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 | 3593 | 56.25 | - | 350 | 400 | 1,100 | |||
| 27 Jun | 24044.50 | 3536.75 | - | 925 | 550 | 700 | ||||
| 26 Jun | 23868.80 | 3240 | - | 75 | 150 | 150 | ||||
| 25 Jun | 23721.30 | 3089.2 | - | 0 | 50 | 0 | ||||
| 24 Jun | 23537.85 | 3089.2 | - | 75 | 50 | 50 | ||||
| 21 Jun | 23501.10 | 3144.80 | - | 0 | 0 | 0 | ||||
| 20 Jun | 23567.00 | 3144.80 | - | 0 | 0 | 0 | ||||
| 19 Jun | 23516.00 | 3144.80 | - | 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 20500 expiring on 04JUL2024
Delta for 20500 CE is -
Historical price for 20500 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 3593, which was 56.25 higher than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 1100
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 3536.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 700
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 3240, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 150
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 3089.2, 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 3089.2, 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 3144.80, 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 3144.80, 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 3144.80, 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 0.00, 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 | 0.75 | -1.25 | - | 21,69,075 | 4,21,325 | 13,21,700 |
| 27 Jun | 24044.50 | 2 | - | 17,75,725 | 8,38,175 | 9,00,375 | |
| 26 Jun | 23868.80 | 1.9 | - | 1,59,725 | 12,850 | 62,200 | |
| 25 Jun | 23721.30 | 2.95 | - | 70,425 | 17,700 | 49,350 | |
| 24 Jun | 23537.85 | 2.85 | - | 40,975 | 9,375 | 31,650 | |
| 21 Jun | 23501.10 | 2.10 | - | 68,225 | 1,500 | 22,275 | |
| 20 Jun | 23567.00 | 2.95 | - | 14,225 | -250 | 20,775 | |
| 19 Jun | 23516.00 | 3.45 | - | 11,750 | -3,100 | 21,025 | |
| 18 Jun | 23557.90 | 3.75 | - | 1,14,550 | -21,150 | 24,125 | |
| 14 Jun | 23465.60 | 6.80 | - | 7,100 | 125 | 45,275 | |
| 13 Jun | 23398.90 | 10.00 | - | 27,775 | 18,500 | 45,150 | |
| 12 Jun | 23322.95 | 10.15 | - | 1,950 | 550 | 26,650 | |
| 11 Jun | 23264.85 | 13.25 | - | 35,675 | 23,150 | 26,100 | |
| 10 Jun | 23259.20 | 20.90 | - | 3,250 | 2,950 | 2,950 | |
For NIFTY - strike price 20500 expiring on 04JUL2024
Delta for 20500 PE is -
Historical price for 20500 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 0.75, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by 421325 which increased total open position to 1321700
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 2, which was lower than the previous day. The implied volatity was -, the open interest changed by 838175 which increased total open position to 900375
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 12850 which increased total open position to 62200
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 2.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 17700 which increased total open position to 49350
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 2.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 9375 which increased total open position to 31650
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 2.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 22275
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 2.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -250 which decreased total open position to 20775
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 3.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -3100 which decreased total open position to 21025
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 3.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -21150 which decreased total open position to 24125
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 6.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 45275
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 10.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 18500 which increased total open position to 45150
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 10.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 26650
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 13.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 23150 which increased total open position to 26100
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 20.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 2950 which increased total open position to 2950