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 | 58.75 | -2.00 | - | 1,86,175 | 19,100 | 1,02,775 | |||
| 4 Jul | 24302.15 | 60.75 | - | 1,51,300 | 475 | 83,675 | ||||
| 3 Jul | 24286.50 | 73.2 | - | 1,11,100 | 26,750 | 83,200 | ||||
| 2 Jul | 24123.85 | 55.45 | - | 1,14,225 | 10,250 | 55,700 | ||||
| 1 Jul | 24141.95 | 63.8 | - | 56,275 | 8,275 | 45,450 | ||||
| 28 Jun | 24010.60 | 56 | - | 91,450 | 7,850 | 37,175 | ||||
| 27 Jun | 24044.50 | 57.95 | - | 69,125 | 21,175 | 29,325 | ||||
| 26 Jun | 23868.80 | 48.85 | - | 30,025 | 8,250 | 8,250 | ||||
| 25 Jun | 23721.30 | 40.95 | - | 0 | 0 | 0 | ||||
| 24 Jun | 23537.85 | 40.95 | - | 0 | 0 | 0 | ||||
| 21 Jun | 23501.10 | 40.95 | - | 0 | 0 | 0 | ||||
| 20 Jun | 23567.00 | 40.95 | - | 0 | 0 | 0 | ||||
| 19 Jun | 23516.00 | 40.95 | - | 0 | 0 | 0 | ||||
| 18 Jun | 23557.90 | 40.95 | - | 0 | 0 | 0 | ||||
| 14 Jun | 23465.60 | 40.95 | - | 0 | 0 | 0 | ||||
| 13 Jun | 23398.90 | 40.95 | - | 0 | 0 | 0 | ||||
| 12 Jun | 23322.95 | 40.95 | - | 0 | 2,650 | 0 | ||||
| 11 Jun | 23264.85 | 40.95 | - | 3,600 | 1,500 | 8,875 | ||||
| 10 Jun | 23259.20 | 45.00 | - | 8,900 | 3,925 | 7,375 | ||||
| 7 Jun | 23290.15 | 61.35 | - | 3,200 | 1,975 | 1,975 | ||||
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| 6 Jun | 22821.40 | 91.50 | - | 0 | 450 | 0 | ||||
| 5 Jun | 22620.35 | 91.50 | - | 0 | 450 | 0 | ||||
| 4 Jun | 21884.50 | 91.50 | - | 1,350 | 450 | 450 | ||||
For NIFTY - strike price 24950 expiring on 25JUL2024
Delta for 24950 CE is -
Historical price for 24950 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 58.75, which was -2.00 lower than the previous day. The implied volatity was -, the open interest changed by 19100 which increased total open position to 102775
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 60.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 475 which increased total open position to 83675
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 73.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 26750 which increased total open position to 83200
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 55.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 10250 which increased total open position to 55700
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 63.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 8275 which increased total open position to 45450
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 56, which was lower than the previous day. The implied volatity was -, the open interest changed by 7850 which increased total open position to 37175
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 57.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 21175 which increased total open position to 29325
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 48.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 8250 which increased total open position to 8250
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 40.95, 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 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 40.95, 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 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 40.95, 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 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 40.95, 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 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 40.95, 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 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 40.95, 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 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 40.95, 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 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 40.95, 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 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 40.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 2650 which increased total open position to 0
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 40.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 8875
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 45.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3925 which increased total open position to 7375
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 61.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 1975 which increased total open position to 1975
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 91.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 0
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 91.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 0
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 91.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 450
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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 | 622 | -218.85 | - | 100 | 5,075 | 5,075 |
| 4 Jul | 24302.15 | 840.85 | - | 0 | 0 | 0 | |
| 3 Jul | 24286.50 | 840.85 | - | 0 | 0 | 0 | |
| 2 Jul | 24123.85 | 840.85 | - | 0 | 2,600 | 0 | |
| 1 Jul | 24141.95 | 840.85 | - | 0 | 2,600 | 0 | |
| 28 Jun | 24010.60 | 840.85 | - | 7,850 | 2,600 | 5,075 | |
| 27 Jun | 24044.50 | 925 | - | 175 | 0 | 2,475 | |
| 26 Jun | 23868.80 | 1133 | - | 0 | 25 | 0 | |
| 25 Jun | 23721.30 | 1133 | - | 200 | 25 | 2,300 | |
| 24 Jun | 23537.85 | 1278.65 | - | 175 | 25 | 2,125 | |
| 21 Jun | 23501.10 | 1358.00 | - | 350 | 175 | 1,925 | |
| 20 Jun | 23567.00 | 1282.15 | - | 75 | 75 | 1,675 | |
| 19 Jun | 23516.00 | 1260.30 | - | 75 | 0 | 1,600 | |
| 18 Jun | 23557.90 | 1278.00 | - | 75 | 25 | 1,525 | |
| 14 Jun | 23465.60 | 1359.35 | - | 75 | 50 | 1,500 | |
| 13 Jun | 23398.90 | 1434.75 | - | 200 | 0 | 1,250 | |
| 12 Jun | 23322.95 | 1483.20 | - | 450 | 200 | 1,000 | |
| 11 Jun | 23264.85 | 1480.85 | - | 350 | 200 | 650 | |
| 10 Jun | 23259.20 | 1553.95 | - | 450 | 150 | 150 | |
| 7 Jun | 23290.15 | 2035.40 | - | 0 | 0 | 0 | |
| 6 Jun | 22821.40 | 2035.40 | - | 0 | 0 | 0 | |
| 5 Jun | 22620.35 | 2035.40 | - | 0 | 0 | 0 | |
| 4 Jun | 21884.50 | 2035.40 | - | 0 | 0 | 0 | |
For NIFTY - strike price 24950 expiring on 25JUL2024
Delta for 24950 PE is -
Historical price for 24950 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 622, which was -218.85 lower than the previous day. The implied volatity was -, the open interest changed by 5075 which increased total open position to 5075
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 840.85, 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 Jul NIFTY was trading at 24286.50. The strike last trading price was 840.85, 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 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 840.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 2600 which increased total open position to 0
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 840.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 2600 which increased total open position to 0
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 840.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 2600 which increased total open position to 5075
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 925, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2475
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1133, 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 1133, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 2300
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1278.65, 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 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1358.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 1925
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1282.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 1675
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 1260.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1600
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 1278.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 1525
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 1359.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 1500
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 1434.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1250
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 1483.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 1000
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 1480.85, 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 1553.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 150
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 2035.40, 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 2035.40, 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 2035.40, 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 2035.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0