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 | 970 | 14.10 | - | 12,525 | -4,225 | 55,125 | |||
| 27 Jun | 24044.50 | 955.9 | - | 36,575 | 11,375 | 59,350 | ||||
| 26 Jun | 23868.80 | 832.95 | - | 8,975 | -900 | 47,975 | ||||
| 25 Jun | 23721.30 | 702.35 | - | 34,100 | 13,425 | 48,875 | ||||
| 24 Jun | 23537.85 | 556.7 | - | 55,950 | 3,825 | 35,450 | ||||
| 21 Jun | 23501.10 | 470.15 | - | 38,075 | 1,125 | 31,625 | ||||
| 20 Jun | 23567.00 | 585.15 | - | 9,300 | 475 | 30,500 | ||||
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| 19 Jun | 23516.00 | 535.90 | - | 2,475 | -25 | 30,025 | ||||
| 18 Jun | 23557.90 | 598.75 | - | 1,800 | 0 | 30,050 | ||||
| 14 Jun | 23465.60 | 475.45 | - | 11,275 | 275 | 30,050 | ||||
| 13 Jun | 23398.90 | 490.90 | - | 100 | 50 | 29,775 | ||||
| 12 Jun | 23322.95 | 497.55 | - | 34,075 | 25,625 | 29,725 | ||||
| 11 Jun | 23264.85 | 471.10 | - | 3,975 | 200 | 4,100 | ||||
| 10 Jun | 23259.20 | 476.55 | - | 1,600 | 850 | 3,900 | ||||
| 7 Jun | 23290.15 | 560.00 | - | 8,350 | 1,875 | 3,050 | ||||
| 6 Jun | 22821.40 | 303.35 | - | 275 | 100 | 1,175 | ||||
| 5 Jun | 22620.35 | 120.00 | - | 1,075 | 1,075 | 1,075 | ||||
| 4 Jun | 21884.50 | 592.25 | - | 0 | 50 | 0 | ||||
| 3 Jun | 23263.90 | 592.25 | - | 50 | 50 | 50 | ||||
| 31 May | 22530.70 | 701.90 | - | 0 | 0 | 0 | ||||
| 30 May | 22488.65 | 701.90 | - | 0 | 0 | 0 | ||||
| 29 May | 22704.70 | 701.90 | - | 0 | 0 | 0 | ||||
| 28 May | 22888.15 | 701.90 | - | 0 | 0 | 0 | ||||
| 27 May | 22932.45 | 701.90 | - | 75 | 0 | 0 | ||||
| 24 May | 22957.10 | 470.20 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 23100 expiring on 04JUL2024
Delta for 23100 CE is -
Historical price for 23100 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 970, which was 14.10 higher than the previous day. The implied volatity was -, the open interest changed by -4225 which decreased total open position to 55125
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 955.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 11375 which increased total open position to 59350
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 832.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -900 which decreased total open position to 47975
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 702.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 13425 which increased total open position to 48875
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 556.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 3825 which increased total open position to 35450
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 470.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 1125 which increased total open position to 31625
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 585.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 475 which increased total open position to 30500
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 535.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 30025
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 598.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30050
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 475.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 30050
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 490.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 29775
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 497.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 25625 which increased total open position to 29725
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 471.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 4100
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 476.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 850 which increased total open position to 3900
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 560.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1875 which increased total open position to 3050
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 303.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 1175
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 120.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1075 which increased total open position to 1075
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 592.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 0
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 592.25, 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 31 May NIFTY was trading at 22530.70. The strike last trading price was 701.90, 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 701.90, 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 29 May NIFTY was trading at 22704.70. The strike last trading price was 701.90, 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 28 May NIFTY was trading at 22888.15. The strike last trading price was 701.90, 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 27 May NIFTY was trading at 22932.45. The strike last trading price was 701.90, 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 24 May NIFTY was trading at 22957.10. The strike last trading price was 470.20, 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 | 6.2 | -5.70 | - | 90,75,050 | 1,61,450 | 12,29,200 |
| 27 Jun | 24044.50 | 11.9 | - | 59,93,775 | 3,77,800 | 10,67,750 | |
| 26 Jun | 23868.80 | 16.1 | - | 18,24,575 | 2,71,575 | 6,89,950 | |
| 25 Jun | 23721.30 | 34 | - | 14,46,700 | 1,03,375 | 4,18,375 | |
| 24 Jun | 23537.85 | 51 | - | 14,83,450 | 13,625 | 3,15,000 | |
| 21 Jun | 23501.10 | 62.05 | - | 15,61,375 | 1,81,975 | 3,01,375 | |
| 20 Jun | 23567.00 | 56.25 | - | 3,21,050 | 33,575 | 1,19,400 | |
| 19 Jun | 23516.00 | 77.40 | - | 2,43,050 | 175 | 85,825 | |
| 18 Jun | 23557.90 | 71.10 | - | 1,43,400 | 34,000 | 85,650 | |
| 14 Jun | 23465.60 | 108.00 | - | 59,925 | 3,550 | 51,650 | |
| 13 Jun | 23398.90 | 145.90 | - | 16,550 | 4,975 | 48,100 | |
| 12 Jun | 23322.95 | 191.90 | - | 46,125 | 29,350 | 43,125 | |
| 11 Jun | 23264.85 | 245.25 | - | 8,525 | 1,850 | 13,775 | |
| 10 Jun | 23259.20 | 295.75 | - | 27,300 | 125 | 11,925 | |
| 7 Jun | 23290.15 | 292.10 | - | 22,900 | 10,400 | 11,800 | |
| 6 Jun | 22821.40 | 675.75 | - | 25 | 0 | 1,400 | |
| 5 Jun | 22620.35 | 779.60 | - | 0 | 1,400 | 1,400 | |
| 4 Jun | 21884.50 | 779.60 | - | 0 | 600 | 0 | |
| 3 Jun | 23263.90 | 779.60 | - | 0 | 600 | 0 | |
| 31 May | 22530.70 | 779.60 | - | 800 | 600 | 600 | |
| 30 May | 22488.65 | 816.65 | - | 600 | 0 | 0 | |
| 29 May | 22704.70 | 409.05 | - | 0 | 0 | 0 | |
| 28 May | 22888.15 | 409.05 | - | 0 | 0 | 0 | |
| 27 May | 22932.45 | 409.05 | - | 0 | 0 | 0 | |
| 24 May | 22957.10 | 0.00 | - | 0 | 0 | 0 | |
For NIFTY - strike price 23100 expiring on 04JUL2024
Delta for 23100 PE is -
Historical price for 23100 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 6.2, which was -5.70 lower than the previous day. The implied volatity was -, the open interest changed by 161450 which increased total open position to 1229200
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 11.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 377800 which increased total open position to 1067750
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 16.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 271575 which increased total open position to 689950
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 34, which was lower than the previous day. The implied volatity was -, the open interest changed by 103375 which increased total open position to 418375
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 51, which was lower than the previous day. The implied volatity was -, the open interest changed by 13625 which increased total open position to 315000
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 62.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 181975 which increased total open position to 301375
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 56.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 33575 which increased total open position to 119400
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 77.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 85825
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 71.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 34000 which increased total open position to 85650
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 108.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3550 which increased total open position to 51650
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 145.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 4975 which increased total open position to 48100
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 191.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 29350 which increased total open position to 43125
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 245.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 1850 which increased total open position to 13775
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 295.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 11925
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 292.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 10400 which increased total open position to 11800
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 675.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1400
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 779.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 1400 which increased total open position to 1400
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 779.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 0
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 779.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 0
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 779.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 600
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 816.65, 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 409.05, 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 409.05, 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 409.05, 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 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