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 | 1382.55 | 31.55 | - | 3,100 | -1,425 | 17,900 | |||
| 27 Jun | 24044.50 | 1351 | - | 11,575 | 7,975 | 19,325 | ||||
| 26 Jun | 23868.80 | 1210 | - | 6,350 | -25 | 11,350 | ||||
| 25 Jun | 23721.30 | 1090.5 | - | 4,675 | 2,575 | 11,375 | ||||
| 24 Jun | 23537.85 | 1099.05 | - | 3,525 | 775 | 8,800 | ||||
| 21 Jun | 23501.10 | 840.00 | - | 5,275 | 2,375 | 8,025 | ||||
| 20 Jun | 23567.00 | 948.65 | - | 4,325 | 1,525 | 5,650 | ||||
| 19 Jun | 23516.00 | 874.95 | - | 3,175 | 2,375 | 4,125 | ||||
| 18 Jun | 23557.90 | 937.70 | - | 1,825 | -1,800 | 1,750 | ||||
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| 14 Jun | 23465.60 | 842.35 | - | 50 | 0 | 3,550 | ||||
| 13 Jun | 23398.90 | 800.00 | - | 325 | 350 | 3,550 | ||||
| 12 Jun | 23322.95 | 793.10 | - | 2,600 | 875 | 3,200 | ||||
| 11 Jun | 23264.85 | 762.70 | - | 2,225 | 1,400 | 2,325 | ||||
| 10 Jun | 23259.20 | 794.30 | - | 450 | 75 | 925 | ||||
| 7 Jun | 23290.15 | 802.35 | - | 675 | -175 | 850 | ||||
| 6 Jun | 22821.40 | 540.25 | - | 3,450 | 1,025 | 1,025 | ||||
| 5 Jun | 22620.35 | 701.80 | - | 0 | 0 | 0 | ||||
| 4 Jun | 21884.50 | 701.80 | - | 0 | 0 | 0 | ||||
| 3 Jun | 23263.90 | 701.80 | - | 0 | 0 | 0 | ||||
| 31 May | 22530.70 | 701.80 | - | 0 | 0 | 0 | ||||
| 27 May | 22932.45 | 701.80 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 22700 expiring on 04JUL2024
Delta for 22700 CE is -
Historical price for 22700 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1382.55, which was 31.55 higher than the previous day. The implied volatity was -, the open interest changed by -1425 which decreased total open position to 17900
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1351, which was lower than the previous day. The implied volatity was -, the open interest changed by 7975 which increased total open position to 19325
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1210, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 11350
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 1090.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 2575 which increased total open position to 11375
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1099.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 775 which increased total open position to 8800
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 840.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2375 which increased total open position to 8025
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 948.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 1525 which increased total open position to 5650
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 874.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 2375 which increased total open position to 4125
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 937.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -1800 which decreased total open position to 1750
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 842.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3550
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 800.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 3550
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 793.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 875 which increased total open position to 3200
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 762.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 1400 which increased total open position to 2325
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 794.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 925
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 802.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -175 which decreased total open position to 850
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 540.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 1025 which increased total open position to 1025
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 701.80, 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 701.80, 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 701.80, 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 701.80, 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 701.80, 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 | 3.35 | -1.65 | - | 98,86,800 | -11,04,575 | 12,49,625 |
| 27 Jun | 24044.50 | 5 | - | 68,15,625 | 19,62,375 | 23,54,200 | |
| 26 Jun | 23868.80 | 6.95 | - | 10,08,325 | 70,775 | 3,91,825 | |
| 25 Jun | 23721.30 | 15.2 | - | 9,47,425 | -49,450 | 3,21,050 | |
| 24 Jun | 23537.85 | 17.9 | - | 9,00,950 | 81,850 | 3,70,500 | |
| 21 Jun | 23501.10 | 17.00 | - | 8,22,125 | 58,925 | 2,88,650 | |
| 20 Jun | 23567.00 | 19.40 | - | 4,40,300 | 1,39,250 | 2,29,725 | |
| 19 Jun | 23516.00 | 26.05 | - | 2,17,025 | 25,750 | 90,475 | |
| 18 Jun | 23557.90 | 29.05 | - | 1,06,950 | 24,025 | 64,725 | |
| 14 Jun | 23465.60 | 44.30 | - | 42,575 | 9,675 | 40,700 | |
| 13 Jun | 23398.90 | 64.60 | - | 38,300 | 25,350 | 31,025 | |
| 12 Jun | 23322.95 | 98.50 | - | 17,275 | 2,700 | 5,675 | |
| 11 Jun | 23264.85 | 135.25 | - | 4,225 | 950 | 2,975 | |
| 10 Jun | 23259.20 | 152.25 | - | 6,325 | -1,450 | 2,025 | |
| 7 Jun | 23290.15 | 175.20 | - | 9,850 | 3,250 | 3,475 | |
| 6 Jun | 22821.40 | 288.80 | - | 500 | 225 | 225 | |
| 5 Jun | 22620.35 | 244.00 | - | 0 | 0 | 0 | |
| 4 Jun | 21884.50 | 244.00 | - | 0 | 0 | 0 | |
| 3 Jun | 23263.90 | 244.00 | - | 0 | 0 | 0 | |
| 31 May | 22530.70 | 244.00 | - | 0 | 0 | 0 | |
| 27 May | 22932.45 | 244.00 | - | 0 | 0 | 0 | |
For NIFTY - strike price 22700 expiring on 04JUL2024
Delta for 22700 PE is -
Historical price for 22700 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 3.35, which was -1.65 lower than the previous day. The implied volatity was -, the open interest changed by -1104575 which decreased total open position to 1249625
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 5, which was lower than the previous day. The implied volatity was -, the open interest changed by 1962375 which increased total open position to 2354200
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 6.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 70775 which increased total open position to 391825
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 15.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -49450 which decreased total open position to 321050
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 17.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 81850 which increased total open position to 370500
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 17.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 58925 which increased total open position to 288650
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 19.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 139250 which increased total open position to 229725
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 26.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 25750 which increased total open position to 90475
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 29.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 24025 which increased total open position to 64725
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 44.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 9675 which increased total open position to 40700
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 64.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 25350 which increased total open position to 31025
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 98.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 2700 which increased total open position to 5675
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 135.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 950 which increased total open position to 2975
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 152.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -1450 which decreased total open position to 2025
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 175.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 3250 which increased total open position to 3475
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 288.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 225
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 244.00, 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 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 244.00, 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 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 244.00, 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 31 May NIFTY was trading at 22530.70. The strike last trading price was 244.00, 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 27 May NIFTY was trading at 22932.45. The strike last trading price was 244.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0