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 | 1104.25 | 75.25 | - | 1,550 | -650 | 2,300 | |||
| 27 Jun | 24044.50 | 1029 | - | 800 | -125 | 2,950 | ||||
| 26 Jun | 23868.80 | 959.65 | - | 3,900 | 600 | 3,075 | ||||
| 25 Jun | 23721.30 | 821.85 | - | 125 | -75 | 2,475 | ||||
| 24 Jun | 23537.85 | 666.9 | - | 4,575 | 1,400 | 2,550 | ||||
| 21 Jun | 23501.10 | 631.15 | - | 1,700 | -250 | 1,150 | ||||
| 20 Jun | 23567.00 | 721.60 | - | 175 | -50 | 1,400 | ||||
| 19 Jun | 23516.00 | 725.65 | - | 75 | 25 | 1,450 | ||||
| 18 Jun | 23557.90 | 689.00 | - | 1,550 | -1,100 | 1,425 | ||||
| 14 Jun | 23465.60 | 616.85 | - | 75 | 0 | 2,525 | ||||
| 13 Jun | 23398.90 | 593.75 | - | 250 | 400 | 2,525 | ||||
| 12 Jun | 23322.95 | 598.60 | - | 575 | 325 | 2,125 | ||||
| 11 Jun | 23264.85 | 627.15 | - | 200 | 350 | 1,800 | ||||
| 10 Jun | 23259.20 | 607.25 | - | 675 | -325 | 1,450 | ||||
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| 7 Jun | 23290.15 | 669.90 | - | 4,275 | 1,725 | 1,775 | ||||
| 6 Jun | 22821.40 | 423.00 | - | 50 | 50 | 50 | ||||
| 5 Jun | 22620.35 | 697.55 | - | 0 | 0 | 0 | ||||
| 4 Jun | 21884.50 | 697.55 | - | 25 | 0 | 0 | ||||
| 3 Jun | 23263.90 | 550.45 | - | 0 | 0 | 0 | ||||
| 31 May | 22530.70 | 550.45 | - | 0 | 0 | 0 | ||||
| 30 May | 22488.65 | 550.45 | - | 0 | 0 | 0 | ||||
| 29 May | 22704.70 | 550.45 | - | 0 | 0 | 0 | ||||
| 27 May | 22932.45 | 550.45 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 22950 expiring on 04JUL2024
Delta for 22950 CE is -
Historical price for 22950 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1104.25, which was 75.25 higher than the previous day. The implied volatity was -, the open interest changed by -650 which decreased total open position to 2300
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1029, which was lower than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 2950
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 959.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 3075
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 821.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 2475
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 666.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 1400 which increased total open position to 2550
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 631.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -250 which decreased total open position to 1150
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 721.60, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 1400
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 725.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 1450
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 689.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -1100 which decreased total open position to 1425
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 616.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2525
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 593.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 2525
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 598.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 325 which increased total open position to 2125
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 627.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 1800
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 607.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -325 which decreased total open position to 1450
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 669.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 1725 which increased total open position to 1775
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 423.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 50
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 697.55, 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 697.55, 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 550.45, 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 31 May NIFTY was trading at 22530.70. The strike last trading price was 550.45, 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 30 May NIFTY was trading at 22488.65. The strike last trading price was 550.45, 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 29 May NIFTY was trading at 22704.70. The strike last trading price was 550.45, 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 27 May NIFTY was trading at 22932.45. The strike last trading price was 550.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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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 | 4.7 | -4.60 | - | 30,49,975 | 2,51,850 | 4,85,050 |
| 27 Jun | 24044.50 | 9.3 | - | 15,46,200 | 1,20,925 | 2,33,200 | |
| 26 Jun | 23868.80 | 11.45 | - | 5,30,300 | 41,200 | 1,12,275 | |
| 25 Jun | 23721.30 | 24.2 | - | 3,03,950 | 26,200 | 71,075 | |
| 24 Jun | 23537.85 | 34.1 | - | 3,04,500 | 11,700 | 44,875 | |
| 21 Jun | 23501.10 | 43.75 | - | 2,22,450 | 17,950 | 33,175 | |
| 20 Jun | 23567.00 | 35.80 | - | 31,625 | 3,050 | 15,225 | |
| 19 Jun | 23516.00 | 61.00 | - | 24,500 | 5,575 | 12,175 | |
| 18 Jun | 23557.90 | 47.90 | - | 11,500 | 2,275 | 6,600 | |
| 14 Jun | 23465.60 | 79.90 | - | 4,150 | 825 | 4,325 | |
| 13 Jun | 23398.90 | 114.00 | - | 700 | 400 | 3,500 | |
| 12 Jun | 23322.95 | 152.75 | - | 300 | 350 | 3,100 | |
| 11 Jun | 23264.85 | 175.00 | - | 325 | -50 | 2,750 | |
| 10 Jun | 23259.20 | 232.90 | - | 300 | 25 | 2,800 | |
| 7 Jun | 23290.15 | 245.00 | - | 3,725 | 2,775 | 2,775 | |
| 6 Jun | 22821.40 | 687.90 | - | 0 | 225 | 0 | |
| 5 Jun | 22620.35 | 687.90 | - | 0 | 225 | 225 | |
| 4 Jun | 21884.50 | 687.90 | - | 0 | 0 | 0 | |
| 3 Jun | 23263.90 | 687.90 | - | 0 | 0 | 0 | |
| 31 May | 22530.70 | 687.90 | - | 225 | 0 | 0 | |
| 30 May | 22488.65 | 340.55 | - | 0 | 0 | 0 | |
| 29 May | 22704.70 | 340.55 | - | 0 | 0 | 0 | |
| 27 May | 22932.45 | 340.55 | - | 0 | 0 | 0 | |
For NIFTY - strike price 22950 expiring on 04JUL2024
Delta for 22950 PE is -
Historical price for 22950 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 4.7, which was -4.60 lower than the previous day. The implied volatity was -, the open interest changed by 251850 which increased total open position to 485050
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 9.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 120925 which increased total open position to 233200
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 11.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 41200 which increased total open position to 112275
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 24.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 26200 which increased total open position to 71075
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 34.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 11700 which increased total open position to 44875
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 43.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 17950 which increased total open position to 33175
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 35.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 3050 which increased total open position to 15225
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 61.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 5575 which increased total open position to 12175
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 47.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 2275 which increased total open position to 6600
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 79.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 825 which increased total open position to 4325
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 114.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 3500
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 152.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 3100
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 175.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 2750
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 232.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 2800
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 245.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2775 which increased total open position to 2775
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 687.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 0
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 687.90, 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 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 687.90, 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 687.90, 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 687.90, 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 340.55, 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 340.55, 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 340.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0