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 | 977.2 | -82.80 | - | 625 | -150 | 6,075 | |||
| 4 Jul | 24302.15 | 1060 | - | 2,425 | 175 | 6,225 | ||||
| 3 Jul | 24286.50 | 1046.75 | - | 175 | -25 | 6,050 | ||||
| 2 Jul | 24123.85 | 950 | - | 75 | -50 | 6,100 | ||||
| 1 Jul | 24141.95 | 932.25 | - | 825 | -525 | 6,150 | ||||
| 28 Jun | 24010.60 | 885.2 | - | 525 | -25 | 6,675 | ||||
| 27 Jun | 24044.50 | 865 | - | 975 | -350 | 6,700 | ||||
| 26 Jun | 23868.80 | 777.9 | - | 8,600 | 50 | 7,025 | ||||
| 25 Jun | 23721.30 | 595 | - | 5,800 | 475 | 6,975 | ||||
| 24 Jun | 23537.85 | 557.2 | - | 16,875 | 500 | 6,700 | ||||
| 21 Jun | 23501.10 | 510.35 | - | 8,525 | -1,625 | 6,200 | ||||
| 20 Jun | 23567.00 | 589.00 | - | 5,625 | 525 | 7,825 | ||||
| 19 Jun | 23516.00 | 552.15 | - | 6,500 | -1,625 | 7,300 | ||||
| 18 Jun | 23557.90 | 585.30 | - | 9,025 | -2,100 | 8,800 | ||||
| 14 Jun | 23465.60 | 526.00 | - | 14,675 | 2,575 | 10,900 | ||||
| 13 Jun | 23398.90 | 508.45 | - | 9,925 | -200 | 8,450 | ||||
| 12 Jun | 23322.95 | 517.25 | - | 11,800 | 1,350 | 8,575 | ||||
| 11 Jun | 23264.85 | 497.00 | - | 10,975 | 3,350 | 7,225 | ||||
| 10 Jun | 23259.20 | 483.35 | - | 5,125 | 675 | 3,950 | ||||
| 7 Jun | 23290.15 | 559.75 | - | 4,250 | 425 | 3,300 | ||||
| 6 Jun | 22821.40 | 383.80 | - | 400 | 75 | 2,875 | ||||
| 5 Jun | 22620.35 | 254.45 | - | 925 | -200 | 2,800 | ||||
| 4 Jun | 21884.50 | 280.20 | - | 1,125 | -250 | 3,000 | ||||
| 3 Jun | 23263.90 | 754.00 | - | 2,400 | 550 | 3,250 | ||||
| 31 May | 22530.70 | 441.70 | - | 2,800 | 2,200 | 2,500 | ||||
| 30 May | 22488.65 | 429.00 | - | 200 | -25 | 300 | ||||
| 29 May | 22704.70 | 486.10 | - | 1,350 | -25 | 325 | ||||
| 28 May | 22888.15 | 572.95 | - | 25 | 0 | 350 | ||||
| 27 May | 22932.45 | 605.50 | - | 175 | -25 | 325 | ||||
| 24 May | 22957.10 | 615.35 | - | 25 | 0 | 375 | ||||
| 23 May | 22967.65 | 554.30 | - | 50 | 0 | 325 | ||||
| 22 May | 22597.80 | 438.05 | - | 100 | 0 | 225 | ||||
| 21 May | 22529.05 | 437.80 | - | 25 | 0 | 200 | ||||
| 18 May | 22502.00 | 310.85 | - | 0 | 0 | 200 | ||||
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| 17 May | 22466.10 | 310.85 | - | 0 | 0 | 200 | ||||
| 16 May | 22403.85 | 310.85 | - | 0 | 0 | 200 | ||||
| 15 May | 22200.55 | 310.85 | - | 0 | 0 | 200 | ||||
| 14 May | 22217.85 | 310.85 | - | 0 | -25 | 0 | ||||
| 13 May | 22104.05 | 310.85 | - | 200 | -25 | 150 | ||||
For NIFTY - strike price 23350 expiring on 25JUL2024
Delta for 23350 CE is -
Historical price for 23350 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 977.2, which was -82.80 lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 6075
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 1060, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 6225
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 1046.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 6050
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 950, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 6100
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 932.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -525 which decreased total open position to 6150
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 885.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 6675
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 865, which was lower than the previous day. The implied volatity was -, the open interest changed by -350 which decreased total open position to 6700
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 777.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 7025
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 595, which was lower than the previous day. The implied volatity was -, the open interest changed by 475 which increased total open position to 6975
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 557.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 6700
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 510.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -1625 which decreased total open position to 6200
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 589.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 525 which increased total open position to 7825
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 552.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -1625 which decreased total open position to 7300
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 585.30, which was lower than the previous day. The implied volatity was -, the open interest changed by -2100 which decreased total open position to 8800
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 526.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2575 which increased total open position to 10900
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 508.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 8450
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 517.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 1350 which increased total open position to 8575
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 497.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3350 which increased total open position to 7225
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 483.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 675 which increased total open position to 3950
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 559.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 425 which increased total open position to 3300
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 383.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 2875
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 254.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 2800
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 280.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -250 which decreased total open position to 3000
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 754.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 3250
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 441.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 2200 which increased total open position to 2500
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 429.00, 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 29 May NIFTY was trading at 22704.70. The strike last trading price was 486.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 325
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 572.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 350
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 605.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 325
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 615.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 375
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 554.30, 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 22 May NIFTY was trading at 22597.80. The strike last trading price was 438.05, 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 21 May NIFTY was trading at 22529.05. The strike last trading price was 437.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 200
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 310.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 200
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 310.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 200
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 310.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 200
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 310.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 200
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 310.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 0
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 310.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 150
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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 | 34 | -8.20 | - | 70,850 | -350 | 79,975 |
| 4 Jul | 24302.15 | 42.2 | - | 1,13,375 | -575 | 80,325 | |
| 3 Jul | 24286.50 | 51.7 | - | 97,050 | -675 | 80,900 | |
| 2 Jul | 24123.85 | 79.05 | - | 1,33,500 | 1,375 | 81,650 | |
| 1 Jul | 24141.95 | 81.55 | - | 84,125 | 19,350 | 80,275 | |
| 28 Jun | 24010.60 | 105.15 | - | 65,400 | 9,925 | 60,925 | |
| 27 Jun | 24044.50 | 122.2 | - | 82,625 | 6,100 | 51,000 | |
| 26 Jun | 23868.80 | 150 | - | 49,775 | 9,500 | 44,900 | |
| 25 Jun | 23721.30 | 193.65 | - | 42,375 | 5,825 | 35,400 | |
| 24 Jun | 23537.85 | 229 | - | 30,150 | 3,875 | 30,000 | |
| 21 Jun | 23501.10 | 260.45 | - | 29,975 | 2,450 | 26,125 | |
| 20 Jun | 23567.00 | 232.35 | - | 20,275 | -1,300 | 23,600 | |
| 19 Jun | 23516.00 | 277.50 | - | 38,900 | -600 | 24,900 | |
| 18 Jun | 23557.90 | 239.00 | - | 16,575 | 250 | 25,450 | |
| 14 Jun | 23465.60 | 295.85 | - | 21,600 | 8,250 | 25,200 | |
| 13 Jun | 23398.90 | 332.00 | - | 8,600 | 1,925 | 16,650 | |
| 12 Jun | 23322.95 | 378.00 | - | 25,450 | 5,325 | 14,875 | |
| 11 Jun | 23264.85 | 403.55 | - | 20,000 | 5,025 | 9,575 | |
| 10 Jun | 23259.20 | 480.05 | - | 9,075 | 1,925 | 4,550 | |
| 7 Jun | 23290.15 | 453.10 | - | 2,375 | 2,600 | 2,600 | |
| 6 Jun | 22821.40 | 850.00 | - | 0 | 525 | 0 | |
| 5 Jun | 22620.35 | 850.00 | - | 450 | 525 | 1,425 | |
| 4 Jun | 21884.50 | 1396.70 | - | 1,150 | 25 | 900 | |
| 3 Jun | 23263.90 | 520.00 | - | 525 | 500 | 875 | |
| 31 May | 22530.70 | 945.60 | - | 50 | 325 | 325 | |
| 30 May | 22488.65 | 750.80 | - | 0 | 50 | 0 | |
| 29 May | 22704.70 | 750.80 | - | 0 | 50 | 0 | |
| 28 May | 22888.15 | 750.80 | - | 350 | 0 | 275 | |
| 27 May | 22932.45 | 1226.45 | - | 0 | 0 | 0 | |
| 24 May | 22957.10 | 1226.45 | - | 0 | 0 | 275 | |
| 23 May | 22967.65 | 1226.45 | - | 0 | 0 | 275 | |
| 22 May | 22597.80 | 1226.45 | - | 0 | 0 | 275 | |
| 21 May | 22529.05 | 1226.45 | - | 0 | 0 | 275 | |
| 18 May | 22502.00 | 1226.45 | - | 0 | 0 | 275 | |
| 17 May | 22466.10 | 1226.45 | - | 0 | 0 | 275 | |
| 16 May | 22403.85 | 1226.45 | - | 0 | 0 | 275 | |
| 15 May | 22200.55 | 1226.45 | - | 250 | 0 | 275 | |
| 14 May | 22217.85 | 1226.45 | - | 250 | 225 | 275 | |
| 13 May | 22104.05 | 1226.45 | - | 250 | 0 | 50 | |
For NIFTY - strike price 23350 expiring on 25JUL2024
Delta for 23350 PE is -
Historical price for 23350 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 34, which was -8.20 lower than the previous day. The implied volatity was -, the open interest changed by -350 which decreased total open position to 79975
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 42.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -575 which decreased total open position to 80325
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 51.7, which was lower than the previous day. The implied volatity was -, the open interest changed by -675 which decreased total open position to 80900
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 79.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 1375 which increased total open position to 81650
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 81.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 19350 which increased total open position to 80275
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 105.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 9925 which increased total open position to 60925
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 122.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 6100 which increased total open position to 51000
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 150, which was lower than the previous day. The implied volatity was -, the open interest changed by 9500 which increased total open position to 44900
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 193.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 5825 which increased total open position to 35400
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 229, which was lower than the previous day. The implied volatity was -, the open interest changed by 3875 which increased total open position to 30000
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 260.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 2450 which increased total open position to 26125
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 232.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -1300 which decreased total open position to 23600
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 277.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -600 which decreased total open position to 24900
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 239.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 25450
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 295.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 8250 which increased total open position to 25200
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 332.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1925 which increased total open position to 16650
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 378.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 5325 which increased total open position to 14875
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 403.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 5025 which increased total open position to 9575
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 480.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 1925 which increased total open position to 4550
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 453.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 2600 which increased total open position to 2600
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 850.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 525 which increased total open position to 0
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 850.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 525 which increased total open position to 1425
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 1396.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 900
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 520.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 875
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 945.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 325 which increased total open position to 325
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 750.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 0
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 750.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 0
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 750.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 275
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 1226.45, 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 1226.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 275
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 1226.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 275
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 1226.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 275
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 1226.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 275
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 1226.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 275
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1226.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 275
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 1226.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 275
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1226.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 275
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 1226.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 275
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 1226.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50