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 | 1930 | 0.00 | - | 0 | 200 | 0 | |||
| 27 Jun | 24044.50 | 1930 | - | 600 | 200 | 1,925 | ||||
| 26 Jun | 23868.80 | 1789.9 | - | 1,025 | 350 | 1,725 | ||||
| 25 Jun | 23721.30 | 1670.05 | - | 175 | -50 | 1,375 | ||||
| 24 Jun | 23537.85 | 1491.65 | - | 125 | 25 | 1,425 | ||||
| 21 Jun | 23501.10 | 1436.35 | - | 1,725 | 1,400 | 1,400 | ||||
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| 20 Jun | 23567.00 | 1490.75 | - | 0 | -1,500 | 0 | ||||
| 19 Jun | 23516.00 | 1490.75 | - | 2,150 | -1,500 | 1,625 | ||||
| 18 Jun | 23557.90 | 1313.50 | - | 50 | 0 | 3,125 | ||||
| 14 Jun | 23465.60 | 1313.50 | - | 50 | 0 | 3,125 | ||||
| 13 Jun | 23398.90 | 1313.45 | - | 350 | 0 | 3,125 | ||||
| 12 Jun | 23322.95 | 1313.45 | - | 350 | 0 | 3,125 | ||||
| 11 Jun | 23264.85 | 1313.45 | - | 350 | -350 | 3,125 | ||||
| 10 Jun | 23259.20 | 1247.60 | - | 1,075 | -650 | 3,475 | ||||
| 7 Jun | 23290.15 | 1318.15 | - | 8,750 | 4,125 | 4,125 | ||||
| 6 Jun | 22821.40 | 1146.45 | - | 0 | 0 | 0 | ||||
| 5 Jun | 22620.35 | 1146.45 | - | 0 | 0 | 0 | ||||
| 4 Jun | 21884.50 | 1146.45 | - | 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 22100 expiring on 04JUL2024
Delta for 22100 CE is -
Historical price for 22100 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1930, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 0
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1930, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 1925
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1789.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 1725
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 1670.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 1375
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1491.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 1425
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1436.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 1400 which increased total open position to 1400
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1490.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -1500 which decreased total open position to 0
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 1490.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -1500 which decreased total open position to 1625
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 1313.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3125
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 1313.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3125
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 1313.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3125
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 1313.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3125
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 1313.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -350 which decreased total open position to 3125
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 1247.60, which was lower than the previous day. The implied volatity was -, the open interest changed by -650 which decreased total open position to 3475
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 1318.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 4125 which increased total open position to 4125
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 1146.45, 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 1146.45, 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 1146.45, 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 | 2.6 | -1.70 | - | 20,43,300 | 1,24,150 | 2,84,525 |
| 27 Jun | 24044.50 | 4.3 | - | 12,06,675 | 89,775 | 1,60,375 | |
| 26 Jun | 23868.80 | 3 | - | 1,34,700 | 3,675 | 70,600 | |
| 25 Jun | 23721.30 | 6.05 | - | 1,51,525 | 31,500 | 66,925 | |
| 24 Jun | 23537.85 | 5.6 | - | 1,42,700 | 3,625 | 35,425 | |
| 21 Jun | 23501.10 | 5.80 | - | 1,39,025 | 6,425 | 31,800 | |
| 20 Jun | 23567.00 | 7.55 | - | 38,075 | 5,250 | 25,375 | |
| 19 Jun | 23516.00 | 10.40 | - | 7,725 | 5,250 | 20,125 | |
| 18 Jun | 23557.90 | 10.20 | - | 35,900 | 11,400 | 14,875 | |
| 14 Jun | 23465.60 | 14.00 | - | 300 | 125 | 3,475 | |
| 13 Jun | 23398.90 | 39.95 | - | 25 | -75 | 3,350 | |
| 12 Jun | 23322.95 | 42.80 | - | 3,250 | 475 | 3,425 | |
| 11 Jun | 23264.85 | 56.90 | - | 3,400 | 2,950 | 2,950 | |
| 10 Jun | 23259.20 | 178.40 | - | 0 | 200 | 0 | |
| 7 Jun | 23290.15 | 178.40 | - | 0 | 200 | 0 | |
| 6 Jun | 22821.40 | 178.40 | - | 725 | 200 | 275 | |
| 5 Jun | 22620.35 | 208.55 | - | 300 | 75 | 75 | |
| 4 Jun | 21884.50 | 93.70 | - | 0 | 0 | 0 | |
| 3 Jun | 23263.90 | 93.70 | - | 0 | 0 | 0 | |
| 31 May | 22530.70 | 93.70 | - | 0 | 0 | 0 | |
For NIFTY - strike price 22100 expiring on 04JUL2024
Delta for 22100 PE is -
Historical price for 22100 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 2.6, which was -1.70 lower than the previous day. The implied volatity was -, the open interest changed by 124150 which increased total open position to 284525
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 4.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 89775 which increased total open position to 160375
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 3, which was lower than the previous day. The implied volatity was -, the open interest changed by 3675 which increased total open position to 70600
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 6.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 31500 which increased total open position to 66925
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 5.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 3625 which increased total open position to 35425
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 5.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 6425 which increased total open position to 31800
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 7.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 5250 which increased total open position to 25375
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 10.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 5250 which increased total open position to 20125
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 10.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 11400 which increased total open position to 14875
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 14.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 3475
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 39.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 3350
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 42.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 475 which increased total open position to 3425
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 56.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 2950 which increased total open position to 2950
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 178.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 0
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 178.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 0
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 178.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 275
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 208.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 75
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 93.70, 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 93.70, 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 93.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0