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 | 832.2 | 17.00 | - | 10,800 | -7,450 | 8,075 | |||
| 27 Jun | 24044.50 | 815.2 | - | 12,175 | 450 | 15,525 | ||||
| 26 Jun | 23868.80 | 676.2 | - | 3,175 | 225 | 15,075 | ||||
| 25 Jun | 23721.30 | 570.2 | - | 57,325 | 4,375 | 14,850 | ||||
| 24 Jun | 23537.85 | 433 | - | 70,975 | 3,975 | 10,475 | ||||
| 21 Jun | 23501.10 | 367.75 | - | 22,400 | 4,175 | 6,500 | ||||
| 20 Jun | 23567.00 | 469.40 | - | 7,375 | -1,475 | 2,325 | ||||
| 19 Jun | 23516.00 | 416.60 | - | 10,400 | 200 | 3,800 | ||||
| 18 Jun | 23557.90 | 468.15 | - | 8,025 | -4,725 | 3,600 | ||||
| 14 Jun | 23465.60 | 394.50 | - | 2,400 | 750 | 8,325 | ||||
| 13 Jun | 23398.90 | 376.00 | - | 1,200 | 200 | 7,575 | ||||
| 12 Jun | 23322.95 | 390.35 | - | 6,975 | 5,050 | 7,375 | ||||
| 11 Jun | 23264.85 | 392.50 | - | 3,375 | 675 | 2,325 | ||||
| 10 Jun | 23259.20 | 395.00 | - | 5,275 | 875 | 1,650 | ||||
| 7 Jun | 23290.15 | 414.00 | - | 2,725 | 600 | 775 | ||||
| 6 Jun | 22821.40 | 305.75 | - | 125 | 100 | 175 | ||||
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| 5 Jun | 22620.35 | 291.15 | - | 50 | 25 | 75 | ||||
| 4 Jun | 21884.50 | 493.70 | - | 75 | 50 | 50 | ||||
| 3 Jun | 23263.90 | 397.85 | - | 0 | 0 | 0 | ||||
| 31 May | 22530.70 | 397.85 | - | 0 | 0 | 0 | ||||
| 30 May | 22488.65 | 397.85 | - | 0 | 0 | 0 | ||||
| 29 May | 22704.70 | 397.85 | - | 0 | 0 | 0 | ||||
| 28 May | 22888.15 | 397.85 | - | 0 | 0 | 0 | ||||
| 27 May | 22932.45 | 397.85 | - | 0 | 0 | 0 | ||||
| 24 May | 22957.10 | 397.85 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 23250 expiring on 04JUL2024
Delta for 23250 CE is -
Historical price for 23250 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 832.2, which was 17.00 higher than the previous day. The implied volatity was -, the open interest changed by -7450 which decreased total open position to 8075
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 815.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 15525
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 676.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 15075
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 570.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 4375 which increased total open position to 14850
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 433, which was lower than the previous day. The implied volatity was -, the open interest changed by 3975 which increased total open position to 10475
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 367.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 4175 which increased total open position to 6500
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 469.40, which was lower than the previous day. The implied volatity was -, the open interest changed by -1475 which decreased total open position to 2325
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 416.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 3800
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 468.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -4725 which decreased total open position to 3600
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 394.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 8325
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 376.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 7575
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 390.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 5050 which increased total open position to 7375
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 392.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 675 which increased total open position to 2325
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 395.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 875 which increased total open position to 1650
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 414.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 775
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 305.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 175
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 291.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 75
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 493.70, 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 397.85, 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 397.85, 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 397.85, 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 397.85, 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 397.85, 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 397.85, 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 397.85, 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 | 8 | -8.50 | - | 58,03,875 | 3,42,025 | 7,88,750 |
| 27 Jun | 24044.50 | 16.5 | - | 18,45,400 | 2,30,900 | 4,46,725 | |
| 26 Jun | 23868.80 | 26.2 | - | 7,54,300 | 1,08,300 | 2,15,825 | |
| 25 Jun | 23721.30 | 50.7 | - | 6,23,500 | 31,075 | 1,07,525 | |
| 24 Jun | 23537.85 | 77.9 | - | 4,82,525 | 38,150 | 76,450 | |
| 21 Jun | 23501.10 | 99.90 | - | 4,62,625 | 17,575 | 38,300 | |
| 20 Jun | 23567.00 | 82.55 | - | 57,600 | 2,250 | 20,725 | |
| 19 Jun | 23516.00 | 114.05 | - | 17,275 | 5,325 | 18,475 | |
| 18 Jun | 23557.90 | 101.00 | - | 14,400 | -825 | 13,150 | |
| 14 Jun | 23465.60 | 143.05 | - | 7,175 | 1,425 | 13,975 | |
| 13 Jun | 23398.90 | 174.05 | - | 9,775 | 4,300 | 12,550 | |
| 12 Jun | 23322.95 | 248.65 | - | 8,875 | 6,450 | 8,250 | |
| 11 Jun | 23264.85 | 282.85 | - | 4,900 | 1,450 | 1,800 | |
| 10 Jun | 23259.20 | 380.35 | - | 775 | 350 | 350 | |
| 7 Jun | 23290.15 | 485.45 | - | 0 | 0 | 0 | |
| 6 Jun | 22821.40 | 485.45 | - | 0 | 0 | 0 | |
| 5 Jun | 22620.35 | 485.45 | - | 0 | 0 | 0 | |
| 4 Jun | 21884.50 | 485.45 | - | 0 | 0 | 0 | |
| 3 Jun | 23263.90 | 485.45 | - | 0 | 0 | 0 | |
| 31 May | 22530.70 | 0.00 | - | 0 | 0 | 0 | |
| 30 May | 22488.65 | 0.00 | - | 0 | 0 | 0 | |
| 29 May | 22704.70 | 0.00 | - | 0 | 0 | 0 | |
| 28 May | 22888.15 | 0.00 | - | 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 23250 expiring on 04JUL2024
Delta for 23250 PE is -
Historical price for 23250 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 8, which was -8.50 lower than the previous day. The implied volatity was -, the open interest changed by 342025 which increased total open position to 788750
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 16.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 230900 which increased total open position to 446725
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 26.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 108300 which increased total open position to 215825
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 50.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 31075 which increased total open position to 107525
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 77.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 38150 which increased total open position to 76450
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 99.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 17575 which increased total open position to 38300
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 82.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 2250 which increased total open position to 20725
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 114.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 5325 which increased total open position to 18475
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 101.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -825 which decreased total open position to 13150
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 143.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 1425 which increased total open position to 13975
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 174.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 4300 which increased total open position to 12550
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 248.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 6450 which increased total open position to 8250
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 282.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 1450 which increased total open position to 1800
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 380.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 350
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 485.45, 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 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 485.45, 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 485.45, 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 485.45, 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 485.45, 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 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 30 May NIFTY was trading at 22488.65. 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 29 May NIFTY was trading at 22704.70. 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 28 May NIFTY was trading at 22888.15. 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 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