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 | 2560 | 24.95 | - | 4,525 | 575 | 8,225 | |||
| 27 Jun | 24044.50 | 2535.05 | - | 3,275 | 2,775 | 7,650 | ||||
| 26 Jun | 23868.80 | 2405 | - | 650 | 625 | 4,875 | ||||
| 25 Jun | 23721.30 | 2230.9 | - | 225 | 150 | 4,250 | ||||
| 24 Jun | 23537.85 | 2069.9 | - | 2,800 | 1,250 | 4,100 | ||||
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| 21 Jun | 23501.10 | 2010.00 | - | 3,450 | 2,850 | 2,850 | ||||
| 20 Jun | 23567.00 | 2151.25 | - | 0 | 0 | 0 | ||||
| 19 Jun | 23516.00 | 2151.25 | - | 50 | 0 | 0 | ||||
| 18 Jun | 23557.90 | 1675.50 | - | 0 | 0 | 0 | ||||
| 14 Jun | 23465.60 | 1675.50 | - | 0 | 0 | 0 | ||||
| 13 Jun | 23398.90 | 1675.50 | - | 0 | 0 | 0 | ||||
| 12 Jun | 23322.95 | 1675.50 | - | 0 | 0 | 0 | ||||
| 11 Jun | 23264.85 | 1675.50 | - | 0 | 0 | 0 | ||||
| 10 Jun | 23259.20 | 1675.50 | - | 0 | 0 | 0 | ||||
| 7 Jun | 23290.15 | 1675.50 | - | 0 | 0 | 0 | ||||
| 6 Jun | 22821.40 | 1675.50 | - | 0 | 0 | 0 | ||||
| 5 Jun | 22620.35 | 1675.50 | - | 0 | 0 | 0 | ||||
| 4 Jun | 21884.50 | 1675.50 | - | 0 | 0 | 0 | ||||
| 3 Jun | 23263.90 | 0.00 | - | 0 | 0 | 0 | ||||
| 31 May | 22530.70 | 0.00 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 21500 expiring on 04JUL2024
Delta for 21500 CE is -
Historical price for 21500 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 2560, which was 24.95 higher than the previous day. The implied volatity was -, the open interest changed by 575 which increased total open position to 8225
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 2535.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 2775 which increased total open position to 7650
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 2405, which was lower than the previous day. The implied volatity was -, the open interest changed by 625 which increased total open position to 4875
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 2230.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 4250
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 2069.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 1250 which increased total open position to 4100
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 2010.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2850 which increased total open position to 2850
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 2151.25, 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 2151.25, 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 1675.50, 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 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 1675.50, 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 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 1675.50, 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 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 1675.50, 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 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 1675.50, 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 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 1675.50, 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 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 1675.50, 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 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 1675.50, 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 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 1675.50, 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 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 1675.50, 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 3 Jun NIFTY was trading at 23263.90. 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 31 May NIFTY was trading at 22530.70. 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 | 1.8 | -0.95 | - | 33,31,400 | 3,70,175 | 14,30,300 |
| 27 Jun | 24044.50 | 2.75 | - | 21,33,600 | 9,03,500 | 10,60,125 | |
| 26 Jun | 23868.80 | 2.25 | - | 3,07,250 | 36,400 | 1,56,625 | |
| 25 Jun | 23721.30 | 4.05 | - | 2,22,950 | 15,250 | 1,20,225 | |
| 24 Jun | 23537.85 | 3.65 | - | 1,23,850 | 21,450 | 1,04,975 | |
| 21 Jun | 23501.10 | 3.25 | - | 2,05,200 | 10,125 | 83,525 | |
| 20 Jun | 23567.00 | 4.00 | - | 75,625 | -7,375 | 73,400 | |
| 19 Jun | 23516.00 | 5.95 | - | 70,100 | 4,225 | 80,775 | |
| 18 Jun | 23557.90 | 7.00 | - | 1,13,250 | 29,150 | 76,550 | |
| 14 Jun | 23465.60 | 9.40 | - | 56,325 | 19,375 | 47,400 | |
| 13 Jun | 23398.90 | 13.85 | - | 21,800 | 10,425 | 28,025 | |
| 12 Jun | 23322.95 | 20.10 | - | 17,975 | -400 | 17,600 | |
| 11 Jun | 23264.85 | 29.50 | - | 27,800 | 8,350 | 18,000 | |
| 10 Jun | 23259.20 | 41.50 | - | 11,300 | 9,650 | 9,650 | |
| 7 Jun | 23290.15 | 27.75 | - | 0 | 0 | 0 | |
| 6 Jun | 22821.40 | 27.75 | - | 0 | 0 | 0 | |
| 5 Jun | 22620.35 | 27.75 | - | 0 | 0 | 0 | |
| 4 Jun | 21884.50 | 27.75 | - | 0 | 0 | 0 | |
| 3 Jun | 23263.90 | 27.75 | - | 0 | 0 | 0 | |
| 31 May | 22530.70 | 27.75 | - | 0 | 0 | 0 | |
For NIFTY - strike price 21500 expiring on 04JUL2024
Delta for 21500 PE is -
Historical price for 21500 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1.8, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 370175 which increased total open position to 1430300
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 2.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 903500 which increased total open position to 1060125
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 2.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 36400 which increased total open position to 156625
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 4.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 15250 which increased total open position to 120225
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 3.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 21450 which increased total open position to 104975
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 3.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 10125 which increased total open position to 83525
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 4.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -7375 which decreased total open position to 73400
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 5.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 4225 which increased total open position to 80775
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 7.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 29150 which increased total open position to 76550
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 9.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 19375 which increased total open position to 47400
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 13.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 10425 which increased total open position to 28025
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 20.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -400 which decreased total open position to 17600
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 29.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 8350 which increased total open position to 18000
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 41.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 9650 which increased total open position to 9650
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 27.75, 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 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 27.75, 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 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 27.75, 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 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 27.75, 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 27.75, 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 27.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0