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 | 2883.95 | 75.05 | - | 400 | -100 | 3,750 | |||
| 27 Jun | 24044.50 | 2808.9 | - | 3,700 | 3,850 | 3,850 | ||||
| 26 Jun | 23868.80 | 2526.5 | - | 0 | 150 | 0 | ||||
| 25 Jun | 23721.30 | 2526.5 | - | 125 | 150 | 525 | ||||
| 24 Jun | 23537.85 | 2337.45 | - | 75 | 150 | 375 | ||||
| 21 Jun | 23501.10 | 2271.60 | - | 275 | 225 | 225 | ||||
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| 20 Jun | 23567.00 | 2402.50 | - | 0 | 0 | 0 | ||||
| 19 Jun | 23516.00 | 2402.50 | - | 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 21250 expiring on 04JUL2024
Delta for 21250 CE is -
Historical price for 21250 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 2883.95, which was 75.05 higher than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 3750
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 2808.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 3850 which increased total open position to 3850
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 2526.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 0
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 2526.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 525
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 2337.45, 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 2271.60, 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 2402.50, 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 2402.50, 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 | -3.55 | - | 4,27,375 | 49,075 | 61,600 |
| 27 Jun | 24044.50 | 5 | - | 20,550 | 6,500 | 12,525 | |
| 26 Jun | 23868.80 | 2.3 | - | 7,450 | 4,025 | 6,025 | |
| 25 Jun | 23721.30 | 3.85 | - | 4,425 | -1,575 | 2,000 | |
| 24 Jun | 23537.85 | 3.1 | - | 1,150 | 550 | 3,575 | |
| 21 Jun | 23501.10 | 3.20 | - | 6,250 | 2,775 | 3,025 | |
| 20 Jun | 23567.00 | 5.00 | - | 950 | 250 | 250 | |
| 19 Jun | 23516.00 | 37.60 | - | 0 | 75 | 0 | |
| 18 Jun | 23557.90 | 37.60 | - | 0 | 75 | 0 | |
| 14 Jun | 23465.60 | 37.60 | - | 0 | 75 | 0 | |
| 13 Jun | 23398.90 | 37.60 | - | 0 | 75 | 0 | |
| 12 Jun | 23322.95 | 37.60 | - | 0 | 75 | 0 | |
| 11 Jun | 23264.85 | 37.60 | - | 0 | 75 | 0 | |
| 10 Jun | 23259.20 | 37.60 | - | 0 | 75 | 0 | |
| 7 Jun | 23290.15 | 37.60 | - | 200 | 75 | 75 | |
| 6 Jun | 22821.40 | 15.30 | - | 0 | 0 | 0 | |
| 5 Jun | 22620.35 | 15.30 | - | 0 | 0 | 0 | |
For NIFTY - strike price 21250 expiring on 04JUL2024
Delta for 21250 PE is -
Historical price for 21250 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1.45, which was -3.55 lower than the previous day. The implied volatity was -, the open interest changed by 49075 which increased total open position to 61600
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 5, which was lower than the previous day. The implied volatity was -, the open interest changed by 6500 which increased total open position to 12525
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 2.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 4025 which increased total open position to 6025
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 3.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -1575 which decreased total open position to 2000
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 3.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 3575
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 3.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 2775 which increased total open position to 3025
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 5.00, 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 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 37.60, 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 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 37.60, 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 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 37.60, 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 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 37.60, 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 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 37.60, 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 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 37.60, 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 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 37.60, 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 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 37.60, 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 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 15.30, 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 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 15.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0