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 | 125 | -0.10 | - | 11,33,900 | 96,925 | 7,73,325 | |||
| 4 Jul | 24302.15 | 125.1 | - | 7,99,300 | 68,000 | 6,76,400 | ||||
| 3 Jul | 24286.50 | 138 | - | 7,65,125 | -4,500 | 6,08,400 | ||||
| 2 Jul | 24123.85 | 106 | - | 6,30,175 | 51,650 | 6,12,000 | ||||
| 1 Jul | 24141.95 | 118.8 | - | 6,48,475 | 35,525 | 5,60,350 | ||||
| 28 Jun | 24010.60 | 104.55 | - | 10,47,075 | 42,575 | 5,24,825 | ||||
| 27 Jun | 24044.50 | 106.75 | - | 5,38,775 | 97,425 | 4,82,250 | ||||
| 26 Jun | 23868.80 | 86.4 | - | 4,61,025 | 30,400 | 3,84,850 | ||||
| 25 Jun | 23721.30 | 69 | - | 4,04,700 | 82,950 | 3,54,450 | ||||
| 24 Jun | 23537.85 | 44.95 | - | 2,36,300 | 29,550 | 2,71,725 | ||||
| 21 Jun | 23501.10 | 36.20 | - | 4,13,600 | 55,450 | 2,43,975 | ||||
| 20 Jun | 23567.00 | 51.80 | - | 2,11,125 | 10,025 | 1,89,150 | ||||
| 19 Jun | 23516.00 | 53.30 | - | 1,97,950 | 13,075 | 1,79,125 | ||||
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| 18 Jun | 23557.90 | 51.60 | - | 1,15,450 | 28,350 | 1,67,050 | ||||
| 14 Jun | 23465.60 | 49.10 | - | 1,22,200 | 32,925 | 1,38,700 | ||||
| 13 Jun | 23398.90 | 53.40 | - | 90,750 | 7,175 | 1,05,825 | ||||
| 12 Jun | 23322.95 | 63.05 | - | 94,875 | 11,425 | 99,100 | ||||
| 11 Jun | 23264.85 | 63.85 | - | 45,450 | 4,375 | 87,700 | ||||
| 10 Jun | 23259.20 | 86.85 | - | 66,275 | 5,400 | 83,425 | ||||
| 7 Jun | 23290.15 | 81.00 | - | 48,075 | -1,800 | 77,725 | ||||
| 6 Jun | 22821.40 | 63.00 | - | 36,975 | 1,975 | 79,525 | ||||
| 5 Jun | 22620.35 | 44.35 | - | 55,675 | -7,050 | 77,550 | ||||
| 4 Jun | 21884.50 | 64.65 | - | 2,13,275 | 5,350 | 84,600 | ||||
| 3 Jun | 23263.90 | 235.00 | - | 1,08,900 | 16,925 | 79,250 | ||||
| 31 May | 22530.70 | 111.75 | - | 53,425 | 7,350 | 62,425 | ||||
| 30 May | 22488.65 | 95.00 | - | 25,800 | -14,750 | 55,075 | ||||
| 29 May | 22704.70 | 109.95 | - | 52,900 | 24,200 | 69,825 | ||||
| 28 May | 22888.15 | 126.70 | - | 34,350 | 16,800 | 45,625 | ||||
| 27 May | 22932.45 | 140.70 | - | 40,425 | 14,275 | 28,950 | ||||
| 24 May | 22957.10 | 138.75 | - | 20,525 | 14,725 | 14,725 | ||||
For NIFTY - strike price 24700 expiring on 25JUL2024
Delta for 24700 CE is -
Historical price for 24700 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 125, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 96925 which increased total open position to 773325
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 125.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 68000 which increased total open position to 676400
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 138, which was lower than the previous day. The implied volatity was -, the open interest changed by -4500 which decreased total open position to 608400
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 106, which was lower than the previous day. The implied volatity was -, the open interest changed by 51650 which increased total open position to 612000
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 118.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 35525 which increased total open position to 560350
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 104.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 42575 which increased total open position to 524825
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 106.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 97425 which increased total open position to 482250
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 86.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 30400 which increased total open position to 384850
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 69, which was lower than the previous day. The implied volatity was -, the open interest changed by 82950 which increased total open position to 354450
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 44.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 29550 which increased total open position to 271725
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 36.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 55450 which increased total open position to 243975
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 51.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 10025 which increased total open position to 189150
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 53.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 13075 which increased total open position to 179125
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 51.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 28350 which increased total open position to 167050
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 49.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 32925 which increased total open position to 138700
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 53.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 7175 which increased total open position to 105825
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 63.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 11425 which increased total open position to 99100
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 63.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 4375 which increased total open position to 87700
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 86.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 5400 which increased total open position to 83425
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 81.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -1800 which decreased total open position to 77725
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 63.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1975 which increased total open position to 79525
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 44.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -7050 which decreased total open position to 77550
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 64.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 5350 which increased total open position to 84600
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 235.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 16925 which increased total open position to 79250
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 111.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 7350 which increased total open position to 62425
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 95.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -14750 which decreased total open position to 55075
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 109.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 24200 which increased total open position to 69825
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 126.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 16800 which increased total open position to 45625
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 140.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 14275 which increased total open position to 28950
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 138.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 14725 which increased total open position to 14725
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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 | 435.15 | -11.75 | - | 71,975 | -575 | 26,750 |
| 4 Jul | 24302.15 | 446.9 | - | 76,275 | 15,125 | 27,325 | |
| 3 Jul | 24286.50 | 473.9 | - | 35,200 | 2,225 | 12,200 | |
| 2 Jul | 24123.85 | 594 | - | 34,325 | 325 | 10,025 | |
| 1 Jul | 24141.95 | 597.5 | - | 7,975 | 575 | 9,700 | |
| 28 Jun | 24010.60 | 670.5 | - | 33,325 | 7,100 | 9,125 | |
| 27 Jun | 24044.50 | 700 | - | 4,550 | 1,125 | 2,025 | |
| 26 Jun | 23868.80 | 796 | - | 2,450 | -1,175 | 900 | |
| 25 Jun | 23721.30 | 895.7 | - | 175 | 125 | 2,075 | |
| 24 Jun | 23537.85 | 1070 | - | 100 | 0 | 1,850 | |
| 21 Jun | 23501.10 | 1081.60 | - | 300 | 150 | 1,700 | |
| 20 Jun | 23567.00 | 1057.90 | - | 75 | -250 | 1,525 | |
| 19 Jun | 23516.00 | 1122.95 | - | 1,675 | -1,300 | 1,775 | |
| 18 Jun | 23557.90 | 1052.05 | - | 75 | 100 | 3,000 | |
| 14 Jun | 23465.60 | 1135.95 | - | 125 | 25 | 2,900 | |
| 13 Jun | 23398.90 | 1209.95 | - | 200 | 0 | 2,675 | |
| 12 Jun | 23322.95 | 1261.15 | - | 350 | 150 | 2,475 | |
| 11 Jun | 23264.85 | 1247.60 | - | 250 | 150 | 2,275 | |
| 10 Jun | 23259.20 | 1337.50 | - | 400 | 350 | 2,075 | |
| 7 Jun | 23290.15 | 1353.60 | - | 375 | -325 | 1,675 | |
| 6 Jun | 22821.40 | 1734.70 | - | 775 | 0 | 2,000 | |
| 5 Jun | 22620.35 | 1900.65 | - | 850 | 650 | 2,000 | |
| 4 Jun | 21884.50 | 1862.95 | - | 1,225 | 1,000 | 1,350 | |
| 3 Jun | 23263.90 | 1326.50 | - | 350 | 0 | 350 | |
| 31 May | 22530.70 | 1964.45 | - | 350 | 50 | 50 | |
| 30 May | 22488.65 | 1660.00 | - | 0 | 0 | 0 | |
| 29 May | 22704.70 | 1660.00 | - | 0 | 0 | 0 | |
| 28 May | 22888.15 | 1660.00 | - | 25 | 0 | 50 | |
| 27 May | 22932.45 | 1660.05 | - | 50 | 0 | 50 | |
| 24 May | 22957.10 | 1660.05 | - | 50 | 25 | 25 | |
For NIFTY - strike price 24700 expiring on 25JUL2024
Delta for 24700 PE is -
Historical price for 24700 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 435.15, which was -11.75 lower than the previous day. The implied volatity was -, the open interest changed by -575 which decreased total open position to 26750
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 446.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 15125 which increased total open position to 27325
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 473.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 2225 which increased total open position to 12200
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 594, which was lower than the previous day. The implied volatity was -, the open interest changed by 325 which increased total open position to 10025
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 597.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 575 which increased total open position to 9700
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 670.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 7100 which increased total open position to 9125
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 700, which was lower than the previous day. The implied volatity was -, the open interest changed by 1125 which increased total open position to 2025
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 796, which was lower than the previous day. The implied volatity was -, the open interest changed by -1175 which decreased total open position to 900
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 895.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 2075
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1070, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1850
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1081.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 1700
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1057.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -250 which decreased total open position to 1525
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 1122.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -1300 which decreased total open position to 1775
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 1052.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 3000
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 1135.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 2900
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 1209.95, 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 1261.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 2475
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 1247.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 2275
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 1337.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 2075
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 1353.60, which was lower than the previous day. The implied volatity was -, the open interest changed by -325 which decreased total open position to 1675
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 1734.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2000
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 1900.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 650 which increased total open position to 2000
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 1862.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 1000 which increased total open position to 1350
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 1326.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 350
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 1964.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 50
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 1660.00, 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 29 May NIFTY was trading at 22704.70. The strike last trading price was 1660.00, 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 28 May NIFTY was trading at 22888.15. The strike last trading price was 1660.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 1660.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 1660.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 25