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 | 584 | 13.00 | - | 7,25,850 | -26,375 | 6,20,375 | |||
| 27 Jun | 24044.50 | 571 | - | 17,93,475 | 46,200 | 6,46,750 | ||||
| 26 Jun | 23868.80 | 454.85 | - | 10,86,350 | -1,24,525 | 6,00,550 | ||||
| 25 Jun | 23721.30 | 365.2 | - | 33,75,625 | -2,24,725 | 7,25,075 | ||||
| 24 Jun | 23537.85 | 255.7 | - | 57,90,200 | 3,57,525 | 9,49,800 | ||||
| 21 Jun | 23501.10 | 205.00 | - | 44,51,100 | 2,84,300 | 5,92,275 | ||||
| 20 Jun | 23567.00 | 291.25 | - | 10,91,850 | -18,275 | 3,07,975 | ||||
| 19 Jun | 23516.00 | 259.20 | - | 6,15,000 | 82,825 | 3,26,250 | ||||
| 18 Jun | 23557.90 | 294.15 | - | 3,64,200 | 23,975 | 2,43,425 | ||||
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| 14 Jun | 23465.60 | 255.60 | - | 3,28,575 | 60,650 | 2,19,450 | ||||
| 13 Jun | 23398.90 | 244.00 | - | 1,41,850 | 65,075 | 1,58,800 | ||||
| 12 Jun | 23322.95 | 262.00 | - | 98,050 | 54,850 | 93,725 | ||||
| 11 Jun | 23264.85 | 259.40 | - | 1,03,875 | 8,325 | 38,875 | ||||
| 10 Jun | 23259.20 | 270.40 | - | 62,550 | 10,525 | 30,550 | ||||
| 7 Jun | 23290.15 | 336.20 | - | 56,250 | 3,125 | 20,025 | ||||
| 6 Jun | 22821.40 | 178.00 | - | 23,650 | 7,375 | 16,900 | ||||
| 5 Jun | 22620.35 | 102.10 | - | 10,075 | 3,875 | 9,525 | ||||
| 4 Jun | 21884.50 | 138.35 | - | 9,650 | 1,600 | 5,650 | ||||
| 3 Jun | 23263.90 | 530.00 | - | 16,275 | 1,100 | 4,050 | ||||
| 31 May | 22530.70 | 280.00 | - | 1,575 | 50 | 2,950 | ||||
| 30 May | 22488.65 | 260.00 | - | 1,625 | 1,700 | 2,900 | ||||
| 29 May | 22704.70 | 322.15 | - | 250 | 0 | 1,200 | ||||
| 28 May | 22888.15 | 412.60 | - | 200 | 25 | 1,200 | ||||
| 27 May | 22932.45 | 421.95 | - | 300 | 625 | 1,175 | ||||
| 24 May | 22957.10 | 428.85 | - | 1,150 | 550 | 550 | ||||
For NIFTY - strike price 23500 expiring on 04JUL2024
Delta for 23500 CE is -
Historical price for 23500 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 584, which was 13.00 higher than the previous day. The implied volatity was -, the open interest changed by -26375 which decreased total open position to 620375
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 571, which was lower than the previous day. The implied volatity was -, the open interest changed by 46200 which increased total open position to 646750
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 454.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -124525 which decreased total open position to 600550
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 365.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -224725 which decreased total open position to 725075
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 255.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 357525 which increased total open position to 949800
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 205.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 284300 which increased total open position to 592275
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 291.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -18275 which decreased total open position to 307975
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 259.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 82825 which increased total open position to 326250
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 294.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 23975 which increased total open position to 243425
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 255.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 60650 which increased total open position to 219450
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 244.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 65075 which increased total open position to 158800
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 262.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 54850 which increased total open position to 93725
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 259.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 8325 which increased total open position to 38875
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 270.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 10525 which increased total open position to 30550
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 336.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 3125 which increased total open position to 20025
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 178.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 7375 which increased total open position to 16900
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 102.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 3875 which increased total open position to 9525
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 138.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 1600 which increased total open position to 5650
On 3 Jun NIFTY was trading at 23263.90. The strike last trading price was 530.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1100 which increased total open position to 4050
On 31 May NIFTY was trading at 22530.70. The strike last trading price was 280.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 2950
On 30 May NIFTY was trading at 22488.65. The strike last trading price was 260.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1700 which increased total open position to 2900
On 29 May NIFTY was trading at 22704.70. The strike last trading price was 322.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1200
On 28 May NIFTY was trading at 22888.15. The strike last trading price was 412.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 1200
On 27 May NIFTY was trading at 22932.45. The strike last trading price was 421.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 625 which increased total open position to 1175
On 24 May NIFTY was trading at 22957.10. The strike last trading price was 428.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 550
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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 | 18.2 | -13.80 | - | 3,20,44,600 | 16,08,400 | 48,44,025 |
| 27 Jun | 24044.50 | 32 | - | 1,48,49,575 | 16,02,350 | 32,35,625 | |
| 26 Jun | 23868.80 | 58 | - | 58,57,250 | 3,49,000 | 16,33,275 | |
| 25 Jun | 23721.30 | 93.4 | - | 47,04,100 | 1,62,000 | 12,84,275 | |
| 24 Jun | 23537.85 | 147 | - | 57,37,850 | 4,42,450 | 11,22,275 | |
| 21 Jun | 23501.10 | 189.00 | - | 60,92,850 | 2,74,825 | 6,79,825 | |
| 20 Jun | 23567.00 | 152.00 | - | 14,11,525 | 1,24,150 | 4,05,000 | |
| 19 Jun | 23516.00 | 208.00 | - | 7,18,300 | 12,375 | 2,80,850 | |
| 18 Jun | 23557.90 | 172.50 | - | 3,80,900 | 17,275 | 2,68,475 | |
| 14 Jun | 23465.60 | 240.10 | - | 2,48,025 | 91,950 | 2,51,200 | |
| 13 Jun | 23398.90 | 297.50 | - | 1,22,125 | 65,600 | 1,59,250 | |
| 12 Jun | 23322.95 | 359.60 | - | 1,31,425 | 70,250 | 93,650 | |
| 11 Jun | 23264.85 | 405.00 | - | 34,000 | 8,825 | 23,400 | |
| 10 Jun | 23259.20 | 485.00 | - | 20,400 | 13,250 | 14,575 | |
| 7 Jun | 23290.15 | 458.80 | - | 1,725 | 1,325 | 1,325 | |
| 6 Jun | 22821.40 | 630.45 | - | 0 | 0 | 0 | |
| 5 Jun | 22620.35 | 630.45 | - | 0 | 0 | 0 | |
| 4 Jun | 21884.50 | 630.45 | - | 0 | 0 | 0 | |
| 3 Jun | 23263.90 | 630.45 | - | 0 | 0 | 0 | |
| 31 May | 22530.70 | 630.45 | - | 0 | 0 | 0 | |
| 30 May | 22488.65 | 630.45 | - | 0 | 0 | 0 | |
| 29 May | 22704.70 | 630.45 | - | 0 | 0 | 0 | |
| 28 May | 22888.15 | 630.45 | - | 0 | 0 | 0 | |
| 27 May | 22932.45 | 630.45 | - | 0 | 0 | 0 | |
| 24 May | 22957.10 | 0.00 | - | 0 | 0 | 0 | |
For NIFTY - strike price 23500 expiring on 04JUL2024
Delta for 23500 PE is -
Historical price for 23500 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 18.2, which was -13.80 lower than the previous day. The implied volatity was -, the open interest changed by 1608400 which increased total open position to 4844025
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 32, which was lower than the previous day. The implied volatity was -, the open interest changed by 1602350 which increased total open position to 3235625
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 58, which was lower than the previous day. The implied volatity was -, the open interest changed by 349000 which increased total open position to 1633275
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 93.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 162000 which increased total open position to 1284275
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 147, which was lower than the previous day. The implied volatity was -, the open interest changed by 442450 which increased total open position to 1122275
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 189.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 274825 which increased total open position to 679825
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 152.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 124150 which increased total open position to 405000
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 208.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 12375 which increased total open position to 280850
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 172.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 17275 which increased total open position to 268475
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 240.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 91950 which increased total open position to 251200
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 297.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 65600 which increased total open position to 159250
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 359.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 70250 which increased total open position to 93650
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 405.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 8825 which increased total open position to 23400
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 485.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 13250 which increased total open position to 14575
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 458.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 1325 which increased total open position to 1325
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 630.45, 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 630.45, 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 630.45, 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 630.45, 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 630.45, 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 30 May NIFTY was trading at 22488.65. The strike last trading price was 630.45, 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 29 May NIFTY was trading at 22704.70. The strike last trading price was 630.45, 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 28 May NIFTY was trading at 22888.15. The strike last trading price was 630.45, 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 27 May NIFTY was trading at 22932.45. The strike last trading price was 630.45, 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 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