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 | 488.55 | 2.15 | - | 4,03,175 | -43,200 | 3,48,100 | |||
| 27 Jun | 24044.50 | 486.4 | - | 18,35,675 | -2,13,650 | 3,91,300 | ||||
| 26 Jun | 23868.80 | 370.05 | - | 20,58,600 | -22,950 | 6,04,950 | ||||
| 25 Jun | 23721.30 | 295.1 | - | 52,65,375 | 1,27,000 | 6,27,900 | ||||
| 24 Jun | 23537.85 | 195.5 | - | 27,99,375 | 1,48,475 | 5,00,900 | ||||
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| 21 Jun | 23501.10 | 154.00 | - | 34,80,675 | 1,96,500 | 3,52,425 | ||||
| 20 Jun | 23567.00 | 234.00 | - | 7,92,650 | 46,100 | 1,55,925 | ||||
| 19 Jun | 23516.00 | 205.95 | - | 4,57,925 | 20,750 | 1,09,825 | ||||
| 18 Jun | 23557.90 | 234.00 | - | 2,01,900 | 55,150 | 89,075 | ||||
| 14 Jun | 23465.60 | 211.25 | - | 39,675 | 5,400 | 33,925 | ||||
| 13 Jun | 23398.90 | 201.25 | - | 11,450 | 4,625 | 28,525 | ||||
| 12 Jun | 23322.95 | 211.75 | - | 34,550 | 16,375 | 23,900 | ||||
| 11 Jun | 23264.85 | 218.85 | - | 5,850 | 3,575 | 7,525 | ||||
| 10 Jun | 23259.20 | 230.65 | - | 2,950 | 850 | 3,950 | ||||
| 7 Jun | 23290.15 | 281.25 | - | 4,175 | 3,100 | 3,100 | ||||
| 6 Jun | 22821.40 | 156.55 | - | 75 | 0 | 0 | ||||
| 5 Jun | 22620.35 | 259.70 | - | 0 | 0 | 0 | ||||
| 4 Jun | 21884.50 | 259.70 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 23600 expiring on 04JUL2024
Delta for 23600 CE is -
Historical price for 23600 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 488.55, which was 2.15 higher than the previous day. The implied volatity was -, the open interest changed by -43200 which decreased total open position to 348100
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 486.4, which was lower than the previous day. The implied volatity was -, the open interest changed by -213650 which decreased total open position to 391300
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 370.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -22950 which decreased total open position to 604950
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 295.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 127000 which increased total open position to 627900
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 195.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 148475 which increased total open position to 500900
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 154.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 196500 which increased total open position to 352425
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 234.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 46100 which increased total open position to 155925
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 205.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 20750 which increased total open position to 109825
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 234.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 55150 which increased total open position to 89075
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 211.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 5400 which increased total open position to 33925
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 201.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 4625 which increased total open position to 28525
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 211.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 16375 which increased total open position to 23900
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 218.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 3575 which increased total open position to 7525
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 230.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 850 which increased total open position to 3950
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 281.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 3100 which increased total open position to 3100
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 156.55, 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 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 259.70, 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 259.70, 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 | 24.85 | -18.15 | - | 2,41,48,725 | 2,19,575 | 30,04,750 |
| 27 Jun | 24044.50 | 43 | - | 1,25,30,600 | 13,18,800 | 27,85,175 | |
| 26 Jun | 23868.80 | 78.8 | - | 54,63,825 | 4,53,650 | 14,66,375 | |
| 25 Jun | 23721.30 | 120.85 | - | 59,87,350 | 5,88,875 | 10,12,725 | |
| 24 Jun | 23537.85 | 186.05 | - | 20,95,050 | 1,85,350 | 4,23,850 | |
| 21 Jun | 23501.10 | 240.00 | - | 35,85,750 | 94,225 | 2,38,500 | |
| 20 Jun | 23567.00 | 185.05 | - | 5,97,525 | 40,200 | 1,44,275 | |
| 19 Jun | 23516.00 | 260.00 | - | 4,56,575 | 7,875 | 1,04,075 | |
| 18 Jun | 23557.90 | 216.00 | - | 2,35,525 | 73,900 | 96,200 | |
| 14 Jun | 23465.60 | 296.00 | - | 23,800 | -300 | 22,300 | |
| 13 Jun | 23398.90 | 357.00 | - | 12,300 | 5,650 | 22,600 | |
| 12 Jun | 23322.95 | 421.15 | - | 17,125 | 15,300 | 16,950 | |
| 11 Jun | 23264.85 | 468.60 | - | 925 | 750 | 1,650 | |
| 10 Jun | 23259.20 | 514.95 | - | 1,000 | 900 | 900 | |
| 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 23600 expiring on 04JUL2024
Delta for 23600 PE is -
Historical price for 23600 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 24.85, which was -18.15 lower than the previous day. The implied volatity was -, the open interest changed by 219575 which increased total open position to 3004750
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 43, which was lower than the previous day. The implied volatity was -, the open interest changed by 1318800 which increased total open position to 2785175
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 78.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 453650 which increased total open position to 1466375
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 120.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 588875 which increased total open position to 1012725
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 186.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 185350 which increased total open position to 423850
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 240.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 94225 which increased total open position to 238500
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 185.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 40200 which increased total open position to 144275
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 260.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 7875 which increased total open position to 104075
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 216.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 73900 which increased total open position to 96200
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 296.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -300 which decreased total open position to 22300
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 357.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 5650 which increased total open position to 22600
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 421.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 15300 which increased total open position to 16950
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 468.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 1650
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 514.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 900
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