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 | 2310 | 65.00 | - | 125 | 50 | 2,175 | |||
| 27 Jun | 24044.50 | 2245 | - | 2,450 | 600 | 2,125 | ||||
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| 26 Jun | 23868.80 | 2105 | - | 100 | 0 | 1,525 | ||||
| 25 Jun | 23721.30 | 1968.2 | - | 175 | 25 | 1,525 | ||||
| 24 Jun | 23537.85 | 1763 | - | 125 | 0 | 1,500 | ||||
| 21 Jun | 23501.10 | 1726.75 | - | 350 | 0 | 1,500 | ||||
| 20 Jun | 23567.00 | 1815.45 | - | 150 | 100 | 1,500 | ||||
| 19 Jun | 23516.00 | 1863.95 | - | 175 | 0 | 1,400 | ||||
| 18 Jun | 23557.90 | 725.35 | - | 0 | 0 | 1,400 | ||||
| 14 Jun | 23465.60 | 725.35 | - | 0 | 0 | 1,400 | ||||
| 13 Jun | 23398.90 | 725.35 | - | 0 | 0 | 1,400 | ||||
| 12 Jun | 23322.95 | 725.35 | - | 0 | 0 | 1,400 | ||||
| 11 Jun | 23264.85 | 725.35 | - | 0 | 0 | 1,400 | ||||
| 10 Jun | 23259.20 | 725.35 | - | 0 | 0 | 1,400 | ||||
| 7 Jun | 23290.15 | 725.35 | - | 0 | 1,400 | 1,400 | ||||
| 6 Jun | 22821.40 | 725.35 | - | 0 | 500 | 0 | ||||
| 5 Jun | 22620.35 | 725.35 | - | 1,400 | 500 | 500 | ||||
| 4 Jun | 21884.50 | 1403.05 | - | 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 21800 expiring on 04JUL2024
Delta for 21800 CE is -
Historical price for 21800 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 2310, which was 65.00 higher than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 2175
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 2245, which was lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 2125
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 2105, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1525
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 1968.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 1525
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1763, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1500
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1726.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1500
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1815.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 1500
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 1863.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1400
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 725.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1400
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 725.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1400
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 725.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1400
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 725.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1400
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 725.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1400
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 725.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1400
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 725.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 1400 which increased total open position to 1400
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 725.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 0
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 725.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 500
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 1403.05, 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 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 | 2.2 | -0.25 | - | 24,20,650 | 92,425 | 7,00,275 |
| 27 Jun | 24044.50 | 2.45 | - | 17,60,050 | 5,09,600 | 6,07,850 | |
| 26 Jun | 23868.80 | 2.4 | - | 1,65,250 | 26,775 | 98,250 | |
| 25 Jun | 23721.30 | 4.7 | - | 67,200 | 5,100 | 71,475 | |
| 24 Jun | 23537.85 | 3.9 | - | 84,900 | 26,375 | 66,375 | |
| 21 Jun | 23501.10 | 4.90 | - | 99,125 | 11,600 | 40,000 | |
| 20 Jun | 23567.00 | 4.20 | - | 58,075 | 21,200 | 28,400 | |
| 19 Jun | 23516.00 | 7.15 | - | 11,350 | 3,275 | 7,200 | |
| 18 Jun | 23557.90 | 9.55 | - | 5,425 | 3,925 | 3,925 | |
| 14 Jun | 23465.60 | 14.90 | - | 25 | 0 | 0 | |
| 13 Jun | 23398.90 | 52.80 | - | 0 | 0 | 0 | |
| 12 Jun | 23322.95 | 52.80 | - | 0 | 0 | 0 | |
| 11 Jun | 23264.85 | 52.80 | - | 0 | 0 | 0 | |
| 10 Jun | 23259.20 | 52.80 | - | 0 | 0 | 0 | |
| 7 Jun | 23290.15 | 52.80 | - | 0 | 0 | 0 | |
| 6 Jun | 22821.40 | 52.80 | - | 0 | 0 | 0 | |
| 5 Jun | 22620.35 | 52.80 | - | 0 | 0 | 0 | |
| 4 Jun | 21884.50 | 52.80 | - | 0 | 0 | 0 | |
| 3 Jun | 23263.90 | 52.80 | - | 0 | 0 | 0 | |
| 31 May | 22530.70 | 52.80 | - | 0 | 0 | 0 | |
For NIFTY - strike price 21800 expiring on 04JUL2024
Delta for 21800 PE is -
Historical price for 21800 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 2.2, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 92425 which increased total open position to 700275
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 2.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 509600 which increased total open position to 607850
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 26775 which increased total open position to 98250
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 5100 which increased total open position to 71475
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 26375 which increased total open position to 66375
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 4.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 11600 which increased total open position to 40000
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 4.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 21200 which increased total open position to 28400
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 7.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 3275 which increased total open position to 7200
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 9.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 3925 which increased total open position to 3925
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 14.90, 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 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 52.80, 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 52.80, 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 52.80, 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 52.80, 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 52.80, 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 52.80, 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 52.80, 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 52.80, 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 52.80, 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 52.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0