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 | 401.4 | -6.95 | - | 64,600 | -2,300 | 38,600 | |||
| 4 Jul | 24302.15 | 408.35 | - | 36,500 | -4,825 | 40,900 | ||||
| 3 Jul | 24286.50 | 414.8 | - | 87,375 | -23,525 | 45,725 | ||||
| 2 Jul | 24123.85 | 343.5 | - | 2,64,675 | -9,900 | 69,525 | ||||
| 1 Jul | 24141.95 | 359.4 | - | 2,07,000 | 35,800 | 79,425 | ||||
| 28 Jun | 24010.60 | 338.05 | - | 1,99,000 | 26,250 | 43,625 | ||||
| 27 Jun | 24044.50 | 320.2 | - | 68,700 | -3,975 | 17,375 | ||||
| 26 Jun | 23868.80 | 260.2 | - | 56,200 | 1,300 | 21,325 | ||||
| 25 Jun | 23721.30 | 220.35 | - | 16,750 | 8,050 | 20,025 | ||||
| 24 Jun | 23537.85 | 158 | - | 10,675 | 3,975 | 11,700 | ||||
| 21 Jun | 23501.10 | 129.00 | - | 13,250 | -1,700 | 7,350 | ||||
| 20 Jun | 23567.00 | 165.15 | - | 3,700 | 300 | 9,075 | ||||
| 19 Jun | 23516.00 | 159.95 | - | 9,950 | 4,350 | 8,775 | ||||
| 18 Jun | 23557.90 | 171.00 | - | 2,550 | 900 | 4,400 | ||||
| 14 Jun | 23465.60 | 153.40 | - | 2,925 | -300 | 3,500 | ||||
| 13 Jun | 23398.90 | 156.95 | - | 3,300 | 800 | 3,775 | ||||
| 12 Jun | 23322.95 | 158.15 | - | 300 | 25 | 2,850 | ||||
| 11 Jun | 23264.85 | 158.50 | - | 2,725 | 675 | 2,775 | ||||
| 10 Jun | 23259.20 | 184.95 | - | 625 | 150 | 1,700 | ||||
| 7 Jun | 23290.15 | 210.95 | - | 450 | 175 | 1,550 | ||||
| 6 Jun | 22821.40 | 115.75 | - | 325 | 50 | 1,375 | ||||
| 5 Jun | 22620.35 | 94.00 | - | 50 | 0 | 1,325 | ||||
| 4 Jun | 21884.50 | 94.00 | - | 625 | 325 | 1,325 | ||||
| 3 Jun | 23263.90 | 334.50 | - | 1,100 | 200 | 1,000 | ||||
| 31 May | 22530.70 | 191.75 | - | 0 | 800 | 800 | ||||
| 30 May | 22488.65 | 191.75 | - | 0 | 0 | 0 | ||||
| 29 May | 22704.70 | 191.75 | - | 0 | 0 | 0 | ||||
| 28 May | 22888.15 | 191.75 | - | 0 | 0 | 0 | ||||
| 27 May | 22932.45 | 191.75 | - | 0 | 0 | 800 | ||||
| 24 May | 22957.10 | 191.75 | - | 0 | 0 | 0 | ||||
| 23 May | 22967.65 | 191.75 | - | 0 | 0 | 800 | ||||
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| 22 May | 22597.80 | 191.75 | - | 225 | -200 | 800 | ||||
| 21 May | 22529.05 | 150.00 | - | 0 | 0 | 0 | ||||
| 18 May | 22502.00 | 150.00 | - | 0 | 0 | 1,000 | ||||
| 17 May | 22466.10 | 150.00 | - | 0 | 0 | 1,000 | ||||
| 16 May | 22403.85 | 150.00 | - | 1,050 | -75 | 1,000 | ||||
| 15 May | 22200.55 | 146.55 | - | 1,875 | 750 | 1,000 | ||||
| 14 May | 22217.85 | 122.55 | - | 0 | 125 | 0 | ||||
| 13 May | 22104.05 | 122.55 | - | 0 | 125 | 0 | ||||
For NIFTY - strike price 24150 expiring on 25JUL2024
Delta for 24150 CE is -
Historical price for 24150 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 401.4, which was -6.95 lower than the previous day. The implied volatity was -, the open interest changed by -2300 which decreased total open position to 38600
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 408.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -4825 which decreased total open position to 40900
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 414.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -23525 which decreased total open position to 45725
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 343.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -9900 which decreased total open position to 69525
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 359.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 35800 which increased total open position to 79425
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 338.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 26250 which increased total open position to 43625
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 320.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -3975 which decreased total open position to 17375
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 260.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 1300 which increased total open position to 21325
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 220.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 8050 which increased total open position to 20025
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 158, which was lower than the previous day. The implied volatity was -, the open interest changed by 3975 which increased total open position to 11700
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 129.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -1700 which decreased total open position to 7350
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 165.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 9075
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 159.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 4350 which increased total open position to 8775
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 171.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 4400
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 153.40, which was lower than the previous day. The implied volatity was -, the open interest changed by -300 which decreased total open position to 3500
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 156.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 800 which increased total open position to 3775
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 158.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 2850
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 158.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 675 which increased total open position to 2775
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 184.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 1700
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 210.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 1550
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 115.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 1375
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 94.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1325
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 94.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 325 which increased total open position to 1325
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 334.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 1000
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 191.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 800 which increased total open position to 800
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 191.75, 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 191.75, 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 191.75, 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 27 May NIFTY was trading at 22932.45. The strike last trading price was 191.75, 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 24 May NIFTY was trading at 22957.10. The strike last trading price was 191.75, 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 23 May NIFTY was trading at 22967.65. The strike last trading price was 191.75, 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 22 May NIFTY was trading at 22597.80. The strike last trading price was 191.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 800
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 150.00, 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 150.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1000
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 150.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1000
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 150.00, 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 15 May NIFTY was trading at 22200.55. The strike last trading price was 146.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 1000
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 122.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 0
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 122.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 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 | 167.75 | -15.50 | - | 1,72,150 | 575 | 73,625 |
| 4 Jul | 24302.15 | 183.25 | - | 88,825 | -875 | 73,050 | |
| 3 Jul | 24286.50 | 205 | - | 1,34,075 | 3,275 | 73,925 | |
| 2 Jul | 24123.85 | 275.35 | - | 2,26,300 | 7,625 | 71,125 | |
| 1 Jul | 24141.95 | 293 | - | 1,70,675 | 17,475 | 63,500 | |
| 28 Jun | 24010.60 | 344.95 | - | 2,75,725 | 35,200 | 46,025 | |
| 27 Jun | 24044.50 | 369.2 | - | 38,125 | 3,925 | 10,825 | |
| 26 Jun | 23868.80 | 433.8 | - | 9,750 | 1,525 | 7,000 | |
| 25 Jun | 23721.30 | 522.15 | - | 5,800 | 1,150 | 5,475 | |
| 24 Jun | 23537.85 | 646.6 | - | 300 | 225 | 4,350 | |
| 21 Jun | 23501.10 | 650.30 | - | 2,000 | 250 | 4,225 | |
| 20 Jun | 23567.00 | 610.05 | - | 5,400 | 3,150 | 4,050 | |
| 19 Jun | 23516.00 | 684.70 | - | 3,225 | -925 | 900 | |
| 18 Jun | 23557.90 | 621.65 | - | 3,750 | -100 | 1,775 | |
| 14 Jun | 23465.60 | 719.25 | - | 50 | 0 | 1,875 | |
| 13 Jun | 23398.90 | 774.50 | - | 100 | 0 | 1,775 | |
| 12 Jun | 23322.95 | 824.45 | - | 300 | 50 | 1,525 | |
| 11 Jun | 23264.85 | 812.00 | - | 150 | 0 | 1,325 | |
| 10 Jun | 23259.20 | 905.05 | - | 300 | 250 | 1,275 | |
| 7 Jun | 23290.15 | 761.90 | - | 4,975 | 1,025 | 1,025 | |
| 6 Jun | 22821.40 | 1318.75 | - | 0 | 3,475 | 0 | |
| 5 Jun | 22620.35 | 1318.75 | - | 0 | 3,475 | 0 | |
| 4 Jun | 21884.50 | 1318.75 | - | 3,025 | 3,475 | 3,475 | |
| 3 Jun | 23263.90 | 1507.50 | - | 0 | 300 | 0 | |
| 31 May | 22530.70 | 1507.50 | - | 300 | 2,375 | 2,375 | |
| 30 May | 22488.65 | 1190.80 | - | 0 | 0 | 0 | |
| 29 May | 22704.70 | 1190.80 | - | 0 | 0 | 0 | |
| 28 May | 22888.15 | 1190.80 | - | 0 | 0 | 2,375 | |
| 27 May | 22932.45 | 1190.80 | - | 1,350 | 0 | 1,975 | |
| 24 May | 22957.10 | 1553.45 | - | 0 | 0 | 0 | |
| 23 May | 22967.65 | 1553.45 | - | 0 | 0 | 0 | |
| 22 May | 22597.80 | 1553.45 | - | 0 | 0 | 0 | |
| 21 May | 22529.05 | 1553.45 | - | 0 | 0 | 0 | |
| 18 May | 22502.00 | 1553.45 | - | 0 | 0 | 1,975 | |
| 17 May | 22466.10 | 1553.45 | - | 0 | 150 | 0 | |
| 16 May | 22403.85 | 1553.45 | - | 650 | 150 | 1,475 | |
| 15 May | 22200.55 | 1799.50 | - | 0 | 0 | 0 | |
| 14 May | 22217.85 | 1799.50 | - | 0 | 425 | 0 | |
| 13 May | 22104.05 | 1799.50 | - | 825 | 425 | 1,125 | |
For NIFTY - strike price 24150 expiring on 25JUL2024
Delta for 24150 PE is -
Historical price for 24150 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 167.75, which was -15.50 lower than the previous day. The implied volatity was -, the open interest changed by 575 which increased total open position to 73625
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 183.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -875 which decreased total open position to 73050
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 205, which was lower than the previous day. The implied volatity was -, the open interest changed by 3275 which increased total open position to 73925
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 275.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 7625 which increased total open position to 71125
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 293, which was lower than the previous day. The implied volatity was -, the open interest changed by 17475 which increased total open position to 63500
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 344.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 35200 which increased total open position to 46025
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 369.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 3925 which increased total open position to 10825
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 433.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 1525 which increased total open position to 7000
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 522.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 1150 which increased total open position to 5475
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 646.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 4350
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 650.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 4225
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 610.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 3150 which increased total open position to 4050
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 684.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -925 which decreased total open position to 900
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 621.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 1775
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 719.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1875
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 774.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1775
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 824.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 1525
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 812.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1325
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 905.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 1275
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 761.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 1025 which increased total open position to 1025
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 1318.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 3475 which increased total open position to 0
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 1318.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 3475 which increased total open position to 0
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 1318.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 3475 which increased total open position to 3475
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 1507.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 0
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 1507.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 2375 which increased total open position to 2375
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 1190.80, 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 1190.80, 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 28 May NIFTY was trading at 22888.15. The strike last trading price was 1190.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2375
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 1190.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1975
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 1553.45, 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 23 May NIFTY was trading at 22967.65. The strike last trading price was 1553.45, 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 22 May NIFTY was trading at 22597.80. The strike last trading price was 1553.45, 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 21 May NIFTY was trading at 22529.05. The strike last trading price was 1553.45, 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 1553.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1975
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1553.45, 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 1553.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 1475
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1799.50, 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 1799.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 425 which increased total open position to 0
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 1799.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 425 which increased total open position to 1125