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 | 361.5 | 1.50 | - | 3,14,950 | -400 | 99,500 | |||
| 27 Jun | 24044.50 | 360 | - | 11,01,900 | -4,125 | 99,900 | ||||
| 26 Jun | 23868.80 | 264 | - | 17,86,000 | -2,275 | 1,04,025 | ||||
| 25 Jun | 23721.30 | 202.5 | - | 9,08,725 | 29,600 | 1,06,300 | ||||
| 24 Jun | 23537.85 | 127.6 | - | 5,52,975 | 27,500 | 76,700 | ||||
| 21 Jun | 23501.10 | 96.85 | - | 5,34,225 | 28,925 | 49,200 | ||||
| 20 Jun | 23567.00 | 155.60 | - | 1,13,275 | 5,200 | 20,275 | ||||
| 19 Jun | 23516.00 | 141.65 | - | 40,700 | 7,225 | 15,075 | ||||
| 18 Jun | 23557.90 | 156.90 | - | 9,650 | 7,850 | 7,850 | ||||
| 14 Jun | 23465.60 | 130.55 | - | 0 | 50 | 0 | ||||
| 13 Jun | 23398.90 | 130.55 | - | 525 | 50 | 1,550 | ||||
| 12 Jun | 23322.95 | 162.60 | - | 1,700 | 1,500 | 1,500 | ||||
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| 11 Jun | 23264.85 | 211.30 | - | 0 | 1,150 | 0 | ||||
| 10 Jun | 23259.20 | 211.30 | - | 1,375 | 1,150 | 1,200 | ||||
| 7 Jun | 23290.15 | 140.90 | - | 100 | 50 | 50 | ||||
| 6 Jun | 22821.40 | 212.80 | - | 0 | 0 | 0 | ||||
| 5 Jun | 22620.35 | 212.80 | - | 0 | 0 | 0 | ||||
| 4 Jun | 21884.50 | 212.80 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 23750 expiring on 04JUL2024
Delta for 23750 CE is -
Historical price for 23750 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 361.5, which was 1.50 higher than the previous day. The implied volatity was -, the open interest changed by -400 which decreased total open position to 99500
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 360, which was lower than the previous day. The implied volatity was -, the open interest changed by -4125 which decreased total open position to 99900
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 264, which was lower than the previous day. The implied volatity was -, the open interest changed by -2275 which decreased total open position to 104025
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 202.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 29600 which increased total open position to 106300
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 127.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 27500 which increased total open position to 76700
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 96.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 28925 which increased total open position to 49200
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 155.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 5200 which increased total open position to 20275
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 141.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 7225 which increased total open position to 15075
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 156.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 7850 which increased total open position to 7850
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 130.55, 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 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 130.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 1550
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 162.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 1500
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 211.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 1150 which increased total open position to 0
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 211.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 1150 which increased total open position to 1200
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 140.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 50
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 212.80, 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 212.80, 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 212.80, 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 | 45 | -22.50 | - | 1,45,82,475 | 4,47,500 | 9,89,400 |
| 27 Jun | 24044.50 | 67.5 | - | 41,39,325 | 2,96,725 | 5,41,900 | |
| 26 Jun | 23868.80 | 121 | - | 21,60,825 | 1,38,850 | 2,45,175 | |
| 25 Jun | 23721.30 | 176.95 | - | 4,78,325 | 83,875 | 1,06,325 | |
| 24 Jun | 23537.85 | 266.85 | - | 82,575 | 4,225 | 22,450 | |
| 21 Jun | 23501.10 | 324.70 | - | 1,59,325 | 8,675 | 18,225 | |
| 20 Jun | 23567.00 | 267.70 | - | 13,675 | -6,475 | 9,550 | |
| 19 Jun | 23516.00 | 337.70 | - | 5,875 | 2,550 | 16,025 | |
| 18 Jun | 23557.90 | 301.40 | - | 8,350 | 7,700 | 13,475 | |
| 14 Jun | 23465.60 | 384.55 | - | 6,475 | 5,775 | 5,775 | |
| 13 Jun | 23398.90 | 509.55 | - | 0 | 0 | 0 | |
| 12 Jun | 23322.95 | 509.55 | - | 150 | 0 | 0 | |
| 11 Jun | 23264.85 | 0.00 | - | 0 | 0 | 0 | |
| 10 Jun | 23259.20 | 0.00 | - | 0 | 0 | 0 | |
| 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 23750 expiring on 04JUL2024
Delta for 23750 PE is -
Historical price for 23750 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 45, which was -22.50 lower than the previous day. The implied volatity was -, the open interest changed by 447500 which increased total open position to 989400
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 67.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 296725 which increased total open position to 541900
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 121, which was lower than the previous day. The implied volatity was -, the open interest changed by 138850 which increased total open position to 245175
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 176.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 83875 which increased total open position to 106325
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 266.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 4225 which increased total open position to 22450
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 324.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 8675 which increased total open position to 18225
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 267.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -6475 which decreased total open position to 9550
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 337.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 2550 which increased total open position to 16025
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 301.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 7700 which increased total open position to 13475
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 384.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 5775 which increased total open position to 5775
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 509.55, 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 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 509.55, 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 11 Jun NIFTY was trading at 23264.85. 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 10 Jun NIFTY was trading at 23259.20. 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 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