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 | 840.75 | -1.70 | - | 74,025 | -37,450 | 6,48,775 | |||
| 4 Jul | 24302.15 | 842.45 | - | 1,13,300 | -65,775 | 6,86,225 | ||||
| 3 Jul | 24286.50 | 840 | - | 1,43,650 | -7,825 | 7,52,000 | ||||
| 2 Jul | 24123.85 | 728 | - | 1,02,625 | -13,275 | 7,59,900 | ||||
| 1 Jul | 24141.95 | 744.25 | - | 2,08,525 | -69,625 | 7,73,175 | ||||
| 28 Jun | 24010.60 | 684 | - | 2,49,650 | -30,275 | 8,42,800 | ||||
| 27 Jun | 24044.50 | 688.95 | - | 5,78,250 | -30,150 | 8,73,075 | ||||
| 26 Jun | 23868.80 | 576.25 | - | 4,15,850 | -22,200 | 9,03,725 | ||||
| 25 Jun | 23721.30 | 511.1 | - | 10,36,675 | 2,90,625 | 9,25,925 | ||||
| 24 Jun | 23537.85 | 419.5 | - | 9,77,350 | 2,88,275 | 6,34,700 | ||||
| 21 Jun | 23501.10 | 353.65 | - | 5,69,125 | 53,475 | 3,46,625 | ||||
| 20 Jun | 23567.00 | 435.50 | - | 3,76,125 | 76,550 | 2,93,375 | ||||
| 19 Jun | 23516.00 | 410.00 | - | 5,84,225 | 1,00,925 | 2,16,825 | ||||
| 18 Jun | 23557.90 | 429.00 | - | 1,62,175 | 26,450 | 1,16,025 | ||||
| 14 Jun | 23465.60 | 381.85 | - | 1,65,750 | 23,450 | 89,575 | ||||
| 13 Jun | 23398.90 | 373.55 | - | 60,650 | 2,025 | 65,775 | ||||
| 12 Jun | 23322.95 | 378.95 | - | 76,300 | 15,225 | 63,900 | ||||
| 11 Jun | 23264.85 | 405.55 | - | 44,550 | 9,950 | 48,825 | ||||
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| 10 Jun | 23259.20 | 399.90 | - | 97,325 | 11,000 | 39,025 | ||||
| 7 Jun | 23290.15 | 433.20 | - | 35,600 | 7,775 | 29,575 | ||||
| 6 Jun | 22821.40 | 247.10 | - | 53,400 | 3,575 | 21,800 | ||||
| 5 Jun | 22620.35 | 180.45 | - | 37,300 | -10,600 | 18,225 | ||||
| 4 Jun | 21884.50 | 140.75 | - | 36,975 | 300 | 28,825 | ||||
| 3 Jun | 23263.90 | 642.40 | - | 28,025 | -100 | 28,525 | ||||
| 31 May | 22530.70 | 344.15 | - | 33,500 | 18,225 | 28,650 | ||||
| 30 May | 22488.65 | 324.90 | - | 15,500 | -5,200 | 10,425 | ||||
| 29 May | 22704.70 | 390.45 | - | 5,800 | 125 | 15,625 | ||||
| 28 May | 22888.15 | 449.00 | - | 5,100 | 1,025 | 14,550 | ||||
| 27 May | 22932.45 | 474.00 | - | 11,600 | 5,075 | 13,725 | ||||
| 24 May | 22957.10 | 462.10 | - | 5,000 | 1,200 | 8,850 | ||||
| 23 May | 22967.65 | 446.00 | - | 4,250 | 1,725 | 7,625 | ||||
| 22 May | 22597.80 | 345.25 | - | 2,100 | -725 | 5,925 | ||||
| 21 May | 22529.05 | 341.95 | - | 125 | 50 | 6,675 | ||||
| 18 May | 22502.00 | 308.40 | - | 3,500 | 0 | 6,300 | ||||
| 17 May | 22466.10 | 290.00 | - | 75 | -100 | 6,300 | ||||
| 16 May | 22403.85 | 298.60 | - | 3,225 | 2,175 | 6,400 | ||||
| 15 May | 22200.55 | 264.00 | - | 4,300 | 1,625 | 4,225 | ||||
| 14 May | 22217.85 | 281.90 | - | 250 | -50 | 2,600 | ||||
| 13 May | 22104.05 | 277.85 | - | 475 | 200 | 2,650 | ||||
For NIFTY - strike price 23600 expiring on 25JUL2024
Delta for 23600 CE is -
Historical price for 23600 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 840.75, which was -1.70 lower than the previous day. The implied volatity was -, the open interest changed by -37450 which decreased total open position to 648775
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 842.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -65775 which decreased total open position to 686225
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 840, which was lower than the previous day. The implied volatity was -, the open interest changed by -7825 which decreased total open position to 752000
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 728, which was lower than the previous day. The implied volatity was -, the open interest changed by -13275 which decreased total open position to 759900
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 744.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -69625 which decreased total open position to 773175
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 684, which was lower than the previous day. The implied volatity was -, the open interest changed by -30275 which decreased total open position to 842800
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 688.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -30150 which decreased total open position to 873075
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 576.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -22200 which decreased total open position to 903725
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 511.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 290625 which increased total open position to 925925
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 419.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 288275 which increased total open position to 634700
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 353.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 53475 which increased total open position to 346625
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 435.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 76550 which increased total open position to 293375
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 410.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 100925 which increased total open position to 216825
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 429.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 26450 which increased total open position to 116025
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 381.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 23450 which increased total open position to 89575
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 373.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 2025 which increased total open position to 65775
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 378.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 15225 which increased total open position to 63900
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 405.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 9950 which increased total open position to 48825
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 399.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 11000 which increased total open position to 39025
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 433.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 7775 which increased total open position to 29575
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 247.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 3575 which increased total open position to 21800
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 180.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -10600 which decreased total open position to 18225
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 140.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 28825
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 642.40, which was lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 28525
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 344.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 18225 which increased total open position to 28650
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 324.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -5200 which decreased total open position to 10425
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 390.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 15625
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 449.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1025 which increased total open position to 14550
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 474.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 5075 which increased total open position to 13725
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 462.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 1200 which increased total open position to 8850
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 446.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1725 which increased total open position to 7625
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 345.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -725 which decreased total open position to 5925
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 341.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 6675
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 308.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6300
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 290.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 6300
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 298.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 2175 which increased total open position to 6400
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 264.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1625 which increased total open position to 4225
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 281.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 2600
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 277.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 2650
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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 | 57.15 | -10.15 | - | 11,99,200 | 26,475 | 19,26,975 |
| 4 Jul | 24302.15 | 67.3 | - | 12,79,100 | 1,02,525 | 19,00,500 | |
| 3 Jul | 24286.50 | 80 | - | 9,70,725 | 33,200 | 17,97,975 | |
| 2 Jul | 24123.85 | 120.8 | - | 6,94,700 | -2,575 | 17,65,850 | |
| 1 Jul | 24141.95 | 128.35 | - | 7,01,325 | 16,675 | 17,68,425 | |
| 28 Jun | 24010.60 | 159 | - | 13,71,975 | 1,71,875 | 17,51,750 | |
| 27 Jun | 24044.50 | 174 | - | 11,31,825 | 44,025 | 15,79,875 | |
| 26 Jun | 23868.80 | 216.95 | - | 7,68,175 | 50,275 | 15,35,400 | |
| 25 Jun | 23721.30 | 268 | - | 13,19,000 | 3,53,650 | 14,85,125 | |
| 24 Jun | 23537.85 | 322 | - | 13,99,675 | 5,32,725 | 11,31,075 | |
| 21 Jun | 23501.10 | 363.75 | - | 7,23,625 | 52,075 | 5,98,950 | |
| 20 Jun | 23567.00 | 322.00 | - | 5,69,200 | 52,300 | 5,45,875 | |
| 19 Jun | 23516.00 | 368.50 | - | 9,45,400 | 3,37,300 | 4,93,575 | |
| 18 Jun | 23557.90 | 333.95 | - | 2,67,700 | 60,700 | 1,58,450 | |
| 14 Jun | 23465.60 | 380.00 | - | 1,96,975 | 52,125 | 97,750 | |
| 13 Jun | 23398.90 | 441.10 | - | 38,050 | 13,025 | 45,575 | |
| 12 Jun | 23322.95 | 490.85 | - | 43,800 | 4,325 | 32,600 | |
| 11 Jun | 23264.85 | 575.30 | - | 35,275 | 15,750 | 28,350 | |
| 10 Jun | 23259.20 | 634.90 | - | 60,425 | 975 | 12,625 | |
| 7 Jun | 23290.15 | 560.00 | - | 19,875 | 325 | 11,525 | |
| 6 Jun | 22821.40 | 779.10 | - | 12,675 | 750 | 11,200 | |
| 5 Jun | 22620.35 | 1036.00 | - | 1,575 | 50 | 10,450 | |
| 4 Jun | 21884.50 | 1600.05 | - | 2,850 | 225 | 10,400 | |
| 3 Jun | 23263.90 | 611.70 | - | 22,550 | 125 | 10,175 | |
| 31 May | 22530.70 | 1082.05 | - | 1,350 | 0 | 10,625 | |
| 30 May | 22488.65 | 1131.40 | - | 5,425 | 2,275 | 10,625 | |
| 29 May | 22704.70 | 999.00 | - | 1,575 | -525 | 8,350 | |
| 28 May | 22888.15 | 883.00 | - | 1,825 | -125 | 8,875 | |
| 27 May | 22932.45 | 846.00 | - | 1,400 | 425 | 9,000 | |
| 24 May | 22957.10 | 830.00 | - | 4,775 | 1,000 | 8,575 | |
| 23 May | 22967.65 | 835.00 | - | 2,300 | 1,125 | 7,175 | |
| 22 May | 22597.80 | 1059.95 | - | 50 | 25 | 6,075 | |
| 21 May | 22529.05 | 1269.15 | - | 0 | 0 | 0 | |
| 18 May | 22502.00 | 1269.15 | - | 0 | 0 | 6,050 | |
| 17 May | 22466.10 | 1269.15 | - | 0 | 0 | 0 | |
| 16 May | 22403.85 | 1269.15 | - | 250 | 0 | 6,050 | |
| 15 May | 22200.55 | 1399.10 | - | 0 | 0 | 6,050 | |
| 14 May | 22217.85 | 1399.10 | - | 0 | 0 | 0 | |
| 13 May | 22104.05 | 1399.10 | - | 50 | 0 | 6,050 | |
For NIFTY - strike price 23600 expiring on 25JUL2024
Delta for 23600 PE is -
Historical price for 23600 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 57.15, which was -10.15 lower than the previous day. The implied volatity was -, the open interest changed by 26475 which increased total open position to 1926975
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 67.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 102525 which increased total open position to 1900500
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 80, which was lower than the previous day. The implied volatity was -, the open interest changed by 33200 which increased total open position to 1797975
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 120.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -2575 which decreased total open position to 1765850
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 128.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 16675 which increased total open position to 1768425
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 159, which was lower than the previous day. The implied volatity was -, the open interest changed by 171875 which increased total open position to 1751750
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 174, which was lower than the previous day. The implied volatity was -, the open interest changed by 44025 which increased total open position to 1579875
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 216.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 50275 which increased total open position to 1535400
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 268, which was lower than the previous day. The implied volatity was -, the open interest changed by 353650 which increased total open position to 1485125
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 322, which was lower than the previous day. The implied volatity was -, the open interest changed by 532725 which increased total open position to 1131075
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 363.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 52075 which increased total open position to 598950
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 322.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 52300 which increased total open position to 545875
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 368.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 337300 which increased total open position to 493575
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 333.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 60700 which increased total open position to 158450
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 380.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 52125 which increased total open position to 97750
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 441.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 13025 which increased total open position to 45575
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 490.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 4325 which increased total open position to 32600
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 575.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 15750 which increased total open position to 28350
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 634.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 975 which increased total open position to 12625
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 560.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 325 which increased total open position to 11525
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 779.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 11200
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 1036.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 10450
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 1600.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 10400
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 611.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 10175
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 1082.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10625
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 1131.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 2275 which increased total open position to 10625
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 999.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -525 which decreased total open position to 8350
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 883.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 8875
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 846.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 425 which increased total open position to 9000
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 830.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1000 which increased total open position to 8575
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 835.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1125 which increased total open position to 7175
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 1059.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 6075
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 1269.15, 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 1269.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6050
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1269.15, 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 16 May NIFTY was trading at 22403.85. The strike last trading price was 1269.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6050
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1399.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6050
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 1399.10, 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 13 May NIFTY was trading at 22104.05. The strike last trading price was 1399.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6050