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 | 2754.7 | 0.00 | - | 0 | 500 | 0 | |||
| 27 Jun | 24044.50 | 2754.7 | - | 50 | 500 | 500 | ||||
| 26 Jun | 23868.80 | 2675.35 | - | 0 | 75 | 0 | ||||
| 25 Jun | 23721.30 | 2675.35 | - | 50 | 75 | 450 | ||||
| 24 Jun | 23537.85 | 2490.45 | - | 100 | 300 | 375 | ||||
| 21 Jun | 23501.10 | 2427.80 | - | 275 | 75 | 75 | ||||
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| 20 Jun | 23567.00 | 2550.85 | - | 0 | 0 | 0 | ||||
| 19 Jun | 23516.00 | 2550.85 | - | 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 21100 expiring on 04JUL2024
Delta for 21100 CE is -
Historical price for 21100 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 2754.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 0
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 2754.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 500
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 2675.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 0
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 2675.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 450
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 2490.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 375
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 2427.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 75
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 2550.85, 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 2550.85, 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 | 1.4 | 0.10 | - | 4,17,100 | 26,275 | 85,750 |
| 27 Jun | 24044.50 | 1.3 | - | 1,74,650 | 52,200 | 59,475 | |
| 26 Jun | 23868.80 | 1.8 | - | 15,250 | 3,975 | 7,275 | |
| 25 Jun | 23721.30 | 3.7 | - | 2,675 | 0 | 3,300 | |
| 24 Jun | 23537.85 | 3.6 | - | 250 | -300 | 3,300 | |
| 21 Jun | 23501.10 | 3.05 | - | 18,475 | 3,600 | 3,600 | |
| 20 Jun | 23567.00 | 24.05 | - | 0 | 5,800 | 0 | |
| 19 Jun | 23516.00 | 24.05 | - | 0 | 5,800 | 0 | |
| 18 Jun | 23557.90 | 24.05 | - | 0 | 5,800 | 0 | |
| 14 Jun | 23465.60 | 24.05 | - | 0 | 5,800 | 0 | |
| 13 Jun | 23398.90 | 24.05 | - | 0 | 5,800 | 0 | |
| 12 Jun | 23322.95 | 24.05 | - | 0 | 5,800 | 0 | |
| 11 Jun | 23264.85 | 24.05 | - | 7,125 | 5,800 | 5,850 | |
| 10 Jun | 23259.20 | 25.65 | - | 100 | 50 | 50 | |
| 7 Jun | 23290.15 | 10.45 | - | 0 | 0 | 0 | |
| 6 Jun | 22821.40 | 10.45 | - | 0 | 0 | 0 | |
| 5 Jun | 22620.35 | 10.45 | - | 0 | 0 | 0 | |
For NIFTY - strike price 21100 expiring on 04JUL2024
Delta for 21100 PE is -
Historical price for 21100 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1.4, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by 26275 which increased total open position to 85750
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 52200 which increased total open position to 59475
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 3975 which increased total open position to 7275
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 3.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3300
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 3.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -300 which decreased total open position to 3300
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 3600 which increased total open position to 3600
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 24.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 5800 which increased total open position to 0
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 24.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 5800 which increased total open position to 0
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 24.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 5800 which increased total open position to 0
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 24.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 5800 which increased total open position to 0
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 24.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 5800 which increased total open position to 0
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 24.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 5800 which increased total open position to 0
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 24.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 5800 which increased total open position to 5850
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 25.65, 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 10.45, 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 10.45, 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 10.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0