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 | 533.7 | 3.55 | - | 1,13,275 | -4,875 | 62,750 | |||
| 27 Jun | 24044.50 | 530.15 | - | 1,49,150 | 5,725 | 67,625 | ||||
| 26 Jun | 23868.80 | 410 | - | 2,08,800 | -500 | 61,900 | ||||
| 25 Jun | 23721.30 | 326.05 | - | 10,33,875 | -1,03,825 | 62,400 | ||||
| 24 Jun | 23537.85 | 225 | - | 11,58,775 | 91,100 | 1,66,225 | ||||
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| 21 Jun | 23501.10 | 177.40 | - | 9,17,925 | 30,175 | 75,125 | ||||
| 20 Jun | 23567.00 | 272.40 | - | 3,31,350 | 14,750 | 44,950 | ||||
| 19 Jun | 23516.00 | 230.00 | - | 1,77,125 | 14,175 | 30,200 | ||||
| 18 Jun | 23557.90 | 273.70 | - | 73,200 | 1,750 | 16,025 | ||||
| 14 Jun | 23465.60 | 224.95 | - | 6,675 | 4,850 | 14,275 | ||||
| 13 Jun | 23398.90 | 225.20 | - | 700 | 300 | 9,425 | ||||
| 12 Jun | 23322.95 | 232.65 | - | 10,825 | 7,250 | 9,125 | ||||
| 11 Jun | 23264.85 | 228.50 | - | 950 | 150 | 1,875 | ||||
| 10 Jun | 23259.20 | 265.80 | - | 1,175 | -225 | 1,725 | ||||
| 7 Jun | 23290.15 | 256.40 | - | 2,375 | 1,850 | 1,950 | ||||
| 6 Jun | 22821.40 | 169.10 | - | 150 | 100 | 100 | ||||
| 5 Jun | 22620.35 | 276.90 | - | 0 | 50 | 0 | ||||
| 4 Jun | 21884.50 | 276.90 | - | 75 | 50 | 50 | ||||
For NIFTY - strike price 23550 expiring on 04JUL2024
Delta for 23550 CE is -
Historical price for 23550 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 533.7, which was 3.55 higher than the previous day. The implied volatity was -, the open interest changed by -4875 which decreased total open position to 62750
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 530.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 5725 which increased total open position to 67625
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 410, which was lower than the previous day. The implied volatity was -, the open interest changed by -500 which decreased total open position to 61900
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 326.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -103825 which decreased total open position to 62400
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 225, which was lower than the previous day. The implied volatity was -, the open interest changed by 91100 which increased total open position to 166225
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 177.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 30175 which increased total open position to 75125
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 272.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 14750 which increased total open position to 44950
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 230.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 14175 which increased total open position to 30200
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 273.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 1750 which increased total open position to 16025
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 224.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 4850 which increased total open position to 14275
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 225.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 9425
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 232.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 7250 which increased total open position to 9125
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 228.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 1875
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 265.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -225 which decreased total open position to 1725
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 256.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 1850 which increased total open position to 1950
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 169.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 100
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 276.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 0
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 276.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 50
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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 | 21.65 | -15.35 | - | 84,86,575 | 1,04,750 | 5,92,925 |
| 27 Jun | 24044.50 | 37 | - | 25,19,350 | 2,10,725 | 4,88,175 | |
| 26 Jun | 23868.80 | 68 | - | 10,94,900 | 38,050 | 2,77,450 | |
| 25 Jun | 23721.30 | 108.35 | - | 13,59,000 | 1,10,375 | 2,39,400 | |
| 24 Jun | 23537.85 | 169.95 | - | 8,56,650 | 67,100 | 1,29,025 | |
| 21 Jun | 23501.10 | 202.65 | - | 9,65,850 | -9,275 | 61,925 | |
| 20 Jun | 23567.00 | 173.70 | - | 2,44,925 | 31,900 | 71,200 | |
| 19 Jun | 23516.00 | 220.85 | - | 1,46,875 | 8,900 | 39,300 | |
| 18 Jun | 23557.90 | 204.00 | - | 92,900 | 26,850 | 30,400 | |
| 14 Jun | 23465.60 | 266.75 | - | 3,325 | 1,025 | 3,550 | |
| 13 Jun | 23398.90 | 318.90 | - | 1,775 | 1,500 | 2,525 | |
| 12 Jun | 23322.95 | 406.75 | - | 500 | 375 | 1,025 | |
| 11 Jun | 23264.85 | 442.10 | - | 350 | 350 | 650 | |
| 10 Jun | 23259.20 | 495.15 | - | 350 | 300 | 300 | |
| 7 Jun | 23290.15 | 0.00 | - | 0 | 0 | 0 | |
| 6 Jun | 22821.40 | 0.00 | - | 0 | 0 | 0 | |
| 5 Jun | 22620.35 | 0.00 | - | 0 | 0 | 0 | |
| 4 Jun | 21884.50 | 0.00 | - | 0 | 0 | 0 | |
For NIFTY - strike price 23550 expiring on 04JUL2024
Delta for 23550 PE is -
Historical price for 23550 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 21.65, which was -15.35 lower than the previous day. The implied volatity was -, the open interest changed by 104750 which increased total open position to 592925
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 37, which was lower than the previous day. The implied volatity was -, the open interest changed by 210725 which increased total open position to 488175
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 68, which was lower than the previous day. The implied volatity was -, the open interest changed by 38050 which increased total open position to 277450
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 108.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 110375 which increased total open position to 239400
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 169.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 67100 which increased total open position to 129025
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 202.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -9275 which decreased total open position to 61925
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 173.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 31900 which increased total open position to 71200
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 220.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 8900 which increased total open position to 39300
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 204.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 26850 which increased total open position to 30400
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 266.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 1025 which increased total open position to 3550
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 318.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 2525
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 406.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 1025
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 442.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 650
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 495.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 300
On 7 Jun NIFTY was trading at 23290.15. 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 6 Jun NIFTY was trading at 22821.40. 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 5 Jun NIFTY was trading at 22620.35. 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 4 Jun NIFTY was trading at 21884.50. 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