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 | 630 | -9.85 | - | 4,825 | 575 | 49,875 | |||
| 4 Jul | 24302.15 | 639.85 | - | 5,200 | -650 | 49,300 | ||||
| 3 Jul | 24286.50 | 631.15 | - | 6,225 | -1,275 | 49,950 | ||||
| 2 Jul | 24123.85 | 528.4 | - | 19,200 | -1,875 | 51,800 | ||||
| 1 Jul | 24141.95 | 548.95 | - | 35,900 | 3,150 | 53,675 | ||||
| 28 Jun | 24010.60 | 505 | - | 48,175 | 2,550 | 50,525 | ||||
| 27 Jun | 24044.50 | 508.2 | - | 1,53,050 | -12,850 | 47,975 | ||||
| 26 Jun | 23868.80 | 423.3 | - | 91,625 | 3,500 | 61,700 | ||||
| 25 Jun | 23721.30 | 366.85 | - | 18,625 | -1,825 | 58,200 | ||||
| 24 Jun | 23537.85 | 278.75 | - | 16,225 | 475 | 60,125 | ||||
| 21 Jun | 23501.10 | 231.05 | - | 1,07,825 | 46,625 | 59,375 | ||||
| 20 Jun | 23567.00 | 301.00 | - | 10,450 | 2,525 | 12,775 | ||||
| 19 Jun | 23516.00 | 277.20 | - | 21,825 | -25 | 10,250 | ||||
| 18 Jun | 23557.90 | 292.40 | - | 5,000 | 2,425 | 10,125 | ||||
| 14 Jun | 23465.60 | 262.05 | - | 6,775 | 4,150 | 7,700 | ||||
| 13 Jun | 23398.90 | 261.30 | - | 1,050 | 150 | 3,600 | ||||
| 12 Jun | 23322.95 | 301.95 | - | 1,350 | -225 | 3,450 | ||||
| 11 Jun | 23264.85 | 271.60 | - | 275 | 0 | 3,400 | ||||
| 10 Jun | 23259.20 | 287.90 | - | 325 | 150 | 3,375 | ||||
| 7 Jun | 23290.15 | 303.00 | - | 100 | 0 | 3,225 | ||||
| 6 Jun | 22821.40 | 159.60 | - | 300 | 0 | 3,225 | ||||
| 5 Jun | 22620.35 | 137.50 | - | 300 | -225 | 3,225 | ||||
| 4 Jun | 21884.50 | 220.85 | - | 450 | -150 | 3,450 | ||||
| 3 Jun | 23263.90 | 414.00 | - | 1,050 | 750 | 3,600 | ||||
| 31 May | 22530.70 | 383.60 | - | 0 | 0 | 0 | ||||
| 30 May | 22488.65 | 383.60 | - | 0 | 0 | 0 | ||||
| 29 May | 22704.70 | 383.60 | - | 0 | 0 | 2,850 | ||||
| 28 May | 22888.15 | 383.60 | - | 0 | -25 | 0 | ||||
| 27 May | 22932.45 | 383.60 | - | 400 | 0 | 2,875 | ||||
| 24 May | 22957.10 | 268.65 | - | 0 | 0 | 2,875 | ||||
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| 23 May | 22967.65 | 268.65 | - | 0 | 0 | 0 | ||||
| 22 May | 22597.80 | 268.65 | - | 25 | 0 | 2,875 | ||||
| 21 May | 22529.05 | 275.05 | - | 275 | 0 | 3,150 | ||||
| 18 May | 22502.00 | 203.00 | - | 0 | 0 | 3,150 | ||||
| 17 May | 22466.10 | 203.00 | - | 0 | 0 | 0 | ||||
| 16 May | 22403.85 | 203.00 | - | 0 | 0 | 3,150 | ||||
| 15 May | 22200.55 | 203.00 | - | 500 | 75 | 3,150 | ||||
| 14 May | 22217.85 | 169.20 | - | 0 | 0 | 3,075 | ||||
| 13 May | 22104.05 | 169.20 | - | 0 | 0 | 3,075 | ||||
For NIFTY - strike price 23850 expiring on 25JUL2024
Delta for 23850 CE is -
Historical price for 23850 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 630, which was -9.85 lower than the previous day. The implied volatity was -, the open interest changed by 575 which increased total open position to 49875
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 639.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -650 which decreased total open position to 49300
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 631.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -1275 which decreased total open position to 49950
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 528.4, which was lower than the previous day. The implied volatity was -, the open interest changed by -1875 which decreased total open position to 51800
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 548.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 3150 which increased total open position to 53675
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 505, which was lower than the previous day. The implied volatity was -, the open interest changed by 2550 which increased total open position to 50525
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 508.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -12850 which decreased total open position to 47975
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 423.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 3500 which increased total open position to 61700
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 366.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -1825 which decreased total open position to 58200
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 278.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 475 which increased total open position to 60125
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 231.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 46625 which increased total open position to 59375
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 301.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2525 which increased total open position to 12775
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 277.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 10250
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 292.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 2425 which increased total open position to 10125
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 262.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 4150 which increased total open position to 7700
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 261.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 3600
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 301.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -225 which decreased total open position to 3450
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 271.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3400
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 287.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 3375
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 303.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3225
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 159.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3225
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 137.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -225 which decreased total open position to 3225
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 220.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 3450
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 414.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 3600
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 383.60, 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 30 May NIFTY was trading at 22488.65. The strike last trading price was 383.60, 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 383.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2850
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 383.60, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 0
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 383.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2875
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 268.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2875
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 268.65, 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 268.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2875
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 275.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3150
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 203.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3150
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 203.00, 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 16 May NIFTY was trading at 22403.85. The strike last trading price was 203.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3150
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 203.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 3150
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 169.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3075
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 169.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3075
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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 | 93 | -15.60 | - | 1,06,825 | 3,850 | 86,500 |
| 4 Jul | 24302.15 | 108.6 | - | 1,62,925 | 6,025 | 82,650 | |
| 3 Jul | 24286.50 | 120.7 | - | 1,00,400 | -5,650 | 76,625 | |
| 2 Jul | 24123.85 | 177.55 | - | 1,02,775 | 14,575 | 82,500 | |
| 1 Jul | 24141.95 | 189.8 | - | 54,275 | 7,225 | 67,925 | |
| 28 Jun | 24010.60 | 225.45 | - | 76,100 | 3,475 | 60,700 | |
| 27 Jun | 24044.50 | 248.8 | - | 1,33,950 | 925 | 57,225 | |
| 26 Jun | 23868.80 | 302 | - | 1,12,600 | 38,125 | 56,225 | |
| 25 Jun | 23721.30 | 366.7 | - | 14,825 | 4,125 | 18,100 | |
| 24 Jun | 23537.85 | 439.2 | - | 9,825 | 2,100 | 13,975 | |
| 21 Jun | 23501.10 | 476.30 | - | 5,825 | 2,075 | 11,825 | |
| 20 Jun | 23567.00 | 436.80 | - | 9,550 | 1,050 | 9,875 | |
| 19 Jun | 23516.00 | 503.55 | - | 14,975 | 375 | 8,825 | |
| 18 Jun | 23557.90 | 446.05 | - | 6,050 | 825 | 8,425 | |
| 14 Jun | 23465.60 | 527.70 | - | 6,700 | 1,250 | 7,600 | |
| 13 Jun | 23398.90 | 576.45 | - | 2,675 | 1,575 | 5,600 | |
| 12 Jun | 23322.95 | 629.55 | - | 150 | 0 | 3,875 | |
| 11 Jun | 23264.85 | 621.10 | - | 150 | 0 | 3,725 | |
| 10 Jun | 23259.20 | 717.25 | - | 425 | 0 | 3,475 | |
| 7 Jun | 23290.15 | 1775.50 | - | 0 | -25 | 0 | |
| 6 Jun | 22821.40 | 1775.50 | - | 0 | -25 | 0 | |
| 5 Jun | 22620.35 | 1775.50 | - | 0 | -25 | 0 | |
| 4 Jun | 21884.50 | 1775.50 | - | 400 | -25 | 3,075 | |
| 3 Jun | 23263.90 | 755.45 | - | 450 | -200 | 3,100 | |
| 31 May | 22530.70 | 1273.00 | - | 2,575 | 3,125 | 3,125 | |
| 30 May | 22488.65 | 918.80 | - | 0 | 0 | 0 | |
| 29 May | 22704.70 | 918.80 | - | 0 | 0 | 1,600 | |
| 28 May | 22888.15 | 918.80 | - | 0 | 0 | 1,600 | |
| 27 May | 22932.45 | 918.80 | - | 400 | 0 | 1,200 | |
| 24 May | 22957.10 | 1323.85 | - | 0 | 0 | 1,200 | |
| 23 May | 22967.65 | 1323.85 | - | 0 | 0 | 0 | |
| 22 May | 22597.80 | 1323.85 | - | 0 | 0 | 0 | |
| 21 May | 22529.05 | 1323.85 | - | 0 | 0 | 0 | |
| 18 May | 22502.00 | 1323.85 | - | 0 | 0 | 1,200 | |
| 17 May | 22466.10 | 1323.85 | - | 0 | 300 | 1,200 | |
| 16 May | 22403.85 | 1323.85 | - | 600 | 300 | 900 | |
| 15 May | 22200.55 | 1493.35 | - | 25 | 0 | 600 | |
| 14 May | 22217.85 | 1479.10 | - | 75 | 200 | 600 | |
| 13 May | 22104.05 | 1571.45 | - | 525 | 200 | 400 | |
For NIFTY - strike price 23850 expiring on 25JUL2024
Delta for 23850 PE is -
Historical price for 23850 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 93, which was -15.60 lower than the previous day. The implied volatity was -, the open interest changed by 3850 which increased total open position to 86500
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 108.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 6025 which increased total open position to 82650
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 120.7, which was lower than the previous day. The implied volatity was -, the open interest changed by -5650 which decreased total open position to 76625
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 177.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 14575 which increased total open position to 82500
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 189.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 7225 which increased total open position to 67925
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 225.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 3475 which increased total open position to 60700
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 248.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 925 which increased total open position to 57225
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 302, which was lower than the previous day. The implied volatity was -, the open interest changed by 38125 which increased total open position to 56225
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 366.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 4125 which increased total open position to 18100
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 439.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 2100 which increased total open position to 13975
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 476.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 2075 which increased total open position to 11825
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 436.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 1050 which increased total open position to 9875
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 503.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 8825
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 446.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 825 which increased total open position to 8425
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 527.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 1250 which increased total open position to 7600
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 576.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 1575 which increased total open position to 5600
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 629.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3875
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 621.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3725
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 717.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3475
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 1775.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 0
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 1775.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 0
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 1775.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 0
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 1775.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 3075
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 755.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 3100
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 1273.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3125 which increased total open position to 3125
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 918.80, 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 918.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1600
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 918.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1600
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 918.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1200
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 1323.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1200
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 1323.85, 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 1323.85, 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 1323.85, 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 1323.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1200
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1323.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 1200
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 1323.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 900
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1493.35, 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 1479.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 600
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 1571.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 400