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 | 3193.05 | 0.00 | - | 0 | 50 | 0 | |||
| 27 Jun | 24044.50 | 3193.05 | - | 0 | 50 | 0 | ||||
| 26 Jun | 23868.80 | 3193.05 | - | 0 | 50 | 0 | ||||
| 25 Jun | 23721.30 | 3193.05 | - | 0 | 50 | 0 | ||||
| 24 Jun | 23537.85 | 3193.05 | - | 75 | 50 | 50 | ||||
| 21 Jun | 23501.10 | 3252.95 | - | 0 | 0 | 0 | ||||
| 20 Jun | 23567.00 | 3252.95 | - | 0 | 0 | 0 | ||||
| 19 Jun | 23516.00 | 3252.95 | - | 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 | ||||
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| 10 Jun | 23259.20 | 0.00 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 20400 expiring on 04JUL2024
Delta for 20400 CE is -
Historical price for 20400 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 3193.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 0
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 3193.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 0
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 3193.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 0
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 3193.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 0
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 3193.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 50
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 3252.95, 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 3252.95, 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 3252.95, 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 | 0.7 | -0.85 | - | 5,52,600 | 9,125 | 1,11,150 |
| 27 Jun | 24044.50 | 1.55 | - | 3,15,250 | 95,000 | 1,02,025 | |
| 26 Jun | 23868.80 | 1.75 | - | 33,325 | -1,100 | 7,025 | |
| 25 Jun | 23721.30 | 2.8 | - | 11,250 | 1,625 | 8,125 | |
| 24 Jun | 23537.85 | 2.15 | - | 7,100 | 1,125 | 6,500 | |
| 21 Jun | 23501.10 | 1.90 | - | 7,825 | -1,800 | 5,375 | |
| 20 Jun | 23567.00 | 3.00 | - | 9,825 | -1,550 | 7,175 | |
| 19 Jun | 23516.00 | 3.75 | - | 12,875 | -8,925 | 8,725 | |
| 18 Jun | 23557.90 | 4.30 | - | 11,350 | -2,975 | 17,650 | |
| 14 Jun | 23465.60 | 8.60 | - | 10,675 | -4,625 | 20,625 | |
| 13 Jun | 23398.90 | 9.90 | - | 7,875 | 25,250 | 25,250 | |
| 12 Jun | 23322.95 | 20.65 | - | 0 | 8,850 | 0 | |
| 11 Jun | 23264.85 | 20.65 | - | 0 | 8,850 | 0 | |
| 10 Jun | 23259.20 | 20.65 | - | 18,350 | 8,850 | 8,850 | |
For NIFTY - strike price 20400 expiring on 04JUL2024
Delta for 20400 PE is -
Historical price for 20400 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 0.7, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by 9125 which increased total open position to 111150
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 95000 which increased total open position to 102025
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 -1100 which decreased total open position to 7025
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 1625 which increased total open position to 8125
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 1125 which increased total open position to 6500
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -1800 which decreased total open position to 5375
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 3.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -1550 which decreased total open position to 7175
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 -8925 which decreased total open position to 8725
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 4.30, which was lower than the previous day. The implied volatity was -, the open interest changed by -2975 which decreased total open position to 17650
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 8.60, which was lower than the previous day. The implied volatity was -, the open interest changed by -4625 which decreased total open position to 20625
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 25250 which increased total open position to 25250
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 20.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 8850 which increased total open position to 0
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 20.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 8850 which increased total open position to 0
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 20.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 8850 which increased total open position to 8850