 which increased total open position to 112425
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 692.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 14925 which increased total open position to 111600
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 625.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1625 which increased total open position to 96675
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 609.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 11750 which increased total open position to 95075
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 607.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 12850 which increased total open position to 83175
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 601.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 70075
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 590.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 8350 which increased total open position to 69800
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 653.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 27375 which increased total open position to 61550
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 405.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 34175
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 309.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 5125 which increased total open position to 34000
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 221.60, which was lower than the previous day. The implied volatity was -, the open interest changed by -525 which decreased total open position to 28875
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 802.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 4475 which increased total open position to 29400
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 561.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 9500 which increased total open position to 24500
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 479.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 1925 which increased total open position to 15000
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 559.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -1300 which decreased total open position to 13075
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 648.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -1025 which decreased total open position to 14475
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 666.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 2250 which increased total open position to 15625
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 705.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 1375 which increased total open position to 13350
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 643.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 4850 which increased total open position to 11800
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 501.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -650 which decreased total open position to 6925
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 490.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -375 which decreased total open position to 7975
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 442.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8425
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 438.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 8425
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 443.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 5425
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 403.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 950 which increased total open position to 5350
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 417.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 1100 which increased total open position to 4400
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 403.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 3300
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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 | 24.9 | -6.55 | - | 10,06,400 | 4,700 | 7,77,525 |
| 4 Jul | 24302.15 | 31.45 | - | 10,22,800 | 6,550 | 7,72,825 | |
| 3 Jul | 24286.50 | 39.5 | - | 10,21,300 | 78,500 | 7,66,275 | |
| 2 Jul | 24123.85 | 60.65 | - | 8,93,300 | 1,20,925 | 6,90,575 | |
| 1 Jul | 24141.95 | 61 | - | 5,57,275 | 96,225 | 5,69,650 | |
| 28 Jun | 24010.60 | 85.45 | - | 7,57,875 | 65,900 | 4,73,425 | |
| 27 Jun | 24044.50 | 101.3 | - | 7,17,325 | 11,250 | 4,07,525 | |
| 26 Jun | 23868.80 | 120.9 | - | 4,79,100 | 32,225 | 3,94,600 | |
| 25 Jun | 23721.30 | 157.6 | - | 3,57,400 | 51,425 | 3,62,375 | |
| 24 Jun | 23537.85 | 188 | - | 4,01,650 | 47,925 | 3,12,625 | |
| 21 Jun | 23501.10 | 207.60 | - | 3,05,750 | 5,675 | 2,65,150 | |
| 20 Jun | 23567.00 | 189.00 | - | 2,80,400 | 35,175 | 2,59,000 | |
| 19 Jun | 23516.00 | 223.45 | - | 4,79,400 | -10,425 | 2,23,825 | |
| 18 Jun | 23557.90 | 200.00 | - | 2,76,075 | 95,025 | 2,33,100 | |
| 14 Jun | 23465.60 | 240.65 | - | 1,28,450 | 21,650 | 1,38,075 | |
| 13 Jun | 23398.90 | 275.80 | - | 97,075 | 12,325 | 1,16,150 | |
| 12 Jun | 23322.95 | 320.60 | - | 91,600 | 15,075 | 1,03,475 | |
| 11 Jun | 23264.85 | 346.95 | - | 84,250 | 21,850 | 88,675 | |
| 10 Jun | 23259.20 | 417.00 | - | 1,34,925 | 16,450 | 66,950 | |
| 7 Jun | 23290.15 | 388.00 | - | 1,28,775 | 34,325 | 50,350 | |
| 6 Jun | 22821.40 | 547.00 | - | 33,950 | 975 | 16,025 | |
| 5 Jun | 22620.35 | 757.95 | - | 4,775 | -1,425 | 15,050 | |
| 4 Jun | 21884.50 | 1000.15 | - | 77,300 | -2,500 | 16,475 | |
| 3 Jun | 23263.90 | 422.00 | - | 61,550 | 11,400 | 18,975 | |
| 31 May | 22530.70 | 832.05 | - | 1,475 | -200 | 7,575 | |
| 30 May | 22488.65 | 883.75 | - | 2,950 | 1,125 | 7,775 | |
| 29 May | 22704.70 | 779.00 | - | 5,175 | -1,675 | 6,650 | |
| 28 May | 22888.15 | 689.00 | - | 4,925 | 375 | 9,175 | |
| 27 May | 22932.45 | 648.25 | - | 5,600 | 475 | 8,850 | |
| 24 May | 22957.10 | 672.35 | - | 4,900 | 1,625 | 8,350 | |
| 23 May | 22967.65 | 656.40 | - | 6,850 | 4,275 | 6,625 | |
| 22 May | 22597.80 | 805.95 | - | 125 | 0 | 2,350 | |
| 21 May | 22529.05 | 860.05 | - | 475 | -350 | 2,350 | |
| 18 May | 22502.00 | 894.00 | - | 0 | 0 | 2,700 | |
| 17 May | 22466.10 | 894.00 | - | 4,075 | -575 | 2,700 | |
| 16 May | 22403.85 | 924.00 | - | 3,225 | 1,700 | 3,275 | |
| 15 May | 22200.55 | 1049.95 | - | 550 | 100 | 1,600 | |
| 14 May | 22217.85 | 1136.35 | - | 50 | 0 | 1,475 | |
| 13 May | 22104.05 | 1154.65 | - | 1,500 | -1,150 | 1,475 | |
For NIFTY - strike price 23200 expiring on 25JUL2024
Delta for 23200 PE is -
Historical price for 23200 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 24.9, which was -6.55 lower than the previous day. The implied volatity was -, the open interest changed by 4700 which increased total open position to 777525
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 31.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 6550 which increased total open position to 772825
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 39.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 78500 which increased total open position to 766275
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 60.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 120925 which increased total open position to 690575
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 61, which was lower than the previous day. The implied volatity was -, the open interest changed by 96225 which increased total open position to 569650
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 85.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 65900 which increased total open position to 473425
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 101.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 11250 which increased total open position to 407525
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 120.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 32225 which increased total open position to 394600
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 157.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 51425 which increased total open position to 362375
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 188, which was lower than the previous day. The implied volatity was -, the open interest changed by 47925 which increased total open position to 312625
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 207.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 5675 which increased total open position to 265150
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 189.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 35175 which increased total open position to 259000
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 223.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -10425 which decreased total open position to 223825
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 200.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 95025 which increased total open position to 233100
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 240.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 21650 which increased total open position to 138075
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 275.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 12325 which increased total open position to 116150
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 320.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 15075 which increased total open position to 103475
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 346.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 21850 which increased total open position to 88675
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 417.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 16450 which increased total open position to 66950
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 388.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 34325 which increased total open position to 50350
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 547.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 975 which increased total open position to 16025
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 757.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -1425 which decreased total open position to 15050
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 1000.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -2500 which decreased total open position to 16475
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 422.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 11400 which increased total open position to 18975
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 832.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 7575
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 883.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 1125 which increased total open position to 7775
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 779.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -1675 which decreased total open position to 6650
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 689.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 9175
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 648.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 475 which increased total open position to 8850
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 672.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 1625 which increased total open position to 8350
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 656.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 4275 which increased total open position to 6625
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 805.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2350
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 860.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -350 which decreased total open position to 2350
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 894.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2700
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 894.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -575 which decreased total open position to 2700
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 924.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1700 which increased total open position to 3275
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1049.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 1600
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 1136.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1475
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 1154.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -1150 which decreased total open position to 1475