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 | 1525 | 0.00 | - | 0 | 1,150 | 0 | |||
| 27 Jun | 24044.50 | 1525 | - | 1,575 | 1,150 | 2,050 | ||||
| 26 Jun | 23868.80 | 1355 | - | 300 | 0 | 900 | ||||
| 25 Jun | 23721.30 | 1293.05 | - | 950 | 600 | 900 | ||||
| 24 Jun | 23537.85 | 1151.75 | - | 75 | 100 | 300 | ||||
| 21 Jun | 23501.10 | 1095.40 | - | 300 | 200 | 200 | ||||
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| 20 Jun | 23567.00 | 1066.55 | - | 0 | 75 | 0 | ||||
| 19 Jun | 23516.00 | 1066.55 | - | 0 | 75 | 0 | ||||
| 18 Jun | 23557.90 | 1066.55 | - | 75 | 75 | 150 | ||||
| 14 Jun | 23465.60 | 1066.55 | - | 75 | 0 | 75 | ||||
| 13 Jun | 23398.90 | 1040.00 | - | 25 | 25 | 75 | ||||
| 12 Jun | 23322.95 | 1040.00 | - | 25 | 25 | 50 | ||||
| 11 Jun | 23264.85 | 1000.00 | - | 25 | 0 | 25 | ||||
| 10 Jun | 23259.20 | 1006.50 | - | 50 | 25 | 25 | ||||
| 7 Jun | 23290.15 | 875.05 | - | 0 | 0 | 0 | ||||
| 6 Jun | 22821.40 | 875.05 | - | 0 | 0 | 0 | ||||
| 5 Jun | 22620.35 | 875.05 | - | 0 | 0 | 0 | ||||
| 4 Jun | 21884.50 | 875.05 | - | 0 | 0 | 0 | ||||
| 3 Jun | 23263.90 | 875.05 | - | 0 | 0 | 0 | ||||
| 31 May | 22530.70 | 875.05 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 22450 expiring on 04JUL2024
Delta for 22450 CE is -
Historical price for 22450 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1525, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 1150 which increased total open position to 0
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1525, which was lower than the previous day. The implied volatity was -, the open interest changed by 1150 which increased total open position to 2050
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1355, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 900
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 1293.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 900
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1151.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 300
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1095.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 200
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1066.55, 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 1066.55, 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 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 1066.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 150
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 1066.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 75
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 1040.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 75
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 1040.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 50
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 1000.00, 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 1006.50, 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 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 875.05, 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 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 875.05, 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 875.05, 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 875.05, 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 875.05, 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 875.05, 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 | 1.7 | -6.20 | - | 11,88,775 | -5,650 | 1,30,975 |
| 27 Jun | 24044.50 | 7.9 | - | 3,54,175 | 82,000 | 1,36,625 | |
| 26 Jun | 23868.80 | 4.8 | - | 1,44,875 | 800 | 54,625 | |
| 25 Jun | 23721.30 | 9.45 | - | 93,650 | 32,375 | 53,825 | |
| 24 Jun | 23537.85 | 14.9 | - | 42,650 | -550 | 21,450 | |
| 21 Jun | 23501.10 | 12.00 | - | 89,250 | 6,800 | 22,000 | |
| 20 Jun | 23567.00 | 11.50 | - | 18,250 | 4,825 | 15,200 | |
| 19 Jun | 23516.00 | 16.25 | - | 750 | 400 | 10,375 | |
| 18 Jun | 23557.90 | 18.40 | - | 11,000 | 9,975 | 9,975 | |
| 14 Jun | 23465.60 | 116.05 | - | 0 | 1,825 | 0 | |
| 13 Jun | 23398.90 | 116.05 | - | 0 | 1,825 | 0 | |
| 12 Jun | 23322.95 | 116.05 | - | 0 | 1,825 | 0 | |
| 11 Jun | 23264.85 | 116.05 | - | 0 | 1,825 | 0 | |
| 10 Jun | 23259.20 | 116.05 | - | 1,025 | 1,825 | 1,825 | |
| 7 Jun | 23290.15 | 290.00 | - | 0 | -375 | 0 | |
| 6 Jun | 22821.40 | 290.00 | - | 1,175 | -375 | 1,125 | |
| 5 Jun | 22620.35 | 612.40 | - | 3,000 | 1,500 | 1,500 | |
| 4 Jun | 21884.50 | 169.35 | - | 0 | 0 | 0 | |
| 3 Jun | 23263.90 | 169.35 | - | 0 | 0 | 0 | |
| 31 May | 22530.70 | 169.35 | - | 0 | 0 | 0 | |
For NIFTY - strike price 22450 expiring on 04JUL2024
Delta for 22450 PE is -
Historical price for 22450 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1.7, which was -6.20 lower than the previous day. The implied volatity was -, the open interest changed by -5650 which decreased total open position to 130975
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 7.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 82000 which increased total open position to 136625
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 4.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 800 which increased total open position to 54625
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 9.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 32375 which increased total open position to 53825
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 14.9, which was lower than the previous day. The implied volatity was -, the open interest changed by -550 which decreased total open position to 21450
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 12.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 6800 which increased total open position to 22000
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 11.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 4825 which increased total open position to 15200
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 16.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 10375
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 18.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 9975 which increased total open position to 9975
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 116.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 1825 which increased total open position to 0
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 116.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 1825 which increased total open position to 0
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 116.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 1825 which increased total open position to 0
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 116.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 1825 which increased total open position to 0
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 116.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 1825 which increased total open position to 1825
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 290.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -375 which decreased total open position to 0
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 290.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -375 which decreased total open position to 1125
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 612.40, 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 169.35, 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 169.35, 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 169.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0