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 | 250 | -9.90 | - | 15,61,275 | -32,725 | 6,29,200 | |||
| 4 Jul | 24302.15 | 259.9 | - | 18,52,025 | 1,13,175 | 6,61,925 | ||||
| 3 Jul | 24286.50 | 271 | - | 8,94,425 | 70,475 | 5,48,750 | ||||
| 2 Jul | 24123.85 | 212.55 | - | 5,74,900 | -22,775 | 4,77,825 | ||||
| 1 Jul | 24141.95 | 233.95 | - | 5,18,100 | 24,350 | 5,00,600 | ||||
| 28 Jun | 24010.60 | 200.1 | - | 7,73,650 | 61,750 | 4,76,250 | ||||
| 27 Jun | 24044.50 | 198.05 | - | 4,67,975 | 12,350 | 4,14,500 | ||||
| 26 Jun | 23868.80 | 168.75 | - | 2,74,100 | 34,025 | 4,02,625 | ||||
| 25 Jun | 23721.30 | 134.45 | - | 2,81,300 | -3,875 | 3,68,600 | ||||
| 24 Jun | 23537.85 | 90.7 | - | 4,01,550 | 85,675 | 3,75,925 | ||||
| 21 Jun | 23501.10 | 73.00 | - | 3,82,375 | 52,175 | 2,91,325 | ||||
| 20 Jun | 23567.00 | 105.25 | - | 1,97,625 | 22,875 | 2,41,900 | ||||
| 19 Jun | 23516.00 | 98.65 | - | 1,91,525 | 11,500 | 2,19,025 | ||||
| 18 Jun | 23557.90 | 104.00 | - | 1,10,250 | 27,700 | 2,09,500 | ||||
| 14 Jun | 23465.60 | 96.20 | - | 1,68,625 | 23,125 | 1,81,800 | ||||
| 13 Jun | 23398.90 | 100.00 | - | 82,100 | 5,850 | 1,58,875 | ||||
| 12 Jun | 23322.95 | 111.45 | - | 1,13,775 | -5,175 | 1,53,175 | ||||
| 11 Jun | 23264.85 | 100.35 | - | 71,775 | 4,675 | 1,58,525 | ||||
| 10 Jun | 23259.20 | 126.90 | - | 2,81,825 | -52,900 | 1,53,900 | ||||
| 7 Jun | 23290.15 | 140.65 | - | 1,16,100 | -33,225 | 2,06,900 | ||||
| 6 Jun | 22821.40 | 62.10 | - | 50,250 | 3,950 | 2,40,125 | ||||
| 5 Jun | 22620.35 | 61.50 | - | 36,750 | -4,950 | 2,36,175 | ||||
| 4 Jun | 21884.50 | 67.00 | - | 1,43,650 | -5,950 | 2,41,125 | ||||
| 3 Jun | 23263.90 | 290.00 | - | 3,82,625 | -1,46,400 | 2,47,075 | ||||
| 31 May | 22530.70 | 151.00 | - | 3,20,050 | -63,250 | 3,93,875 | ||||
| 30 May | 22488.65 | 133.10 | - | 2,47,250 | -1,38,725 | 4,57,125 | ||||
| 29 May | 22704.70 | 155.00 | - | 1,66,625 | -67,450 | 5,95,850 | ||||
| 28 May | 22888.15 | 187.45 | - | 94,575 | 5,725 | 6,63,600 | ||||
| 27 May | 22932.45 | 203.05 | - | 1,45,550 | 12,700 | 6,58,125 | ||||
| 24 May | 22957.10 | 197.10 | - | 1,10,925 | 1,125 | 6,45,775 | ||||
| 23 May | 22967.65 | 183.80 | - | 1,87,350 | 29,600 | 6,51,825 | ||||
| 22 May | 22597.80 | 134.50 | - | 58,500 | 10,625 | 6,22,200 | ||||
| 21 May | 22529.05 | 141.45 | - | 73,050 | 7,050 | 6,12,500 | ||||
| 18 May | 22502.00 | 129.95 | - | 82,400 | 42,650 | 6,10,300 | ||||
| 17 May | 22466.10 | 104.55 | - | 4,81,075 | 3,84,800 | 5,67,725 | ||||
| 16 May | 22403.85 | 120.15 | - | 51,550 | 3,175 | 1,82,925 | ||||
| 15 May | 22200.55 | 103.80 | - | 67,325 | 41,050 | 1,79,575 | ||||
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| 14 May | 22217.85 | 116.15 | - | 27,950 | 1,450 | 1,38,700 | ||||
| 13 May | 22104.05 | 113.70 | - | 90,500 | 0 | 1,37,250 | ||||
For NIFTY - strike price 24400 expiring on 25JUL2024
Delta for 24400 CE is -
Historical price for 24400 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 250, which was -9.90 lower than the previous day. The implied volatity was -, the open interest changed by -32725 which decreased total open position to 629200
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 259.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 113175 which increased total open position to 661925
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 271, which was lower than the previous day. The implied volatity was -, the open interest changed by 70475 which increased total open position to 548750
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 212.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -22775 which decreased total open position to 477825
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 233.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 24350 which increased total open position to 500600
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 200.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 61750 which increased total open position to 476250
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 198.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 12350 which increased total open position to 414500
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 168.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 34025 which increased total open position to 402625
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 134.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -3875 which decreased total open position to 368600
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 90.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 85675 which increased total open position to 375925
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 73.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 52175 which increased total open position to 291325
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 105.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 22875 which increased total open position to 241900
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 98.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 11500 which increased total open position to 219025
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 104.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 27700 which increased total open position to 209500
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 96.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 23125 which increased total open position to 181800
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 100.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 5850 which increased total open position to 158875
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 111.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -5175 which decreased total open position to 153175
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 100.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 4675 which increased total open position to 158525
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 126.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -52900 which decreased total open position to 153900
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 140.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -33225 which decreased total open position to 206900
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 62.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 3950 which increased total open position to 240125
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 61.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -4950 which decreased total open position to 236175
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 67.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -5950 which decreased total open position to 241125
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 290.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -146400 which decreased total open position to 247075
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 151.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -63250 which decreased total open position to 393875
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 133.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -138725 which decreased total open position to 457125
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 155.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -67450 which decreased total open position to 595850
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 187.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 5725 which increased total open position to 663600
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 203.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 12700 which increased total open position to 658125
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 197.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 1125 which increased total open position to 645775
On 23 May NIFTY was trading at 22967.65. The strike last trading price was 183.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 29600 which increased total open position to 651825
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 134.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 10625 which increased total open position to 622200
On 21 May NIFTY was trading at 22529.05. The strike last trading price was 141.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 7050 which increased total open position to 612500
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 129.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 42650 which increased total open position to 610300
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 104.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 384800 which increased total open position to 567725
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 120.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 3175 which increased total open position to 182925
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 103.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 41050 which increased total open position to 179575
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 116.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 1450 which increased total open position to 138700
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 113.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 137250
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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 | 265 | -13.05 | - | 13,73,950 | -73,800 | 4,63,125 |
| 4 Jul | 24302.15 | 278.05 | - | 19,02,300 | 3,26,700 | 5,36,925 | |
| 3 Jul | 24286.50 | 306.05 | - | 5,76,425 | 1,43,850 | 2,10,225 | |
| 2 Jul | 24123.85 | 405 | - | 1,33,325 | 6,225 | 66,125 | |
| 1 Jul | 24141.95 | 438.45 | - | 1,10,650 | 12,475 | 59,900 | |
| 28 Jun | 24010.60 | 471.65 | - | 1,67,425 | 10,425 | 47,425 | |
| 27 Jun | 24044.50 | 498.8 | - | 48,925 | 7,175 | 37,000 | |
| 26 Jun | 23868.80 | 587 | - | 15,150 | 5,750 | 29,850 | |
| 25 Jun | 23721.30 | 678 | - | 6,825 | 600 | 24,100 | |
| 24 Jun | 23537.85 | 792 | - | 7,675 | -3,650 | 23,500 | |
| 21 Jun | 23501.10 | 865.75 | - | 1,425 | -50 | 27,125 | |
| 20 Jun | 23567.00 | 785.55 | - | 4,725 | -50 | 27,175 | |
| 19 Jun | 23516.00 | 857.15 | - | 14,275 | 9,450 | 27,225 | |
| 18 Jun | 23557.90 | 801.15 | - | 21,800 | 14,000 | 17,850 | |
| 14 Jun | 23465.60 | 902.00 | - | 8,250 | -200 | 3,850 | |
| 13 Jun | 23398.90 | 979.90 | - | 175 | 75 | 4,050 | |
| 12 Jun | 23322.95 | 1032.25 | - | 5,075 | -1,900 | 3,975 | |
| 11 Jun | 23264.85 | 1005.00 | - | 1,125 | 150 | 5,875 | |
| 10 Jun | 23259.20 | 1132.40 | - | 1,475 | 50 | 5,750 | |
| 7 Jun | 23290.15 | 1077.30 | - | 12,625 | 5,875 | 5,875 | |
| 6 Jun | 22821.40 | 1903.90 | - | 0 | -25 | 0 | |
| 5 Jun | 22620.35 | 1903.90 | - | 75 | -25 | 17,850 | |
| 4 Jun | 21884.50 | 2229.60 | - | 2,425 | 175 | 17,875 | |
| 3 Jun | 23263.90 | 1050.00 | - | 6,575 | 5,725 | 17,700 | |
| 31 May | 22530.70 | 1708.30 | - | 400 | 11,575 | 11,575 | |
| 30 May | 22488.65 | 1500.00 | - | 0 | 250 | 0 | |
| 29 May | 22704.70 | 1500.00 | - | 525 | 250 | 11,475 | |
| 28 May | 22888.15 | 1360.90 | - | 0 | 10,175 | 0 | |
| 27 May | 22932.45 | 1360.90 | - | 10,875 | 9,775 | 10,825 | |
| 24 May | 22957.10 | 1400.00 | - | 0 | 0 | 0 | |
| 23 May | 22967.65 | 1400.00 | - | 75 | -25 | 1,025 | |
| 22 May | 22597.80 | 1598.10 | - | 325 | 0 | 750 | |
| 21 May | 22529.05 | 1680.95 | - | 100 | -25 | 750 | |
| 18 May | 22502.00 | 1846.10 | - | 0 | 0 | 775 | |
| 17 May | 22466.10 | 1846.10 | - | 0 | -25 | 0 | |
| 16 May | 22403.85 | 1846.10 | - | 75 | -25 | 725 | |
| 15 May | 22200.55 | 1924.55 | - | 150 | 0 | 600 | |
| 14 May | 22217.85 | 1907.20 | - | 50 | 25 | 550 | |
| 13 May | 22104.05 | 2040.25 | - | 100 | 75 | 525 | |
For NIFTY - strike price 24400 expiring on 25JUL2024
Delta for 24400 PE is -
Historical price for 24400 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 265, which was -13.05 lower than the previous day. The implied volatity was -, the open interest changed by -73800 which decreased total open position to 463125
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 278.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 326700 which increased total open position to 536925
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 306.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 143850 which increased total open position to 210225
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 405, which was lower than the previous day. The implied volatity was -, the open interest changed by 6225 which increased total open position to 66125
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 438.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 12475 which increased total open position to 59900
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 471.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 10425 which increased total open position to 47425
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 498.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 7175 which increased total open position to 37000
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 587, which was lower than the previous day. The implied volatity was -, the open interest changed by 5750 which increased total open position to 29850
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 678, which was lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 24100
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 792, which was lower than the previous day. The implied volatity was -, the open interest changed by -3650 which decreased total open position to 23500
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 865.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 27125
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 785.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 27175
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 857.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 9450 which increased total open position to 27225
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 801.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 14000 which increased total open position to 17850
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 902.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 3850
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 979.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 4050
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 1032.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -1900 which decreased total open position to 3975
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 1005.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 5875
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 1132.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 5750
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 1077.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 5875 which increased total open position to 5875
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 1903.90, 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 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 1903.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 17850
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 2229.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 17875
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 1050.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 5725 which increased total open position to 17700
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 1708.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 11575 which increased total open position to 11575
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 1500.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 0
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 1500.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 11475
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 1360.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 10175 which increased total open position to 0
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 1360.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 9775 which increased total open position to 10825
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 1400.00, 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 23 May NIFTY was trading at 22967.65. The strike last trading price was 1400.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 1025
On 22 May NIFTY was trading at 22597.80. The strike last trading price was 1598.10, 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 21 May NIFTY was trading at 22529.05. The strike last trading price was 1680.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 750
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 1846.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 775
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1846.10, 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 1846.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 725
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1924.55, 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 14 May NIFTY was trading at 22217.85. The strike last trading price was 1907.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 550
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 2040.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 525