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 | 232.6 | -13.35 | - | 1,26,150 | 19,950 | 68,150 | |||
| 4 Jul | 24302.15 | 245.95 | - | 1,45,650 | 225 | 48,200 | ||||
| 3 Jul | 24286.50 | 246.2 | - | 84,275 | 7,300 | 47,975 | ||||
| 2 Jul | 24123.85 | 194 | - | 74,625 | -1,950 | 41,125 | ||||
| 1 Jul | 24141.95 | 207.6 | - | 59,000 | 8,800 | 43,075 | ||||
| 28 Jun | 24010.60 | 189.95 | - | 70,375 | 10,850 | 34,275 | ||||
| 27 Jun | 24044.50 | 186.8 | - | 44,775 | 6,275 | 23,425 | ||||
| 26 Jun | 23868.80 | 150.55 | - | 27,425 | -1,150 | 17,250 | ||||
| 25 Jun | 23721.30 | 120.5 | - | 21,100 | 550 | 18,400 | ||||
| 24 Jun | 23537.85 | 78.9 | - | 25,100 | 7,575 | 17,600 | ||||
| 21 Jun | 23501.10 | 67.75 | - | 9,300 | 2,050 | 9,575 | ||||
| 20 Jun | 23567.00 | 85.10 | - | 6,650 | 1,500 | 7,525 | ||||
| 19 Jun | 23516.00 | 91.45 | - | 8,325 | 600 | 6,025 | ||||
| 18 Jun | 23557.90 | 91.40 | - | 6,700 | 4,575 | 5,300 | ||||
| 14 Jun | 23465.60 | 88.20 | - | 1,125 | 675 | 725 | ||||
| 13 Jun | 23398.90 | 183.00 | - | 0 | 0 | 0 | ||||
| 12 Jun | 23322.95 | 183.00 | - | 0 | 0 | 0 | ||||
| 11 Jun | 23264.85 | 183.00 | - | 0 | 0 | 0 | ||||
| 10 Jun | 23259.20 | 183.00 | - | 0 | 0 | 0 | ||||
| 7 Jun | 23290.15 | 183.00 | - | 0 | 0 | 0 | ||||
| 6 Jun | 22821.40 | 183.00 | - | 0 | 0 | 0 | ||||
| 5 Jun | 22620.35 | 183.00 | - | 0 | 0 | 0 | ||||
| 4 Jun | 21884.50 | 183.00 | - | 0 | 0 | 0 | ||||
| 3 Jun | 23263.90 | 183.00 | - | 50 | 0 | 0 | ||||
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| 31 May | 22530.70 | 180.10 | - | 0 | 0 | 0 | ||||
| 30 May | 22488.65 | 180.10 | - | 0 | 0 | 0 | ||||
| 29 May | 22704.70 | 180.10 | - | 0 | 0 | 0 | ||||
| 28 May | 22888.15 | 180.10 | - | 0 | 0 | 0 | ||||
| 27 May | 22932.45 | 180.10 | - | 0 | 0 | 0 | ||||
| 24 May | 22957.10 | 180.10 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 24450 expiring on 25JUL2024
Delta for 24450 CE is -
Historical price for 24450 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 232.6, which was -13.35 lower than the previous day. The implied volatity was -, the open interest changed by 19950 which increased total open position to 68150
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 245.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 48200
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 246.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 7300 which increased total open position to 47975
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 194, which was lower than the previous day. The implied volatity was -, the open interest changed by -1950 which decreased total open position to 41125
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 207.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 8800 which increased total open position to 43075
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 189.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 10850 which increased total open position to 34275
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 186.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 6275 which increased total open position to 23425
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 150.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -1150 which decreased total open position to 17250
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 120.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 18400
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 78.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 7575 which increased total open position to 17600
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 67.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 2050 which increased total open position to 9575
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 85.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 7525
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 91.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 6025
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 91.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 4575 which increased total open position to 5300
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 88.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 675 which increased total open position to 725
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 183.00, 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 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 183.00, 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 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 183.00, 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 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 183.00, 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 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 183.00, 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 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 183.00, 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 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 183.00, 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 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 183.00, 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 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 183.00, 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 180.10, 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 30 May NIFTY was trading at 22488.65. The strike last trading price was 180.10, 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 29 May NIFTY was trading at 22704.70. The strike last trading price was 180.10, 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 28 May NIFTY was trading at 22888.15. The strike last trading price was 180.10, 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 27 May NIFTY was trading at 22932.45. The strike last trading price was 180.10, 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 24 May NIFTY was trading at 22957.10. The strike last trading price was 180.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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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 | 292.4 | -14.30 | - | 62,575 | -4,550 | 23,050 |
| 4 Jul | 24302.15 | 306.7 | - | 91,625 | 10,800 | 27,600 | |
| 3 Jul | 24286.50 | 329.9 | - | 25,250 | 3,250 | 16,800 | |
| 2 Jul | 24123.85 | 434.4 | - | 8,000 | -150 | 13,650 | |
| 1 Jul | 24141.95 | 446 | - | 7,375 | 2,375 | 13,800 | |
| 28 Jun | 24010.60 | 506.6 | - | 25,875 | 8,075 | 11,425 | |
| 27 Jun | 24044.50 | 530 | - | 10,500 | 2,575 | 3,350 | |
| 26 Jun | 23868.80 | 617 | - | 50 | 50 | 775 | |
| 25 Jun | 23721.30 | 719.85 | - | 3,300 | -1,725 | 725 | |
| 24 Jun | 23537.85 | 872.05 | - | 100 | 75 | 2,425 | |
| 21 Jun | 23501.10 | 879.20 | - | 300 | 100 | 2,200 | |
| 20 Jun | 23567.00 | 842.60 | - | 75 | 25 | 2,075 | |
| 19 Jun | 23516.00 | 880.95 | - | 1,125 | -825 | 2,050 | |
| 18 Jun | 23557.90 | 843.05 | - | 200 | 75 | 2,775 | |
| 14 Jun | 23465.60 | 917.45 | - | 100 | 50 | 2,700 | |
| 13 Jun | 23398.90 | 996.95 | - | 250 | 0 | 2,400 | |
| 12 Jun | 23322.95 | 1050.25 | - | 250 | 100 | 2,250 | |
| 11 Jun | 23264.85 | 1045.05 | - | 350 | 250 | 2,050 | |
| 10 Jun | 23259.20 | 1166.70 | - | 825 | 325 | 1,900 | |
| 7 Jun | 23290.15 | 1142.35 | - | 50 | 1,525 | 1,525 | |
| 6 Jun | 22821.40 | 1634.60 | - | 0 | 150 | 0 | |
| 5 Jun | 22620.35 | 1634.60 | - | 250 | 150 | 1,275 | |
| 4 Jun | 21884.50 | 2300.00 | - | 775 | 825 | 1,125 | |
| 3 Jun | 23263.90 | 1140.20 | - | 200 | 0 | 300 | |
| 31 May | 22530.70 | 1748.90 | - | 300 | 0 | 0 | |
| 30 May | 22488.65 | 1618.20 | - | 0 | 0 | 0 | |
| 29 May | 22704.70 | 1618.20 | - | 0 | 0 | 0 | |
| 28 May | 22888.15 | 0.00 | - | 0 | 0 | 0 | |
| 27 May | 22932.45 | 0.00 | - | 0 | 0 | 0 | |
| 24 May | 22957.10 | 0.00 | - | 0 | 0 | 0 | |
For NIFTY - strike price 24450 expiring on 25JUL2024
Delta for 24450 PE is -
Historical price for 24450 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 292.4, which was -14.30 lower than the previous day. The implied volatity was -, the open interest changed by -4550 which decreased total open position to 23050
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 306.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 10800 which increased total open position to 27600
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 329.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 3250 which increased total open position to 16800
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 434.4, which was lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 13650
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 446, which was lower than the previous day. The implied volatity was -, the open interest changed by 2375 which increased total open position to 13800
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 506.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 8075 which increased total open position to 11425
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 530, which was lower than the previous day. The implied volatity was -, the open interest changed by 2575 which increased total open position to 3350
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 617, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 775
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 719.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -1725 which decreased total open position to 725
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 872.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 2425
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 879.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 2200
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 842.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 2075
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 880.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -825 which decreased total open position to 2050
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 843.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 2775
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 917.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 2700
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 996.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2400
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 1050.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 2250
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 1045.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 2050
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 1166.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 325 which increased total open position to 1900
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 1142.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 1525 which increased total open position to 1525
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 1634.60, 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 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 1634.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 1275
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 2300.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 825 which increased total open position to 1125
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 1140.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 300
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 1748.90, 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 1618.20, 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 29 May NIFTY was trading at 22704.70. The strike last trading price was 1618.20, 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 28 May NIFTY was trading at 22888.15. The strike last trading price was 0.00, 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 27 May NIFTY was trading at 22932.45. The strike last trading price was 0.00, 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 24 May NIFTY was trading at 22957.10. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0