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 | 3060 | 17.75 | - | 10,275 | 3,850 | 11,650 | |||
| 27 Jun | 24044.50 | 3042.25 | - | 2,250 | 2,175 | 7,800 | ||||
| 26 Jun | 23868.80 | 2900 | - | 1,350 | 1,075 | 5,625 | ||||
| 25 Jun | 23721.30 | 2773.1 | - | 1,875 | 1,750 | 4,550 | ||||
| 24 Jun | 23537.85 | 2559 | - | 975 | 800 | 2,800 | ||||
| 21 Jun | 23501.10 | 2510.00 | - | 2,250 | 2,000 | 2,000 | ||||
| 20 Jun | 23567.00 | 2647.90 | - | 0 | 0 | 0 | ||||
| 19 Jun | 23516.00 | 2647.90 | - | 50 | 0 | 0 | ||||
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| 18 Jun | 23557.90 | 2151.55 | - | 0 | 0 | 0 | ||||
| 14 Jun | 23465.60 | 2151.55 | - | 0 | 0 | 0 | ||||
| 13 Jun | 23398.90 | 2151.55 | - | 0 | 0 | 0 | ||||
| 12 Jun | 23322.95 | 2151.55 | - | 0 | 0 | 0 | ||||
| 11 Jun | 23264.85 | 2151.55 | - | 0 | 0 | 0 | ||||
| 10 Jun | 23259.20 | 2151.55 | - | 0 | 0 | 0 | ||||
| 7 Jun | 23290.15 | 2151.55 | - | 0 | 0 | 0 | ||||
| 6 Jun | 22821.40 | 2151.55 | - | 0 | 0 | 0 | ||||
| 5 Jun | 22620.35 | 2151.55 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 21000 expiring on 04JUL2024
Delta for 21000 CE is -
Historical price for 21000 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 3060, which was 17.75 higher than the previous day. The implied volatity was -, the open interest changed by 3850 which increased total open position to 11650
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 3042.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 2175 which increased total open position to 7800
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 2900, which was lower than the previous day. The implied volatity was -, the open interest changed by 1075 which increased total open position to 5625
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 2773.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 1750 which increased total open position to 4550
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 2559, which was lower than the previous day. The implied volatity was -, the open interest changed by 800 which increased total open position to 2800
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 2510.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2000 which increased total open position to 2000
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 2647.90, 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 2647.90, 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 2151.55, 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 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 2151.55, 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 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 2151.55, 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 2151.55, 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 2151.55, 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 2151.55, 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 2151.55, 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 2151.55, 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 2151.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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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 | 1.6 | -0.55 | - | 23,99,450 | 3,22,050 | 14,67,900 |
| 27 Jun | 24044.50 | 2.15 | - | 22,22,250 | 8,56,450 | 11,45,850 | |
| 26 Jun | 23868.80 | 1.85 | - | 5,15,500 | 1,08,700 | 2,89,400 | |
| 25 Jun | 23721.30 | 3.2 | - | 1,54,150 | 26,425 | 1,80,700 | |
| 24 Jun | 23537.85 | 3.25 | - | 1,46,925 | 8,975 | 1,54,275 | |
| 21 Jun | 23501.10 | 3.10 | - | 2,65,975 | 63,250 | 1,45,300 | |
| 20 Jun | 23567.00 | 3.40 | - | 1,12,950 | 17,500 | 82,050 | |
| 19 Jun | 23516.00 | 4.35 | - | 83,450 | -34,700 | 64,550 | |
| 18 Jun | 23557.90 | 5.10 | - | 1,19,975 | -18,175 | 99,250 | |
| 14 Jun | 23465.60 | 9.00 | - | 1,44,875 | 36,375 | 1,17,425 | |
| 13 Jun | 23398.90 | 11.05 | - | 48,475 | 29,200 | 81,050 | |
| 12 Jun | 23322.95 | 14.40 | - | 24,250 | 3,025 | 51,850 | |
| 11 Jun | 23264.85 | 20.50 | - | 59,775 | 12,250 | 48,825 | |
| 10 Jun | 23259.20 | 30.85 | - | 1,16,400 | -57,825 | 36,575 | |
| 7 Jun | 23290.15 | 33.20 | - | 1,39,600 | 88,825 | 94,400 | |
| 6 Jun | 22821.40 | 32.15 | - | 12,775 | 2,550 | 5,575 | |
| 5 Jun | 22620.35 | 103.15 | - | 3,950 | 3,025 | 3,025 | |
For NIFTY - strike price 21000 expiring on 04JUL2024
Delta for 21000 PE is -
Historical price for 21000 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1.6, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 322050 which increased total open position to 1467900
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 2.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 856450 which increased total open position to 1145850
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 108700 which increased total open position to 289400
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 3.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 26425 which increased total open position to 180700
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 8975 which increased total open position to 154275
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 3.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 63250 which increased total open position to 145300
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 3.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 17500 which increased total open position to 82050
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 4.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -34700 which decreased total open position to 64550
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 5.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -18175 which decreased total open position to 99250
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 9.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 36375 which increased total open position to 117425
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 11.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 29200 which increased total open position to 81050
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 14.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 3025 which increased total open position to 51850
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 20.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 12250 which increased total open position to 48825
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 30.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -57825 which decreased total open position to 36575
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 33.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 88825 which increased total open position to 94400
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 32.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 2550 which increased total open position to 5575
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 103.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 3025 which increased total open position to 3025