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 | 35.85 | -3.95 | - | 9,46,225 | 1,16,175 | 5,85,625 | |||
| 4 Jul | 24302.15 | 39.8 | - | 5,92,525 | 42,100 | 4,69,450 | ||||
| 3 Jul | 24286.50 | 46.9 | - | 4,85,450 | 25,450 | 4,27,350 | ||||
| 2 Jul | 24123.85 | 36.6 | - | 4,48,750 | 39,175 | 4,02,425 | ||||
| 1 Jul | 24141.95 | 41.05 | - | 7,07,400 | 1,19,550 | 3,63,250 | ||||
| 28 Jun | 24010.60 | 39 | - | 6,10,800 | 89,150 | 2,43,700 | ||||
| 27 Jun | 24044.50 | 37.2 | - | 3,23,275 | 54,575 | 1,54,550 | ||||
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| 26 Jun | 23868.80 | 33.2 | - | 1,72,850 | 16,275 | 99,900 | ||||
| 25 Jun | 23721.30 | 21.85 | - | 1,01,975 | 13,550 | 83,625 | ||||
| 24 Jun | 23537.85 | 15.45 | - | 1,42,725 | 66,750 | 70,075 | ||||
| 21 Jun | 23501.10 | 15.10 | - | 21,750 | 2,850 | 2,850 | ||||
| 20 Jun | 23567.00 | 89.95 | - | 0 | 0 | 0 | ||||
| 19 Jun | 23516.00 | 89.95 | - | 0 | 0 | 0 | ||||
| 18 Jun | 23557.90 | 89.95 | - | 0 | 0 | 0 | ||||
| 14 Jun | 23465.60 | 89.95 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 25100 expiring on 25JUL2024
Delta for 25100 CE is -
Historical price for 25100 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 35.85, which was -3.95 lower than the previous day. The implied volatity was -, the open interest changed by 116175 which increased total open position to 585625
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 39.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 42100 which increased total open position to 469450
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 46.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 25450 which increased total open position to 427350
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 36.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 39175 which increased total open position to 402425
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 41.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 119550 which increased total open position to 363250
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 39, which was lower than the previous day. The implied volatity was -, the open interest changed by 89150 which increased total open position to 243700
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 37.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 54575 which increased total open position to 154550
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 33.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 16275 which increased total open position to 99900
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 21.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 13550 which increased total open position to 83625
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 15.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 66750 which increased total open position to 70075
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 15.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 2850 which increased total open position to 2850
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 89.95, 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 89.95, 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 89.95, 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 89.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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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 | 835.85 | 70.85 | - | 500 | 425 | 4,850 |
| 4 Jul | 24302.15 | 765 | - | 5,325 | 3,500 | 4,425 | |
| 3 Jul | 24286.50 | 772.7 | - | 450 | -125 | 925 | |
| 2 Jul | 24123.85 | 933.85 | - | 1,450 | 25 | 1,050 | |
| 1 Jul | 24141.95 | 931.55 | - | 525 | 200 | 1,025 | |
| 28 Jun | 24010.60 | 960 | - | 225 | 0 | 825 | |
| 27 Jun | 24044.50 | 1060 | - | 525 | -225 | 825 | |
| 26 Jun | 23868.80 | 1159 | - | 675 | 200 | 1,025 | |
| 25 Jun | 23721.30 | 1292 | - | 150 | 75 | 825 | |
| 24 Jun | 23537.85 | 1421 | - | 75 | 50 | 725 | |
| 21 Jun | 23501.10 | 1473.90 | - | 225 | 175 | 625 | |
| 20 Jun | 23567.00 | 1415.80 | - | 100 | 100 | 400 | |
| 19 Jun | 23516.00 | 1394.55 | - | 100 | 50 | 300 | |
| 18 Jun | 23557.90 | 1421.15 | - | 175 | 75 | 75 | |
| 14 Jun | 23465.60 | 1523.05 | - | 75 | 0 | 0 | |
For NIFTY - strike price 25100 expiring on 25JUL2024
Delta for 25100 PE is -
Historical price for 25100 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 835.85, which was 70.85 higher than the previous day. The implied volatity was -, the open interest changed by 425 which increased total open position to 4850
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 765, which was lower than the previous day. The implied volatity was -, the open interest changed by 3500 which increased total open position to 4425
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 772.7, which was lower than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 925
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 933.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 1050
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 931.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 1025
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 960, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 825
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1060, which was lower than the previous day. The implied volatity was -, the open interest changed by -225 which decreased total open position to 825
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1159, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 1025
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 1292, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 825
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1421, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 725
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1473.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 625
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1415.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 400
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 1394.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 300
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 1421.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 75
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 1523.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0