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 | 1271.15 | 22.50 | - | 6,575 | -4,850 | 40,425 | |||
| 27 Jun | 24044.50 | 1248.65 | - | 22,975 | 10,625 | 45,275 | ||||
| 26 Jun | 23868.80 | 1108.55 | - | 7,675 | -275 | 34,650 | ||||
| 25 Jun | 23721.30 | 992.95 | - | 17,525 | 6,925 | 34,925 | ||||
| 24 Jun | 23537.85 | 823.6 | - | 6,575 | 725 | 28,000 | ||||
| 21 Jun | 23501.10 | 745.65 | - | 9,925 | 2,725 | 27,275 | ||||
| 20 Jun | 23567.00 | 860.95 | - | 9,725 | 225 | 24,550 | ||||
| 19 Jun | 23516.00 | 788.05 | - | 4,825 | 0 | 24,325 | ||||
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| 18 Jun | 23557.90 | 847.90 | - | 2,125 | 125 | 24,325 | ||||
| 14 Jun | 23465.60 | 777.05 | - | 11,775 | 300 | 24,200 | ||||
| 13 Jun | 23398.90 | 720.00 | - | 1,275 | 950 | 23,900 | ||||
| 12 Jun | 23322.95 | 719.95 | - | 1,100 | 25 | 22,950 | ||||
| 11 Jun | 23264.85 | 690.00 | - | 6,825 | 525 | 22,925 | ||||
| 10 Jun | 23259.20 | 679.10 | - | 1,125 | -75 | 22,400 | ||||
| 7 Jun | 23290.15 | 779.30 | - | 44,000 | 21,800 | 22,475 | ||||
| 6 Jun | 22821.40 | 479.85 | - | 4,625 | 400 | 675 | ||||
| 5 Jun | 22620.35 | 195.35 | - | 250 | 275 | 275 | ||||
| 4 Jun | 21884.50 | 806.45 | - | 50 | 0 | 0 | ||||
| 3 Jun | 23263.90 | 638.65 | - | 0 | 0 | 0 | ||||
| 31 May | 22530.70 | 638.65 | - | 0 | 0 | 0 | ||||
| 27 May | 22932.45 | 638.65 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 22800 expiring on 04JUL2024
Delta for 22800 CE is -
Historical price for 22800 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1271.15, which was 22.50 higher than the previous day. The implied volatity was -, the open interest changed by -4850 which decreased total open position to 40425
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1248.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 10625 which increased total open position to 45275
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1108.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -275 which decreased total open position to 34650
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 992.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 6925 which increased total open position to 34925
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 823.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 725 which increased total open position to 28000
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 745.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 2725 which increased total open position to 27275
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 860.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 24550
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 788.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24325
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 847.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 24325
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 777.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 24200
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 720.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 950 which increased total open position to 23900
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 719.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 22950
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 690.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 525 which increased total open position to 22925
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 679.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 22400
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 779.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 21800 which increased total open position to 22475
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 479.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 675
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 195.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 275
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 806.45, 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 638.65, 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 638.65, 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 638.65, 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 | 3.7 | -3.75 | - | 1,36,63,800 | 9,68,600 | 26,97,850 |
| 27 Jun | 24044.50 | 7.45 | - | 66,98,850 | 11,12,150 | 17,29,250 | |
| 26 Jun | 23868.80 | 8.1 | - | 15,58,875 | 1,15,750 | 6,17,100 | |
| 25 Jun | 23721.30 | 17.95 | - | 13,66,900 | 7,725 | 5,01,350 | |
| 24 Jun | 23537.85 | 24.1 | - | 14,53,575 | 6,025 | 4,93,625 | |
| 21 Jun | 23501.10 | 30.00 | - | 12,48,425 | 1,20,225 | 4,87,600 | |
| 20 Jun | 23567.00 | 24.20 | - | 9,42,500 | 1,21,125 | 3,67,375 | |
| 19 Jun | 23516.00 | 41.50 | - | 3,00,075 | 33,600 | 2,46,250 | |
| 18 Jun | 23557.90 | 33.85 | - | 3,37,250 | 1,58,575 | 2,12,650 | |
| 14 Jun | 23465.60 | 60.00 | - | 72,075 | 15,450 | 54,075 | |
| 13 Jun | 23398.90 | 84.20 | - | 25,775 | 8,625 | 38,625 | |
| 12 Jun | 23322.95 | 116.00 | - | 12,400 | 5,275 | 30,000 | |
| 11 Jun | 23264.85 | 153.90 | - | 6,800 | 1,625 | 24,725 | |
| 10 Jun | 23259.20 | 206.00 | - | 15,050 | -1,350 | 23,100 | |
| 7 Jun | 23290.15 | 196.75 | - | 43,100 | 20,300 | 24,450 | |
| 6 Jun | 22821.40 | 340.90 | - | 3,025 | 1,400 | 4,150 | |
| 5 Jun | 22620.35 | 550.00 | - | 50 | 2,750 | 2,750 | |
| 4 Jun | 21884.50 | 600.00 | - | 0 | 2,725 | 0 | |
| 3 Jun | 23263.90 | 600.00 | - | 0 | 2,725 | 0 | |
| 31 May | 22530.70 | 600.00 | - | 2,375 | 2,725 | 2,725 | |
| 27 May | 22932.45 | 280.00 | - | 0 | 0 | 0 | |
For NIFTY - strike price 22800 expiring on 04JUL2024
Delta for 22800 PE is -
Historical price for 22800 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 3.7, which was -3.75 lower than the previous day. The implied volatity was -, the open interest changed by 968600 which increased total open position to 2697850
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 7.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 1112150 which increased total open position to 1729250
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 8.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 115750 which increased total open position to 617100
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 17.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 7725 which increased total open position to 501350
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 24.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 6025 which increased total open position to 493625
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 30.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 120225 which increased total open position to 487600
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 24.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 121125 which increased total open position to 367375
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 41.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 33600 which increased total open position to 246250
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 33.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 158575 which increased total open position to 212650
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 60.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 15450 which increased total open position to 54075
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 84.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 8625 which increased total open position to 38625
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 116.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 5275 which increased total open position to 30000
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 153.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 1625 which increased total open position to 24725
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 206.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -1350 which decreased total open position to 23100
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 196.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 20300 which increased total open position to 24450
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 340.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 1400 which increased total open position to 4150
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 550.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2750 which increased total open position to 2750
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 600.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2725 which increased total open position to 0
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 600.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2725 which increased total open position to 0
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 600.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2725 which increased total open position to 2725
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 280.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0