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 | 667.5 | -4.60 | - | 1,36,025 | -31,425 | 7,25,725 | |||
| 4 Jul | 24302.15 | 672.1 | - | 1,00,275 | -8,175 | 7,57,150 | ||||
| 3 Jul | 24286.50 | 680.5 | - | 1,87,950 | -32,100 | 7,65,325 | ||||
| 2 Jul | 24123.85 | 571.05 | - | 2,13,175 | -24,850 | 8,01,800 | ||||
| 1 Jul | 24141.95 | 587.4 | - | 3,84,575 | -54,775 | 8,26,650 | ||||
| 28 Jun | 24010.60 | 545 | - | 3,87,225 | -1,30,150 | 8,81,425 | ||||
| 27 Jun | 24044.50 | 523.5 | - | 15,33,975 | 2,20,850 | 10,11,575 | ||||
| 26 Jun | 23868.80 | 453.95 | - | 12,47,775 | 2,14,275 | 8,11,400 | ||||
| 25 Jun | 23721.30 | 390 | - | 8,77,325 | 1,48,725 | 5,97,125 | ||||
| 24 Jun | 23537.85 | 298 | - | 5,20,050 | 1,18,575 | 4,51,575 | ||||
| 21 Jun | 23501.10 | 257.50 | - | 4,92,550 | 23,150 | 3,33,200 | ||||
| 20 Jun | 23567.00 | 329.85 | - | 3,30,475 | 1,11,550 | 3,10,575 | ||||
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| 19 Jun | 23516.00 | 302.00 | - | 4,19,275 | 78,825 | 1,99,025 | ||||
| 18 Jun | 23557.90 | 318.60 | - | 1,52,275 | 36,250 | 1,20,575 | ||||
| 14 Jun | 23465.60 | 285.40 | - | 96,775 | 24,575 | 84,325 | ||||
| 13 Jun | 23398.90 | 292.00 | - | 97,675 | -13,175 | 58,800 | ||||
| 12 Jun | 23322.95 | 295.00 | - | 1,32,575 | 33,900 | 72,875 | ||||
| 11 Jun | 23264.85 | 295.55 | - | 53,825 | 5,975 | 39,250 | ||||
| 10 Jun | 23259.20 | 290.00 | - | 80,100 | 3,675 | 33,275 | ||||
| 7 Jun | 23290.15 | 338.05 | - | 48,125 | 5,175 | 31,275 | ||||
| 6 Jun | 22821.40 | 192.70 | - | 40,975 | 4,850 | 26,100 | ||||
| 5 Jun | 22620.35 | 137.95 | - | 44,200 | 8,050 | 21,250 | ||||
| 4 Jun | 21884.50 | 125.00 | - | 76,650 | -2,200 | 13,200 | ||||
| 3 Jun | 23263.90 | 519.85 | - | 44,825 | 3,375 | 15,400 | ||||
| 31 May | 22530.70 | 299.00 | - | 7,300 | 3,650 | 12,000 | ||||
| 30 May | 22488.65 | 265.40 | - | 6,275 | 1,650 | 8,350 | ||||
| 29 May | 22704.70 | 321.25 | - | 1,400 | 225 | 6,700 | ||||
| 28 May | 22888.15 | 372.00 | - | 4,750 | -375 | 6,450 | ||||
| 27 May | 22932.45 | 392.00 | - | 9,125 | -650 | 6,850 | ||||
| 24 May | 22957.10 | 387.45 | - | 4,400 | -75 | 7,500 | ||||
| 23 May | 22967.65 | 366.00 | - | 3,175 | 275 | 7,475 | ||||
| 22 May | 22597.80 | 280.40 | - | 750 | 225 | 7,225 | ||||
| 21 May | 22529.05 | 279.05 | - | 1,125 | 75 | 7,050 | ||||
| 18 May | 22502.00 | 231.60 | - | 50 | 0 | 6,975 | ||||
| 17 May | 22466.10 | 231.70 | - | 5,250 | 2,125 | 7,075 | ||||
| 16 May | 22403.85 | 244.65 | - | 2,525 | -450 | 4,950 | ||||
| 15 May | 22200.55 | 216.95 | - | 1,000 | 625 | 5,400 | ||||
| 14 May | 22217.85 | 232.85 | - | 750 | 150 | 4,825 | ||||
| 13 May | 22104.05 | 229.55 | - | 3,325 | 1,400 | 4,675 | ||||
For NIFTY - strike price 23800 expiring on 25JUL2024
Delta for 23800 CE is -
Historical price for 23800 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 667.5, which was -4.60 lower than the previous day. The implied volatity was -, the open interest changed by -31425 which decreased total open position to 725725
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 672.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -8175 which decreased total open position to 757150
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 680.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -32100 which decreased total open position to 765325
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 571.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -24850 which decreased total open position to 801800
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 587.4, which was lower than the previous day. The implied volatity was -, the open interest changed by -54775 which decreased total open position to 826650
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 545, which was lower than the previous day. The implied volatity was -, the open interest changed by -130150 which decreased total open position to 881425
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 523.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 220850 which increased total open position to 1011575
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 453.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 214275 which increased total open position to 811400
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 390, which was lower than the previous day. The implied volatity was -, the open interest changed by 148725 which increased total open position to 597125
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 298, which was lower than the previous day. The implied volatity was -, the open interest changed by 118575 which increased total open position to 451575
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 257.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 23150 which increased total open position to 333200
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 329.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 111550 which increased total open position to 310575
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 302.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 78825 which increased total open position to 199025
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 318.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 36250 which increased total open position to 120575
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 285.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 24575 which increased total open position to 84325
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 292.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -13175 which decreased total open position to 58800
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 295.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 33900 which increased total open position to 72875
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 295.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 5975 which increased total open position to 39250
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 290.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3675 which increased total open position to 33275
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 338.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 5175 which increased total open position to 31275
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 192.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 4850 which increased total open position to 26100
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 137.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 8050 which increased total open position to 21250
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 125.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -2200 which decreased total open position to 13200
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 519.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 3375 which increased total open position to 15400
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 299.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3650 which increased total open position to 12000
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 265.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 1650 which increased total open position to 8350
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 321.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 6700
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 372.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -375 which decreased total open position to 6450
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 392.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -650 which decreased total open position to 6850
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 387.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 7500
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 366.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 7475
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 280.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 7225
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 279.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 7050
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 231.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6975
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 231.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 2125 which increased total open position to 7075
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 244.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -450 which decreased total open position to 4950
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 216.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 625 which increased total open position to 5400
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 232.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 4825
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 229.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 1400 which increased total open position to 4675
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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 | 86 | -10.45 | - | 16,99,525 | 1,26,825 | 18,66,700 |
| 4 Jul | 24302.15 | 96.45 | - | 14,71,950 | 5,150 | 17,39,875 | |
| 3 Jul | 24286.50 | 112 | - | 12,44,700 | 12,275 | 17,34,725 | |
| 2 Jul | 24123.85 | 166 | - | 10,54,550 | 16,950 | 17,26,975 | |
| 1 Jul | 24141.95 | 174 | - | 7,94,300 | 43,375 | 17,10,025 | |
| 28 Jun | 24010.60 | 215 | - | 15,38,500 | -1,825 | 16,66,650 | |
| 27 Jun | 24044.50 | 233.65 | - | 20,12,675 | 3,18,000 | 16,68,475 | |
| 26 Jun | 23868.80 | 286.25 | - | 15,17,450 | 4,05,300 | 13,57,900 | |
| 25 Jun | 23721.30 | 350 | - | 8,54,375 | 2,95,575 | 9,52,600 | |
| 24 Jun | 23537.85 | 410.95 | - | 5,02,125 | 2,60,775 | 6,58,675 | |
| 21 Jun | 23501.10 | 461.80 | - | 2,54,550 | 1,400 | 3,98,025 | |
| 20 Jun | 23567.00 | 413.00 | - | 1,99,275 | 52,800 | 3,96,775 | |
| 19 Jun | 23516.00 | 476.25 | - | 5,91,525 | 2,97,400 | 3,43,975 | |
| 18 Jun | 23557.90 | 421.05 | - | 83,125 | 26,100 | 46,700 | |
| 14 Jun | 23465.60 | 500.00 | - | 30,400 | -3,700 | 20,600 | |
| 13 Jun | 23398.90 | 549.55 | - | 27,650 | 4,975 | 24,400 | |
| 12 Jun | 23322.95 | 603.90 | - | 32,350 | 4,650 | 19,425 | |
| 11 Jun | 23264.85 | 628.30 | - | 14,550 | 3,250 | 14,775 | |
| 10 Jun | 23259.20 | 718.35 | - | 23,200 | -100 | 11,625 | |
| 7 Jun | 23290.15 | 677.05 | - | 8,325 | 4,700 | 11,825 | |
| 6 Jun | 22821.40 | 827.25 | - | 6,700 | -1,025 | 7,125 | |
| 5 Jun | 22620.35 | 1187.55 | - | 6,350 | -1,650 | 8,150 | |
| 4 Jun | 21884.50 | 1784.25 | - | 2,550 | -900 | 9,800 | |
| 3 Jun | 23263.90 | 717.90 | - | 19,575 | 4,375 | 10,700 | |
| 31 May | 22530.70 | 1204.05 | - | 4,225 | 1,325 | 6,425 | |
| 30 May | 22488.65 | 1299.20 | - | 4,650 | 2,800 | 5,100 | |
| 29 May | 22704.70 | 1103.90 | - | 175 | 25 | 2,300 | |
| 28 May | 22888.15 | 994.05 | - | 400 | 0 | 2,625 | |
| 27 May | 22932.45 | 880.00 | - | 25 | 0 | 2,600 | |
| 24 May | 22957.10 | 975.30 | - | 2,850 | 2,125 | 2,700 | |
| 23 May | 22967.65 | 1275.00 | - | 0 | 0 | 0 | |
| 22 May | 22597.80 | 1275.00 | - | 0 | 0 | 575 | |
| 21 May | 22529.05 | 1275.00 | - | 0 | 0 | 0 | |
| 18 May | 22502.00 | 1275.00 | - | 0 | 0 | 575 | |
| 17 May | 22466.10 | 1275.00 | - | 50 | 0 | 625 | |
| 16 May | 22403.85 | 1430.30 | - | 50 | 0 | 625 | |
| 15 May | 22200.55 | 1433.90 | - | 0 | 0 | 0 | |
| 14 May | 22217.85 | 1433.90 | - | 175 | 125 | 625 | |
| 13 May | 22104.05 | 1538.20 | - | 475 | 250 | 500 | |
For NIFTY - strike price 23800 expiring on 25JUL2024
Delta for 23800 PE is -
Historical price for 23800 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 86, which was -10.45 lower than the previous day. The implied volatity was -, the open interest changed by 126825 which increased total open position to 1866700
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 96.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 5150 which increased total open position to 1739875
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 112, which was lower than the previous day. The implied volatity was -, the open interest changed by 12275 which increased total open position to 1734725
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 166, which was lower than the previous day. The implied volatity was -, the open interest changed by 16950 which increased total open position to 1726975
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 174, which was lower than the previous day. The implied volatity was -, the open interest changed by 43375 which increased total open position to 1710025
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 215, which was lower than the previous day. The implied volatity was -, the open interest changed by -1825 which decreased total open position to 1666650
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 233.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 318000 which increased total open position to 1668475
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 286.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 405300 which increased total open position to 1357900
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 350, which was lower than the previous day. The implied volatity was -, the open interest changed by 295575 which increased total open position to 952600
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 410.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 260775 which increased total open position to 658675
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 461.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 1400 which increased total open position to 398025
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 413.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 52800 which increased total open position to 396775
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 476.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 297400 which increased total open position to 343975
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 421.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 26100 which increased total open position to 46700
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 500.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -3700 which decreased total open position to 20600
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 549.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 4975 which increased total open position to 24400
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 603.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 4650 which increased total open position to 19425
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 628.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 3250 which increased total open position to 14775
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 718.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 11625
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 677.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 4700 which increased total open position to 11825
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 827.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -1025 which decreased total open position to 7125
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 1187.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -1650 which decreased total open position to 8150
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 1784.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -900 which decreased total open position to 9800
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 717.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 4375 which increased total open position to 10700
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 1204.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 1325 which increased total open position to 6425
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 1299.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 2800 which increased total open position to 5100
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 1103.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 2300
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 994.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2625
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 880.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2600
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 975.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 2125 which increased total open position to 2700
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 1275.00, 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 22 May NIFTY was trading at 22597.80. The strike last trading price was 1275.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 575
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 1275.00, 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 1275.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 575
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1275.00, 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 16 May NIFTY was trading at 22403.85. The strike last trading price was 1430.30, 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 15 May NIFTY was trading at 22200.55. The strike last trading price was 1433.90, 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 1433.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 625
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 1538.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 500