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 | |||
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| 28 Jun | 24010.60 | 3422.65 | 482.80 | - | 25 | 225 | 225 | |||
| 27 Jun | 24044.50 | 2939.85 | - | 0 | 50 | 0 | ||||
| 26 Jun | 23868.80 | 2939.85 | - | 0 | 50 | 0 | ||||
| 25 Jun | 23721.30 | 2939.85 | - | 0 | 50 | 0 | ||||
| 24 Jun | 23537.85 | 2939.85 | - | 125 | 50 | 125 | ||||
| 21 Jun | 23501.10 | 2874.40 | - | 50 | 75 | 75 | ||||
| 20 Jun | 23567.00 | 2995.85 | - | 0 | 0 | 0 | ||||
| 19 Jun | 23516.00 | 2995.85 | - | 50 | 0 | 0 | ||||
| 18 Jun | 23557.90 | 2493.55 | - | 0 | 0 | 0 | ||||
| 14 Jun | 23465.60 | 2493.55 | - | 0 | 0 | 0 | ||||
| 13 Jun | 23398.90 | 2493.55 | - | 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 20650 expiring on 04JUL2024
Delta for 20650 CE is -
Historical price for 20650 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 3422.65, which was 482.80 higher than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 225
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 2939.85, 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 2939.85, 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 2939.85, 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 2939.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 125
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 2874.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 75
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 2995.85, 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 2995.85, 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 2493.55, 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 2493.55, 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 2493.55, 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 | 1.3 | -1.35 | - | 60,300 | 7,025 | 10,625 |
| 27 Jun | 24044.50 | 2.65 | - | 15,425 | 475 | 3,600 | |
| 26 Jun | 23868.80 | 2.35 | - | 5,250 | 1,200 | 3,125 | |
| 25 Jun | 23721.30 | 3.1 | - | 13,075 | 1,300 | 1,925 | |
| 24 Jun | 23537.85 | 3.75 | - | 725 | 625 | 625 | |
| 21 Jun | 23501.10 | 2.90 | - | 0 | 0 | 0 | |
| 20 Jun | 23567.00 | 2.90 | - | 0 | 0 | 0 | |
| 19 Jun | 23516.00 | 2.90 | - | 0 | 0 | 0 | |
| 18 Jun | 23557.90 | 2.90 | - | 0 | 0 | 0 | |
| 14 Jun | 23465.60 | 2.90 | - | 0 | 0 | 0 | |
| 13 Jun | 23398.90 | 2.90 | - | 0 | 0 | 0 | |
| 12 Jun | 23322.95 | 2.90 | - | 0 | 0 | 0 | |
| 11 Jun | 23264.85 | 2.90 | - | 0 | 0 | 0 | |
| 10 Jun | 23259.20 | 2.90 | - | 0 | 0 | 0 | |
For NIFTY - strike price 20650 expiring on 04JUL2024
Delta for 20650 PE is -
Historical price for 20650 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1.3, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by 7025 which increased total open position to 10625
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 2.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 475 which increased total open position to 3600
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 2.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 1200 which increased total open position to 3125
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 3.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 1300 which increased total open position to 1925
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 3.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 625 which increased total open position to 625
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 2.90, 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 2.90, 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 2.90, 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 2.90, 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 2.90, 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 2.90, 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 2.90, 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 2.90, 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 2.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0