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 | 111.10 | - | 100 | -325 | 2,300 | |||
| 27 Jun | 24044.50 | 1413.9 | - | 975 | 2,625 | 2,625 | ||||
| 26 Jun | 23868.80 | 1214.45 | - | 0 | 25 | 0 | ||||
| 25 Jun | 23721.30 | 1214.45 | - | 150 | 25 | 2,625 | ||||
| 24 Jun | 23537.85 | 1055 | - | 250 | -25 | 2,600 | ||||
| 21 Jun | 23501.10 | 1014.05 | - | 225 | 0 | 2,625 | ||||
| 20 Jun | 23567.00 | 1091.20 | - | 175 | 0 | 2,625 | ||||
| 19 Jun | 23516.00 | 1130.40 | - | 100 | -50 | 2,625 | ||||
| 18 Jun | 23557.90 | 1083.50 | - | 725 | 25 | 2,675 | ||||
| 14 Jun | 23465.60 | 973.50 | - | 200 | 2,650 | 2,650 | ||||
| 13 Jun | 23398.90 | 918.60 | - | 0 | 0 | 0 | ||||
| 12 Jun | 23322.95 | 918.60 | - | 0 | 0 | 2,650 | ||||
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| 11 Jun | 23264.85 | 918.60 | - | 0 | 2,650 | 2,650 | ||||
| 10 Jun | 23259.20 | 918.60 | - | 0 | -50 | 0 | ||||
| 7 Jun | 23290.15 | 918.60 | - | 700 | -50 | 2,650 | ||||
| 6 Jun | 22821.40 | 500.00 | - | 50 | 2,700 | 2,700 | ||||
| 5 Jun | 22620.35 | 685.00 | - | 0 | 2,700 | 0 | ||||
| 4 Jun | 21884.50 | 685.00 | - | 0 | 2,700 | 0 | ||||
| 3 Jun | 23263.90 | 685.00 | - | 0 | 2,700 | 0 | ||||
| 31 May | 22530.70 | 685.00 | - | 2,750 | 2,700 | 2,700 | ||||
| 27 May | 22932.45 | 0.00 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 22550 expiring on 04JUL2024
Delta for 22550 CE is -
Historical price for 22550 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1525, which was 111.10 higher than the previous day. The implied volatity was -, the open interest changed by -325 which decreased total open position to 2300
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1413.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 2625 which increased total open position to 2625
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1214.45, 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 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 1214.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 2625
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1055, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 2600
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1014.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2625
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1091.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2625
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 1130.40, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 2625
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 1083.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 2675
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 973.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 2650 which increased total open position to 2650
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 918.60, 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 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 918.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2650
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 918.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 2650 which increased total open position to 2650
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 918.60, 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 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 918.60, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 2650
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 500.00, 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 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 685.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2700 which increased total open position to 0
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 685.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2700 which increased total open position to 0
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 685.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2700 which increased total open position to 0
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 685.00, 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 27 May NIFTY was trading at 22932.45. 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 | 3 | -0.55 | - | 22,03,150 | 2,64,400 | 6,80,450 |
| 27 Jun | 24044.50 | 3.55 | - | 13,03,950 | 1,00,475 | 4,16,050 | |
| 26 Jun | 23868.80 | 6.15 | - | 6,32,125 | 2,30,725 | 3,15,575 | |
| 25 Jun | 23721.30 | 11.25 | - | 3,07,650 | 45,600 | 84,850 | |
| 24 Jun | 23537.85 | 16.55 | - | 1,74,850 | 5,350 | 39,250 | |
| 21 Jun | 23501.10 | 15.10 | - | 1,82,225 | 11,400 | 33,900 | |
| 20 Jun | 23567.00 | 13.05 | - | 28,900 | 9,225 | 22,500 | |
| 19 Jun | 23516.00 | 23.45 | - | 7,200 | 2,075 | 13,275 | |
| 18 Jun | 23557.90 | 22.55 | - | 5,350 | 1,850 | 11,200 | |
| 14 Jun | 23465.60 | 30.40 | - | 14,000 | 7,425 | 9,350 | |
| 13 Jun | 23398.90 | 47.40 | - | 3,500 | -425 | 1,925 | |
| 12 Jun | 23322.95 | 101.95 | - | 300 | 100 | 2,350 | |
| 11 Jun | 23264.85 | 100.00 | - | 675 | 800 | 2,250 | |
| 10 Jun | 23259.20 | 136.40 | - | 1,650 | 1,450 | 1,450 | |
| 7 Jun | 23290.15 | 301.35 | - | 0 | 25 | 0 | |
| 6 Jun | 22821.40 | 301.35 | - | 75 | 25 | 25 | |
| 5 Jun | 22620.35 | 196.25 | - | 0 | 0 | 0 | |
| 4 Jun | 21884.50 | 196.25 | - | 0 | 0 | 0 | |
| 3 Jun | 23263.90 | 196.25 | - | 0 | 0 | 0 | |
| 31 May | 22530.70 | 196.25 | - | 0 | 0 | 0 | |
| 27 May | 22932.45 | 196.25 | - | 0 | 0 | 0 | |
For NIFTY - strike price 22550 expiring on 04JUL2024
Delta for 22550 PE is -
Historical price for 22550 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 3, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 264400 which increased total open position to 680450
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 3.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 100475 which increased total open position to 416050
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 6.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 230725 which increased total open position to 315575
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 11.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 45600 which increased total open position to 84850
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 16.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 5350 which increased total open position to 39250
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 15.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 11400 which increased total open position to 33900
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 13.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 9225 which increased total open position to 22500
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 23.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 2075 which increased total open position to 13275
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 22.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 1850 which increased total open position to 11200
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 30.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 7425 which increased total open position to 9350
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 47.40, which was lower than the previous day. The implied volatity was -, the open interest changed by -425 which decreased total open position to 1925
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 101.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 2350
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 100.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 800 which increased total open position to 2250
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 136.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 1450 which increased total open position to 1450
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 301.35, 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 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 301.35, 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 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 196.25, 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 196.25, 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 196.25, 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 196.25, 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 27 May NIFTY was trading at 22932.45. The strike last trading price was 196.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0