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 | 41.1 | -5.85 | - | 1,38,000 | 5,600 | 70,375 | |||
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| 4 Jul | 24302.15 | 46.95 | - | 1,97,550 | -15,850 | 64,775 | ||||
| 3 Jul | 24286.50 | 54.25 | - | 94,425 | 14,625 | 80,625 | ||||
| 2 Jul | 24123.85 | 42 | - | 54,875 | 9,750 | 65,900 | ||||
| 1 Jul | 24141.95 | 49.2 | - | 79,900 | 10,375 | 56,150 | ||||
| 28 Jun | 24010.60 | 43.85 | - | 1,12,475 | 24,775 | 45,775 | ||||
| 27 Jun | 24044.50 | 47 | - | 34,000 | 6,575 | 21,000 | ||||
| 26 Jun | 23868.80 | 37.5 | - | 17,100 | -6,650 | 14,625 | ||||
| 25 Jun | 23721.30 | 26.95 | - | 23,850 | -7,000 | 21,275 | ||||
| 24 Jun | 23537.85 | 18.5 | - | 11,075 | 750 | 28,325 | ||||
| 21 Jun | 23501.10 | 17.30 | - | 23,900 | -2,225 | 27,575 | ||||
| 20 Jun | 23567.00 | 24.15 | - | 20,700 | 8,600 | 30,225 | ||||
| 19 Jun | 23516.00 | 21.45 | - | 9,900 | 1,050 | 21,625 | ||||
| 18 Jun | 23557.90 | 20.90 | - | 25,800 | 9,725 | 20,750 | ||||
| 14 Jun | 23465.60 | 27.50 | - | 17,075 | 325 | 11,025 | ||||
| 13 Jun | 23398.90 | 25.00 | - | 8,200 | 3,575 | 10,800 | ||||
| 12 Jun | 23322.95 | 33.90 | - | 6,700 | 3,625 | 7,225 | ||||
| 11 Jun | 23264.85 | 31.90 | - | 2,175 | 1,100 | 3,500 | ||||
| 10 Jun | 23259.20 | 32.50 | - | 3,850 | 2,350 | 2,350 | ||||
For NIFTY - strike price 25050 expiring on 25JUL2024
Delta for 25050 CE is -
Historical price for 25050 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 41.1, which was -5.85 lower than the previous day. The implied volatity was -, the open interest changed by 5600 which increased total open position to 70375
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 46.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -15850 which decreased total open position to 64775
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 54.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 14625 which increased total open position to 80625
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 42, which was lower than the previous day. The implied volatity was -, the open interest changed by 9750 which increased total open position to 65900
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 49.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 10375 which increased total open position to 56150
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 43.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 24775 which increased total open position to 45775
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 47, which was lower than the previous day. The implied volatity was -, the open interest changed by 6575 which increased total open position to 21000
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 37.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -6650 which decreased total open position to 14625
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 26.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -7000 which decreased total open position to 21275
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 18.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 28325
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 17.30, which was lower than the previous day. The implied volatity was -, the open interest changed by -2225 which decreased total open position to 27575
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 24.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 8600 which increased total open position to 30225
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 21.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 1050 which increased total open position to 21625
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 20.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 9725 which increased total open position to 20750
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 27.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 325 which increased total open position to 11025
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 25.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3575 which increased total open position to 10800
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 33.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 3625 which increased total open position to 7225
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 31.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 1100 which increased total open position to 3500
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 32.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 2350 which increased total open position to 2350
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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 | 703.55 | -33.75 | - | 1,775 | 225 | 1,825 |
| 4 Jul | 24302.15 | 737.3 | - | 100 | 0 | 1,600 | |
| 3 Jul | 24286.50 | 769.2 | - | 25 | 0 | 1,600 | |
| 2 Jul | 24123.85 | 889.4 | - | 25 | -50 | 1,600 | |
| 1 Jul | 24141.95 | 944.1 | - | 50 | 0 | 1,650 | |
| 28 Jun | 24010.60 | 881.35 | - | 25 | 1,650 | 1,650 | |
| 27 Jun | 24044.50 | 1254.05 | - | 0 | 0 | 0 | |
| 26 Jun | 23868.80 | 1254.05 | - | 0 | 25 | 0 | |
| 25 Jun | 23721.30 | 1254.05 | - | 100 | 25 | 1,575 | |
| 24 Jun | 23537.85 | 1428.3 | - | 0 | 175 | 0 | |
| 21 Jun | 23501.10 | 1428.30 | - | 225 | 150 | 1,525 | |
| 20 Jun | 23567.00 | 1412.85 | - | 200 | 75 | 1,475 | |
| 19 Jun | 23516.00 | 1387.30 | - | 100 | -25 | 1,400 | |
| 18 Jun | 23557.90 | 1370.95 | - | 50 | 125 | 1,400 | |
| 14 Jun | 23465.60 | 1455.50 | - | 125 | 0 | 1,275 | |
| 13 Jun | 23398.90 | 1528.85 | - | 125 | 50 | 1,225 | |
| 12 Jun | 23322.95 | 1576.65 | - | 275 | 50 | 975 | |
| 11 Jun | 23264.85 | 1603.30 | - | 375 | 125 | 675 | |
| 10 Jun | 23259.20 | 1648.75 | - | 550 | 350 | 350 | |
For NIFTY - strike price 25050 expiring on 25JUL2024
Delta for 25050 PE is -
Historical price for 25050 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 703.55, which was -33.75 lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 1825
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 737.3, 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 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 769.2, 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 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 889.4, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 1600
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 944.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1650
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 881.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 1650 which increased total open position to 1650
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1254.05, 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 1254.05, 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 1254.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 1575
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1428.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 0
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1428.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 1525
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1412.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 1475
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 1387.30, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 1400
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 1370.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 1400
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 1455.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1275
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 1528.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 1225
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 1576.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 975
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 1603.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 675
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 1648.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 350