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 | 925 | 11.15 | - | 4,050 | -1,175 | 7,450 | |||
| 27 Jun | 24044.50 | 913.85 | - | 6,900 | 4,800 | 8,625 | ||||
| 26 Jun | 23868.80 | 770.8 | - | 2,175 | 500 | 3,825 | ||||
| 25 Jun | 23721.30 | 662.9 | - | 6,950 | -850 | 3,325 | ||||
| 24 Jun | 23537.85 | 537.05 | - | 22,900 | 1,525 | 4,175 | ||||
| 21 Jun | 23501.10 | 445.00 | - | 9,425 | 1,075 | 2,650 | ||||
| 20 Jun | 23567.00 | 550.05 | - | 5,475 | -2,400 | 1,575 | ||||
| 19 Jun | 23516.00 | 488.05 | - | 9,650 | -175 | 3,975 | ||||
| 18 Jun | 23557.90 | 520.45 | - | 200 | -25 | 4,150 | ||||
| 14 Jun | 23465.60 | 462.90 | - | 4,000 | 2,950 | 4,175 | ||||
| 13 Jun | 23398.90 | 456.40 | - | 425 | 350 | 1,225 | ||||
| 12 Jun | 23322.95 | 459.50 | - | 175 | 0 | 875 | ||||
| 11 Jun | 23264.85 | 447.75 | - | 475 | 525 | 875 | ||||
| 10 Jun | 23259.20 | 469.25 | - | 1,050 | 150 | 350 | ||||
| 7 Jun | 23290.15 | 537.35 | - | 1,075 | 25 | 200 | ||||
| 6 Jun | 22821.40 | 303.75 | - | 175 | 175 | 175 | ||||
| 5 Jun | 22620.35 | 420.65 | - | 0 | 50 | 0 | ||||
| 4 Jun | 21884.50 | 420.65 | - | 75 | 50 | 50 | ||||
| 3 Jun | 23263.90 | 445.10 | - | 0 | 0 | 0 | ||||
| 31 May | 22530.70 | 445.10 | - | 0 | 0 | 0 | ||||
| 30 May | 22488.65 | 445.10 | - | 0 | 0 | 0 | ||||
| 29 May | 22704.70 | 445.10 | - | 0 | 0 | 0 | ||||
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| 28 May | 22888.15 | 445.10 | - | 0 | 0 | 0 | ||||
| 27 May | 22932.45 | 445.10 | - | 0 | 0 | 0 | ||||
| 24 May | 22957.10 | 445.10 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 23150 expiring on 04JUL2024
Delta for 23150 CE is -
Historical price for 23150 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 925, which was 11.15 higher than the previous day. The implied volatity was -, the open interest changed by -1175 which decreased total open position to 7450
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 913.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 4800 which increased total open position to 8625
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 770.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 3825
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 662.9, which was lower than the previous day. The implied volatity was -, the open interest changed by -850 which decreased total open position to 3325
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 537.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 1525 which increased total open position to 4175
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 445.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1075 which increased total open position to 2650
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 550.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -2400 which decreased total open position to 1575
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 488.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -175 which decreased total open position to 3975
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 520.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 4150
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 462.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 2950 which increased total open position to 4175
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 456.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 1225
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 459.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 875
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 447.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 525 which increased total open position to 875
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 469.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 350
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 537.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 200
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 303.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 175
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 420.65, 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 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 420.65, 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 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 445.10, 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 445.10, 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 445.10, 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 445.10, 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 445.10, 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 445.10, 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 445.10, 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 | -5.80 | - | 38,49,650 | 91,875 | 3,81,575 |
| 27 Jun | 24044.50 | 12 | - | 16,12,150 | 2,10,100 | 2,89,700 | |
| 26 Jun | 23868.80 | 15.3 | - | 5,13,050 | -7,400 | 79,600 | |
| 25 Jun | 23721.30 | 39.9 | - | 4,84,600 | 41,500 | 87,000 | |
| 24 Jun | 23537.85 | 60.2 | - | 4,07,000 | 5,875 | 45,500 | |
| 21 Jun | 23501.10 | 75.80 | - | 5,16,375 | 22,550 | 39,625 | |
| 20 Jun | 23567.00 | 64.00 | - | 28,750 | 9,375 | 17,075 | |
| 19 Jun | 23516.00 | 97.50 | - | 16,100 | 675 | 7,700 | |
| 18 Jun | 23557.90 | 81.65 | - | 8,625 | 0 | 7,025 | |
| 14 Jun | 23465.60 | 125.50 | - | 5,150 | 1,125 | 7,025 | |
| 13 Jun | 23398.90 | 161.85 | - | 675 | 350 | 5,900 | |
| 12 Jun | 23322.95 | 213.40 | - | 5,800 | 4,900 | 5,550 | |
| 11 Jun | 23264.85 | 261.80 | - | 250 | -25 | 650 | |
| 10 Jun | 23259.20 | 301.40 | - | 1,150 | 375 | 675 | |
| 7 Jun | 23290.15 | 378.10 | - | 475 | 300 | 300 | |
| 6 Jun | 22821.40 | 433.55 | - | 0 | 0 | 0 | |
| 5 Jun | 22620.35 | 433.55 | - | 0 | 0 | 0 | |
| 4 Jun | 21884.50 | 433.55 | - | 0 | 0 | 0 | |
| 3 Jun | 23263.90 | 433.55 | - | 0 | 0 | 0 | |
| 31 May | 22530.70 | 433.55 | - | 0 | 0 | 0 | |
| 30 May | 22488.65 | 433.55 | - | 0 | 0 | 0 | |
| 29 May | 22704.70 | 433.55 | - | 0 | 0 | 0 | |
| 28 May | 22888.15 | 433.55 | - | 0 | 0 | 0 | |
| 27 May | 22932.45 | 433.55 | - | 0 | 0 | 0 | |
| 24 May | 22957.10 | 0.00 | - | 0 | 0 | 0 | |
For NIFTY - strike price 23150 expiring on 04JUL2024
Delta for 23150 PE is -
Historical price for 23150 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 6.2, which was -5.80 lower than the previous day. The implied volatity was -, the open interest changed by 91875 which increased total open position to 381575
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 12, which was lower than the previous day. The implied volatity was -, the open interest changed by 210100 which increased total open position to 289700
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 15.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -7400 which decreased total open position to 79600
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 39.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 41500 which increased total open position to 87000
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 60.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 5875 which increased total open position to 45500
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 75.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 22550 which increased total open position to 39625
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 64.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 9375 which increased total open position to 17075
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 97.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 675 which increased total open position to 7700
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 81.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7025
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 125.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 1125 which increased total open position to 7025
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 161.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 5900
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 213.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 4900 which increased total open position to 5550
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 261.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 650
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 301.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 675
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 378.10, 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 433.55, 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 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 433.55, 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 433.55, 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 433.55, 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 31 May NIFTY was trading at 22530.70. The strike last trading price was 433.55, 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 30 May NIFTY was trading at 22488.65. The strike last trading price was 433.55, 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 433.55, 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 28 May NIFTY was trading at 22888.15. The strike last trading price was 433.55, 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 433.55, 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 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