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 | 715.9 | 6.90 | - | 2,725 | -325 | 24,775 | |||
| 4 Jul | 24302.15 | 709 | - | 4,750 | -1,425 | 25,100 | ||||
| 3 Jul | 24286.50 | 714.7 | - | 5,725 | 125 | 26,525 | ||||
| 2 Jul | 24123.85 | 611.9 | - | 3,050 | 125 | 26,400 | ||||
| 1 Jul | 24141.95 | 621.15 | - | 8,125 | 1,325 | 26,275 | ||||
| 28 Jun | 24010.60 | 574.6 | - | 21,400 | -5,025 | 24,950 | ||||
| 27 Jun | 24044.50 | 568.6 | - | 47,175 | 5,225 | 29,975 | ||||
| 26 Jun | 23868.80 | 486.5 | - | 67,375 | 1,350 | 24,675 | ||||
| 25 Jun | 23721.30 | 420 | - | 38,125 | 4,675 | 23,325 | ||||
| 24 Jun | 23537.85 | 315.9 | - | 17,425 | 5,075 | 18,775 | ||||
| 21 Jun | 23501.10 | 281.35 | - | 25,775 | 2,450 | 13,650 | ||||
| 20 Jun | 23567.00 | 351.70 | - | 15,050 | 350 | 11,200 | ||||
| 19 Jun | 23516.00 | 323.65 | - | 23,350 | 125 | 10,850 | ||||
| 18 Jun | 23557.90 | 341.65 | - | 7,350 | 2,225 | 10,750 | ||||
| 14 Jun | 23465.60 | 305.80 | - | 9,425 | 6,200 | 8,525 | ||||
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| 13 Jun | 23398.90 | 302.25 | - | 800 | 100 | 2,325 | ||||
| 12 Jun | 23322.95 | 331.55 | - | 1,125 | 125 | 2,300 | ||||
| 11 Jun | 23264.85 | 299.20 | - | 575 | -50 | 2,125 | ||||
| 10 Jun | 23259.20 | 330.90 | - | 1,200 | 200 | 2,150 | ||||
| 7 Jun | 23290.15 | 356.05 | - | 1,975 | 50 | 1,950 | ||||
| 6 Jun | 22821.40 | 175.30 | - | 150 | 25 | 1,900 | ||||
| 5 Jun | 22620.35 | 150.00 | - | 1,900 | 825 | 1,875 | ||||
| 4 Jun | 21884.50 | 255.05 | - | 300 | -50 | 1,050 | ||||
| 3 Jun | 23263.90 | 455.00 | - | 275 | 50 | 1,100 | ||||
| 31 May | 22530.70 | 270.00 | - | 0 | 400 | 0 | ||||
| 30 May | 22488.65 | 270.00 | - | 700 | 400 | 1,000 | ||||
| 29 May | 22704.70 | 335.00 | - | 225 | 150 | 600 | ||||
| 28 May | 22888.15 | 395.00 | - | 25 | 0 | 425 | ||||
| 27 May | 22932.45 | 390.00 | - | 275 | -25 | 400 | ||||
| 24 May | 22957.10 | 299.20 | - | 50 | 0 | 425 | ||||
| 23 May | 22967.65 | 299.20 | - | 0 | 50 | 0 | ||||
| 22 May | 22597.80 | 299.20 | - | 50 | 0 | 375 | ||||
| 21 May | 22529.05 | 299.20 | - | 50 | 0 | 325 | ||||
| 18 May | 22502.00 | 249.95 | - | 0 | 0 | 325 | ||||
| 17 May | 22466.10 | 249.95 | - | 0 | 0 | 0 | ||||
| 16 May | 22403.85 | 249.95 | - | 50 | 0 | 300 | ||||
| 15 May | 22200.55 | 191.55 | - | 0 | 0 | 0 | ||||
| 14 May | 22217.85 | 191.55 | - | 0 | 0 | 300 | ||||
| 13 May | 22104.05 | 191.55 | - | 0 | 0 | 300 | ||||
For NIFTY - strike price 23750 expiring on 25JUL2024
Delta for 23750 CE is -
Historical price for 23750 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 715.9, which was 6.90 higher than the previous day. The implied volatity was -, the open interest changed by -325 which decreased total open position to 24775
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 709, which was lower than the previous day. The implied volatity was -, the open interest changed by -1425 which decreased total open position to 25100
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 714.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 26525
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 611.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 26400
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 621.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 1325 which increased total open position to 26275
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 574.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -5025 which decreased total open position to 24950
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 568.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 5225 which increased total open position to 29975
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 486.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 1350 which increased total open position to 24675
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 420, which was lower than the previous day. The implied volatity was -, the open interest changed by 4675 which increased total open position to 23325
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 315.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 5075 which increased total open position to 18775
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 281.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 2450 which increased total open position to 13650
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 351.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 11200
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 323.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 10850
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 341.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 2225 which increased total open position to 10750
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 305.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 6200 which increased total open position to 8525
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 302.25, 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 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 331.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 2300
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 299.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 2125
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 330.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 2150
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 356.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 1950
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 175.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 1900
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 150.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 825 which increased total open position to 1875
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 255.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 1050
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 455.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 1100
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 270.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 0
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 270.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 1000
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 335.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 600
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 395.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 425
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 390.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 400
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 299.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 425
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 299.20, 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 22 May NIFTY was trading at 22597.80. The strike last trading price was 299.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 375
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 299.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 325
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 249.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 325
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 249.95, 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 249.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 300
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 191.55, 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 14 May NIFTY was trading at 22217.85. The strike last trading price was 191.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 300
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 191.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 300
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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 | 77.05 | -10.55 | - | 1,63,100 | 39,275 | 1,10,975 |
| 4 Jul | 24302.15 | 87.6 | - | 1,28,425 | 6,025 | 71,700 | |
| 3 Jul | 24286.50 | 103.7 | - | 95,400 | 4,800 | 65,675 | |
| 2 Jul | 24123.85 | 152.9 | - | 36,600 | 5,150 | 60,775 | |
| 1 Jul | 24141.95 | 160 | - | 53,675 | 6,475 | 55,625 | |
| 28 Jun | 24010.60 | 196.8 | - | 77,750 | 12,150 | 49,150 | |
| 27 Jun | 24044.50 | 222.9 | - | 73,250 | -925 | 37,000 | |
| 26 Jun | 23868.80 | 264.15 | - | 84,350 | 4,725 | 37,925 | |
| 25 Jun | 23721.30 | 321.8 | - | 37,675 | 9,850 | 33,200 | |
| 24 Jun | 23537.85 | 389 | - | 7,375 | 700 | 23,375 | |
| 21 Jun | 23501.10 | 426.20 | - | 15,650 | 4,050 | 22,725 | |
| 20 Jun | 23567.00 | 386.65 | - | 21,025 | 7,825 | 18,675 | |
| 19 Jun | 23516.00 | 450.40 | - | 21,225 | 4,325 | 10,850 | |
| 18 Jun | 23557.90 | 395.25 | - | 7,975 | 3,125 | 6,375 | |
| 14 Jun | 23465.60 | 474.00 | - | 4,850 | 0 | 3,250 | |
| 13 Jun | 23398.90 | 509.90 | - | 325 | 150 | 3,250 | |
| 12 Jun | 23322.95 | 571.45 | - | 150 | 0 | 2,950 | |
| 11 Jun | 23264.85 | 600.00 | - | 225 | 175 | 2,950 | |
| 10 Jun | 23259.20 | 652.90 | - | 525 | 75 | 2,625 | |
| 7 Jun | 23290.15 | 664.40 | - | 150 | -200 | 2,550 | |
| 6 Jun | 22821.40 | 955.00 | - | 400 | -250 | 2,750 | |
| 5 Jun | 22620.35 | 1649.05 | - | 50 | 200 | 3,000 | |
| 4 Jun | 21884.50 | 1829.45 | - | 650 | 900 | 2,800 | |
| 3 Jun | 23263.90 | 683.00 | - | 450 | 0 | 1,900 | |
| 31 May | 22530.70 | 1210.70 | - | 150 | 200 | 1,750 | |
| 30 May | 22488.65 | 1143.95 | - | 200 | 200 | 1,550 | |
| 29 May | 22704.70 | 1095.05 | - | 200 | 0 | 1,350 | |
| 28 May | 22888.15 | 1261.15 | - | 0 | 0 | 0 | |
| 27 May | 22932.45 | 1261.15 | - | 0 | 0 | 1,350 | |
| 24 May | 22957.10 | 1261.15 | - | 0 | 0 | 1,350 | |
| 23 May | 22967.65 | 1261.15 | - | 0 | 0 | 1,350 | |
| 22 May | 22597.80 | 1261.15 | - | 0 | 0 | 1,350 | |
| 21 May | 22529.05 | 1261.15 | - | 0 | 0 | 1,350 | |
| 18 May | 22502.00 | 1261.15 | - | 0 | 0 | 1,350 | |
| 17 May | 22466.10 | 1261.15 | - | 0 | 300 | 1,350 | |
| 16 May | 22403.85 | 1261.15 | - | 750 | 450 | 1,050 | |
| 15 May | 22200.55 | 1497.10 | - | 0 | 0 | 600 | |
| 14 May | 22217.85 | 1497.10 | - | 0 | 350 | 600 | |
| 13 May | 22104.05 | 1497.10 | - | 525 | 150 | 250 | |
For NIFTY - strike price 23750 expiring on 25JUL2024
Delta for 23750 PE is -
Historical price for 23750 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 77.05, which was -10.55 lower than the previous day. The implied volatity was -, the open interest changed by 39275 which increased total open position to 110975
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 87.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 6025 which increased total open position to 71700
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 103.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 4800 which increased total open position to 65675
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 152.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 5150 which increased total open position to 60775
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 160, which was lower than the previous day. The implied volatity was -, the open interest changed by 6475 which increased total open position to 55625
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 196.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 12150 which increased total open position to 49150
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 222.9, which was lower than the previous day. The implied volatity was -, the open interest changed by -925 which decreased total open position to 37000
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 264.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 4725 which increased total open position to 37925
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 321.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 9850 which increased total open position to 33200
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 389, which was lower than the previous day. The implied volatity was -, the open interest changed by 700 which increased total open position to 23375
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 426.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 4050 which increased total open position to 22725
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 386.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 7825 which increased total open position to 18675
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 450.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 4325 which increased total open position to 10850
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 395.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 3125 which increased total open position to 6375
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 474.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3250
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 509.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 3250
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 571.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2950
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 600.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 2950
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 652.90, 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 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 664.40, which was lower than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 2550
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 955.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -250 which decreased total open position to 2750
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 1649.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 3000
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 1829.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 2800
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 683.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1900
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 1210.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 1750
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 1143.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 1550
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 1095.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1350
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 1261.15, 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 27 May NIFTY was trading at 22932.45. The strike last trading price was 1261.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1350
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 1261.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1350
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 1261.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1350
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 1261.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1350
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 1261.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1350
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 1261.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1350
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1261.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 1350
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 1261.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 1050
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1497.10, 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 1497.10, 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 1497.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 250