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 | 1202.45 | 0.00 | - | 0 | 800 | 0 | |||
| 27 Jun | 24044.50 | 1202.45 | - | 925 | 800 | 2,050 | ||||
| 26 Jun | 23868.80 | 1060.6 | - | 1,900 | 325 | 1,250 | ||||
| 25 Jun | 23721.30 | 933.35 | - | 725 | 350 | 925 | ||||
| 24 Jun | 23537.85 | 752.05 | - | 75 | 125 | 575 | ||||
| 21 Jun | 23501.10 | 717.75 | - | 200 | 75 | 450 | ||||
| 20 Jun | 23567.00 | 803.55 | - | 1,375 | -1,000 | 375 | ||||
| 19 Jun | 23516.00 | 764.95 | - | 175 | 150 | 1,375 | ||||
| 18 Jun | 23557.90 | 794.25 | - | 125 | 125 | 1,225 | ||||
| 14 Jun | 23465.60 | 700.30 | - | 625 | 1,100 | 1,100 | ||||
| 13 Jun | 23398.90 | 671.25 | - | 0 | 400 | 0 | ||||
| 12 Jun | 23322.95 | 671.25 | - | 450 | 400 | 775 | ||||
| 11 Jun | 23264.85 | 693.95 | - | 25 | 175 | 375 | ||||
| 10 Jun | 23259.20 | 680.70 | - | 450 | 200 | 200 | ||||
| 7 Jun | 23290.15 | 439.00 | - | 0 | 125 | 0 | ||||
| 6 Jun | 22821.40 | 439.00 | - | 275 | 125 | 125 | ||||
| 5 Jun | 22620.35 | 608.35 | - | 0 | 0 | 0 | ||||
| 4 Jun | 21884.50 | 608.35 | - | 0 | 0 | 0 | ||||
| 3 Jun | 23263.90 | 608.35 | - | 0 | 0 | 0 | ||||
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| 31 May | 22530.70 | 608.35 | - | 0 | 0 | 0 | ||||
| 27 May | 22932.45 | 608.35 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 22850 expiring on 04JUL2024
Delta for 22850 CE is -
Historical price for 22850 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1202.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 800 which increased total open position to 0
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1202.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 800 which increased total open position to 2050
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1060.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 325 which increased total open position to 1250
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 933.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 925
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 752.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 575
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 717.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 450
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 803.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -1000 which decreased total open position to 375
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 764.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 1375
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 794.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 1225
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 700.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 1100 which increased total open position to 1100
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 671.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 0
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 671.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 775
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 693.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 375
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 680.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 200
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 439.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 0
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 439.00, 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 608.35, 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 608.35, 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 608.35, 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 608.35, 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 608.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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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 | 4.15 | -2.40 | - | 27,42,925 | 2,68,825 | 4,80,950 |
| 27 Jun | 24044.50 | 6.55 | - | 14,16,625 | 1,36,350 | 2,12,125 | |
| 26 Jun | 23868.80 | 8.8 | - | 3,38,775 | 9,625 | 75,775 | |
| 25 Jun | 23721.30 | 19.25 | - | 1,83,650 | 19,650 | 66,150 | |
| 24 Jun | 23537.85 | 25.8 | - | 2,12,850 | 9,025 | 46,500 | |
| 21 Jun | 23501.10 | 34.20 | - | 1,54,725 | 19,400 | 37,475 | |
| 20 Jun | 23567.00 | 29.80 | - | 31,625 | 2,775 | 18,075 | |
| 19 Jun | 23516.00 | 57.80 | - | 29,000 | 550 | 15,300 | |
| 18 Jun | 23557.90 | 37.40 | - | 24,000 | 11,075 | 14,750 | |
| 14 Jun | 23465.60 | 62.65 | - | 3,975 | 2,075 | 3,675 | |
| 13 Jun | 23398.90 | 82.95 | - | 975 | 750 | 1,600 | |
| 12 Jun | 23322.95 | 129.15 | - | 275 | 75 | 850 | |
| 11 Jun | 23264.85 | 158.00 | - | 550 | 225 | 775 | |
| 10 Jun | 23259.20 | 207.95 | - | 475 | -25 | 550 | |
| 7 Jun | 23290.15 | 226.10 | - | 775 | 175 | 575 | |
| 6 Jun | 22821.40 | 521.90 | - | 50 | 0 | 400 | |
| 5 Jun | 22620.35 | 640.50 | - | 0 | 400 | 400 | |
| 4 Jun | 21884.50 | 640.50 | - | 0 | 200 | 0 | |
| 3 Jun | 23263.90 | 640.50 | - | 0 | 200 | 0 | |
| 31 May | 22530.70 | 640.50 | - | 400 | 200 | 200 | |
| 27 May | 22932.45 | 299.30 | - | 0 | 0 | 0 | |
For NIFTY - strike price 22850 expiring on 04JUL2024
Delta for 22850 PE is -
Historical price for 22850 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 4.15, which was -2.40 lower than the previous day. The implied volatity was -, the open interest changed by 268825 which increased total open position to 480950
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 6.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 136350 which increased total open position to 212125
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 8.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 9625 which increased total open position to 75775
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 19.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 19650 which increased total open position to 66150
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 25.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 9025 which increased total open position to 46500
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 34.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 19400 which increased total open position to 37475
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 29.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 2775 which increased total open position to 18075
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 57.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 15300
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 37.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 11075 which increased total open position to 14750
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 62.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 2075 which increased total open position to 3675
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 82.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 1600
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 129.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 850
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 158.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 775
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 207.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 550
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 226.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 575
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 521.90, 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 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 640.50, 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 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 640.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 0
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 640.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 0
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 640.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 200
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 299.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0