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 | 675 | 13.50 | - | 93,000 | -15,450 | 1,86,950 | |||
| 27 Jun | 24044.50 | 661.5 | - | 3,98,775 | -70,975 | 2,02,400 | ||||
| 26 Jun | 23868.80 | 538.4 | - | 4,41,075 | -35,075 | 2,73,375 | ||||
| 25 Jun | 23721.30 | 446.7 | - | 7,16,700 | -82,325 | 3,08,450 | ||||
| 24 Jun | 23537.85 | 317.05 | - | 29,89,625 | 1,68,625 | 3,90,775 | ||||
| 21 Jun | 23501.10 | 263.55 | - | 10,60,800 | 55,700 | 2,22,150 | ||||
| 20 Jun | 23567.00 | 364.85 | - | 2,23,550 | -50 | 1,66,450 | ||||
| 19 Jun | 23516.00 | 321.10 | - | 1,61,800 | 8,025 | 1,66,500 | ||||
| 18 Jun | 23557.90 | 357.95 | - | 83,475 | 2,550 | 1,58,475 | ||||
| 14 Jun | 23465.60 | 311.65 | - | 1,95,375 | 26,550 | 1,55,925 | ||||
| 13 Jun | 23398.90 | 297.85 | - | 72,825 | 43,675 | 1,29,375 | ||||
| 12 Jun | 23322.95 | 308.60 | - | 1,13,000 | 72,500 | 85,700 | ||||
| 11 Jun | 23264.85 | 305.05 | - | 17,275 | 10,475 | 13,200 | ||||
| 10 Jun | 23259.20 | 327.25 | - | 5,825 | 2,550 | 2,725 | ||||
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| 7 Jun | 23290.15 | 230.00 | - | 100 | 100 | 175 | ||||
| 6 Jun | 22821.40 | 188.00 | - | 225 | 75 | 75 | ||||
| 5 Jun | 22620.35 | 284.75 | - | 0 | 0 | 0 | ||||
| 4 Jun | 21884.50 | 284.75 | - | 25 | 0 | 0 | ||||
| 3 Jun | 23263.90 | 333.55 | - | 0 | 0 | 0 | ||||
| 31 May | 22530.70 | 333.55 | - | 0 | 0 | 0 | ||||
| 30 May | 22488.65 | 333.55 | - | 0 | 0 | 0 | ||||
| 29 May | 22704.70 | 333.55 | - | 0 | 0 | 0 | ||||
| 28 May | 22888.15 | 333.55 | - | 0 | 0 | 0 | ||||
| 27 May | 22932.45 | 333.55 | - | 0 | 0 | 0 | ||||
| 24 May | 22957.10 | 333.55 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 23400 expiring on 04JUL2024
Delta for 23400 CE is -
Historical price for 23400 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 675, which was 13.50 higher than the previous day. The implied volatity was -, the open interest changed by -15450 which decreased total open position to 186950
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 661.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -70975 which decreased total open position to 202400
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 538.4, which was lower than the previous day. The implied volatity was -, the open interest changed by -35075 which decreased total open position to 273375
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 446.7, which was lower than the previous day. The implied volatity was -, the open interest changed by -82325 which decreased total open position to 308450
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 317.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 168625 which increased total open position to 390775
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 263.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 55700 which increased total open position to 222150
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 364.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 166450
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 321.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 8025 which increased total open position to 166500
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 357.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 2550 which increased total open position to 158475
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 311.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 26550 which increased total open position to 155925
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 297.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 43675 which increased total open position to 129375
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 308.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 72500 which increased total open position to 85700
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 305.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 10475 which increased total open position to 13200
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 327.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 2550 which increased total open position to 2725
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 230.00, 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 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 188.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 75
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 284.75, 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 284.75, 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 333.55, 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 333.55, 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 333.55, 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 333.55, 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 333.55, 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 333.55, 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 333.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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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 | 12.6 | -11.70 | - | 1,29,36,275 | 5,28,450 | 19,20,450 |
| 27 Jun | 24044.50 | 24.3 | - | 67,01,525 | 3,23,325 | 13,92,000 | |
| 26 Jun | 23868.80 | 43.35 | - | 33,69,275 | 2,65,275 | 10,68,675 | |
| 25 Jun | 23721.30 | 73.7 | - | 29,03,900 | 85,900 | 8,03,400 | |
| 24 Jun | 23537.85 | 113.55 | - | 46,06,400 | 3,18,950 | 7,17,500 | |
| 21 Jun | 23501.10 | 143.30 | - | 24,99,650 | 1,04,200 | 3,98,550 | |
| 20 Jun | 23567.00 | 119.50 | - | 7,14,050 | 70,950 | 2,94,350 | |
| 19 Jun | 23516.00 | 170.00 | - | 4,17,800 | 9,875 | 2,23,400 | |
| 18 Jun | 23557.90 | 142.00 | - | 2,36,700 | 24,900 | 2,13,525 | |
| 14 Jun | 23465.60 | 201.00 | - | 2,83,750 | 37,050 | 1,88,625 | |
| 13 Jun | 23398.90 | 248.20 | - | 1,00,125 | 44,075 | 1,51,575 | |
| 12 Jun | 23322.95 | 298.00 | - | 1,15,000 | 90,025 | 1,07,500 | |
| 11 Jun | 23264.85 | 357.30 | - | 23,675 | 13,300 | 17,475 | |
| 10 Jun | 23259.20 | 440.50 | - | 11,575 | 3,625 | 4,175 | |
| 7 Jun | 23290.15 | 418.05 | - | 1,025 | 550 | 550 | |
| 6 Jun | 22821.40 | 569.90 | - | 0 | 0 | 0 | |
| 5 Jun | 22620.35 | 569.90 | - | 0 | 0 | 0 | |
| 4 Jun | 21884.50 | 569.90 | - | 0 | 0 | 0 | |
| 3 Jun | 23263.90 | 569.90 | - | 0 | 0 | 0 | |
| 31 May | 22530.70 | 569.90 | - | 0 | 0 | 0 | |
| 30 May | 22488.65 | 569.90 | - | 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 23400 expiring on 04JUL2024
Delta for 23400 PE is -
Historical price for 23400 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 12.6, which was -11.70 lower than the previous day. The implied volatity was -, the open interest changed by 528450 which increased total open position to 1920450
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 24.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 323325 which increased total open position to 1392000
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 43.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 265275 which increased total open position to 1068675
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 73.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 85900 which increased total open position to 803400
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 113.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 318950 which increased total open position to 717500
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 143.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 104200 which increased total open position to 398550
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 119.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 70950 which increased total open position to 294350
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 170.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 9875 which increased total open position to 223400
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 142.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 24900 which increased total open position to 213525
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 201.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 37050 which increased total open position to 188625
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 248.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 44075 which increased total open position to 151575
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 298.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 90025 which increased total open position to 107500
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 357.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 13300 which increased total open position to 17475
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 440.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 3625 which increased total open position to 4175
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 418.05, 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 569.90, 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 569.90, 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 569.90, 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 569.90, 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 569.90, 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 569.90, 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