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 | 2064 | 23.00 | - | 14,875 | -400 | 26,650 | |||
| 27 Jun | 24044.50 | 2041 | - | 21,975 | 16,375 | 27,050 | ||||
| 26 Jun | 23868.80 | 1898.5 | - | 3,600 | 2,525 | 10,675 | ||||
| 25 Jun | 23721.30 | 1784.05 | - | 3,000 | 1,550 | 8,150 | ||||
| 24 Jun | 23537.85 | 1600 | - | 1,825 | 1,300 | 6,600 | ||||
| 21 Jun | 23501.10 | 1526.65 | - | 5,475 | 1,050 | 5,300 | ||||
| 20 Jun | 23567.00 | 1597.00 | - | 275 | 0 | 4,250 | ||||
| 19 Jun | 23516.00 | 1700.00 | - | 950 | -400 | 4,250 | ||||
| 18 Jun | 23557.90 | 1600.00 | - | 250 | 0 | 4,650 | ||||
| 14 Jun | 23465.60 | 1510.00 | - | 150 | 4,650 | 4,650 | ||||
| 13 Jun | 23398.90 | 1425.00 | - | 0 | 0 | 0 | ||||
| 12 Jun | 23322.95 | 1425.00 | - | 200 | 0 | 4,425 | ||||
| 11 Jun | 23264.85 | 1448.20 | - | 175 | 0 | 4,425 | ||||
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| 10 Jun | 23259.20 | 1385.00 | - | 2,150 | -2,125 | 4,425 | ||||
| 7 Jun | 23290.15 | 1383.65 | - | 9,575 | 3,925 | 6,550 | ||||
| 6 Jun | 22821.40 | 967.35 | - | 850 | -125 | 2,625 | ||||
| 5 Jun | 22620.35 | 846.75 | - | 9,875 | 2,750 | 2,750 | ||||
| 4 Jun | 21884.50 | 1229.90 | - | 0 | 0 | 0 | ||||
| 3 Jun | 23263.90 | 1229.90 | - | 0 | 0 | 0 | ||||
| 31 May | 22530.70 | 0.00 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 22000 expiring on 04JUL2024
Delta for 22000 CE is -
Historical price for 22000 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 2064, which was 23.00 higher than the previous day. The implied volatity was -, the open interest changed by -400 which decreased total open position to 26650
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 2041, which was lower than the previous day. The implied volatity was -, the open interest changed by 16375 which increased total open position to 27050
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1898.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 2525 which increased total open position to 10675
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 1784.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 1550 which increased total open position to 8150
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1600, which was lower than the previous day. The implied volatity was -, the open interest changed by 1300 which increased total open position to 6600
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1526.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 1050 which increased total open position to 5300
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1597.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4250
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 1700.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -400 which decreased total open position to 4250
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 1600.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4650
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 1510.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 4650 which increased total open position to 4650
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 1425.00, 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 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 1425.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4425
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 1448.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4425
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 1385.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -2125 which decreased total open position to 4425
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 1383.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 3925 which increased total open position to 6550
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 967.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 2625
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 846.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 2750 which increased total open position to 2750
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 1229.90, 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 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 1229.90, 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 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 | 2.1 | -0.40 | - | 76,37,900 | -2,28,875 | 22,05,600 |
| 27 Jun | 24044.50 | 2.5 | - | 65,18,025 | 19,69,900 | 24,34,475 | |
| 26 Jun | 23868.80 | 2.6 | - | 7,20,625 | 96,350 | 4,64,575 | |
| 25 Jun | 23721.30 | 5.5 | - | 6,47,825 | 14,900 | 3,68,225 | |
| 24 Jun | 23537.85 | 4.7 | - | 6,76,925 | 43,525 | 3,53,325 | |
| 21 Jun | 23501.10 | 4.80 | - | 6,73,275 | 32,550 | 3,09,800 | |
| 20 Jun | 23567.00 | 5.50 | - | 5,48,950 | -8,600 | 2,77,250 | |
| 19 Jun | 23516.00 | 10.20 | - | 4,32,825 | 53,675 | 2,85,850 | |
| 18 Jun | 23557.90 | 11.05 | - | 4,37,200 | 49,050 | 2,32,175 | |
| 14 Jun | 23465.60 | 13.60 | - | 2,42,150 | 16,225 | 1,83,125 | |
| 13 Jun | 23398.90 | 19.95 | - | 1,90,850 | 97,300 | 1,66,900 | |
| 12 Jun | 23322.95 | 35.00 | - | 79,900 | 22,475 | 69,600 | |
| 11 Jun | 23264.85 | 47.40 | - | 52,250 | 7,025 | 47,125 | |
| 10 Jun | 23259.20 | 76.15 | - | 57,025 | -1,525 | 40,100 | |
| 7 Jun | 23290.15 | 76.15 | - | 80,600 | 23,700 | 41,625 | |
| 6 Jun | 22821.40 | 111.55 | - | 28,550 | 17,200 | 17,925 | |
| 5 Jun | 22620.35 | 324.00 | - | 1,175 | 725 | 725 | |
| 4 Jun | 21884.50 | 78.00 | - | 0 | 0 | 0 | |
| 3 Jun | 23263.90 | 78.00 | - | 0 | 0 | 0 | |
| 31 May | 22530.70 | 78.00 | - | 0 | 0 | 0 | |
For NIFTY - strike price 22000 expiring on 04JUL2024
Delta for 22000 PE is -
Historical price for 22000 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 2.1, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by -228875 which decreased total open position to 2205600
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 2.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 1969900 which increased total open position to 2434475
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 2.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 96350 which increased total open position to 464575
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 5.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 14900 which increased total open position to 368225
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 4.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 43525 which increased total open position to 353325
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 4.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 32550 which increased total open position to 309800
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 -8600 which decreased total open position to 277250
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 10.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 53675 which increased total open position to 285850
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 11.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 49050 which increased total open position to 232175
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 13.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 16225 which increased total open position to 183125
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 19.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 97300 which increased total open position to 166900
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 35.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 22475 which increased total open position to 69600
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 47.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 7025 which increased total open position to 47125
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 76.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -1525 which decreased total open position to 40100
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 76.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 23700 which increased total open position to 41625
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 111.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 17200 which increased total open position to 17925
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 324.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 725 which increased total open position to 725
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 78.00, 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 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 78.00, 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 78.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0