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 | 1020.85 | 32.15 | - | 275 | -25 | 5,825 | |||
| 27 Jun | 24044.50 | 988.7 | - | 475 | -75 | 5,850 | ||||
| 26 Jun | 23868.80 | 859 | - | 975 | -250 | 5,925 | ||||
| 25 Jun | 23721.30 | 707.85 | - | 1,725 | 1,050 | 6,175 | ||||
| 24 Jun | 23537.85 | 578.5 | - | 9,825 | 1,650 | 5,125 | ||||
| 21 Jun | 23501.10 | 523.00 | - | 6,450 | 1,675 | 3,475 | ||||
| 20 Jun | 23567.00 | 643.75 | - | 4,000 | -1,175 | 1,800 | ||||
| 19 Jun | 23516.00 | 587.25 | - | 4,800 | -1,100 | 2,975 | ||||
| 18 Jun | 23557.90 | 616.65 | - | 50 | -25 | 4,075 | ||||
| 14 Jun | 23465.60 | 526.70 | - | 3,275 | 2,950 | 4,100 | ||||
| 13 Jun | 23398.90 | 519.30 | - | 425 | 75 | 1,150 | ||||
| 12 Jun | 23322.95 | 526.45 | - | 150 | 150 | 1,075 | ||||
| 11 Jun | 23264.85 | 559.65 | - | 200 | -25 | 925 | ||||
| 10 Jun | 23259.20 | 508.80 | - | 600 | 25 | 950 | ||||
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| 7 Jun | 23290.15 | 568.65 | - | 2,300 | 675 | 925 | ||||
| 6 Jun | 22821.40 | 376.00 | - | 300 | 250 | 250 | ||||
| 5 Jun | 22620.35 | 496.05 | - | 0 | 0 | 0 | ||||
| 4 Jun | 21884.50 | 496.05 | - | 0 | 0 | 0 | ||||
| 3 Jun | 23263.90 | 496.05 | - | 0 | 0 | 0 | ||||
| 31 May | 22530.70 | 496.05 | - | 0 | 0 | 0 | ||||
| 30 May | 22488.65 | 496.05 | - | 0 | 0 | 0 | ||||
| 29 May | 22704.70 | 496.05 | - | 0 | 0 | 0 | ||||
| 28 May | 22888.15 | 496.05 | - | 0 | 0 | 0 | ||||
| 27 May | 22932.45 | 496.05 | - | 0 | 0 | 0 | ||||
| 24 May | 22957.10 | 496.05 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 23050 expiring on 04JUL2024
Delta for 23050 CE is -
Historical price for 23050 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1020.85, which was 32.15 higher than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 5825
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 988.7, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 5850
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 859, which was lower than the previous day. The implied volatity was -, the open interest changed by -250 which decreased total open position to 5925
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 707.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 1050 which increased total open position to 6175
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 578.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 1650 which increased total open position to 5125
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 523.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1675 which increased total open position to 3475
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 643.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -1175 which decreased total open position to 1800
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 587.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -1100 which decreased total open position to 2975
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 616.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 4075
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 526.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 2950 which increased total open position to 4100
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 519.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 1150
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 526.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 1075
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 559.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 925
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 508.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 950
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 568.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 675 which increased total open position to 925
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 376.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 250
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 496.05, 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 496.05, 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 496.05, 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 496.05, 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 496.05, 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 496.05, 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 496.05, 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 496.05, 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 496.05, 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 | 6.75 | -3.75 | - | 33,33,975 | 1,93,450 | 4,35,600 |
| 27 Jun | 24044.50 | 10.5 | - | 18,06,625 | 1,44,675 | 2,42,150 | |
| 26 Jun | 23868.80 | 14 | - | 5,58,700 | 900 | 97,475 | |
| 25 Jun | 23721.30 | 29.75 | - | 4,73,400 | 3,375 | 96,575 | |
| 24 Jun | 23537.85 | 45.05 | - | 4,63,300 | 19,950 | 93,200 | |
| 21 Jun | 23501.10 | 57.50 | - | 4,11,200 | 57,875 | 73,250 | |
| 20 Jun | 23567.00 | 49.50 | - | 27,225 | 1,150 | 15,375 | |
| 19 Jun | 23516.00 | 76.35 | - | 17,975 | 3,000 | 14,225 | |
| 18 Jun | 23557.90 | 65.55 | - | 27,625 | 6,025 | 11,225 | |
| 14 Jun | 23465.60 | 98.50 | - | 7,875 | 3,200 | 5,200 | |
| 13 Jun | 23398.90 | 136.00 | - | 725 | 775 | 2,000 | |
| 12 Jun | 23322.95 | 180.65 | - | 700 | 525 | 1,225 | |
| 11 Jun | 23264.85 | 216.10 | - | 325 | 225 | 700 | |
| 10 Jun | 23259.20 | 269.25 | - | 750 | 175 | 475 | |
| 7 Jun | 23290.15 | 281.80 | - | 600 | 300 | 300 | |
| 6 Jun | 22821.40 | 385.30 | - | 0 | 0 | 0 | |
| 5 Jun | 22620.35 | 385.30 | - | 0 | 0 | 0 | |
| 4 Jun | 21884.50 | 385.30 | - | 0 | 0 | 0 | |
| 3 Jun | 23263.90 | 385.30 | - | 0 | 0 | 0 | |
| 31 May | 22530.70 | 385.30 | - | 0 | 0 | 0 | |
| 30 May | 22488.65 | 385.30 | - | 0 | 0 | 0 | |
| 29 May | 22704.70 | 385.30 | - | 0 | 0 | 0 | |
| 28 May | 22888.15 | 385.30 | - | 0 | 0 | 0 | |
| 27 May | 22932.45 | 385.30 | - | 0 | 0 | 0 | |
| 24 May | 22957.10 | 0.00 | - | 0 | 0 | 0 | |
For NIFTY - strike price 23050 expiring on 04JUL2024
Delta for 23050 PE is -
Historical price for 23050 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 6.75, which was -3.75 lower than the previous day. The implied volatity was -, the open interest changed by 193450 which increased total open position to 435600
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 10.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 144675 which increased total open position to 242150
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 14, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 97475
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 29.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 3375 which increased total open position to 96575
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 45.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 19950 which increased total open position to 93200
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 57.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 57875 which increased total open position to 73250
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 49.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 1150 which increased total open position to 15375
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 76.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 14225
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 65.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 6025 which increased total open position to 11225
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 98.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 3200 which increased total open position to 5200
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 136.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 775 which increased total open position to 2000
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 180.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 525 which increased total open position to 1225
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 216.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 700
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 269.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 475
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 281.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 300
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 385.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 385.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 385.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 385.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 385.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 385.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 385.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 385.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 385.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0