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 | 3370 | 0.00 | - | 0 | 175 | 0 | |||
| 27 Jun | 24044.50 | 3370 | - | 25 | 175 | 175 | ||||
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| 26 Jun | 23868.80 | 2989.65 | - | 0 | 50 | 0 | ||||
| 25 Jun | 23721.30 | 2989.65 | - | 0 | 50 | 0 | ||||
| 24 Jun | 23537.85 | 2989.65 | - | 100 | 50 | 100 | ||||
| 21 Jun | 23501.10 | 2926.00 | - | 25 | 50 | 50 | ||||
| 20 Jun | 23567.00 | 3045.50 | - | 0 | 0 | 0 | ||||
| 19 Jun | 23516.00 | 3045.50 | - | 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 20600 expiring on 04JUL2024
Delta for 20600 CE is -
Historical price for 20600 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 3370, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 0
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 3370, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 175
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 2989.65, 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 2989.65, 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 2989.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 100
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 2926.00, 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 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 3045.50, 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 3045.50, 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 | 0.95 | -1.55 | - | 4,97,925 | -4,050 | 2,98,475 |
| 27 Jun | 24044.50 | 2.5 | - | 7,92,850 | 2,95,200 | 3,02,525 | |
| 26 Jun | 23868.80 | 2.15 | - | 20,900 | 2,800 | 7,325 | |
| 25 Jun | 23721.30 | 3.2 | - | 5,850 | 2,100 | 4,525 | |
| 24 Jun | 23537.85 | 2.45 | - | 8,625 | -375 | 2,425 | |
| 21 Jun | 23501.10 | 2.15 | - | 7,150 | 75 | 2,800 | |
| 20 Jun | 23567.00 | 2.55 | - | 2,275 | 2,000 | 2,725 | |
| 19 Jun | 23516.00 | 3.75 | - | 325 | -50 | 725 | |
| 18 Jun | 23557.90 | 19.00 | - | 25 | 775 | 775 | |
| 14 Jun | 23465.60 | 21.25 | - | 0 | 0 | 0 | |
| 13 Jun | 23398.90 | 21.25 | - | 0 | 0 | 0 | |
| 12 Jun | 23322.95 | 21.25 | - | 0 | 0 | 0 | |
| 11 Jun | 23264.85 | 21.25 | - | 0 | 0 | 0 | |
| 10 Jun | 23259.20 | 21.25 | - | 775 | 0 | 0 | |
For NIFTY - strike price 20600 expiring on 04JUL2024
Delta for 20600 PE is -
Historical price for 20600 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 0.95, which was -1.55 lower than the previous day. The implied volatity was -, the open interest changed by -4050 which decreased total open position to 298475
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 295200 which increased total open position to 302525
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 2.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 2800 which increased total open position to 7325
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 3.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 2100 which increased total open position to 4525
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 2.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -375 which decreased total open position to 2425
On 21 Jun NIFTY was trading at 23501.10. 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 2800
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 2.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 2000 which increased total open position to 2725
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 -50 which decreased total open position to 725
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 19.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 775 which increased total open position to 775
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 21.25, 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 21.25, 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 21.25, 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 21.25, 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 21.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0