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 | 1022.3 | 15.25 | - | 11,250 | -6,250 | 2,15,500 | |||
| 4 Jul | 24302.15 | 1007.05 | - | 13,925 | -4,125 | 2,21,750 | ||||
| 3 Jul | 24286.50 | 1018.45 | - | 35,175 | -2,325 | 2,25,875 | ||||
| 2 Jul | 24123.85 | 894.1 | - | 14,650 | -4,275 | 2,28,325 | ||||
| 1 Jul | 24141.95 | 894.05 | - | 19,025 | -6,025 | 2,32,600 | ||||
| 28 Jun | 24010.60 | 845 | - | 45,350 | 750 | 2,38,625 | ||||
| 27 Jun | 24044.50 | 834.95 | - | 2,14,450 | 16,775 | 2,37,875 | ||||
| 26 Jun | 23868.80 | 726.05 | - | 1,14,150 | -1,200 | 2,21,575 | ||||
| 25 Jun | 23721.30 | 640.2 | - | 1,79,350 | 20,050 | 2,22,775 | ||||
| 24 Jun | 23537.85 | 537.1 | - | 3,17,825 | 58,400 | 2,02,900 | ||||
| 21 Jun | 23501.10 | 471.20 | - | 1,54,600 | 13,675 | 1,44,175 | ||||
| 20 Jun | 23567.00 | 558.00 | - | 1,14,975 | 6,000 | 1,31,100 | ||||
| 19 Jun | 23516.00 | 529.95 | - | 1,49,350 | 15,700 | 1,25,100 | ||||
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| 18 Jun | 23557.90 | 553.90 | - | 78,175 | 2,575 | 1,09,275 | ||||
| 14 Jun | 23465.60 | 502.00 | - | 1,41,275 | 5,825 | 1,06,700 | ||||
| 13 Jun | 23398.90 | 467.95 | - | 1,02,575 | 32,425 | 1,00,675 | ||||
| 12 Jun | 23322.95 | 489.65 | - | 95,700 | 12,325 | 68,100 | ||||
| 11 Jun | 23264.85 | 467.95 | - | 74,975 | 19,775 | 56,175 | ||||
| 10 Jun | 23259.20 | 460.15 | - | 88,725 | 10,500 | 36,675 | ||||
| 7 Jun | 23290.15 | 446.80 | - | 46,800 | 7,425 | 26,375 | ||||
| 6 Jun | 22821.40 | 336.70 | - | 51,575 | 4,200 | 18,950 | ||||
| 5 Jun | 22620.35 | 240.70 | - | 39,350 | -3,250 | 14,750 | ||||
| 4 Jun | 21884.50 | 186.35 | - | 71,075 | 650 | 18,000 | ||||
| 3 Jun | 23263.90 | 703.35 | - | 43,300 | 7,850 | 17,350 | ||||
| 31 May | 22530.70 | 427.45 | - | 8,350 | 3,650 | 9,550 | ||||
| 30 May | 22488.65 | 385.30 | - | 6,600 | -1,150 | 5,900 | ||||
| 29 May | 22704.70 | 472.00 | - | 3,575 | -600 | 7,050 | ||||
| 28 May | 22888.15 | 547.25 | - | 2,400 | 25 | 7,600 | ||||
| 27 May | 22932.45 | 564.70 | - | 6,750 | -650 | 7,600 | ||||
| 24 May | 22957.10 | 551.00 | - | 2,475 | 525 | 8,225 | ||||
| 23 May | 22967.65 | 538.70 | - | 5,900 | 3,875 | 7,700 | ||||
| 22 May | 22597.80 | 417.00 | - | 1,525 | -225 | 3,750 | ||||
| 21 May | 22529.05 | 405.05 | - | 4,075 | 725 | 3,950 | ||||
| 18 May | 22502.00 | 356.35 | - | 0 | 0 | 3,225 | ||||
| 17 May | 22466.10 | 356.35 | - | 6,525 | 550 | 3,225 | ||||
| 16 May | 22403.85 | 384.00 | - | 125 | -25 | 2,675 | ||||
| 15 May | 22200.55 | 333.30 | - | 75 | 25 | 2,725 | ||||
| 14 May | 22217.85 | 344.85 | - | 800 | 250 | 2,750 | ||||
| 13 May | 22104.05 | 337.00 | - | 1,650 | 175 | 2,500 | ||||
For NIFTY - strike price 23400 expiring on 25JUL2024
Delta for 23400 CE is -
Historical price for 23400 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 1022.3, which was 15.25 higher than the previous day. The implied volatity was -, the open interest changed by -6250 which decreased total open position to 215500
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 1007.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -4125 which decreased total open position to 221750
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 1018.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -2325 which decreased total open position to 225875
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 894.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -4275 which decreased total open position to 228325
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 894.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -6025 which decreased total open position to 232600
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 845, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 238625
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 834.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 16775 which increased total open position to 237875
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 726.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -1200 which decreased total open position to 221575
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 640.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 20050 which increased total open position to 222775
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 537.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 58400 which increased total open position to 202900
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 471.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 13675 which increased total open position to 144175
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 558.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 6000 which increased total open position to 131100
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 529.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 15700 which increased total open position to 125100
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 553.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 2575 which increased total open position to 109275
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 502.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 5825 which increased total open position to 106700
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 467.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 32425 which increased total open position to 100675
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 489.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 12325 which increased total open position to 68100
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 467.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 19775 which increased total open position to 56175
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 460.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 10500 which increased total open position to 36675
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 446.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 7425 which increased total open position to 26375
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 336.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 4200 which increased total open position to 18950
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 240.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -3250 which decreased total open position to 14750
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 186.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 650 which increased total open position to 18000
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 703.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 7850 which increased total open position to 17350
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 427.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 3650 which increased total open position to 9550
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 385.30, which was lower than the previous day. The implied volatity was -, the open interest changed by -1150 which decreased total open position to 5900
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 472.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -600 which decreased total open position to 7050
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 547.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 7600
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 564.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -650 which decreased total open position to 7600
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 551.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 525 which increased total open position to 8225
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 538.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 3875 which increased total open position to 7700
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 417.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -225 which decreased total open position to 3750
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 405.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 725 which increased total open position to 3950
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 356.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3225
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 356.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 3225
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 384.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 2675
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 333.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 2725
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 344.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 2750
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 337.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 2500
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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 | 35 | -12.80 | - | 7,61,575 | -14,350 | 7,33,225 |
| 4 Jul | 24302.15 | 47.8 | - | 9,06,075 | 22,025 | 7,47,575 | |
| 3 Jul | 24286.50 | 55.3 | - | 7,61,425 | 53,875 | 7,25,550 | |
| 2 Jul | 24123.85 | 84 | - | 4,93,550 | 59,000 | 6,76,700 | |
| 1 Jul | 24141.95 | 91 | - | 6,01,050 | -20,725 | 6,17,700 | |
| 28 Jun | 24010.60 | 112.4 | - | 8,14,250 | 99,825 | 6,38,425 | |
| 27 Jun | 24044.50 | 129.2 | - | 8,22,750 | 40,850 | 5,38,600 | |
| 26 Jun | 23868.80 | 161 | - | 5,19,650 | 2,950 | 4,98,825 | |
| 25 Jun | 23721.30 | 205.7 | - | 4,67,450 | 39,225 | 4,95,875 | |
| 24 Jun | 23537.85 | 245 | - | 6,33,150 | 73,850 | 4,56,700 | |
| 21 Jun | 23501.10 | 276.60 | - | 4,49,875 | 51,075 | 3,83,725 | |
| 20 Jun | 23567.00 | 248.10 | - | 3,00,825 | 27,400 | 3,31,825 | |
| 19 Jun | 23516.00 | 292.30 | - | 5,16,425 | 1,09,950 | 3,04,425 | |
| 18 Jun | 23557.90 | 259.95 | - | 1,43,700 | 15,300 | 1,93,950 | |
| 14 Jun | 23465.60 | 310.00 | - | 2,19,525 | 49,350 | 1,78,650 | |
| 13 Jun | 23398.90 | 355.00 | - | 1,76,950 | 47,225 | 1,27,375 | |
| 12 Jun | 23322.95 | 394.00 | - | 1,49,250 | 21,700 | 80,525 | |
| 11 Jun | 23264.85 | 425.40 | - | 1,11,075 | 24,800 | 59,075 | |
| 10 Jun | 23259.20 | 509.05 | - | 1,20,600 | 18,700 | 34,375 | |
| 7 Jun | 23290.15 | 484.00 | - | 18,575 | 1,750 | 15,650 | |
| 6 Jun | 22821.40 | 658.85 | - | 14,550 | 2,600 | 13,900 | |
| 5 Jun | 22620.35 | 899.50 | - | 20,425 | -8,025 | 11,300 | |
| 4 Jun | 21884.50 | 1450.60 | - | 8,700 | -100 | 19,325 | |
| 3 Jun | 23263.90 | 520.00 | - | 40,425 | 17,150 | 19,425 | |
| 31 May | 22530.70 | 971.00 | - | 900 | 0 | 2,275 | |
| 30 May | 22488.65 | 1009.00 | - | 200 | -25 | 2,275 | |
| 29 May | 22704.70 | 862.00 | - | 1,800 | 225 | 2,300 | |
| 28 May | 22888.15 | 770.35 | - | 775 | 75 | 2,125 | |
| 27 May | 22932.45 | 726.25 | - | 1,675 | 150 | 2,050 | |
| 24 May | 22957.10 | 733.00 | - | 500 | 100 | 1,900 | |
| 23 May | 22967.65 | 736.90 | - | 2,525 | 925 | 1,800 | |
| 22 May | 22597.80 | 918.60 | - | 100 | 0 | 975 | |
| 21 May | 22529.05 | 1006.55 | - | 0 | 0 | 0 | |
| 18 May | 22502.00 | 1006.55 | - | 0 | 0 | 975 | |
| 17 May | 22466.10 | 1006.55 | - | 1,475 | -50 | 1,075 | |
| 16 May | 22403.85 | 1149.70 | - | 200 | 0 | 1,125 | |
| 15 May | 22200.55 | 1162.35 | - | 0 | -200 | 0 | |
| 14 May | 22217.85 | 1162.35 | - | 200 | -150 | 1,325 | |
| 13 May | 22104.05 | 1254.85 | - | 150 | 0 | 1,475 | |
For NIFTY - strike price 23400 expiring on 25JUL2024
Delta for 23400 PE is -
Historical price for 23400 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 35, which was -12.80 lower than the previous day. The implied volatity was -, the open interest changed by -14350 which decreased total open position to 733225
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 47.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 22025 which increased total open position to 747575
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 55.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 53875 which increased total open position to 725550
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 84, which was lower than the previous day. The implied volatity was -, the open interest changed by 59000 which increased total open position to 676700
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 91, which was lower than the previous day. The implied volatity was -, the open interest changed by -20725 which decreased total open position to 617700
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 112.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 99825 which increased total open position to 638425
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 129.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 40850 which increased total open position to 538600
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 161, which was lower than the previous day. The implied volatity was -, the open interest changed by 2950 which increased total open position to 498825
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 205.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 39225 which increased total open position to 495875
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 245, which was lower than the previous day. The implied volatity was -, the open interest changed by 73850 which increased total open position to 456700
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 276.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 51075 which increased total open position to 383725
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 248.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 27400 which increased total open position to 331825
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 292.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 109950 which increased total open position to 304425
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 259.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 15300 which increased total open position to 193950
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 310.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 49350 which increased total open position to 178650
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 355.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 47225 which increased total open position to 127375
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 394.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 21700 which increased total open position to 80525
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 425.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 24800 which increased total open position to 59075
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 509.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 18700 which increased total open position to 34375
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 484.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1750 which increased total open position to 15650
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 658.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 2600 which increased total open position to 13900
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 899.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -8025 which decreased total open position to 11300
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 1450.60, which was lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 19325
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 17150 which increased total open position to 19425
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 971.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2275
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 1009.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 2275
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 862.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 2300
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 770.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 2125
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 726.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 2050
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 733.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 1900
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 736.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 925 which increased total open position to 1800
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 918.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 975
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 1006.55, 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 1006.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 975
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1006.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 1075
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 1149.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1125
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1162.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 0
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 1162.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 1325
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 1254.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1475