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 | 790 | 9.30 | - | 1,125 | -350 | 11,400 | |||
| 4 Jul | 24302.15 | 780.7 | - | 1,400 | -575 | 11,750 | ||||
| 3 Jul | 24286.50 | 795.2 | - | 2,300 | -825 | 12,325 | ||||
| 2 Jul | 24123.85 | 684.9 | - | 1,625 | -125 | 13,150 | ||||
| 1 Jul | 24141.95 | 700.5 | - | 5,825 | -1,350 | 13,275 | ||||
| 28 Jun | 24010.60 | 646.75 | - | 15,250 | -8,075 | 14,625 | ||||
| 27 Jun | 24044.50 | 625.15 | - | 21,325 | -1,100 | 22,700 | ||||
| 26 Jun | 23868.80 | 552.7 | - | 21,500 | -1,725 | 23,800 | ||||
| 25 Jun | 23721.30 | 467.45 | - | 52,100 | 1,200 | 25,525 | ||||
| 24 Jun | 23537.85 | 384.25 | - | 38,625 | 8,175 | 24,550 | ||||
| 21 Jun | 23501.10 | 328.50 | - | 38,650 | 6,175 | 16,350 | ||||
| 20 Jun | 23567.00 | 403.15 | - | 23,475 | 625 | 10,325 | ||||
| 19 Jun | 23516.00 | 401.10 | - | 24,200 | -75 | 9,700 | ||||
| 18 Jun | 23557.90 | 409.25 | - | 7,375 | -325 | 9,675 | ||||
| 14 Jun | 23465.60 | 354.85 | - | 10,600 | 5,650 | 10,000 | ||||
| 13 Jun | 23398.90 | 347.80 | - | 950 | 100 | 4,325 | ||||
| 12 Jun | 23322.95 | 357.10 | - | 5,525 | 1,475 | 4,250 | ||||
| 11 Jun | 23264.85 | 344.55 | - | 375 | 50 | 2,750 | ||||
| 10 Jun | 23259.20 | 347.70 | - | 2,375 | -325 | 2,700 | ||||
| 7 Jun | 23290.15 | 419.35 | - | 5,175 | 525 | 3,050 | ||||
| 6 Jun | 22821.40 | 238.60 | - | 625 | 25 | 2,525 | ||||
| 5 Jun | 22620.35 | 189.50 | - | 700 | 225 | 2,500 | ||||
| 4 Jun | 21884.50 | 163.05 | - | 800 | 500 | 2,275 | ||||
| 3 Jun | 23263.90 | 554.00 | - | 1,050 | 600 | 1,775 | ||||
| 31 May | 22530.70 | 315.30 | - | 675 | 1,175 | 1,175 | ||||
| 30 May | 22488.65 | 502.25 | - | 0 | 0 | 0 | ||||
| 29 May | 22704.70 | 502.25 | - | 0 | 0 | 0 | ||||
| 28 May | 22888.15 | 502.25 | - | 0 | 175 | 0 | ||||
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| 27 May | 22932.45 | 502.25 | - | 475 | 25 | 1,000 | ||||
| 24 May | 22957.10 | 261.70 | - | 0 | 0 | 0 | ||||
| 23 May | 22967.65 | 261.70 | - | 0 | 0 | 975 | ||||
| 22 May | 22597.80 | 261.70 | - | 0 | 0 | 975 | ||||
| 21 May | 22529.05 | 261.70 | - | 0 | 0 | 975 | ||||
| 18 May | 22502.00 | 261.70 | - | 0 | 0 | 975 | ||||
| 17 May | 22466.10 | 261.70 | - | 0 | 0 | 975 | ||||
| 16 May | 22403.85 | 261.70 | - | 50 | 0 | 975 | ||||
| 15 May | 22200.55 | 223.60 | - | 0 | 0 | 975 | ||||
| 14 May | 22217.85 | 223.60 | - | 0 | 0 | 975 | ||||
| 13 May | 22104.05 | 223.60 | - | 1,025 | 0 | 975 | ||||
For NIFTY - strike price 23650 expiring on 25JUL2024
Delta for 23650 CE is -
Historical price for 23650 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 790, which was 9.30 higher than the previous day. The implied volatity was -, the open interest changed by -350 which decreased total open position to 11400
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 780.7, which was lower than the previous day. The implied volatity was -, the open interest changed by -575 which decreased total open position to 11750
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 795.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -825 which decreased total open position to 12325
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 684.9, which was lower than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 13150
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 700.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -1350 which decreased total open position to 13275
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 646.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -8075 which decreased total open position to 14625
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 625.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -1100 which decreased total open position to 22700
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 552.7, which was lower than the previous day. The implied volatity was -, the open interest changed by -1725 which decreased total open position to 23800
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 467.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 1200 which increased total open position to 25525
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 384.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 8175 which increased total open position to 24550
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 328.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 6175 which increased total open position to 16350
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 403.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 625 which increased total open position to 10325
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 401.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 9700
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 409.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -325 which decreased total open position to 9675
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 354.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 5650 which increased total open position to 10000
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 347.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 4325
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 357.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 1475 which increased total open position to 4250
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 344.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 2750
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 347.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -325 which decreased total open position to 2700
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 419.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 525 which increased total open position to 3050
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 238.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 2525
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 189.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 2500
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 163.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 2275
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 554.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 1775
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 315.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 1175 which increased total open position to 1175
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 502.25, 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 502.25, 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 502.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 0
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 502.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 1000
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 261.70, 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 23 May NIFTY was trading at 22967.65. The strike last trading price was 261.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 975
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 261.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 975
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 261.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 975
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 261.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 975
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 261.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 975
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 261.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 975
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 223.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 975
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 223.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 975
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 223.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 975
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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 | 62.4 | -10.95 | - | 94,475 | 12,225 | 69,025 |
| 4 Jul | 24302.15 | 73.35 | - | 1,02,600 | 12,750 | 56,800 | |
| 3 Jul | 24286.50 | 88 | - | 52,475 | 1,700 | 44,050 | |
| 2 Jul | 24123.85 | 131 | - | 32,875 | 4,000 | 42,550 | |
| 1 Jul | 24141.95 | 135.75 | - | 40,850 | 5,550 | 38,550 | |
| 28 Jun | 24010.60 | 169.25 | - | 81,450 | -4,925 | 33,000 | |
| 27 Jun | 24044.50 | 188.9 | - | 69,775 | 2,675 | 37,925 | |
| 26 Jun | 23868.80 | 229.9 | - | 49,550 | -3,850 | 35,100 | |
| 25 Jun | 23721.30 | 286.6 | - | 68,000 | 20,875 | 38,950 | |
| 24 Jun | 23537.85 | 347.95 | - | 35,675 | 7,975 | 18,125 | |
| 21 Jun | 23501.10 | 380.00 | - | 24,050 | 1,275 | 10,550 | |
| 20 Jun | 23567.00 | 330.55 | - | 22,475 | 3,275 | 9,275 | |
| 19 Jun | 23516.00 | 397.40 | - | 14,300 | -1,600 | 6,000 | |
| 18 Jun | 23557.90 | 363.60 | - | 11,375 | 2,700 | 7,575 | |
| 14 Jun | 23465.60 | 419.75 | - | 6,250 | -1,850 | 4,875 | |
| 13 Jun | 23398.90 | 467.00 | - | 4,500 | 3,800 | 6,475 | |
| 12 Jun | 23322.95 | 516.70 | - | 475 | 75 | 2,625 | |
| 11 Jun | 23264.85 | 520.00 | - | 300 | 150 | 2,400 | |
| 10 Jun | 23259.20 | 646.40 | - | 550 | 350 | 2,275 | |
| 7 Jun | 23290.15 | 757.25 | - | 25 | 0 | 1,925 | |
| 6 Jun | 22821.40 | 935.35 | - | 25 | 175 | 1,925 | |
| 5 Jun | 22620.35 | 975.65 | - | 425 | 300 | 1,750 | |
| 4 Jun | 21884.50 | 1742.70 | - | 550 | 825 | 1,450 | |
| 3 Jun | 23263.90 | 632.85 | - | 400 | 0 | 625 | |
| 31 May | 22530.70 | 1039.80 | - | 275 | 400 | 625 | |
| 30 May | 22488.65 | 1134.65 | - | 200 | 0 | 225 | |
| 29 May | 22704.70 | 875.85 | - | 0 | 0 | 225 | |
| 28 May | 22888.15 | 875.85 | - | 0 | -400 | 0 | |
| 27 May | 22932.45 | 875.85 | - | 400 | 0 | 625 | |
| 24 May | 22957.10 | 1150.05 | - | 0 | 0 | 625 | |
| 23 May | 22967.65 | 1150.05 | - | 50 | 0 | 625 | |
| 22 May | 22597.80 | 1150.05 | - | 50 | 0 | 625 | |
| 21 May | 22529.05 | 1150.05 | - | 50 | 0 | 625 | |
| 18 May | 22502.00 | 1222.25 | - | 0 | 0 | 625 | |
| 17 May | 22466.10 | 1222.25 | - | 0 | -450 | 625 | |
| 16 May | 22403.85 | 1222.25 | - | 925 | 425 | 1,075 | |
| 15 May | 22200.55 | 1428.90 | - | 0 | 0 | 650 | |
| 14 May | 22217.85 | 1428.90 | - | 0 | 200 | 650 | |
| 13 May | 22104.05 | 1428.90 | - | 600 | 350 | 450 | |
For NIFTY - strike price 23650 expiring on 25JUL2024
Delta for 23650 PE is -
Historical price for 23650 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 62.4, which was -10.95 lower than the previous day. The implied volatity was -, the open interest changed by 12225 which increased total open position to 69025
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 73.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 12750 which increased total open position to 56800
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 88, which was lower than the previous day. The implied volatity was -, the open interest changed by 1700 which increased total open position to 44050
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 131, which was lower than the previous day. The implied volatity was -, the open interest changed by 4000 which increased total open position to 42550
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 135.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 5550 which increased total open position to 38550
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 169.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -4925 which decreased total open position to 33000
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 188.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 2675 which increased total open position to 37925
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 229.9, which was lower than the previous day. The implied volatity was -, the open interest changed by -3850 which decreased total open position to 35100
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 286.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 20875 which increased total open position to 38950
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 347.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 7975 which increased total open position to 18125
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 380.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1275 which increased total open position to 10550
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 330.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 3275 which increased total open position to 9275
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 397.40, which was lower than the previous day. The implied volatity was -, the open interest changed by -1600 which decreased total open position to 6000
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 363.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 2700 which increased total open position to 7575
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 419.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -1850 which decreased total open position to 4875
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 467.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3800 which increased total open position to 6475
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 516.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 2625
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 520.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 2400
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 646.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 2275
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 757.25, 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 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 935.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 1925
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 975.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 1750
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 1742.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 825 which increased total open position to 1450
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 632.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 625
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 1039.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 625
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 1134.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 225
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 875.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 225
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 875.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -400 which decreased total open position to 0
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 875.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 625
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 1150.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 625
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 1150.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 625
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 1150.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 625
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 1150.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 625
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 1222.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 625
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1222.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -450 which decreased total open position to 625
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 1222.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 425 which increased total open position to 1075
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1428.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 650
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 1428.90, 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 13 May NIFTY was trading at 22104.05. The strike last trading price was 1428.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 450