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 | |||
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| 28 Jun | 24010.60 | 772.85 | 12.85 | - | 54,000 | 675 | 1,47,625 | |||
| 27 Jun | 24044.50 | 760 | - | 1,52,400 | -11,775 | 1,46,950 | ||||
| 26 Jun | 23868.80 | 628 | - | 1,16,100 | -15,400 | 1,58,725 | ||||
| 25 Jun | 23721.30 | 526.15 | - | 2,14,300 | 25,800 | 1,74,125 | ||||
| 24 Jun | 23537.85 | 393.5 | - | 6,28,150 | 38,775 | 1,48,325 | ||||
| 21 Jun | 23501.10 | 337.05 | - | 2,61,750 | 17,425 | 1,09,550 | ||||
| 20 Jun | 23567.00 | 433.45 | - | 75,075 | -8,225 | 92,125 | ||||
| 19 Jun | 23516.00 | 380.50 | - | 61,600 | 7,600 | 1,00,350 | ||||
| 18 Jun | 23557.90 | 431.20 | - | 52,700 | -925 | 92,750 | ||||
| 14 Jun | 23465.60 | 365.50 | - | 33,025 | -2,525 | 93,675 | ||||
| 13 Jun | 23398.90 | 355.55 | - | 21,650 | 5,550 | 96,200 | ||||
| 12 Jun | 23322.95 | 367.25 | - | 70,050 | 48,825 | 90,650 | ||||
| 11 Jun | 23264.85 | 365.95 | - | 48,225 | 33,600 | 41,825 | ||||
| 10 Jun | 23259.20 | 365.75 | - | 15,750 | 6,075 | 8,225 | ||||
| 7 Jun | 23290.15 | 445.55 | - | 5,875 | 1,475 | 2,150 | ||||
| 6 Jun | 22821.40 | 230.40 | - | 75 | 25 | 675 | ||||
| 5 Jun | 22620.35 | 260.50 | - | 175 | 25 | 650 | ||||
| 4 Jun | 21884.50 | 289.45 | - | 650 | 375 | 625 | ||||
| 3 Jun | 23263.90 | 509.85 | - | 75 | 250 | 250 | ||||
| 31 May | 22530.70 | 590.40 | - | 0 | 200 | 0 | ||||
| 30 May | 22488.65 | 590.40 | - | 0 | 200 | 0 | ||||
| 29 May | 22704.70 | 590.40 | - | 0 | 200 | 0 | ||||
| 28 May | 22888.15 | 590.40 | - | 0 | 200 | 0 | ||||
| 27 May | 22932.45 | 590.40 | - | 125 | 200 | 200 | ||||
| 24 May | 22957.10 | 497.20 | - | 175 | 0 | 0 | ||||
For NIFTY - strike price 23300 expiring on 04JUL2024
Delta for 23300 CE is -
Historical price for 23300 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 772.85, which was 12.85 higher than the previous day. The implied volatity was -, the open interest changed by 675 which increased total open position to 147625
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 760, which was lower than the previous day. The implied volatity was -, the open interest changed by -11775 which decreased total open position to 146950
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 628, which was lower than the previous day. The implied volatity was -, the open interest changed by -15400 which decreased total open position to 158725
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 526.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 25800 which increased total open position to 174125
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 393.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 38775 which increased total open position to 148325
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 337.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 17425 which increased total open position to 109550
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 433.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -8225 which decreased total open position to 92125
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 380.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 7600 which increased total open position to 100350
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 431.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -925 which decreased total open position to 92750
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 365.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -2525 which decreased total open position to 93675
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 355.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 5550 which increased total open position to 96200
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 367.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 48825 which increased total open position to 90650
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 365.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 33600 which increased total open position to 41825
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 365.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 6075 which increased total open position to 8225
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 445.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 1475 which increased total open position to 2150
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 230.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 675
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 260.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 650
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 289.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 625
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 509.85, 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 31 May NIFTY was trading at 22530.70. The strike last trading price was 590.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 0
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 590.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 0
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 590.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 0
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 590.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 0
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 590.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 200
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 497.20, 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 | 9.55 | -8.70 | - | 1,19,13,500 | 5,26,500 | 20,31,725 |
| 27 Jun | 24044.50 | 18.25 | - | 61,89,575 | 8,14,275 | 15,05,225 | |
| 26 Jun | 23868.80 | 32 | - | 26,90,675 | 57,975 | 6,90,950 | |
| 25 Jun | 23721.30 | 56.8 | - | 24,04,625 | 1,35,625 | 6,32,975 | |
| 24 Jun | 23537.85 | 88.5 | - | 28,34,275 | 1,75,425 | 4,97,350 | |
| 21 Jun | 23501.10 | 113.35 | - | 20,57,850 | 10,400 | 3,21,925 | |
| 20 Jun | 23567.00 | 94.80 | - | 7,47,525 | 1,48,075 | 3,11,525 | |
| 19 Jun | 23516.00 | 132.05 | - | 3,65,700 | 12,375 | 1,63,450 | |
| 18 Jun | 23557.90 | 112.50 | - | 1,47,800 | 39,900 | 1,51,075 | |
| 14 Jun | 23465.60 | 155.90 | - | 1,13,575 | 14,075 | 1,11,175 | |
| 13 Jun | 23398.90 | 201.10 | - | 30,625 | 9,500 | 97,100 | |
| 12 Jun | 23322.95 | 276.00 | - | 74,075 | 46,600 | 87,600 | |
| 11 Jun | 23264.85 | 313.30 | - | 59,825 | 32,750 | 41,000 | |
| 10 Jun | 23259.20 | 373.60 | - | 13,125 | 4,000 | 8,250 | |
| 7 Jun | 23290.15 | 371.10 | - | 6,700 | 4,250 | 4,250 | |
| 6 Jun | 22821.40 | 512.70 | - | 0 | 0 | 0 | |
| 5 Jun | 22620.35 | 512.70 | - | 0 | 0 | 0 | |
| 4 Jun | 21884.50 | 512.70 | - | 0 | 0 | 0 | |
| 3 Jun | 23263.90 | 512.70 | - | 0 | 0 | 0 | |
| 31 May | 22530.70 | 512.70 | - | 0 | 0 | 0 | |
| 30 May | 22488.65 | 512.70 | - | 0 | 0 | 0 | |
| 29 May | 22704.70 | 512.70 | - | 0 | 0 | 0 | |
| 28 May | 22888.15 | 512.70 | - | 0 | 0 | 0 | |
| 27 May | 22932.45 | 512.70 | - | 0 | 0 | 0 | |
| 24 May | 22957.10 | 512.70 | - | 0 | 0 | 0 | |
For NIFTY - strike price 23300 expiring on 04JUL2024
Delta for 23300 PE is -
Historical price for 23300 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 9.55, which was -8.70 lower than the previous day. The implied volatity was -, the open interest changed by 526500 which increased total open position to 2031725
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 18.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 814275 which increased total open position to 1505225
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 32, which was lower than the previous day. The implied volatity was -, the open interest changed by 57975 which increased total open position to 690950
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 56.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 135625 which increased total open position to 632975
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 88.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 175425 which increased total open position to 497350
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 113.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 10400 which increased total open position to 321925
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 94.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 148075 which increased total open position to 311525
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 132.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 12375 which increased total open position to 163450
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 112.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 39900 which increased total open position to 151075
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 155.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 14075 which increased total open position to 111175
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 201.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 9500 which increased total open position to 97100
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 276.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 46600 which increased total open position to 87600
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 313.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 32750 which increased total open position to 41000
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 373.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 4000 which increased total open position to 8250
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 371.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 4250 which increased total open position to 4250
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 512.70, 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 512.70, 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 512.70, 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 512.70, 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 512.70, 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 512.70, 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 512.70, 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 512.70, 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 512.70, 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 512.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0