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 | 2737.55 | 0.00 | - | 0 | 175 | 0 | |||
| 27 Jun | 24044.50 | 2737.55 | - | 0 | 175 | 0 | ||||
| 26 Jun | 23868.80 | 2737.55 | - | 0 | 175 | 0 | ||||
| 25 Jun | 23721.30 | 2737.55 | - | 0 | 175 | 0 | ||||
| 24 Jun | 23537.85 | 2737.55 | - | 175 | 175 | 275 | ||||
| 21 Jun | 23501.10 | 2670.15 | - | 200 | 100 | 100 | ||||
| 20 Jun | 23567.00 | 2797.30 | - | 0 | 0 | 0 | ||||
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| 19 Jun | 23516.00 | 2797.30 | - | 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 | ||||
| 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 20850 expiring on 04JUL2024
Delta for 20850 CE is -
Historical price for 20850 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 2737.55, 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 2737.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 0
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 2737.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 0
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 2737.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 0
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 2737.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 275
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 2670.15, 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 2797.30, 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 2797.30, 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 | -0.55 | - | 23,825 | 1,500 | 8,075 |
| 27 Jun | 24044.50 | 2.05 | - | 14,150 | 3,000 | 6,575 | |
| 26 Jun | 23868.80 | 2.25 | - | 4,100 | 2,375 | 3,575 | |
| 25 Jun | 23721.30 | 3.55 | - | 4,750 | -2,575 | 1,200 | |
| 24 Jun | 23537.85 | 2.45 | - | 8,350 | 1,100 | 3,775 | |
| 21 Jun | 23501.10 | 2.30 | - | 12,050 | 2,675 | 2,675 | |
| 20 Jun | 23567.00 | 3.90 | - | 0 | 0 | 0 | |
| 19 Jun | 23516.00 | 3.90 | - | 800 | 0 | 5,375 | |
| 18 Jun | 23557.90 | 7.40 | - | 25 | -25 | 5,375 | |
| 14 Jun | 23465.60 | 7.70 | - | 4,125 | -3,325 | 5,400 | |
| 13 Jun | 23398.90 | 10.50 | - | 475 | -50 | 8,725 | |
| 12 Jun | 23322.95 | 15.95 | - | 575 | 375 | 8,775 | |
| 11 Jun | 23264.85 | 19.95 | - | 8,525 | 8,375 | 8,400 | |
| 10 Jun | 23259.20 | 22.70 | - | 25 | 25 | 25 | |
| 7 Jun | 23290.15 | 61.40 | - | 0 | 0 | 0 | |
| 6 Jun | 22821.40 | 61.40 | - | 0 | 0 | 0 | |
| 5 Jun | 22620.35 | 61.40 | - | 25 | 0 | 0 | |
For NIFTY - strike price 20850 expiring on 04JUL2024
Delta for 20850 PE is -
Historical price for 20850 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1.5, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 8075
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 2.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 6575
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 2.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 2375 which increased total open position to 3575
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 3.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -2575 which decreased total open position to 1200
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 1100 which increased total open position to 3775
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 2.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 2675 which increased total open position to 2675
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 3.90, 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 3.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5375
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 7.40, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 5375
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 7.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -3325 which decreased total open position to 5400
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 10.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 8725
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 15.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 8775
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 19.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 8375 which increased total open position to 8400
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 22.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 25
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 61.40, 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 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 61.40, 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 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 61.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0