NIFTY
Nifty
Historical option data for NIFTY
28 Jun 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 | |||
| 28 Jun | 24010.60 | 3845.25 | 0.00 | - | 0 | 100 | 0 | |||
| 27 Jun | 24044.50 | 3845.25 | - | 150 | 100 | 100 | ||||
| 26 Jun | 23868.80 | 3443.65 | - | 0 | 100 | 0 | ||||
| 25 Jun | 23721.30 | 3443.65 | - | 0 | 100 | 0 | ||||
| 24 Jun | 23537.85 | 3443.65 | - | 75 | 100 | 100 | ||||
| 21 Jun | 23501.10 | 3509.80 | - | 0 | 25 | 0 | ||||
| 20 Jun | 23567.00 | 3509.80 | - | 0 | 25 | 0 | ||||
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| 19 Jun | 23516.00 | 3509.80 | - | 50 | 25 | 25 | ||||
| 18 Jun | 23557.90 | 0.00 | - | 0 | 0 | 0 | ||||
| 14 Jun | 23465.60 | 0.00 | - | 0 | 0 | 0 | ||||
| 13 Jun | 23398.90 | 0.00 | - | 0 | 0 | 0 | ||||
| 12 Jun | 23322.95 | 0.00 | - | 0 | 0 | 0 | ||||
| 11 Jun | 23264.85 | 0.00 | - | 0 | 0 | 0 | ||||
| 10 Jun | 23259.20 | 0.00 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 20150 expiring on 04JUL2024
Delta for 20150 CE is -
Historical price for 20150 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 3845.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 0
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 3845.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 100
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 3443.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 0
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 3443.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 0
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 3443.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 100
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 3509.80, 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 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 3509.80, 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 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 3509.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 25
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 0.00, 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 0.00, 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 0.00, 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 0.00, 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 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 0.00, 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 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 0.00, 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 |
| 28 Jun | 24010.60 | 0.55 | -0.45 | - | 81,29,475 | 2,79,225 | 7,73,100 |
| 27 Jun | 24044.50 | 1 | - | 9,56,575 | 4,15,400 | 4,93,875 | |
| 26 Jun | 23868.80 | 1.5 | - | 1,17,550 | 34,325 | 78,475 | |
| 25 Jun | 23721.30 | 2.3 | - | 69,300 | 13,875 | 44,150 | |
| 24 Jun | 23537.85 | 2.35 | - | 43,225 | 14,050 | 30,275 | |
| 21 Jun | 23501.10 | 1.65 | - | 35,800 | 7,450 | 16,225 | |
| 20 Jun | 23567.00 | 2.65 | - | 900 | 200 | 8,775 | |
| 19 Jun | 23516.00 | 3.25 | - | 1,850 | 825 | 8,575 | |
| 18 Jun | 23557.90 | 3.60 | - | 7,300 | 2,225 | 7,750 | |
| 14 Jun | 23465.60 | 6.50 | - | 5,175 | 3,400 | 5,525 | |
| 13 Jun | 23398.90 | 7.75 | - | 2,375 | 750 | 2,125 | |
| 12 Jun | 23322.95 | 11.25 | - | 50 | 25 | 1,375 | |
| 11 Jun | 23264.85 | 10.75 | - | 1,300 | 700 | 1,350 | |
| 10 Jun | 23259.20 | 15.35 | - | 725 | 650 | 650 | |
For NIFTY - strike price 20150 expiring on 04JUL2024
Delta for 20150 PE is -
Historical price for 20150 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 0.55, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 279225 which increased total open position to 773100
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1, which was lower than the previous day. The implied volatity was -, the open interest changed by 415400 which increased total open position to 493875
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 34325 which increased total open position to 78475
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 2.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 13875 which increased total open position to 44150
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 2.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 14050 which increased total open position to 30275
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 7450 which increased total open position to 16225
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 2.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 8775
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 3.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 825 which increased total open position to 8575
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 3.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 2225 which increased total open position to 7750
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 6.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 3400 which increased total open position to 5525
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 7.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 2125
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 11.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 1375
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 10.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 700 which increased total open position to 1350
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 15.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 650 which increased total open position to 650