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 | 373 | -4.95 | - | 19,18,000 | 51,150 | 10,69,150 | |||
| 4 Jul | 24302.15 | 377.95 | - | 9,09,275 | 2,325 | 10,18,000 | ||||
| 3 Jul | 24286.50 | 390 | - | 14,43,325 | -10,150 | 10,15,675 | ||||
| 2 Jul | 24123.85 | 318 | - | 23,01,250 | 1,38,700 | 10,24,675 | ||||
| 1 Jul | 24141.95 | 330 | - | 10,83,125 | 48,650 | 8,85,975 | ||||
| 28 Jun | 24010.60 | 299 | - | 23,66,225 | 3,05,000 | 8,37,325 | ||||
| 27 Jun | 24044.50 | 295.95 | - | 11,20,250 | 2,66,750 | 5,32,325 | ||||
| 26 Jun | 23868.80 | 241.05 | - | 4,96,950 | 26,900 | 2,65,025 | ||||
| 25 Jun | 23721.30 | 182.15 | - | 4,25,550 | 6,900 | 2,38,125 | ||||
| 24 Jun | 23537.85 | 142 | - | 4,45,425 | 89,350 | 2,32,150 | ||||
| 21 Jun | 23501.10 | 116.00 | - | 2,44,650 | 13,150 | 1,43,925 | ||||
| 20 Jun | 23567.00 | 159.60 | - | 1,97,875 | 16,275 | 1,31,275 | ||||
| 19 Jun | 23516.00 | 141.60 | - | 1,78,575 | 5,925 | 1,15,000 | ||||
| 18 Jun | 23557.90 | 154.35 | - | 66,225 | 19,325 | 1,08,975 | ||||
| 14 Jun | 23465.60 | 141.70 | - | 1,06,375 | 16,925 | 89,650 | ||||
| 13 Jun | 23398.90 | 143.00 | - | 61,900 | 21,850 | 71,925 | ||||
| 12 Jun | 23322.95 | 156.25 | - | 61,875 | 8,875 | 50,400 | ||||
| 11 Jun | 23264.85 | 150.05 | - | 54,250 | 11,250 | 41,975 | ||||
| 10 Jun | 23259.20 | 168.70 | - | 45,200 | 12,700 | 30,950 | ||||
| 7 Jun | 23290.15 | 195.30 | - | 29,775 | 4,825 | 18,325 | ||||
| 6 Jun | 22821.40 | 96.00 | - | 29,475 | 100 | 13,500 | ||||
| 5 Jun | 22620.35 | 75.25 | - | 6,100 | -3,475 | 13,400 | ||||
| 4 Jun | 21884.50 | 86.35 | - | 20,650 | -2,100 | 16,875 | ||||
| 3 Jun | 23263.90 | 400.00 | - | 60,250 | -3,325 | 18,975 | ||||
| 31 May | 22530.70 | 194.15 | - | 1,05,425 | -30,825 | 22,350 | ||||
| 30 May | 22488.65 | 130.00 | - | 7,950 | 550 | 53,175 | ||||
| 29 May | 22704.70 | 206.50 | - | 1,500 | 825 | 52,625 | ||||
| 28 May | 22888.15 | 239.50 | - | 7,675 | -250 | 51,800 | ||||
| 27 May | 22932.45 | 254.70 | - | 6,925 | 1,525 | 52,975 | ||||
| 24 May | 22957.10 | 246.60 | - | 6,275 | 250 | 51,550 | ||||
| 23 May | 22967.65 | 237.35 | - | 3,325 | 550 | 51,325 | ||||
| 22 May | 22597.80 | 169.90 | - | 1,550 | -25 | 50,775 | ||||
| 21 May | 22529.05 | 179.00 | - | 200 | 50 | 50,825 | ||||
| 18 May | 22502.00 | 138.00 | - | 0 | 49,350 | 0 | ||||
| 17 May | 22466.10 | 138.00 | - | 68,450 | 50,900 | 50,900 | ||||
| 16 May | 22403.85 | 131.75 | - | 0 | -875 | 0 | ||||
| 15 May | 22200.55 | 131.75 | - | 925 | -875 | 1,425 | ||||
| 14 May | 22217.85 | 113.55 | - | 0 | 875 | 0 | ||||
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| 13 May | 22104.05 | 113.55 | - | 0 | 875 | 0 | ||||
For NIFTY - strike price 24200 expiring on 25JUL2024
Delta for 24200 CE is -
Historical price for 24200 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 373, which was -4.95 lower than the previous day. The implied volatity was -, the open interest changed by 51150 which increased total open position to 1069150
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 377.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 2325 which increased total open position to 1018000
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 390, which was lower than the previous day. The implied volatity was -, the open interest changed by -10150 which decreased total open position to 1015675
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 318, which was lower than the previous day. The implied volatity was -, the open interest changed by 138700 which increased total open position to 1024675
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 330, which was lower than the previous day. The implied volatity was -, the open interest changed by 48650 which increased total open position to 885975
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 299, which was lower than the previous day. The implied volatity was -, the open interest changed by 305000 which increased total open position to 837325
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 295.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 266750 which increased total open position to 532325
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 241.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 26900 which increased total open position to 265025
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 182.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 6900 which increased total open position to 238125
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 142, which was lower than the previous day. The implied volatity was -, the open interest changed by 89350 which increased total open position to 232150
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 116.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 13150 which increased total open position to 143925
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 159.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 16275 which increased total open position to 131275
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 141.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 5925 which increased total open position to 115000
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 154.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 19325 which increased total open position to 108975
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 141.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 16925 which increased total open position to 89650
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 143.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 21850 which increased total open position to 71925
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 156.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 8875 which increased total open position to 50400
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 150.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 11250 which increased total open position to 41975
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 168.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 12700 which increased total open position to 30950
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 195.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 4825 which increased total open position to 18325
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 96.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 13500
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 75.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -3475 which decreased total open position to 13400
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 86.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -2100 which decreased total open position to 16875
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 400.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -3325 which decreased total open position to 18975
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 194.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -30825 which decreased total open position to 22350
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 130.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 53175
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 206.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 825 which increased total open position to 52625
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 239.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -250 which decreased total open position to 51800
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 254.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 1525 which increased total open position to 52975
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 246.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 51550
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 237.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 51325
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 169.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 50775
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 179.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 50825
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 138.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 49350 which increased total open position to 0
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 138.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 50900 which increased total open position to 50900
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 131.75, 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 15 May NIFTY was trading at 22200.55. The strike last trading price was 131.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -875 which decreased total open position to 1425
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 113.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 875 which increased total open position to 0
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 113.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 875 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 | 184 | -17.95 | - | 25,94,900 | 1,03,100 | 12,97,750 |
| 4 Jul | 24302.15 | 201.95 | - | 13,38,925 | -47,375 | 11,94,650 | |
| 3 Jul | 24286.50 | 221.5 | - | 18,22,200 | 2,12,100 | 12,42,025 | |
| 2 Jul | 24123.85 | 303 | - | 21,82,475 | 1,73,375 | 10,28,100 | |
| 1 Jul | 24141.95 | 317 | - | 9,03,800 | 87,425 | 8,54,725 | |
| 28 Jun | 24010.60 | 367.8 | - | 25,46,925 | 4,07,725 | 7,67,300 | |
| 27 Jun | 24044.50 | 391.5 | - | 7,52,000 | 3,08,875 | 3,59,575 | |
| 26 Jun | 23868.80 | 466.2 | - | 1,05,400 | 29,725 | 50,775 | |
| 25 Jun | 23721.30 | 551.35 | - | 31,750 | 5,550 | 21,050 | |
| 24 Jun | 23537.85 | 649.8 | - | 12,025 | 4,775 | 15,475 | |
| 21 Jun | 23501.10 | 764.95 | - | 6,225 | 75 | 10,600 | |
| 20 Jun | 23567.00 | 640.40 | - | 10,725 | 4,025 | 10,625 | |
| 19 Jun | 23516.00 | 718.85 | - | 11,275 | 3,400 | 6,600 | |
| 18 Jun | 23557.90 | 655.40 | - | 3,525 | -150 | 3,125 | |
| 14 Jun | 23465.60 | 750.00 | - | 3,650 | 25 | 3,275 | |
| 13 Jun | 23398.90 | 806.15 | - | 1,900 | 100 | 3,250 | |
| 12 Jun | 23322.95 | 865.00 | - | 1,025 | 150 | 3,200 | |
| 11 Jun | 23264.85 | 845.00 | - | 675 | 275 | 3,050 | |
| 10 Jun | 23259.20 | 1000.60 | - | 3,375 | -1,150 | 2,800 | |
| 7 Jun | 23290.15 | 920.00 | - | 2,550 | 325 | 3,950 | |
| 6 Jun | 22821.40 | 1325.40 | - | 900 | -700 | 3,625 | |
| 5 Jun | 22620.35 | 1495.80 | - | 125 | -25 | 4,325 | |
| 4 Jun | 21884.50 | 2001.25 | - | 375 | 0 | 4,350 | |
| 3 Jun | 23263.90 | 947.00 | - | 1,425 | 425 | 4,350 | |
| 31 May | 22530.70 | 1546.95 | - | 250 | 3,675 | 3,675 | |
| 30 May | 22488.65 | 1390.00 | - | 0 | 75 | 0 | |
| 29 May | 22704.70 | 1390.00 | - | 150 | 75 | 3,600 | |
| 28 May | 22888.15 | 1208.20 | - | 525 | 125 | 3,125 | |
| 27 May | 22932.45 | 1116.00 | - | 325 | 25 | 2,725 | |
| 24 May | 22957.10 | 1216.00 | - | 2,250 | 825 | 2,300 | |
| 23 May | 22967.65 | 1200.35 | - | 775 | 75 | 1,075 | |
| 22 May | 22597.80 | 1442.40 | - | 350 | 0 | 650 | |
| 21 May | 22529.05 | 1587.60 | - | 0 | 0 | 0 | |
| 18 May | 22502.00 | 1587.60 | - | 0 | 0 | 650 | |
| 17 May | 22466.10 | 1587.60 | - | 0 | 50 | 0 | |
| 16 May | 22403.85 | 1587.60 | - | 450 | 50 | 250 | |
| 15 May | 22200.55 | 1770.50 | - | 25 | 0 | 200 | |
| 14 May | 22217.85 | 2007.85 | - | 0 | 0 | 0 | |
| 13 May | 22104.05 | 2007.85 | - | 25 | 0 | 175 | |
For NIFTY - strike price 24200 expiring on 25JUL2024
Delta for 24200 PE is -
Historical price for 24200 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 184, which was -17.95 lower than the previous day. The implied volatity was -, the open interest changed by 103100 which increased total open position to 1297750
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 201.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -47375 which decreased total open position to 1194650
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 221.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 212100 which increased total open position to 1242025
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 303, which was lower than the previous day. The implied volatity was -, the open interest changed by 173375 which increased total open position to 1028100
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 317, which was lower than the previous day. The implied volatity was -, the open interest changed by 87425 which increased total open position to 854725
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 367.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 407725 which increased total open position to 767300
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 391.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 308875 which increased total open position to 359575
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 466.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 29725 which increased total open position to 50775
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 551.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 5550 which increased total open position to 21050
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 649.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 4775 which increased total open position to 15475
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 764.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 10600
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 640.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 4025 which increased total open position to 10625
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 718.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 3400 which increased total open position to 6600
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 655.40, which was lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 3125
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 750.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 3275
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 806.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 3250
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 865.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 3200
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 845.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 3050
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 1000.60, which was lower than the previous day. The implied volatity was -, the open interest changed by -1150 which decreased total open position to 2800
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 920.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 325 which increased total open position to 3950
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 1325.40, which was lower than the previous day. The implied volatity was -, the open interest changed by -700 which decreased total open position to 3625
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 1495.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 4325
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 2001.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4350
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 947.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 425 which increased total open position to 4350
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 1546.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 3675 which increased total open position to 3675
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 1390.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 0
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 1390.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 3600
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 1208.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 3125
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 1116.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 2725
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 1216.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 825 which increased total open position to 2300
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 1200.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 1075
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 1442.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 650
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 1587.60, 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 1587.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 650
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1587.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 0
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 1587.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 250
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1770.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 200
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 2007.85, 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 13 May NIFTY was trading at 22104.05. The strike last trading price was 2007.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 175