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 | 1726 | 0.00 | - | 0 | 725 | 0 | |||
| 27 Jun | 24044.50 | 1726 | - | 75 | 725 | 725 | ||||
| 26 Jun | 23868.80 | 1532.35 | - | 0 | 250 | 0 | ||||
| 25 Jun | 23721.30 | 1532.35 | - | 300 | 250 | 600 | ||||
| 24 Jun | 23537.85 | 1354.05 | - | 75 | 175 | 350 | ||||
| 21 Jun | 23501.10 | 1277.85 | - | 300 | 175 | 175 | ||||
| 20 Jun | 23567.00 | 1412.90 | - | 0 | 0 | 0 | ||||
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| 19 Jun | 23516.00 | 1412.90 | - | 50 | 0 | 100 | ||||
| 18 Jun | 23557.90 | 1400.00 | - | 25 | 75 | 100 | ||||
| 14 Jun | 23465.60 | 1256.95 | - | 75 | 0 | 25 | ||||
| 13 Jun | 23398.90 | 900.00 | - | 0 | 0 | 25 | ||||
| 12 Jun | 23322.95 | 900.00 | - | 0 | 0 | 25 | ||||
| 11 Jun | 23264.85 | 900.00 | - | 0 | 0 | 25 | ||||
| 10 Jun | 23259.20 | 900.00 | - | 0 | 0 | 25 | ||||
| 7 Jun | 23290.15 | 900.00 | - | 0 | 25 | 25 | ||||
| 6 Jun | 22821.40 | 900.00 | - | 0 | 0 | 0 | ||||
| 5 Jun | 22620.35 | 900.00 | - | 0 | 0 | 0 | ||||
| 4 Jun | 21884.50 | 900.00 | - | 25 | 0 | 0 | ||||
| 3 Jun | 23263.90 | 1025.80 | - | 0 | 0 | 0 | ||||
| 31 May | 22530.70 | 1025.80 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 22250 expiring on 04JUL2024
Delta for 22250 CE is -
Historical price for 22250 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1726, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 725 which increased total open position to 0
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1726, 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 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1532.35, 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 1532.35, 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 1354.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 350
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1277.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 175
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1412.90, 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 1412.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 100
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 1400.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 100
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 1256.95, 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 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 900.00, 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 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 900.00, 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 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 900.00, 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 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 900.00, 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 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 900.00, 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 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 900.00, 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 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 900.00, 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 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 900.00, 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 1025.80, 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 1025.80, 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 | 2.65 | 0.40 | - | 10,51,325 | 58,350 | 1,71,900 |
| 27 Jun | 24044.50 | 2.25 | - | 3,89,400 | 81,225 | 1,13,550 | |
| 26 Jun | 23868.80 | 3.8 | - | 77,350 | -75 | 32,325 | |
| 25 Jun | 23721.30 | 7.25 | - | 70,675 | -5,375 | 32,400 | |
| 24 Jun | 23537.85 | 6.85 | - | 37,250 | 12,625 | 37,775 | |
| 21 Jun | 23501.10 | 7.40 | - | 74,100 | 14,800 | 25,150 | |
| 20 Jun | 23567.00 | 7.35 | - | 36,475 | 6,425 | 10,350 | |
| 19 Jun | 23516.00 | 15.00 | - | 1,375 | 3,925 | 3,925 | |
| 18 Jun | 23557.90 | 45.70 | - | 0 | -50 | 0 | |
| 14 Jun | 23465.60 | 45.70 | - | 100 | -50 | 4,100 | |
| 13 Jun | 23398.90 | 34.75 | - | 150 | 0 | 4,150 | |
| 12 Jun | 23322.95 | 50.45 | - | 150 | 500 | 4,150 | |
| 11 Jun | 23264.85 | 95.70 | - | 800 | 700 | 3,650 | |
| 10 Jun | 23259.20 | 95.70 | - | 2,500 | 1,825 | 2,950 | |
| 7 Jun | 23290.15 | 135.60 | - | 125 | 1,125 | 1,125 | |
| 6 Jun | 22821.40 | 498.75 | - | 0 | 1,125 | 0 | |
| 5 Jun | 22620.35 | 498.75 | - | 2,250 | 1,125 | 1,125 | |
| 4 Jun | 21884.50 | 121.75 | - | 0 | 0 | 0 | |
| 3 Jun | 23263.90 | 121.75 | - | 0 | 0 | 0 | |
| 31 May | 22530.70 | 121.75 | - | 0 | 0 | 0 | |
For NIFTY - strike price 22250 expiring on 04JUL2024
Delta for 22250 PE is -
Historical price for 22250 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 2.65, which was 0.40 higher than the previous day. The implied volatity was -, the open interest changed by 58350 which increased total open position to 171900
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 2.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 81225 which increased total open position to 113550
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 3.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 32325
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 7.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -5375 which decreased total open position to 32400
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 6.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 12625 which increased total open position to 37775
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 7.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 14800 which increased total open position to 25150
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 7.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 6425 which increased total open position to 10350
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 15.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3925 which increased total open position to 3925
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 45.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 0
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 45.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 4100
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 34.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4150
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 50.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 4150
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 95.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 700 which increased total open position to 3650
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 95.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 1825 which increased total open position to 2950
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 135.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 1125 which increased total open position to 1125
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 498.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 1125 which increased total open position to 0
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 498.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 1125 which increased total open position to 1125
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 121.75, 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 121.75, 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 121.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0