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 | 2874.8 | 0.00 | - | 0 | 25 | 0 | |||
| 27 Jun | 24044.50 | 2874.8 | - | 0 | 25 | 0 | ||||
| 26 Jun | 23868.80 | 2874.8 | - | 0 | 25 | 0 | ||||
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| 25 Jun | 23721.30 | 2874.8 | - | 75 | 25 | 375 | ||||
| 24 Jun | 23537.85 | 2689.25 | - | 75 | 200 | 350 | ||||
| 21 Jun | 23501.10 | 2621.50 | - | 225 | 150 | 150 | ||||
| 20 Jun | 23567.00 | 2756.35 | - | 0 | 0 | 0 | ||||
| 19 Jun | 23516.00 | 2756.35 | - | 75 | 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 20900 expiring on 04JUL2024
Delta for 20900 CE is -
Historical price for 20900 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 2874.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 0
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 2874.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 0
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 2874.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 0
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 2874.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 375
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 2689.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 350
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 2621.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 150
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 2756.35, 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 2756.35, 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 | -1.90 | - | 4,02,325 | 37,750 | 68,725 |
| 27 Jun | 24044.50 | 2.9 | - | 1,11,425 | 24,150 | 30,975 | |
| 26 Jun | 23868.80 | 2.05 | - | 12,275 | 1,675 | 6,825 | |
| 25 Jun | 23721.30 | 3.45 | - | 16,375 | 2,325 | 5,150 | |
| 24 Jun | 23537.85 | 2.9 | - | 1,775 | 250 | 2,825 | |
| 21 Jun | 23501.10 | 3.25 | - | 8,325 | 2,575 | 2,575 | |
| 20 Jun | 23567.00 | 4.20 | - | 0 | 4,450 | 0 | |
| 19 Jun | 23516.00 | 4.20 | - | 0 | 4,450 | 0 | |
| 18 Jun | 23557.90 | 4.20 | - | 5,450 | 4,450 | 4,450 | |
| 14 Jun | 23465.60 | 12.00 | - | 0 | 9,425 | 0 | |
| 13 Jun | 23398.90 | 12.00 | - | 3,175 | 9,425 | 9,425 | |
| 12 Jun | 23322.95 | 17.15 | - | 0 | 10,275 | 0 | |
| 11 Jun | 23264.85 | 17.15 | - | 10,850 | 10,275 | 10,275 | |
| 10 Jun | 23259.20 | 6.05 | - | 0 | 0 | 0 | |
| 7 Jun | 23290.15 | 6.05 | - | 0 | 0 | 0 | |
| 6 Jun | 22821.40 | 6.05 | - | 0 | 0 | 0 | |
| 5 Jun | 22620.35 | 6.05 | - | 0 | 0 | 0 | |
For NIFTY - strike price 20900 expiring on 04JUL2024
Delta for 20900 PE is -
Historical price for 20900 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 37750 which increased total open position to 68725
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 24150 which increased total open position to 30975
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 2.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 1675 which increased total open position to 6825
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 3.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 2325 which increased total open position to 5150
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 2.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 2825
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 3.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 2575 which increased total open position to 2575
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 4.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 4450 which increased total open position to 0
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 4.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 4450 which increased total open position to 0
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 4.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 4450 which increased total open position to 4450
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 12.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 9425 which increased total open position to 0
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 12.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 9425 which increased total open position to 9425
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 17.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 10275 which increased total open position to 0
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 17.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 10275 which increased total open position to 10275
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 6.05, 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 6.05, 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 6.05, 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 6.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0