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 | 471.05 | -5.15 | - | 36,750 | 6,800 | 39,000 | |||
| 4 Jul | 24302.15 | 476.2 | - | 18,200 | -3,575 | 32,200 | ||||
| 3 Jul | 24286.50 | 484.9 | - | 33,600 | -5,025 | 35,775 | ||||
| 2 Jul | 24123.85 | 402.75 | - | 67,350 | -4,950 | 41,625 | ||||
| 1 Jul | 24141.95 | 419.85 | - | 1,00,275 | 3,025 | 46,575 | ||||
| 28 Jun | 24010.60 | 375.75 | - | 1,76,800 | 7,975 | 43,550 | ||||
| 27 Jun | 24044.50 | 384.6 | - | 1,17,300 | 15,450 | 35,575 | ||||
| 26 Jun | 23868.80 | 309.55 | - | 32,575 | -5,175 | 20,075 | ||||
| 25 Jun | 23721.30 | 260.55 | - | 42,550 | 1,925 | 25,250 | ||||
| 24 Jun | 23537.85 | 191.7 | - | 18,850 | 5,800 | 23,675 | ||||
| 21 Jun | 23501.10 | 155.45 | - | 25,875 | 4,975 | 17,875 | ||||
| 20 Jun | 23567.00 | 211.00 | - | 6,450 | -800 | 12,875 | ||||
| 19 Jun | 23516.00 | 195.75 | - | 16,250 | 6,775 | 13,675 | ||||
| 18 Jun | 23557.90 | 208.35 | - | 5,275 | 1,625 | 6,900 | ||||
| 14 Jun | 23465.60 | 189.30 | - | 2,075 | -225 | 5,275 | ||||
| 13 Jun | 23398.90 | 189.00 | - | 2,575 | -450 | 5,675 | ||||
| 12 Jun | 23322.95 | 202.45 | - | 8,475 | -2,050 | 6,125 | ||||
| 11 Jun | 23264.85 | 183.00 | - | 6,000 | 2,475 | 8,225 | ||||
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| 10 Jun | 23259.20 | 215.80 | - | 1,425 | 275 | 5,750 | ||||
| 7 Jun | 23290.15 | 212.30 | - | 600 | -100 | 5,475 | ||||
| 6 Jun | 22821.40 | 131.20 | - | 1,600 | -375 | 5,575 | ||||
| 5 Jun | 22620.35 | 117.65 | - | 2,750 | 1,575 | 5,950 | ||||
| 4 Jun | 21884.50 | 99.10 | - | 1,525 | 1,750 | 4,375 | ||||
| 3 Jun | 23263.90 | 364.10 | - | 1,725 | 75 | 2,625 | ||||
| 31 May | 22530.70 | 262.25 | - | 0 | 0 | 0 | ||||
| 30 May | 22488.65 | 262.25 | - | 0 | 0 | 0 | ||||
| 29 May | 22704.70 | 262.25 | - | 25 | 0 | 2,550 | ||||
| 28 May | 22888.15 | 294.95 | - | 1,375 | 75 | 2,525 | ||||
| 27 May | 22932.45 | 211.00 | - | 0 | 50 | 0 | ||||
| 24 May | 22957.10 | 211.00 | - | 75 | 50 | 2,450 | ||||
| 23 May | 22967.65 | 198.85 | - | 0 | 0 | 2,400 | ||||
| 22 May | 22597.80 | 198.85 | - | 425 | 350 | 2,450 | ||||
| 21 May | 22529.05 | 174.80 | - | 0 | 0 | 0 | ||||
| 18 May | 22502.00 | 174.80 | - | 0 | 0 | 0 | ||||
| 17 May | 22466.10 | 174.80 | - | 0 | 0 | 0 | ||||
| 16 May | 22403.85 | 174.80 | - | 0 | 0 | 2,100 | ||||
| 15 May | 22200.55 | 174.80 | - | 0 | 825 | 0 | ||||
| 14 May | 22217.85 | 174.80 | - | 1,225 | 2,075 | 2,075 | ||||
| 13 May | 22104.05 | 140.60 | - | 0 | 50 | 0 | ||||
For NIFTY - strike price 24050 expiring on 25JUL2024
Delta for 24050 CE is -
Historical price for 24050 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 471.05, which was -5.15 lower than the previous day. The implied volatity was -, the open interest changed by 6800 which increased total open position to 39000
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 476.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -3575 which decreased total open position to 32200
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 484.9, which was lower than the previous day. The implied volatity was -, the open interest changed by -5025 which decreased total open position to 35775
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 402.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -4950 which decreased total open position to 41625
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 419.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 3025 which increased total open position to 46575
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 375.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 7975 which increased total open position to 43550
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 384.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 15450 which increased total open position to 35575
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 309.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -5175 which decreased total open position to 20075
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 260.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 1925 which increased total open position to 25250
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 191.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 5800 which increased total open position to 23675
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 155.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 4975 which increased total open position to 17875
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 211.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -800 which decreased total open position to 12875
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 195.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 6775 which increased total open position to 13675
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 208.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 1625 which increased total open position to 6900
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 189.30, which was lower than the previous day. The implied volatity was -, the open interest changed by -225 which decreased total open position to 5275
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 189.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -450 which decreased total open position to 5675
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 202.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -2050 which decreased total open position to 6125
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 183.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2475 which increased total open position to 8225
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 215.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 5750
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 212.30, which was lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 5475
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 131.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -375 which decreased total open position to 5575
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 117.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 1575 which increased total open position to 5950
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 99.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 1750 which increased total open position to 4375
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 364.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 2625
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 262.25, 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 262.25, 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 262.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2550
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 294.95, 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 27 May NIFTY was trading at 22932.45. The strike last trading price was 211.00, 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 24 May NIFTY was trading at 22957.10. The strike last trading price was 211.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 2450
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 198.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2400
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 198.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 2450
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 174.80, 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 174.80, 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 17 May NIFTY was trading at 22466.10. The strike last trading price was 174.80, 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 16 May NIFTY was trading at 22403.85. The strike last trading price was 174.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2100
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 174.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 825 which increased total open position to 0
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 174.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 2075 which increased total open position to 2075
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 140.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 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 | 139 | -13.30 | - | 1,17,175 | 24,575 | 67,675 |
| 4 Jul | 24302.15 | 152.3 | - | 83,400 | 1,525 | 43,100 | |
| 3 Jul | 24286.50 | 170.45 | - | 89,675 | 1,575 | 41,575 | |
| 2 Jul | 24123.85 | 242.35 | - | 1,08,800 | -3,200 | 40,900 | |
| 1 Jul | 24141.95 | 254.45 | - | 1,03,925 | 2,025 | 44,100 | |
| 28 Jun | 24010.60 | 281.4 | - | 1,95,050 | 10,600 | 42,075 | |
| 27 Jun | 24044.50 | 360 | - | 1,04,400 | 17,000 | 31,475 | |
| 26 Jun | 23868.80 | 388.15 | - | 10,025 | 7,725 | 14,500 | |
| 25 Jun | 23721.30 | 465.55 | - | 3,400 | 575 | 6,775 | |
| 24 Jun | 23537.85 | 560 | - | 1,500 | 125 | 5,925 | |
| 21 Jun | 23501.10 | 608.15 | - | 3,175 | 1,075 | 5,750 | |
| 20 Jun | 23567.00 | 548.05 | - | 6,000 | 675 | 4,675 | |
| 19 Jun | 23516.00 | 629.55 | - | 9,725 | -2,000 | 4,000 | |
| 18 Jun | 23557.90 | 558.30 | - | 4,525 | 1,900 | 5,900 | |
| 14 Jun | 23465.60 | 650.50 | - | 6,150 | 800 | 4,000 | |
| 13 Jun | 23398.90 | 704.10 | - | 175 | 25 | 3,150 | |
| 12 Jun | 23322.95 | 756.80 | - | 150 | 0 | 3,025 | |
| 11 Jun | 23264.85 | 786.85 | - | 175 | 150 | 3,000 | |
| 10 Jun | 23259.20 | 837.70 | - | 275 | -75 | 2,650 | |
| 7 Jun | 23290.15 | 810.75 | - | 300 | 75 | 2,800 | |
| 6 Jun | 22821.40 | 1141.20 | - | 225 | 125 | 2,725 | |
| 5 Jun | 22620.35 | 1350.25 | - | 200 | -25 | 2,600 | |
| 4 Jun | 21884.50 | 2111.00 | - | 450 | 425 | 2,625 | |
| 3 Jun | 23263.90 | 868.00 | - | 450 | 425 | 2,200 | |
| 31 May | 22530.70 | 1428.00 | - | 300 | 1,725 | 1,725 | |
| 30 May | 22488.65 | 1123.75 | - | 0 | 0 | 0 | |
| 29 May | 22704.70 | 1123.75 | - | 0 | 0 | 0 | |
| 28 May | 22888.15 | 1123.75 | - | 0 | 0 | 1,475 | |
| 27 May | 22932.45 | 1123.75 | - | 400 | 0 | 1,075 | |
| 24 May | 22957.10 | 1294.30 | - | 0 | 0 | 1,075 | |
| 23 May | 22967.65 | 1294.30 | - | 1,800 | 0 | 2,225 | |
| 22 May | 22597.80 | 1470.85 | - | 0 | 0 | 0 | |
| 21 May | 22529.05 | 1470.85 | - | 0 | 0 | 0 | |
| 18 May | 22502.00 | 1470.85 | - | 0 | 0 | 2,225 | |
| 17 May | 22466.10 | 1470.85 | - | 0 | 150 | 0 | |
| 16 May | 22403.85 | 1470.85 | - | 500 | 150 | 1,875 | |
| 15 May | 22200.55 | 1622.35 | - | 0 | 0 | 0 | |
| 14 May | 22217.85 | 1622.35 | - | 25 | 200 | 1,725 | |
| 13 May | 22104.05 | 1720.05 | - | 775 | 275 | 1,525 | |
For NIFTY - strike price 24050 expiring on 25JUL2024
Delta for 24050 PE is -
Historical price for 24050 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 139, which was -13.30 lower than the previous day. The implied volatity was -, the open interest changed by 24575 which increased total open position to 67675
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 152.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 1525 which increased total open position to 43100
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 170.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 1575 which increased total open position to 41575
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 242.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -3200 which decreased total open position to 40900
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 254.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 2025 which increased total open position to 44100
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 281.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 10600 which increased total open position to 42075
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 360, which was lower than the previous day. The implied volatity was -, the open interest changed by 17000 which increased total open position to 31475
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 388.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 7725 which increased total open position to 14500
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 465.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 575 which increased total open position to 6775
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 560, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 5925
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 608.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 1075 which increased total open position to 5750
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 548.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 675 which increased total open position to 4675
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 629.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -2000 which decreased total open position to 4000
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 558.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 1900 which increased total open position to 5900
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 650.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 800 which increased total open position to 4000
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 704.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 3150
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 756.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3025
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 786.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 3000
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 837.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 2650
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 810.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 2800
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 1141.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 2725
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 1350.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 2600
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 2111.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 425 which increased total open position to 2625
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 868.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 425 which increased total open position to 2200
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 1428.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1725 which increased total open position to 1725
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 1123.75, 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 1123.75, 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 1123.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1475
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 1123.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1075
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 1294.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1075
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 1294.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2225
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 1470.85, 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 1470.85, 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 1470.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2225
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1470.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 0
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 1470.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 1875
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1622.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 1622.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 1725
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 1720.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 1525