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 | 92 | -4.50 | - | 15,60,125 | 33,100 | 8,50,525 | |||
| 4 Jul | 24302.15 | 96.5 | - | 10,48,100 | 1,02,800 | 8,17,425 | ||||
| 3 Jul | 24286.50 | 107.85 | - | 8,58,300 | 65,100 | 7,14,625 | ||||
| 2 Jul | 24123.85 | 84.15 | - | 8,02,625 | 13,675 | 6,50,350 | ||||
| 1 Jul | 24141.95 | 93.5 | - | 7,50,475 | 48,600 | 6,36,675 | ||||
| 28 Jun | 24010.60 | 80.05 | - | 11,08,425 | 53,300 | 5,88,075 | ||||
| 27 Jun | 24044.50 | 85 | - | 9,18,450 | 1,01,325 | 5,34,775 | ||||
| 26 Jun | 23868.80 | 68.25 | - | 6,27,825 | 1,33,400 | 4,33,450 | ||||
| 25 Jun | 23721.30 | 51.95 | - | 3,20,525 | 67,500 | 3,00,050 | ||||
| 24 Jun | 23537.85 | 33.85 | - | 2,89,000 | -3,225 | 2,33,125 | ||||
| 21 Jun | 23501.10 | 27.15 | - | 4,69,725 | -3,850 | 2,36,975 | ||||
| 20 Jun | 23567.00 | 40.30 | - | 2,63,650 | 65,150 | 2,42,775 | ||||
| 19 Jun | 23516.00 | 41.00 | - | 3,23,625 | 45,550 | 1,77,625 | ||||
| 18 Jun | 23557.90 | 40.90 | - | 1,02,550 | 20,800 | 1,32,075 | ||||
| 14 Jun | 23465.60 | 41.55 | - | 1,63,175 | 37,425 | 1,11,275 | ||||
| 13 Jun | 23398.90 | 43.70 | - | 66,750 | 26,050 | 74,200 | ||||
| 12 Jun | 23322.95 | 53.15 | - | 71,625 | 13,000 | 48,225 | ||||
| 11 Jun | 23264.85 | 45.05 | - | 63,125 | 24,125 | 35,225 | ||||
| 10 Jun | 23259.20 | 58.00 | - | 17,525 | 7,075 | 11,250 | ||||
| 7 Jun | 23290.15 | 79.90 | - | 5,875 | 2,050 | 4,175 | ||||
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| 6 Jun | 22821.40 | 45.00 | - | 3,650 | -725 | 2,125 | ||||
| 5 Jun | 22620.35 | 39.85 | - | 3,000 | 2,850 | 2,850 | ||||
| 4 Jun | 21884.50 | 125.15 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 24800 expiring on 25JUL2024
Delta for 24800 CE is -
Historical price for 24800 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 92, which was -4.50 lower than the previous day. The implied volatity was -, the open interest changed by 33100 which increased total open position to 850525
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 96.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 102800 which increased total open position to 817425
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 107.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 65100 which increased total open position to 714625
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 84.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 13675 which increased total open position to 650350
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 93.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 48600 which increased total open position to 636675
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 80.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 53300 which increased total open position to 588075
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 85, which was lower than the previous day. The implied volatity was -, the open interest changed by 101325 which increased total open position to 534775
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 68.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 133400 which increased total open position to 433450
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 51.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 67500 which increased total open position to 300050
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 33.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -3225 which decreased total open position to 233125
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 27.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -3850 which decreased total open position to 236975
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 40.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 65150 which increased total open position to 242775
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 41.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 45550 which increased total open position to 177625
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 40.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 20800 which increased total open position to 132075
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 41.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 37425 which increased total open position to 111275
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 43.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 26050 which increased total open position to 74200
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 53.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 13000 which increased total open position to 48225
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 45.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 24125 which increased total open position to 35225
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 58.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 7075 which increased total open position to 11250
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 79.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 2050 which increased total open position to 4175
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 45.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -725 which decreased total open position to 2125
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 39.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 2850 which increased total open position to 2850
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 125.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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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 | 504.9 | -19.00 | - | 53,900 | -775 | 1,50,075 |
| 4 Jul | 24302.15 | 523.9 | - | 73,025 | 9,700 | 1,50,850 | |
| 3 Jul | 24286.50 | 538 | - | 1,59,175 | 92,725 | 1,41,150 | |
| 2 Jul | 24123.85 | 667.05 | - | 7,025 | -175 | 48,400 | |
| 1 Jul | 24141.95 | 685 | - | 4,450 | 700 | 48,575 | |
| 28 Jun | 24010.60 | 751.3 | - | 9,950 | 1,725 | 47,875 | |
| 27 Jun | 24044.50 | 767.05 | - | 3,150 | 325 | 46,150 | |
| 26 Jun | 23868.80 | 880.4 | - | 53,925 | 44,275 | 45,800 | |
| 25 Jun | 23721.30 | 1046 | - | 125 | 0 | 1,525 | |
| 24 Jun | 23537.85 | 1168.9 | - | 125 | 0 | 1,400 | |
| 21 Jun | 23501.10 | 1185.70 | - | 375 | 75 | 1,275 | |
| 20 Jun | 23567.00 | 1118.25 | - | 100 | 50 | 1,125 | |
| 19 Jun | 23516.00 | 1103.40 | - | 50 | -25 | 1,075 | |
| 18 Jun | 23557.90 | 1143.10 | - | 175 | 25 | 1,100 | |
| 14 Jun | 23465.60 | 1250.80 | - | 100 | 0 | 1,075 | |
| 13 Jun | 23398.90 | 1299.05 | - | 150 | 0 | 950 | |
| 12 Jun | 23322.95 | 1347.85 | - | 1,000 | 150 | 800 | |
| 11 Jun | 23264.85 | 1331.90 | - | 600 | 50 | 600 | |
| 10 Jun | 23259.20 | 1425.80 | - | 500 | 300 | 400 | |
| 7 Jun | 23290.15 | 1440.35 | - | 50 | 100 | 100 | |
| 6 Jun | 22821.40 | 2804.60 | - | 0 | 100 | 0 | |
| 5 Jun | 22620.35 | 2804.60 | - | 0 | 100 | 100 | |
| 4 Jun | 21884.50 | 2804.60 | - | 100 | 0 | 0 | |
For NIFTY - strike price 24800 expiring on 25JUL2024
Delta for 24800 PE is -
Historical price for 24800 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 504.9, which was -19.00 lower than the previous day. The implied volatity was -, the open interest changed by -775 which decreased total open position to 150075
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 523.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 9700 which increased total open position to 150850
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 538, which was lower than the previous day. The implied volatity was -, the open interest changed by 92725 which increased total open position to 141150
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 667.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -175 which decreased total open position to 48400
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 685, which was lower than the previous day. The implied volatity was -, the open interest changed by 700 which increased total open position to 48575
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 751.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 1725 which increased total open position to 47875
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 767.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 325 which increased total open position to 46150
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 880.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 44275 which increased total open position to 45800
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 1046, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1525
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1168.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1400
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1185.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 1275
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1118.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 1125
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 1103.40, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 1075
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 1143.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 1100
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 1250.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1075
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 1299.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 950
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 1347.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 800
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 1331.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 600
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 1425.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 400
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 1440.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 100
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 2804.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 0
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 2804.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 100
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 2804.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0