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 | |||
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| 28 Jun | 24010.60 | 402.95 | 1.55 | - | 14,74,925 | -2,58,450 | 5,52,425 | |||
| 27 Jun | 24044.50 | 401.4 | - | 36,52,650 | -46,000 | 8,10,875 | ||||
| 26 Jun | 23868.80 | 297 | - | 62,31,500 | 29,325 | 8,56,875 | ||||
| 25 Jun | 23721.30 | 229.75 | - | 43,81,600 | 4,16,250 | 8,27,550 | ||||
| 24 Jun | 23537.85 | 146 | - | 17,36,000 | 92,450 | 4,11,300 | ||||
| 21 Jun | 23501.10 | 115.95 | - | 19,55,100 | 1,58,350 | 3,18,850 | ||||
| 20 Jun | 23567.00 | 176.80 | - | 5,93,100 | 91,250 | 1,60,500 | ||||
| 19 Jun | 23516.00 | 160.30 | - | 2,96,375 | 24,250 | 69,250 | ||||
| 18 Jun | 23557.90 | 180.00 | - | 97,925 | 22,250 | 45,000 | ||||
| 14 Jun | 23465.60 | 149.65 | - | 41,725 | 11,150 | 22,750 | ||||
| 13 Jun | 23398.90 | 152.50 | - | 13,450 | 7,825 | 11,600 | ||||
| 12 Jun | 23322.95 | 171.60 | - | 7,925 | -2,850 | 3,775 | ||||
| 11 Jun | 23264.85 | 170.20 | - | 2,825 | 400 | 6,625 | ||||
| 10 Jun | 23259.20 | 197.25 | - | 13,625 | 4,850 | 6,225 | ||||
| 7 Jun | 23290.15 | 253.70 | - | 1,850 | 1,350 | 1,375 | ||||
| 6 Jun | 22821.40 | 99.30 | - | 1,400 | 25 | 25 | ||||
| 5 Jun | 22620.35 | 82.95 | - | 0 | 0 | 0 | ||||
| 4 Jun | 21884.50 | 82.95 | - | 25 | 0 | 0 | ||||
For NIFTY - strike price 23700 expiring on 04JUL2024
Delta for 23700 CE is -
Historical price for 23700 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 402.95, which was 1.55 higher than the previous day. The implied volatity was -, the open interest changed by -258450 which decreased total open position to 552425
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 401.4, which was lower than the previous day. The implied volatity was -, the open interest changed by -46000 which decreased total open position to 810875
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 297, which was lower than the previous day. The implied volatity was -, the open interest changed by 29325 which increased total open position to 856875
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 229.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 416250 which increased total open position to 827550
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 146, which was lower than the previous day. The implied volatity was -, the open interest changed by 92450 which increased total open position to 411300
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 115.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 158350 which increased total open position to 318850
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 176.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 91250 which increased total open position to 160500
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 160.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 24250 which increased total open position to 69250
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 180.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 22250 which increased total open position to 45000
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 149.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 11150 which increased total open position to 22750
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 152.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 7825 which increased total open position to 11600
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 171.60, which was lower than the previous day. The implied volatity was -, the open interest changed by -2850 which decreased total open position to 3775
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 170.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 6625
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 197.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 4850 which increased total open position to 6225
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 253.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 1350 which increased total open position to 1375
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 99.30, 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 82.95, 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 82.95, 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 | 37.15 | -20.85 | - | 2,57,54,175 | 7,76,850 | 30,80,675 |
| 27 Jun | 24044.50 | 58 | - | 1,31,23,850 | 10,06,250 | 23,03,825 | |
| 26 Jun | 23868.80 | 104 | - | 78,87,150 | 6,59,075 | 12,97,575 | |
| 25 Jun | 23721.30 | 152.8 | - | 31,21,775 | 5,15,425 | 6,38,500 | |
| 24 Jun | 23537.85 | 239.1 | - | 5,05,000 | 19,625 | 1,23,075 | |
| 21 Jun | 23501.10 | 300.15 | - | 11,36,950 | 67,225 | 1,03,450 | |
| 20 Jun | 23567.00 | 244.20 | - | 2,24,625 | -950 | 36,225 | |
| 19 Jun | 23516.00 | 313.00 | - | 1,35,575 | 2,725 | 37,175 | |
| 18 Jun | 23557.90 | 266.00 | - | 58,275 | 6,050 | 34,450 | |
| 14 Jun | 23465.60 | 355.00 | - | 15,950 | 10,250 | 28,400 | |
| 13 Jun | 23398.90 | 418.90 | - | 8,725 | 7,500 | 18,150 | |
| 12 Jun | 23322.95 | 467.45 | - | 9,150 | 8,700 | 10,650 | |
| 11 Jun | 23264.85 | 490.10 | - | 625 | 275 | 1,950 | |
| 10 Jun | 23259.20 | 577.65 | - | 1,775 | 1,675 | 1,675 | |
| 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 23700 expiring on 04JUL2024
Delta for 23700 PE is -
Historical price for 23700 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 37.15, which was -20.85 lower than the previous day. The implied volatity was -, the open interest changed by 776850 which increased total open position to 3080675
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 58, which was lower than the previous day. The implied volatity was -, the open interest changed by 1006250 which increased total open position to 2303825
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 104, which was lower than the previous day. The implied volatity was -, the open interest changed by 659075 which increased total open position to 1297575
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 152.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 515425 which increased total open position to 638500
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 239.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 19625 which increased total open position to 123075
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 300.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 67225 which increased total open position to 103450
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 244.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -950 which decreased total open position to 36225
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 313.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2725 which increased total open position to 37175
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 266.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 6050 which increased total open position to 34450
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 355.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 10250 which increased total open position to 28400
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 418.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 7500 which increased total open position to 18150
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 467.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 8700 which increased total open position to 10650
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 490.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 1950
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 577.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 1675 which increased total open position to 1675
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