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 | 1988 | 0.00 | - | 0 | 50 | 0 | |||
| 27 Jun | 24044.50 | 1988 | - | 225 | 50 | 750 | ||||
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| 26 Jun | 23868.80 | 1871.6 | - | 25 | 225 | 700 | ||||
| 25 Jun | 23721.30 | 1732.65 | - | 325 | 150 | 475 | ||||
| 24 Jun | 23537.85 | 1542.65 | - | 100 | 275 | 325 | ||||
| 21 Jun | 23501.10 | 1473.70 | - | 275 | 50 | 50 | ||||
| 20 Jun | 23567.00 | 1187.90 | - | 0 | 0 | 0 | ||||
| 19 Jun | 23516.00 | 1187.90 | - | 0 | 0 | 0 | ||||
| 18 Jun | 23557.90 | 1187.90 | - | 0 | 0 | 0 | ||||
| 14 Jun | 23465.60 | 1187.90 | - | 0 | 0 | 0 | ||||
| 13 Jun | 23398.90 | 1187.90 | - | 0 | 0 | 0 | ||||
| 12 Jun | 23322.95 | 1187.90 | - | 0 | 0 | 0 | ||||
| 11 Jun | 23264.85 | 1187.90 | - | 0 | 0 | 0 | ||||
| 10 Jun | 23259.20 | 1187.90 | - | 0 | 0 | 0 | ||||
| 7 Jun | 23290.15 | 1187.90 | - | 0 | 0 | 0 | ||||
| 6 Jun | 22821.40 | 1187.90 | - | 0 | 0 | 0 | ||||
| 5 Jun | 22620.35 | 1187.90 | - | 0 | 0 | 0 | ||||
| 4 Jun | 21884.50 | 1187.90 | - | 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 22050 expiring on 04JUL2024
Delta for 22050 CE is -
Historical price for 22050 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1988, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 0
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1988, 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 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1871.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 700
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 1732.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 475
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1542.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 325
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1473.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 50
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1187.90, 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 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 1187.90, 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 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 1187.90, 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 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 1187.90, 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 1187.90, 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 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 1187.90, 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 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 1187.90, 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 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 1187.90, 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 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 1187.90, 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 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 1187.90, 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 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 1187.90, 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 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 1187.90, 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 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 | 2.4 | -2.40 | - | 8,94,275 | -61,900 | 2,10,400 |
| 27 Jun | 24044.50 | 4.8 | - | 6,67,750 | 2,43,250 | 2,72,300 | |
| 26 Jun | 23868.80 | 2.8 | - | 35,900 | 75 | 29,050 | |
| 25 Jun | 23721.30 | 5.85 | - | 57,450 | 13,150 | 28,975 | |
| 24 Jun | 23537.85 | 5.5 | - | 11,950 | 2,600 | 15,825 | |
| 21 Jun | 23501.10 | 5.15 | - | 49,150 | 5,525 | 13,225 | |
| 20 Jun | 23567.00 | 7.00 | - | 8,450 | 7,550 | 7,700 | |
| 19 Jun | 23516.00 | 38.20 | - | 0 | 150 | 150 | |
| 18 Jun | 23557.90 | 38.20 | - | 0 | 25 | 0 | |
| 14 Jun | 23465.60 | 38.20 | - | 0 | 25 | 0 | |
| 13 Jun | 23398.90 | 38.20 | - | 0 | 25 | 0 | |
| 12 Jun | 23322.95 | 38.20 | - | 150 | 25 | 25 | |
| 11 Jun | 23264.85 | 183.35 | - | 0 | 0 | 0 | |
| 10 Jun | 23259.20 | 183.35 | - | 0 | 0 | 0 | |
| 7 Jun | 23290.15 | 183.35 | - | 0 | 0 | 0 | |
| 6 Jun | 22821.40 | 183.35 | - | 25 | 0 | 0 | |
| 5 Jun | 22620.35 | 85.55 | - | 0 | 0 | 0 | |
| 4 Jun | 21884.50 | 85.55 | - | 0 | 0 | 0 | |
| 3 Jun | 23263.90 | 85.55 | - | 0 | 0 | 0 | |
| 31 May | 22530.70 | 85.55 | - | 0 | 0 | 0 | |
For NIFTY - strike price 22050 expiring on 04JUL2024
Delta for 22050 PE is -
Historical price for 22050 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 2.4, which was -2.40 lower than the previous day. The implied volatity was -, the open interest changed by -61900 which decreased total open position to 210400
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 4.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 243250 which increased total open position to 272300
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 2.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 29050
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 5.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 13150 which increased total open position to 28975
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 5.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 2600 which increased total open position to 15825
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 5.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 5525 which increased total open position to 13225
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 7.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 7550 which increased total open position to 7700
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 38.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 150
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 38.20, 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 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 38.20, 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 38.20, 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 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 38.20, 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 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 183.35, 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 183.35, 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 183.35, 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 183.35, 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 85.55, 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 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 85.55, 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 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 85.55, 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 31 May NIFTY was trading at 22530.70. The strike last trading price was 85.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0