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 | 921.3 | -2.05 | - | 2,59,625 | -68,825 | 15,35,725 | |||
| 4 Jul | 24302.15 | 923.35 | - | 2,47,625 | -61,475 | 16,04,550 | ||||
| 3 Jul | 24286.50 | 926 | - | 1,88,650 | -29,425 | 16,66,025 | ||||
| 2 Jul | 24123.85 | 798.6 | - | 1,81,550 | -16,075 | 16,95,775 | ||||
| 1 Jul | 24141.95 | 810.9 | - | 2,39,900 | -41,975 | 17,11,850 | ||||
| 28 Jun | 24010.60 | 760.65 | - | 3,80,550 | -52,900 | 17,53,825 | ||||
| 27 Jun | 24044.50 | 760 | - | 11,89,000 | 1,72,300 | 18,06,725 | ||||
| 26 Jun | 23868.80 | 660 | - | 8,58,300 | -10,175 | 16,34,925 | ||||
| 25 Jun | 23721.30 | 570.6 | - | 10,56,450 | 73,975 | 16,45,100 | ||||
| 24 Jun | 23537.85 | 471 | - | 14,80,850 | 3,05,050 | 15,89,475 | ||||
| 21 Jun | 23501.10 | 409.30 | - | 10,45,175 | 1,06,100 | 12,80,475 | ||||
| 20 Jun | 23567.00 | 491.00 | - | 10,43,575 | 1,34,925 | 11,75,900 | ||||
| 19 Jun | 23516.00 | 458.00 | - | 8,84,225 | 87,575 | 10,40,975 | ||||
| 18 Jun | 23557.90 | 490.00 | - | 4,92,950 | 49,800 | 9,52,975 | ||||
| 14 Jun | 23465.60 | 437.00 | - | 5,70,350 | 85,650 | 9,03,175 | ||||
| 13 Jun | 23398.90 | 422.00 | - | 5,87,950 | 86,175 | 8,17,625 | ||||
| 12 Jun | 23322.95 | 430.35 | - | 6,15,075 | 1,49,825 | 7,32,800 | ||||
| 11 Jun | 23264.85 | 414.00 | - | 4,26,875 | 78,875 | 5,82,800 | ||||
| 10 Jun | 23259.20 | 429.35 | - | 5,70,800 | 39,750 | 5,04,775 | ||||
| 7 Jun | 23290.15 | 483.45 | - | 7,47,525 | 65,850 | 4,73,200 | ||||
| 6 Jun | 22821.40 | 303.95 | - | 8,12,250 | 76,700 | 4,07,350 | ||||
| 5 Jun | 22620.35 | 202.75 | - | 7,43,825 | 40,000 | 3,30,650 | ||||
| 4 Jun | 21884.50 | 180.90 | - | 8,91,850 | -12,175 | 2,90,650 | ||||
| 3 Jun | 23263.90 | 651.00 | - | 6,24,525 | 69,350 | 3,02,825 | ||||
| 31 May | 22530.70 | 393.00 | - | 2,82,625 | 21,550 | 2,34,600 | ||||
| 30 May | 22488.65 | 363.95 | - | 2,07,900 | 34,125 | 2,13,050 | ||||
| 29 May | 22704.70 | 430.00 | - | 1,17,200 | 10,000 | 1,78,925 | ||||
| 28 May | 22888.15 | 499.00 | - | 1,08,650 | 26,925 | 1,70,700 | ||||
| 27 May | 22932.45 | 519.25 | - | 1,31,600 | 20,150 | 1,44,625 | ||||
| 24 May | 22957.10 | 514.90 | - | 35,750 | 3,275 | 1,24,450 | ||||
| 23 May | 22967.65 | 489.00 | - | 1,23,925 | 41,400 | 1,21,050 | ||||
| 22 May | 22597.80 | 375.15 | - | 23,275 | -1,900 | 79,925 | ||||
| 21 May | 22529.05 | 372.25 | - | 42,475 | 9,950 | 82,825 | ||||
| 18 May | 22502.00 | 356.65 | - | 4,700 | 850 | 72,900 | ||||
| 17 May | 22466.10 | 320.80 | - | 80,725 | -11,725 | 72,250 | ||||
| 16 May | 22403.85 | 330.00 | - | 51,475 | 16,400 | 83,975 | ||||
| 15 May | 22200.55 | 295.00 | - | 30,625 | 11,000 | 67,675 | ||||
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| 14 May | 22217.85 | 315.00 | - | 23,425 | 2,225 | 56,950 | ||||
| 13 May | 22104.05 | 308.35 | - | 52,800 | 1,750 | 54,725 | ||||
For NIFTY - strike price 23500 expiring on 25JUL2024
Delta for 23500 CE is -
Historical price for 23500 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 921.3, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by -68825 which decreased total open position to 1535725
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 923.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -61475 which decreased total open position to 1604550
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 926, which was lower than the previous day. The implied volatity was -, the open interest changed by -29425 which decreased total open position to 1666025
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 798.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -16075 which decreased total open position to 1695775
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 810.9, which was lower than the previous day. The implied volatity was -, the open interest changed by -41975 which decreased total open position to 1711850
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 760.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -52900 which decreased total open position to 1753825
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 760, which was lower than the previous day. The implied volatity was -, the open interest changed by 172300 which increased total open position to 1806725
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 660, which was lower than the previous day. The implied volatity was -, the open interest changed by -10175 which decreased total open position to 1634925
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 570.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 73975 which increased total open position to 1645100
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 471, which was lower than the previous day. The implied volatity was -, the open interest changed by 305050 which increased total open position to 1589475
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 409.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 106100 which increased total open position to 1280475
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 491.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 134925 which increased total open position to 1175900
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 458.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 87575 which increased total open position to 1040975
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 490.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 49800 which increased total open position to 952975
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 437.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 85650 which increased total open position to 903175
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 422.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 86175 which increased total open position to 817625
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 430.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 149825 which increased total open position to 732800
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 414.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 78875 which increased total open position to 582800
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 429.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 39750 which increased total open position to 504775
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 483.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 65850 which increased total open position to 473200
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 303.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 76700 which increased total open position to 407350
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 202.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 40000 which increased total open position to 330650
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 180.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -12175 which decreased total open position to 290650
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 651.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 69350 which increased total open position to 302825
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 393.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 21550 which increased total open position to 234600
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 363.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 34125 which increased total open position to 213050
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 430.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 10000 which increased total open position to 178925
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 499.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 26925 which increased total open position to 170700
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 519.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 20150 which increased total open position to 144625
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 514.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 3275 which increased total open position to 124450
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 489.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 41400 which increased total open position to 121050
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 375.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -1900 which decreased total open position to 79925
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 372.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 9950 which increased total open position to 82825
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 356.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 850 which increased total open position to 72900
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 320.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -11725 which decreased total open position to 72250
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 330.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 16400 which increased total open position to 83975
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 295.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 11000 which increased total open position to 67675
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 315.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2225 which increased total open position to 56950
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 308.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 1750 which increased total open position to 54725
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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 | 44.55 | -10.05 | - | 32,18,475 | 1,78,075 | 46,80,125 |
| 4 Jul | 24302.15 | 54.6 | - | 31,26,325 | 4,67,475 | 45,02,050 | |
| 3 Jul | 24286.50 | 66.35 | - | 24,53,375 | 9,250 | 40,34,575 | |
| 2 Jul | 24123.85 | 99 | - | 24,09,300 | 24,950 | 40,30,725 | |
| 1 Jul | 24141.95 | 108 | - | 23,88,275 | 2,53,475 | 40,05,775 | |
| 28 Jun | 24010.60 | 133.65 | - | 41,93,700 | 5,25,175 | 37,52,300 | |
| 27 Jun | 24044.50 | 151.05 | - | 37,53,575 | 5,02,450 | 32,27,125 | |
| 26 Jun | 23868.80 | 184.5 | - | 24,48,750 | 2,62,875 | 27,26,675 | |
| 25 Jun | 23721.30 | 232.7 | - | 23,90,025 | 2,59,800 | 24,63,800 | |
| 24 Jun | 23537.85 | 280 | - | 20,51,775 | 3,45,275 | 21,95,025 | |
| 21 Jun | 23501.10 | 316.80 | - | 19,34,275 | -1,975 | 18,50,375 | |
| 20 Jun | 23567.00 | 278.90 | - | 12,86,950 | 2,36,275 | 18,52,550 | |
| 19 Jun | 23516.00 | 330.00 | - | 14,56,250 | 1,99,275 | 16,16,275 | |
| 18 Jun | 23557.90 | 291.00 | - | 8,80,000 | 1,60,900 | 14,15,325 | |
| 14 Jun | 23465.60 | 352.00 | - | 8,16,400 | 1,01,650 | 12,54,425 | |
| 13 Jun | 23398.90 | 395.00 | - | 9,55,175 | 3,53,350 | 11,53,800 | |
| 12 Jun | 23322.95 | 441.50 | - | 8,32,800 | 2,85,525 | 8,03,925 | |
| 11 Jun | 23264.85 | 470.00 | - | 3,86,750 | 83,475 | 5,17,150 | |
| 10 Jun | 23259.20 | 549.00 | - | 4,77,350 | 98,600 | 4,34,000 | |
| 7 Jun | 23290.15 | 533.95 | - | 4,38,275 | 1,88,125 | 3,35,225 | |
| 6 Jun | 22821.40 | 711.00 | - | 1,41,275 | -8,250 | 1,47,100 | |
| 5 Jun | 22620.35 | 961.90 | - | 1,08,125 | -9,225 | 1,55,350 | |
| 4 Jun | 21884.50 | 1501.20 | - | 2,41,225 | -17,375 | 1,64,575 | |
| 3 Jun | 23263.90 | 571.00 | - | 3,62,975 | 1,14,900 | 1,81,950 | |
| 31 May | 22530.70 | 1040.40 | - | 29,400 | 2,300 | 67,050 | |
| 30 May | 22488.65 | 1045.00 | - | 24,175 | 2,300 | 64,750 | |
| 29 May | 22704.70 | 945.95 | - | 52,125 | 20,450 | 62,450 | |
| 28 May | 22888.15 | 834.75 | - | 34,025 | 5,100 | 42,025 | |
| 27 May | 22932.45 | 789.40 | - | 37,475 | 9,075 | 37,000 | |
| 24 May | 22957.10 | 780.00 | - | 16,375 | 6,550 | 27,700 | |
| 23 May | 22967.65 | 787.10 | - | 21,425 | 11,250 | 21,075 | |
| 22 May | 22597.80 | 975.00 | - | 1,550 | 500 | 9,800 | |
| 21 May | 22529.05 | 1030.00 | - | 1,975 | 800 | 9,300 | |
| 18 May | 22502.00 | 1094.80 | - | 25 | 0 | 8,475 | |
| 17 May | 22466.10 | 1062.70 | - | 5,375 | 2,925 | 8,525 | |
| 16 May | 22403.85 | 1100.00 | - | 625 | 100 | 5,600 | |
| 15 May | 22200.55 | 1304.00 | - | 1,075 | 0 | 5,600 | |
| 14 May | 22217.85 | 1220.00 | - | 225 | 25 | 5,600 | |
| 13 May | 22104.05 | 1320.95 | - | 4,875 | 350 | 5,575 | |
For NIFTY - strike price 23500 expiring on 25JUL2024
Delta for 23500 PE is -
Historical price for 23500 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 44.55, which was -10.05 lower than the previous day. The implied volatity was -, the open interest changed by 178075 which increased total open position to 4680125
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 54.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 467475 which increased total open position to 4502050
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 66.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 9250 which increased total open position to 4034575
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 99, which was lower than the previous day. The implied volatity was -, the open interest changed by 24950 which increased total open position to 4030725
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 108, which was lower than the previous day. The implied volatity was -, the open interest changed by 253475 which increased total open position to 4005775
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 133.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 525175 which increased total open position to 3752300
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 151.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 502450 which increased total open position to 3227125
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 184.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 262875 which increased total open position to 2726675
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 232.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 259800 which increased total open position to 2463800
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 280, which was lower than the previous day. The implied volatity was -, the open interest changed by 345275 which increased total open position to 2195025
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 316.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -1975 which decreased total open position to 1850375
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 278.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 236275 which increased total open position to 1852550
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 330.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 199275 which increased total open position to 1616275
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 291.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 160900 which increased total open position to 1415325
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 352.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 101650 which increased total open position to 1254425
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 395.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 353350 which increased total open position to 1153800
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 441.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 285525 which increased total open position to 803925
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 470.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 83475 which increased total open position to 517150
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 549.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 98600 which increased total open position to 434000
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 533.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 188125 which increased total open position to 335225
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 711.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -8250 which decreased total open position to 147100
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 961.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -9225 which decreased total open position to 155350
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 1501.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -17375 which decreased total open position to 164575
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 571.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 114900 which increased total open position to 181950
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 1040.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 2300 which increased total open position to 67050
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 1045.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2300 which increased total open position to 64750
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 945.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 20450 which increased total open position to 62450
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 834.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 5100 which increased total open position to 42025
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 789.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 9075 which increased total open position to 37000
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 780.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 6550 which increased total open position to 27700
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 787.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 11250 which increased total open position to 21075
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 975.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 9800
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 1030.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 800 which increased total open position to 9300
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 1094.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8475
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1062.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 2925 which increased total open position to 8525
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 1100.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 5600
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1304.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5600
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 1220.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 5600
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 1320.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 5575