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 | 872.45 | 14.45 | - | 23,700 | -10,425 | 1,01,750 | |||
| 27 Jun | 24044.50 | 858 | - | 97,675 | 8,425 | 1,12,175 | ||||
| 26 Jun | 23868.80 | 715.95 | - | 39,250 | 3,875 | 1,03,750 | ||||
| 25 Jun | 23721.30 | 616.75 | - | 1,04,200 | 18,225 | 99,875 | ||||
| 24 Jun | 23537.85 | 473.3 | - | 2,19,250 | 10,325 | 81,650 | ||||
| 21 Jun | 23501.10 | 406.90 | - | 1,23,625 | 5,775 | 71,325 | ||||
| 20 Jun | 23567.00 | 510.00 | - | 39,425 | -175 | 65,550 | ||||
| 19 Jun | 23516.00 | 452.55 | - | 49,600 | 1,525 | 65,725 | ||||
| 18 Jun | 23557.90 | 510.00 | - | 28,500 | 525 | 64,200 | ||||
| 14 Jun | 23465.60 | 434.10 | - | 15,875 | 2,450 | 63,675 | ||||
| 13 Jun | 23398.90 | 412.30 | - | 12,775 | 4,200 | 61,225 | ||||
| 12 Jun | 23322.95 | 426.50 | - | 54,350 | 41,450 | 57,025 | ||||
| 11 Jun | 23264.85 | 420.00 | - | 19,200 | 10,125 | 15,575 | ||||
| 10 Jun | 23259.20 | 420.30 | - | 6,750 | 2,800 | 5,450 | ||||
| 7 Jun | 23290.15 | 499.80 | - | 6,800 | 1,500 | 2,650 | ||||
| 6 Jun | 22821.40 | 296.40 | - | 600 | -150 | 1,150 | ||||
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| 5 Jun | 22620.35 | 178.75 | - | 425 | 225 | 1,300 | ||||
| 4 Jun | 21884.50 | 171.00 | - | 1,325 | 1,075 | 1,075 | ||||
| 3 Jun | 23263.90 | 421.05 | - | 0 | 0 | 0 | ||||
| 31 May | 22530.70 | 421.05 | - | 0 | 0 | 0 | ||||
| 30 May | 22488.65 | 421.05 | - | 0 | 0 | 0 | ||||
| 29 May | 22704.70 | 421.05 | - | 0 | 0 | 0 | ||||
| 28 May | 22888.15 | 421.05 | - | 0 | 0 | 0 | ||||
| 27 May | 22932.45 | 421.05 | - | 0 | 0 | 0 | ||||
| 24 May | 22957.10 | 421.05 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 23200 expiring on 04JUL2024
Delta for 23200 CE is -
Historical price for 23200 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 872.45, which was 14.45 higher than the previous day. The implied volatity was -, the open interest changed by -10425 which decreased total open position to 101750
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 858, which was lower than the previous day. The implied volatity was -, the open interest changed by 8425 which increased total open position to 112175
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 715.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 3875 which increased total open position to 103750
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 616.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 18225 which increased total open position to 99875
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 473.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 10325 which increased total open position to 81650
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 406.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 5775 which increased total open position to 71325
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 510.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -175 which decreased total open position to 65550
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 452.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 1525 which increased total open position to 65725
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 510.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 525 which increased total open position to 64200
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 434.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 2450 which increased total open position to 63675
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 412.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 4200 which increased total open position to 61225
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 426.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 41450 which increased total open position to 57025
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 420.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 10125 which increased total open position to 15575
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 420.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 2800 which increased total open position to 5450
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 499.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 2650
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 296.40, which was lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 1150
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 178.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 1300
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 171.00, 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 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 421.05, 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 421.05, 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 421.05, 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 421.05, 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 421.05, 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 421.05, 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 421.05, 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 | 7.2 | -7.80 | - | 1,34,58,225 | 3,89,875 | 20,77,125 |
| 27 Jun | 24044.50 | 15 | - | 66,11,725 | 8,61,325 | 16,87,250 | |
| 26 Jun | 23868.80 | 23.05 | - | 25,35,075 | 3,04,975 | 8,25,925 | |
| 25 Jun | 23721.30 | 43.25 | - | 20,41,100 | 1,17,300 | 5,20,950 | |
| 24 Jun | 23537.85 | 67.5 | - | 18,39,575 | 1,42,950 | 4,03,650 | |
| 21 Jun | 23501.10 | 85.70 | - | 20,42,975 | 16,975 | 2,60,700 | |
| 20 Jun | 23567.00 | 72.00 | - | 5,45,400 | 77,775 | 2,43,725 | |
| 19 Jun | 23516.00 | 107.00 | - | 3,41,250 | 42,600 | 1,65,950 | |
| 18 Jun | 23557.90 | 87.90 | - | 1,51,000 | 33,425 | 1,23,350 | |
| 14 Jun | 23465.60 | 134.45 | - | 89,325 | 21,475 | 89,925 | |
| 13 Jun | 23398.90 | 173.00 | - | 24,500 | 8,625 | 68,450 | |
| 12 Jun | 23322.95 | 223.75 | - | 68,775 | 40,150 | 59,825 | |
| 11 Jun | 23264.85 | 265.20 | - | 23,400 | 7,000 | 19,675 | |
| 10 Jun | 23259.20 | 342.65 | - | 19,550 | -1,525 | 12,675 | |
| 7 Jun | 23290.15 | 328.10 | - | 46,100 | 13,275 | 14,200 | |
| 6 Jun | 22821.40 | 1321.05 | - | 0 | 0 | 925 | |
| 5 Jun | 22620.35 | 1321.05 | - | 25 | -25 | 925 | |
| 4 Jun | 21884.50 | 583.20 | - | 100 | -50 | 950 | |
| 3 Jun | 23263.90 | 421.40 | - | 1,425 | 975 | 1,000 | |
| 31 May | 22530.70 | 875.55 | - | 25 | 25 | 25 | |
| 30 May | 22488.65 | 875.55 | - | 25 | 0 | 0 | |
| 29 May | 22704.70 | 459.05 | - | 0 | 0 | 0 | |
| 28 May | 22888.15 | 459.05 | - | 0 | 0 | 0 | |
| 27 May | 22932.45 | 0.00 | - | 0 | 0 | 0 | |
| 24 May | 22957.10 | 0.00 | - | 0 | 0 | 0 | |
For NIFTY - strike price 23200 expiring on 04JUL2024
Delta for 23200 PE is -
Historical price for 23200 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 7.2, which was -7.80 lower than the previous day. The implied volatity was -, the open interest changed by 389875 which increased total open position to 2077125
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 15, which was lower than the previous day. The implied volatity was -, the open interest changed by 861325 which increased total open position to 1687250
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 23.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 304975 which increased total open position to 825925
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 43.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 117300 which increased total open position to 520950
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 67.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 142950 which increased total open position to 403650
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 85.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 16975 which increased total open position to 260700
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 72.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 77775 which increased total open position to 243725
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 107.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 42600 which increased total open position to 165950
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 87.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 33425 which increased total open position to 123350
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 134.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 21475 which increased total open position to 89925
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 173.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 8625 which increased total open position to 68450
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 223.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 40150 which increased total open position to 59825
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 265.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 7000 which increased total open position to 19675
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 342.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -1525 which decreased total open position to 12675
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 328.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 13275 which increased total open position to 14200
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 1321.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 925
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 1321.05, 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 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 583.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 950
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 421.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 975 which increased total open position to 1000
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 875.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 25
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 875.55, 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 459.05, 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 459.05, 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 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
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