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 | 79.55 | -4.80 | - | 1,48,700 | 6,425 | 77,775 | |||
| 4 Jul | 24302.15 | 84.35 | - | 1,66,725 | 9,900 | 71,350 | ||||
| 3 Jul | 24286.50 | 95 | - | 1,07,850 | 9,050 | 61,450 | ||||
| 2 Jul | 24123.85 | 70.7 | - | 80,050 | -3,150 | 52,175 | ||||
| 1 Jul | 24141.95 | 83 | - | 1,03,925 | -19,775 | 55,325 | ||||
| 28 Jun | 24010.60 | 74.2 | - | 1,94,200 | 56,800 | 75,100 | ||||
| 27 Jun | 24044.50 | 77.5 | - | 44,850 | 14,550 | 18,300 | ||||
| 26 Jun | 23868.80 | 62.2 | - | 15,850 | 3,875 | 3,875 | ||||
| 25 Jun | 23721.30 | 95.75 | - | 0 | 0 | 0 | ||||
| 24 Jun | 23537.85 | 95.75 | - | 0 | 0 | 0 | ||||
| 21 Jun | 23501.10 | 95.75 | - | 25 | 0 | 500 | ||||
| 20 Jun | 23567.00 | 38.30 | - | 0 | 0 | 0 | ||||
| 19 Jun | 23516.00 | 38.30 | - | 0 | 0 | 0 | ||||
| 18 Jun | 23557.90 | 38.30 | - | 0 | 0 | 0 | ||||
| 14 Jun | 23465.60 | 38.30 | - | 0 | 0 | 0 | ||||
| 13 Jun | 23398.90 | 38.30 | - | 0 | 0 | 0 | ||||
|
|
||||||||||
| 12 Jun | 23322.95 | 38.30 | - | 0 | 0 | 0 | ||||
| 11 Jun | 23264.85 | 38.30 | - | 0 | 0 | 0 | ||||
| 10 Jun | 23259.20 | 38.30 | - | 0 | 0 | 0 | ||||
| 7 Jun | 23290.15 | 38.30 | - | 0 | 275 | 0 | ||||
| 6 Jun | 22821.40 | 38.30 | - | 0 | 275 | 0 | ||||
| 5 Jun | 22620.35 | 38.30 | - | 500 | 275 | 275 | ||||
| 4 Jun | 21884.50 | 118.60 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 24850 expiring on 25JUL2024
Delta for 24850 CE is -
Historical price for 24850 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 79.55, which was -4.80 lower than the previous day. The implied volatity was -, the open interest changed by 6425 which increased total open position to 77775
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 84.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 9900 which increased total open position to 71350
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 95, which was lower than the previous day. The implied volatity was -, the open interest changed by 9050 which increased total open position to 61450
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 70.7, which was lower than the previous day. The implied volatity was -, the open interest changed by -3150 which decreased total open position to 52175
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 83, which was lower than the previous day. The implied volatity was -, the open interest changed by -19775 which decreased total open position to 55325
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 74.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 56800 which increased total open position to 75100
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 77.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 14550 which increased total open position to 18300
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 62.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 3875 which increased total open position to 3875
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 95.75, 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 Jun NIFTY was trading at 23537.85. The strike last trading price was 95.75, 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 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 95.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 500
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 38.30, 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 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 38.30, 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 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 38.30, 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 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 38.30, 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 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 38.30, 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 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 38.30, 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 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 38.30, 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 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 38.30, 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 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 38.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 0
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 38.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 0
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 38.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 275
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 118.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
|||||||
|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 24323.85 | 543.8 | -18.10 | - | 1,025 | -625 | 7,350 |
| 4 Jul | 24302.15 | 561.9 | - | 8,175 | 5,650 | 7,975 | |
| 3 Jul | 24286.50 | 580 | - | 300 | 25 | 2,325 | |
| 2 Jul | 24123.85 | 720.5 | - | 4,925 | 2,350 | 2,350 | |
| 1 Jul | 24141.95 | 791.25 | - | 0 | 5,800 | 0 | |
| 28 Jun | 24010.60 | 791.25 | - | 10,750 | 5,800 | 5,800 | |
| 27 Jun | 24044.50 | 1044.4 | - | 0 | 0 | 0 | |
| 26 Jun | 23868.80 | 1044.4 | - | 0 | 25 | 0 | |
| 25 Jun | 23721.30 | 1044.4 | - | 200 | 25 | 2,125 | |
| 24 Jun | 23537.85 | 1186.15 | - | 200 | 50 | 1,950 | |
| 21 Jun | 23501.10 | 1231.60 | - | 225 | 50 | 1,725 | |
| 20 Jun | 23567.00 | 1191.70 | - | 75 | 150 | 1,600 | |
| 19 Jun | 23516.00 | 1173.50 | - | 150 | 0 | 1,450 | |
| 18 Jun | 23557.90 | 1186.30 | - | 125 | 25 | 1,325 | |
| 14 Jun | 23465.60 | 1285.55 | - | 100 | 0 | 1,300 | |
| 13 Jun | 23398.90 | 1343.55 | - | 350 | 0 | 1,050 | |
| 12 Jun | 23322.95 | 1392.65 | - | 400 | 150 | 850 | |
| 11 Jun | 23264.85 | 1389.50 | - | 250 | 200 | 650 | |
| 10 Jun | 23259.20 | 1467.50 | - | 400 | 0 | 200 | |
| 7 Jun | 23290.15 | 1484.60 | - | 50 | 200 | 200 | |
| 6 Jun | 22821.40 | 2736.55 | - | 0 | 200 | 0 | |
| 5 Jun | 22620.35 | 2736.55 | - | 0 | 200 | 200 | |
| 4 Jun | 21884.50 | 2736.55 | - | 200 | 0 | 0 | |
For NIFTY - strike price 24850 expiring on 25JUL2024
Delta for 24850 PE is -
Historical price for 24850 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 543.8, which was -18.10 lower than the previous day. The implied volatity was -, the open interest changed by -625 which decreased total open position to 7350
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 561.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 5650 which increased total open position to 7975
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 580, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 2325
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 720.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 2350 which increased total open position to 2350
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 791.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 5800 which increased total open position to 0
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 791.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 5800 which increased total open position to 5800
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1044.4, 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 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1044.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 0
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 1044.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 2125
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1186.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 1950
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1231.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 1725
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1191.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 1600
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 1173.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1450
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 1186.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 1325
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 1285.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1300
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 1343.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1050
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 1392.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 850
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 1389.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 650
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 1467.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 200
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 1484.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 200
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 2736.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 0
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 2736.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 200
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 2736.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0