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 | 1168.85 | 12.25 | - | 2,150 | -1,250 | 32,075 | |||
| 27 Jun | 24044.50 | 1156.6 | - | 28,100 | -1,025 | 33,325 | ||||
| 26 Jun | 23868.80 | 1009.7 | - | 5,150 | -50 | 34,350 | ||||
| 25 Jun | 23721.30 | 874.85 | - | 8,575 | 5,800 | 34,400 | ||||
| 24 Jun | 23537.85 | 729.7 | - | 10,475 | 175 | 28,600 | ||||
| 21 Jun | 23501.10 | 652.35 | - | 7,300 | 250 | 28,425 | ||||
| 20 Jun | 23567.00 | 768.00 | - | 6,600 | -125 | 28,175 | ||||
| 19 Jun | 23516.00 | 705.50 | - | 4,550 | -200 | 28,300 | ||||
| 18 Jun | 23557.90 | 766.05 | - | 4,625 | 250 | 28,500 | ||||
| 14 Jun | 23465.60 | 660.95 | - | 2,050 | 275 | 28,250 | ||||
| 13 Jun | 23398.90 | 631.80 | - | 14,675 | 12,700 | 27,975 | ||||
| 12 Jun | 23322.95 | 636.00 | - | 15,550 | 11,450 | 15,275 | ||||
| 11 Jun | 23264.85 | 617.75 | - | 425 | 125 | 3,825 | ||||
| 10 Jun | 23259.20 | 643.40 | - | 875 | -500 | 3,700 | ||||
| 7 Jun | 23290.15 | 690.15 | - | 15,675 | 4,100 | 4,200 | ||||
| 6 Jun | 22821.40 | 457.45 | - | 175 | 100 | 100 | ||||
| 5 Jun | 22620.35 | 578.95 | - | 0 | 0 | 0 | ||||
| 4 Jun | 21884.50 | 578.95 | - | 0 | 0 | 0 | ||||
| 3 Jun | 23263.90 | 578.95 | - | 0 | 0 | 0 | ||||
| 31 May | 22530.70 | 578.95 | - | 0 | 0 | 0 | ||||
| 30 May | 22488.65 | 578.95 | - | 0 | 0 | 0 | ||||
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| 29 May | 22704.70 | 578.95 | - | 0 | 0 | 0 | ||||
| 27 May | 22932.45 | 578.95 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 22900 expiring on 04JUL2024
Delta for 22900 CE is -
Historical price for 22900 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1168.85, which was 12.25 higher than the previous day. The implied volatity was -, the open interest changed by -1250 which decreased total open position to 32075
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1156.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -1025 which decreased total open position to 33325
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1009.7, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 34350
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 874.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 5800 which increased total open position to 34400
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 729.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 28600
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 652.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 28425
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 768.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 28175
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 705.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 28300
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 766.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 28500
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 660.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 28250
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 631.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 12700 which increased total open position to 27975
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 636.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 11450 which increased total open position to 15275
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 617.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 3825
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 643.40, which was lower than the previous day. The implied volatity was -, the open interest changed by -500 which decreased total open position to 3700
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 690.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 4100 which increased total open position to 4200
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 457.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 100
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 578.95, 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 578.95, 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 578.95, 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 578.95, 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 30 May NIFTY was trading at 22488.65. The strike last trading price was 578.95, 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 29 May NIFTY was trading at 22704.70. The strike last trading price was 578.95, 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 578.95, 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 | 4.5 | -3.15 | - | 1,15,37,475 | 5,34,650 | 17,63,850 |
| 27 Jun | 24044.50 | 7.65 | - | 59,62,525 | 7,44,900 | 12,29,200 | |
| 26 Jun | 23868.80 | 10.5 | - | 12,91,325 | 74,200 | 4,84,300 | |
| 25 Jun | 23721.30 | 21.4 | - | 11,22,900 | -28,150 | 4,10,100 | |
| 24 Jun | 23537.85 | 31 | - | 11,06,125 | 1,20,200 | 4,38,250 | |
| 21 Jun | 23501.10 | 37.10 | - | 10,14,600 | 1,14,825 | 3,18,050 | |
| 20 Jun | 23567.00 | 34.60 | - | 4,63,875 | 78,975 | 2,03,225 | |
| 19 Jun | 23516.00 | 62.00 | - | 1,47,475 | 13,275 | 1,24,250 | |
| 18 Jun | 23557.90 | 45.20 | - | 2,40,650 | 71,175 | 1,10,975 | |
| 14 Jun | 23465.60 | 71.80 | - | 45,525 | 3,675 | 39,800 | |
| 13 Jun | 23398.90 | 96.10 | - | 31,150 | 9,000 | 36,125 | |
| 12 Jun | 23322.95 | 140.05 | - | 28,225 | 19,575 | 27,125 | |
| 11 Jun | 23264.85 | 175.20 | - | 2,400 | 800 | 7,550 | |
| 10 Jun | 23259.20 | 247.60 | - | 7,900 | -5,125 | 6,750 | |
| 7 Jun | 23290.15 | 230.90 | - | 16,225 | 6,475 | 11,875 | |
| 6 Jun | 22821.40 | 400.00 | - | 1,150 | 525 | 5,400 | |
| 5 Jun | 22620.35 | 801.00 | - | 50 | 0 | 4,875 | |
| 4 Jun | 21884.50 | 800.00 | - | 25 | 4,875 | 4,875 | |
| 3 Jun | 23263.90 | 724.50 | - | 0 | 4,200 | 0 | |
| 31 May | 22530.70 | 724.50 | - | 450 | 4,200 | 4,875 | |
| 30 May | 22488.65 | 718.35 | - | 4,275 | 225 | 675 | |
| 29 May | 22704.70 | 578.60 | - | 650 | 450 | 450 | |
| 27 May | 22932.45 | 319.50 | - | 0 | 0 | 0 | |
For NIFTY - strike price 22900 expiring on 04JUL2024
Delta for 22900 PE is -
Historical price for 22900 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 4.5, which was -3.15 lower than the previous day. The implied volatity was -, the open interest changed by 534650 which increased total open position to 1763850
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 7.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 744900 which increased total open position to 1229200
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 10.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 74200 which increased total open position to 484300
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 21.4, which was lower than the previous day. The implied volatity was -, the open interest changed by -28150 which decreased total open position to 410100
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 31, which was lower than the previous day. The implied volatity was -, the open interest changed by 120200 which increased total open position to 438250
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 37.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 114825 which increased total open position to 318050
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 34.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 78975 which increased total open position to 203225
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 62.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 13275 which increased total open position to 124250
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 45.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 71175 which increased total open position to 110975
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 71.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 3675 which increased total open position to 39800
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 96.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 9000 which increased total open position to 36125
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 140.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 19575 which increased total open position to 27125
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 175.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 800 which increased total open position to 7550
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 247.60, which was lower than the previous day. The implied volatity was -, the open interest changed by -5125 which decreased total open position to 6750
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 230.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 6475 which increased total open position to 11875
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 400.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 525 which increased total open position to 5400
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 801.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4875
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 800.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 4875 which increased total open position to 4875
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 724.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 4200 which increased total open position to 0
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 724.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 4200 which increased total open position to 4875
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 718.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 675
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 578.60, 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 27 May NIFTY was trading at 22932.45. The strike last trading price was 319.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0