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 | 446.35 | 7.80 | - | 1,40,650 | -9,675 | 71,600 | |||
| 27 Jun | 24044.50 | 438.55 | - | 3,57,625 | 8,275 | 81,275 | ||||
| 26 Jun | 23868.80 | 337.8 | - | 6,36,425 | -7,750 | 73,000 | ||||
| 25 Jun | 23721.30 | 263.8 | - | 13,80,225 | -15,875 | 80,750 | ||||
| 24 Jun | 23537.85 | 169.95 | - | 6,38,300 | 7,150 | 96,625 | ||||
| 21 Jun | 23501.10 | 137.80 | - | 7,07,975 | 52,925 | 89,475 | ||||
| 20 Jun | 23567.00 | 210.00 | - | 1,62,425 | 7,450 | 36,550 | ||||
| 19 Jun | 23516.00 | 179.50 | - | 90,425 | 17,200 | 29,100 | ||||
| 18 Jun | 23557.90 | 211.75 | - | 9,600 | 2,600 | 11,900 | ||||
| 14 Jun | 23465.60 | 172.75 | - | 15,225 | 8,050 | 9,300 | ||||
| 13 Jun | 23398.90 | 164.35 | - | 1,400 | 600 | 1,250 | ||||
| 12 Jun | 23322.95 | 196.30 | - | 900 | 150 | 650 | ||||
| 11 Jun | 23264.85 | 201.00 | - | 650 | 500 | 500 | ||||
| 10 Jun | 23259.20 | 262.35 | - | 275 | 0 | 0 | ||||
| 7 Jun | 23290.15 | 243.30 | - | 0 | 0 | 0 | ||||
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| 6 Jun | 22821.40 | 243.30 | - | 0 | 0 | 0 | ||||
| 5 Jun | 22620.35 | 243.30 | - | 0 | 0 | 0 | ||||
| 4 Jun | 21884.50 | 243.30 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 23650 expiring on 04JUL2024
Delta for 23650 CE is -
Historical price for 23650 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 446.35, which was 7.80 higher than the previous day. The implied volatity was -, the open interest changed by -9675 which decreased total open position to 71600
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 438.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 8275 which increased total open position to 81275
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 337.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -7750 which decreased total open position to 73000
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 263.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -15875 which decreased total open position to 80750
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 7150 which increased total open position to 96625
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 137.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 52925 which increased total open position to 89475
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 210.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 7450 which increased total open position to 36550
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 179.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 17200 which increased total open position to 29100
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 211.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 2600 which increased total open position to 11900
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 172.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 8050 which increased total open position to 9300
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 164.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 1250
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 196.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 650
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 201.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 500
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 262.35, 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 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 243.30, 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 243.30, 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 243.30, 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 243.30, 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 | 30.9 | -17.65 | - | 1,04,48,450 | 40,350 | 8,10,650 |
| 27 Jun | 24044.50 | 48.55 | - | 44,70,525 | 4,41,950 | 7,70,300 | |
| 26 Jun | 23868.80 | 91 | - | 16,01,150 | 1,17,950 | 3,28,350 | |
| 25 Jun | 23721.30 | 136.6 | - | 15,79,800 | 1,69,550 | 2,10,400 | |
| 24 Jun | 23537.85 | 207.4 | - | 1,62,175 | 11,625 | 40,850 | |
| 21 Jun | 23501.10 | 263.60 | - | 4,05,975 | 15,050 | 29,225 | |
| 20 Jun | 23567.00 | 214.15 | - | 62,650 | -4,950 | 14,175 | |
| 19 Jun | 23516.00 | 284.80 | - | 28,825 | 5,850 | 19,125 | |
| 18 Jun | 23557.90 | 243.45 | - | 20,925 | 7,125 | 13,275 | |
| 14 Jun | 23465.60 | 318.00 | - | 4,575 | 3,850 | 6,150 | |
| 13 Jun | 23398.90 | 400.70 | - | 425 | 250 | 2,300 | |
| 12 Jun | 23322.95 | 446.85 | - | 150 | 250 | 2,050 | |
| 11 Jun | 23264.85 | 460.45 | - | 250 | -25 | 1,800 | |
| 10 Jun | 23259.20 | 581.40 | - | 1,850 | 1,825 | 1,825 | |
| 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 23650 expiring on 04JUL2024
Delta for 23650 PE is -
Historical price for 23650 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 30.9, which was -17.65 lower than the previous day. The implied volatity was -, the open interest changed by 40350 which increased total open position to 810650
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 48.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 441950 which increased total open position to 770300
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 91, which was lower than the previous day. The implied volatity was -, the open interest changed by 117950 which increased total open position to 328350
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 136.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 169550 which increased total open position to 210400
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 207.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 11625 which increased total open position to 40850
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 263.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 15050 which increased total open position to 29225
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 214.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -4950 which decreased total open position to 14175
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 284.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 5850 which increased total open position to 19125
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 243.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 7125 which increased total open position to 13275
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 318.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3850 which increased total open position to 6150
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 400.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 2300
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 446.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 2050
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 460.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 1800
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 581.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 1825 which increased total open position to 1825
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