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 | 138.55 | -6.20 | - | 1,43,975 | 1,675 | 55,350 | |||
| 4 Jul | 24302.15 | 144.75 | - | 97,575 | -3,150 | 53,675 | ||||
| 3 Jul | 24286.50 | 157.45 | - | 76,275 | -1,700 | 56,825 | ||||
| 2 Jul | 24123.85 | 122.35 | - | 1,08,700 | 9,000 | 58,525 | ||||
| 1 Jul | 24141.95 | 134.75 | - | 46,150 | 8,675 | 49,525 | ||||
| 28 Jun | 24010.60 | 116.3 | - | 90,450 | 9,500 | 40,850 | ||||
| 27 Jun | 24044.50 | 121.05 | - | 78,150 | 225 | 31,350 | ||||
| 26 Jun | 23868.80 | 99 | - | 68,900 | 4,250 | 31,125 | ||||
| 25 Jun | 23721.30 | 76.35 | - | 16,800 | 5,000 | 26,875 | ||||
| 24 Jun | 23537.85 | 49.15 | - | 42,625 | 14,975 | 21,875 | ||||
| 21 Jun | 23501.10 | 40.65 | - | 9,425 | 4,425 | 6,775 | ||||
| 20 Jun | 23567.00 | 75.65 | - | 0 | 0 | 0 | ||||
| 19 Jun | 23516.00 | 75.65 | - | 0 | 0 | 0 | ||||
| 18 Jun | 23557.90 | 75.65 | - | 0 | 0 | 0 | ||||
| 14 Jun | 23465.60 | 75.65 | - | 0 | 0 | 0 | ||||
| 13 Jun | 23398.90 | 75.65 | - | 0 | -150 | 0 | ||||
| 12 Jun | 23322.95 | 75.65 | - | 275 | -150 | 2,350 | ||||
| 11 Jun | 23264.85 | 59.70 | - | 375 | -25 | 2,500 | ||||
| 10 Jun | 23259.20 | 79.70 | - | 1,025 | 500 | 2,500 | ||||
| 7 Jun | 23290.15 | 97.00 | - | 225 | 50 | 2,000 | ||||
| 6 Jun | 22821.40 | 65.90 | - | 175 | 1,950 | 1,950 | ||||
| 5 Jun | 22620.35 | 119.95 | - | 0 | 0 | 0 | ||||
| 4 Jun | 21884.50 | 119.95 | - | 0 | 0 | 0 | ||||
| 3 Jun | 23263.90 | 119.95 | - | 0 | 0 | 0 | ||||
| 31 May | 22530.70 | 119.95 | - | 0 | 0 | 0 | ||||
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| 30 May | 22488.65 | 119.95 | - | 0 | 0 | 0 | ||||
| 29 May | 22704.70 | 119.95 | - | 100 | 0 | 1,900 | ||||
| 28 May | 22888.15 | 140.00 | - | 600 | 300 | 1,900 | ||||
| 27 May | 22932.45 | 146.60 | - | 1,600 | 0 | 0 | ||||
| 24 May | 22957.10 | 146.70 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 24650 expiring on 25JUL2024
Delta for 24650 CE is -
Historical price for 24650 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 138.55, which was -6.20 lower than the previous day. The implied volatity was -, the open interest changed by 1675 which increased total open position to 55350
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 144.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -3150 which decreased total open position to 53675
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 157.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -1700 which decreased total open position to 56825
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 122.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 9000 which increased total open position to 58525
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 134.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 8675 which increased total open position to 49525
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 116.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 9500 which increased total open position to 40850
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 121.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 31350
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 99, which was lower than the previous day. The implied volatity was -, the open interest changed by 4250 which increased total open position to 31125
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 76.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 5000 which increased total open position to 26875
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 49.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 14975 which increased total open position to 21875
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 40.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 4425 which increased total open position to 6775
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 75.65, 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 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 75.65, 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 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 75.65, 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 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 75.65, 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 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 75.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 0
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 75.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 2350
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 59.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 2500
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 79.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 2500
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 97.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 2000
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 65.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 1950 which increased total open position to 1950
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 119.95, 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 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 119.95, 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 119.95, 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 119.95, 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 30 May NIFTY was trading at 22488.65. The strike last trading price was 119.95, 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 119.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1900
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 140.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 1900
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 146.60, 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 146.70, 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 | 403.75 | -22.05 | - | 7,375 | 1,525 | 4,925 |
| 4 Jul | 24302.15 | 425.8 | - | 6,825 | -225 | 3,400 | |
| 3 Jul | 24286.50 | 442.3 | - | 5,600 | 500 | 3,625 | |
| 2 Jul | 24123.85 | 563.15 | - | 12,200 | -1,025 | 3,175 | |
| 1 Jul | 24141.95 | 581.45 | - | 125 | 0 | 4,200 | |
| 28 Jun | 24010.60 | 645.7 | - | 5,175 | 1,300 | 4,200 | |
| 27 Jun | 24044.50 | 659.7 | - | 6,925 | -175 | 2,900 | |
| 26 Jun | 23868.80 | 749.15 | - | 150 | 3,225 | 3,225 | |
| 25 Jun | 23721.30 | 1001.45 | - | 0 | -25 | 0 | |
| 24 Jun | 23537.85 | 1001.45 | - | 525 | 25 | 3,275 | |
| 21 Jun | 23501.10 | 1079.40 | - | 275 | 225 | 3,250 | |
| 20 Jun | 23567.00 | 1024.90 | - | 0 | -125 | 0 | |
| 19 Jun | 23516.00 | 1024.90 | - | 175 | -125 | 2,975 | |
| 18 Jun | 23557.90 | 1008.85 | - | 75 | 50 | 3,050 | |
| 14 Jun | 23465.60 | 1087.60 | - | 75 | 50 | 3,000 | |
| 13 Jun | 23398.90 | 1166.95 | - | 250 | 100 | 2,800 | |
| 12 Jun | 23322.95 | 1218.85 | - | 250 | 0 | 2,450 | |
| 11 Jun | 23264.85 | 1218.20 | - | 350 | 0 | 2,100 | |
| 10 Jun | 23259.20 | 1297.40 | - | 450 | 250 | 1,900 | |
| 7 Jun | 23290.15 | 1297.25 | - | 50 | 1,600 | 1,600 | |
| 6 Jun | 22821.40 | 1828.60 | - | 0 | 800 | 0 | |
| 5 Jun | 22620.35 | 1828.60 | - | 100 | 800 | 1,500 | |
| 4 Jun | 21884.50 | 1766.90 | - | 800 | 300 | 700 | |
| 3 Jun | 23263.90 | 1265.20 | - | 350 | 50 | 400 | |
| 31 May | 22530.70 | 1921.35 | - | 350 | 0 | 0 | |
| 30 May | 22488.65 | 1781.15 | - | 0 | 0 | 0 | |
| 29 May | 22704.70 | 1781.15 | - | 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 24650 expiring on 25JUL2024
Delta for 24650 PE is -
Historical price for 24650 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 403.75, which was -22.05 lower than the previous day. The implied volatity was -, the open interest changed by 1525 which increased total open position to 4925
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 425.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -225 which decreased total open position to 3400
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 442.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 3625
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 563.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -1025 which decreased total open position to 3175
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 581.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4200
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 645.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 1300 which increased total open position to 4200
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 659.7, which was lower than the previous day. The implied volatity was -, the open interest changed by -175 which decreased total open position to 2900
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 749.15, 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 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 1001.45, 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 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1001.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 3275
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1079.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 3250
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1024.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 0
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 1024.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 2975
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 1008.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 3050
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 1087.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 3000
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 1166.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 2800
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 1218.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2450
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 1218.20, 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 1297.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 1900
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 1297.25, 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 1828.60, 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 1828.60, 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 1766.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 700
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 1265.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 400
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 1921.35, 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 1781.15, 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 1781.15, 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