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 | 309 | -5.00 | - | 24,14,750 | 62,475 | 9,51,675 | |||
| 4 Jul | 24302.15 | 314 | - | 18,22,800 | 1,00,200 | 8,89,200 | ||||
| 3 Jul | 24286.50 | 332 | - | 20,37,100 | 2,54,750 | 7,89,000 | ||||
| 2 Jul | 24123.85 | 265.1 | - | 8,76,325 | 44,525 | 5,40,675 | ||||
| 1 Jul | 24141.95 | 278 | - | 6,49,050 | 1,44,750 | 4,96,150 | ||||
| 28 Jun | 24010.60 | 249.25 | - | 8,04,250 | 37,100 | 3,51,400 | ||||
| 27 Jun | 24044.50 | 245 | - | 5,86,525 | 25,100 | 3,14,300 | ||||
| 26 Jun | 23868.80 | 201.65 | - | 5,25,275 | 86,900 | 2,90,675 | ||||
| 25 Jun | 23721.30 | 163.6 | - | 3,20,225 | 19,525 | 2,03,775 | ||||
| 24 Jun | 23537.85 | 116.7 | - | 3,28,375 | 44,450 | 1,83,925 | ||||
| 21 Jun | 23501.10 | 94.25 | - | 3,13,225 | 18,425 | 1,36,525 | ||||
| 20 Jun | 23567.00 | 131.40 | - | 2,07,025 | 2,600 | 1,17,775 | ||||
| 19 Jun | 23516.00 | 119.20 | - | 1,48,925 | 6,775 | 1,15,175 | ||||
| 18 Jun | 23557.90 | 130.65 | - | 66,825 | 17,275 | 1,08,725 | ||||
| 14 Jun | 23465.60 | 117.45 | - | 1,19,850 | 14,825 | 91,450 | ||||
| 13 Jun | 23398.90 | 119.15 | - | 74,275 | -5,250 | 76,575 | ||||
| 12 Jun | 23322.95 | 130.90 | - | 46,600 | 22,625 | 81,850 | ||||
| 11 Jun | 23264.85 | 118.00 | - | 78,150 | 8,650 | 59,400 | ||||
| 10 Jun | 23259.20 | 114.45 | - | 55,275 | 15,800 | 50,750 | ||||
| 7 Jun | 23290.15 | 169.00 | - | 67,150 | 2,175 | 35,075 | ||||
| 6 Jun | 22821.40 | 98.40 | - | 48,750 | 6,175 | 32,900 | ||||
| 5 Jun | 22620.35 | 65.05 | - | 10,350 | -975 | 26,725 | ||||
| 4 Jun | 21884.50 | 56.10 | - | 51,325 | 825 | 27,700 | ||||
| 3 Jun | 23263.90 | 324.45 | - | 64,875 | 1,575 | 26,875 | ||||
| 31 May | 22530.70 | 173.65 | - | 20,525 | 1,575 | 25,100 | ||||
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| 30 May | 22488.65 | 160.35 | - | 21,900 | 400 | 23,525 | ||||
| 29 May | 22704.70 | 179.10 | - | 17,550 | -3,650 | 23,125 | ||||
| 28 May | 22888.15 | 215.70 | - | 11,025 | -350 | 27,800 | ||||
| 27 May | 22932.45 | 227.00 | - | 25,000 | -425 | 28,200 | ||||
| 24 May | 22957.10 | 222.90 | - | 18,800 | -3,150 | 28,825 | ||||
| 23 May | 22967.65 | 209.15 | - | 87,225 | -40,250 | 34,625 | ||||
| 22 May | 22597.80 | 151.00 | - | 14,325 | 2,400 | 75,450 | ||||
| 21 May | 22529.05 | 158.45 | - | 18,450 | -525 | 73,050 | ||||
| 18 May | 22502.00 | 145.40 | - | 9,175 | 275 | 73,575 | ||||
| 17 May | 22466.10 | 123.85 | - | 37,325 | 20,425 | 73,400 | ||||
| 16 May | 22403.85 | 132.05 | - | 9,750 | -350 | 52,975 | ||||
| 15 May | 22200.55 | 112.95 | - | 3,825 | -125 | 53,225 | ||||
| 14 May | 22217.85 | 128.95 | - | 3,250 | -1,725 | 53,350 | ||||
| 13 May | 22104.05 | 127.40 | - | 14,400 | 775 | 55,075 | ||||
For NIFTY - strike price 24300 expiring on 25JUL2024
Delta for 24300 CE is -
Historical price for 24300 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 309, which was -5.00 lower than the previous day. The implied volatity was -, the open interest changed by 62475 which increased total open position to 951675
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 314, which was lower than the previous day. The implied volatity was -, the open interest changed by 100200 which increased total open position to 889200
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 332, which was lower than the previous day. The implied volatity was -, the open interest changed by 254750 which increased total open position to 789000
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 265.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 44525 which increased total open position to 540675
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 278, which was lower than the previous day. The implied volatity was -, the open interest changed by 144750 which increased total open position to 496150
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 249.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 37100 which increased total open position to 351400
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 245, which was lower than the previous day. The implied volatity was -, the open interest changed by 25100 which increased total open position to 314300
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 201.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 86900 which increased total open position to 290675
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 163.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 19525 which increased total open position to 203775
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 116.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 44450 which increased total open position to 183925
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 94.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 18425 which increased total open position to 136525
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 131.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 2600 which increased total open position to 117775
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 119.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 6775 which increased total open position to 115175
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 130.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 17275 which increased total open position to 108725
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 117.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 14825 which increased total open position to 91450
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 119.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -5250 which decreased total open position to 76575
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 130.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 22625 which increased total open position to 81850
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 118.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 8650 which increased total open position to 59400
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 114.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 15800 which increased total open position to 50750
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 169.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2175 which increased total open position to 35075
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 98.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 6175 which increased total open position to 32900
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 65.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -975 which decreased total open position to 26725
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 56.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 825 which increased total open position to 27700
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 324.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 1575 which increased total open position to 26875
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 173.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 1575 which increased total open position to 25100
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 160.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 23525
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 179.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -3650 which decreased total open position to 23125
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 215.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -350 which decreased total open position to 27800
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 227.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -425 which decreased total open position to 28200
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 222.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -3150 which decreased total open position to 28825
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 209.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -40250 which decreased total open position to 34625
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 151.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2400 which increased total open position to 75450
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 158.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -525 which decreased total open position to 73050
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 145.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 73575
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 123.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 20425 which increased total open position to 73400
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 132.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -350 which decreased total open position to 52975
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 112.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 53225
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 128.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -1725 which decreased total open position to 53350
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 127.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 775 which increased total open position to 55075
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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 | 222 | -15.00 | - | 25,32,975 | 23,450 | 9,57,450 |
| 4 Jul | 24302.15 | 237 | - | 18,74,300 | 1,72,950 | 9,34,000 | |
| 3 Jul | 24286.50 | 265 | - | 20,94,950 | 3,67,425 | 7,61,050 | |
| 2 Jul | 24123.85 | 353.45 | - | 6,85,875 | 40,125 | 3,91,675 | |
| 1 Jul | 24141.95 | 365 | - | 4,97,050 | 1,80,750 | 3,51,550 | |
| 28 Jun | 24010.60 | 418.55 | - | 5,81,500 | 1,18,850 | 1,70,800 | |
| 27 Jun | 24044.50 | 451.65 | - | 1,38,450 | 36,000 | 51,950 | |
| 26 Jun | 23868.80 | 527.55 | - | 27,450 | 3,250 | 15,975 | |
| 25 Jun | 23721.30 | 520.35 | - | 16,625 | 7,850 | 12,725 | |
| 24 Jun | 23537.85 | 721.6 | - | 850 | -75 | 4,875 | |
| 21 Jun | 23501.10 | 790.00 | - | 1,300 | 200 | 4,950 | |
| 20 Jun | 23567.00 | 710.00 | - | 4,550 | 1,025 | 4,750 | |
| 19 Jun | 23516.00 | 793.65 | - | 10,075 | 1,900 | 3,725 | |
| 18 Jun | 23557.90 | 726.00 | - | 1,300 | -25 | 1,850 | |
| 14 Jun | 23465.60 | 823.15 | - | 7,675 | -3,700 | 1,875 | |
| 13 Jun | 23398.90 | 859.50 | - | 475 | -25 | 5,575 | |
| 12 Jun | 23322.95 | 936.45 | - | 350 | 100 | 5,550 | |
| 11 Jun | 23264.85 | 880.00 | - | 225 | -25 | 5,550 | |
| 10 Jun | 23259.20 | 1021.45 | - | 350 | 75 | 5,375 | |
| 7 Jun | 23290.15 | 1605.15 | - | 0 | -12,000 | 0 | |
| 6 Jun | 22821.40 | 1605.15 | - | 0 | -12,000 | 0 | |
| 5 Jun | 22620.35 | 1605.15 | - | 12,400 | -12,000 | 5,350 | |
| 4 Jun | 21884.50 | 2142.85 | - | 350 | 0 | 17,350 | |
| 3 Jun | 23263.90 | 891.85 | - | 16,400 | 14,550 | 17,350 | |
| 31 May | 22530.70 | 1628.20 | - | 350 | 25 | 2,450 | |
| 30 May | 22488.65 | 1650.00 | - | 25 | 2,425 | 2,425 | |
| 29 May | 22704.70 | 1288.00 | - | 0 | 0 | 0 | |
| 28 May | 22888.15 | 1288.00 | - | 0 | 825 | 0 | |
| 27 May | 22932.45 | 1288.00 | - | 1,600 | 425 | 2,025 | |
| 24 May | 22957.10 | 1278.05 | - | 150 | 0 | 1,750 | |
| 23 May | 22967.65 | 1276.70 | - | 500 | 0 | 1,250 | |
| 22 May | 22597.80 | 1519.10 | - | 375 | 0 | 875 | |
| 21 May | 22529.05 | 1714.20 | - | 0 | 0 | 0 | |
| 18 May | 22502.00 | 1714.20 | - | 0 | 0 | 875 | |
| 17 May | 22466.10 | 1714.20 | - | 0 | 50 | 0 | |
| 16 May | 22403.85 | 1714.20 | - | 250 | 50 | 675 | |
| 15 May | 22200.55 | 1826.50 | - | 0 | 150 | 0 | |
| 14 May | 22217.85 | 1826.50 | - | 150 | 0 | 475 | |
| 13 May | 22104.05 | 1939.00 | - | 75 | 50 | 475 | |
For NIFTY - strike price 24300 expiring on 25JUL2024
Delta for 24300 PE is -
Historical price for 24300 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 222, which was -15.00 lower than the previous day. The implied volatity was -, the open interest changed by 23450 which increased total open position to 957450
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 237, which was lower than the previous day. The implied volatity was -, the open interest changed by 172950 which increased total open position to 934000
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 265, which was lower than the previous day. The implied volatity was -, the open interest changed by 367425 which increased total open position to 761050
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 353.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 40125 which increased total open position to 391675
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 365, which was lower than the previous day. The implied volatity was -, the open interest changed by 180750 which increased total open position to 351550
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 418.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 118850 which increased total open position to 170800
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 451.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 36000 which increased total open position to 51950
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 527.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 3250 which increased total open position to 15975
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 520.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 7850 which increased total open position to 12725
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 721.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 4875
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 790.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 4950
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 710.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1025 which increased total open position to 4750
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 793.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 1900 which increased total open position to 3725
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 726.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 1850
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 823.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -3700 which decreased total open position to 1875
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 859.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 5575
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 936.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 5550
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 880.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 5550
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 1021.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 5375
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 1605.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -12000 which decreased total open position to 0
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 1605.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -12000 which decreased total open position to 0
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 1605.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -12000 which decreased total open position to 5350
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 2142.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17350
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 891.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 14550 which increased total open position to 17350
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 1628.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 2450
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 1650.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2425 which increased total open position to 2425
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 1288.00, 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 28 May NIFTY was trading at 22888.15. The strike last trading price was 1288.00, 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 27 May NIFTY was trading at 22932.45. The strike last trading price was 1288.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 425 which increased total open position to 2025
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 1278.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1750
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 1276.70, 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 22 May NIFTY was trading at 22597.80. The strike last trading price was 1519.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 875
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 1714.20, 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 1714.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 875
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1714.20, 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 1714.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 675
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1826.50, 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 14 May NIFTY was trading at 22217.85. The strike last trading price was 1826.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 475
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 1939.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 475