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 | 67.05 | -3.45 | - | 11,35,275 | 79,150 | 4,60,400 | |||
| 4 Jul | 24302.15 | 70.5 | - | 6,44,325 | 36,175 | 3,81,250 | ||||
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| 3 Jul | 24286.50 | 83.2 | - | 4,39,700 | 25,850 | 3,45,075 | ||||
| 2 Jul | 24123.85 | 67.95 | - | 4,53,050 | 24,500 | 3,13,825 | ||||
| 1 Jul | 24141.95 | 72.7 | - | 5,68,700 | 74,550 | 2,89,325 | ||||
| 28 Jun | 24010.60 | 64.5 | - | 6,34,050 | 40,850 | 2,14,775 | ||||
| 27 Jun | 24044.50 | 66.15 | - | 4,14,875 | 34,150 | 1,73,925 | ||||
| 26 Jun | 23868.80 | 58.6 | - | 2,55,975 | 41,175 | 1,39,675 | ||||
| 25 Jun | 23721.30 | 38.35 | - | 1,29,025 | 15,850 | 98,500 | ||||
| 24 Jun | 23537.85 | 26.45 | - | 1,21,125 | 7,525 | 85,200 | ||||
| 21 Jun | 23501.10 | 21.75 | - | 99,125 | 3,600 | 77,625 | ||||
| 20 Jun | 23567.00 | 30.60 | - | 1,12,675 | 21,400 | 73,450 | ||||
| 19 Jun | 23516.00 | 33.40 | - | 98,275 | 16,875 | 52,050 | ||||
| 18 Jun | 23557.90 | 33.00 | - | 56,925 | 9,500 | 36,000 | ||||
| 14 Jun | 23465.60 | 33.95 | - | 53,575 | 6,850 | 26,500 | ||||
| 13 Jun | 23398.90 | 35.65 | - | 34,600 | 1,175 | 19,700 | ||||
| 12 Jun | 23322.95 | 45.05 | - | 27,350 | 9,300 | 18,525 | ||||
| 11 Jun | 23264.85 | 38.75 | - | 8,525 | 1,775 | 9,175 | ||||
| 10 Jun | 23259.20 | 42.05 | - | 6,700 | 2,900 | 7,400 | ||||
| 7 Jun | 23290.15 | 65.15 | - | 3,600 | 1,675 | 4,500 | ||||
| 6 Jun | 22821.40 | 40.00 | - | 2,525 | 225 | 2,825 | ||||
| 5 Jun | 22620.35 | 29.90 | - | 10,900 | 2,575 | 2,600 | ||||
| 4 Jun | 21884.50 | 92.50 | - | 75 | 25 | 25 | ||||
For NIFTY - strike price 24900 expiring on 25JUL2024
Delta for 24900 CE is -
Historical price for 24900 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 67.05, which was -3.45 lower than the previous day. The implied volatity was -, the open interest changed by 79150 which increased total open position to 460400
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 70.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 36175 which increased total open position to 381250
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 83.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 25850 which increased total open position to 345075
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 67.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 24500 which increased total open position to 313825
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 72.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 74550 which increased total open position to 289325
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 64.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 40850 which increased total open position to 214775
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 66.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 34150 which increased total open position to 173925
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 58.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 41175 which increased total open position to 139675
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 38.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 15850 which increased total open position to 98500
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 26.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 7525 which increased total open position to 85200
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 21.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 3600 which increased total open position to 77625
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 30.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 21400 which increased total open position to 73450
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 33.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 16875 which increased total open position to 52050
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 33.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 9500 which increased total open position to 36000
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 33.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 6850 which increased total open position to 26500
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 35.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 1175 which increased total open position to 19700
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 45.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 9300 which increased total open position to 18525
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 38.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 1775 which increased total open position to 9175
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 42.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 2900 which increased total open position to 7400
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 65.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 1675 which increased total open position to 4500
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 40.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 2825
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 29.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 2575 which increased total open position to 2600
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 92.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 25
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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 | 583 | -13.95 | - | 5,625 | 425 | 9,900 |
| 4 Jul | 24302.15 | 596.95 | - | 5,050 | 1,950 | 9,475 | |
| 3 Jul | 24286.50 | 619.55 | - | 5,875 | 2,750 | 7,525 | |
| 2 Jul | 24123.85 | 765.85 | - | 2,475 | -1,275 | 4,775 | |
| 1 Jul | 24141.95 | 763.3 | - | 3,725 | -625 | 6,050 | |
| 28 Jun | 24010.60 | 840 | - | 7,975 | 4,700 | 6,675 | |
| 27 Jun | 24044.50 | 858 | - | 2,525 | -400 | 1,975 | |
| 26 Jun | 23868.80 | 1122.2 | - | 0 | 50 | 0 | |
| 25 Jun | 23721.30 | 1122.2 | - | 600 | 50 | 2,375 | |
| 24 Jun | 23537.85 | 1264.05 | - | 100 | 50 | 2,275 | |
| 21 Jun | 23501.10 | 1283.45 | - | 250 | 150 | 2,125 | |
| 20 Jun | 23567.00 | 1224.80 | - | 50 | 50 | 1,950 | |
| 19 Jun | 23516.00 | 1182.75 | - | 175 | 0 | 1,900 | |
| 18 Jun | 23557.90 | 1231.60 | - | 75 | 50 | 1,825 | |
| 14 Jun | 23465.60 | 1306.75 | - | 100 | 50 | 1,775 | |
| 13 Jun | 23398.90 | 1388.40 | - | 250 | 0 | 1,475 | |
| 12 Jun | 23322.95 | 1437.80 | - | 400 | 150 | 1,225 | |
| 11 Jun | 23264.85 | 1430.75 | - | 225 | 175 | 1,025 | |
| 10 Jun | 23259.20 | 1519.50 | - | 400 | 50 | 500 | |
| 7 Jun | 23290.15 | 1480.65 | - | 450 | 0 | 0 | |
| 6 Jun | 22821.40 | 1992.30 | - | 0 | 0 | 0 | |
| 5 Jun | 22620.35 | 1992.30 | - | 0 | 0 | 0 | |
| 4 Jun | 21884.50 | 1992.30 | - | 0 | 0 | 0 | |
For NIFTY - strike price 24900 expiring on 25JUL2024
Delta for 24900 PE is -
Historical price for 24900 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 583, which was -13.95 lower than the previous day. The implied volatity was -, the open interest changed by 425 which increased total open position to 9900
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 596.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 1950 which increased total open position to 9475
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 619.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 2750 which increased total open position to 7525
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 765.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -1275 which decreased total open position to 4775
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 763.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -625 which decreased total open position to 6050
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 840, which was lower than the previous day. The implied volatity was -, the open interest changed by 4700 which increased total open position to 6675
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 858, which was lower than the previous day. The implied volatity was -, the open interest changed by -400 which decreased total open position to 1975
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1122.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 0
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 1122.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 2375
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1264.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 2275
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1283.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 2125
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1224.80, 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 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 1182.75, 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 18 Jun NIFTY was trading at 23557.90. 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 1825
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 1306.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 1775
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 1388.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1475
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 1437.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 1225
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 1430.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 1025
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 1519.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 500
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 1480.65, 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 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 1992.30, 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 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 1992.30, 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 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 1992.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0