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 | 543.5 | -4.95 | - | 8,800 | 1,375 | 32,725 | |||
| 4 Jul | 24302.15 | 548.45 | - | 7,875 | -2,650 | 31,350 | ||||
| 3 Jul | 24286.50 | 564.3 | - | 15,075 | -3,050 | 34,000 | ||||
| 2 Jul | 24123.85 | 466.1 | - | 26,975 | -3,575 | 37,275 | ||||
| 1 Jul | 24141.95 | 479.1 | - | 93,825 | 5,625 | 40,850 | ||||
| 28 Jun | 24010.60 | 433.75 | - | 47,850 | 9,025 | 35,225 | ||||
| 27 Jun | 24044.50 | 440.55 | - | 1,28,400 | 8,375 | 26,200 | ||||
| 26 Jun | 23868.80 | 355.6 | - | 47,450 | 5,625 | 18,275 | ||||
| 25 Jun | 23721.30 | 315 | - | 17,925 | 3,600 | 12,650 | ||||
| 24 Jun | 23537.85 | 235.8 | - | 16,150 | -1,975 | 9,050 | ||||
| 21 Jun | 23501.10 | 195.50 | - | 15,725 | 1,375 | 11,075 | ||||
| 20 Jun | 23567.00 | 254.00 | - | 30,125 | -2,600 | 9,625 | ||||
| 19 Jun | 23516.00 | 235.00 | - | 12,925 | 1,825 | 12,225 | ||||
| 18 Jun | 23557.90 | 246.95 | - | 4,600 | 1,100 | 10,500 | ||||
| 14 Jun | 23465.60 | 223.15 | - | 10,750 | 3,225 | 9,400 | ||||
| 13 Jun | 23398.90 | 220.10 | - | 2,300 | 500 | 5,975 | ||||
| 12 Jun | 23322.95 | 232.30 | - | 225 | -25 | 5,475 | ||||
| 11 Jun | 23264.85 | 213.55 | - | 7,100 | 2,925 | 5,500 | ||||
| 10 Jun | 23259.20 | 248.20 | - | 675 | 75 | 2,525 | ||||
| 7 Jun | 23290.15 | 285.35 | - | 400 | 300 | 2,475 | ||||
| 6 Jun | 22821.40 | 131.50 | - | 75 | 0 | 2,175 | ||||
| 5 Jun | 22620.35 | 120.00 | - | 550 | 300 | 2,175 | ||||
| 4 Jun | 21884.50 | 95.75 | - | 2,575 | -350 | 1,875 | ||||
| 3 Jun | 23263.90 | 431.75 | - | 425 | 250 | 2,225 | ||||
| 31 May | 22530.70 | 255.90 | - | 150 | 1,975 | 1,975 | ||||
| 30 May | 22488.65 | 302.80 | - | 0 | 0 | 0 | ||||
| 29 May | 22704.70 | 302.80 | - | 0 | 0 | 1,925 | ||||
| 28 May | 22888.15 | 302.80 | - | 50 | 0 | 1,900 | ||||
| 27 May | 22932.45 | 306.05 | - | 0 | 0 | 0 | ||||
| 24 May | 22957.10 | 306.05 | - | 0 | 50 | 0 | ||||
| 23 May | 22967.65 | 306.05 | - | 50 | 0 | 1,850 | ||||
| 22 May | 22597.80 | 233.45 | - | 50 | 0 | 1,800 | ||||
| 21 May | 22529.05 | 180.80 | - | 0 | 0 | 0 | ||||
| 18 May | 22502.00 | 180.80 | - | 0 | 0 | 1,800 | ||||
| 17 May | 22466.10 | 180.80 | - | 0 | 0 | 1,800 | ||||
| 16 May | 22403.85 | 180.80 | - | 0 | 0 | 1,800 | ||||
| 15 May | 22200.55 | 180.80 | - | 50 | 0 | 1,750 | ||||
| 14 May | 22217.85 | 156.95 | - | 0 | 25 | 0 | ||||
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| 13 May | 22104.05 | 156.95 | - | 0 | 25 | 0 | ||||
For NIFTY - strike price 23950 expiring on 25JUL2024
Delta for 23950 CE is -
Historical price for 23950 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 543.5, which was -4.95 lower than the previous day. The implied volatity was -, the open interest changed by 1375 which increased total open position to 32725
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 548.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -2650 which decreased total open position to 31350
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 564.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -3050 which decreased total open position to 34000
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 466.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -3575 which decreased total open position to 37275
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 479.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 5625 which increased total open position to 40850
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 433.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 9025 which increased total open position to 35225
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 440.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 8375 which increased total open position to 26200
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 355.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 5625 which increased total open position to 18275
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 315, which was lower than the previous day. The implied volatity was -, the open interest changed by 3600 which increased total open position to 12650
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 235.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -1975 which decreased total open position to 9050
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 195.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 1375 which increased total open position to 11075
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 254.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -2600 which decreased total open position to 9625
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 235.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1825 which increased total open position to 12225
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 246.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 1100 which increased total open position to 10500
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 223.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 3225 which increased total open position to 9400
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 220.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 5975
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 232.30, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 5475
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 213.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 2925 which increased total open position to 5500
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 248.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 2525
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 285.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 2475
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 131.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2175
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 120.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 2175
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 95.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -350 which decreased total open position to 1875
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 431.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 2225
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 255.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 1975 which increased total open position to 1975
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 302.80, 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 302.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1925
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 302.80, 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 27 May NIFTY was trading at 22932.45. The strike last trading price was 306.05, 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 24 May NIFTY was trading at 22957.10. The strike last trading price was 306.05, 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 23 May NIFTY was trading at 22967.65. The strike last trading price was 306.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1850
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 233.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1800
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 180.80, 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 18 May NIFTY was trading at 22502.00. The strike last trading price was 180.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1800
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 180.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1800
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 180.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1800
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 180.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1750
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 156.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 0
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 156.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 0
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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 | 114 | -15.00 | - | 83,975 | 150 | 73,850 |
| 4 Jul | 24302.15 | 129 | - | 1,15,225 | -9,875 | 73,700 | |
| 3 Jul | 24286.50 | 146.95 | - | 1,15,225 | 18,550 | 83,575 | |
| 2 Jul | 24123.85 | 214.4 | - | 67,525 | 3,050 | 65,050 | |
| 1 Jul | 24141.95 | 220 | - | 1,50,650 | 4,925 | 62,000 | |
| 28 Jun | 24010.60 | 258 | - | 86,850 | 13,675 | 57,075 | |
| 27 Jun | 24044.50 | 284 | - | 1,63,075 | 24,125 | 43,400 | |
| 26 Jun | 23868.80 | 341.35 | - | 43,550 | 9,500 | 19,375 | |
| 25 Jun | 23721.30 | 413.5 | - | 1,425 | 50 | 9,875 | |
| 24 Jun | 23537.85 | 509.65 | - | 4,275 | 875 | 9,800 | |
| 21 Jun | 23501.10 | 547.85 | - | 5,300 | 2,425 | 8,925 | |
| 20 Jun | 23567.00 | 494.45 | - | 4,900 | 575 | 6,500 | |
| 19 Jun | 23516.00 | 560.10 | - | 8,075 | 175 | 5,925 | |
| 18 Jun | 23557.90 | 500.05 | - | 4,525 | 1,325 | 5,250 | |
| 14 Jun | 23465.60 | 585.15 | - | 5,475 | 1,750 | 3,925 | |
| 13 Jun | 23398.90 | 639.85 | - | 175 | 25 | 2,075 | |
| 12 Jun | 23322.95 | 654.10 | - | 200 | 50 | 2,075 | |
| 11 Jun | 23264.85 | 679.95 | - | 275 | 25 | 1,775 | |
| 10 Jun | 23259.20 | 772.30 | - | 375 | 75 | 1,550 | |
| 7 Jun | 23290.15 | 791.20 | - | 150 | -75 | 1,450 | |
| 6 Jun | 22821.40 | 1004.45 | - | 150 | 250 | 1,525 | |
| 5 Jun | 22620.35 | 1210.80 | - | 525 | 25 | 1,275 | |
| 4 Jun | 21884.50 | 1848.40 | - | 300 | 1,250 | 1,250 | |
| 3 Jun | 23263.90 | 1355.35 | - | 0 | 250 | 0 | |
| 31 May | 22530.70 | 1355.35 | - | 250 | 275 | 1,000 | |
| 30 May | 22488.65 | 1397.95 | - | 275 | 725 | 725 | |
| 29 May | 22704.70 | 978.90 | - | 0 | 0 | 0 | |
| 28 May | 22888.15 | 978.90 | - | 0 | 0 | 725 | |
| 27 May | 22932.45 | 978.90 | - | 400 | 0 | 575 | |
| 24 May | 22957.10 | 1322.40 | - | 0 | 0 | 575 | |
| 23 May | 22967.65 | 1322.40 | - | 0 | -775 | 0 | |
| 22 May | 22597.80 | 1322.40 | - | 1,600 | 0 | 1,350 | |
| 21 May | 22529.05 | 1396.45 | - | 0 | 0 | 0 | |
| 18 May | 22502.00 | 1396.45 | - | 0 | 0 | 1,350 | |
| 17 May | 22466.10 | 1396.45 | - | 0 | 50 | 0 | |
| 16 May | 22403.85 | 1396.45 | - | 550 | 50 | 850 | |
| 15 May | 22200.55 | 1590.70 | - | 25 | 0 | 800 | |
| 14 May | 22217.85 | 1644.25 | - | 0 | 150 | 800 | |
| 13 May | 22104.05 | 1644.25 | - | 600 | 275 | 650 | |
For NIFTY - strike price 23950 expiring on 25JUL2024
Delta for 23950 PE is -
Historical price for 23950 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 114, which was -15.00 lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 73850
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 129, which was lower than the previous day. The implied volatity was -, the open interest changed by -9875 which decreased total open position to 73700
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 146.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 18550 which increased total open position to 83575
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 214.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 3050 which increased total open position to 65050
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 220, which was lower than the previous day. The implied volatity was -, the open interest changed by 4925 which increased total open position to 62000
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 258, which was lower than the previous day. The implied volatity was -, the open interest changed by 13675 which increased total open position to 57075
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 284, which was lower than the previous day. The implied volatity was -, the open interest changed by 24125 which increased total open position to 43400
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 341.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 9500 which increased total open position to 19375
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 413.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 9875
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 509.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 875 which increased total open position to 9800
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 547.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 2425 which increased total open position to 8925
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 494.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 575 which increased total open position to 6500
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 560.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 5925
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 500.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 1325 which increased total open position to 5250
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 585.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 1750 which increased total open position to 3925
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 639.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 2075
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 654.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 2075
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 679.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 1775
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 772.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 1550
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 791.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 1450
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 1004.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 1525
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 1210.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 1275
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 1848.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 1250 which increased total open position to 1250
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 1355.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 0
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 1355.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 1000
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 1397.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 725 which increased total open position to 725
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 978.90, 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 28 May NIFTY was trading at 22888.15. The strike last trading price was 978.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 725
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 978.90, 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 24 May NIFTY was trading at 22957.10. The strike last trading price was 1322.40, 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 23 May NIFTY was trading at 22967.65. The strike last trading price was 1322.40, which was lower than the previous day. The implied volatity was -, the open interest changed by -775 which decreased total open position to 0
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 1322.40, 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 1396.45, 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 18 May NIFTY was trading at 22502.00. The strike last trading price was 1396.45, 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 1396.45, 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 16 May NIFTY was trading at 22403.85. The strike last trading price was 1396.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 850
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1590.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 800
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 1644.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 800
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 1644.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 650