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 | 2786.45 | 0.00 | - | 0 | 125 | 0 | |||
| 27 Jun | 24044.50 | 2786.45 | - | 0 | 125 | 0 | ||||
| 26 Jun | 23868.80 | 2786.45 | - | 0 | 125 | 0 | ||||
| 25 Jun | 23721.30 | 2786.45 | - | 0 | 125 | 0 | ||||
| 24 Jun | 23537.85 | 2786.45 | - | 75 | 125 | 200 | ||||
| 21 Jun | 23501.10 | 2720.90 | - | 100 | 75 | 75 | ||||
| 20 Jun | 23567.00 | 2846.90 | - | 0 | 0 | 0 | ||||
| 19 Jun | 23516.00 | 2846.90 | - | 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 | ||||
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| 10 Jun | 23259.20 | 0.00 | - | 0 | 0 | 0 | ||||
| 7 Jun | 23290.15 | 0.00 | - | 0 | 0 | 0 | ||||
| 6 Jun | 22821.40 | 0.00 | - | 0 | 0 | 0 | ||||
| 5 Jun | 22620.35 | 0.00 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 20800 expiring on 04JUL2024
Delta for 20800 CE is -
Historical price for 20800 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 2786.45, 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 2786.45, 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 2786.45, 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 2786.45, 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 2786.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 200
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 2720.90, 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 2846.90, 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 2846.90, 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 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
On 7 Jun NIFTY was trading at 23290.15. 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 6 Jun NIFTY was trading at 22821.40. 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 5 Jun NIFTY was trading at 22620.35. 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 | 1.5 | -1.00 | - | 7,87,625 | 24,200 | 3,58,325 |
| 27 Jun | 24044.50 | 2.5 | - | 7,57,650 | 3,25,000 | 3,34,125 | |
| 26 Jun | 23868.80 | 1.75 | - | 11,025 | 550 | 9,125 | |
| 25 Jun | 23721.30 | 3.05 | - | 6,225 | 200 | 8,575 | |
| 24 Jun | 23537.85 | 4.3 | - | 7,800 | -100 | 8,375 | |
| 21 Jun | 23501.10 | 2.60 | - | 11,750 | -800 | 8,475 | |
| 20 Jun | 23567.00 | 2.80 | - | 4,175 | 200 | 9,275 | |
| 19 Jun | 23516.00 | 4.25 | - | 1,825 | -100 | 9,075 | |
| 18 Jun | 23557.90 | 5.00 | - | 14,175 | 8,475 | 9,175 | |
| 14 Jun | 23465.60 | 9.05 | - | 1,100 | 700 | 700 | |
| 13 Jun | 23398.90 | 4.55 | - | 0 | 0 | 0 | |
| 12 Jun | 23322.95 | 4.55 | - | 0 | 0 | 0 | |
| 11 Jun | 23264.85 | 4.55 | - | 0 | 0 | 0 | |
| 10 Jun | 23259.20 | 4.55 | - | 0 | 0 | 0 | |
| 7 Jun | 23290.15 | 4.55 | - | 0 | 0 | 0 | |
| 6 Jun | 22821.40 | 4.55 | - | 0 | 0 | 0 | |
| 5 Jun | 22620.35 | 4.55 | - | 0 | 0 | 0 | |
For NIFTY - strike price 20800 expiring on 04JUL2024
Delta for 20800 PE is -
Historical price for 20800 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1.5, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by 24200 which increased total open position to 358325
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 325000 which increased total open position to 334125
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 9125
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 200 which increased total open position to 8575
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 4.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 8375
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 2.60, which was lower than the previous day. The implied volatity was -, the open interest changed by -800 which decreased total open position to 8475
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 2.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 9275
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 4.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 9075
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 5.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 8475 which increased total open position to 9175
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 9.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 700 which increased total open position to 700
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 4.55, 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 4.55, 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 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 4.55, 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 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 4.55, 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 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 4.55, 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 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 4.55, 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 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 4.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0