NIFTY
Nifty
Historical option data for NIFTY
05 Jul 2024 04:11 PM IST
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 24323.85 | 160 | -3.45 | - | 9,55,925 | -32,125 | 4,59,900 | |||
| 4 Jul | 24302.15 | 163.45 | - | 8,68,925 | 86,325 | 4,92,025 | ||||
| 3 Jul | 24286.50 | 174.05 | - | 7,97,025 | -19,325 | 4,05,700 | ||||
| 2 Jul | 24123.85 | 134.8 | - | 4,61,900 | -4,350 | 4,33,925 | ||||
| 1 Jul | 24141.95 | 148.2 | - | 4,43,450 | 4,825 | 4,38,275 | ||||
| 28 Jun | 24010.60 | 136.95 | - | 8,94,025 | 18,225 | 4,33,450 | ||||
|
|
||||||||||
| 27 Jun | 24044.50 | 138.3 | - | 6,11,275 | 1,37,250 | 4,15,225 | ||||
| 26 Jun | 23868.80 | 114.9 | - | 2,95,825 | -19,850 | 2,78,025 | ||||
| 25 Jun | 23721.30 | 84.85 | - | 3,32,900 | 23,650 | 2,97,875 | ||||
| 24 Jun | 23537.85 | 56 | - | 3,32,550 | 74,425 | 2,79,875 | ||||
| 21 Jun | 23501.10 | 46.45 | - | 4,26,875 | 23,275 | 2,09,450 | ||||
| 20 Jun | 23567.00 | 65.65 | - | 1,51,800 | 32,875 | 1,84,675 | ||||
| 19 Jun | 23516.00 | 66.95 | - | 2,41,200 | 58,300 | 1,51,800 | ||||
| 18 Jun | 23557.90 | 65.45 | - | 76,500 | 17,525 | 93,600 | ||||
| 14 Jun | 23465.60 | 62.00 | - | 99,300 | 30,900 | 76,075 | ||||
| 13 Jun | 23398.90 | 65.85 | - | 57,650 | 7,675 | 45,200 | ||||
| 12 Jun | 23322.95 | 75.35 | - | 38,650 | 15,975 | 37,500 | ||||
| 11 Jun | 23264.85 | 68.10 | - | 21,975 | 9,575 | 22,350 | ||||
| 10 Jun | 23259.20 | 85.05 | - | 18,000 | -500 | 12,725 | ||||
| 7 Jun | 23290.15 | 103.55 | - | 10,625 | -450 | 13,125 | ||||
| 6 Jun | 22821.40 | 60.00 | - | 1,525 | 750 | 13,575 | ||||
| 5 Jun | 22620.35 | 29.35 | - | 7,525 | 4,175 | 12,825 | ||||
| 4 Jun | 21884.50 | 53.80 | - | 4,575 | -75 | 8,650 | ||||
| 3 Jun | 23263.90 | 218.90 | - | 10,975 | 6,425 | 8,725 | ||||
| 31 May | 22530.70 | 143.00 | - | 0 | 2,225 | 0 | ||||
| 30 May | 22488.65 | 143.00 | - | 0 | 2,225 | 0 | ||||
| 29 May | 22704.70 | 143.00 | - | 0 | 2,225 | 0 | ||||
| 28 May | 22888.15 | 143.00 | - | 2,275 | 475 | 550 | ||||
| 27 May | 22932.45 | 180.60 | - | 125 | 75 | 75 | ||||
| 24 May | 22957.10 | 154.50 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 24600 expiring on 25JUL2024
Delta for 24600 CE is -
Historical price for 24600 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 160, which was -3.45 lower than the previous day. The implied volatity was -, the open interest changed by -32125 which decreased total open position to 459900
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 163.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 86325 which increased total open position to 492025
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 174.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -19325 which decreased total open position to 405700
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 134.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -4350 which decreased total open position to 433925
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 148.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 4825 which increased total open position to 438275
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 136.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 18225 which increased total open position to 433450
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 138.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 137250 which increased total open position to 415225
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 114.9, which was lower than the previous day. The implied volatity was -, the open interest changed by -19850 which decreased total open position to 278025
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 84.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 23650 which increased total open position to 297875
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 56, which was lower than the previous day. The implied volatity was -, the open interest changed by 74425 which increased total open position to 279875
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 46.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 23275 which increased total open position to 209450
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 65.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 32875 which increased total open position to 184675
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 66.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 58300 which increased total open position to 151800
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 65.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 17525 which increased total open position to 93600
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 62.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 30900 which increased total open position to 76075
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 65.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 7675 which increased total open position to 45200
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 75.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 15975 which increased total open position to 37500
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 68.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 9575 which increased total open position to 22350
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 85.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -500 which decreased total open position to 12725
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 103.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -450 which decreased total open position to 13125
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 60.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 13575
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 29.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 4175 which increased total open position to 12825
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 53.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 8650
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 218.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 6425 which increased total open position to 8725
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 143.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2225 which increased total open position to 0
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 143.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2225 which increased total open position to 0
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 143.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2225 which increased total open position to 0
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 143.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 475 which increased total open position to 550
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 180.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 75
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 154.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
|||||||
|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 24323.85 | 372.3 | -11.50 | - | 3,88,850 | 18,150 | 1,55,925 |
| 4 Jul | 24302.15 | 383.8 | - | 3,19,725 | 1,07,175 | 1,37,775 | |
| 3 Jul | 24286.50 | 413.75 | - | 85,875 | 11,125 | 30,600 | |
| 2 Jul | 24123.85 | 521 | - | 42,000 | -1,975 | 18,425 | |
| 1 Jul | 24141.95 | 536.2 | - | 27,100 | 375 | 20,400 | |
| 28 Jun | 24010.60 | 606.15 | - | 44,750 | 9,375 | 20,025 | |
| 27 Jun | 24044.50 | 631.1 | - | 12,900 | 4,000 | 10,650 | |
| 26 Jun | 23868.80 | 730 | - | 8,900 | -1,000 | 6,575 | |
| 25 Jun | 23721.30 | 838.2 | - | 5,375 | -100 | 7,575 | |
| 24 Jun | 23537.85 | 976.6 | - | 325 | -100 | 7,750 | |
| 21 Jun | 23501.10 | 1046.00 | - | 5,225 | 675 | 7,950 | |
| 20 Jun | 23567.00 | 941.85 | - | 7,375 | 5,600 | 6,825 | |
| 19 Jun | 23516.00 | 1025.00 | - | 3,200 | -2,025 | 1,225 | |
| 18 Jun | 23557.90 | 940.50 | - | 125 | 300 | 3,225 | |
| 14 Jun | 23465.60 | 1041.40 | - | 200 | 0 | 2,925 | |
| 13 Jun | 23398.90 | 1124.15 | - | 200 | 100 | 2,825 | |
| 12 Jun | 23322.95 | 1177.60 | - | 300 | 0 | 2,425 | |
| 11 Jun | 23264.85 | 1175.95 | - | 325 | 50 | 2,150 | |
| 10 Jun | 23259.20 | 1259.00 | - | 450 | 200 | 1,850 | |
| 7 Jun | 23290.15 | 1265.55 | - | 50 | 1,600 | 1,600 | |
| 6 Jun | 22821.40 | 1780.75 | - | 0 | 800 | 0 | |
| 5 Jun | 22620.35 | 1780.75 | - | 150 | 800 | 1,450 | |
| 4 Jun | 21884.50 | 1723.50 | - | 800 | 350 | 650 | |
| 3 Jun | 23263.90 | 1250.60 | - | 350 | 0 | 300 | |
| 31 May | 22530.70 | 1875.65 | - | 300 | 0 | 0 | |
| 30 May | 22488.65 | 1739.90 | - | 0 | 0 | 0 | |
| 29 May | 22704.70 | 1739.90 | - | 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 24600 expiring on 25JUL2024
Delta for 24600 PE is -
Historical price for 24600 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 372.3, which was -11.50 lower than the previous day. The implied volatity was -, the open interest changed by 18150 which increased total open position to 155925
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 383.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 107175 which increased total open position to 137775
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 413.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 11125 which increased total open position to 30600
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 521, which was lower than the previous day. The implied volatity was -, the open interest changed by -1975 which decreased total open position to 18425
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 536.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 20400
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 606.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 9375 which increased total open position to 20025
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 631.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 4000 which increased total open position to 10650
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 730, which was lower than the previous day. The implied volatity was -, the open interest changed by -1000 which decreased total open position to 6575
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 838.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 7575
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 976.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 7750
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1046.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 675 which increased total open position to 7950
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 941.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 5600 which increased total open position to 6825
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 1025.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -2025 which decreased total open position to 1225
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 940.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 3225
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 1041.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2925
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 1124.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 2825
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 1177.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2425
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 1175.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 2150
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 1259.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 1850
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 1265.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 1600 which increased total open position to 1600
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 1780.75, 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 1780.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 800 which increased total open position to 1450
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 1723.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 650
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 1250.60, 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 1875.65, 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 1739.90, 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 29 May NIFTY was trading at 22704.70. The strike last trading price was 1739.90, 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 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