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 | 1562.2 | 17.45 | - | 30,950 | -125 | 1,18,450 | |||
| 27 Jun | 24044.50 | 1544.75 | - | 83,500 | 70,750 | 1,18,575 | ||||
| 26 Jun | 23868.80 | 1395 | - | 12,550 | 9,400 | 47,825 | ||||
| 25 Jun | 23721.30 | 1277.5 | - | 14,075 | 7,600 | 38,425 | ||||
| 24 Jun | 23537.85 | 1121.55 | - | 20,275 | 12,350 | 30,825 | ||||
| 21 Jun | 23501.10 | 1031.00 | - | 11,525 | 8,225 | 18,475 | ||||
| 20 Jun | 23567.00 | 1141.70 | - | 11,675 | 5,675 | 10,250 | ||||
| 19 Jun | 23516.00 | 1065.85 | - | 6,225 | 2,050 | 4,575 | ||||
| 18 Jun | 23557.90 | 1130.00 | - | 1,325 | -275 | 2,525 | ||||
| 14 Jun | 23465.60 | 1022.95 | - | 525 | 0 | 2,800 | ||||
| 13 Jun | 23398.90 | 1023.40 | - | 75 | 125 | 2,800 | ||||
| 12 Jun | 23322.95 | 968.15 | - | 400 | 200 | 2,675 | ||||
| 11 Jun | 23264.85 | 995.55 | - | 550 | 1,300 | 2,475 | ||||
| 10 Jun | 23259.20 | 909.20 | - | 2,050 | 275 | 1,175 | ||||
| 7 Jun | 23290.15 | 966.00 | - | 50 | 900 | 900 | ||||
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| 6 Jun | 22821.40 | 350.00 | - | 0 | 850 | 0 | ||||
| 5 Jun | 22620.35 | 350.00 | - | 50 | 850 | 850 | ||||
| 4 Jun | 21884.50 | 937.60 | - | 0 | -50 | 0 | ||||
| 3 Jun | 23263.90 | 937.60 | - | 200 | -50 | 825 | ||||
| 31 May | 22530.70 | 761.00 | - | 1,000 | 875 | 875 | ||||
| 27 May | 22932.45 | 838.05 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 22500 expiring on 04JUL2024
Delta for 22500 CE is -
Historical price for 22500 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1562.2, which was 17.45 higher than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 118450
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1544.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 70750 which increased total open position to 118575
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1395, which was lower than the previous day. The implied volatity was -, the open interest changed by 9400 which increased total open position to 47825
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 1277.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 7600 which increased total open position to 38425
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1121.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 12350 which increased total open position to 30825
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1031.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 8225 which increased total open position to 18475
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1141.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 5675 which increased total open position to 10250
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 1065.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 2050 which increased total open position to 4575
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 1130.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -275 which decreased total open position to 2525
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 1022.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2800
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 1023.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 2800
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 968.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 2675
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 995.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 1300 which increased total open position to 2475
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 909.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 1175
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 966.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 900
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 350.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 850 which increased total open position to 0
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 350.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 850 which increased total open position to 850
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 937.60, 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 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 937.60, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 825
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 761.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 875 which increased total open position to 875
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 838.05, 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 | 2.6 | -0.65 | - | 1,56,73,100 | 6,66,825 | 41,92,150 |
| 27 Jun | 24044.50 | 3.25 | - | 78,45,475 | 27,55,400 | 35,25,325 | |
| 26 Jun | 23868.80 | 5.25 | - | 15,01,625 | 2,86,875 | 7,69,925 | |
| 25 Jun | 23721.30 | 11 | - | 9,76,500 | -3,875 | 4,83,050 | |
| 24 Jun | 23537.85 | 11.55 | - | 9,20,775 | 52,525 | 4,86,925 | |
| 21 Jun | 23501.10 | 13.85 | - | 12,61,550 | 1,06,550 | 4,34,400 | |
| 20 Jun | 23567.00 | 14.50 | - | 5,43,675 | 37,075 | 3,27,850 | |
| 19 Jun | 23516.00 | 25.00 | - | 4,28,925 | 19,375 | 2,90,775 | |
| 18 Jun | 23557.90 | 20.45 | - | 3,43,100 | 1,05,525 | 2,71,400 | |
| 14 Jun | 23465.60 | 30.05 | - | 2,62,250 | 66,450 | 1,65,875 | |
| 13 Jun | 23398.90 | 43.60 | - | 1,75,450 | 69,800 | 99,425 | |
| 12 Jun | 23322.95 | 75.75 | - | 77,100 | 2,850 | 29,625 | |
| 11 Jun | 23264.85 | 98.05 | - | 39,125 | 5,250 | 26,775 | |
| 10 Jun | 23259.20 | 138.60 | - | 37,100 | 8,725 | 21,525 | |
| 7 Jun | 23290.15 | 142.05 | - | 31,900 | 10,575 | 12,800 | |
| 6 Jun | 22821.40 | 216.10 | - | 6,200 | 600 | 2,225 | |
| 5 Jun | 22620.35 | 320.25 | - | 3,875 | 1,325 | 1,625 | |
| 4 Jun | 21884.50 | 525.00 | - | 50 | 250 | 300 | |
| 3 Jun | 23263.90 | 200.00 | - | 300 | 50 | 50 | |
| 31 May | 22530.70 | 320.75 | - | 0 | 225 | 0 | |
| 27 May | 22932.45 | 320.75 | - | 625 | 225 | 225 | |
For NIFTY - strike price 22500 expiring on 04JUL2024
Delta for 22500 PE is -
Historical price for 22500 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 2.6, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 666825 which increased total open position to 4192150
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 3.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 2755400 which increased total open position to 3525325
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 5.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 286875 which increased total open position to 769925
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 11, which was lower than the previous day. The implied volatity was -, the open interest changed by -3875 which decreased total open position to 483050
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 11.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 52525 which increased total open position to 486925
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 13.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 106550 which increased total open position to 434400
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 14.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 37075 which increased total open position to 327850
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 25.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 19375 which increased total open position to 290775
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 20.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 105525 which increased total open position to 271400
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 30.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 66450 which increased total open position to 165875
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 43.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 69800 which increased total open position to 99425
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 75.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 2850 which increased total open position to 29625
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 98.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 5250 which increased total open position to 26775
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 138.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 8725 which increased total open position to 21525
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 142.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 10575 which increased total open position to 12800
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 216.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 2225
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 320.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 1325 which increased total open position to 1625
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 525.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 300
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 200.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 50
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 320.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 0
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 320.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 225