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 | 3379.9 | 489.90 | - | 75 | 375 | 375 | |||
| 27 Jun | 24044.50 | 2890 | - | 0 | 125 | 0 | ||||
| 26 Jun | 23868.80 | 2890 | - | 0 | 125 | 0 | ||||
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| 25 Jun | 23721.30 | 2890 | - | 0 | 125 | 0 | ||||
| 24 Jun | 23537.85 | 2890 | - | 125 | 125 | 225 | ||||
| 21 Jun | 23501.10 | 2820.00 | - | 150 | 100 | 100 | ||||
| 20 Jun | 23567.00 | 2946.20 | - | 0 | 0 | 0 | ||||
| 19 Jun | 23516.00 | 2946.20 | - | 50 | 0 | 0 | ||||
| 18 Jun | 23557.90 | 2444.45 | - | 0 | 0 | 0 | ||||
| 14 Jun | 23465.60 | 2444.45 | - | 0 | 0 | 0 | ||||
| 13 Jun | 23398.90 | 2444.45 | - | 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 20700 expiring on 04JUL2024
Delta for 20700 CE is -
Historical price for 20700 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 3379.9, which was 489.90 higher than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 375
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 2890, 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 2890, 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 2890, 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 2890, 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 2820.00, 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 2946.20, 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 2946.20, 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 2444.45, 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 2444.45, 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 2444.45, 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 | 1.25 | -0.75 | - | 12,52,775 | 1,34,975 | 4,55,800 |
| 27 Jun | 24044.50 | 2 | - | 7,23,800 | 3,17,100 | 3,20,825 | |
| 26 Jun | 23868.80 | 2.2 | - | 23,550 | 2,975 | 3,725 | |
| 25 Jun | 23721.30 | 3 | - | 1,675 | 350 | 750 | |
| 24 Jun | 23537.85 | 3 | - | 525 | 400 | 400 | |
| 21 Jun | 23501.10 | 3.40 | - | 0 | 0 | 0 | |
| 20 Jun | 23567.00 | 3.40 | - | 0 | 0 | 0 | |
| 19 Jun | 23516.00 | 3.40 | - | 0 | 0 | 0 | |
| 18 Jun | 23557.90 | 3.40 | - | 0 | 0 | 0 | |
| 14 Jun | 23465.60 | 3.40 | - | 0 | 0 | 0 | |
| 13 Jun | 23398.90 | 3.40 | - | 0 | 0 | 0 | |
| 12 Jun | 23322.95 | 3.40 | - | 0 | 0 | 0 | |
| 11 Jun | 23264.85 | 3.40 | - | 0 | 0 | 0 | |
| 10 Jun | 23259.20 | 3.40 | - | 0 | 0 | 0 | |
For NIFTY - strike price 20700 expiring on 04JUL2024
Delta for 20700 PE is -
Historical price for 20700 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1.25, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by 134975 which increased total open position to 455800
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 317100 which increased total open position to 320825
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 2.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 2975 which increased total open position to 3725
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 3, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 750
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 3, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 400
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 3.40, 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 3.40, 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 3.40, 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 3.40, 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 3.40, 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 3.40, 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 3.40, 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 3.40, 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 3.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0