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 | 2228.2 | 0.00 | - | 0 | 325 | 0 | |||
27 Jun | 24044.50 | 2228.2 | - | 0 | 325 | 0 | ||||
26 Jun | 23868.80 | 2228.2 | - | 0 | 325 | 0 | ||||
25 Jun | 23721.30 | 2228.2 | - | 250 | 325 | 625 | ||||
24 Jun | 23537.85 | 2036.75 | - | 150 | 150 | 300 | ||||
21 Jun | 23501.10 | 1963.10 | - | 275 | 150 | 150 | ||||
20 Jun | 23567.00 | 1629.20 | - | 0 | 0 | 0 | ||||
19 Jun | 23516.00 | 1629.20 | - | 0 | 0 | 0 | ||||
18 Jun | 23557.90 | 1629.20 | - | 0 | 0 | 0 | ||||
14 Jun | 23465.60 | 1629.20 | - | 0 | 0 | 0 | ||||
13 Jun | 23398.90 | 1629.20 | - | 0 | 0 | 0 | ||||
12 Jun | 23322.95 | 1629.20 | - | 0 | 0 | 0 | ||||
11 Jun | 23264.85 | 1629.20 | - | 0 | 0 | 0 | ||||
10 Jun | 23259.20 | 1629.20 | - | 0 | 0 | 0 | ||||
7 Jun | 23290.15 | 1629.20 | - | 0 | 0 | 0 | ||||
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6 Jun | 22821.40 | 1629.20 | - | 0 | 0 | 0 | ||||
5 Jun | 22620.35 | 1629.20 | - | 0 | 0 | 0 | ||||
4 Jun | 21884.50 | 1629.20 | - | 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 21550 expiring on 04JUL2024
Delta for 21550 CE is -
Historical price for 21550 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 2228.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 325 which increased total open position to 0
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 2228.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 325 which increased total open position to 0
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 2228.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 325 which increased total open position to 0
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 2228.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 325 which increased total open position to 625
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 2036.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 300
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1963.10, 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 1629.20, 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 1629.20, 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 1629.20, 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 1629.20, 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 1629.20, 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 1629.20, 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 1629.20, 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 1629.20, 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 1629.20, 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 1629.20, 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 1629.20, 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 1629.20, 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
Delta: -
Gamma: -
Theta: -
Vega: -
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
28 Jun | 24010.60 | 1.85 | -0.65 | - | 4,30,700 | 51,150 | 80,000 |
27 Jun | 24044.50 | 2.5 | - | 1,01,100 | 25,450 | 28,850 | |
26 Jun | 23868.80 | 2.5 | - | 10,750 | -1,600 | 3,400 | |
25 Jun | 23721.30 | 4.7 | - | 8,925 | -1,025 | 5,000 | |
24 Jun | 23537.85 | 3.75 | - | 1,925 | 1,175 | 6,025 | |
21 Jun | 23501.10 | 4.00 | - | 8,125 | 4,850 | 4,850 | |
20 Jun | 23567.00 | 79.30 | - | 0 | 75 | 0 | |
19 Jun | 23516.00 | 79.30 | - | 0 | 75 | 0 | |
18 Jun | 23557.90 | 79.30 | - | 0 | 75 | 0 | |
14 Jun | 23465.60 | 79.30 | - | 0 | 75 | 0 | |
13 Jun | 23398.90 | 79.30 | - | 0 | 75 | 0 | |
12 Jun | 23322.95 | 79.30 | - | 0 | 75 | 0 | |
11 Jun | 23264.85 | 79.30 | - | 0 | 75 | 0 | |
10 Jun | 23259.20 | 79.30 | - | 0 | 75 | 0 | |
7 Jun | 23290.15 | 79.30 | - | 0 | 75 | 0 | |
6 Jun | 22821.40 | 79.30 | - | 125 | 75 | 825 | |
5 Jun | 22620.35 | 148.05 | - | 775 | 750 | 750 | |
4 Jun | 21884.50 | 31.05 | - | 0 | 0 | 0 | |
3 Jun | 23263.90 | 31.05 | - | 0 | 0 | 0 | |
31 May | 22530.70 | 31.05 | - | 0 | 0 | 0 |
For NIFTY - strike price 21550 expiring on 04JUL2024
Delta for 21550 PE is -
Historical price for 21550 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1.85, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 51150 which increased total open position to 80000
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 2.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 25450 which increased total open position to 28850
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 2.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -1600 which decreased total open position to 3400
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 4.7, which was lower than the previous day. The implied volatity was -, the open interest changed by -1025 which decreased total open position to 5000
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 6025
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 4.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 4850 which increased total open position to 4850
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 79.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 0
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 79.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 0
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 79.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 0
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 79.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 0
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 79.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 0
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 79.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 0
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 79.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 0
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 79.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 0
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 79.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 0
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 79.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 825
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 148.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 750
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 31.05, 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 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 31.05, 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 31 May NIFTY was trading at 22530.70. The strike last trading price was 31.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0