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 | 1700.1 | 71.00 | - | 400 | -300 | 3,625 | |||
| 27 Jun | 24044.50 | 1629.1 | - | 1,775 | 1,275 | 3,925 | ||||
| 26 Jun | 23868.80 | 1494 | - | 1,425 | 875 | 2,650 | ||||
| 25 Jun | 23721.30 | 1371.55 | - | 350 | -25 | 1,775 | ||||
| 24 Jun | 23537.85 | 1201 | - | 200 | -50 | 1,800 | ||||
| 21 Jun | 23501.10 | 1136.00 | - | 3,550 | 1,850 | 1,850 | ||||
| 20 Jun | 23567.00 | 1191.95 | - | 0 | 75 | 0 | ||||
| 19 Jun | 23516.00 | 1191.95 | - | 125 | 75 | 1,100 | ||||
| 18 Jun | 23557.90 | 1150.00 | - | 100 | -50 | 1,025 | ||||
| 14 Jun | 23465.60 | 1113.05 | - | 450 | -50 | 1,075 | ||||
| 13 Jun | 23398.90 | 1052.85 | - | 150 | 125 | 1,125 | ||||
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| 12 Jun | 23322.95 | 1052.85 | - | 150 | 200 | 1,000 | ||||
| 11 Jun | 23264.85 | 1072.65 | - | 475 | -50 | 800 | ||||
| 10 Jun | 23259.20 | 980.50 | - | 1,400 | -250 | 850 | ||||
| 7 Jun | 23290.15 | 1004.50 | - | 1,550 | 1,100 | 1,100 | ||||
| 6 Jun | 22821.40 | 911.05 | - | 0 | 0 | 0 | ||||
| 5 Jun | 22620.35 | 911.05 | - | 0 | 0 | 0 | ||||
| 4 Jun | 21884.50 | 911.05 | - | 0 | 0 | 0 | ||||
| 3 Jun | 23263.90 | 911.05 | - | 0 | 0 | 0 | ||||
| 31 May | 22530.70 | 911.05 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 22400 expiring on 04JUL2024
Delta for 22400 CE is -
Historical price for 22400 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1700.1, which was 71.00 higher than the previous day. The implied volatity was -, the open interest changed by -300 which decreased total open position to 3625
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1629.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 1275 which increased total open position to 3925
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1494, which was lower than the previous day. The implied volatity was -, the open interest changed by 875 which increased total open position to 2650
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 1371.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 1775
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1201, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 1800
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1136.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1850 which increased total open position to 1850
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1191.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 0
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 1191.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 1100
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 1150.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 1025
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 1113.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 1075
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 1052.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 1125
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 1052.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 1000
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 1072.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 800
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 980.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -250 which decreased total open position to 850
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 1004.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 1100 which increased total open position to 1100
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 911.05, 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 911.05, 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 911.05, 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 911.05, 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 911.05, 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 | 2.7 | -0.05 | - | 42,55,875 | 1,36,525 | 6,30,400 |
| 27 Jun | 24044.50 | 2.75 | - | 24,67,975 | 2,67,550 | 4,93,875 | |
| 26 Jun | 23868.80 | 4.6 | - | 5,25,425 | 37,325 | 2,26,325 | |
| 25 Jun | 23721.30 | 9.25 | - | 6,14,950 | -1,550 | 1,89,000 | |
| 24 Jun | 23537.85 | 9.5 | - | 4,28,400 | 22,475 | 1,90,550 | |
| 21 Jun | 23501.10 | 11.05 | - | 10,35,475 | 77,475 | 1,68,075 | |
| 20 Jun | 23567.00 | 11.20 | - | 1,91,500 | 19,275 | 90,600 | |
| 19 Jun | 23516.00 | 14.00 | - | 1,84,700 | 29,750 | 71,325 | |
| 18 Jun | 23557.90 | 17.35 | - | 79,175 | 900 | 41,575 | |
| 14 Jun | 23465.60 | 24.50 | - | 75,225 | 34,000 | 40,675 | |
| 13 Jun | 23398.90 | 36.75 | - | 8,000 | 50 | 6,675 | |
| 12 Jun | 23322.95 | 63.70 | - | 2,975 | 50 | 6,625 | |
| 11 Jun | 23264.85 | 82.70 | - | 6,800 | 1,075 | 6,575 | |
| 10 Jun | 23259.20 | 123.00 | - | 1,375 | -400 | 5,500 | |
| 7 Jun | 23290.15 | 121.00 | - | 10,400 | 5,900 | 5,900 | |
| 6 Jun | 22821.40 | 619.05 | - | 0 | 1,350 | 0 | |
| 5 Jun | 22620.35 | 619.05 | - | 2,700 | 1,350 | 1,350 | |
| 4 Jun | 21884.50 | 155.80 | - | 0 | 0 | 0 | |
| 3 Jun | 23263.90 | 155.80 | - | 0 | 0 | 0 | |
| 31 May | 22530.70 | 155.80 | - | 0 | 0 | 0 | |
For NIFTY - strike price 22400 expiring on 04JUL2024
Delta for 22400 PE is -
Historical price for 22400 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 2.7, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 136525 which increased total open position to 630400
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 2.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 267550 which increased total open position to 493875
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 4.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 37325 which increased total open position to 226325
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 9.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -1550 which decreased total open position to 189000
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 9.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 22475 which increased total open position to 190550
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 11.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 77475 which increased total open position to 168075
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 11.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 19275 which increased total open position to 90600
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 14.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 29750 which increased total open position to 71325
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 17.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 41575
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 24.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 34000 which increased total open position to 40675
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 36.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 6675
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 63.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 6625
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 82.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 1075 which increased total open position to 6575
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 123.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -400 which decreased total open position to 5500
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 121.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 5900 which increased total open position to 5900
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 619.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 1350 which increased total open position to 0
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 619.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 1350 which increased total open position to 1350
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 155.80, 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 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 155.80, 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 155.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0