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 | 3800 | 293.20 | - | 25 | 0 | 125 | |||
| 27 Jun | 24044.50 | 3506.8 | - | 25 | 125 | 125 | ||||
| 26 Jun | 23868.80 | 3337.6 | - | 0 | 75 | 0 | ||||
| 25 Jun | 23721.30 | 3337.6 | - | 0 | 75 | 0 | ||||
| 24 Jun | 23537.85 | 3337.6 | - | 75 | 75 | 75 | ||||
| 21 Jun | 23501.10 | 3402.10 | - | 0 | 0 | 0 | ||||
| 20 Jun | 23567.00 | 3402.10 | - | 0 | 0 | 0 | ||||
| 19 Jun | 23516.00 | 3402.10 | - | 50 | 0 | 0 | ||||
| 18 Jun | 23557.90 | 0.00 | - | 0 | 0 | 0 | ||||
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| 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 20250 expiring on 04JUL2024
Delta for 20250 CE is -
Historical price for 20250 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 3800, which was 293.20 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 125
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 3506.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 125
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 3337.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 0
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 3337.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 0
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 3337.6, 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 3402.10, 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 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 3402.10, 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 3402.10, 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 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 | -0.90 | - | 13,38,525 | 37,300 | 2,68,125 |
| 27 Jun | 24044.50 | 1.45 | - | 4,84,750 | 2,28,050 | 2,30,825 | |
| 26 Jun | 23868.80 | 2.2 | - | 2,825 | 850 | 2,775 | |
| 25 Jun | 23721.30 | 2.4 | - | 4,975 | 1,675 | 1,925 | |
| 24 Jun | 23537.85 | 3.5 | - | 275 | 250 | 250 | |
| 21 Jun | 23501.10 | 0.80 | - | 0 | 0 | 0 | |
| 20 Jun | 23567.00 | 0.80 | - | 0 | 0 | 0 | |
| 19 Jun | 23516.00 | 0.80 | - | 0 | 0 | 0 | |
| 18 Jun | 23557.90 | 0.80 | - | 0 | 0 | 0 | |
| 14 Jun | 23465.60 | 0.80 | - | 0 | 0 | 0 | |
| 13 Jun | 23398.90 | 0.80 | - | 0 | 0 | 0 | |
| 12 Jun | 23322.95 | 0.80 | - | 0 | 0 | 0 | |
| 11 Jun | 23264.85 | 0.80 | - | 0 | 0 | 0 | |
| 10 Jun | 23259.20 | 0.80 | - | 0 | 0 | 0 | |
For NIFTY - strike price 20250 expiring on 04JUL2024
Delta for 20250 PE is -
Historical price for 20250 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 0.55, which was -0.90 lower than the previous day. The implied volatity was -, the open interest changed by 37300 which increased total open position to 268125
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 228050 which increased total open position to 230825
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 2.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 850 which increased total open position to 2775
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 2.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 1675 which increased total open position to 1925
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 3.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 250
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 0.80, 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 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 0.80, 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 0.80, 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 0.80, 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 0.80, 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 0.80, 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 0.80, 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 0.80, 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 0.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0