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 | 3045.15 | 0.00 | - | 0 | 125 | 0 | |||
| 27 Jun | 24044.50 | 3045.15 | - | 0 | 125 | 0 | ||||
| 26 Jun | 23868.80 | 3045.15 | - | 0 | 125 | 0 | ||||
| 25 Jun | 23721.30 | 3045.15 | - | 0 | 125 | 0 | ||||
| 24 Jun | 23537.85 | 3045.15 | - | 75 | 125 | 225 | ||||
| 21 Jun | 23501.10 | 2969.75 | - | 125 | 100 | 100 | ||||
| 20 Jun | 23567.00 | 3095.15 | - | 0 | 0 | 0 | ||||
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| 19 Jun | 23516.00 | 3095.15 | - | 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 20550 expiring on 04JUL2024
Delta for 20550 CE is -
Historical price for 20550 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 3045.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 0
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 3045.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 0
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 3045.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 0
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 3045.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 0
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 3045.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 225
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 2969.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 100
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 3095.15, 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 3095.15, 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 | 1.1 | -1.40 | - | 93,200 | -1,450 | 20,975 |
| 27 Jun | 24044.50 | 2.5 | - | 42,725 | 17,250 | 22,425 | |
| 26 Jun | 23868.80 | 1.9 | - | 7,750 | 1,525 | 5,175 | |
| 25 Jun | 23721.30 | 3.05 | - | 11,100 | 500 | 3,650 | |
| 24 Jun | 23537.85 | 2.4 | - | 11,600 | 1,800 | 3,150 | |
| 21 Jun | 23501.10 | 2.25 | - | 4,650 | 1,350 | 1,350 | |
| 20 Jun | 23567.00 | 21.05 | - | 0 | 0 | 0 | |
| 19 Jun | 23516.00 | 21.05 | - | 0 | 0 | 0 | |
| 18 Jun | 23557.90 | 21.05 | - | 0 | 0 | 0 | |
| 14 Jun | 23465.60 | 21.05 | - | 0 | 0 | 0 | |
| 13 Jun | 23398.90 | 21.05 | - | 0 | 0 | 0 | |
| 12 Jun | 23322.95 | 21.05 | - | 0 | 0 | 0 | |
| 11 Jun | 23264.85 | 21.05 | - | 0 | 0 | 0 | |
| 10 Jun | 23259.20 | 21.05 | - | 1,175 | 0 | 0 | |
For NIFTY - strike price 20550 expiring on 04JUL2024
Delta for 20550 PE is -
Historical price for 20550 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1.1, which was -1.40 lower than the previous day. The implied volatity was -, the open interest changed by -1450 which decreased total open position to 20975
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 2.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 17250 which increased total open position to 22425
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 1525 which increased total open position to 5175
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 3.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 3650
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 1800 which increased total open position to 3150
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 2.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 1350 which increased total open position to 1350
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 21.05, 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 21.05, 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 21.05, 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 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 21.05, 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 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 21.05, 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 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 21.05, 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 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 21.05, 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 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 21.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0