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 | 2221.7 | 0.00 | - | 0 | 4,150 | 0 | |||
| 27 Jun | 24044.50 | 2221.7 | - | 6,000 | 4,150 | 4,900 | ||||
| 26 Jun | 23868.80 | 2040 | - | 50 | 50 | 750 | ||||
| 25 Jun | 23721.30 | 1929.65 | - | 325 | 300 | 700 | ||||
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| 24 Jun | 23537.85 | 1740.9 | - | 75 | 175 | 400 | ||||
| 21 Jun | 23501.10 | 1680.75 | - | 250 | 225 | 225 | ||||
| 20 Jun | 23567.00 | 1814.15 | - | 0 | 0 | 0 | ||||
| 19 Jun | 23516.00 | 1814.15 | - | 100 | 0 | 0 | ||||
| 18 Jun | 23557.90 | 1359.05 | - | 0 | 0 | 0 | ||||
| 14 Jun | 23465.60 | 1359.05 | - | 0 | 0 | 0 | ||||
| 13 Jun | 23398.90 | 1359.05 | - | 0 | 0 | 0 | ||||
| 12 Jun | 23322.95 | 1359.05 | - | 0 | 0 | 0 | ||||
| 11 Jun | 23264.85 | 1359.05 | - | 0 | 0 | 0 | ||||
| 10 Jun | 23259.20 | 1359.05 | - | 0 | 0 | 0 | ||||
| 7 Jun | 23290.15 | 1359.05 | - | 0 | 0 | 0 | ||||
| 6 Jun | 22821.40 | 1359.05 | - | 0 | 0 | 0 | ||||
| 5 Jun | 22620.35 | 1359.05 | - | 0 | 0 | 0 | ||||
| 4 Jun | 21884.50 | 1359.05 | - | 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 21850 expiring on 04JUL2024
Delta for 21850 CE is -
Historical price for 21850 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 2221.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 4150 which increased total open position to 0
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 2221.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 4150 which increased total open position to 4900
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 2040, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 750
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 1929.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 700
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1740.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 400
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1680.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 225
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1814.15, 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 1814.15, 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 1359.05, 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 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 1359.05, 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 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 1359.05, 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 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 1359.05, 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 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 1359.05, 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 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 1359.05, 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 1359.05, 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 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 1359.05, 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 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 1359.05, 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 1359.05, 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 | 2.35 | -0.75 | - | 13,48,850 | 5,400 | 3,19,600 |
| 27 Jun | 24044.50 | 3.1 | - | 8,58,000 | 3,04,400 | 3,14,200 | |
| 26 Jun | 23868.80 | 2.65 | - | 8,325 | -1,075 | 9,800 | |
| 25 Jun | 23721.30 | 6.25 | - | 6,300 | 1,425 | 10,875 | |
| 24 Jun | 23537.85 | 4.85 | - | 1,575 | 1,100 | 9,450 | |
| 21 Jun | 23501.10 | 3.50 | - | 42,775 | 7,350 | 8,350 | |
| 20 Jun | 23567.00 | 6.70 | - | 50 | 25 | 1,000 | |
| 19 Jun | 23516.00 | 13.00 | - | 1,100 | 875 | 975 | |
| 18 Jun | 23557.90 | 5.35 | - | 200 | 100 | 100 | |
| 14 Jun | 23465.60 | 20.40 | - | 0 | 25 | 0 | |
| 13 Jun | 23398.90 | 20.40 | - | 50 | 25 | 25 | |
| 12 Jun | 23322.95 | 58.40 | - | 0 | 0 | 0 | |
| 11 Jun | 23264.85 | 58.40 | - | 0 | 0 | 0 | |
| 10 Jun | 23259.20 | 58.40 | - | 0 | 0 | 0 | |
| 7 Jun | 23290.15 | 58.40 | - | 0 | 0 | 0 | |
| 6 Jun | 22821.40 | 58.40 | - | 0 | 0 | 0 | |
| 5 Jun | 22620.35 | 58.40 | - | 0 | 0 | 0 | |
| 4 Jun | 21884.50 | 58.40 | - | 0 | 0 | 0 | |
| 3 Jun | 23263.90 | 58.40 | - | 0 | 0 | 0 | |
| 31 May | 22530.70 | 58.40 | - | 0 | 0 | 0 | |
For NIFTY - strike price 21850 expiring on 04JUL2024
Delta for 21850 PE is -
Historical price for 21850 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 2.35, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by 5400 which increased total open position to 319600
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 3.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 304400 which increased total open position to 314200
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 2.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -1075 which decreased total open position to 9800
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 6.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 1425 which increased total open position to 10875
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 4.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 1100 which increased total open position to 9450
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 3.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 7350 which increased total open position to 8350
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 6.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 1000
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 13.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 875 which increased total open position to 975
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 5.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 100
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 20.40, 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 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 20.40, 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 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 58.40, 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 58.40, 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 58.40, 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 58.40, 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 58.40, 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 58.40, 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 58.40, 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 58.40, 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 58.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0