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 | 2791 | 0.00 | - | 0 | 1,175 | 0 | |||
| 27 Jun | 24044.50 | 2791 | - | 1,000 | 1,175 | 1,175 | ||||
| 26 Jun | 23868.80 | 2576.45 | - | 0 | 275 | 0 | ||||
| 25 Jun | 23721.30 | 2576.45 | - | 125 | 275 | 650 | ||||
| 24 Jun | 23537.85 | 2388.95 | - | 200 | 150 | 375 | ||||
| 21 Jun | 23501.10 | 2320.55 | - | 275 | 225 | 225 | ||||
| 20 Jun | 23567.00 | 2452.05 | - | 0 | 0 | 0 | ||||
| 19 Jun | 23516.00 | 2452.05 | - | 75 | 0 | 0 | ||||
| 18 Jun | 23557.90 | 0.00 | - | 0 | 0 | 0 | ||||
| 14 Jun | 23465.60 | 0.00 | - | 0 | 0 | 0 | ||||
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| 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 21200 expiring on 04JUL2024
Delta for 21200 CE is -
Historical price for 21200 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 2791, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 1175 which increased total open position to 0
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 2791, which was lower than the previous day. The implied volatity was -, the open interest changed by 1175 which increased total open position to 1175
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 2576.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 0
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 2576.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 650
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 2388.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 375
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 2320.55, 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 2452.05, 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 2452.05, 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 | 1.45 | -0.70 | - | 8,58,025 | 47,575 | 1,16,975 |
| 27 Jun | 24044.50 | 2.15 | - | 2,14,375 | 63,625 | 69,400 | |
| 26 Jun | 23868.80 | 1.7 | - | 12,400 | 3,250 | 5,775 | |
| 25 Jun | 23721.30 | 4.05 | - | 6,175 | -625 | 2,525 | |
| 24 Jun | 23537.85 | 3.5 | - | 4,150 | -925 | 3,150 | |
| 21 Jun | 23501.10 | 3.25 | - | 22,175 | 4,075 | 4,075 | |
| 20 Jun | 23567.00 | 14.45 | - | 0 | 9,275 | 0 | |
| 19 Jun | 23516.00 | 14.45 | - | 0 | 9,275 | 0 | |
| 18 Jun | 23557.90 | 14.45 | - | 0 | 9,275 | 0 | |
| 14 Jun | 23465.60 | 14.45 | - | 75 | 9,275 | 9,275 | |
| 13 Jun | 23398.90 | 19.65 | - | 0 | 0 | 0 | |
| 12 Jun | 23322.95 | 19.65 | - | 425 | 0 | 9,300 | |
| 11 Jun | 23264.85 | 24.00 | - | 375 | 100 | 9,300 | |
| 10 Jun | 23259.20 | 27.45 | - | 25 | 8,950 | 9,200 | |
| 7 Jun | 23290.15 | 41.15 | - | 9,175 | 200 | 250 | |
| 6 Jun | 22821.40 | 40.15 | - | 50 | 50 | 50 | |
| 5 Jun | 22620.35 | 23.85 | - | 0 | 0 | 0 | |
For NIFTY - strike price 21200 expiring on 04JUL2024
Delta for 21200 PE is -
Historical price for 21200 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1.45, which was -0.70 lower than the previous day. The implied volatity was -, the open interest changed by 47575 which increased total open position to 116975
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 63625 which increased total open position to 69400
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 3250 which increased total open position to 5775
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 4.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -625 which decreased total open position to 2525
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 3.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -925 which decreased total open position to 3150
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 3.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 4075 which increased total open position to 4075
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 14.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 9275 which increased total open position to 0
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 14.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 9275 which increased total open position to 0
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 14.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 9275 which increased total open position to 0
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 14.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 9275 which increased total open position to 9275
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 19.65, 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 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 19.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9300
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 24.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 9300
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 27.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 8950 which increased total open position to 9200
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 41.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 250
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 40.15, 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 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 23.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0