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 | 3296.2 | 0.00 | - | 0 | 75 | 0 | |||
| 27 Jun | 24044.50 | 3296.2 | - | 0 | 75 | 0 | ||||
| 26 Jun | 23868.80 | 3296.2 | - | 0 | 75 | 0 | ||||
| 25 Jun | 23721.30 | 3296.2 | - | 0 | 75 | 0 | ||||
| 24 Jun | 23537.85 | 3296.2 | - | 75 | 75 | 75 | ||||
| 21 Jun | 23501.10 | 3350.05 | - | 0 | 0 | 0 | ||||
| 20 Jun | 23567.00 | 3350.05 | - | 0 | 0 | 0 | ||||
| 19 Jun | 23516.00 | 3350.05 | - | 50 | 0 | 0 | ||||
| 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 20300 expiring on 04JUL2024
Delta for 20300 CE is -
Historical price for 20300 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 3296.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 0
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 3296.2, 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 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 3296.2, 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 3296.2, 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 3296.2, 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 3350.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 3350.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 3350.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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 | 0.6 | -0.50 | - | 21,28,725 | 2,53,425 | 3,84,125 |
| 27 Jun | 24044.50 | 1.1 | - | 4,11,825 | 1,04,250 | 1,30,700 | |
| 26 Jun | 23868.80 | 1.75 | - | 29,225 | 7,025 | 26,450 | |
| 25 Jun | 23721.30 | 3.25 | - | 10,250 | 375 | 19,425 | |
| 24 Jun | 23537.85 | 2.4 | - | 15,100 | -1,300 | 19,050 | |
| 21 Jun | 23501.10 | 2.00 | - | 24,650 | 400 | 20,350 | |
| 20 Jun | 23567.00 | 2.55 | - | 9,850 | 350 | 19,950 | |
| 19 Jun | 23516.00 | 3.75 | - | 12,475 | -1,925 | 19,600 | |
| 18 Jun | 23557.90 | 3.85 | - | 29,700 | -13,250 | 21,525 | |
| 14 Jun | 23465.60 | 6.05 | - | 1,38,500 | -83,500 | 34,775 | |
| 13 Jun | 23398.90 | 9.90 | - | 13,150 | 3,775 | 1,18,275 | |
| 12 Jun | 23322.95 | 10.00 | - | 2,150 | -50 | 1,14,500 | |
| 11 Jun | 23264.85 | 13.05 | - | 65,400 | -44,550 | 1,14,550 | |
| 10 Jun | 23259.20 | 20.45 | - | 1,61,425 | 1,59,100 | 1,59,100 | |
For NIFTY - strike price 20300 expiring on 04JUL2024
Delta for 20300 PE is -
Historical price for 20300 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 0.6, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by 253425 which increased total open position to 384125
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 104250 which increased total open position to 130700
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 7025 which increased total open position to 26450
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 3.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 19425
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 2.4, which was lower than the previous day. The implied volatity was -, the open interest changed by -1300 which decreased total open position to 19050
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 400 which increased total open position to 20350
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 2.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 19950
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 3.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -1925 which decreased total open position to 19600
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 3.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -13250 which decreased total open position to 21525
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 -83500 which decreased total open position to 34775
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 9.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 3775 which increased total open position to 118275
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 10.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 114500
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 13.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -44550 which decreased total open position to 114550
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 20.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 159100 which increased total open position to 159100