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 | 3910.35 | 145.35 | - | 50 | 150 | 300 | |||
| 27 Jun | 24044.50 | 3765 | - | 125 | -125 | 150 | ||||
| 26 Jun | 23868.80 | 3550 | - | 200 | 150 | 275 | ||||
| 25 Jun | 23721.30 | 3411 | - | 200 | 50 | 125 | ||||
| 24 Jun | 23537.85 | 3392.25 | - | 75 | 75 | 75 | ||||
| 21 Jun | 23501.10 | 3460.15 | - | 0 | 25 | 0 | ||||
| 20 Jun | 23567.00 | 3460.15 | - | 0 | 25 | 0 | ||||
| 19 Jun | 23516.00 | 3460.15 | - | 50 | 25 | 25 | ||||
| 18 Jun | 23557.90 | 0.00 | - | 0 | 0 | 0 | ||||
| 14 Jun | 23465.60 | 0.00 | - | 0 | 0 | 0 | ||||
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| 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 20200 expiring on 04JUL2024
Delta for 20200 CE is -
Historical price for 20200 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 3910.35, which was 145.35 higher than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 300
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 3765, which was lower than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 150
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 3550, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 275
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 3411, 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 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 3392.25, 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 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 3460.15, 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 3460.15, 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 3460.15, 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 | -1.00 | - | 70,19,150 | 2,73,200 | 12,83,225 |
| 27 Jun | 24044.50 | 1.55 | - | 21,95,800 | 9,63,050 | 10,10,025 | |
| 26 Jun | 23868.80 | 1.7 | - | 86,050 | 17,150 | 46,975 | |
| 25 Jun | 23721.30 | 2.25 | - | 32,550 | -575 | 29,825 | |
| 24 Jun | 23537.85 | 2.15 | - | 22,700 | 6,525 | 30,400 | |
| 21 Jun | 23501.10 | 2.00 | - | 5,700 | 2,650 | 23,875 | |
| 20 Jun | 23567.00 | 2.65 | - | 6,300 | 2,200 | 21,225 | |
| 19 Jun | 23516.00 | 3.55 | - | 5,500 | 2,750 | 19,025 | |
| 18 Jun | 23557.90 | 5.20 | - | 275 | 16,275 | 16,275 | |
| 14 Jun | 23465.60 | 6.05 | - | 0 | 1,050 | 0 | |
| 13 Jun | 23398.90 | 6.05 | - | 5,600 | 1,050 | 16,325 | |
| 12 Jun | 23322.95 | 7.15 | - | 10,200 | 125 | 15,275 | |
| 11 Jun | 23264.85 | 14.50 | - | 6,825 | 550 | 15,150 | |
| 10 Jun | 23259.20 | 19.65 | - | 15,925 | 14,600 | 14,600 | |
For NIFTY - strike price 20200 expiring on 04JUL2024
Delta for 20200 PE is -
Historical price for 20200 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 0.55, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by 273200 which increased total open position to 1283225
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 963050 which increased total open position to 1010025
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 17150 which increased total open position to 46975
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 2.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -575 which decreased total open position to 29825
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 2.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 6525 which increased total open position to 30400
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 2.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2650 which increased total open position to 23875
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 2200 which increased total open position to 21225
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 3.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 2750 which increased total open position to 19025
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 5.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 16275 which increased total open position to 16275
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 6.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 1050 which increased total open position to 0
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 6.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 1050 which increased total open position to 16325
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 7.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 15275
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 14.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 15150
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 19.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 14600 which increased total open position to 14600