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 | 2312 | 0.00 | - | 0 | 25 | 0 | |||
| 27 Jun | 24044.50 | 2312 | - | 50 | 25 | 925 | ||||
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| 26 Jun | 23868.80 | 2199.55 | - | 175 | 50 | 900 | ||||
| 25 Jun | 23721.30 | 2063.5 | - | 175 | 0 | 850 | ||||
| 24 Jun | 23537.85 | 1867.75 | - | 200 | 100 | 850 | ||||
| 21 Jun | 23501.10 | 1831.00 | - | 200 | 0 | 750 | ||||
| 20 Jun | 23567.00 | 1915.25 | - | 100 | 750 | 750 | ||||
| 19 Jun | 23516.00 | 870.90 | - | 0 | 0 | 0 | ||||
| 18 Jun | 23557.90 | 870.90 | - | 0 | 0 | 750 | ||||
| 14 Jun | 23465.60 | 870.90 | - | 0 | 0 | 750 | ||||
| 13 Jun | 23398.90 | 870.90 | - | 0 | 0 | 750 | ||||
| 12 Jun | 23322.95 | 870.90 | - | 0 | 0 | 750 | ||||
| 11 Jun | 23264.85 | 870.90 | - | 0 | 0 | 750 | ||||
| 10 Jun | 23259.20 | 870.90 | - | 0 | 0 | 750 | ||||
| 7 Jun | 23290.15 | 870.90 | - | 0 | 0 | 750 | ||||
| 6 Jun | 22821.40 | 870.90 | - | 0 | 750 | 750 | ||||
| 5 Jun | 22620.35 | 870.90 | - | 750 | 0 | 0 | ||||
| 4 Jun | 21884.50 | 1492.35 | - | 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 21700 expiring on 04JUL2024
Delta for 21700 CE is -
Historical price for 21700 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 2312, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 0
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 2312, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 925
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 2199.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 900
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 2063.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 850
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1867.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 850
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1831.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 750
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1915.25, 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 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 870.90, 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 870.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 750
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 870.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 750
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 870.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 750
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 870.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 750
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 870.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 750
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 870.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 750
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 870.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 750
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 870.90, 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 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 870.90, 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 1492.35, 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 | 1.75 | -0.90 | - | 30,65,925 | -49,425 | 3,86,500 |
| 27 Jun | 24044.50 | 2.65 | - | 11,70,700 | 4,04,250 | 4,35,925 | |
| 26 Jun | 23868.80 | 2.15 | - | 57,575 | -6,625 | 31,675 | |
| 25 Jun | 23721.30 | 4.45 | - | 34,400 | 950 | 38,300 | |
| 24 Jun | 23537.85 | 3.85 | - | 82,225 | 20,325 | 37,350 | |
| 21 Jun | 23501.10 | 4.15 | - | 60,250 | 7,450 | 17,025 | |
| 20 Jun | 23567.00 | 4.55 | - | 7,900 | 3,800 | 9,575 | |
| 19 Jun | 23516.00 | 7.00 | - | 9,625 | 5,775 | 5,775 | |
| 18 Jun | 23557.90 | 42.95 | - | 0 | 0 | 0 | |
| 14 Jun | 23465.60 | 42.95 | - | 0 | 0 | 0 | |
| 13 Jun | 23398.90 | 42.95 | - | 0 | 0 | 0 | |
| 12 Jun | 23322.95 | 42.95 | - | 0 | 0 | 0 | |
| 11 Jun | 23264.85 | 42.95 | - | 0 | 0 | 0 | |
| 10 Jun | 23259.20 | 42.95 | - | 0 | 0 | 0 | |
| 7 Jun | 23290.15 | 42.95 | - | 0 | 0 | 0 | |
| 6 Jun | 22821.40 | 42.95 | - | 0 | 0 | 0 | |
| 5 Jun | 22620.35 | 42.95 | - | 0 | 0 | 0 | |
| 4 Jun | 21884.50 | 42.95 | - | 0 | 0 | 0 | |
| 3 Jun | 23263.90 | 42.95 | - | 0 | 0 | 0 | |
| 31 May | 22530.70 | 42.95 | - | 0 | 0 | 0 | |
For NIFTY - strike price 21700 expiring on 04JUL2024
Delta for 21700 PE is -
Historical price for 21700 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1.75, which was -0.90 lower than the previous day. The implied volatity was -, the open interest changed by -49425 which decreased total open position to 386500
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 2.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 404250 which increased total open position to 435925
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 -6625 which decreased total open position to 31675
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 4.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 950 which increased total open position to 38300
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 3.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 20325 which increased total open position to 37350
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 4.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 7450 which increased total open position to 17025
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 4.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 3800 which increased total open position to 9575
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 7.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 5775 which increased total open position to 5775
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 42.95, 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 42.95, 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 42.95, 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 42.95, 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 42.95, 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 42.95, 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 42.95, 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 42.95, 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 42.95, 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 42.95, 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 42.95, 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 42.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0