NIFTY
Nifty
Historical option data for NIFTY
28 Jun 2024 04:11 PM IST
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 28 Jun | 24010.60 | 2540.2 | 138.60 | - | 100 | 50 | 575 | |||
| 27 Jun | 24044.50 | 2401.6 | - | 25 | 525 | 525 | ||||
| 26 Jun | 23868.80 | 2322.1 | - | 0 | 0 | 0 | ||||
| 25 Jun | 23721.30 | 2322.1 | - | 175 | 0 | 525 | ||||
| 24 Jun | 23537.85 | 2115.55 | - | 75 | 0 | 525 | ||||
| 21 Jun | 23501.10 | 2129.35 | - | 200 | 525 | 525 | ||||
| 20 Jun | 23567.00 | 2211.05 | - | 0 | 0 | 0 | ||||
| 19 Jun | 23516.00 | 2211.05 | - | 75 | 0 | 450 | ||||
|
|
||||||||||
| 18 Jun | 23557.90 | 1442.00 | - | 25 | 0 | 450 | ||||
| 14 Jun | 23465.60 | 1442.00 | - | 25 | 0 | 450 | ||||
| 13 Jun | 23398.90 | 1442.00 | - | 25 | 0 | 450 | ||||
| 12 Jun | 23322.95 | 1442.00 | - | 25 | 0 | 450 | ||||
| 11 Jun | 23264.85 | 1442.00 | - | 25 | 0 | 450 | ||||
| 10 Jun | 23259.20 | 1442.00 | - | 25 | 0 | 450 | ||||
| 7 Jun | 23290.15 | 1442.00 | - | 25 | 0 | 450 | ||||
| 6 Jun | 22821.40 | 1442.00 | - | 25 | 0 | 450 | ||||
| 5 Jun | 22620.35 | 1442.00 | - | 25 | 0 | 450 | ||||
| 4 Jun | 21884.50 | 1442.00 | - | 25 | 0 | 450 | ||||
| 3 Jun | 23263.90 | 1442.00 | - | 25 | 0 | 450 | ||||
| 31 May | 22530.70 | 1442.00 | - | 450 | 450 | 450 | ||||
For NIFTY - strike price 21450 expiring on 04JUL2024
Delta for 21450 CE is -
Historical price for 21450 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 2540.2, which was 138.60 higher than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 575
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 2401.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 525 which increased total open position to 525
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 2322.1, 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 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 2322.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 525
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 2115.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 525
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 2129.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 525 which increased total open position to 525
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 2211.05, 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 2211.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 450
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 1442.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 450
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 1442.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 450
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 1442.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 450
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 1442.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 450
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 1442.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 450
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 1442.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 450
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 1442.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 450
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 1442.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 450
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 1442.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 450
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 1442.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 450
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 1442.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 450
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 1442.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 450
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
|||||||
|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 28 Jun | 24010.60 | 1.2 | -1.80 | - | 4,54,975 | 20,000 | 48,875 |
| 27 Jun | 24044.50 | 3 | - | 52,375 | 24,800 | 28,875 | |
| 26 Jun | 23868.80 | 2.3 | - | 13,875 | -250 | 4,075 | |
| 25 Jun | 23721.30 | 4.4 | - | 11,325 | -2,425 | 4,325 | |
| 24 Jun | 23537.85 | 3.35 | - | 7,250 | -1,250 | 6,750 | |
| 21 Jun | 23501.10 | 3.30 | - | 9,525 | 8,000 | 8,000 | |
| 20 Jun | 23567.00 | 117.25 | - | 0 | 500 | 0 | |
| 19 Jun | 23516.00 | 117.25 | - | 0 | 500 | 0 | |
| 18 Jun | 23557.90 | 117.25 | - | 0 | 500 | 0 | |
| 14 Jun | 23465.60 | 117.25 | - | 0 | 500 | 0 | |
| 13 Jun | 23398.90 | 117.25 | - | 0 | 500 | 0 | |
| 12 Jun | 23322.95 | 117.25 | - | 0 | 500 | 0 | |
| 11 Jun | 23264.85 | 117.25 | - | 0 | 500 | 0 | |
| 10 Jun | 23259.20 | 117.25 | - | 0 | 500 | 0 | |
| 7 Jun | 23290.15 | 117.25 | - | 0 | 500 | 0 | |
| 6 Jun | 22821.40 | 117.25 | - | 0 | 500 | 0 | |
| 5 Jun | 22620.35 | 117.25 | - | 750 | 500 | 500 | |
| 4 Jun | 21884.50 | 24.75 | - | 0 | 0 | 0 | |
| 3 Jun | 23263.90 | 24.75 | - | 0 | 0 | 0 | |
| 31 May | 22530.70 | 24.75 | - | 0 | 0 | 0 | |
For NIFTY - strike price 21450 expiring on 04JUL2024
Delta for 21450 PE is -
Historical price for 21450 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1.2, which was -1.80 lower than the previous day. The implied volatity was -, the open interest changed by 20000 which increased total open position to 48875
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 3, which was lower than the previous day. The implied volatity was -, the open interest changed by 24800 which increased total open position to 28875
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 -250 which decreased total open position to 4075
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 4.4, which was lower than the previous day. The implied volatity was -, the open interest changed by -2425 which decreased total open position to 4325
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 3.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -1250 which decreased total open position to 6750
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 8000 which increased total open position to 8000
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 117.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 0
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 117.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 0
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 117.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 0
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 117.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 0
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 117.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 0
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 117.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 0
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 117.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 0
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 117.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 0
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 117.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 0
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 117.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 0
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 117.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 500
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 24.75, 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 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 24.75, 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 31 May NIFTY was trading at 22530.70. The strike last trading price was 24.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0