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 | 2855 | 0.00 | - | 0 | 575 | 0 | |||
| 27 Jun | 24044.50 | 2855 | - | 1,000 | 575 | 575 | ||||
| 26 Jun | 23868.80 | 2625.6 | - | 0 | 100 | 0 | ||||
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| 25 Jun | 23721.30 | 2625.6 | - | 125 | 100 | 500 | ||||
| 24 Jun | 23537.85 | 2435.8 | - | 100 | 150 | 400 | ||||
| 21 Jun | 23501.10 | 2370.40 | - | 275 | 250 | 250 | ||||
| 20 Jun | 23567.00 | 2501.75 | - | 0 | 0 | 0 | ||||
| 19 Jun | 23516.00 | 2501.75 | - | 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 21150 expiring on 04JUL2024
Delta for 21150 CE is -
Historical price for 21150 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 2855, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 575 which increased total open position to 0
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 2855, which was lower than the previous day. The implied volatity was -, the open interest changed by 575 which increased total open position to 575
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 2625.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 0
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 2625.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 500
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 2435.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 400
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 2370.40, 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 2501.75, 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 2501.75, 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 | 1.35 | -4.65 | - | 1,25,825 | -625 | 20,700 |
| 27 Jun | 24044.50 | 6 | - | 50,750 | 2,100 | 21,325 | |
| 26 Jun | 23868.80 | 1.65 | - | 31,400 | 18,825 | 19,225 | |
| 25 Jun | 23721.30 | 4.1 | - | 3,325 | -175 | 400 | |
| 24 Jun | 23537.85 | 4.1 | - | 75 | 200 | 575 | |
| 21 Jun | 23501.10 | 3.40 | - | 10,725 | 375 | 375 | |
| 20 Jun | 23567.00 | 24.70 | - | 0 | 6,475 | 0 | |
| 19 Jun | 23516.00 | 24.70 | - | 0 | 6,475 | 0 | |
| 18 Jun | 23557.90 | 24.70 | - | 0 | 6,475 | 0 | |
| 14 Jun | 23465.60 | 24.70 | - | 0 | 6,475 | 0 | |
| 13 Jun | 23398.90 | 24.70 | - | 0 | 6,475 | 0 | |
| 12 Jun | 23322.95 | 24.70 | - | 0 | 6,475 | 0 | |
| 11 Jun | 23264.85 | 24.70 | - | 7,625 | 6,475 | 6,475 | |
| 10 Jun | 23259.20 | 11.90 | - | 0 | 0 | 0 | |
| 7 Jun | 23290.15 | 11.90 | - | 0 | 0 | 0 | |
| 6 Jun | 22821.40 | 11.90 | - | 0 | 0 | 0 | |
| 5 Jun | 22620.35 | 11.90 | - | 0 | 0 | 0 | |
For NIFTY - strike price 21150 expiring on 04JUL2024
Delta for 21150 PE is -
Historical price for 21150 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1.35, which was -4.65 lower than the previous day. The implied volatity was -, the open interest changed by -625 which decreased total open position to 20700
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 6, which was lower than the previous day. The implied volatity was -, the open interest changed by 2100 which increased total open position to 21325
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 18825 which increased total open position to 19225
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 4.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -175 which decreased total open position to 400
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 4.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 575
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 3.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 375
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 24.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 6475 which increased total open position to 0
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 24.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 6475 which increased total open position to 0
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 24.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 6475 which increased total open position to 0
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 24.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 6475 which increased total open position to 0
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 24.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 6475 which increased total open position to 0
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 24.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 6475 which increased total open position to 0
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 24.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 6475 which increased total open position to 6475
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 11.90, 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 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 11.90, 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 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 11.90, 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 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 11.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0