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 | 2610 | 0.00 | - | 0 | 1,975 | 0 | |||
| 27 Jun | 24044.50 | 2610 | - | 1,900 | 1,975 | 1,975 | ||||
| 26 Jun | 23868.80 | 2427.4 | - | 0 | 225 | 0 | ||||
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| 25 Jun | 23721.30 | 2427.4 | - | 175 | 225 | 500 | ||||
| 24 Jun | 23537.85 | 2235.95 | - | 125 | 200 | 275 | ||||
| 21 Jun | 23501.10 | 2178.15 | - | 250 | 75 | 75 | ||||
| 20 Jun | 23567.00 | 1816.05 | - | 0 | 0 | 0 | ||||
| 19 Jun | 23516.00 | 1816.05 | - | 0 | 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 21350 expiring on 04JUL2024
Delta for 21350 CE is -
Historical price for 21350 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 2610, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 1975 which increased total open position to 0
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 2610, which was lower than the previous day. The implied volatity was -, the open interest changed by 1975 which increased total open position to 1975
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 2427.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 0
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 2427.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 500
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 2235.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 275
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 2178.15, 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 1816.05, 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 1816.05, 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 | 1.15 | -2.75 | - | 3,24,650 | 19,800 | 28,250 |
| 27 Jun | 24044.50 | 3.9 | - | 21,150 | 6,550 | 8,450 | |
| 26 Jun | 23868.80 | 2.45 | - | 5,650 | 625 | 1,900 | |
| 25 Jun | 23721.30 | 4.3 | - | 2,975 | 100 | 1,275 | |
| 24 Jun | 23537.85 | 3.75 | - | 1,300 | 1,175 | 1,175 | |
| 21 Jun | 23501.10 | 19.55 | - | 0 | 0 | 0 | |
| 20 Jun | 23567.00 | 19.55 | - | 0 | 0 | 0 | |
| 19 Jun | 23516.00 | 19.55 | - | 0 | 0 | 0 | |
| 18 Jun | 23557.90 | 19.55 | - | 0 | 0 | 0 | |
| 14 Jun | 23465.60 | 19.55 | - | 0 | 0 | 0 | |
| 13 Jun | 23398.90 | 19.55 | - | 0 | 0 | 0 | |
| 12 Jun | 23322.95 | 19.55 | - | 0 | 0 | 0 | |
| 11 Jun | 23264.85 | 19.55 | - | 0 | 0 | 0 | |
| 10 Jun | 23259.20 | 19.55 | - | 0 | 0 | 0 | |
| 7 Jun | 23290.15 | 19.55 | - | 0 | 0 | 0 | |
| 6 Jun | 22821.40 | 19.55 | - | 0 | 0 | 0 | |
| 5 Jun | 22620.35 | 19.55 | - | 0 | 0 | 0 | |
For NIFTY - strike price 21350 expiring on 04JUL2024
Delta for 21350 PE is -
Historical price for 21350 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1.15, which was -2.75 lower than the previous day. The implied volatity was -, the open interest changed by 19800 which increased total open position to 28250
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 3.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 6550 which increased total open position to 8450
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 2.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 625 which increased total open position to 1900
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 4.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 1275
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 3.75, 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 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 19.55, 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 19.55, 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 19.55, 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 19.55, 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 19.55, 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 19.55, 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 19.55, 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 19.55, 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 19.55, 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 19.55, 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 19.55, 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 19.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0