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 | 631.9 | 9.90 | - | 24,375 | -10,500 | 36,000 | |||
| 27 Jun | 24044.50 | 622 | - | 66,275 | -9,675 | 46,500 | ||||
| 26 Jun | 23868.80 | 494 | - | 99,700 | 1,425 | 56,175 | ||||
| 25 Jun | 23721.30 | 409.95 | - | 2,08,625 | -9,900 | 54,750 | ||||
| 24 Jun | 23537.85 | 281.5 | - | 8,56,125 | 27,550 | 64,650 | ||||
| 21 Jun | 23501.10 | 230.75 | - | 6,80,025 | 19,775 | 37,100 | ||||
| 20 Jun | 23567.00 | 322.75 | - | 78,150 | -4,250 | 17,325 | ||||
| 19 Jun | 23516.00 | 283.45 | - | 64,800 | 4,450 | 21,575 | ||||
| 18 Jun | 23557.90 | 323.00 | - | 22,225 | -9,100 | 17,125 | ||||
| 14 Jun | 23465.60 | 263.05 | - | 59,225 | 7,275 | 26,225 | ||||
| 13 Jun | 23398.90 | 263.25 | - | 7,775 | 4,750 | 18,950 | ||||
| 12 Jun | 23322.95 | 283.50 | - | 15,800 | 12,475 | 14,200 | ||||
| 11 Jun | 23264.85 | 271.45 | - | 850 | -150 | 1,725 | ||||
| 10 Jun | 23259.20 | 325.15 | - | 1,425 | 1,050 | 1,875 | ||||
| 7 Jun | 23290.15 | 362.10 | - | 1,600 | 800 | 825 | ||||
| 6 Jun | 22821.40 | 180.00 | - | 50 | 25 | 25 | ||||
| 5 Jun | 22620.35 | 313.80 | - | 0 | 0 | 0 | ||||
| 4 Jun | 21884.50 | 313.80 | - | 0 | 0 | 0 | ||||
| 3 Jun | 23263.90 | 313.80 | - | 0 | 0 | 0 | ||||
| 31 May | 22530.70 | 313.80 | - | 0 | 0 | 0 | ||||
| 30 May | 22488.65 | 313.80 | - | 0 | 0 | 0 | ||||
| 29 May | 22704.70 | 313.80 | - | 0 | 0 | 0 | ||||
| 28 May | 22888.15 | 313.80 | - | 0 | 0 | 0 | ||||
| 27 May | 22932.45 | 313.80 | - | 0 | 0 | 0 | ||||
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| 24 May | 22957.10 | 313.80 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 23450 expiring on 04JUL2024
Delta for 23450 CE is -
Historical price for 23450 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 631.9, which was 9.90 higher than the previous day. The implied volatity was -, the open interest changed by -10500 which decreased total open position to 36000
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 622, which was lower than the previous day. The implied volatity was -, the open interest changed by -9675 which decreased total open position to 46500
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 494, which was lower than the previous day. The implied volatity was -, the open interest changed by 1425 which increased total open position to 56175
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 409.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -9900 which decreased total open position to 54750
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 281.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 27550 which increased total open position to 64650
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 230.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 19775 which increased total open position to 37100
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 322.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -4250 which decreased total open position to 17325
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 283.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 4450 which increased total open position to 21575
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 323.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -9100 which decreased total open position to 17125
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 263.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 7275 which increased total open position to 26225
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 263.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 4750 which increased total open position to 18950
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 283.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 12475 which increased total open position to 14200
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 271.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 1725
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 325.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 1050 which increased total open position to 1875
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 362.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 800 which increased total open position to 825
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 180.00, 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 313.80, 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 313.80, 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 313.80, 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 313.80, 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 313.80, 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 313.80, 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 313.80, 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 313.80, 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 313.80, 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 | 15.35 | -13.10 | - | 68,04,075 | 1,26,350 | 5,30,125 |
| 27 Jun | 24044.50 | 28.45 | - | 19,76,000 | 1,91,225 | 4,03,775 | |
| 26 Jun | 23868.80 | 50.25 | - | 10,48,375 | 48,375 | 2,12,550 | |
| 25 Jun | 23721.30 | 83.45 | - | 7,29,125 | 39,500 | 1,64,175 | |
| 24 Jun | 23537.85 | 128.5 | - | 9,21,650 | 49,225 | 1,24,675 | |
| 21 Jun | 23501.10 | 165.00 | - | 10,72,550 | 42,975 | 75,450 | |
| 20 Jun | 23567.00 | 136.00 | - | 1,09,100 | 10,800 | 32,475 | |
| 19 Jun | 23516.00 | 187.90 | - | 76,500 | 500 | 21,675 | |
| 18 Jun | 23557.90 | 157.90 | - | 23,225 | 1,000 | 21,175 | |
| 14 Jun | 23465.60 | 221.35 | - | 50,175 | 5,950 | 20,175 | |
| 13 Jun | 23398.90 | 271.50 | - | 10,850 | 5,950 | 14,225 | |
| 12 Jun | 23322.95 | 335.00 | - | 8,675 | 7,925 | 8,275 | |
| 11 Jun | 23264.85 | 354.65 | - | 475 | 75 | 350 | |
| 10 Jun | 23259.20 | 466.30 | - | 550 | 275 | 275 | |
| 7 Jun | 23290.15 | 599.75 | - | 0 | 0 | 0 | |
| 6 Jun | 22821.40 | 599.75 | - | 0 | 0 | 0 | |
| 5 Jun | 22620.35 | 599.75 | - | 0 | 0 | 0 | |
| 4 Jun | 21884.50 | 599.75 | - | 0 | 0 | 0 | |
| 3 Jun | 23263.90 | 599.75 | - | 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 23450 expiring on 04JUL2024
Delta for 23450 PE is -
Historical price for 23450 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 15.35, which was -13.10 lower than the previous day. The implied volatity was -, the open interest changed by 126350 which increased total open position to 530125
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 28.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 191225 which increased total open position to 403775
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 50.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 48375 which increased total open position to 212550
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 83.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 39500 which increased total open position to 164175
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 128.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 49225 which increased total open position to 124675
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 165.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 42975 which increased total open position to 75450
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 136.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 10800 which increased total open position to 32475
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 187.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 21675
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 157.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 1000 which increased total open position to 21175
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 221.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 5950 which increased total open position to 20175
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 271.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 5950 which increased total open position to 14225
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 335.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 7925 which increased total open position to 8275
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 354.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 350
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 466.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 275
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 599.75, 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 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 599.75, 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 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 599.75, 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 599.75, 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 599.75, 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 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