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 | 2824.9 | 0.00 | - | 0 | 50 | 0 | |||
| 27 Jun | 24044.50 | 2824.9 | - | 0 | 50 | 0 | ||||
| 26 Jun | 23868.80 | 2824.9 | - | 0 | 50 | 0 | ||||
| 25 Jun | 23721.30 | 2824.9 | - | 50 | 50 | 375 | ||||
| 24 Jun | 23537.85 | 2639.65 | - | 75 | 75 | 325 | ||||
| 21 Jun | 23501.10 | 2579.60 | - | 225 | 250 | 250 | ||||
| 20 Jun | 23567.00 | 2706.65 | - | 0 | 0 | 0 | ||||
| 19 Jun | 23516.00 | 2706.65 | - | 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 | ||||
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| 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 20950 expiring on 04JUL2024
Delta for 20950 CE is -
Historical price for 20950 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 2824.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 0
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 2824.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 0
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 2824.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 0
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 2824.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 375
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 2639.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 325
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 2579.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 250
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 2706.65, 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 2706.65, 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 | 1.25 | -0.30 | - | 25,425 | 1,875 | 3,950 |
| 27 Jun | 24044.50 | 1.55 | - | 9,375 | 300 | 2,075 | |
| 26 Jun | 23868.80 | 1.9 | - | 7,300 | 825 | 1,775 | |
| 25 Jun | 23721.30 | 3.4 | - | 3,100 | -300 | 950 | |
| 24 Jun | 23537.85 | 3.1 | - | 11,650 | -8,475 | 1,250 | |
| 21 Jun | 23501.10 | 2.60 | - | 12,500 | 8,100 | 9,725 | |
| 20 Jun | 23567.00 | 4.50 | - | 425 | 1,625 | 1,625 | |
| 19 Jun | 23516.00 | 18.05 | - | 0 | 1,650 | 0 | |
| 18 Jun | 23557.90 | 18.05 | - | 0 | 1,650 | 0 | |
| 14 Jun | 23465.60 | 18.05 | - | 0 | 1,650 | 0 | |
| 13 Jun | 23398.90 | 18.05 | - | 0 | 1,650 | 0 | |
| 12 Jun | 23322.95 | 18.05 | - | 50 | 1,650 | 1,650 | |
| 11 Jun | 23264.85 | 22.25 | - | 1,975 | 0 | 0 | |
| 10 Jun | 23259.20 | 7.00 | - | 0 | 0 | 0 | |
| 7 Jun | 23290.15 | 7.00 | - | 0 | 0 | 0 | |
| 6 Jun | 22821.40 | 7.00 | - | 0 | 0 | 0 | |
| 5 Jun | 22620.35 | 7.00 | - | 0 | 0 | 0 | |
For NIFTY - strike price 20950 expiring on 04JUL2024
Delta for 20950 PE is -
Historical price for 20950 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1.25, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by 1875 which increased total open position to 3950
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 2075
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 825 which increased total open position to 1775
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 -300 which decreased total open position to 950
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 3.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -8475 which decreased total open position to 1250
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 8100 which increased total open position to 9725
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 4.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 1625 which increased total open position to 1625
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 18.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 1650 which increased total open position to 0
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 18.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 1650 which increased total open position to 0
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 18.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 1650 which increased total open position to 0
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 18.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 1650 which increased total open position to 0
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 18.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 1650 which increased total open position to 1650
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 22.25, 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 7.00, 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 7.00, 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 7.00, 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 7.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0