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 | 1069.25 | 17.25 | - | 1,28,950 | 19,525 | 3,99,150 | |||
| 27 Jun | 24044.50 | 1052 | - | 5,65,500 | 2,19,350 | 3,79,625 | ||||
| 26 Jun | 23868.80 | 904.3 | - | 97,425 | 14,900 | 1,60,275 | ||||
| 25 Jun | 23721.30 | 796 | - | 1,16,125 | 25,650 | 1,45,375 | ||||
| 24 Jun | 23537.85 | 643 | - | 1,93,925 | 23,375 | 1,19,725 | ||||
| 21 Jun | 23501.10 | 574.55 | - | 1,59,350 | 18,575 | 96,350 | ||||
| 20 Jun | 23567.00 | 679.00 | - | 87,100 | -11,650 | 77,775 | ||||
| 19 Jun | 23516.00 | 615.15 | - | 32,675 | 625 | 89,425 | ||||
| 18 Jun | 23557.90 | 677.10 | - | 26,225 | -600 | 88,800 | ||||
| 14 Jun | 23465.60 | 593.45 | - | 33,075 | -1,250 | 89,400 | ||||
| 13 Jun | 23398.90 | 560.00 | - | 23,550 | 15,150 | 90,650 | ||||
| 12 Jun | 23322.95 | 561.55 | - | 41,200 | 26,150 | 75,500 | ||||
| 11 Jun | 23264.85 | 555.85 | - | 26,775 | 5,350 | 49,350 | ||||
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| 10 Jun | 23259.20 | 540.00 | - | 32,000 | 2,850 | 44,000 | ||||
| 7 Jun | 23290.15 | 630.00 | - | 95,525 | 19,300 | 41,150 | ||||
| 6 Jun | 22821.40 | 381.60 | - | 37,625 | -4,450 | 21,850 | ||||
| 5 Jun | 22620.35 | 252.75 | - | 42,750 | 6,150 | 26,300 | ||||
| 4 Jun | 21884.50 | 233.80 | - | 26,500 | 15,850 | 20,150 | ||||
| 3 Jun | 23263.90 | 818.20 | - | 6,575 | 1,050 | 4,300 | ||||
| 31 May | 22530.70 | 476.00 | - | 2,575 | 825 | 3,250 | ||||
| 30 May | 22488.65 | 437.90 | - | 1,325 | 325 | 2,425 | ||||
| 29 May | 22704.70 | 550.00 | - | 4,550 | 950 | 2,100 | ||||
| 28 May | 22888.15 | 648.65 | - | 1,400 | 100 | 1,150 | ||||
| 27 May | 22932.45 | 678.70 | - | 2,400 | 900 | 1,050 | ||||
| 24 May | 22957.10 | 651.25 | - | 250 | 150 | 150 | ||||
For NIFTY - strike price 23000 expiring on 04JUL2024
Delta for 23000 CE is -
Historical price for 23000 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1069.25, which was 17.25 higher than the previous day. The implied volatity was -, the open interest changed by 19525 which increased total open position to 399150
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1052, which was lower than the previous day. The implied volatity was -, the open interest changed by 219350 which increased total open position to 379625
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 904.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 14900 which increased total open position to 160275
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 796, which was lower than the previous day. The implied volatity was -, the open interest changed by 25650 which increased total open position to 145375
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 643, which was lower than the previous day. The implied volatity was -, the open interest changed by 23375 which increased total open position to 119725
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 574.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 18575 which increased total open position to 96350
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 679.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -11650 which decreased total open position to 77775
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 615.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 625 which increased total open position to 89425
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 677.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -600 which decreased total open position to 88800
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 593.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -1250 which decreased total open position to 89400
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 560.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 15150 which increased total open position to 90650
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 561.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 26150 which increased total open position to 75500
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 555.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 5350 which increased total open position to 49350
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 540.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2850 which increased total open position to 44000
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 630.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 19300 which increased total open position to 41150
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 381.60, which was lower than the previous day. The implied volatity was -, the open interest changed by -4450 which decreased total open position to 21850
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 252.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 6150 which increased total open position to 26300
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 233.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 15850 which increased total open position to 20150
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 818.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 1050 which increased total open position to 4300
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 476.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 825 which increased total open position to 3250
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 437.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 325 which increased total open position to 2425
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 550.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 950 which increased total open position to 2100
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 648.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 1150
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 678.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 1050
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 651.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 150
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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 | 5.35 | -5.00 | - | 2,49,73,250 | 15,75,000 | 56,41,725 |
| 27 Jun | 24044.50 | 10.35 | - | 1,21,66,250 | 26,52,225 | 40,66,725 | |
| 26 Jun | 23868.80 | 13.5 | - | 36,36,825 | 3,73,450 | 14,14,500 | |
| 25 Jun | 23721.30 | 27.8 | - | 29,97,575 | 84,700 | 10,41,050 | |
| 24 Jun | 23537.85 | 38.95 | - | 34,00,650 | 2,66,425 | 9,56,350 | |
| 21 Jun | 23501.10 | 50.00 | - | 31,15,150 | 2,36,200 | 6,89,925 | |
| 20 Jun | 23567.00 | 41.00 | - | 12,17,375 | 1,56,625 | 4,53,725 | |
| 19 Jun | 23516.00 | 67.25 | - | 7,89,025 | 52,075 | 2,97,100 | |
| 18 Jun | 23557.90 | 58.50 | - | 3,77,050 | 55,450 | 2,45,025 | |
| 14 Jun | 23465.60 | 88.00 | - | 2,94,175 | 18,575 | 1,89,575 | |
| 13 Jun | 23398.90 | 119.00 | - | 1,26,000 | 26,500 | 1,71,000 | |
| 12 Jun | 23322.95 | 161.50 | - | 1,49,675 | 54,225 | 1,44,500 | |
| 11 Jun | 23264.85 | 198.00 | - | 1,14,200 | 37,700 | 90,275 | |
| 10 Jun | 23259.20 | 267.00 | - | 59,050 | 9,325 | 52,575 | |
| 7 Jun | 23290.15 | 259.90 | - | 1,35,150 | 40,200 | 43,250 | |
| 6 Jun | 22821.40 | 395.00 | - | 3,325 | 50 | 3,050 | |
| 5 Jun | 22620.35 | 609.15 | - | 3,675 | -3,550 | 3,000 | |
| 4 Jun | 21884.50 | 1200.00 | - | 13,450 | -2,000 | 6,550 | |
| 3 Jun | 23263.90 | 331.70 | - | 9,125 | 4,750 | 8,550 | |
| 31 May | 22530.70 | 704.30 | - | 850 | 800 | 3,800 | |
| 30 May | 22488.65 | 740.00 | - | 50 | 3,000 | 3,000 | |
| 29 May | 22704.70 | 657.00 | - | 3,000 | 0 | 0 | |
| 28 May | 22888.15 | 362.50 | - | 0 | 0 | 0 | |
| 27 May | 22932.45 | 362.50 | - | 0 | 0 | 0 | |
| 24 May | 22957.10 | 362.50 | - | 0 | 0 | 0 | |
For NIFTY - strike price 23000 expiring on 04JUL2024
Delta for 23000 PE is -
Historical price for 23000 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 5.35, which was -5.00 lower than the previous day. The implied volatity was -, the open interest changed by 1575000 which increased total open position to 5641725
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 10.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 2652225 which increased total open position to 4066725
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 13.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 373450 which increased total open position to 1414500
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 27.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 84700 which increased total open position to 1041050
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 38.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 266425 which increased total open position to 956350
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 50.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 236200 which increased total open position to 689925
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 41.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 156625 which increased total open position to 453725
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 67.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 52075 which increased total open position to 297100
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 58.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 55450 which increased total open position to 245025
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 88.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 18575 which increased total open position to 189575
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 119.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 26500 which increased total open position to 171000
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 161.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 54225 which increased total open position to 144500
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 198.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 37700 which increased total open position to 90275
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 267.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 9325 which increased total open position to 52575
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 259.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 40200 which increased total open position to 43250
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 395.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 3050
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 609.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -3550 which decreased total open position to 3000
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 1200.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -2000 which decreased total open position to 6550
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 331.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 4750 which increased total open position to 8550
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 704.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 800 which increased total open position to 3800
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 740.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 3000
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 657.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 362.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 362.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 362.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0