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 | |||
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| 28 Jun | 24010.60 | 1852 | 122.55 | - | 250 | -125 | 3,375 | |||
| 27 Jun | 24044.50 | 1729.45 | - | 1,325 | 525 | 3,500 | ||||
| 26 Jun | 23868.80 | 1597.25 | - | 500 | 450 | 2,975 | ||||
| 25 Jun | 23721.30 | 1455.7 | - | 225 | 0 | 2,525 | ||||
| 24 Jun | 23537.85 | 1270.25 | - | 200 | 0 | 2,525 | ||||
| 21 Jun | 23501.10 | 1221.80 | - | 5,375 | 2,525 | 2,525 | ||||
| 20 Jun | 23567.00 | 1349.80 | - | 0 | -25 | 0 | ||||
| 19 Jun | 23516.00 | 1349.80 | - | 75 | -25 | 2,125 | ||||
| 18 Jun | 23557.90 | 1179.75 | - | 0 | 0 | 2,150 | ||||
| 14 Jun | 23465.60 | 1179.75 | - | 325 | 25 | 2,150 | ||||
| 13 Jun | 23398.90 | 1150.00 | - | 25 | 150 | 2,125 | ||||
| 12 Jun | 23322.95 | 1144.65 | - | 150 | -25 | 1,975 | ||||
| 11 Jun | 23264.85 | 1101.00 | - | 625 | 275 | 2,000 | ||||
| 10 Jun | 23259.20 | 1118.00 | - | 1,025 | -975 | 1,725 | ||||
| 7 Jun | 23290.15 | 1068.90 | - | 6,925 | 2,700 | 2,700 | ||||
| 6 Jun | 22821.40 | 986.85 | - | 0 | 0 | 0 | ||||
| 5 Jun | 22620.35 | 986.85 | - | 0 | 0 | 0 | ||||
| 4 Jun | 21884.50 | 986.85 | - | 0 | 0 | 0 | ||||
| 3 Jun | 23263.90 | 986.85 | - | 0 | 0 | 0 | ||||
| 31 May | 22530.70 | 986.85 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 22300 expiring on 04JUL2024
Delta for 22300 CE is -
Historical price for 22300 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1852, which was 122.55 higher than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 3375
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1729.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 525 which increased total open position to 3500
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1597.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 2975
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 1455.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2525
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1270.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2525
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1221.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 2525 which increased total open position to 2525
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1349.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 0
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 1349.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 2125
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 1179.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2150
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 1179.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 2150
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 1150.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 2125
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 1144.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 1975
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 1101.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 2000
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 1118.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -975 which decreased total open position to 1725
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 1068.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 2700 which increased total open position to 2700
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 986.85, 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 986.85, 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 986.85, 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 986.85, 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 986.85, 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 | 2.2 | -0.90 | - | 34,77,875 | -37,625 | 6,90,375 |
| 27 Jun | 24044.50 | 3.1 | - | 28,99,200 | 4,30,100 | 7,28,000 | |
| 26 Jun | 23868.80 | 4.2 | - | 6,11,950 | 1,14,675 | 2,97,900 | |
| 25 Jun | 23721.30 | 8.25 | - | 5,90,475 | 40,475 | 1,83,225 | |
| 24 Jun | 23537.85 | 7.5 | - | 3,31,775 | -5,650 | 1,42,750 | |
| 21 Jun | 23501.10 | 7.40 | - | 5,11,200 | 9,500 | 1,48,400 | |
| 20 Jun | 23567.00 | 12.95 | - | 2,79,175 | 82,050 | 1,38,900 | |
| 19 Jun | 23516.00 | 15.00 | - | 95,850 | 24,175 | 56,850 | |
| 18 Jun | 23557.90 | 18.00 | - | 1,13,700 | -19,375 | 32,675 | |
| 14 Jun | 23465.60 | 23.00 | - | 82,775 | 34,325 | 52,050 | |
| 13 Jun | 23398.90 | 32.00 | - | 17,400 | 5,350 | 17,725 | |
| 12 Jun | 23322.95 | 53.65 | - | 14,400 | 3,875 | 12,375 | |
| 11 Jun | 23264.85 | 78.00 | - | 11,100 | 1,775 | 8,500 | |
| 10 Jun | 23259.20 | 106.00 | - | 15,800 | 525 | 6,725 | |
| 7 Jun | 23290.15 | 108.10 | - | 10,000 | 4,625 | 6,200 | |
| 6 Jun | 22821.40 | 178.00 | - | 375 | 75 | 1,575 | |
| 5 Jun | 22620.35 | 343.10 | - | 3,525 | 1,500 | 1,500 | |
| 4 Jun | 21884.50 | 132.40 | - | 0 | 0 | 0 | |
| 3 Jun | 23263.90 | 132.40 | - | 0 | 0 | 0 | |
| 31 May | 22530.70 | 132.40 | - | 0 | 0 | 0 | |
For NIFTY - strike price 22300 expiring on 04JUL2024
Delta for 22300 PE is -
Historical price for 22300 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 2.2, which was -0.90 lower than the previous day. The implied volatity was -, the open interest changed by -37625 which decreased total open position to 690375
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 3.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 430100 which increased total open position to 728000
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 4.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 114675 which increased total open position to 297900
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 8.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 40475 which increased total open position to 183225
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 7.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -5650 which decreased total open position to 142750
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 9500 which increased total open position to 148400
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 12.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 82050 which increased total open position to 138900
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 24175 which increased total open position to 56850
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 18.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -19375 which decreased total open position to 32675
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 23.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 34325 which increased total open position to 52050
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 32.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 5350 which increased total open position to 17725
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 53.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 3875 which increased total open position to 12375
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 78.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1775 which increased total open position to 8500
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 106.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 525 which increased total open position to 6725
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 108.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 4625 which increased total open position to 6200
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 178.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 1575
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 343.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 1500
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 132.40, 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 132.40, 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 132.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0