NIFTY
Nifty
Historical option data for NIFTY
28 Jun 2024 04:11 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
28 Jun | 24010.60 | 2600 | 0.00 | - | 0 | 175 | 0 | |||
27 Jun | 24044.50 | 2600 | - | 600 | 175 | 800 | ||||
26 Jun | 23868.80 | 2483.9 | - | 200 | 125 | 625 | ||||
25 Jun | 23721.30 | 2377.4 | - | 250 | 175 | 500 | ||||
24 Jun | 23537.85 | 2188.65 | - | 75 | 125 | 325 | ||||
21 Jun | 23501.10 | 2128.20 | - | 250 | 200 | 200 | ||||
20 Jun | 23567.00 | 2250.75 | - | 0 | 0 | 0 | ||||
19 Jun | 23516.00 | 2250.75 | - | 50 | 0 | 0 | ||||
18 Jun | 23557.90 | 1314.00 | - | 0 | 0 | 0 | ||||
14 Jun | 23465.60 | 1314.00 | - | 0 | 0 | 0 | ||||
13 Jun | 23398.90 | 1314.00 | - | 0 | 0 | 0 | ||||
12 Jun | 23322.95 | 1314.00 | - | 0 | 0 | 0 | ||||
11 Jun | 23264.85 | 1314.00 | - | 0 | 0 | 0 | ||||
10 Jun | 23259.20 | 1314.00 | - | 0 | 0 | 0 | ||||
7 Jun | 23290.15 | 1314.00 | - | 50 | 0 | 0 | ||||
6 Jun | 22821.40 | 1314.00 | - | 50 | 0 | 0 | ||||
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5 Jun | 22620.35 | 1314.00 | - | 50 | -50 | 0 | ||||
4 Jun | 21884.50 | 1314.00 | - | 50 | 25 | 50 | ||||
3 Jun | 23263.90 | 1314.75 | - | 50 | 25 | 25 |
For NIFTY - strike price 21400 expiring on 04JUL2024
Delta for 21400 CE is -
Historical price for 21400 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 2600, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 0
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 2600, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 800
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 2483.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 625
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 2377.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 500
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 2188.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 325
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 2128.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 200
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 2250.75, 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 2250.75, 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 1314.00, 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 1314.00, 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 1314.00, 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 1314.00, 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 1314.00, 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 1314.00, 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 1314.00, 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 1314.00, 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 1314.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 0
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 1314.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 50
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 1314.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 25
Delta: -
Gamma: -
Theta: -
Vega: -
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
28 Jun | 24010.60 | 1.3 | -0.15 | - | 9,38,800 | 58,350 | 1,61,900 |
27 Jun | 24044.50 | 1.45 | - | 2,66,775 | 94,900 | 1,03,550 | |
26 Jun | 23868.80 | 2.2 | - | 12,450 | -950 | 8,650 | |
25 Jun | 23721.30 | 4.15 | - | 25,450 | 6,975 | 9,600 | |
24 Jun | 23537.85 | 3.8 | - | 5,825 | 300 | 2,625 | |
21 Jun | 23501.10 | 3.30 | - | 3,425 | 2,325 | 2,325 | |
20 Jun | 23567.00 | 22.00 | - | 0 | 0 | 0 | |
19 Jun | 23516.00 | 22.00 | - | 0 | 0 | 0 | |
18 Jun | 23557.90 | 22.00 | - | 0 | 0 | 0 | |
14 Jun | 23465.60 | 22.00 | - | 0 | 0 | 0 | |
13 Jun | 23398.90 | 22.00 | - | 0 | 0 | 0 | |
12 Jun | 23322.95 | 22.00 | - | 0 | 0 | 0 | |
11 Jun | 23264.85 | 22.00 | - | 0 | 0 | 0 | |
10 Jun | 23259.20 | 22.00 | - | 0 | 0 | 0 | |
7 Jun | 23290.15 | 22.00 | - | 0 | 0 | 0 | |
6 Jun | 22821.40 | 22.00 | - | 0 | 0 | 0 | |
5 Jun | 22620.35 | 22.00 | - | 0 | 0 | 0 | |
4 Jun | 21884.50 | 22.00 | - | 0 | 0 | 0 | |
3 Jun | 23263.90 | 22.00 | - | 0 | 0 | 0 |
For NIFTY - strike price 21400 expiring on 04JUL2024
Delta for 21400 PE is -
Historical price for 21400 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1.3, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 58350 which increased total open position to 161900
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 94900 which increased total open position to 103550
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 2.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -950 which decreased total open position to 8650
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 4.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 6975 which increased total open position to 9600
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 3.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 2625
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 3.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 2325 which increased total open position to 2325
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 22.00, 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 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 22.00, 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 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 22.00, 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 22.00, 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 22.00, 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 22.00, 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 22.00, 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 22.00, 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 22.00, 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 22.00, 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 22.00, 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 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 22.00, 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 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 22.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0