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 | 1490 | 38.95 | - | 1,125 | -25 | 14,300 | |||
| 27 Jun | 24044.50 | 1451.05 | - | 8,250 | 7,800 | 14,325 | ||||
| 26 Jun | 23868.80 | 1285 | - | 1,150 | 125 | 6,525 | ||||
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| 25 Jun | 23721.30 | 1168.6 | - | 2,075 | 1,425 | 6,400 | ||||
| 24 Jun | 23537.85 | 994.95 | - | 1,725 | 825 | 4,975 | ||||
| 21 Jun | 23501.10 | 935.55 | - | 7,150 | 2,275 | 4,150 | ||||
| 20 Jun | 23567.00 | 1053.10 | - | 950 | -50 | 1,875 | ||||
| 19 Jun | 23516.00 | 957.90 | - | 175 | 75 | 1,925 | ||||
| 18 Jun | 23557.90 | 1023.30 | - | 175 | -25 | 1,850 | ||||
| 14 Jun | 23465.60 | 930.30 | - | 75 | 0 | 1,875 | ||||
| 13 Jun | 23398.90 | 879.75 | - | 0 | 200 | 1,875 | ||||
| 12 Jun | 23322.95 | 879.75 | - | 375 | 325 | 1,675 | ||||
| 11 Jun | 23264.85 | 904.00 | - | 300 | 325 | 1,350 | ||||
| 10 Jun | 23259.20 | 859.90 | - | 450 | -100 | 1,025 | ||||
| 7 Jun | 23290.15 | 921.90 | - | 8,100 | 1,000 | 1,125 | ||||
| 6 Jun | 22821.40 | 606.50 | - | 200 | 125 | 125 | ||||
| 5 Jun | 22620.35 | 768.30 | - | 0 | 0 | 0 | ||||
| 4 Jun | 21884.50 | 768.30 | - | 0 | 0 | 0 | ||||
| 3 Jun | 23263.90 | 768.30 | - | 0 | 0 | 0 | ||||
| 31 May | 22530.70 | 768.30 | - | 0 | 0 | 0 | ||||
| 27 May | 22932.45 | 768.30 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 22600 expiring on 04JUL2024
Delta for 22600 CE is -
Historical price for 22600 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1490, which was 38.95 higher than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 14300
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1451.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 7800 which increased total open position to 14325
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1285, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 6525
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 1168.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 1425 which increased total open position to 6400
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 994.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 825 which increased total open position to 4975
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 935.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 2275 which increased total open position to 4150
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1053.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 1875
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 957.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 1925
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 1023.30, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 1850
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 930.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1875
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 879.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 1875
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 879.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 325 which increased total open position to 1675
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 904.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 325 which increased total open position to 1350
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 859.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 1025
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 921.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 1000 which increased total open position to 1125
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 606.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 125
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 768.30, 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 768.30, 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 768.30, 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 768.30, 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 768.30, 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 | 2.95 | -2.55 | - | 70,84,100 | 6,500 | 9,98,075 |
| 27 Jun | 24044.50 | 5.5 | - | 36,04,675 | 7,06,200 | 9,91,575 | |
| 26 Jun | 23868.80 | 6 | - | 10,00,350 | 10,825 | 2,85,375 | |
| 25 Jun | 23721.30 | 12.55 | - | 11,26,325 | 67,500 | 2,74,550 | |
| 24 Jun | 23537.85 | 15 | - | 4,61,350 | 48,975 | 2,07,050 | |
| 21 Jun | 23501.10 | 18.85 | - | 7,96,250 | 21,050 | 1,58,075 | |
| 20 Jun | 23567.00 | 13.30 | - | 2,63,150 | 34,550 | 1,37,025 | |
| 19 Jun | 23516.00 | 26.00 | - | 1,43,600 | 18,425 | 1,02,475 | |
| 18 Jun | 23557.90 | 21.90 | - | 3,37,725 | -41,825 | 84,050 | |
| 14 Jun | 23465.60 | 40.00 | - | 1,74,550 | 1,16,550 | 1,25,875 | |
| 13 Jun | 23398.90 | 55.10 | - | 8,450 | 1,000 | 9,325 | |
| 12 Jun | 23322.95 | 85.90 | - | 7,375 | 3,425 | 8,325 | |
| 11 Jun | 23264.85 | 115.05 | - | 6,850 | 3,000 | 4,900 | |
| 10 Jun | 23259.20 | 150.65 | - | 1,950 | 625 | 1,900 | |
| 7 Jun | 23290.15 | 156.20 | - | 2,375 | 1,275 | 1,275 | |
| 6 Jun | 22821.40 | 250.00 | - | 25 | 0 | 0 | |
| 5 Jun | 22620.35 | 211.35 | - | 0 | 0 | 0 | |
| 4 Jun | 21884.50 | 211.35 | - | 0 | 0 | 0 | |
| 3 Jun | 23263.90 | 211.35 | - | 0 | 0 | 0 | |
| 31 May | 22530.70 | 211.35 | - | 0 | 0 | 0 | |
| 27 May | 22932.45 | 211.35 | - | 0 | 0 | 0 | |
For NIFTY - strike price 22600 expiring on 04JUL2024
Delta for 22600 PE is -
Historical price for 22600 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 2.95, which was -2.55 lower than the previous day. The implied volatity was -, the open interest changed by 6500 which increased total open position to 998075
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 5.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 706200 which increased total open position to 991575
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 6, which was lower than the previous day. The implied volatity was -, the open interest changed by 10825 which increased total open position to 285375
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 12.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 67500 which increased total open position to 274550
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 15, which was lower than the previous day. The implied volatity was -, the open interest changed by 48975 which increased total open position to 207050
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 18.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 21050 which increased total open position to 158075
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 13.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 34550 which increased total open position to 137025
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 26.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 18425 which increased total open position to 102475
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 21.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -41825 which decreased total open position to 84050
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 40.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 116550 which increased total open position to 125875
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 55.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 1000 which increased total open position to 9325
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 85.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 3425 which increased total open position to 8325
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 115.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 4900
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 150.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 625 which increased total open position to 1900
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 156.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 1275 which increased total open position to 1275
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 250.00, 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 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 211.35, 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 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 211.35, 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 211.35, 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 211.35, 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 27 May NIFTY was trading at 22932.45. The strike last trading price was 211.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0