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 | 1832.1 | 0.00 | - | 0 | 100 | 0 | |||
| 27 Jun | 24044.50 | 1832.1 | - | 0 | 100 | 0 | ||||
| 26 Jun | 23868.80 | 1832.1 | - | 0 | 100 | 0 | ||||
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| 25 Jun | 23721.30 | 1832.1 | - | 275 | 100 | 475 | ||||
| 24 Jun | 23537.85 | 1641.9 | - | 100 | 125 | 375 | ||||
| 21 Jun | 23501.10 | 1563.95 | - | 275 | 250 | 250 | ||||
| 20 Jun | 23567.00 | 1669.60 | - | 25 | 0 | 0 | ||||
| 19 Jun | 23516.00 | 1272.45 | - | 0 | 0 | 0 | ||||
| 18 Jun | 23557.90 | 1272.45 | - | 0 | 0 | 0 | ||||
| 14 Jun | 23465.60 | 1272.45 | - | 0 | 0 | 0 | ||||
| 13 Jun | 23398.90 | 1272.45 | - | 0 | 0 | 0 | ||||
| 12 Jun | 23322.95 | 1272.45 | - | 0 | 0 | 0 | ||||
| 11 Jun | 23264.85 | 1272.45 | - | 0 | 0 | 0 | ||||
| 10 Jun | 23259.20 | 1272.45 | - | 0 | 0 | 0 | ||||
| 7 Jun | 23290.15 | 1272.45 | - | 0 | 0 | 0 | ||||
| 6 Jun | 22821.40 | 1272.45 | - | 0 | 0 | 0 | ||||
| 5 Jun | 22620.35 | 1272.45 | - | 0 | 0 | 0 | ||||
| 4 Jun | 21884.50 | 1272.45 | - | 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 21950 expiring on 04JUL2024
Delta for 21950 CE is -
Historical price for 21950 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1832.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 0
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1832.1, 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 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1832.1, 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 1832.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 475
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1641.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 375
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1563.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 250
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1669.60, 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 1272.45, 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 1272.45, 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 1272.45, 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 1272.45, 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 1272.45, 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 1272.45, 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 1272.45, 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 1272.45, 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 1272.45, 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 1272.45, 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 1272.45, 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 | 4.45 | -0.55 | - | 10,55,575 | -19,425 | 1,96,975 |
| 27 Jun | 24044.50 | 5 | - | 6,10,750 | 2,02,800 | 2,16,400 | |
| 26 Jun | 23868.80 | 2.75 | - | 12,900 | -4,625 | 13,600 | |
| 25 Jun | 23721.30 | 5.1 | - | 14,500 | 6,100 | 18,225 | |
| 24 Jun | 23537.85 | 4.9 | - | 20,975 | 1,250 | 12,125 | |
| 21 Jun | 23501.10 | 4.65 | - | 69,775 | 10,850 | 10,875 | |
| 20 Jun | 23567.00 | 5.70 | - | 450 | 25 | 25 | |
| 19 Jun | 23516.00 | 16.55 | - | 0 | 0 | 0 | |
| 18 Jun | 23557.90 | 16.55 | - | 25 | 0 | 0 | |
| 14 Jun | 23465.60 | 70.95 | - | 0 | 0 | 0 | |
| 13 Jun | 23398.90 | 70.95 | - | 0 | 0 | 0 | |
| 12 Jun | 23322.95 | 70.95 | - | 0 | 0 | 0 | |
| 11 Jun | 23264.85 | 70.95 | - | 0 | 0 | 0 | |
| 10 Jun | 23259.20 | 70.95 | - | 0 | 0 | 0 | |
| 7 Jun | 23290.15 | 70.95 | - | 0 | 0 | 0 | |
| 6 Jun | 22821.40 | 70.95 | - | 0 | 0 | 0 | |
| 5 Jun | 22620.35 | 70.95 | - | 0 | 0 | 0 | |
| 4 Jun | 21884.50 | 70.95 | - | 0 | 0 | 0 | |
| 3 Jun | 23263.90 | 70.95 | - | 0 | 0 | 0 | |
| 31 May | 22530.70 | 70.95 | - | 0 | 0 | 0 | |
For NIFTY - strike price 21950 expiring on 04JUL2024
Delta for 21950 PE is -
Historical price for 21950 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 4.45, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by -19425 which decreased total open position to 196975
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 5, which was lower than the previous day. The implied volatity was -, the open interest changed by 202800 which increased total open position to 216400
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 2.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -4625 which decreased total open position to 13600
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 5.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 6100 which increased total open position to 18225
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 4.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 1250 which increased total open position to 12125
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 4.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 10850 which increased total open position to 10875
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 5.70, 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 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 16.55, 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 16.55, 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 70.95, 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 70.95, 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 70.95, 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 70.95, 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 70.95, 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 70.95, 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 70.95, 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 70.95, 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 70.95, 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 70.95, 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 70.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0