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 | 439.8 | -3.20 | - | 3,58,550 | -2,875 | 4,59,050 | |||
| 4 Jul | 24302.15 | 443 | - | 3,28,025 | -36,400 | 4,61,925 | ||||
| 3 Jul | 24286.50 | 452 | - | 5,32,975 | -97,425 | 4,98,325 | ||||
| 2 Jul | 24123.85 | 373 | - | 12,53,675 | 60,525 | 5,90,500 | ||||
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| 1 Jul | 24141.95 | 387.5 | - | 10,33,450 | 41,975 | 5,29,975 | ||||
| 28 Jun | 24010.60 | 342.3 | - | 15,16,775 | 1,68,575 | 4,88,000 | ||||
| 27 Jun | 24044.50 | 349.95 | - | 7,87,525 | 1,66,275 | 3,19,425 | ||||
| 26 Jun | 23868.80 | 292.3 | - | 2,33,975 | 25,150 | 1,53,125 | ||||
| 25 Jun | 23721.30 | 243.25 | - | 2,01,125 | -12,425 | 1,27,975 | ||||
| 24 Jun | 23537.85 | 178 | - | 1,80,700 | 34,225 | 1,41,150 | ||||
| 21 Jun | 23501.10 | 140.35 | - | 1,72,775 | 6,425 | 97,575 | ||||
| 20 Jun | 23567.00 | 192.25 | - | 1,38,900 | 2,800 | 89,425 | ||||
| 19 Jun | 23516.00 | 171.00 | - | 1,46,725 | 20,225 | 86,625 | ||||
| 18 Jun | 23557.90 | 187.05 | - | 63,150 | 13,300 | 68,200 | ||||
| 14 Jun | 23465.60 | 168.00 | - | 90,525 | 12,750 | 54,900 | ||||
| 13 Jun | 23398.90 | 172.25 | - | 39,100 | 8,200 | 42,325 | ||||
| 12 Jun | 23322.95 | 185.90 | - | 30,425 | -2,750 | 33,925 | ||||
| 11 Jun | 23264.85 | 168.80 | - | 39,575 | 1,875 | 37,725 | ||||
| 10 Jun | 23259.20 | 174.45 | - | 66,375 | 5,675 | 35,950 | ||||
| 7 Jun | 23290.15 | 236.00 | - | 32,675 | 6,225 | 30,225 | ||||
| 6 Jun | 22821.40 | 128.30 | - | 22,125 | 7,775 | 24,000 | ||||
| 5 Jun | 22620.35 | 87.00 | - | 4,175 | -350 | 16,225 | ||||
| 4 Jun | 21884.50 | 80.55 | - | 17,425 | 3,275 | 16,575 | ||||
| 3 Jun | 23263.90 | 379.90 | - | 40,200 | 7,750 | 13,300 | ||||
| 31 May | 22530.70 | 217.95 | - | 5,225 | 1,250 | 5,575 | ||||
| 30 May | 22488.65 | 193.10 | - | 2,325 | 625 | 4,325 | ||||
| 29 May | 22704.70 | 229.50 | - | 400 | -125 | 3,700 | ||||
| 28 May | 22888.15 | 271.10 | - | 550 | 150 | 3,825 | ||||
| 27 May | 22932.45 | 286.30 | - | 3,425 | 1,000 | 3,675 | ||||
| 24 May | 22957.10 | 281.80 | - | 1,375 | 800 | 2,625 | ||||
| 23 May | 22967.65 | 271.65 | - | 3,175 | 350 | 1,875 | ||||
| 22 May | 22597.80 | 195.50 | - | 925 | 525 | 1,525 | ||||
| 21 May | 22529.05 | 198.90 | - | 650 | -75 | 1,000 | ||||
| 18 May | 22502.00 | 157.95 | - | 0 | -875 | 0 | ||||
| 17 May | 22466.10 | 157.95 | - | 3,775 | 1,075 | 1,075 | ||||
| 16 May | 22403.85 | 173.30 | - | 0 | 25 | 0 | ||||
| 15 May | 22200.55 | 173.30 | - | 75 | 0 | 1,925 | ||||
| 14 May | 22217.85 | 160.00 | - | 1,200 | 75 | 2,025 | ||||
| 13 May | 22104.05 | 166.40 | - | 950 | 150 | 1,950 | ||||
For NIFTY - strike price 24100 expiring on 25JUL2024
Delta for 24100 CE is -
Historical price for 24100 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 439.8, which was -3.20 lower than the previous day. The implied volatity was -, the open interest changed by -2875 which decreased total open position to 459050
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 443, which was lower than the previous day. The implied volatity was -, the open interest changed by -36400 which decreased total open position to 461925
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 452, which was lower than the previous day. The implied volatity was -, the open interest changed by -97425 which decreased total open position to 498325
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 373, which was lower than the previous day. The implied volatity was -, the open interest changed by 60525 which increased total open position to 590500
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 387.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 41975 which increased total open position to 529975
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 342.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 168575 which increased total open position to 488000
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 349.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 166275 which increased total open position to 319425
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 292.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 25150 which increased total open position to 153125
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 243.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -12425 which decreased total open position to 127975
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 178, which was lower than the previous day. The implied volatity was -, the open interest changed by 34225 which increased total open position to 141150
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 140.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 6425 which increased total open position to 97575
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 192.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 2800 which increased total open position to 89425
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 171.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 20225 which increased total open position to 86625
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 187.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 13300 which increased total open position to 68200
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 168.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 12750 which increased total open position to 54900
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 172.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 8200 which increased total open position to 42325
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 185.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -2750 which decreased total open position to 33925
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 168.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 1875 which increased total open position to 37725
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 174.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 5675 which increased total open position to 35950
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 236.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 6225 which increased total open position to 30225
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 128.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 7775 which increased total open position to 24000
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 87.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -350 which decreased total open position to 16225
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 80.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 3275 which increased total open position to 16575
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 379.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 7750 which increased total open position to 13300
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 217.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 1250 which increased total open position to 5575
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 193.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 625 which increased total open position to 4325
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 229.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 3700
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 271.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 3825
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 286.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 1000 which increased total open position to 3675
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 281.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 800 which increased total open position to 2625
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 271.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 1875
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 195.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 525 which increased total open position to 1525
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 198.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 1000
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 157.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -875 which decreased total open position to 0
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 157.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 1075 which increased total open position to 1075
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 173.30, 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 15 May NIFTY was trading at 22200.55. The strike last trading price was 173.30, 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 14 May NIFTY was trading at 22217.85. The strike last trading price was 160.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 2025
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 166.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 1950
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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 | 153 | -12.05 | - | 8,25,375 | 34,525 | 6,53,875 |
| 4 Jul | 24302.15 | 165.05 | - | 7,79,675 | -675 | 6,19,350 | |
| 3 Jul | 24286.50 | 188 | - | 7,45,450 | 14,300 | 6,20,025 | |
| 2 Jul | 24123.85 | 261.5 | - | 14,17,550 | 92,125 | 6,03,100 | |
| 1 Jul | 24141.95 | 276 | - | 10,03,300 | 1,14,225 | 5,10,975 | |
| 28 Jun | 24010.60 | 300.05 | - | 17,27,700 | 2,28,475 | 3,96,750 | |
| 27 Jun | 24044.50 | 345 | - | 3,99,650 | 1,13,450 | 1,68,275 | |
| 26 Jun | 23868.80 | 407.05 | - | 1,08,125 | 36,000 | 54,575 | |
| 25 Jun | 23721.30 | 491.95 | - | 21,050 | 1,500 | 18,575 | |
| 24 Jun | 23537.85 | 581.8 | - | 9,225 | 5,875 | 17,075 | |
| 21 Jun | 23501.10 | 648.15 | - | 7,900 | -100 | 11,225 | |
| 20 Jun | 23567.00 | 580.25 | - | 20,150 | 3,475 | 11,475 | |
| 19 Jun | 23516.00 | 651.50 | - | 17,550 | 800 | 8,000 | |
| 18 Jun | 23557.90 | 593.00 | - | 5,575 | 2,600 | 7,200 | |
| 14 Jun | 23465.60 | 684.40 | - | 7,650 | -525 | 4,600 | |
| 13 Jun | 23398.90 | 751.50 | - | 1,775 | 1,550 | 5,150 | |
| 12 Jun | 23322.95 | 790.00 | - | 2,775 | -1,425 | 3,750 | |
| 11 Jun | 23264.85 | 786.90 | - | 1,075 | 350 | 5,175 | |
| 10 Jun | 23259.20 | 910.40 | - | 3,225 | 250 | 4,925 | |
| 7 Jun | 23290.15 | 861.55 | - | 2,450 | 4,575 | 4,575 | |
| 6 Jun | 22821.40 | 1982.05 | - | 0 | 1,125 | 0 | |
| 5 Jun | 22620.35 | 1982.05 | - | 0 | 1,125 | 0 | |
| 4 Jun | 21884.50 | 1982.05 | - | 1,950 | 1,125 | 5,725 | |
| 3 Jun | 23263.90 | 920.00 | - | 1,325 | 975 | 4,600 | |
| 31 May | 22530.70 | 1466.10 | - | 100 | 3,575 | 3,575 | |
| 30 May | 22488.65 | 1168.95 | - | 0 | 0 | 0 | |
| 29 May | 22704.70 | 1168.95 | - | 0 | 0 | 0 | |
| 28 May | 22888.15 | 1168.95 | - | 50 | 25 | 3,550 | |
| 27 May | 22932.45 | 1153.95 | - | 100 | 50 | 3,550 | |
| 24 May | 22957.10 | 1154.55 | - | 4,450 | 1,125 | 3,500 | |
| 23 May | 22967.65 | 1143.45 | - | 375 | 125 | 2,125 | |
| 22 May | 22597.80 | 1368.05 | - | 200 | 0 | 1,800 | |
| 21 May | 22529.05 | 1509.10 | - | 0 | 0 | 0 | |
| 18 May | 22502.00 | 1509.10 | - | 0 | 0 | 1,800 | |
| 17 May | 22466.10 | 1509.10 | - | 0 | 150 | 0 | |
| 16 May | 22403.85 | 1509.10 | - | 650 | 150 | 1,300 | |
| 15 May | 22200.55 | 1764.70 | - | 0 | 0 | 0 | |
| 14 May | 22217.85 | 1764.70 | - | 0 | 525 | 0 | |
| 13 May | 22104.05 | 1764.70 | - | 725 | 525 | 1,150 | |
For NIFTY - strike price 24100 expiring on 25JUL2024
Delta for 24100 PE is -
Historical price for 24100 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 153, which was -12.05 lower than the previous day. The implied volatity was -, the open interest changed by 34525 which increased total open position to 653875
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 165.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -675 which decreased total open position to 619350
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 188, which was lower than the previous day. The implied volatity was -, the open interest changed by 14300 which increased total open position to 620025
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 261.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 92125 which increased total open position to 603100
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 276, which was lower than the previous day. The implied volatity was -, the open interest changed by 114225 which increased total open position to 510975
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 300.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 228475 which increased total open position to 396750
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 345, which was lower than the previous day. The implied volatity was -, the open interest changed by 113450 which increased total open position to 168275
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 407.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 36000 which increased total open position to 54575
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 491.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 18575
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 581.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 5875 which increased total open position to 17075
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 648.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 11225
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 580.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 3475 which increased total open position to 11475
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 651.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 800 which increased total open position to 8000
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 593.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2600 which increased total open position to 7200
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 684.40, which was lower than the previous day. The implied volatity was -, the open interest changed by -525 which decreased total open position to 4600
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 751.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 1550 which increased total open position to 5150
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 790.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -1425 which decreased total open position to 3750
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 786.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 5175
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 910.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 4925
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 861.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 4575 which increased total open position to 4575
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 1982.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 1125 which increased total open position to 0
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 1982.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 1125 which increased total open position to 0
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 1982.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 1125 which increased total open position to 5725
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 920.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 975 which increased total open position to 4600
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 1466.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 3575 which increased total open position to 3575
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 1168.95, 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 1168.95, 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 1168.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 3550
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 1153.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 3550
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 1154.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 1125 which increased total open position to 3500
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 1143.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 2125
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 1368.05, 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 1509.10, 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 1509.10, 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 1509.10, 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 1509.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 1300
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1764.70, 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 1764.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 525 which increased total open position to 0
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 1764.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 525 which increased total open position to 1150