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 | 508.85 | -3.15 | - | 17,13,150 | -73,675 | 28,28,325 | |||
| 4 Jul | 24302.15 | 512 | - | 12,41,225 | -1,93,550 | 29,02,000 | ||||
| 3 Jul | 24286.50 | 521.15 | - | 15,87,350 | -1,07,275 | 30,95,550 | ||||
| 2 Jul | 24123.85 | 433 | - | 17,99,825 | 63,400 | 32,20,025 | ||||
| 1 Jul | 24141.95 | 445.5 | - | 22,45,725 | 85,625 | 31,56,625 | ||||
| 28 Jun | 24010.60 | 404.95 | - | 29,33,450 | 1,77,225 | 30,71,000 | ||||
| 27 Jun | 24044.50 | 397.35 | - | 57,16,150 | 7,81,150 | 28,93,775 | ||||
| 26 Jun | 23868.80 | 335 | - | 26,80,275 | 5,23,175 | 21,27,275 | ||||
| 25 Jun | 23721.30 | 283.1 | - | 18,97,025 | 2,32,475 | 16,04,100 | ||||
| 24 Jun | 23537.85 | 212.05 | - | 15,21,000 | 71,575 | 13,70,725 | ||||
| 21 Jun | 23501.10 | 176.00 | - | 15,09,175 | 1,68,300 | 13,01,825 | ||||
| 20 Jun | 23567.00 | 231.00 | - | 15,03,175 | 1,37,075 | 11,30,200 | ||||
| 19 Jun | 23516.00 | 219.00 | - | 14,26,325 | 1,34,000 | 9,93,125 | ||||
| 18 Jun | 23557.90 | 226.40 | - | 7,37,525 | 1,01,150 | 8,59,850 | ||||
| 14 Jun | 23465.60 | 205.00 | - | 7,47,150 | 99,475 | 7,58,700 | ||||
| 13 Jun | 23398.90 | 193.80 | - | 4,66,150 | 30,050 | 6,60,150 | ||||
| 12 Jun | 23322.95 | 216.50 | - | 7,29,675 | 70,675 | 6,29,925 | ||||
| 11 Jun | 23264.85 | 201.00 | - | 9,02,950 | -95,575 | 5,62,875 | ||||
| 10 Jun | 23259.20 | 223.00 | - | 9,71,675 | 1,63,275 | 6,53,875 | ||||
| 7 Jun | 23290.15 | 260.00 | - | 11,44,575 | -65,300 | 4,93,775 | ||||
| 6 Jun | 22821.40 | 155.00 | - | 12,46,475 | 1,22,175 | 5,59,075 | ||||
| 5 Jun | 22620.35 | 101.60 | - | 8,20,225 | 50,650 | 4,36,900 | ||||
| 4 Jun | 21884.50 | 102.00 | - | 12,36,025 | 25,875 | 3,86,250 | ||||
| 3 Jun | 23263.90 | 439.00 | - | 6,56,850 | 57,850 | 3,60,375 | ||||
| 31 May | 22530.70 | 236.15 | - | 4,17,650 | 33,400 | 3,02,225 | ||||
| 30 May | 22488.65 | 226.00 | - | 1,59,925 | 36,750 | 2,68,825 | ||||
| 29 May | 22704.70 | 262.85 | - | 1,15,900 | 17,050 | 2,32,075 | ||||
| 28 May | 22888.15 | 303.10 | - | 83,825 | 25,150 | 2,14,375 | ||||
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| 27 May | 22932.45 | 319.10 | - | 1,06,750 | 3,300 | 1,88,525 | ||||
| 24 May | 22957.10 | 310.40 | - | 88,950 | 32,150 | 1,85,625 | ||||
| 23 May | 22967.65 | 303.00 | - | 1,57,675 | 27,550 | 1,60,150 | ||||
| 22 May | 22597.80 | 221.30 | - | 85,025 | 5,000 | 1,36,225 | ||||
| 21 May | 22529.05 | 227.50 | - | 57,525 | 12,525 | 1,31,300 | ||||
| 18 May | 22502.00 | 220.00 | - | 18,225 | 5,050 | 1,18,700 | ||||
| 17 May | 22466.10 | 185.50 | - | 72,700 | 12,100 | 1,13,775 | ||||
| 16 May | 22403.85 | 192.00 | - | 71,850 | -9,225 | 1,01,675 | ||||
| 15 May | 22200.55 | 171.95 | - | 48,750 | -2,950 | 1,11,100 | ||||
| 14 May | 22217.85 | 195.00 | - | 38,950 | -1,025 | 1,14,700 | ||||
| 13 May | 22104.05 | 187.15 | - | 77,400 | -8,925 | 1,15,725 | ||||
For NIFTY - strike price 24000 expiring on 25JUL2024
Delta for 24000 CE is -
Historical price for 24000 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 508.85, which was -3.15 lower than the previous day. The implied volatity was -, the open interest changed by -73675 which decreased total open position to 2828325
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 512, which was lower than the previous day. The implied volatity was -, the open interest changed by -193550 which decreased total open position to 2902000
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 521.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -107275 which decreased total open position to 3095550
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 433, which was lower than the previous day. The implied volatity was -, the open interest changed by 63400 which increased total open position to 3220025
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 445.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 85625 which increased total open position to 3156625
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 404.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 177225 which increased total open position to 3071000
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 397.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 781150 which increased total open position to 2893775
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 335, which was lower than the previous day. The implied volatity was -, the open interest changed by 523175 which increased total open position to 2127275
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 283.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 232475 which increased total open position to 1604100
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 212.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 71575 which increased total open position to 1370725
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 176.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 168300 which increased total open position to 1301825
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 231.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 137075 which increased total open position to 1130200
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 219.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 134000 which increased total open position to 993125
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 226.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 101150 which increased total open position to 859850
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 205.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 99475 which increased total open position to 758700
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 193.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 30050 which increased total open position to 660150
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 216.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 70675 which increased total open position to 629925
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 201.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -95575 which decreased total open position to 562875
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 223.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 163275 which increased total open position to 653875
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 260.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -65300 which decreased total open position to 493775
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 155.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 122175 which increased total open position to 559075
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 101.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 50650 which increased total open position to 436900
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 102.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 25875 which increased total open position to 386250
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 439.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 57850 which increased total open position to 360375
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 236.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 33400 which increased total open position to 302225
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 226.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 36750 which increased total open position to 268825
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 262.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 17050 which increased total open position to 232075
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 303.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 25150 which increased total open position to 214375
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 319.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 3300 which increased total open position to 188525
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 310.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 32150 which increased total open position to 185625
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 303.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 27550 which increased total open position to 160150
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 221.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 5000 which increased total open position to 136225
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 227.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 12525 which increased total open position to 131300
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 220.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 5050 which increased total open position to 118700
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 185.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 12100 which increased total open position to 113775
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 192.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -9225 which decreased total open position to 101675
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 171.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -2950 which decreased total open position to 111100
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 195.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -1025 which decreased total open position to 114700
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 187.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -8925 which decreased total open position to 115725
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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 | 126 | -12.80 | - | 47,00,775 | 1,77,800 | 48,45,850 |
| 4 Jul | 24302.15 | 138.8 | - | 36,28,800 | 2,25,275 | 46,68,050 | |
| 3 Jul | 24286.50 | 157.1 | - | 36,91,975 | 2,80,750 | 44,42,775 | |
| 2 Jul | 24123.85 | 225.2 | - | 37,30,050 | 2,82,425 | 41,71,500 | |
| 1 Jul | 24141.95 | 234.9 | - | 34,26,525 | 2,60,925 | 38,89,075 | |
| 28 Jun | 24010.60 | 275.25 | - | 50,06,450 | 6,05,825 | 36,28,150 | |
| 27 Jun | 24044.50 | 302.65 | - | 60,15,250 | 15,18,250 | 30,22,325 | |
| 26 Jun | 23868.80 | 364 | - | 16,37,300 | 5,10,650 | 15,05,675 | |
| 25 Jun | 23721.30 | 438 | - | 10,39,300 | 3,27,925 | 9,95,025 | |
| 24 Jun | 23537.85 | 521 | - | 4,93,050 | 42,150 | 6,65,875 | |
| 21 Jun | 23501.10 | 583.00 | - | 6,45,175 | 17,125 | 6,24,975 | |
| 20 Jun | 23567.00 | 520.00 | - | 3,68,875 | 78,575 | 6,09,750 | |
| 19 Jun | 23516.00 | 590.00 | - | 5,13,125 | -5,100 | 5,31,175 | |
| 18 Jun | 23557.90 | 533.65 | - | 3,25,575 | 73,400 | 5,36,475 | |
| 14 Jun | 23465.60 | 619.00 | - | 3,44,900 | 30,925 | 4,63,075 | |
| 13 Jun | 23398.90 | 674.00 | - | 1,91,100 | 40,400 | 4,31,625 | |
| 12 Jun | 23322.95 | 720.00 | - | 4,71,625 | 2,14,000 | 3,91,750 | |
| 11 Jun | 23264.85 | 745.00 | - | 1,84,425 | 15,350 | 1,77,500 | |
| 10 Jun | 23259.20 | 842.00 | - | 2,70,900 | -6,875 | 1,62,000 | |
| 7 Jun | 23290.15 | 790.15 | - | 1,98,850 | 47,225 | 1,70,425 | |
| 6 Jun | 22821.40 | 1057.00 | - | 1,31,175 | -10,200 | 1,23,200 | |
| 5 Jun | 22620.35 | 1345.00 | - | 56,000 | -10,875 | 1,33,400 | |
| 4 Jun | 21884.50 | 1936.25 | - | 1,92,425 | -9,250 | 1,44,275 | |
| 3 Jun | 23263.90 | 840.00 | - | 1,62,950 | 20,875 | 1,53,525 | |
| 31 May | 22530.70 | 1380.00 | - | 36,575 | 23,125 | 1,32,650 | |
| 30 May | 22488.65 | 1420.00 | - | 22,475 | 6,575 | 1,09,525 | |
| 29 May | 22704.70 | 1279.95 | - | 41,950 | 14,150 | 1,02,950 | |
| 28 May | 22888.15 | 1140.00 | - | 38,550 | 28,325 | 88,525 | |
| 27 May | 22932.45 | 1077.55 | - | 47,750 | 30,050 | 60,300 | |
| 24 May | 22957.10 | 1067.65 | - | 30,700 | 16,475 | 30,250 | |
| 23 May | 22967.65 | 1075.75 | - | 21,275 | 8,600 | 13,675 | |
| 22 May | 22597.80 | 1345.00 | - | 700 | 425 | 5,075 | |
| 21 May | 22529.05 | 1375.00 | - | 825 | 0 | 4,650 | |
| 18 May | 22502.00 | 1422.00 | - | 2,925 | 2,450 | 4,450 | |
| 17 May | 22466.10 | 1390.00 | - | 725 | 575 | 2,000 | |
| 16 May | 22403.85 | 1484.55 | - | 175 | -25 | 1,425 | |
| 15 May | 22200.55 | 1600.00 | - | 850 | -250 | 1,250 | |
| 14 May | 22217.85 | 1574.55 | - | 275 | 100 | 1,475 | |
| 13 May | 22104.05 | 1690.00 | - | 375 | 0 | 1,375 | |
For NIFTY - strike price 24000 expiring on 25JUL2024
Delta for 24000 PE is -
Historical price for 24000 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 126, which was -12.80 lower than the previous day. The implied volatity was -, the open interest changed by 177800 which increased total open position to 4845850
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 138.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 225275 which increased total open position to 4668050
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 157.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 280750 which increased total open position to 4442775
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 225.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 282425 which increased total open position to 4171500
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 234.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 260925 which increased total open position to 3889075
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 275.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 605825 which increased total open position to 3628150
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 302.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 1518250 which increased total open position to 3022325
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 364, which was lower than the previous day. The implied volatity was -, the open interest changed by 510650 which increased total open position to 1505675
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 438, which was lower than the previous day. The implied volatity was -, the open interest changed by 327925 which increased total open position to 995025
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 521, which was lower than the previous day. The implied volatity was -, the open interest changed by 42150 which increased total open position to 665875
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 583.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 17125 which increased total open position to 624975
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 520.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 78575 which increased total open position to 609750
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 590.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -5100 which decreased total open position to 531175
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 533.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 73400 which increased total open position to 536475
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 619.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 30925 which increased total open position to 463075
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 674.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 40400 which increased total open position to 431625
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 720.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 214000 which increased total open position to 391750
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 745.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 15350 which increased total open position to 177500
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 842.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -6875 which decreased total open position to 162000
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 790.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 47225 which increased total open position to 170425
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 1057.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -10200 which decreased total open position to 123200
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 1345.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -10875 which decreased total open position to 133400
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 1936.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -9250 which decreased total open position to 144275
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 840.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 20875 which increased total open position to 153525
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 1380.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 23125 which increased total open position to 132650
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 1420.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 6575 which increased total open position to 109525
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 1279.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 14150 which increased total open position to 102950
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 1140.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 28325 which increased total open position to 88525
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 1077.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 30050 which increased total open position to 60300
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 1067.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 16475 which increased total open position to 30250
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 1075.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 8600 which increased total open position to 13675
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 1345.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 425 which increased total open position to 5075
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 1375.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4650
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 1422.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2450 which increased total open position to 4450
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1390.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 575 which increased total open position to 2000
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 1484.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 1425
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1600.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -250 which decreased total open position to 1250
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 1574.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 1475
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 1690.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1375