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 | 281 | -2.10 | - | 2,37,500 | 5,100 | 1,02,950 | |||
| 4 Jul | 24302.15 | 283.1 | - | 4,05,400 | 29,350 | 97,850 | ||||
| 3 Jul | 24286.50 | 300 | - | 1,97,400 | 29,525 | 68,500 | ||||
| 2 Jul | 24123.85 | 240.05 | - | 66,450 | -200 | 39,075 | ||||
| 1 Jul | 24141.95 | 252 | - | 48,300 | 5,700 | 39,275 | ||||
| 28 Jun | 24010.60 | 238.9 | - | 80,500 | 7,275 | 33,575 | ||||
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| 27 Jun | 24044.50 | 228.85 | - | 1,17,900 | 3,725 | 26,300 | ||||
| 26 Jun | 23868.80 | 183.75 | - | 38,700 | 4,125 | 22,750 | ||||
| 25 Jun | 23721.30 | 148 | - | 23,375 | 3,600 | 18,625 | ||||
| 24 Jun | 23537.85 | 105.4 | - | 43,175 | 3,575 | 15,050 | ||||
| 21 Jun | 23501.10 | 85.60 | - | 16,500 | -1,425 | 10,000 | ||||
| 20 Jun | 23567.00 | 115.85 | - | 9,350 | 1,075 | 11,675 | ||||
| 19 Jun | 23516.00 | 111.80 | - | 8,200 | 1,050 | 10,600 | ||||
| 18 Jun | 23557.90 | 115.20 | - | 11,625 | -3,375 | 9,600 | ||||
| 14 Jun | 23465.60 | 108.00 | - | 21,325 | 7,600 | 12,975 | ||||
| 13 Jun | 23398.90 | 108.10 | - | 2,575 | 1,700 | 5,375 | ||||
| 12 Jun | 23322.95 | 111.70 | - | 2,175 | 600 | 3,675 | ||||
| 11 Jun | 23264.85 | 110.50 | - | 1,500 | 550 | 2,975 | ||||
| 10 Jun | 23259.20 | 125.10 | - | 975 | 100 | 2,475 | ||||
| 7 Jun | 23290.15 | 143.05 | - | 300 | 75 | 2,450 | ||||
| 6 Jun | 22821.40 | 108.75 | - | 25 | 2,375 | 2,375 | ||||
| 5 Jun | 22620.35 | 101.15 | - | 0 | 2,375 | 0 | ||||
| 4 Jun | 21884.50 | 101.15 | - | 600 | 2,375 | 2,375 | ||||
| 3 Jun | 23263.90 | 195.00 | - | 0 | 0 | 0 | ||||
| 31 May | 22530.70 | 195.00 | - | 0 | 0 | 0 | ||||
| 30 May | 22488.65 | 195.00 | - | 0 | 0 | 0 | ||||
| 29 May | 22704.70 | 195.00 | - | 0 | 0 | 0 | ||||
| 28 May | 22888.15 | 195.00 | - | 0 | 0 | 2,350 | ||||
| 27 May | 22932.45 | 195.00 | - | 650 | -75 | 2,250 | ||||
| 24 May | 22957.10 | 200.00 | - | 100 | -50 | 2,275 | ||||
| 23 May | 22967.65 | 213.20 | - | 375 | 0 | 2,300 | ||||
| 22 May | 22597.80 | 150.00 | - | 0 | 0 | 2,300 | ||||
| 21 May | 22529.05 | 150.00 | - | 700 | 100 | 2,275 | ||||
| 18 May | 22502.00 | 130.95 | - | 475 | 0 | 1,700 | ||||
| 17 May | 22466.10 | 112.35 | - | 0 | 25 | 1,700 | ||||
| 16 May | 22403.85 | 112.35 | - | 50 | 0 | 1,675 | ||||
| 15 May | 22200.55 | 105.00 | - | 1,275 | -975 | 1,675 | ||||
| 14 May | 22217.85 | 116.55 | - | 0 | -75 | 2,650 | ||||
| 13 May | 22104.05 | 116.55 | - | 1,100 | 225 | 2,725 | ||||
For NIFTY - strike price 24350 expiring on 25JUL2024
Delta for 24350 CE is -
Historical price for 24350 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 281, which was -2.10 lower than the previous day. The implied volatity was -, the open interest changed by 5100 which increased total open position to 102950
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 283.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 29350 which increased total open position to 97850
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 300, which was lower than the previous day. The implied volatity was -, the open interest changed by 29525 which increased total open position to 68500
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 240.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 39075
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 252, which was lower than the previous day. The implied volatity was -, the open interest changed by 5700 which increased total open position to 39275
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 238.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 7275 which increased total open position to 33575
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 228.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 3725 which increased total open position to 26300
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 183.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 4125 which increased total open position to 22750
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 148, which was lower than the previous day. The implied volatity was -, the open interest changed by 3600 which increased total open position to 18625
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 105.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 3575 which increased total open position to 15050
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 85.60, which was lower than the previous day. The implied volatity was -, the open interest changed by -1425 which decreased total open position to 10000
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 115.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 1075 which increased total open position to 11675
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 111.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 1050 which increased total open position to 10600
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 115.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -3375 which decreased total open position to 9600
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 108.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 7600 which increased total open position to 12975
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 108.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 1700 which increased total open position to 5375
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 111.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 3675
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 110.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 2975
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 125.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 2475
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 143.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 2450
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 108.75, 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 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 101.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 2375 which increased total open position to 0
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 101.15, 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 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 195.00, 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 31 May NIFTY was trading at 22530.70. The strike last trading price was 195.00, 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 30 May NIFTY was trading at 22488.65. The strike last trading price was 195.00, 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 29 May NIFTY was trading at 22704.70. The strike last trading price was 195.00, 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 195.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2350
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 195.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 2250
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 200.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 2275
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 213.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2300
On 22 May NIFTY was trading at 22597.80. 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 2300
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 100 which increased total open position to 2275
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 130.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1700
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 112.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 1700
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 112.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1675
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 105.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -975 which decreased total open position to 1675
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 116.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 2650
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 116.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 2725
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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 | 242.45 | -17.65 | - | 2,07,950 | -10,250 | 75,150 |
| 4 Jul | 24302.15 | 260.1 | - | 4,15,600 | 30,275 | 85,400 | |
| 3 Jul | 24286.50 | 284.15 | - | 1,84,950 | 34,250 | 55,125 | |
| 2 Jul | 24123.85 | 379.35 | - | 33,850 | 5,025 | 21,025 | |
| 1 Jul | 24141.95 | 390.4 | - | 14,525 | 3,175 | 16,000 | |
| 28 Jun | 24010.60 | 431.75 | - | 19,700 | 6,475 | 12,825 | |
| 27 Jun | 24044.50 | 470.8 | - | 14,575 | 2,325 | 6,350 | |
| 26 Jun | 23868.80 | 546 | - | 5,350 | 2,625 | 4,025 | |
| 25 Jun | 23721.30 | 659.85 | - | 150 | 0 | 1,400 | |
| 24 Jun | 23537.85 | 782.1 | - | 200 | 0 | 1,400 | |
| 21 Jun | 23501.10 | 840.05 | - | 575 | -150 | 1,400 | |
| 20 Jun | 23567.00 | 751.15 | - | 75 | -75 | 1,625 | |
| 19 Jun | 23516.00 | 756.15 | - | 75 | 0 | 1,700 | |
| 18 Jun | 23557.90 | 747.85 | - | 7,850 | -3,700 | 1,700 | |
| 14 Jun | 23465.60 | 841.15 | - | 75 | 0 | 5,400 | |
| 13 Jun | 23398.90 | 922.55 | - | 200 | 0 | 5,400 | |
| 12 Jun | 23322.95 | 973.65 | - | 150 | 0 | 5,400 | |
| 11 Jun | 23264.85 | 977.30 | - | 325 | 150 | 5,400 | |
| 10 Jun | 23259.20 | 1091.50 | - | 725 | 300 | 5,250 | |
| 7 Jun | 23290.15 | 1036.90 | - | 14,500 | 5,750 | 5,750 | |
| 6 Jun | 22821.40 | 2186.55 | - | 0 | 25 | 0 | |
| 5 Jun | 22620.35 | 2186.55 | - | 0 | 25 | 0 | |
| 4 Jun | 21884.50 | 2186.55 | - | 500 | 25 | 19,275 | |
| 3 Jun | 23263.90 | 1053.10 | - | 17,825 | 15,325 | 19,250 | |
| 31 May | 22530.70 | 1666.75 | - | 300 | 400 | 3,625 | |
| 30 May | 22488.65 | 1631.00 | - | 1,800 | 3,225 | 3,225 | |
| 29 May | 22704.70 | 1336.40 | - | 0 | 0 | 0 | |
| 28 May | 22888.15 | 1336.40 | - | 200 | 0 | 2,475 | |
| 27 May | 22932.45 | 1309.25 | - | 400 | 0 | 2,075 | |
| 24 May | 22957.10 | 1306.95 | - | 0 | 0 | 2,075 | |
| 23 May | 22967.65 | 1306.95 | - | 750 | 450 | 1,775 | |
| 22 May | 22597.80 | 1707.75 | - | 0 | 0 | 0 | |
| 21 May | 22529.05 | 1707.75 | - | 0 | 0 | 0 | |
| 18 May | 22502.00 | 1707.75 | - | 0 | 0 | 1,325 | |
| 17 May | 22466.10 | 1707.75 | - | 0 | -25 | 0 | |
| 16 May | 22403.85 | 1707.75 | - | 425 | -25 | 925 | |
| 15 May | 22200.55 | 1883.90 | - | 200 | 0 | 750 | |
| 14 May | 22217.85 | 1868.10 | - | 150 | 0 | 600 | |
| 13 May | 22104.05 | 1995.95 | - | 100 | 25 | 600 | |
For NIFTY - strike price 24350 expiring on 25JUL2024
Delta for 24350 PE is -
Historical price for 24350 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 242.45, which was -17.65 lower than the previous day. The implied volatity was -, the open interest changed by -10250 which decreased total open position to 75150
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 260.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 30275 which increased total open position to 85400
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 284.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 34250 which increased total open position to 55125
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 379.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 5025 which increased total open position to 21025
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 390.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 3175 which increased total open position to 16000
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 431.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 6475 which increased total open position to 12825
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 470.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 2325 which increased total open position to 6350
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 546, which was lower than the previous day. The implied volatity was -, the open interest changed by 2625 which increased total open position to 4025
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 659.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1400
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 782.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1400
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 840.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 1400
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 751.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 1625
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 756.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1700
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 747.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -3700 which decreased total open position to 1700
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 841.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5400
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 922.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5400
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 973.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5400
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 977.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 5400
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 1091.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 5250
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 1036.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 5750 which increased total open position to 5750
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 2186.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 0
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 2186.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 0
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 2186.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 19275
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 1053.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 15325 which increased total open position to 19250
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 1666.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 3625
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 1631.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3225 which increased total open position to 3225
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 1336.40, 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 1336.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2475
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 1309.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2075
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 1306.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2075
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 1306.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 1775
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 1707.75, 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 21 May NIFTY was trading at 22529.05. The strike last trading price was 1707.75, 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 18 May NIFTY was trading at 22502.00. The strike last trading price was 1707.75, 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 17 May NIFTY was trading at 22466.10. The strike last trading price was 1707.75, 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 16 May NIFTY was trading at 22403.85. The strike last trading price was 1707.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 925
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1883.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 750
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 1868.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 600
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 1995.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 600