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 | 2836.55 | 0.00 | - | 0 | 200 | 0 | |||
| 27 Jun | 24044.50 | 2836.55 | - | 0 | 200 | 0 | ||||
| 26 Jun | 23868.80 | 2836.55 | - | 0 | 200 | 0 | ||||
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| 25 Jun | 23721.30 | 2836.55 | - | 0 | 200 | 0 | ||||
| 24 Jun | 23537.85 | 2836.55 | - | 75 | 200 | 325 | ||||
| 21 Jun | 23501.10 | 2769.85 | - | 200 | 125 | 125 | ||||
| 20 Jun | 23567.00 | 2896.55 | - | 0 | 0 | 0 | ||||
| 19 Jun | 23516.00 | 2896.55 | - | 50 | 0 | 25 | ||||
| 18 Jun | 23557.90 | 2796.20 | - | 25 | 0 | 25 | ||||
| 14 Jun | 23465.60 | 2642.55 | - | 0 | 0 | 25 | ||||
| 13 Jun | 23398.90 | 2642.55 | - | 0 | 0 | 25 | ||||
| 12 Jun | 23322.95 | 2642.55 | - | 0 | 0 | 25 | ||||
| 11 Jun | 23264.85 | 2642.55 | - | 0 | 0 | 25 | ||||
| 10 Jun | 23259.20 | 2642.55 | - | 0 | 0 | 25 | ||||
| 7 Jun | 23290.15 | 2642.55 | - | 0 | 0 | 25 | ||||
| 6 Jun | 22821.40 | 2642.55 | - | 0 | 0 | 25 | ||||
| 5 Jun | 22620.35 | 2642.55 | - | 25 | 25 | 25 | ||||
For NIFTY - strike price 20750 expiring on 04JUL2024
Delta for 20750 CE is -
Historical price for 20750 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 2836.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 0
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 2836.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 0
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 2836.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 0
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 2836.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 0
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 2836.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 325
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 2769.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 125
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 2896.55, 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 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 2896.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 2796.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 2642.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 2642.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 2642.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 2642.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 2642.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 2642.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 2642.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 2642.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 25
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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 | -1.90 | - | 81,825 | 10,725 | 15,725 |
| 27 Jun | 24044.50 | 2.9 | - | 15,975 | 3,300 | 5,000 | |
| 26 Jun | 23868.80 | 1.9 | - | 10,850 | 1,550 | 1,700 | |
| 25 Jun | 23721.30 | 3.4 | - | 1,400 | -175 | 150 | |
| 24 Jun | 23537.85 | 3.25 | - | 350 | 325 | 325 | |
| 21 Jun | 23501.10 | 3.95 | - | 0 | 0 | 0 | |
| 20 Jun | 23567.00 | 3.95 | - | 0 | 0 | 0 | |
| 19 Jun | 23516.00 | 3.95 | - | 0 | 0 | 0 | |
| 18 Jun | 23557.90 | 3.95 | - | 0 | 0 | 0 | |
| 14 Jun | 23465.60 | 3.95 | - | 0 | 0 | 0 | |
| 13 Jun | 23398.90 | 3.95 | - | 0 | 0 | 0 | |
| 12 Jun | 23322.95 | 3.95 | - | 0 | 0 | 0 | |
| 11 Jun | 23264.85 | 3.95 | - | 0 | 0 | 0 | |
| 10 Jun | 23259.20 | 3.95 | - | 0 | 0 | 0 | |
| 7 Jun | 23290.15 | 3.95 | - | 0 | 0 | 0 | |
| 6 Jun | 22821.40 | 3.95 | - | 0 | 0 | 0 | |
| 5 Jun | 22620.35 | 3.95 | - | 0 | 0 | 0 | |
For NIFTY - strike price 20750 expiring on 04JUL2024
Delta for 20750 PE is -
Historical price for 20750 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1, which was -1.90 lower than the previous day. The implied volatity was -, the open interest changed by 10725 which increased total open position to 15725
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 2.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 3300 which increased total open position to 5000
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 1550 which increased total open position to 1700
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 3.4, which was lower than the previous day. The implied volatity was -, the open interest changed by -175 which decreased total open position to 150
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 3.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 325 which increased total open position to 325
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 3.95, 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 3.95, 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 3.95, 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 3.95, 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 3.95, 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 3.95, 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 3.95, 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 3.95, 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 3.95, 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 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 3.95, 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 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 3.95, 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 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 3.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0