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 | 891.35 | 13.75 | - | 4,500 | -1,750 | 20,650 | |||
| 4 Jul | 24302.15 | 877.6 | - | 19,025 | -13,125 | 22,400 | ||||
| 3 Jul | 24286.50 | 883 | - | 11,550 | -7,575 | 35,525 | ||||
| 2 Jul | 24123.85 | 765 | - | 13,250 | -10,100 | 43,125 | ||||
| 1 Jul | 24141.95 | 777.25 | - | 9,300 | -5,825 | 53,225 | ||||
| 28 Jun | 24010.60 | 722.65 | - | 37,325 | -4,425 | 59,050 | ||||
|
|
||||||||||
| 27 Jun | 24044.50 | 732.5 | - | 44,425 | 8,500 | 63,475 | ||||
| 26 Jun | 23868.80 | 626.7 | - | 40,025 | 13,150 | 55,225 | ||||
| 25 Jun | 23721.30 | 544 | - | 97,175 | -3,875 | 42,075 | ||||
| 24 Jun | 23537.85 | 438.1 | - | 91,775 | 13,475 | 43,450 | ||||
| 21 Jun | 23501.10 | 383.60 | - | 70,625 | 4,425 | 29,650 | ||||
| 20 Jun | 23567.00 | 462.85 | - | 54,675 | 9,000 | 25,225 | ||||
| 19 Jun | 23516.00 | 430.35 | - | 34,525 | 4,500 | 16,225 | ||||
| 18 Jun | 23557.90 | 455.35 | - | 32,500 | -1,600 | 11,925 | ||||
| 14 Jun | 23465.60 | 407.55 | - | 20,450 | 3,600 | 13,525 | ||||
| 13 Jun | 23398.90 | 400.05 | - | 2,950 | 975 | 10,125 | ||||
| 12 Jun | 23322.95 | 406.25 | - | 22,375 | 6,075 | 9,275 | ||||
| 11 Jun | 23264.85 | 375.05 | - | 1,275 | 150 | 3,225 | ||||
| 10 Jun | 23259.20 | 386.10 | - | 1,850 | 675 | 3,100 | ||||
| 7 Jun | 23290.15 | 456.25 | - | 1,775 | -400 | 2,425 | ||||
| 6 Jun | 22821.40 | 245.50 | - | 775 | 175 | 2,825 | ||||
| 5 Jun | 22620.35 | 177.65 | - | 475 | -75 | 2,650 | ||||
| 4 Jun | 21884.50 | 169.95 | - | 725 | -125 | 2,725 | ||||
| 3 Jun | 23263.90 | 565.00 | - | 1,625 | 900 | 2,850 | ||||
| 31 May | 22530.70 | 330.95 | - | 575 | 1,950 | 1,950 | ||||
| 30 May | 22488.65 | 519.00 | - | 0 | 0 | 0 | ||||
| 29 May | 22704.70 | 519.00 | - | 0 | 0 | 0 | ||||
| 28 May | 22888.15 | 519.00 | - | 0 | 25 | 0 | ||||
| 27 May | 22932.45 | 519.00 | - | 150 | 0 | 1,925 | ||||
| 24 May | 22957.10 | 440.20 | - | 0 | -50 | 0 | ||||
| 23 May | 22967.65 | 440.20 | - | 175 | -50 | 1,925 | ||||
| 22 May | 22597.80 | 365.80 | - | 350 | 0 | 1,625 | ||||
| 21 May | 22529.05 | 300.00 | - | 0 | 0 | 0 | ||||
| 18 May | 22502.00 | 300.00 | - | 225 | 0 | 1,625 | ||||
| 17 May | 22466.10 | 300.00 | - | 225 | -150 | 1,575 | ||||
| 16 May | 22403.85 | 299.95 | - | 0 | 0 | 1,725 | ||||
| 15 May | 22200.55 | 299.95 | - | 25 | 0 | 1,725 | ||||
| 14 May | 22217.85 | 299.95 | - | 25 | 0 | 1,750 | ||||
| 13 May | 22104.05 | 254.35 | - | 25 | 0 | 1,750 | ||||
For NIFTY - strike price 23550 expiring on 25JUL2024
Delta for 23550 CE is -
Historical price for 23550 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 891.35, which was 13.75 higher than the previous day. The implied volatity was -, the open interest changed by -1750 which decreased total open position to 20650
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 877.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -13125 which decreased total open position to 22400
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 883, which was lower than the previous day. The implied volatity was -, the open interest changed by -7575 which decreased total open position to 35525
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 765, which was lower than the previous day. The implied volatity was -, the open interest changed by -10100 which decreased total open position to 43125
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 777.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -5825 which decreased total open position to 53225
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 722.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -4425 which decreased total open position to 59050
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 732.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 8500 which increased total open position to 63475
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 626.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 13150 which increased total open position to 55225
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 544, which was lower than the previous day. The implied volatity was -, the open interest changed by -3875 which decreased total open position to 42075
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 438.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 13475 which increased total open position to 43450
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 383.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 4425 which increased total open position to 29650
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 462.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 9000 which increased total open position to 25225
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 430.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 16225
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 455.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -1600 which decreased total open position to 11925
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 407.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 3600 which increased total open position to 13525
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 400.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 975 which increased total open position to 10125
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 406.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 6075 which increased total open position to 9275
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 375.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 3225
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 386.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 675 which increased total open position to 3100
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 456.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -400 which decreased total open position to 2425
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 245.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 2825
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 177.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 2650
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 169.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 2725
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 565.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 2850
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 330.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 1950 which increased total open position to 1950
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 519.00, 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 29 May NIFTY was trading at 22704.70. The strike last trading price was 519.00, 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 28 May NIFTY was trading at 22888.15. The strike last trading price was 519.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 0
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 519.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1925
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 440.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 0
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 440.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 1925
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 365.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1625
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 300.00, 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 300.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1625
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 300.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 1575
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 299.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1725
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 299.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1725
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 299.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1750
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 254.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1750
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
|||||||
|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 24323.85 | 51.1 | -9.90 | - | 1,50,450 | 5,925 | 1,07,350 |
| 4 Jul | 24302.15 | 61 | - | 1,69,225 | 3,775 | 1,01,425 | |
| 3 Jul | 24286.50 | 73.6 | - | 1,71,425 | 4,225 | 97,650 | |
| 2 Jul | 24123.85 | 108.9 | - | 93,400 | -50 | 93,175 | |
| 1 Jul | 24141.95 | 116 | - | 73,100 | 18,575 | 93,225 | |
| 28 Jun | 24010.60 | 145.6 | - | 1,12,425 | -4,900 | 74,650 | |
| 27 Jun | 24044.50 | 156.15 | - | 1,11,875 | 17,725 | 79,550 | |
| 26 Jun | 23868.80 | 199.3 | - | 74,125 | 6,725 | 61,825 | |
| 25 Jun | 23721.30 | 249.85 | - | 84,775 | 7,950 | 55,100 | |
| 24 Jun | 23537.85 | 300 | - | 80,025 | 13,725 | 46,275 | |
| 21 Jun | 23501.10 | 328.80 | - | 76,150 | 3,300 | 32,900 | |
| 20 Jun | 23567.00 | 307.60 | - | 47,725 | 6,750 | 29,475 | |
| 19 Jun | 23516.00 | 342.70 | - | 41,250 | 6,225 | 22,725 | |
| 18 Jun | 23557.90 | 310.80 | - | 40,000 | 10,050 | 16,575 | |
| 14 Jun | 23465.60 | 373.85 | - | 20,050 | 1,600 | 6,525 | |
| 13 Jun | 23398.90 | 417.80 | - | 5,150 | 1,150 | 5,125 | |
| 12 Jun | 23322.95 | 475.15 | - | 10,825 | 1,650 | 3,950 | |
| 11 Jun | 23264.85 | 495.20 | - | 1,400 | 225 | 2,300 | |
| 10 Jun | 23259.20 | 554.25 | - | 1,150 | 50 | 1,675 | |
| 7 Jun | 23290.15 | 537.00 | - | 725 | 1,700 | 1,700 | |
| 6 Jun | 22821.40 | 905.40 | - | 0 | 350 | 0 | |
| 5 Jun | 22620.35 | 905.40 | - | 475 | 350 | 1,275 | |
| 4 Jun | 21884.50 | 1668.65 | - | 700 | 300 | 925 | |
| 3 Jun | 23263.90 | 628.40 | - | 400 | -100 | 625 | |
| 31 May | 22530.70 | 1136.40 | - | 0 | 525 | 0 | |
| 30 May | 22488.65 | 1136.40 | - | 375 | 525 | 525 | |
| 29 May | 22704.70 | 1240.45 | - | 0 | 0 | 0 | |
| 28 May | 22888.15 | 1240.45 | - | 0 | 0 | 525 | |
| 27 May | 22932.45 | 1240.45 | - | 0 | 0 | 0 | |
| 24 May | 22957.10 | 1240.45 | - | 0 | 0 | 525 | |
| 23 May | 22967.65 | 1240.45 | - | 0 | 0 | 525 | |
| 22 May | 22597.80 | 1240.45 | - | 0 | 0 | 525 | |
| 21 May | 22529.05 | 1240.45 | - | 0 | 0 | 525 | |
| 18 May | 22502.00 | 1240.45 | - | 0 | 0 | 525 | |
| 17 May | 22466.10 | 1240.45 | - | 0 | -25 | 525 | |
| 16 May | 22403.85 | 1240.45 | - | 50 | -25 | 550 | |
| 15 May | 22200.55 | 1362.75 | - | 0 | 0 | 575 | |
| 14 May | 22217.85 | 1362.75 | - | 550 | 50 | 575 | |
| 13 May | 22104.05 | 1362.75 | - | 550 | 425 | 525 | |
For NIFTY - strike price 23550 expiring on 25JUL2024
Delta for 23550 PE is -
Historical price for 23550 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 51.1, which was -9.90 lower than the previous day. The implied volatity was -, the open interest changed by 5925 which increased total open position to 107350
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 61, which was lower than the previous day. The implied volatity was -, the open interest changed by 3775 which increased total open position to 101425
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 73.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 4225 which increased total open position to 97650
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 108.9, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 93175
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 116, which was lower than the previous day. The implied volatity was -, the open interest changed by 18575 which increased total open position to 93225
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 145.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -4900 which decreased total open position to 74650
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 156.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 17725 which increased total open position to 79550
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 199.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 6725 which increased total open position to 61825
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 249.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 7950 which increased total open position to 55100
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 300, which was lower than the previous day. The implied volatity was -, the open interest changed by 13725 which increased total open position to 46275
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 328.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 3300 which increased total open position to 32900
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 307.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 6750 which increased total open position to 29475
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 342.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 6225 which increased total open position to 22725
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 310.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 10050 which increased total open position to 16575
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 373.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 1600 which increased total open position to 6525
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 417.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 1150 which increased total open position to 5125
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 475.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 1650 which increased total open position to 3950
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 495.20, 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 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 554.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 1675
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 537.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1700 which increased total open position to 1700
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 905.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 0
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 905.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 1275
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 1668.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 925
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 628.40, which was lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 625
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 1136.40, 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 30 May NIFTY was trading at 22488.65. The strike last trading price was 1136.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 525 which increased total open position to 525
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 1240.45, 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 28 May NIFTY was trading at 22888.15. The strike last trading price was 1240.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 525
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 1240.45, 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 1240.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 525
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 1240.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 525
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 1240.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 525
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 1240.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 525
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 1240.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 525
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1240.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 525
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 1240.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 550
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1362.75, 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 14 May NIFTY was trading at 22217.85. The strike last trading price was 1362.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 575
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 1362.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 425 which increased total open position to 525