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 | 1164.4 | -4.25 | - | 200 | 50 | 5,825 | |||
| 4 Jul | 24302.15 | 1168.65 | - | 75 | -25 | 5,775 | ||||
| 3 Jul | 24286.50 | 1152.4 | - | 225 | -25 | 5,800 | ||||
| 2 Jul | 24123.85 | 998.3 | - | 225 | -25 | 5,700 | ||||
| 1 Jul | 24141.95 | 1020 | - | 250 | -50 | 5,725 | ||||
| 28 Jun | 24010.60 | 956.35 | - | 550 | 150 | 5,775 | ||||
| 27 Jun | 24044.50 | 945.2 | - | 5,350 | 400 | 5,625 | ||||
| 26 Jun | 23868.80 | 850 | - | 175 | 0 | 5,200 | ||||
| 25 Jun | 23721.30 | 737 | - | 2,025 | 200 | 5,200 | ||||
| 24 Jun | 23537.85 | 632.85 | - | 3,750 | -225 | 5,000 | ||||
| 21 Jun | 23501.10 | 570.00 | - | 2,275 | -375 | 5,225 | ||||
| 20 Jun | 23567.00 | 655.00 | - | 3,175 | -125 | 5,550 | ||||
| 19 Jun | 23516.00 | 620.00 | - | 3,400 | -275 | 5,675 | ||||
| 18 Jun | 23557.90 | 655.50 | - | 2,775 | 950 | 6,000 | ||||
| 14 Jun | 23465.60 | 589.35 | - | 6,800 | 575 | 5,050 | ||||
| 13 Jun | 23398.90 | 597.10 | - | 625 | -175 | 4,450 | ||||
| 12 Jun | 23322.95 | 574.10 | - | 3,025 | 925 | 4,625 | ||||
| 11 Jun | 23264.85 | 554.40 | - | 5,500 | -750 | 3,675 | ||||
| 10 Jun | 23259.20 | 535.70 | - | 2,650 | 75 | 4,400 | ||||
| 7 Jun | 23290.15 | 607.90 | - | 6,650 | 1,050 | 4,325 | ||||
| 6 Jun | 22821.40 | 420.25 | - | 5,125 | -1,150 | 3,275 | ||||
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| 5 Jun | 22620.35 | 249.20 | - | 6,250 | 1,300 | 4,425 | ||||
| 4 Jun | 21884.50 | 308.10 | - | 6,150 | -2,400 | 3,125 | ||||
| 3 Jun | 23263.90 | 800.00 | - | 11,350 | 5,025 | 5,525 | ||||
| 31 May | 22530.70 | 473.60 | - | 225 | 25 | 300 | ||||
| 30 May | 22488.65 | 468.45 | - | 175 | -25 | 275 | ||||
| 29 May | 22704.70 | 541.00 | - | 125 | 100 | 300 | ||||
| 28 May | 22888.15 | 621.00 | - | 50 | 0 | 225 | ||||
| 27 May | 22932.45 | 712.75 | - | 50 | 0 | 175 | ||||
| 24 May | 22957.10 | 636.05 | - | 75 | 50 | 200 | ||||
| 23 May | 22967.65 | 581.95 | - | 150 | 50 | 100 | ||||
| 22 May | 22597.80 | 470.65 | - | 50 | 0 | 0 | ||||
| 21 May | 22529.05 | 527.55 | - | 0 | 0 | 0 | ||||
| 18 May | 22502.00 | 527.55 | - | 0 | 0 | 0 | ||||
| 17 May | 22466.10 | 527.55 | - | 0 | 0 | 0 | ||||
| 16 May | 22403.85 | 527.55 | - | 0 | 0 | 0 | ||||
| 15 May | 22200.55 | 527.55 | - | 0 | 0 | 0 | ||||
| 14 May | 22217.85 | 527.55 | - | 0 | 0 | 0 | ||||
| 13 May | 22104.05 | 527.55 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 23250 expiring on 25JUL2024
Delta for 23250 CE is -
Historical price for 23250 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 1164.4, which was -4.25 lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 5825
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 1168.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 5775
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 1152.4, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 5800
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 998.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 5700
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 1020, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 5725
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 956.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 5775
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 945.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 5625
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 850, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5200
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 737, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 5200
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 632.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -225 which decreased total open position to 5000
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 570.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -375 which decreased total open position to 5225
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 655.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 5550
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 620.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -275 which decreased total open position to 5675
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 655.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 950 which increased total open position to 6000
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 589.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 575 which increased total open position to 5050
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 597.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -175 which decreased total open position to 4450
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 574.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 925 which increased total open position to 4625
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 554.40, which was lower than the previous day. The implied volatity was -, the open interest changed by -750 which decreased total open position to 3675
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 535.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 4400
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 607.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 1050 which increased total open position to 4325
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 420.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -1150 which decreased total open position to 3275
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 249.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 1300 which increased total open position to 4425
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 308.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -2400 which decreased total open position to 3125
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 800.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 5025 which increased total open position to 5525
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 473.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 300
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 468.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 275
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 541.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 300
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 621.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 225
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 712.75, 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 24 May NIFTY was trading at 22957.10. The strike last trading price was 636.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 200
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 581.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 100
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 470.65, 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 21 May NIFTY was trading at 22529.05. The strike last trading price was 527.55, 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 527.55, 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 527.55, 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 527.55, 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 15 May NIFTY was trading at 22200.55. The strike last trading price was 527.55, 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 14 May NIFTY was trading at 22217.85. The strike last trading price was 527.55, 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 527.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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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 | 28.2 | -6.45 | - | 91,900 | 5,000 | 48,500 |
| 4 Jul | 24302.15 | 34.65 | - | 85,800 | -4,525 | 43,500 | |
| 3 Jul | 24286.50 | 42 | - | 90,700 | -1,525 | 48,025 | |
| 2 Jul | 24123.85 | 67.05 | - | 1,85,050 | -675 | 51,300 | |
| 1 Jul | 24141.95 | 71.1 | - | 50,850 | 12,600 | 51,975 | |
| 28 Jun | 24010.60 | 88.8 | - | 70,600 | 11,150 | 39,375 | |
| 27 Jun | 24044.50 | 106.45 | - | 59,225 | 12,225 | 28,225 | |
| 26 Jun | 23868.80 | 129.55 | - | 33,800 | -1,650 | 16,275 | |
| 25 Jun | 23721.30 | 169.35 | - | 25,000 | -2,425 | 17,925 | |
| 24 Jun | 23537.85 | 202.8 | - | 35,625 | 300 | 21,175 | |
| 21 Jun | 23501.10 | 212.60 | - | 31,750 | 9,250 | 20,975 | |
| 20 Jun | 23567.00 | 201.50 | - | 6,750 | -1,725 | 11,700 | |
| 19 Jun | 23516.00 | 243.95 | - | 21,700 | 2,025 | 13,425 | |
| 18 Jun | 23557.90 | 208.20 | - | 6,025 | 525 | 11,525 | |
| 14 Jun | 23465.60 | 255.25 | - | 9,550 | 1,225 | 11,000 | |
| 13 Jun | 23398.90 | 293.00 | - | 900 | 250 | 9,775 | |
| 12 Jun | 23322.95 | 341.30 | - | 4,975 | 1,200 | 9,525 | |
| 11 Jun | 23264.85 | 364.25 | - | 9,175 | 4,425 | 7,900 | |
| 10 Jun | 23259.20 | 440.00 | - | 6,275 | -725 | 3,425 | |
| 7 Jun | 23290.15 | 410.70 | - | 11,400 | 2,000 | 3,925 | |
| 6 Jun | 22821.40 | 600.00 | - | 50 | 50 | 1,925 | |
| 5 Jun | 22620.35 | 842.55 | - | 100 | 0 | 1,875 | |
| 4 Jun | 21884.50 | 1323.35 | - | 8,925 | -6,100 | 1,875 | |
| 3 Jun | 23263.90 | 430.60 | - | 13,525 | 7,800 | 7,975 | |
| 31 May | 22530.70 | 702.60 | - | 0 | 100 | 0 | |
| 30 May | 22488.65 | 702.60 | - | 0 | 100 | 0 | |
| 29 May | 22704.70 | 702.60 | - | 0 | 100 | 0 | |
| 28 May | 22888.15 | 702.60 | - | 100 | 0 | 75 | |
| 27 May | 22932.45 | 596.00 | - | 25 | 0 | 50 | |
| 24 May | 22957.10 | 1159.85 | - | 0 | 0 | 50 | |
| 23 May | 22967.65 | 1159.85 | - | 0 | 0 | 50 | |
| 22 May | 22597.80 | 1159.85 | - | 0 | 0 | 50 | |
| 21 May | 22529.05 | 1159.85 | - | 50 | 0 | 50 | |
| 18 May | 22502.00 | 1159.85 | - | 50 | 0 | 50 | |
| 17 May | 22466.10 | 1159.85 | - | 50 | 0 | 50 | |
| 16 May | 22403.85 | 1159.85 | - | 50 | 0 | 50 | |
| 15 May | 22200.55 | 1159.85 | - | 50 | 0 | 50 | |
| 14 May | 22217.85 | 1159.85 | - | 50 | 50 | 50 | |
| 13 May | 22104.05 | 1159.85 | - | 50 | 0 | 0 | |
For NIFTY - strike price 23250 expiring on 25JUL2024
Delta for 23250 PE is -
Historical price for 23250 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 28.2, which was -6.45 lower than the previous day. The implied volatity was -, the open interest changed by 5000 which increased total open position to 48500
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 34.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -4525 which decreased total open position to 43500
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 42, which was lower than the previous day. The implied volatity was -, the open interest changed by -1525 which decreased total open position to 48025
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 67.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -675 which decreased total open position to 51300
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 71.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 12600 which increased total open position to 51975
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 88.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 11150 which increased total open position to 39375
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 106.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 12225 which increased total open position to 28225
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 129.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -1650 which decreased total open position to 16275
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 169.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -2425 which decreased total open position to 17925
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 202.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 21175
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 212.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 9250 which increased total open position to 20975
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 201.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -1725 which decreased total open position to 11700
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 243.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 2025 which increased total open position to 13425
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 208.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 525 which increased total open position to 11525
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 255.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 1225 which increased total open position to 11000
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 293.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 9775
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 341.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 1200 which increased total open position to 9525
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 364.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 4425 which increased total open position to 7900
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 440.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -725 which decreased total open position to 3425
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 410.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 2000 which increased total open position to 3925
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 600.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 1925
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 842.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1875
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 1323.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -6100 which decreased total open position to 1875
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 430.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 7800 which increased total open position to 7975
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 702.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 0
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 702.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 0
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 702.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 0
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 702.60, 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 27 May NIFTY was trading at 22932.45. The strike last trading price was 596.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 1159.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 1159.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 1159.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 1159.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 1159.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1159.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 1159.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1159.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 1159.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 50
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 1159.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0