NIFTY
Nifty
Historical option data for NIFTY
04 Jul 2024 12:09 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 4 Jul | 24333.85 | 604.15 | 12.15 | - | 59,925 | -12,225 | 3,65,750 | |||
| 3 Jul | 24286.50 | 592 | - | 1,40,575 | -1,325 | 3,77,975 | ||||
| 2 Jul | 24123.85 | 497.05 | - | 1,64,600 | -22,925 | 3,79,200 | ||||
| 1 Jul | 24141.95 | 515.25 | - | 2,85,875 | 10,450 | 4,02,125 | ||||
| 28 Jun | 24010.60 | 474.75 | - | 3,41,475 | -42,625 | 3,91,675 | ||||
| 27 Jun | 24044.50 | 463.45 | - | 10,48,875 | 1,04,575 | 4,34,300 | ||||
| 26 Jun | 23868.80 | 403.9 | - | 6,93,225 | 2,10,775 | 3,30,300 | ||||
| 25 Jun | 23721.30 | 328.05 | - | 1,51,100 | 12,675 | 1,19,525 | ||||
| 24 Jun | 23537.85 | 256 | - | 1,28,675 | 9,575 | 1,07,450 | ||||
| 21 Jun | 23501.10 | 214.00 | - | 1,61,225 | 25,075 | 97,900 | ||||
| 20 Jun | 23567.00 | 280.45 | - | 1,48,300 | 11,350 | 74,150 | ||||
| 19 Jun | 23516.00 | 255.00 | - | 1,12,850 | 5,625 | 62,800 | ||||
| 18 Jun | 23557.90 | 256.15 | - | 67,700 | -950 | 57,175 | ||||
| 14 Jun | 23465.60 | 242.10 | - | 34,850 | 3,775 | 58,125 | ||||
| 13 Jun | 23398.90 | 240.00 | - | 33,425 | 2,650 | 54,725 | ||||
| 12 Jun | 23322.95 | 293.00 | - | 38,025 | -1,850 | 52,400 | ||||
| 11 Jun | 23264.85 | 233.85 | - | 52,725 | 13,175 | 54,500 | ||||
| 10 Jun | 23259.20 | 254.85 | - | 1,13,775 | 22,700 | 41,500 | ||||
| 7 Jun | 23290.15 | 300.00 | - | 41,075 | 6,400 | 19,300 | ||||
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| 6 Jun | 22821.40 | 173.85 | - | 38,775 | -2,850 | 12,900 | ||||
| 5 Jun | 22620.35 | 119.40 | - | 10,775 | 800 | 15,750 | ||||
| 4 Jun | 21884.50 | 115.45 | - | 30,800 | 7,350 | 14,950 | ||||
| 3 Jun | 23263.90 | 450.30 | - | 15,350 | 2,400 | 7,600 | ||||
| 31 May | 22530.70 | 247.60 | - | 0 | -50 | 0 | ||||
| 30 May | 22488.65 | 247.60 | - | 450 | -50 | 5,200 | ||||
| 29 May | 22704.70 | 285.80 | - | 900 | 250 | 5,250 | ||||
| 28 May | 22888.15 | 330.50 | - | 350 | 125 | 4,950 | ||||
| 27 May | 22932.45 | 354.75 | - | 3,100 | -750 | 4,825 | ||||
| 24 May | 22957.10 | 347.00 | - | 3,350 | -775 | 5,575 | ||||
| 23 May | 22967.65 | 341.85 | - | 1,625 | 150 | 6,350 | ||||
| 22 May | 22597.80 | 242.10 | - | 250 | 0 | 6,225 | ||||
| 21 May | 22529.05 | 265.00 | - | 375 | 200 | 6,225 | ||||
| 18 May | 22502.00 | 218.95 | - | 50 | 25 | 6,000 | ||||
| 17 May | 22466.10 | 205.30 | - | 5,475 | 6,075 | 6,075 | ||||
| 16 May | 22403.85 | 208.45 | - | 0 | 0 | 0 | ||||
| 15 May | 22200.55 | 208.45 | - | 0 | 0 | 4,450 | ||||
| 14 May | 22217.85 | 208.45 | - | 250 | -150 | 4,475 | ||||
| 13 May | 22104.05 | 179.95 | - | 275 | 25 | 4,625 | ||||
For NIFTY - strike price 23900 expiring on 25JUL2024
Delta for 23900 CE is -
Historical price for 23900 CE is as follows
On 4 Jul NIFTY was trading at 24333.85. The strike last trading price was 604.15, which was 12.15 higher than the previous day. The implied volatity was -, the open interest changed by -12225 which decreased total open position to 365750
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 592, which was lower than the previous day. The implied volatity was -, the open interest changed by -1325 which decreased total open position to 377975
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 497.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -22925 which decreased total open position to 379200
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 515.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 10450 which increased total open position to 402125
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 474.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -42625 which decreased total open position to 391675
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 463.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 104575 which increased total open position to 434300
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 403.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 210775 which increased total open position to 330300
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 328.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 12675 which increased total open position to 119525
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 256, which was lower than the previous day. The implied volatity was -, the open interest changed by 9575 which increased total open position to 107450
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 214.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 25075 which increased total open position to 97900
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 280.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 11350 which increased total open position to 74150
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 255.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 5625 which increased total open position to 62800
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 256.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -950 which decreased total open position to 57175
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 242.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 3775 which increased total open position to 58125
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 240.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2650 which increased total open position to 54725
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 293.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -1850 which decreased total open position to 52400
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 233.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 13175 which increased total open position to 54500
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 254.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 22700 which increased total open position to 41500
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 300.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 6400 which increased total open position to 19300
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 173.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -2850 which decreased total open position to 12900
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 119.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 800 which increased total open position to 15750
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 115.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 7350 which increased total open position to 14950
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 450.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 2400 which increased total open position to 7600
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 247.60, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 0
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 247.60, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 5200
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 285.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 5250
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 330.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 4950
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 354.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -750 which decreased total open position to 4825
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 347.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -775 which decreased total open position to 5575
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 341.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 6350
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 242.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6225
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 265.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 6225
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 218.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 6000
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 205.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 6075 which increased total open position to 6075
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 208.45, 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 15 May NIFTY was trading at 22200.55. The strike last trading price was 208.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4450
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 208.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 4475
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 179.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 4625
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 4 Jul | 24333.85 | 120.60 | -13.10 | - | 4,21,550 | 31,600 | 6,12,925 |
| 3 Jul | 24286.50 | 133.7 | - | 6,44,525 | 54,800 | 5,81,325 | |
| 2 Jul | 24123.85 | 193 | - | 6,20,150 | -425 | 5,25,925 | |
| 1 Jul | 24141.95 | 203.5 | - | 5,39,400 | 26,000 | 5,26,350 | |
| 28 Jun | 24010.60 | 243.9 | - | 7,88,700 | 86,325 | 5,00,350 | |
| 27 Jun | 24044.50 | 261 | - | 11,84,475 | 1,63,050 | 4,14,025 | |
| 26 Jun | 23868.80 | 322 | - | 5,06,075 | 1,91,975 | 2,49,900 | |
| 25 Jun | 23721.30 | 391.4 | - | 59,250 | 18,575 | 57,925 | |
| 24 Jun | 23537.85 | 463.1 | - | 38,950 | 3,450 | 39,450 | |
| 21 Jun | 23501.10 | 520.25 | - | 41,675 | 6,900 | 36,200 | |
| 20 Jun | 23567.00 | 462.55 | - | 44,800 | 2,675 | 29,275 | |
| 19 Jun | 23516.00 | 531.85 | - | 52,725 | 14,100 | 26,600 | |
| 18 Jun | 23557.90 | 473.05 | - | 15,300 | 4,150 | 12,650 | |
| 14 Jun | 23465.60 | 556.60 | - | 10,625 | 2,275 | 8,500 | |
| 13 Jun | 23398.90 | 607.50 | - | 1,450 | 775 | 6,225 | |
| 12 Jun | 23322.95 | 663.30 | - | 12,200 | -3,650 | 5,800 | |
| 11 Jun | 23264.85 | 686.95 | - | 6,600 | -675 | 9,550 | |
| 10 Jun | 23259.20 | 775.35 | - | 18,775 | 2,225 | 9,975 | |
| 7 Jun | 23290.15 | 737.10 | - | 7,175 | 1,825 | 7,850 | |
| 6 Jun | 22821.40 | 1001.00 | - | 425 | -200 | 6,025 | |
| 5 Jun | 22620.35 | 1266.60 | - | 5,975 | -1,125 | 6,225 | |
| 4 Jun | 21884.50 | 1900.00 | - | 1,075 | 675 | 7,350 | |
| 3 Jun | 23263.90 | 773.75 | - | 6,875 | 2,600 | 6,675 | |
| 31 May | 22530.70 | 1318.40 | - | 150 | 25 | 3,925 | |
| 30 May | 22488.65 | 1300.00 | - | 275 | 225 | 3,900 | |
| 29 May | 22704.70 | 1160.00 | - | 250 | 0 | 3,675 | |
| 28 May | 22888.15 | 1065.50 | - | 50 | 0 | 3,675 | |
| 27 May | 22932.45 | 1017.95 | - | 1,125 | 575 | 3,675 | |
| 24 May | 22957.10 | 1015.40 | - | 1,475 | 150 | 2,325 | |
| 23 May | 22967.65 | 1020.15 | - | 3,200 | 1,000 | 1,975 | |
| 22 May | 22597.80 | 1226.00 | - | 50 | 0 | 975 | |
| 21 May | 22529.05 | 1336.10 | - | 0 | 0 | 0 | |
| 18 May | 22502.00 | 1336.10 | - | 0 | 0 | 975 | |
| 17 May | 22466.10 | 1336.10 | - | 1,225 | 350 | 1,900 | |
| 16 May | 22403.85 | 1359.60 | - | 550 | 200 | 1,550 | |
| 15 May | 22200.55 | 1520.15 | - | 0 | 0 | 1,350 | |
| 14 May | 22217.85 | 1520.15 | - | 100 | 100 | 1,350 | |
| 13 May | 22104.05 | 1605.55 | - | 475 | 250 | 1,250 | |
For NIFTY - strike price 23900 expiring on 25JUL2024
Delta for 23900 PE is -
Historical price for 23900 PE is as follows
On 4 Jul NIFTY was trading at 24333.85. The strike last trading price was 120.60, which was -13.10 lower than the previous day. The implied volatity was -, the open interest changed by 31600 which increased total open position to 612925
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 133.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 54800 which increased total open position to 581325
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 193, which was lower than the previous day. The implied volatity was -, the open interest changed by -425 which decreased total open position to 525925
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 203.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 26000 which increased total open position to 526350
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 243.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 86325 which increased total open position to 500350
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 261, which was lower than the previous day. The implied volatity was -, the open interest changed by 163050 which increased total open position to 414025
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 322, which was lower than the previous day. The implied volatity was -, the open interest changed by 191975 which increased total open position to 249900
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 391.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 18575 which increased total open position to 57925
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 463.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 3450 which increased total open position to 39450
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 520.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 6900 which increased total open position to 36200
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 462.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 2675 which increased total open position to 29275
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 531.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 14100 which increased total open position to 26600
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 473.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 4150 which increased total open position to 12650
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 556.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 2275 which increased total open position to 8500
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 607.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 775 which increased total open position to 6225
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 663.30, which was lower than the previous day. The implied volatity was -, the open interest changed by -3650 which decreased total open position to 5800
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 686.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -675 which decreased total open position to 9550
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 775.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 2225 which increased total open position to 9975
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 737.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 1825 which increased total open position to 7850
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 1001.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 6025
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 1266.60, which was lower than the previous day. The implied volatity was -, the open interest changed by -1125 which decreased total open position to 6225
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 1900.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 675 which increased total open position to 7350
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 773.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 2600 which increased total open position to 6675
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 1318.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 3925
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 1300.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 3900
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 1160.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3675
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 1065.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3675
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 1017.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 575 which increased total open position to 3675
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 1015.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 2325
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 1020.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 1000 which increased total open position to 1975
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 1226.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 975
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 1336.10, 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 1336.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 975
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1336.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 1900
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 1359.60, 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 15 May NIFTY was trading at 22200.55. The strike last trading price was 1520.15, 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 14 May NIFTY was trading at 22217.85. The strike last trading price was 1520.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 1350
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 1605.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 1250