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 | 182 | -5.00 | - | 1,38,550 | -1,150 | 85,525 | |||
| 4 Jul | 24302.15 | 187 | - | 1,65,000 | -6,500 | 86,675 | ||||
| 3 Jul | 24286.50 | 200.4 | - | 1,52,225 | 1,850 | 93,175 | ||||
| 2 Jul | 24123.85 | 156 | - | 79,275 | 6,650 | 91,300 | ||||
| 1 Jul | 24141.95 | 170.35 | - | 66,150 | 17,425 | 84,650 | ||||
| 28 Jun | 24010.60 | 150.55 | - | 68,750 | 7,925 | 67,225 | ||||
| 27 Jun | 24044.50 | 152.55 | - | 84,525 | 5,350 | 59,300 | ||||
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| 26 Jun | 23868.80 | 121.2 | - | 1,08,275 | 27,075 | 53,800 | ||||
| 25 Jun | 23721.30 | 95.8 | - | 19,125 | 3,100 | 26,725 | ||||
| 24 Jun | 23537.85 | 60.05 | - | 37,375 | 13,150 | 23,775 | ||||
| 21 Jun | 23501.10 | 52.70 | - | 20,050 | 25 | 10,450 | ||||
| 20 Jun | 23567.00 | 75.45 | - | 6,350 | 775 | 10,450 | ||||
| 19 Jun | 23516.00 | 73.95 | - | 12,150 | 2,450 | 9,675 | ||||
| 18 Jun | 23557.90 | 83.55 | - | 10,025 | 1,775 | 7,200 | ||||
| 14 Jun | 23465.60 | 69.50 | - | 6,250 | 975 | 5,425 | ||||
| 13 Jun | 23398.90 | 73.45 | - | 4,200 | 2,525 | 4,475 | ||||
| 12 Jun | 23322.95 | 58.00 | - | 350 | -100 | 1,950 | ||||
| 11 Jun | 23264.85 | 75.90 | - | 2,225 | 1,550 | 2,075 | ||||
| 10 Jun | 23259.20 | 31.05 | - | 0 | 0 | 0 | ||||
| 7 Jun | 23290.15 | 31.05 | - | 0 | 500 | 0 | ||||
| 6 Jun | 22821.40 | 31.05 | - | 0 | 500 | 0 | ||||
| 5 Jun | 22620.35 | 31.05 | - | 25 | 500 | 500 | ||||
| 4 Jun | 21884.50 | 162.95 | - | 0 | 0 | 0 | ||||
| 3 Jun | 23263.90 | 162.95 | - | 0 | 0 | 0 | ||||
| 31 May | 22530.70 | 162.95 | - | 0 | 500 | 0 | ||||
| 30 May | 22488.65 | 162.95 | - | 0 | 500 | 0 | ||||
| 29 May | 22704.70 | 162.95 | - | 0 | 500 | 0 | ||||
| 28 May | 22888.15 | 162.95 | - | 500 | 0 | 0 | ||||
| 27 May | 22932.45 | 162.70 | - | 0 | 0 | 0 | ||||
| 24 May | 22957.10 | 162.70 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 24550 expiring on 25JUL2024
Delta for 24550 CE is -
Historical price for 24550 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 182, which was -5.00 lower than the previous day. The implied volatity was -, the open interest changed by -1150 which decreased total open position to 85525
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 187, which was lower than the previous day. The implied volatity was -, the open interest changed by -6500 which decreased total open position to 86675
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 200.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 1850 which increased total open position to 93175
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 156, which was lower than the previous day. The implied volatity was -, the open interest changed by 6650 which increased total open position to 91300
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 170.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 17425 which increased total open position to 84650
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 150.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 7925 which increased total open position to 67225
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 152.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 5350 which increased total open position to 59300
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 121.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 27075 which increased total open position to 53800
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 95.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 3100 which increased total open position to 26725
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 60.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 13150 which increased total open position to 23775
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 52.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 10450
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 75.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 775 which increased total open position to 10450
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 73.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 2450 which increased total open position to 9675
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 83.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 1775 which increased total open position to 7200
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 69.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 975 which increased total open position to 5425
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 73.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 2525 which increased total open position to 4475
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 58.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 1950
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 75.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 1550 which increased total open position to 2075
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 31.05, 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 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 31.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 0
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 31.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 0
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 31.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 500
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 162.95, 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 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 162.95, 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 31 May NIFTY was trading at 22530.70. The strike last trading price was 162.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 0
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 162.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 0
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 162.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 0
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 162.95, 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 27 May NIFTY was trading at 22932.45. The strike last trading price was 162.70, 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 162.70, 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 | 350.4 | -8.85 | - | 31,700 | 7,375 | 15,875 |
| 4 Jul | 24302.15 | 359.25 | - | 20,800 | 975 | 8,500 | |
| 3 Jul | 24286.50 | 384 | - | 12,825 | 3,225 | 7,525 | |
| 2 Jul | 24123.85 | 495.5 | - | 16,450 | -3,875 | 4,475 | |
| 1 Jul | 24141.95 | 508.25 | - | 3,625 | -175 | 8,350 | |
| 28 Jun | 24010.60 | 569.65 | - | 13,450 | 7,200 | 8,525 | |
| 27 Jun | 24044.50 | 587 | - | 1,150 | 600 | 1,325 | |
| 26 Jun | 23868.80 | 683.85 | - | 225 | -25 | 725 | |
| 25 Jun | 23721.30 | 791 | - | 700 | -25 | 750 | |
| 24 Jun | 23537.85 | 942.1 | - | 150 | 0 | 650 | |
| 21 Jun | 23501.10 | 1004.30 | - | 650 | -75 | 650 | |
| 20 Jun | 23567.00 | 905.90 | - | 225 | -25 | 825 | |
| 19 Jun | 23516.00 | 987.00 | - | 3,250 | -2,125 | 850 | |
| 18 Jun | 23557.90 | 924.70 | - | 75 | 75 | 2,900 | |
| 14 Jun | 23465.60 | 1000.10 | - | 75 | 0 | 2,825 | |
| 13 Jun | 23398.90 | 1079.00 | - | 150 | 0 | 2,675 | |
| 12 Jun | 23322.95 | 1134.30 | - | 275 | 50 | 2,475 | |
| 11 Jun | 23264.85 | 1133.60 | - | 325 | 0 | 2,100 | |
| 10 Jun | 23259.20 | 1217.15 | - | 500 | 400 | 2,000 | |
| 7 Jun | 23290.15 | 1214.40 | - | 50 | 1,550 | 1,550 | |
| 6 Jun | 22821.40 | 1730.75 | - | 0 | 800 | 0 | |
| 5 Jun | 22620.35 | 1730.75 | - | 50 | 800 | 1,500 | |
| 4 Jun | 21884.50 | 1680.55 | - | 800 | 400 | 700 | |
| 3 Jun | 23263.90 | 1189.15 | - | 400 | 0 | 300 | |
| 31 May | 22530.70 | 1833.30 | - | 300 | 0 | 0 | |
| 30 May | 22488.65 | 1698.95 | - | 0 | 0 | 0 | |
| 29 May | 22704.70 | 1698.95 | - | 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 24550 expiring on 25JUL2024
Delta for 24550 PE is -
Historical price for 24550 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 350.4, which was -8.85 lower than the previous day. The implied volatity was -, the open interest changed by 7375 which increased total open position to 15875
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 359.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 975 which increased total open position to 8500
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 384, which was lower than the previous day. The implied volatity was -, the open interest changed by 3225 which increased total open position to 7525
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 495.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -3875 which decreased total open position to 4475
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 508.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -175 which decreased total open position to 8350
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 569.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 7200 which increased total open position to 8525
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 587, which was lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 1325
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 683.85, 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 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 791, 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 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 942.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 650
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1004.30, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 650
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 905.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 825
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 987.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -2125 which decreased total open position to 850
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 924.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 2900
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 1000.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2825
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 1079.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2675
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 1134.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 2475
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 1133.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2100
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 1217.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 2000
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 1214.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 1550 which increased total open position to 1550
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 1730.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 800 which increased total open position to 0
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 1730.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 800 which increased total open position to 1500
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 1680.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 700
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 1189.15, 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 1833.30, 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 1698.95, 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 29 May NIFTY was trading at 22704.70. The strike last trading price was 1698.95, 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 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