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 | 51.5 | -4.50 | - | 37,93,175 | -1,33,775 | 31,77,450 | |||
| 4 Jul | 24302.15 | 56 | - | 32,63,925 | 3,04,850 | 33,11,225 | ||||
| 3 Jul | 24286.50 | 63.15 | - | 26,24,700 | 2,44,300 | 30,06,375 | ||||
| 2 Jul | 24123.85 | 49.1 | - | 20,73,100 | 1,77,675 | 27,57,725 | ||||
| 1 Jul | 24141.95 | 56.1 | - | 21,81,425 | 1,02,125 | 25,80,050 | ||||
| 28 Jun | 24010.60 | 52 | - | 37,67,700 | 3,86,675 | 24,77,925 | ||||
| 27 Jun | 24044.50 | 54.95 | - | 29,42,325 | 4,15,000 | 20,91,250 | ||||
| 26 Jun | 23868.80 | 43.75 | - | 17,73,650 | 2,35,825 | 16,73,075 | ||||
| 25 Jun | 23721.30 | 30.7 | - | 16,00,550 | 2,44,075 | 14,37,250 | ||||
| 24 Jun | 23537.85 | 22.2 | - | 11,40,475 | 84,700 | 11,86,400 | ||||
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| 21 Jun | 23501.10 | 18.70 | - | 10,43,125 | 1,64,125 | 11,00,425 | ||||
| 20 Jun | 23567.00 | 25.50 | - | 10,27,150 | 2,09,050 | 9,45,675 | ||||
| 19 Jun | 23516.00 | 27.00 | - | 12,60,125 | 92,475 | 7,36,625 | ||||
| 18 Jun | 23557.90 | 26.40 | - | 5,76,100 | 99,450 | 6,45,225 | ||||
| 14 Jun | 23465.60 | 28.75 | - | 4,92,525 | 56,425 | 5,45,775 | ||||
| 13 Jun | 23398.90 | 29.50 | - | 4,06,125 | 48,625 | 4,89,075 | ||||
| 12 Jun | 23322.95 | 35.60 | - | 6,80,875 | 59,075 | 4,41,250 | ||||
| 11 Jun | 23264.85 | 32.00 | - | 5,29,850 | 58,375 | 3,80,650 | ||||
| 10 Jun | 23259.20 | 45.00 | - | 5,94,825 | 1,15,675 | 3,22,425 | ||||
| 7 Jun | 23290.15 | 53.85 | - | 4,95,425 | 70,375 | 2,05,150 | ||||
| 6 Jun | 22821.40 | 34.50 | - | 3,42,325 | 77,025 | 1,34,775 | ||||
| 5 Jun | 22620.35 | 27.60 | - | 94,925 | 16,575 | 57,750 | ||||
| 4 Jun | 21884.50 | 53.85 | - | 1,03,300 | 41,175 | 41,175 | ||||
For NIFTY - strike price 25000 expiring on 25JUL2024
Delta for 25000 CE is -
Historical price for 25000 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 51.5, which was -4.50 lower than the previous day. The implied volatity was -, the open interest changed by -133775 which decreased total open position to 3177450
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 56, which was lower than the previous day. The implied volatity was -, the open interest changed by 304850 which increased total open position to 3311225
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 63.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 244300 which increased total open position to 3006375
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 49.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 177675 which increased total open position to 2757725
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 56.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 102125 which increased total open position to 2580050
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 52, which was lower than the previous day. The implied volatity was -, the open interest changed by 386675 which increased total open position to 2477925
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 54.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 415000 which increased total open position to 2091250
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 43.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 235825 which increased total open position to 1673075
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 30.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 244075 which increased total open position to 1437250
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 22.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 84700 which increased total open position to 1186400
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 18.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 164125 which increased total open position to 1100425
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 25.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 209050 which increased total open position to 945675
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 27.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 92475 which increased total open position to 736625
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 26.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 99450 which increased total open position to 645225
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 28.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 56425 which increased total open position to 545775
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 29.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 48625 which increased total open position to 489075
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 35.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 59075 which increased total open position to 441250
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 32.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 58375 which increased total open position to 380650
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 115675 which increased total open position to 322425
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 53.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 70375 which increased total open position to 205150
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 34.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 77025 which increased total open position to 134775
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 27.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 16575 which increased total open position to 57750
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 53.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 41175 which increased total open position to 41175
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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 | 667 | -6.35 | - | 4,39,725 | -20,875 | 10,04,375 |
| 4 Jul | 24302.15 | 673.35 | - | 3,82,925 | -11,650 | 10,25,250 | |
| 3 Jul | 24286.50 | 695.35 | - | 4,42,875 | 70,500 | 10,36,900 | |
| 2 Jul | 24123.85 | 832.15 | - | 1,75,975 | 16,100 | 9,66,725 | |
| 1 Jul | 24141.95 | 842.8 | - | 1,40,325 | 16,625 | 9,50,625 | |
| 28 Jun | 24010.60 | 910.2 | - | 3,71,825 | 47,100 | 9,34,000 | |
| 27 Jun | 24044.50 | 948.4 | - | 7,64,000 | 2,65,475 | 8,86,900 | |
| 26 Jun | 23868.80 | 1070.4 | - | 4,23,750 | 1,97,925 | 6,22,775 | |
| 25 Jun | 23721.30 | 1182.45 | - | 2,34,775 | 1,27,975 | 4,24,850 | |
| 24 Jun | 23537.85 | 1312.1 | - | 1,40,750 | 98,100 | 2,96,825 | |
| 21 Jun | 23501.10 | 1410.00 | - | 86,625 | 33,725 | 1,98,850 | |
| 20 Jun | 23567.00 | 1302.00 | - | 52,275 | 29,675 | 1,65,125 | |
| 19 Jun | 23516.00 | 1380.00 | - | 92,675 | 19,850 | 1,35,450 | |
| 18 Jun | 23557.90 | 1313.00 | - | 77,725 | 19,500 | 1,15,575 | |
| 14 Jun | 23465.60 | 1436.70 | - | 60,125 | 6,650 | 96,075 | |
| 13 Jun | 23398.90 | 1479.05 | - | 17,700 | 2,575 | 89,425 | |
| 12 Jun | 23322.95 | 1535.00 | - | 87,450 | 17,550 | 86,875 | |
| 11 Jun | 23264.85 | 1571.25 | - | 71,450 | 22,350 | 69,300 | |
| 10 Jun | 23259.20 | 1636.25 | - | 72,300 | -1,175 | 47,050 | |
| 7 Jun | 23290.15 | 1572.80 | - | 96,325 | 18,175 | 48,325 | |
| 6 Jun | 22821.40 | 2034.20 | - | 31,050 | 30,150 | 30,150 | |
| 5 Jun | 22620.35 | 2078.75 | - | 0 | 0 | 0 | |
| 4 Jun | 21884.50 | 2078.75 | - | 0 | 0 | 0 | |
For NIFTY - strike price 25000 expiring on 25JUL2024
Delta for 25000 PE is -
Historical price for 25000 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 667, which was -6.35 lower than the previous day. The implied volatity was -, the open interest changed by -20875 which decreased total open position to 1004375
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 673.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -11650 which decreased total open position to 1025250
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 695.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 70500 which increased total open position to 1036900
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 832.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 16100 which increased total open position to 966725
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 842.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 16625 which increased total open position to 950625
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 910.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 47100 which increased total open position to 934000
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 948.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 265475 which increased total open position to 886900
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1070.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 197925 which increased total open position to 622775
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 1182.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 127975 which increased total open position to 424850
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1312.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 98100 which increased total open position to 296825
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1410.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 33725 which increased total open position to 198850
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1302.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 29675 which increased total open position to 165125
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 1380.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 19850 which increased total open position to 135450
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 1313.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 19500 which increased total open position to 115575
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 1436.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 6650 which increased total open position to 96075
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 1479.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 2575 which increased total open position to 89425
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 1535.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 17550 which increased total open position to 86875
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 1571.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 22350 which increased total open position to 69300
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 1636.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -1175 which decreased total open position to 47050
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 1572.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 18175 which increased total open position to 48325
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 2034.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 30150 which increased total open position to 30150
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 2078.75, 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 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 2078.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0