NIFTY
Nifty
Historical option data for NIFTY
28 Jun 2024 04:11 PM IST
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 28 Jun | 24010.60 | 3238.55 | 0.00 | - | 0 | 75 | 0 | |||
| 27 Jun | 24044.50 | 3238.55 | - | 0 | 75 | 0 | ||||
| 26 Jun | 23868.80 | 3238.55 | - | 0 | 75 | 0 | ||||
| 25 Jun | 23721.30 | 3238.55 | - | 0 | 75 | 0 | ||||
| 24 Jun | 23537.85 | 3238.55 | - | 100 | 75 | 75 | ||||
|
|
||||||||||
| 21 Jun | 23501.10 | 3299.70 | - | 0 | 0 | 0 | ||||
| 20 Jun | 23567.00 | 3299.70 | - | 0 | 0 | 0 | ||||
| 19 Jun | 23516.00 | 3299.70 | - | 50 | 0 | 0 | ||||
| 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 20350 expiring on 04JUL2024
Delta for 20350 CE is -
Historical price for 20350 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 3238.55, 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 3238.55, 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 3238.55, 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 3238.55, 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 3238.55, 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 3299.70, 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 3299.70, 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 3299.70, 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
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
|||||||
|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 28 Jun | 24010.60 | 0.9 | -0.80 | - | 8,38,525 | 1,00,175 | 1,53,250 |
| 27 Jun | 24044.50 | 1.7 | - | 1,05,650 | 47,375 | 53,075 | |
| 26 Jun | 23868.80 | 2 | - | 5,350 | 1,575 | 5,700 | |
| 25 Jun | 23721.30 | 2.8 | - | 6,525 | -175 | 4,125 | |
| 24 Jun | 23537.85 | 2.8 | - | 2,425 | 325 | 4,300 | |
| 21 Jun | 23501.10 | 2.75 | - | 9,650 | -1,150 | 3,975 | |
| 20 Jun | 23567.00 | 3.10 | - | 9,275 | -3,275 | 5,125 | |
| 19 Jun | 23516.00 | 3.90 | - | 3,500 | -2,225 | 8,400 | |
| 18 Jun | 23557.90 | 3.90 | - | 3,550 | -3,000 | 10,625 | |
| 14 Jun | 23465.60 | 6.00 | - | 28,200 | -24,550 | 13,625 | |
| 13 Jun | 23398.90 | 10.45 | - | 2,425 | 50 | 38,175 | |
| 12 Jun | 23322.95 | 14.00 | - | 1,325 | -575 | 38,125 | |
| 11 Jun | 23264.85 | 13.65 | - | 5,300 | -2,950 | 38,700 | |
| 10 Jun | 23259.20 | 14.55 | - | 43,000 | 41,650 | 41,650 | |
For NIFTY - strike price 20350 expiring on 04JUL2024
Delta for 20350 PE is -
Historical price for 20350 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 0.9, which was -0.80 lower than the previous day. The implied volatity was -, the open interest changed by 100175 which increased total open position to 153250
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 47375 which increased total open position to 53075
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 2, which was lower than the previous day. The implied volatity was -, the open interest changed by 1575 which increased total open position to 5700
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 2.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -175 which decreased total open position to 4125
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 2.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 325 which increased total open position to 4300
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 2.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -1150 which decreased total open position to 3975
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 3.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -3275 which decreased total open position to 5125
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 3.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -2225 which decreased total open position to 8400
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 3.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -3000 which decreased total open position to 10625
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 6.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -24550 which decreased total open position to 13625
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 10.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 38175
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 14.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -575 which decreased total open position to 38125
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 13.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -2950 which decreased total open position to 38700
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 14.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 41650 which increased total open position to 41650