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 | 1868.3 | 0.00 | - | 0 | 1,025 | 0 | |||
| 27 Jun | 24044.50 | 1868.3 | - | 10,850 | 1,025 | 6,825 | ||||
| 26 Jun | 23868.80 | 1695 | - | 525 | -25 | 5,800 | ||||
| 25 Jun | 23721.30 | 1563.75 | - | 275 | -75 | 5,825 | ||||
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| 24 Jun | 23537.85 | 1366.45 | - | 325 | 0 | 5,900 | ||||
| 21 Jun | 23501.10 | 1345.30 | - | 4,900 | 2,300 | 5,900 | ||||
| 20 Jun | 23567.00 | 1433.45 | - | 1,550 | -225 | 3,600 | ||||
| 19 Jun | 23516.00 | 1390.00 | - | 1,050 | -425 | 3,825 | ||||
| 18 Jun | 23557.90 | 1195.40 | - | 0 | 0 | 4,250 | ||||
| 14 Jun | 23465.60 | 1195.40 | - | 0 | 4,250 | 4,250 | ||||
| 13 Jun | 23398.90 | 1195.40 | - | 0 | -400 | 0 | ||||
| 12 Jun | 23322.95 | 1195.40 | - | 0 | -400 | 0 | ||||
| 11 Jun | 23264.85 | 1195.40 | - | 575 | -400 | 4,250 | ||||
| 10 Jun | 23259.20 | 1217.70 | - | 175 | -100 | 4,650 | ||||
| 7 Jun | 23290.15 | 1172.95 | - | 8,500 | 4,750 | 4,750 | ||||
| 6 Jun | 22821.40 | 606.55 | - | 0 | 1,425 | 0 | ||||
| 5 Jun | 22620.35 | 606.55 | - | 2,200 | 1,425 | 1,450 | ||||
| 4 Jun | 21884.50 | 770.45 | - | 0 | 0 | 25 | ||||
| 3 Jun | 23263.90 | 770.45 | - | 25 | 0 | 25 | ||||
| 31 May | 22530.70 | 770.45 | - | 25 | 25 | 25 | ||||
For NIFTY - strike price 22200 expiring on 04JUL2024
Delta for 22200 CE is -
Historical price for 22200 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1868.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 1025 which increased total open position to 0
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1868.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 1025 which increased total open position to 6825
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1695, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 5800
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 1563.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 5825
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1366.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5900
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1345.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 2300 which increased total open position to 5900
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1433.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -225 which decreased total open position to 3600
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 1390.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -425 which decreased total open position to 3825
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 1195.40, 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 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 1195.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 4250 which increased total open position to 4250
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 1195.40, which was lower than the previous day. The implied volatity was -, the open interest changed by -400 which decreased total open position to 0
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 1195.40, which was lower than the previous day. The implied volatity was -, the open interest changed by -400 which decreased total open position to 0
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 1195.40, 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 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 1217.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 4650
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 1172.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 4750 which increased total open position to 4750
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 606.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 1425 which increased total open position to 0
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 606.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 1425 which increased total open position to 1450
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 770.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 770.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 770.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 25
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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 | 2.3 | -0.50 | - | 31,94,475 | 85,775 | 5,29,225 |
| 27 Jun | 24044.50 | 2.8 | - | 20,40,375 | 2,88,250 | 4,43,450 | |
| 26 Jun | 23868.80 | 3.6 | - | 3,05,275 | 6,750 | 1,55,200 | |
| 25 Jun | 23721.30 | 7.15 | - | 3,21,225 | 51,575 | 1,48,450 | |
| 24 Jun | 23537.85 | 7.35 | - | 2,42,000 | 11,100 | 96,875 | |
| 21 Jun | 23501.10 | 6.25 | - | 5,80,225 | -63,025 | 85,775 | |
| 20 Jun | 23567.00 | 5.20 | - | 4,86,450 | 1,06,500 | 1,48,800 | |
| 19 Jun | 23516.00 | 12.70 | - | 99,500 | 15,225 | 42,300 | |
| 18 Jun | 23557.90 | 12.80 | - | 66,850 | -2,475 | 27,075 | |
| 14 Jun | 23465.60 | 20.10 | - | 38,525 | 2,400 | 29,550 | |
| 13 Jun | 23398.90 | 27.20 | - | 34,475 | 15,950 | 27,150 | |
| 12 Jun | 23322.95 | 46.00 | - | 2,775 | 25 | 11,200 | |
| 11 Jun | 23264.85 | 61.80 | - | 22,225 | -2,050 | 11,175 | |
| 10 Jun | 23259.20 | 89.15 | - | 33,700 | 5,850 | 13,225 | |
| 7 Jun | 23290.15 | 94.50 | - | 12,050 | 6,150 | 7,375 | |
| 6 Jun | 22821.40 | 161.00 | - | 1,875 | -300 | 1,225 | |
| 5 Jun | 22620.35 | 365.00 | - | 3,125 | 1,525 | 1,525 | |
| 4 Jun | 21884.50 | 111.75 | - | 0 | 0 | 0 | |
| 3 Jun | 23263.90 | 111.75 | - | 0 | 0 | 0 | |
| 31 May | 22530.70 | 111.75 | - | 0 | 0 | 0 | |
For NIFTY - strike price 22200 expiring on 04JUL2024
Delta for 22200 PE is -
Historical price for 22200 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 2.3, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by 85775 which increased total open position to 529225
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 2.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 288250 which increased total open position to 443450
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 3.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 6750 which increased total open position to 155200
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 7.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 51575 which increased total open position to 148450
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 7.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 11100 which increased total open position to 96875
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 -63025 which decreased total open position to 85775
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 5.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 106500 which increased total open position to 148800
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 12.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 15225 which increased total open position to 42300
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 12.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -2475 which decreased total open position to 27075
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 20.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 2400 which increased total open position to 29550
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 27.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 15950 which increased total open position to 27150
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 46.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 11200
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 61.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -2050 which decreased total open position to 11175
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 89.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 5850 which increased total open position to 13225
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 94.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 6150 which increased total open position to 7375
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 161.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -300 which decreased total open position to 1225
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 365.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1525 which increased total open position to 1525
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 111.75, 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 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 111.75, 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 31 May NIFTY was trading at 22530.70. The strike last trading price was 111.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0