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 | 2120 | 0.00 | - | 0 | 450 | 0 | |||
| 27 Jun | 24044.50 | 2120 | - | 550 | 450 | 1,250 | ||||
| 26 Jun | 23868.80 | 1850 | - | 50 | 50 | 800 | ||||
| 25 Jun | 23721.30 | 1879.95 | - | 325 | 350 | 750 | ||||
| 24 Jun | 23537.85 | 1700.6 | - | 75 | 0 | 400 | ||||
| 21 Jun | 23501.10 | 1619.95 | - | 200 | 0 | 400 | ||||
| 20 Jun | 23567.00 | 1709.85 | - | 50 | 100 | 400 | ||||
| 19 Jun | 23516.00 | 1758.20 | - | 100 | 0 | 300 | ||||
| 18 Jun | 23557.90 | 986.75 | - | 0 | 0 | 300 | ||||
| 14 Jun | 23465.60 | 986.75 | - | 0 | 0 | 300 | ||||
| 13 Jun | 23398.90 | 986.75 | - | 0 | 0 | 300 | ||||
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| 12 Jun | 23322.95 | 986.75 | - | 0 | 0 | 300 | ||||
| 11 Jun | 23264.85 | 986.75 | - | 0 | 0 | 300 | ||||
| 10 Jun | 23259.20 | 986.75 | - | 0 | 0 | 300 | ||||
| 7 Jun | 23290.15 | 986.75 | - | 0 | 300 | 300 | ||||
| 6 Jun | 22821.40 | 986.75 | - | 0 | 300 | 0 | ||||
| 5 Jun | 22620.35 | 986.75 | - | 675 | 300 | 300 | ||||
| 4 Jun | 21884.50 | 1315.50 | - | 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 21900 expiring on 04JUL2024
Delta for 21900 CE is -
Historical price for 21900 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 2120, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 0
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 2120, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 1250
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1850, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 800
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 1879.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 750
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1700.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 400
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1619.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 400
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1709.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 400
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 1758.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 300
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 986.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 300
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 986.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 300
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 986.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 300
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 986.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 300
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 986.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 300
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 986.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 300
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 986.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 300
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 986.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 0
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 986.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 300
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 1315.50, 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 | -0.05 | - | 22,44,900 | -1,27,350 | 4,21,475 |
| 27 Jun | 24044.50 | 2.3 | - | 14,71,175 | 4,94,000 | 5,48,825 | |
| 26 Jun | 23868.80 | 2.9 | - | 77,400 | -2,175 | 54,825 | |
| 25 Jun | 23721.30 | 5.05 | - | 41,875 | -525 | 57,000 | |
| 24 Jun | 23537.85 | 4 | - | 30,925 | 4,550 | 57,525 | |
| 21 Jun | 23501.10 | 3.90 | - | 1,00,150 | -425 | 52,975 | |
| 20 Jun | 23567.00 | 5.50 | - | 36,725 | 4,200 | 53,400 | |
| 19 Jun | 23516.00 | 7.65 | - | 41,875 | 14,525 | 49,200 | |
| 18 Jun | 23557.90 | 9.25 | - | 71,950 | 26,125 | 34,675 | |
| 14 Jun | 23465.60 | 12.90 | - | 22,125 | 7,800 | 8,550 | |
| 13 Jun | 23398.90 | 22.00 | - | 425 | -200 | 750 | |
| 12 Jun | 23322.95 | 33.00 | - | 375 | 950 | 950 | |
| 11 Jun | 23264.85 | 71.40 | - | 0 | 25 | 0 | |
| 10 Jun | 23259.20 | 71.40 | - | 0 | 25 | 0 | |
| 7 Jun | 23290.15 | 71.40 | - | 475 | 25 | 950 | |
| 6 Jun | 22821.40 | 137.00 | - | 925 | 925 | 925 | |
| 5 Jun | 22620.35 | 386.80 | - | 100 | 0 | 0 | |
| 4 Jun | 21884.50 | 64.40 | - | 0 | 0 | 0 | |
| 3 Jun | 23263.90 | 64.40 | - | 0 | 0 | 0 | |
| 31 May | 22530.70 | 64.40 | - | 0 | 0 | 0 | |
For NIFTY - strike price 21900 expiring on 04JUL2024
Delta for 21900 PE is -
Historical price for 21900 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 2.25, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -127350 which decreased total open position to 421475
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 2.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 494000 which increased total open position to 548825
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 2.9, which was lower than the previous day. The implied volatity was -, the open interest changed by -2175 which decreased total open position to 54825
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 5.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -525 which decreased total open position to 57000
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 4, which was lower than the previous day. The implied volatity was -, the open interest changed by 4550 which increased total open position to 57525
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 3.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -425 which decreased total open position to 52975
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 5.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 4200 which increased total open position to 53400
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 7.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 14525 which increased total open position to 49200
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 9.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 26125 which increased total open position to 34675
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 12.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 7800 which increased total open position to 8550
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 22.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 750
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 33.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 950 which increased total open position to 950
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 71.40, 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 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 71.40, 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 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 71.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 950
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 137.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 925 which increased total open position to 925
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 386.80, 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 64.40, 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 64.40, 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 64.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0