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 | 751.55 | -4.35 | - | 53,975 | -5,500 | 4,80,600 | |||
| 4 Jul | 24302.15 | 755.9 | - | 77,075 | -6,925 | 4,86,100 | ||||
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| 3 Jul | 24286.50 | 758 | - | 1,26,800 | -11,075 | 4,93,025 | ||||
| 2 Jul | 24123.85 | 648 | - | 65,100 | -10,775 | 5,04,175 | ||||
| 1 Jul | 24141.95 | 666.35 | - | 1,04,325 | -30,825 | 5,14,950 | ||||
| 28 Jun | 24010.60 | 597.1 | - | 2,26,225 | -51,000 | 5,45,775 | ||||
| 27 Jun | 24044.50 | 608.7 | - | 7,80,200 | 13,425 | 5,96,775 | ||||
| 26 Jun | 23868.80 | 516.65 | - | 7,86,725 | 20,450 | 5,87,100 | ||||
| 25 Jun | 23721.30 | 445.5 | - | 8,17,550 | 1,08,225 | 5,66,650 | ||||
| 24 Jun | 23537.85 | 359.55 | - | 5,83,525 | 1,71,850 | 4,57,825 | ||||
| 21 Jun | 23501.10 | 300.95 | - | 4,39,625 | 24,825 | 2,85,925 | ||||
| 20 Jun | 23567.00 | 376.00 | - | 3,02,950 | 79,725 | 2,61,150 | ||||
| 19 Jun | 23516.00 | 345.25 | - | 4,28,775 | 38,650 | 1,81,425 | ||||
| 18 Jun | 23557.90 | 378.55 | - | 2,00,175 | 56,725 | 1,43,425 | ||||
| 14 Jun | 23465.60 | 327.70 | - | 83,400 | 7,550 | 86,700 | ||||
| 13 Jun | 23398.90 | 320.05 | - | 71,825 | 31,575 | 78,750 | ||||
| 12 Jun | 23322.95 | 335.25 | - | 51,000 | 9,975 | 47,425 | ||||
| 11 Jun | 23264.85 | 316.15 | - | 41,675 | 9,200 | 37,600 | ||||
| 10 Jun | 23259.20 | 350.05 | - | 95,550 | -875 | 28,400 | ||||
| 7 Jun | 23290.15 | 383.45 | - | 37,200 | 5,100 | 29,750 | ||||
| 6 Jun | 22821.40 | 217.25 | - | 35,500 | 3,225 | 24,650 | ||||
| 5 Jun | 22620.35 | 156.60 | - | 35,075 | 8,450 | 21,425 | ||||
| 4 Jun | 21884.50 | 131.00 | - | 49,050 | -2,500 | 12,975 | ||||
| 3 Jun | 23263.90 | 520.00 | - | 23,100 | 2,250 | 15,475 | ||||
| 31 May | 22530.70 | 324.40 | - | 11,675 | 4,625 | 13,225 | ||||
| 30 May | 22488.65 | 300.00 | - | 5,050 | 900 | 8,600 | ||||
| 29 May | 22704.70 | 354.00 | - | 2,100 | 100 | 7,700 | ||||
| 28 May | 22888.15 | 412.65 | - | 6,300 | -775 | 7,550 | ||||
| 27 May | 22932.45 | 432.30 | - | 10,975 | 475 | 8,150 | ||||
| 24 May | 22957.10 | 421.75 | - | 4,850 | 1,775 | 7,675 | ||||
| 23 May | 22967.65 | 406.75 | - | 8,550 | 4,400 | 5,900 | ||||
| 22 May | 22597.80 | 309.35 | - | 1,275 | -825 | 1,500 | ||||
| 21 May | 22529.05 | 317.70 | - | 1,175 | 100 | 2,325 | ||||
| 18 May | 22502.00 | 263.10 | - | 25 | 25 | 2,225 | ||||
| 17 May | 22466.10 | 267.95 | - | 275 | 50 | 2,150 | ||||
| 16 May | 22403.85 | 275.00 | - | 50 | 25 | 2,100 | ||||
| 15 May | 22200.55 | 258.95 | - | 0 | 50 | 0 | ||||
| 14 May | 22217.85 | 258.95 | - | 175 | 75 | 2,075 | ||||
| 13 May | 22104.05 | 251.50 | - | 1,800 | 75 | 2,000 | ||||
For NIFTY - strike price 23700 expiring on 25JUL2024
Delta for 23700 CE is -
Historical price for 23700 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 751.55, which was -4.35 lower than the previous day. The implied volatity was -, the open interest changed by -5500 which decreased total open position to 480600
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 755.9, which was lower than the previous day. The implied volatity was -, the open interest changed by -6925 which decreased total open position to 486100
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 758, which was lower than the previous day. The implied volatity was -, the open interest changed by -11075 which decreased total open position to 493025
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 648, which was lower than the previous day. The implied volatity was -, the open interest changed by -10775 which decreased total open position to 504175
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 666.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -30825 which decreased total open position to 514950
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 597.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -51000 which decreased total open position to 545775
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 608.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 13425 which increased total open position to 596775
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 516.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 20450 which increased total open position to 587100
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 445.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 108225 which increased total open position to 566650
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 359.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 171850 which increased total open position to 457825
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 300.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 24825 which increased total open position to 285925
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 376.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 79725 which increased total open position to 261150
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 345.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 38650 which increased total open position to 181425
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 378.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 56725 which increased total open position to 143425
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 327.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 7550 which increased total open position to 86700
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 320.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 31575 which increased total open position to 78750
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 335.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 9975 which increased total open position to 47425
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 316.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 9200 which increased total open position to 37600
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 350.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -875 which decreased total open position to 28400
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 383.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 5100 which increased total open position to 29750
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 217.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 3225 which increased total open position to 24650
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 156.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 8450 which increased total open position to 21425
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 131.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -2500 which decreased total open position to 12975
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 520.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2250 which increased total open position to 15475
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 324.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 4625 which increased total open position to 13225
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 300.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 8600
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 354.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 7700
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 412.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -775 which decreased total open position to 7550
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 432.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 475 which increased total open position to 8150
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 421.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 1775 which increased total open position to 7675
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 406.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 4400 which increased total open position to 5900
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 309.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -825 which decreased total open position to 1500
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 317.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 2325
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 263.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 2225
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 267.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 2150
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 275.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 2100
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 258.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 0
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 258.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 2075
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 251.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 2000
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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 | 69.05 | -12.35 | - | 12,57,450 | -48,650 | 11,97,325 |
| 4 Jul | 24302.15 | 81.4 | - | 10,18,775 | 5,475 | 12,45,975 | |
| 3 Jul | 24286.50 | 95.25 | - | 10,07,075 | 76,675 | 12,40,500 | |
| 2 Jul | 24123.85 | 140.95 | - | 9,60,700 | 1,08,025 | 11,64,225 | |
| 1 Jul | 24141.95 | 151 | - | 5,05,875 | -6,900 | 10,56,200 | |
| 28 Jun | 24010.60 | 184 | - | 11,10,525 | 1,20,450 | 10,63,100 | |
| 27 Jun | 24044.50 | 200.35 | - | 13,08,275 | 93,275 | 9,42,650 | |
| 26 Jun | 23868.80 | 245 | - | 9,67,750 | 1,87,425 | 8,48,250 | |
| 25 Jun | 23721.30 | 304.05 | - | 8,24,650 | 1,55,975 | 6,60,825 | |
| 24 Jun | 23537.85 | 364 | - | 7,98,550 | 2,81,000 | 5,03,825 | |
| 21 Jun | 23501.10 | 405.95 | - | 4,60,400 | 8,375 | 2,25,125 | |
| 20 Jun | 23567.00 | 364.40 | - | 2,52,550 | 80,225 | 2,15,475 | |
| 19 Jun | 23516.00 | 418.45 | - | 3,56,975 | 64,275 | 1,35,250 | |
| 18 Jun | 23557.90 | 365.05 | - | 1,40,925 | 51,525 | 69,300 | |
| 14 Jun | 23465.60 | 475.40 | - | 53,625 | 4,400 | 17,775 | |
| 13 Jun | 23398.90 | 492.20 | - | 8,750 | -1,150 | 13,300 | |
| 12 Jun | 23322.95 | 545.00 | - | 22,675 | -4,400 | 14,425 | |
| 11 Jun | 23264.85 | 516.40 | - | 15,475 | 5,850 | 18,750 | |
| 10 Jun | 23259.20 | 674.25 | - | 45,150 | 1,375 | 12,175 | |
| 7 Jun | 23290.15 | 658.85 | - | 16,050 | 3,350 | 10,450 | |
| 6 Jun | 22821.40 | 842.50 | - | 5,825 | -1,000 | 7,100 | |
| 5 Jun | 22620.35 | 995.25 | - | 700 | -525 | 8,100 | |
| 4 Jun | 21884.50 | 1685.80 | - | 2,400 | -125 | 8,625 | |
| 3 Jun | 23263.90 | 661.00 | - | 20,125 | 950 | 8,750 | |
| 31 May | 22530.70 | 1134.10 | - | 3,600 | 800 | 7,900 | |
| 30 May | 22488.65 | 1198.00 | - | 550 | -150 | 7,100 | |
| 29 May | 22704.70 | 1064.10 | - | 775 | -400 | 7,250 | |
| 28 May | 22888.15 | 920.00 | - | 1,400 | -200 | 7,650 | |
| 27 May | 22932.45 | 901.10 | - | 3,325 | 900 | 7,950 | |
| 24 May | 22957.10 | 882.50 | - | 6,900 | 5,500 | 7,025 | |
| 23 May | 22967.65 | 898.00 | - | 1,375 | 225 | 1,325 | |
| 22 May | 22597.80 | 1199.00 | - | 0 | 0 | 0 | |
| 21 May | 22529.05 | 1199.00 | - | 0 | 0 | 0 | |
| 18 May | 22502.00 | 1199.00 | - | 0 | 0 | 1,100 | |
| 17 May | 22466.10 | 1199.00 | - | 75 | 375 | 1,025 | |
| 16 May | 22403.85 | 1232.60 | - | 2,050 | 50 | 650 | |
| 15 May | 22200.55 | 1396.40 | - | 25 | 0 | 600 | |
| 14 May | 22217.85 | 1368.60 | - | 25 | 350 | 600 | |
| 13 May | 22104.05 | 1460.70 | - | 575 | 200 | 250 | |
For NIFTY - strike price 23700 expiring on 25JUL2024
Delta for 23700 PE is -
Historical price for 23700 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 69.05, which was -12.35 lower than the previous day. The implied volatity was -, the open interest changed by -48650 which decreased total open position to 1197325
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 81.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 5475 which increased total open position to 1245975
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 95.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 76675 which increased total open position to 1240500
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 140.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 108025 which increased total open position to 1164225
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 151, which was lower than the previous day. The implied volatity was -, the open interest changed by -6900 which decreased total open position to 1056200
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 184, which was lower than the previous day. The implied volatity was -, the open interest changed by 120450 which increased total open position to 1063100
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 200.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 93275 which increased total open position to 942650
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 245, which was lower than the previous day. The implied volatity was -, the open interest changed by 187425 which increased total open position to 848250
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 304.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 155975 which increased total open position to 660825
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 364, which was lower than the previous day. The implied volatity was -, the open interest changed by 281000 which increased total open position to 503825
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 405.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 8375 which increased total open position to 225125
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 364.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 80225 which increased total open position to 215475
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 418.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 64275 which increased total open position to 135250
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 365.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 51525 which increased total open position to 69300
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 475.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 4400 which increased total open position to 17775
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 492.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -1150 which decreased total open position to 13300
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 545.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -4400 which decreased total open position to 14425
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 516.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 5850 which increased total open position to 18750
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 674.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 1375 which increased total open position to 12175
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 658.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 3350 which increased total open position to 10450
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 842.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -1000 which decreased total open position to 7100
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 995.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -525 which decreased total open position to 8100
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 1685.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 8625
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 661.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 950 which increased total open position to 8750
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 1134.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 800 which increased total open position to 7900
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 1198.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 7100
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 1064.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -400 which decreased total open position to 7250
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 920.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 7650
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 901.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 7950
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 882.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 5500 which increased total open position to 7025
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 898.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 1325
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 1199.00, 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 21 May NIFTY was trading at 22529.05. The strike last trading price was 1199.00, 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 1199.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1100
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1199.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 1025
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 1232.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 650
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1396.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 600
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 1368.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 600
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 1460.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 250