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 | 29.65 | -2.85 | - | 1,17,225 | 10,325 | 68,425 | |||
| 4 Jul | 24302.15 | 32.5 | - | 1,77,850 | 4,725 | 58,100 | ||||
| 3 Jul | 24286.50 | 38.95 | - | 1,32,550 | 7,825 | 53,375 | ||||
| 2 Jul | 24123.85 | 30.55 | - | 1,21,125 | -15,325 | 46,200 | ||||
| 1 Jul | 24141.95 | 37 | - | 1,27,175 | 22,375 | 61,525 | ||||
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| 28 Jun | 24010.60 | 33.9 | - | 1,15,725 | 8,650 | 39,150 | ||||
| 27 Jun | 24044.50 | 36.25 | - | 32,825 | 3,450 | 30,500 | ||||
| 26 Jun | 23868.80 | 29.6 | - | 38,675 | 875 | 28,600 | ||||
| 25 Jun | 23721.30 | 20 | - | 64,475 | -3,825 | 27,725 | ||||
| 24 Jun | 23537.85 | 14.95 | - | 7,200 | -25 | 31,600 | ||||
| 21 Jun | 23501.10 | 15.15 | - | 37,500 | 6,225 | 31,575 | ||||
| 20 Jun | 23567.00 | 17.50 | - | 32,350 | 14,050 | 25,675 | ||||
| 19 Jun | 23516.00 | 18.50 | - | 37,150 | 4,475 | 11,625 | ||||
| 18 Jun | 23557.90 | 19.20 | - | 12,175 | 6,925 | 7,100 | ||||
| 14 Jun | 23465.60 | 23.50 | - | 225 | 175 | 175 | ||||
For NIFTY - strike price 25150 expiring on 25JUL2024
Delta for 25150 CE is -
Historical price for 25150 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 29.65, which was -2.85 lower than the previous day. The implied volatity was -, the open interest changed by 10325 which increased total open position to 68425
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 32.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 4725 which increased total open position to 58100
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 38.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 7825 which increased total open position to 53375
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 30.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -15325 which decreased total open position to 46200
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 37, which was lower than the previous day. The implied volatity was -, the open interest changed by 22375 which increased total open position to 61525
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 33.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 8650 which increased total open position to 39150
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 36.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 3450 which increased total open position to 30500
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 29.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 875 which increased total open position to 28600
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 20, which was lower than the previous day. The implied volatity was -, the open interest changed by -3825 which decreased total open position to 27725
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 14.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 31600
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 15.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 6225 which increased total open position to 31575
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 17.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 14050 which increased total open position to 25675
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 18.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 4475 which increased total open position to 11625
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 19.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 6925 which increased total open position to 7100
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 23.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 175
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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 | 835.75 | -172.70 | - | 125 | 550 | 550 |
| 4 Jul | 24302.15 | 1008.45 | - | 0 | 25 | 0 | |
| 3 Jul | 24286.50 | 1008.45 | - | 0 | 25 | 0 | |
| 2 Jul | 24123.85 | 1008.45 | - | 150 | 550 | 550 | |
| 1 Jul | 24141.95 | 1051.55 | - | 0 | 525 | 0 | |
| 28 Jun | 24010.60 | 1051.55 | - | 2,975 | 525 | 525 | |
| 27 Jun | 24044.50 | 1347.7 | - | 0 | 0 | 0 | |
| 26 Jun | 23868.80 | 1347.7 | - | 0 | 50 | 0 | |
| 25 Jun | 23721.30 | 1347.7 | - | 125 | 50 | 500 | |
| 24 Jun | 23537.85 | 1547.9 | - | 0 | 300 | 0 | |
| 21 Jun | 23501.10 | 1547.90 | - | 300 | 125 | 275 | |
| 20 Jun | 23567.00 | 1507.00 | - | 25 | 75 | 175 | |
| 19 Jun | 23516.00 | 1418.35 | - | 125 | -50 | 100 | |
| 18 Jun | 23557.90 | 1495.05 | - | 75 | 50 | 125 | |
| 14 Jun | 23465.60 | 1576.00 | - | 100 | 75 | 75 | |
For NIFTY - strike price 25150 expiring on 25JUL2024
Delta for 25150 PE is -
Historical price for 25150 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 835.75, which was -172.70 lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 550
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 1008.45, 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 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 1008.45, 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 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 1008.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 550
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 1051.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 525 which increased total open position to 0
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1051.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 525 which increased total open position to 525
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1347.7, 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 1347.7, 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 1347.7, 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 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1547.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 0
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1547.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 275
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1507.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 175
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 1418.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 100
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 1495.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 125
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 1576.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 75