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 | 2725.2 | 0.00 | - | 0 | 50 | 0 | |||
| 27 Jun | 24044.50 | 2725.2 | - | 0 | 50 | 0 | ||||
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| 26 Jun | 23868.80 | 2725.2 | - | 0 | 50 | 0 | ||||
| 25 Jun | 23721.30 | 2725.2 | - | 50 | 50 | 400 | ||||
| 24 Jun | 23537.85 | 2540.25 | - | 75 | 125 | 350 | ||||
| 21 Jun | 23501.10 | 2479.95 | - | 250 | 225 | 225 | ||||
| 20 Jun | 23567.00 | 2607.40 | - | 0 | 0 | 0 | ||||
| 19 Jun | 23516.00 | 2607.40 | - | 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 21050 expiring on 04JUL2024
Delta for 21050 CE is -
Historical price for 21050 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 2725.2, 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 2725.2, 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 2725.2, 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 2725.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 400
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 2540.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 350
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 2479.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 225
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 2607.40, 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 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 2607.40, 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 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 | 1.65 | -1.00 | - | 1,35,125 | 8,550 | 15,025 |
| 27 Jun | 24044.50 | 2.65 | - | 16,175 | 1,800 | 6,475 | |
| 26 Jun | 23868.80 | 2.1 | - | 5,050 | 350 | 4,675 | |
| 25 Jun | 23721.30 | 3.65 | - | 1,725 | -675 | 4,325 | |
| 24 Jun | 23537.85 | 3.2 | - | 5,925 | -1,225 | 5,000 | |
| 21 Jun | 23501.10 | 3.05 | - | 25,600 | 6,225 | 6,225 | |
| 20 Jun | 23567.00 | 23.30 | - | 0 | 0 | 0 | |
| 19 Jun | 23516.00 | 23.30 | - | 0 | 0 | 0 | |
| 18 Jun | 23557.90 | 23.30 | - | 0 | 0 | 0 | |
| 14 Jun | 23465.60 | 23.30 | - | 0 | 0 | 0 | |
| 13 Jun | 23398.90 | 23.30 | - | 0 | 0 | 0 | |
| 12 Jun | 23322.95 | 23.30 | - | 600 | 0 | 5,900 | |
| 11 Jun | 23264.85 | 23.30 | - | 6,675 | 5,850 | 5,900 | |
| 10 Jun | 23259.20 | 24.90 | - | 100 | 50 | 50 | |
| 7 Jun | 23290.15 | 9.15 | - | 0 | 0 | 0 | |
| 6 Jun | 22821.40 | 9.15 | - | 0 | 0 | 0 | |
| 5 Jun | 22620.35 | 9.15 | - | 0 | 0 | 0 | |
For NIFTY - strike price 21050 expiring on 04JUL2024
Delta for 21050 PE is -
Historical price for 21050 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1.65, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by 8550 which increased total open position to 15025
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 2.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 6475
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 2.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 4675
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 3.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -675 which decreased total open position to 4325
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 3.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -1225 which decreased total open position to 5000
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 3.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 6225 which increased total open position to 6225
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 23.30, 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 23.30, 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 23.30, 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 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 23.30, 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 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 23.30, 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 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 23.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5900
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 23.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 5850 which increased total open position to 5900
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 24.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 50
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 9.15, 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 9.15, 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 9.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0