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 | 1281.15 | 0.00 | - | 0 | 1,825 | 0 | |||
| 27 Jun | 24044.50 | 1281.15 | - | 100 | 1,825 | 1,825 | ||||
| 26 Jun | 23868.80 | 1157.65 | - | 0 | 250 | 0 | ||||
| 25 Jun | 23721.30 | 1157.65 | - | 200 | 250 | 1,800 | ||||
| 24 Jun | 23537.85 | 927.5 | - | 250 | 175 | 1,550 | ||||
| 21 Jun | 23501.10 | 896.55 | - | 175 | 75 | 1,375 | ||||
| 20 Jun | 23567.00 | 985.00 | - | 200 | 300 | 1,300 | ||||
| 19 Jun | 23516.00 | 1034.25 | - | 525 | 525 | 1,000 | ||||
| 18 Jun | 23557.90 | 978.85 | - | 150 | 75 | 475 | ||||
| 14 Jun | 23465.60 | 882.00 | - | 75 | 0 | 400 | ||||
| 13 Jun | 23398.90 | 882.70 | - | 0 | 0 | 400 | ||||
| 12 Jun | 23322.95 | 882.70 | - | 0 | 0 | 400 | ||||
| 11 Jun | 23264.85 | 882.70 | - | 0 | 400 | 400 | ||||
| 10 Jun | 23259.20 | 882.70 | - | 0 | 0 | 0 | ||||
| 7 Jun | 23290.15 | 882.70 | - | 475 | 0 | 50 | ||||
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| 6 Jun | 22821.40 | 534.60 | - | 450 | 50 | 50 | ||||
| 5 Jun | 22620.35 | 734.65 | - | 0 | 0 | 0 | ||||
| 4 Jun | 21884.50 | 734.65 | - | 0 | 0 | 0 | ||||
| 3 Jun | 23263.90 | 734.65 | - | 0 | 0 | 0 | ||||
| 31 May | 22530.70 | 734.65 | - | 0 | 0 | 0 | ||||
| 27 May | 22932.45 | 734.65 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 22650 expiring on 04JUL2024
Delta for 22650 CE is -
Historical price for 22650 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1281.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 1825 which increased total open position to 0
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1281.15, 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 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1157.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 0
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 1157.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 1800
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 927.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 1550
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 896.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 1375
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 985.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 1300
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 1034.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 525 which increased total open position to 1000
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 978.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 475
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 882.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 400
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 882.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 400
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 882.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 400
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 882.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 400
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 882.70, 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 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 882.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 534.60, 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 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 734.65, 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 734.65, 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 734.65, 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 734.65, 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 734.65, 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 | 3.3 | -2.70 | - | 25,11,300 | 2,45,000 | 4,57,675 |
| 27 Jun | 24044.50 | 6 | - | 6,97,275 | 1,41,325 | 2,12,675 | |
| 26 Jun | 23868.80 | 6 | - | 3,19,675 | 45,200 | 71,350 | |
| 25 Jun | 23721.30 | 13.15 | - | 1,69,750 | -17,075 | 26,150 | |
| 24 Jun | 23537.85 | 16.6 | - | 1,23,975 | 25,875 | 43,225 | |
| 21 Jun | 23501.10 | 19.00 | - | 90,375 | -5,925 | 17,350 | |
| 20 Jun | 23567.00 | 15.85 | - | 31,975 | 7,650 | 23,275 | |
| 19 Jun | 23516.00 | 28.70 | - | 11,175 | 875 | 15,625 | |
| 18 Jun | 23557.90 | 27.55 | - | 17,500 | 9,025 | 14,750 | |
| 14 Jun | 23465.60 | 43.00 | - | 5,525 | 4,075 | 5,725 | |
| 13 Jun | 23398.90 | 60.00 | - | 850 | 425 | 1,650 | |
| 12 Jun | 23322.95 | 92.60 | - | 675 | 625 | 1,225 | |
| 11 Jun | 23264.85 | 112.00 | - | 650 | 100 | 600 | |
| 10 Jun | 23259.20 | 159.50 | - | 400 | 50 | 500 | |
| 7 Jun | 23290.15 | 180.00 | - | 1,075 | 450 | 450 | |
| 6 Jun | 22821.40 | 275.00 | - | 375 | -50 | 0 | |
| 5 Jun | 22620.35 | 818.50 | - | 25 | 50 | 50 | |
| 4 Jun | 21884.50 | 396.00 | - | 0 | 25 | 0 | |
| 3 Jun | 23263.90 | 396.00 | - | 0 | 25 | 0 | |
| 31 May | 22530.70 | 396.00 | - | 25 | 25 | 25 | |
| 27 May | 22932.45 | 227.25 | - | 0 | 0 | 0 | |
For NIFTY - strike price 22650 expiring on 04JUL2024
Delta for 22650 PE is -
Historical price for 22650 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 3.3, which was -2.70 lower than the previous day. The implied volatity was -, the open interest changed by 245000 which increased total open position to 457675
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 6, which was lower than the previous day. The implied volatity was -, the open interest changed by 141325 which increased total open position to 212675
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 45200 which increased total open position to 71350
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 13.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -17075 which decreased total open position to 26150
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 16.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 25875 which increased total open position to 43225
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 19.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -5925 which decreased total open position to 17350
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 15.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 7650 which increased total open position to 23275
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 28.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 875 which increased total open position to 15625
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 27.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 9025 which increased total open position to 14750
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 43.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 4075 which increased total open position to 5725
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 60.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 425 which increased total open position to 1650
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 92.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 625 which increased total open position to 1225
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 112.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 600
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 159.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 500
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 180.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 450
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 275.00, 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 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 818.50, 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 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 396.00, 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 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 396.00, 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 31 May NIFTY was trading at 22530.70. The strike last trading price was 396.00, 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 27 May NIFTY was trading at 22932.45. The strike last trading price was 227.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0