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 | 3143.25 | 0.00 | - | 0 | 50 | 0 | |||
| 27 Jun | 24044.50 | 3143.25 | - | 0 | 50 | 0 | ||||
| 26 Jun | 23868.80 | 3143.25 | - | 0 | 50 | 0 | ||||
| 25 Jun | 23721.30 | 3143.25 | - | 0 | 50 | 0 | ||||
| 24 Jun | 23537.85 | 3143.25 | - | 75 | 50 | 50 | ||||
| 21 Jun | 23501.10 | 3204.15 | - | 0 | 0 | 0 | ||||
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| 20 Jun | 23567.00 | 3204.15 | - | 0 | 0 | 0 | ||||
| 19 Jun | 23516.00 | 3204.15 | - | 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 20450 expiring on 04JUL2024
Delta for 20450 CE is -
Historical price for 20450 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 3143.25, 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 3143.25, 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 3143.25, 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 3143.25, 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 3143.25, 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 3204.15, 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 3204.15, 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 3204.15, 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 | -0.70 | - | 6,29,750 | 1,32,050 | 1,87,150 |
| 27 Jun | 24044.50 | 1.4 | - | 1,21,325 | 49,025 | 55,100 | |
| 26 Jun | 23868.80 | 1.5 | - | 8,500 | 625 | 6,075 | |
| 25 Jun | 23721.30 | 2.75 | - | 6,150 | 100 | 5,450 | |
| 24 Jun | 23537.85 | 2.15 | - | 6,650 | 75 | 5,350 | |
| 21 Jun | 23501.10 | 3.05 | - | 10,775 | -1,375 | 5,275 | |
| 20 Jun | 23567.00 | 3.50 | - | 3,875 | 475 | 6,650 | |
| 19 Jun | 23516.00 | 3.60 | - | 4,100 | -1,500 | 6,175 | |
| 18 Jun | 23557.90 | 4.20 | - | 1,950 | -325 | 7,675 | |
| 14 Jun | 23465.60 | 5.70 | - | 18,325 | -11,425 | 8,000 | |
| 13 Jun | 23398.90 | 9.00 | - | 300 | 25 | 19,425 | |
| 12 Jun | 23322.95 | 12.00 | - | 450 | -575 | 19,400 | |
| 11 Jun | 23264.85 | 15.55 | - | 21,225 | 19,975 | 19,975 | |
| 10 Jun | 23259.20 | 20.75 | - | 2,700 | 0 | 0 | |
For NIFTY - strike price 20450 expiring on 04JUL2024
Delta for 20450 PE is -
Historical price for 20450 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 0.7, which was -0.70 lower than the previous day. The implied volatity was -, the open interest changed by 132050 which increased total open position to 187150
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 49025 which increased total open position to 55100
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 625 which increased total open position to 6075
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 2.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 5450
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 75 which increased total open position to 5350
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 3.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -1375 which decreased total open position to 5275
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 3.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 475 which increased total open position to 6650
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 3.60, which was lower than the previous day. The implied volatity was -, the open interest changed by -1500 which decreased total open position to 6175
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 4.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -325 which decreased total open position to 7675
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 5.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -11425 which decreased total open position to 8000
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 9.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 19425
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 12.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -575 which decreased total open position to 19400
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 15.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 19975 which increased total open position to 19975
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 20.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0