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 | 2353.2 | 0.00 | - | 0 | 3,425 | 0 | |||
| 27 Jun | 24044.50 | 2353.2 | - | 3,100 | 3,425 | 3,425 | ||||
| 26 Jun | 23868.80 | 2029.65 | - | 0 | 100 | 0 | ||||
| 25 Jun | 23721.30 | 2029.65 | - | 300 | 100 | 525 | ||||
| 24 Jun | 23537.85 | 1840.3 | - | 100 | 125 | 425 | ||||
| 21 Jun | 23501.10 | 1780.00 | - | 250 | 175 | 300 | ||||
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| 20 Jun | 23567.00 | 1810.05 | - | 50 | 100 | 125 | ||||
| 19 Jun | 23516.00 | 1912.80 | - | 100 | 0 | 25 | ||||
| 18 Jun | 23557.90 | 1808.60 | - | 25 | 0 | 25 | ||||
| 14 Jun | 23465.60 | 676.05 | - | 0 | 0 | 25 | ||||
| 13 Jun | 23398.90 | 676.05 | - | 0 | 0 | 25 | ||||
| 12 Jun | 23322.95 | 676.05 | - | 0 | 0 | 25 | ||||
| 11 Jun | 23264.85 | 676.05 | - | 0 | 25 | 25 | ||||
| 10 Jun | 23259.20 | 676.05 | - | 0 | 0 | 0 | ||||
| 7 Jun | 23290.15 | 676.05 | - | 25 | 0 | 25 | ||||
| 6 Jun | 22821.40 | 676.05 | - | 25 | 25 | 25 | ||||
| 5 Jun | 22620.35 | 676.05 | - | 25 | 0 | 0 | ||||
| 4 Jun | 21884.50 | 1447.50 | - | 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 21750 expiring on 04JUL2024
Delta for 21750 CE is -
Historical price for 21750 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 2353.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 3425 which increased total open position to 0
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 2353.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 3425 which increased total open position to 3425
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 2029.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 0
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 2029.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 525
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1840.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 425
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1780.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 300
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1810.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 125
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 1912.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 1808.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 676.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 676.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 676.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 676.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 25
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 676.05, 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 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 676.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 676.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 25
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 676.05, 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 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 1447.50, 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 | 2.25 | -0.75 | - | 14,43,750 | -57,775 | 2,28,800 |
| 27 Jun | 24044.50 | 3 | - | 6,70,600 | 2,59,825 | 2,86,575 | |
| 26 Jun | 23868.80 | 2.4 | - | 55,375 | 15,850 | 26,750 | |
| 25 Jun | 23721.30 | 4.55 | - | 17,250 | 1,250 | 10,900 | |
| 24 Jun | 23537.85 | 3.9 | - | 9,550 | 450 | 9,650 | |
| 21 Jun | 23501.10 | 3.60 | - | 31,825 | 5,650 | 9,200 | |
| 20 Jun | 23567.00 | 6.00 | - | 550 | 50 | 3,550 | |
| 19 Jun | 23516.00 | 10.10 | - | 25 | 75 | 3,500 | |
| 18 Jun | 23557.90 | 10.90 | - | 4,025 | 3,425 | 3,425 | |
| 14 Jun | 23465.60 | 13.10 | - | 25 | 0 | 0 | |
| 13 Jun | 23398.90 | 47.70 | - | 0 | 0 | 0 | |
| 12 Jun | 23322.95 | 47.70 | - | 0 | 0 | 0 | |
| 11 Jun | 23264.85 | 47.70 | - | 0 | 0 | 0 | |
| 10 Jun | 23259.20 | 47.70 | - | 0 | 0 | 0 | |
| 7 Jun | 23290.15 | 47.70 | - | 0 | 0 | 0 | |
| 6 Jun | 22821.40 | 47.70 | - | 0 | 0 | 0 | |
| 5 Jun | 22620.35 | 47.70 | - | 0 | 0 | 0 | |
| 4 Jun | 21884.50 | 47.70 | - | 0 | 0 | 0 | |
| 3 Jun | 23263.90 | 47.70 | - | 0 | 0 | 0 | |
| 31 May | 22530.70 | 47.70 | - | 0 | 0 | 0 | |
For NIFTY - strike price 21750 expiring on 04JUL2024
Delta for 21750 PE is -
Historical price for 21750 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 2.25, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by -57775 which decreased total open position to 228800
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 259825 which increased total open position to 286575
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 2.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 15850 which increased total open position to 26750
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 4.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 1250 which increased total open position to 10900
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 3.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 9650
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 3.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 5650 which increased total open position to 9200
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 6.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 3550
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 10.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 3500
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 10.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 3425 which increased total open position to 3425
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 13.10, 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 47.70, 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 47.70, 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 47.70, 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 47.70, 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 47.70, 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 47.70, 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 47.70, 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 47.70, 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 47.70, 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 47.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0