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 | 1444.1 | 187.10 | - | 50 | 0 | 2,525 | |||
| 27 Jun | 24044.50 | 1257 | - | 2,075 | 575 | 2,525 | ||||
| 26 Jun | 23868.80 | 1129.45 | - | 925 | 675 | 1,950 | ||||
| 25 Jun | 23721.30 | 1028.85 | - | 550 | -225 | 1,275 | ||||
| 24 Jun | 23537.85 | 864.25 | - | 150 | 0 | 1,500 | ||||
| 21 Jun | 23501.10 | 790.10 | - | 1,375 | 1,500 | 1,500 | ||||
| 20 Jun | 23567.00 | 911.95 | - | 0 | 100 | 0 | ||||
| 19 Jun | 23516.00 | 911.95 | - | 75 | 100 | 1,575 | ||||
| 18 Jun | 23557.90 | 897.05 | - | 1,350 | -475 | 1,475 | ||||
| 14 Jun | 23465.60 | 761.90 | - | 25 | 0 | 1,950 | ||||
| 13 Jun | 23398.90 | 773.50 | - | 0 | 0 | 1,950 | ||||
| 12 Jun | 23322.95 | 773.50 | - | 0 | -150 | 1,950 | ||||
| 11 Jun | 23264.85 | 773.50 | - | 175 | 275 | 2,100 | ||||
| 10 Jun | 23259.20 | 747.00 | - | 475 | 75 | 1,825 | ||||
| 7 Jun | 23290.15 | 707.20 | - | 4,325 | 1,725 | 1,750 | ||||
| 6 Jun | 22821.40 | 545.00 | - | 100 | 25 | 25 | ||||
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| 5 Jun | 22620.35 | 669.80 | - | 0 | 0 | 0 | ||||
| 4 Jun | 21884.50 | 669.80 | - | 0 | 0 | 0 | ||||
| 3 Jun | 23263.90 | 669.80 | - | 0 | 0 | 0 | ||||
| 31 May | 22530.70 | 669.80 | - | 0 | 0 | 0 | ||||
| 27 May | 22932.45 | 669.80 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 22750 expiring on 04JUL2024
Delta for 22750 CE is -
Historical price for 22750 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1444.1, which was 187.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2525
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1257, which was lower than the previous day. The implied volatity was -, the open interest changed by 575 which increased total open position to 2525
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1129.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 675 which increased total open position to 1950
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 1028.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -225 which decreased total open position to 1275
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 864.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1500
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 790.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 1500
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 911.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 0
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 911.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 1575
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 897.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -475 which decreased total open position to 1475
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 761.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1950
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 773.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1950
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 773.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 1950
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 773.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 2100
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 747.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 1825
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 707.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 1725 which increased total open position to 1750
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 545.00, 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 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 669.80, 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 669.80, 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 669.80, 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 669.80, 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 669.80, 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 | 3.8 | -0.60 | - | 29,19,900 | 1,02,550 | 6,52,600 |
| 27 Jun | 24044.50 | 4.4 | - | 15,84,625 | 4,33,550 | 5,50,050 | |
| 26 Jun | 23868.80 | 7.45 | - | 4,50,500 | 53,425 | 1,16,500 | |
| 25 Jun | 23721.30 | 16.35 | - | 3,61,325 | 10,750 | 63,075 | |
| 24 Jun | 23537.85 | 20.1 | - | 2,03,300 | 13,325 | 52,325 | |
| 21 Jun | 23501.10 | 39.90 | - | 1,78,550 | 18,725 | 39,000 | |
| 20 Jun | 23567.00 | 20.05 | - | 30,175 | 3,950 | 20,275 | |
| 19 Jun | 23516.00 | 36.75 | - | 20,350 | -950 | 16,325 | |
| 18 Jun | 23557.90 | 34.15 | - | 22,900 | 12,400 | 17,275 | |
| 14 Jun | 23465.60 | 50.00 | - | 8,300 | 2,675 | 4,875 | |
| 13 Jun | 23398.90 | 73.00 | - | 450 | 0 | 2,200 | |
| 12 Jun | 23322.95 | 108.80 | - | 625 | 500 | 2,200 | |
| 11 Jun | 23264.85 | 140.40 | - | 675 | -175 | 1,700 | |
| 10 Jun | 23259.20 | 163.80 | - | 425 | 125 | 1,875 | |
| 7 Jun | 23290.15 | 218.20 | - | 1,725 | 275 | 1,750 | |
| 6 Jun | 22821.40 | 328.20 | - | 525 | 175 | 1,475 | |
| 5 Jun | 22620.35 | 589.05 | - | 0 | 1,300 | 1,300 | |
| 4 Jun | 21884.50 | 589.05 | - | 0 | 0 | 0 | |
| 3 Jun | 23263.90 | 589.05 | - | 0 | 0 | 0 | |
| 31 May | 22530.70 | 589.05 | - | 1,300 | 0 | 0 | |
| 27 May | 22932.45 | 261.60 | - | 0 | 0 | 0 | |
For NIFTY - strike price 22750 expiring on 04JUL2024
Delta for 22750 PE is -
Historical price for 22750 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 3.8, which was -0.60 lower than the previous day. The implied volatity was -, the open interest changed by 102550 which increased total open position to 652600
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 4.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 433550 which increased total open position to 550050
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 7.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 53425 which increased total open position to 116500
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 16.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 10750 which increased total open position to 63075
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 20.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 13325 which increased total open position to 52325
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 39.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 18725 which increased total open position to 39000
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 20.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 3950 which increased total open position to 20275
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 36.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -950 which decreased total open position to 16325
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 34.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 12400 which increased total open position to 17275
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 50.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2675 which increased total open position to 4875
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 73.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2200
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 108.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 2200
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 140.40, which was lower than the previous day. The implied volatity was -, the open interest changed by -175 which decreased total open position to 1700
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 163.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 1875
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 218.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 1750
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 328.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 1475
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 589.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 1300 which increased total open position to 1300
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 589.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 589.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 589.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 261.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0