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 | 2020.25 | 122.25 | - | 50 | 0 | 675 | |||
| 27 Jun | 24044.50 | 1898 | - | 50 | 675 | 675 | ||||
| 26 Jun | 23868.80 | 1632.95 | - | 0 | 250 | 0 | ||||
| 25 Jun | 23721.30 | 1632.95 | - | 250 | 250 | 600 | ||||
| 24 Jun | 23537.85 | 1437 | - | 75 | 125 | 350 | ||||
| 21 Jun | 23501.10 | 1370.90 | - | 325 | 225 | 225 | ||||
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| 20 Jun | 23567.00 | 1518.15 | - | 0 | 0 | 0 | ||||
| 19 Jun | 23516.00 | 1518.15 | - | 125 | 0 | 0 | ||||
| 18 Jun | 23557.90 | 1105.60 | - | 0 | 0 | 0 | ||||
| 14 Jun | 23465.60 | 1105.60 | - | 0 | 0 | 0 | ||||
| 13 Jun | 23398.90 | 1105.60 | - | 0 | 0 | 0 | ||||
| 12 Jun | 23322.95 | 1105.60 | - | 0 | 0 | 0 | ||||
| 11 Jun | 23264.85 | 1105.60 | - | 0 | 0 | 0 | ||||
| 10 Jun | 23259.20 | 1105.60 | - | 0 | 0 | 0 | ||||
| 7 Jun | 23290.15 | 1105.60 | - | 0 | 0 | 0 | ||||
| 6 Jun | 22821.40 | 1105.60 | - | 0 | 0 | 0 | ||||
| 5 Jun | 22620.35 | 1105.60 | - | 0 | 0 | 0 | ||||
| 4 Jun | 21884.50 | 1105.60 | - | 0 | 0 | 0 | ||||
| 3 Jun | 23263.90 | 1105.60 | - | 0 | 0 | 0 | ||||
| 31 May | 22530.70 | 1105.60 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 22150 expiring on 04JUL2024
Delta for 22150 CE is -
Historical price for 22150 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 2020.25, which was 122.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 675
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1898, which was lower than the previous day. The implied volatity was -, the open interest changed by 675 which increased total open position to 675
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1632.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 0
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 1632.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 600
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1437, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 350
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1370.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 225
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1518.15, 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 1518.15, 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 1105.60, 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 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 1105.60, 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 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 1105.60, 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 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 1105.60, 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 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 1105.60, 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 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 1105.60, 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 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 1105.60, 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 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 1105.60, 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 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 1105.60, 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 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 1105.60, 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 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 1105.60, 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 31 May NIFTY was trading at 22530.70. The strike last trading price was 1105.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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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 | 1.65 | -2.35 | - | 8,82,325 | 80,975 | 1,25,825 |
| 27 Jun | 24044.50 | 4 | - | 2,07,225 | 23,500 | 44,850 | |
| 26 Jun | 23868.80 | 3.4 | - | 77,900 | -9,500 | 21,350 | |
| 25 Jun | 23721.30 | 6.05 | - | 1,35,725 | 16,100 | 30,850 | |
| 24 Jun | 23537.85 | 5.65 | - | 12,550 | 725 | 14,750 | |
| 21 Jun | 23501.10 | 6.25 | - | 43,000 | 3,750 | 14,025 | |
| 20 Jun | 23567.00 | 5.10 | - | 11,525 | 7,775 | 10,275 | |
| 19 Jun | 23516.00 | 16.80 | - | 175 | 0 | 2,500 | |
| 18 Jun | 23557.90 | 13.00 | - | 750 | -475 | 2,500 | |
| 14 Jun | 23465.60 | 17.70 | - | 3,625 | 2,975 | 2,975 | |
| 13 Jun | 23398.90 | 43.75 | - | 0 | 0 | 0 | |
| 12 Jun | 23322.95 | 43.75 | - | 150 | 0 | 2,875 | |
| 11 Jun | 23264.85 | 47.60 | - | 225 | 0 | 2,875 | |
| 10 Jun | 23259.20 | 88.60 | - | 2,475 | 2,875 | 2,875 | |
| 7 Jun | 23290.15 | 398.40 | - | 0 | 625 | 0 | |
| 6 Jun | 22821.40 | 398.40 | - | 0 | 625 | 0 | |
| 5 Jun | 22620.35 | 398.40 | - | 1,250 | 625 | 625 | |
| 4 Jun | 21884.50 | 102.45 | - | 0 | 0 | 0 | |
| 3 Jun | 23263.90 | 102.45 | - | 0 | 0 | 0 | |
| 31 May | 22530.70 | 102.45 | - | 0 | 0 | 0 | |
For NIFTY - strike price 22150 expiring on 04JUL2024
Delta for 22150 PE is -
Historical price for 22150 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1.65, which was -2.35 lower than the previous day. The implied volatity was -, the open interest changed by 80975 which increased total open position to 125825
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 4, which was lower than the previous day. The implied volatity was -, the open interest changed by 23500 which increased total open position to 44850
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 3.4, which was lower than the previous day. The implied volatity was -, the open interest changed by -9500 which decreased total open position to 21350
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 16100 which increased total open position to 30850
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 5.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 725 which increased total open position to 14750
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 6.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 3750 which increased total open position to 14025
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 5.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 7775 which increased total open position to 10275
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 16.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2500
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 13.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -475 which decreased total open position to 2500
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 17.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 2975 which increased total open position to 2975
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 43.75, 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 43.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2875
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 47.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2875
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 88.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 2875 which increased total open position to 2875
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 398.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 625 which increased total open position to 0
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 398.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 625 which increased total open position to 0
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 398.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 625 which increased total open position to 625
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 102.45, 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 102.45, 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 31 May NIFTY was trading at 22530.70. The strike last trading price was 102.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0