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 | 2451 | 0.00 | - | 0 | 325 | 0 | |||
| 27 Jun | 24044.50 | 2451 | - | 1,450 | 325 | 325 | ||||
| 26 Jun | 23868.80 | 2163 | - | 0 | 0 | 0 | ||||
| 25 Jun | 23721.30 | 2163 | - | 125 | 0 | 1,000 | ||||
| 24 Jun | 23537.85 | 1966.35 | - | 100 | 0 | 1,000 | ||||
| 21 Jun | 23501.10 | 1922.05 | - | 350 | 0 | 1,000 | ||||
| 20 Jun | 23567.00 | 2013.75 | - | 125 | 100 | 1,000 | ||||
| 19 Jun | 23516.00 | 2061.25 | - | 75 | 0 | 900 | ||||
| 18 Jun | 23557.90 | 877.50 | - | 0 | 0 | 900 | ||||
| 14 Jun | 23465.60 | 877.50 | - | 0 | 0 | 900 | ||||
| 13 Jun | 23398.90 | 877.50 | - | 0 | 0 | 900 | ||||
| 12 Jun | 23322.95 | 877.50 | - | 0 | 0 | 900 | ||||
| 11 Jun | 23264.85 | 877.50 | - | 0 | 0 | 900 | ||||
| 10 Jun | 23259.20 | 877.50 | - | 0 | 0 | 900 | ||||
| 7 Jun | 23290.15 | 877.50 | - | 0 | 0 | 900 | ||||
| 6 Jun | 22821.40 | 877.50 | - | 0 | 900 | 900 | ||||
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| 5 Jun | 22620.35 | 877.50 | - | 900 | 0 | 0 | ||||
| 4 Jun | 21884.50 | 1583.25 | - | 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 21600 expiring on 04JUL2024
Delta for 21600 CE is -
Historical price for 21600 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 2451, 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 2451, which was lower than the previous day. The implied volatity was -, the open interest changed by 325 which increased total open position to 325
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 2163, 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 2163, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1000
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1966.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1000
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1922.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1000
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 2013.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 1000
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 2061.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 900
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 877.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 900
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 877.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 900
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 877.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 900
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 877.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 900
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 877.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 900
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 877.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 900
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 877.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 900
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 877.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 900
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 877.50, 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 1583.25, 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 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 | 2.7 | -1.80 | - | 28,86,200 | -60,025 | 4,82,800 |
| 27 Jun | 24044.50 | 4.5 | - | 14,93,750 | 5,21,550 | 5,42,825 | |
| 26 Jun | 23868.80 | 2.15 | - | 81,450 | -15,950 | 21,275 | |
| 25 Jun | 23721.30 | 4.3 | - | 46,100 | -2,975 | 37,225 | |
| 24 Jun | 23537.85 | 3.8 | - | 61,575 | 925 | 40,200 | |
| 21 Jun | 23501.10 | 4.95 | - | 92,875 | 21,975 | 39,275 | |
| 20 Jun | 23567.00 | 4.65 | - | 20,900 | 3,325 | 17,300 | |
| 19 Jun | 23516.00 | 8.75 | - | 1,500 | 50 | 13,975 | |
| 18 Jun | 23557.90 | 7.25 | - | 11,450 | 1,775 | 13,925 | |
| 14 Jun | 23465.60 | 9.85 | - | 6,600 | 9,800 | 12,150 | |
| 13 Jun | 23398.90 | 15.05 | - | 9,725 | 2,350 | 2,350 | |
| 12 Jun | 23322.95 | 40.00 | - | 0 | 25 | 0 | |
| 11 Jun | 23264.85 | 40.00 | - | 25 | 25 | 275 | |
| 10 Jun | 23259.20 | 40.00 | - | 275 | 250 | 250 | |
| 7 Jun | 23290.15 | 34.65 | - | 0 | 0 | 0 | |
| 6 Jun | 22821.40 | 34.65 | - | 0 | 0 | 0 | |
| 5 Jun | 22620.35 | 34.65 | - | 0 | 0 | 0 | |
| 4 Jun | 21884.50 | 34.65 | - | 0 | 0 | 0 | |
| 3 Jun | 23263.90 | 34.65 | - | 0 | 0 | 0 | |
| 31 May | 22530.70 | 34.65 | - | 0 | 0 | 0 | |
For NIFTY - strike price 21600 expiring on 04JUL2024
Delta for 21600 PE is -
Historical price for 21600 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 2.7, which was -1.80 lower than the previous day. The implied volatity was -, the open interest changed by -60025 which decreased total open position to 482800
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 4.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 521550 which increased total open position to 542825
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 2.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -15950 which decreased total open position to 21275
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 -2975 which decreased total open position to 37225
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 925 which increased total open position to 40200
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 4.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 21975 which increased total open position to 39275
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 4.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 3325 which increased total open position to 17300
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 8.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 13975
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 7.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 1775 which increased total open position to 13925
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 9.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 9800 which increased total open position to 12150
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 15.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 2350 which increased total open position to 2350
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 40.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 0
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 40.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 275
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 40.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 250
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 34.65, 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 34.65, 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 34.65, 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 34.65, 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 34.65, 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 34.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0