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 | 725.3 | 1.30 | - | 9,500 | -25 | 17,300 | |||
| 27 Jun | 24044.50 | 724 | - | 23,850 | 1,475 | 17,325 | ||||
| 26 Jun | 23868.80 | 588.6 | - | 19,250 | -550 | 15,850 | ||||
| 25 Jun | 23721.30 | 487.95 | - | 31,100 | -1,700 | 16,400 | ||||
| 24 Jun | 23537.85 | 362.8 | - | 3,76,850 | 5,600 | 18,100 | ||||
| 21 Jun | 23501.10 | 294.40 | - | 1,02,175 | 5,225 | 12,500 | ||||
| 20 Jun | 23567.00 | 395.40 | - | 12,400 | -950 | 7,275 | ||||
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| 19 Jun | 23516.00 | 346.15 | - | 23,700 | 1,425 | 8,225 | ||||
| 18 Jun | 23557.90 | 395.00 | - | 13,575 | -5,150 | 6,800 | ||||
| 14 Jun | 23465.60 | 330.95 | - | 22,075 | -3,500 | 11,950 | ||||
| 13 Jun | 23398.90 | 316.25 | - | 12,725 | 4,400 | 15,450 | ||||
| 12 Jun | 23322.95 | 352.70 | - | 16,500 | 8,900 | 11,050 | ||||
| 11 Jun | 23264.85 | 327.85 | - | 3,275 | 725 | 2,150 | ||||
| 10 Jun | 23259.20 | 205.95 | - | 3,700 | 1,200 | 1,425 | ||||
| 7 Jun | 23290.15 | 413.20 | - | 400 | 200 | 225 | ||||
| 6 Jun | 22821.40 | 212.00 | - | 25 | 25 | 25 | ||||
| 5 Jun | 22620.35 | 350.00 | - | 0 | 0 | 0 | ||||
| 4 Jun | 21884.50 | 350.00 | - | 25 | 0 | 0 | ||||
| 3 Jun | 23263.90 | 354.10 | - | 0 | 0 | 0 | ||||
| 31 May | 22530.70 | 354.10 | - | 0 | 0 | 0 | ||||
| 30 May | 22488.65 | 354.10 | - | 0 | 0 | 0 | ||||
| 29 May | 22704.70 | 354.10 | - | 0 | 0 | 0 | ||||
| 28 May | 22888.15 | 354.10 | - | 0 | 0 | 0 | ||||
| 27 May | 22932.45 | 354.10 | - | 0 | 0 | 0 | ||||
| 24 May | 22957.10 | 354.10 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 23350 expiring on 04JUL2024
Delta for 23350 CE is -
Historical price for 23350 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 725.3, which was 1.30 higher than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 17300
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 724, which was lower than the previous day. The implied volatity was -, the open interest changed by 1475 which increased total open position to 17325
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 588.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -550 which decreased total open position to 15850
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 487.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -1700 which decreased total open position to 16400
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 362.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 5600 which increased total open position to 18100
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 294.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 5225 which increased total open position to 12500
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 395.40, which was lower than the previous day. The implied volatity was -, the open interest changed by -950 which decreased total open position to 7275
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 346.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 1425 which increased total open position to 8225
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 395.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -5150 which decreased total open position to 6800
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 330.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -3500 which decreased total open position to 11950
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 316.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 4400 which increased total open position to 15450
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 352.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 8900 which increased total open position to 11050
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 327.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 725 which increased total open position to 2150
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 205.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 1200 which increased total open position to 1425
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 413.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 225
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 212.00, 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 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 350.00, 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 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 350.00, 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 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 354.10, 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 354.10, 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 354.10, 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 354.10, 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 354.10, 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 354.10, 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 354.10, 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 | 10.6 | -11.05 | - | 54,31,725 | 3,04,575 | 6,53,250 |
| 27 Jun | 24044.50 | 21.65 | - | 16,99,400 | 1,70,250 | 3,48,675 | |
| 26 Jun | 23868.80 | 36.7 | - | 9,27,350 | 29,475 | 1,78,425 | |
| 25 Jun | 23721.30 | 65 | - | 7,82,925 | 25,900 | 1,48,950 | |
| 24 Jun | 23537.85 | 100 | - | 7,58,375 | 88,575 | 1,23,050 | |
| 21 Jun | 23501.10 | 125.75 | - | 5,06,750 | 9,975 | 34,475 | |
| 20 Jun | 23567.00 | 107.00 | - | 55,925 | 3,400 | 24,500 | |
| 19 Jun | 23516.00 | 160.70 | - | 35,625 | 2,225 | 21,100 | |
| 18 Jun | 23557.90 | 128.00 | - | 15,675 | 800 | 18,875 | |
| 14 Jun | 23465.60 | 185.35 | - | 23,025 | -1,175 | 18,075 | |
| 13 Jun | 23398.90 | 232.25 | - | 7,325 | 2,225 | 19,250 | |
| 12 Jun | 23322.95 | 285.80 | - | 18,450 | 11,825 | 17,025 | |
| 11 Jun | 23264.85 | 338.55 | - | 5,250 | 875 | 5,200 | |
| 10 Jun | 23259.20 | 375.50 | - | 6,500 | 3,775 | 4,325 | |
| 7 Jun | 23290.15 | 397.20 | - | 1,675 | 550 | 550 | |
| 6 Jun | 22821.40 | 540.85 | - | 0 | 0 | 0 | |
| 5 Jun | 22620.35 | 540.85 | - | 0 | 0 | 0 | |
| 4 Jun | 21884.50 | 540.85 | - | 0 | 0 | 0 | |
| 3 Jun | 23263.90 | 0.00 | - | 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 23350 expiring on 04JUL2024
Delta for 23350 PE is -
Historical price for 23350 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 10.6, which was -11.05 lower than the previous day. The implied volatity was -, the open interest changed by 304575 which increased total open position to 653250
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 21.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 170250 which increased total open position to 348675
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 36.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 29475 which increased total open position to 178425
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 65, which was lower than the previous day. The implied volatity was -, the open interest changed by 25900 which increased total open position to 148950
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 100, which was lower than the previous day. The implied volatity was -, the open interest changed by 88575 which increased total open position to 123050
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 125.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 9975 which increased total open position to 34475
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 107.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3400 which increased total open position to 24500
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 160.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 2225 which increased total open position to 21100
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 128.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 800 which increased total open position to 18875
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 185.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -1175 which decreased total open position to 18075
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 232.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 2225 which increased total open position to 19250
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 285.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 11825 which increased total open position to 17025
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 338.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 875 which increased total open position to 5200
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 375.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 3775 which increased total open position to 4325
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 397.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 550
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 540.85, 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 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 540.85, 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 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 540.85, 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 3 Jun NIFTY was trading at 23263.90. 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 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