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 | 341.45 | -7.80 | - | 2,71,225 | 1,550 | 62,650 | |||
| 4 Jul | 24302.15 | 349.25 | - | 1,48,125 | -4,600 | 61,100 | ||||
| 3 Jul | 24286.50 | 359 | - | 3,06,875 | 23,600 | 65,700 | ||||
| 2 Jul | 24123.85 | 294 | - | 1,30,150 | 5,150 | 43,200 | ||||
| 1 Jul | 24141.95 | 301.55 | - | 50,650 | 5,100 | 38,050 | ||||
| 28 Jun | 24010.60 | 269 | - | 92,100 | 12,250 | 32,950 | ||||
| 27 Jun | 24044.50 | 272 | - | 71,125 | 75 | 20,700 | ||||
| 26 Jun | 23868.80 | 223 | - | 57,300 | 7,075 | 20,625 | ||||
| 25 Jun | 23721.30 | 183.7 | - | 20,650 | 3,625 | 13,550 | ||||
| 24 Jun | 23537.85 | 127.2 | - | 23,575 | 4,000 | 10,200 | ||||
| 21 Jun | 23501.10 | 100.10 | - | 12,375 | -3,575 | 6,175 | ||||
| 20 Jun | 23567.00 | 142.75 | - | 5,625 | -625 | 9,750 | ||||
| 19 Jun | 23516.00 | 135.35 | - | 9,100 | 4,225 | 10,375 | ||||
| 18 Jun | 23557.90 | 141.00 | - | 2,700 | 25 | 6,150 | ||||
| 14 Jun | 23465.60 | 127.45 | - | 1,575 | 525 | 6,125 | ||||
| 13 Jun | 23398.90 | 123.00 | - | 625 | 175 | 5,600 | ||||
| 12 Jun | 23322.95 | 145.85 | - | 5,125 | 3,825 | 5,175 | ||||
| 11 Jun | 23264.85 | 151.50 | - | 0 | 425 | 0 | ||||
| 10 Jun | 23259.20 | 151.50 | - | 850 | 425 | 1,350 | ||||
| 7 Jun | 23290.15 | 107.85 | - | 150 | -125 | 950 | ||||
| 6 Jun | 22821.40 | 99.50 | - | 275 | 1,075 | 1,075 | ||||
| 5 Jun | 22620.35 | 56.50 | - | 0 | 825 | 0 | ||||
| 4 Jun | 21884.50 | 56.50 | - | 200 | 825 | 825 | ||||
| 3 Jun | 23263.90 | 227.10 | - | 0 | 0 | 0 | ||||
| 31 May | 22530.70 | 227.10 | - | 0 | -50 | 0 | ||||
| 30 May | 22488.65 | 227.10 | - | 0 | -50 | 0 | ||||
| 29 May | 22704.70 | 227.10 | - | 0 | -50 | 0 | ||||
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| 28 May | 22888.15 | 227.10 | - | 50 | 0 | 825 | ||||
| 27 May | 22932.45 | 165.65 | - | 0 | 0 | 0 | ||||
| 24 May | 22957.10 | 165.65 | - | 0 | -25 | 0 | ||||
| 23 May | 22967.65 | 165.65 | - | 25 | 0 | 850 | ||||
| 22 May | 22597.80 | 165.45 | - | 200 | 0 | 1,050 | ||||
| 21 May | 22529.05 | 140.55 | - | 0 | 0 | 1,050 | ||||
| 18 May | 22502.00 | 140.55 | - | 25 | 0 | 1,050 | ||||
| 17 May | 22466.10 | 129.75 | - | 0 | 0 | 0 | ||||
| 16 May | 22403.85 | 129.75 | - | 0 | 0 | 1,050 | ||||
| 15 May | 22200.55 | 129.75 | - | 0 | 0 | 0 | ||||
| 14 May | 22217.85 | 129.75 | - | 200 | 0 | 1,050 | ||||
| 13 May | 22104.05 | 129.75 | - | 200 | 175 | 1,050 | ||||
For NIFTY - strike price 24250 expiring on 25JUL2024
Delta for 24250 CE is -
Historical price for 24250 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 341.45, which was -7.80 lower than the previous day. The implied volatity was -, the open interest changed by 1550 which increased total open position to 62650
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 349.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -4600 which decreased total open position to 61100
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 359, which was lower than the previous day. The implied volatity was -, the open interest changed by 23600 which increased total open position to 65700
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 294, which was lower than the previous day. The implied volatity was -, the open interest changed by 5150 which increased total open position to 43200
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 301.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 5100 which increased total open position to 38050
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 269, which was lower than the previous day. The implied volatity was -, the open interest changed by 12250 which increased total open position to 32950
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 272, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 20700
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 223, which was lower than the previous day. The implied volatity was -, the open interest changed by 7075 which increased total open position to 20625
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 183.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 3625 which increased total open position to 13550
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 127.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 4000 which increased total open position to 10200
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 100.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -3575 which decreased total open position to 6175
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 142.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -625 which decreased total open position to 9750
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 135.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 4225 which increased total open position to 10375
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 141.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 6150
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 127.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 525 which increased total open position to 6125
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 123.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 5600
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 145.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 3825 which increased total open position to 5175
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 151.50, 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 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 151.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 425 which increased total open position to 1350
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 107.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 950
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 99.50, 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 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 56.50, 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 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 56.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 825 which increased total open position to 825
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 227.10, 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 31 May NIFTY was trading at 22530.70. The strike last trading price was 227.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 0
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 227.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 0
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 227.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 0
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 227.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 825
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 165.65, 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 24 May NIFTY was trading at 22957.10. The strike last trading price was 165.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 0
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 165.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 850
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 165.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1050
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 140.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1050
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 140.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1050
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 129.75, 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 16 May NIFTY was trading at 22403.85. The strike last trading price was 129.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1050
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 129.75, 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 14 May NIFTY was trading at 22217.85. The strike last trading price was 129.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1050
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 129.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 1050
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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 | 203.6 | -14.40 | - | 3,60,550 | 3,050 | 83,950 |
| 4 Jul | 24302.15 | 218 | - | 1,99,275 | 2,125 | 80,900 | |
| 3 Jul | 24286.50 | 240.9 | - | 3,46,550 | 48,825 | 78,775 | |
| 2 Jul | 24123.85 | 329 | - | 97,725 | 14,775 | 30,850 | |
| 1 Jul | 24141.95 | 341.3 | - | 19,150 | 2,775 | 16,075 | |
| 28 Jun | 24010.60 | 400.45 | - | 56,100 | 5,375 | 13,300 | |
| 27 Jun | 24044.50 | 416.3 | - | 24,975 | 5,000 | 7,925 | |
| 26 Jun | 23868.80 | 492 | - | 2,300 | 625 | 2,925 | |
| 25 Jun | 23721.30 | 581.4 | - | 2,500 | 175 | 2,300 | |
| 24 Jun | 23537.85 | 704.3 | - | 100 | 0 | 2,025 | |
| 21 Jun | 23501.10 | 725.40 | - | 375 | -25 | 1,975 | |
| 20 Jun | 23567.00 | 677.60 | - | 2,600 | -175 | 2,025 | |
| 19 Jun | 23516.00 | 749.70 | - | 3,400 | 750 | 2,200 | |
| 18 Jun | 23557.90 | 705.00 | - | 175 | 0 | 1,275 | |
| 14 Jun | 23465.60 | 793.70 | - | 50 | 0 | 1,275 | |
| 13 Jun | 23398.90 | 844.70 | - | 350 | 0 | 1,150 | |
| 12 Jun | 23322.95 | 898.95 | - | 150 | 0 | 1,250 | |
| 11 Jun | 23264.85 | 882.95 | - | 150 | 0 | 1,250 | |
| 10 Jun | 23259.20 | 986.50 | - | 775 | 0 | 1,150 | |
| 7 Jun | 23290.15 | 985.70 | - | 10,975 | 1,200 | 1,200 | |
| 6 Jun | 22821.40 | 1454.00 | - | 0 | 6,925 | 0 | |
| 5 Jun | 22620.35 | 1454.00 | - | 0 | 6,925 | 0 | |
| 4 Jun | 21884.50 | 1454.00 | - | 6,200 | 6,925 | 8,800 | |
| 3 Jun | 23263.90 | 1083.30 | - | 875 | 0 | 1,875 | |
| 31 May | 22530.70 | 1586.20 | - | 300 | 1,575 | 1,575 | |
| 30 May | 22488.65 | 1223.05 | - | 0 | 0 | 0 | |
| 29 May | 22704.70 | 1223.05 | - | 0 | 0 | 0 | |
| 28 May | 22888.15 | 1223.05 | - | 0 | 0 | 1,575 | |
| 27 May | 22932.45 | 1223.05 | - | 1,200 | 800 | 1,175 | |
| 24 May | 22957.10 | 1253.40 | - | 2,475 | 0 | 375 | |
| 23 May | 22967.65 | 1253.40 | - | 2,475 | 0 | 1,225 | |
| 22 May | 22597.80 | 1626.35 | - | 0 | 0 | 0 | |
| 21 May | 22529.05 | 1626.35 | - | 0 | 0 | 0 | |
| 18 May | 22502.00 | 1626.35 | - | 0 | 0 | 1,225 | |
| 17 May | 22466.10 | 1626.35 | - | 0 | 50 | 0 | |
| 16 May | 22403.85 | 1626.35 | - | 450 | 50 | 825 | |
| 15 May | 22200.55 | 1881.95 | - | 0 | 0 | 0 | |
| 14 May | 22217.85 | 1881.95 | - | 0 | 0 | 0 | |
| 13 May | 22104.05 | 1881.95 | - | 75 | 0 | 750 | |
For NIFTY - strike price 24250 expiring on 25JUL2024
Delta for 24250 PE is -
Historical price for 24250 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 203.6, which was -14.40 lower than the previous day. The implied volatity was -, the open interest changed by 3050 which increased total open position to 83950
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 218, which was lower than the previous day. The implied volatity was -, the open interest changed by 2125 which increased total open position to 80900
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 240.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 48825 which increased total open position to 78775
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 329, which was lower than the previous day. The implied volatity was -, the open interest changed by 14775 which increased total open position to 30850
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 341.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 2775 which increased total open position to 16075
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 400.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 5375 which increased total open position to 13300
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 416.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 5000 which increased total open position to 7925
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 492, which was lower than the previous day. The implied volatity was -, the open interest changed by 625 which increased total open position to 2925
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 581.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 2300
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 704.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2025
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 725.40, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 1975
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 677.60, which was lower than the previous day. The implied volatity was -, the open interest changed by -175 which decreased total open position to 2025
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 749.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 2200
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 705.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1275
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 793.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1275
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 844.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1150
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 898.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1250
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 882.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1250
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 986.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1150
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 985.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 1200 which increased total open position to 1200
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 1454.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 6925 which increased total open position to 0
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 1454.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 6925 which increased total open position to 0
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 1454.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 6925 which increased total open position to 8800
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 1083.30, 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 31 May NIFTY was trading at 22530.70. The strike last trading price was 1586.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 1575 which increased total open position to 1575
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 1223.05, 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 1223.05, 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 1223.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1575
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 1223.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 800 which increased total open position to 1175
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 1253.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 375
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 1253.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1225
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 1626.35, 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 21 May NIFTY was trading at 22529.05. The strike last trading price was 1626.35, 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 18 May NIFTY was trading at 22502.00. The strike last trading price was 1626.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1225
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1626.35, 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 1626.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 825
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1881.95, 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 14 May NIFTY was trading at 22217.85. The strike last trading price was 1881.95, 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 13 May NIFTY was trading at 22104.05. The strike last trading price was 1881.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 750