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 | 2666.85 | 0.00 | - | 0 | 1,750 | 0 | |||
| 27 Jun | 24044.50 | 2666.85 | - | 1,500 | 1,750 | 1,750 | ||||
| 26 Jun | 23868.80 | 2475.95 | - | 0 | 125 | 0 | ||||
| 25 Jun | 23721.30 | 2475.95 | - | 200 | 125 | 475 | ||||
| 24 Jun | 23537.85 | 2285.7 | - | 75 | 200 | 350 | ||||
| 21 Jun | 23501.10 | 2221.75 | - | 250 | 150 | 150 | ||||
| 20 Jun | 23567.00 | 2360.05 | - | 0 | 0 | 0 | ||||
| 19 Jun | 23516.00 | 2360.05 | - | 75 | 0 | 0 | ||||
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| 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 21300 expiring on 04JUL2024
Delta for 21300 CE is -
Historical price for 21300 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 2666.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 1750 which increased total open position to 0
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 2666.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 1750 which increased total open position to 1750
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 2475.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 0
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 2475.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 475
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 2285.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 350
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 2221.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 150
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 2360.05, 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 2360.05, 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 | 0.35 | - | 6,95,025 | 28,800 | 77,450 |
| 27 Jun | 24044.50 | 1.1 | - | 1,30,675 | 41,875 | 48,650 | |
| 26 Jun | 23868.80 | 1.8 | - | 11,750 | 5,850 | 6,775 | |
| 25 Jun | 23721.30 | 4 | - | 2,500 | 650 | 925 | |
| 24 Jun | 23537.85 | 4 | - | 300 | 275 | 275 | |
| 21 Jun | 23501.10 | 17.30 | - | 0 | 0 | 0 | |
| 20 Jun | 23567.00 | 17.30 | - | 0 | 0 | 0 | |
| 19 Jun | 23516.00 | 17.30 | - | 0 | 0 | 0 | |
| 18 Jun | 23557.90 | 17.30 | - | 0 | 0 | 0 | |
| 14 Jun | 23465.60 | 17.30 | - | 0 | 0 | 0 | |
| 13 Jun | 23398.90 | 17.30 | - | 0 | 0 | 0 | |
| 12 Jun | 23322.95 | 17.30 | - | 0 | 0 | 0 | |
| 11 Jun | 23264.85 | 17.30 | - | 0 | 0 | 0 | |
| 10 Jun | 23259.20 | 17.30 | - | 0 | 0 | 0 | |
| 7 Jun | 23290.15 | 17.30 | - | 0 | 0 | 0 | |
| 6 Jun | 22821.40 | 17.30 | - | 0 | 0 | 0 | |
| 5 Jun | 22620.35 | 17.30 | - | 0 | 0 | 0 | |
For NIFTY - strike price 21300 expiring on 04JUL2024
Delta for 21300 PE is -
Historical price for 21300 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1.45, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 28800 which increased total open position to 77450
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 41875 which increased total open position to 48650
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 5850 which increased total open position to 6775
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 4, which was lower than the previous day. The implied volatity was -, the open interest changed by 650 which increased total open position to 925
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 4, which was lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 275
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 17.30, 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 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 17.30, 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 17.30, 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 17.30, 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 17.30, 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 17.30, 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 17.30, 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 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 17.30, 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 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 17.30, 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 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 17.30, 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 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 17.30, 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 17.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0