NIFTY
Nifty
Historical option data for NIFTY
05 Jul 2024 04:11 PM IST
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 24323.85 | 980.7 | 21.15 | - | 450 | -25 | 18,775 | |||
| 4 Jul | 24302.15 | 959.55 | - | 1,400 | -175 | 18,800 | ||||
| 3 Jul | 24286.50 | 970.6 | - | 550 | 25 | 18,975 | ||||
| 2 Jul | 24123.85 | 832.75 | - | 975 | -200 | 19,150 | ||||
| 1 Jul | 24141.95 | 850 | - | 1,050 | -300 | 19,350 | ||||
| 28 Jun | 24010.60 | 799.8 | - | 5,825 | -575 | 19,650 | ||||
| 27 Jun | 24044.50 | 793 | - | 9,750 | -4,400 | 20,225 | ||||
| 26 Jun | 23868.80 | 697.25 | - | 5,800 | -1,125 | 25,550 | ||||
| 25 Jun | 23721.30 | 612.45 | - | 17,025 | -150 | 26,675 | ||||
|
|
||||||||||
| 24 Jun | 23537.85 | 502.8 | - | 49,225 | 1,175 | 27,050 | ||||
| 21 Jun | 23501.10 | 431.80 | - | 39,875 | 7,100 | 25,550 | ||||
| 20 Jun | 23567.00 | 525.20 | - | 12,150 | -1,225 | 18,450 | ||||
| 19 Jun | 23516.00 | 488.30 | - | 28,775 | 7,675 | 19,675 | ||||
| 18 Jun | 23557.90 | 521.20 | - | 9,775 | -1,075 | 11,975 | ||||
| 14 Jun | 23465.60 | 466.10 | - | 21,750 | 850 | 13,050 | ||||
| 13 Jun | 23398.90 | 452.10 | - | 19,050 | 4,950 | 13,025 | ||||
| 12 Jun | 23322.95 | 462.75 | - | 6,700 | -1,000 | 8,100 | ||||
| 11 Jun | 23264.85 | 439.00 | - | 3,100 | 1,325 | 9,100 | ||||
| 10 Jun | 23259.20 | 438.85 | - | 5,975 | 3,375 | 7,800 | ||||
| 7 Jun | 23290.15 | 500.00 | - | 1,050 | 175 | 4,525 | ||||
| 6 Jun | 22821.40 | 289.90 | - | 850 | -150 | 4,350 | ||||
| 5 Jun | 22620.35 | 191.45 | - | 1,975 | -125 | 4,500 | ||||
| 4 Jun | 21884.50 | 222.85 | - | 925 | 25 | 4,625 | ||||
| 3 Jun | 23263.90 | 700.00 | - | 7,000 | 3,625 | 4,600 | ||||
| 31 May | 22530.70 | 528.65 | - | 0 | 0 | 0 | ||||
| 30 May | 22488.65 | 528.65 | - | 0 | 0 | 0 | ||||
| 29 May | 22704.70 | 528.65 | - | 0 | 0 | 0 | ||||
| 28 May | 22888.15 | 528.65 | - | 0 | 0 | 0 | ||||
| 27 May | 22932.45 | 528.65 | - | 0 | 0 | 0 | ||||
| 24 May | 22957.10 | 528.65 | - | 0 | 400 | 0 | ||||
| 23 May | 22967.65 | 528.65 | - | 400 | 0 | 575 | ||||
| 22 May | 22597.80 | 403.95 | - | 400 | 0 | 175 | ||||
| 21 May | 22529.05 | 311.00 | - | 0 | 0 | 0 | ||||
| 18 May | 22502.00 | 311.00 | - | 0 | 0 | 0 | ||||
| 17 May | 22466.10 | 311.00 | - | 0 | 25 | 175 | ||||
| 16 May | 22403.85 | 311.00 | - | 25 | 0 | 150 | ||||
| 15 May | 22200.55 | 310.00 | - | 0 | 0 | 150 | ||||
| 14 May | 22217.85 | 310.00 | - | 0 | -25 | 150 | ||||
| 13 May | 22104.05 | 310.00 | - | 25 | 0 | 175 | ||||
For NIFTY - strike price 23450 expiring on 25JUL2024
Delta for 23450 CE is -
Historical price for 23450 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 980.7, which was 21.15 higher than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 18775
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 959.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -175 which decreased total open position to 18800
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 970.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 18975
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 832.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 19150
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 850, which was lower than the previous day. The implied volatity was -, the open interest changed by -300 which decreased total open position to 19350
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 799.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -575 which decreased total open position to 19650
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 793, which was lower than the previous day. The implied volatity was -, the open interest changed by -4400 which decreased total open position to 20225
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 697.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -1125 which decreased total open position to 25550
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 612.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 26675
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 502.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 1175 which increased total open position to 27050
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 431.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 7100 which increased total open position to 25550
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 525.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -1225 which decreased total open position to 18450
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 488.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 7675 which increased total open position to 19675
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 521.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -1075 which decreased total open position to 11975
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 466.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 850 which increased total open position to 13050
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 452.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 4950 which increased total open position to 13025
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 462.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -1000 which decreased total open position to 8100
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 439.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1325 which increased total open position to 9100
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 438.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 3375 which increased total open position to 7800
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 500.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 4525
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 289.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 4350
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 191.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 4500
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 222.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 4625
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 700.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3625 which increased total open position to 4600
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 528.65, 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 30 May NIFTY was trading at 22488.65. The strike last trading price was 528.65, 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 29 May NIFTY was trading at 22704.70. The strike last trading price was 528.65, 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 28 May NIFTY was trading at 22888.15. The strike last trading price was 528.65, 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 27 May NIFTY was trading at 22932.45. The strike last trading price was 528.65, 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 24 May NIFTY was trading at 22957.10. The strike last trading price was 528.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 0
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 528.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 575
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 403.95, 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 21 May NIFTY was trading at 22529.05. The strike last trading price was 311.00, 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 311.00, 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 311.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 175
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 311.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 150
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 310.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 150
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 310.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 150
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 310.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 175
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
|||||||
|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 24323.85 | 40.8 | -9.05 | - | 82,625 | 3,600 | 66,950 |
| 4 Jul | 24302.15 | 49.85 | - | 89,000 | -7,450 | 63,350 | |
| 3 Jul | 24286.50 | 60.3 | - | 1,02,250 | -2,925 | 70,800 | |
| 2 Jul | 24123.85 | 90.7 | - | 94,400 | -11,000 | 73,725 | |
| 1 Jul | 24141.95 | 99.3 | - | 90,225 | 25,175 | 84,725 | |
| 28 Jun | 24010.60 | 125.5 | - | 55,425 | 7,925 | 59,550 | |
| 27 Jun | 24044.50 | 149.8 | - | 46,450 | -1,425 | 51,625 | |
| 26 Jun | 23868.80 | 173.9 | - | 54,700 | 7,375 | 52,975 | |
| 25 Jun | 23721.30 | 227.9 | - | 61,300 | 14,250 | 45,600 | |
| 24 Jun | 23537.85 | 260.15 | - | 52,950 | -1,325 | 31,975 | |
| 21 Jun | 23501.10 | 297.80 | - | 60,025 | 11,875 | 33,500 | |
| 20 Jun | 23567.00 | 263.00 | - | 19,350 | 1,975 | 21,575 | |
| 19 Jun | 23516.00 | 314.95 | - | 31,025 | 6,350 | 19,600 | |
| 18 Jun | 23557.90 | 277.05 | - | 33,650 | -3,250 | 13,275 | |
| 14 Jun | 23465.60 | 345.00 | - | 36,975 | 6,825 | 16,525 | |
| 13 Jun | 23398.90 | 373.00 | - | 20,750 | 4,500 | 9,625 | |
| 12 Jun | 23322.95 | 423.20 | - | 7,225 | 1,600 | 5,125 | |
| 11 Jun | 23264.85 | 446.20 | - | 3,625 | 950 | 3,550 | |
| 10 Jun | 23259.20 | 508.95 | - | 2,125 | 1,000 | 2,625 | |
| 7 Jun | 23290.15 | 494.05 | - | 675 | 450 | 1,575 | |
| 6 Jun | 22821.40 | 850.00 | - | 25 | 325 | 1,125 | |
| 5 Jun | 22620.35 | 883.30 | - | 400 | 150 | 800 | |
| 4 Jun | 21884.50 | 1985.45 | - | 1,175 | 200 | 650 | |
| 3 Jun | 23263.90 | 542.15 | - | 700 | 225 | 450 | |
| 31 May | 22530.70 | 990.20 | - | 200 | 200 | 225 | |
| 30 May | 22488.65 | 990.20 | - | 200 | 0 | 25 | |
| 29 May | 22704.70 | 1160.75 | - | 0 | 0 | 25 | |
| 28 May | 22888.15 | 1160.75 | - | 0 | 0 | 25 | |
| 27 May | 22932.45 | 1160.75 | - | 0 | 0 | 25 | |
| 24 May | 22957.10 | 1160.75 | - | 0 | 0 | 25 | |
| 23 May | 22967.65 | 1160.75 | - | 0 | 0 | 0 | |
| 22 May | 22597.80 | 1160.75 | - | 100 | 0 | 25 | |
| 21 May | 22529.05 | 1160.75 | - | 100 | 0 | 25 | |
| 18 May | 22502.00 | 1160.75 | - | 100 | 0 | 25 | |
| 17 May | 22466.10 | 1160.75 | - | 100 | -100 | 25 | |
| 16 May | 22403.85 | 1160.75 | - | 100 | 0 | 125 | |
| 15 May | 22200.55 | 1196.50 | - | 25 | 0 | 125 | |
| 14 May | 22217.85 | 1196.50 | - | 25 | 25 | 150 | |
| 13 May | 22104.05 | 1294.65 | - | 50 | 0 | 125 | |
For NIFTY - strike price 23450 expiring on 25JUL2024
Delta for 23450 PE is -
Historical price for 23450 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 40.8, which was -9.05 lower than the previous day. The implied volatity was -, the open interest changed by 3600 which increased total open position to 66950
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 49.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -7450 which decreased total open position to 63350
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 60.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -2925 which decreased total open position to 70800
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 90.7, which was lower than the previous day. The implied volatity was -, the open interest changed by -11000 which decreased total open position to 73725
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 99.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 25175 which increased total open position to 84725
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 125.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 7925 which increased total open position to 59550
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 149.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -1425 which decreased total open position to 51625
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 173.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 7375 which increased total open position to 52975
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 227.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 14250 which increased total open position to 45600
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 260.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -1325 which decreased total open position to 31975
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 297.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 11875 which increased total open position to 33500
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 263.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1975 which increased total open position to 21575
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 314.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 6350 which increased total open position to 19600
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 277.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -3250 which decreased total open position to 13275
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 345.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 6825 which increased total open position to 16525
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 373.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 9625
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 423.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 1600 which increased total open position to 5125
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 446.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 950 which increased total open position to 3550
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 508.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 1000 which increased total open position to 2625
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 494.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 1575
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 325 which increased total open position to 1125
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 883.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 800
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 1985.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 650
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 542.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 450
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 990.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 225
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 990.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 1160.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 1160.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 1160.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 1160.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 1160.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 1160.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 1160.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 1160.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1160.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 25
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 1160.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 125
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1196.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 125
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 1196.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 150
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 1294.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 125