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 | 1636.95 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Jun | 24044.50 | 1636.95 | - | 50 | 0 | 675 | ||||
| 26 Jun | 23868.80 | 1559 | - | 75 | 75 | 675 | ||||
| 25 Jun | 23721.30 | 1425.35 | - | 300 | 225 | 600 | ||||
| 24 Jun | 23537.85 | 1239.55 | - | 100 | 0 | 375 | ||||
| 21 Jun | 23501.10 | 1173.75 | - | 300 | 200 | 375 | ||||
| 20 Jun | 23567.00 | 1322.85 | - | 25 | 75 | 175 | ||||
| 19 Jun | 23516.00 | 1322.85 | - | 75 | 0 | 100 | ||||
| 18 Jun | 23557.90 | 1161.15 | - | 75 | 75 | 100 | ||||
| 14 Jun | 23465.60 | 1161.15 | - | 75 | 0 | 25 | ||||
| 13 Jun | 23398.90 | 1037.70 | - | 0 | 25 | 25 | ||||
| 12 Jun | 23322.95 | 1037.70 | - | 0 | 25 | 0 | ||||
| 11 Jun | 23264.85 | 1037.70 | - | 25 | 25 | 25 | ||||
| 10 Jun | 23259.20 | 1037.70 | - | 25 | 0 | 0 | ||||
| 7 Jun | 23290.15 | 948.60 | - | 0 | 0 | 0 | ||||
| 6 Jun | 22821.40 | 948.60 | - | 0 | 0 | 0 | ||||
| 5 Jun | 22620.35 | 948.60 | - | 0 | 0 | 0 | ||||
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| 4 Jun | 21884.50 | 948.60 | - | 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 22350 expiring on 04JUL2024
Delta for 22350 CE is -
Historical price for 22350 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1636.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1636.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 675
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1559, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 675
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 1425.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 600
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1239.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 375
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1173.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 375
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1322.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 175
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 1322.85, 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 1161.15, 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 1161.15, 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 1037.70, 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 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 1037.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 0
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 1037.70, 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 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 1037.70, 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 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 948.60, 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 948.60, 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 948.60, 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 948.60, 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 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 | 1.85 | -2.35 | - | 9,28,425 | 45,375 | 1,23,525 |
| 27 Jun | 24044.50 | 4.2 | - | 2,97,275 | 32,950 | 78,150 | |
| 26 Jun | 23868.80 | 4.25 | - | 1,31,375 | 6,375 | 45,200 | |
| 25 Jun | 23721.30 | 9 | - | 99,525 | 12,075 | 38,825 | |
| 24 Jun | 23537.85 | 9.45 | - | 75,275 | 9,600 | 26,750 | |
| 21 Jun | 23501.10 | 10.00 | - | 90,350 | 2,875 | 17,150 | |
| 20 Jun | 23567.00 | 9.40 | - | 17,675 | 5,325 | 14,275 | |
| 19 Jun | 23516.00 | 13.15 | - | 1,350 | 450 | 8,950 | |
| 18 Jun | 23557.90 | 16.15 | - | 1,225 | -125 | 8,500 | |
| 14 Jun | 23465.60 | 22.00 | - | 9,450 | 5,875 | 8,625 | |
| 13 Jun | 23398.90 | 36.15 | - | 150 | 0 | 2,750 | |
| 12 Jun | 23322.95 | 68.80 | - | 50 | 25 | 2,750 | |
| 11 Jun | 23264.85 | 117.65 | - | 25 | 0 | 2,725 | |
| 10 Jun | 23259.20 | 109.40 | - | 2,525 | 2,725 | 2,725 | |
| 7 Jun | 23290.15 | 358.05 | - | 0 | 975 | 0 | |
| 6 Jun | 22821.40 | 358.05 | - | 0 | 975 | 0 | |
| 5 Jun | 22620.35 | 358.05 | - | 1,950 | 975 | 975 | |
| 4 Jun | 21884.50 | 143.75 | - | 0 | 0 | 0 | |
| 3 Jun | 23263.90 | 143.75 | - | 0 | 0 | 0 | |
| 31 May | 22530.70 | 143.75 | - | 0 | 0 | 0 | |
For NIFTY - strike price 22350 expiring on 04JUL2024
Delta for 22350 PE is -
Historical price for 22350 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1.85, which was -2.35 lower than the previous day. The implied volatity was -, the open interest changed by 45375 which increased total open position to 123525
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 4.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 32950 which increased total open position to 78150
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 4.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 6375 which increased total open position to 45200
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 9, which was lower than the previous day. The implied volatity was -, the open interest changed by 12075 which increased total open position to 38825
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 9.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 9600 which increased total open position to 26750
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 10.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2875 which increased total open position to 17150
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 9.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 5325 which increased total open position to 14275
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 13.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 8950
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 16.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 8500
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 22.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 5875 which increased total open position to 8625
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 36.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2750
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 68.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 2750
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 117.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2725
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 109.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 2725 which increased total open position to 2725
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 358.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 975 which increased total open position to 0
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 358.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 975 which increased total open position to 0
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 358.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 975 which increased total open position to 975
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 143.75, 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 143.75, 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 143.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0