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 | 320 | -3.00 | - | 39,70,975 | -3,14,525 | 7,95,275 | |||
| 27 Jun | 24044.50 | 323 | - | 1,00,61,950 | 2,33,775 | 11,09,800 | ||||
| 26 Jun | 23868.80 | 233 | - | 70,16,925 | 4,37,275 | 8,76,025 | ||||
| 25 Jun | 23721.30 | 173.4 | - | 26,49,375 | 1,55,650 | 4,38,750 | ||||
| 24 Jun | 23537.85 | 103.45 | - | 17,36,750 | 85,250 | 2,83,100 | ||||
| 21 Jun | 23501.10 | 83.00 | - | 15,52,800 | 83,225 | 1,97,850 | ||||
| 20 Jun | 23567.00 | 135.45 | - | 6,23,850 | 14,700 | 1,14,625 | ||||
| 19 Jun | 23516.00 | 126.55 | - | 3,43,500 | 29,775 | 99,925 | ||||
| 18 Jun | 23557.90 | 139.90 | - | 1,25,525 | 19,575 | 70,150 | ||||
| 14 Jun | 23465.60 | 119.35 | - | 75,675 | 27,500 | 50,575 | ||||
| 13 Jun | 23398.90 | 124.10 | - | 33,000 | 18,375 | 23,075 | ||||
| 12 Jun | 23322.95 | 142.00 | - | 13,375 | -5,175 | 4,700 | ||||
| 11 Jun | 23264.85 | 141.40 | - | 15,350 | 1,825 | 9,875 | ||||
| 10 Jun | 23259.20 | 173.60 | - | 18,050 | 7,975 | 8,050 | ||||
| 7 Jun | 23290.15 | 89.40 | - | 175 | 75 | 75 | ||||
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| 6 Jun | 22821.40 | 99.15 | - | 25 | 0 | 0 | ||||
| 5 Jun | 22620.35 | 198.70 | - | 0 | 0 | 0 | ||||
| 4 Jun | 21884.50 | 198.70 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 23800 expiring on 04JUL2024
Delta for 23800 CE is -
Historical price for 23800 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 320, which was -3.00 lower than the previous day. The implied volatity was -, the open interest changed by -314525 which decreased total open position to 795275
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 323, which was lower than the previous day. The implied volatity was -, the open interest changed by 233775 which increased total open position to 1109800
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 233, which was lower than the previous day. The implied volatity was -, the open interest changed by 437275 which increased total open position to 876025
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 173.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 155650 which increased total open position to 438750
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 103.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 85250 which increased total open position to 283100
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 83.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 83225 which increased total open position to 197850
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 135.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 14700 which increased total open position to 114625
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 126.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 29775 which increased total open position to 99925
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 139.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 19575 which increased total open position to 70150
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 119.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 27500 which increased total open position to 50575
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 124.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 18375 which increased total open position to 23075
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 142.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -5175 which decreased total open position to 4700
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 141.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 1825 which increased total open position to 9875
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 173.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 7975 which increased total open position to 8050
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 89.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 75
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 99.15, 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 198.70, 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 198.70, 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 | 54.9 | -23.15 | - | 4,07,71,325 | 5,42,175 | 34,25,950 |
| 27 Jun | 24044.50 | 78.05 | - | 1,98,91,650 | 19,22,875 | 28,83,775 | |
| 26 Jun | 23868.80 | 140.1 | - | 58,84,775 | 7,95,425 | 9,60,900 | |
| 25 Jun | 23721.30 | 200.9 | - | 7,69,725 | 81,575 | 1,65,475 | |
| 24 Jun | 23537.85 | 296.2 | - | 3,42,225 | 17,225 | 83,900 | |
| 21 Jun | 23501.10 | 367.30 | - | 3,89,850 | 42,550 | 66,675 | |
| 20 Jun | 23567.00 | 291.00 | - | 1,27,275 | -9,050 | 24,125 | |
| 19 Jun | 23516.00 | 371.00 | - | 92,475 | 5,225 | 33,175 | |
| 18 Jun | 23557.90 | 324.00 | - | 14,000 | 6,550 | 27,950 | |
| 14 Jun | 23465.60 | 419.10 | - | 23,625 | 21,400 | 21,400 | |
| 13 Jun | 23398.90 | 542.00 | - | 0 | 0 | 0 | |
| 12 Jun | 23322.95 | 542.00 | - | 150 | 0 | 0 | |
| 11 Jun | 23264.85 | 831.70 | - | 0 | 0 | 0 | |
| 10 Jun | 23259.20 | 831.70 | - | 0 | 0 | 0 | |
| 7 Jun | 23290.15 | 831.70 | - | 0 | 0 | 0 | |
| 6 Jun | 22821.40 | 831.70 | - | 0 | 0 | 0 | |
| 5 Jun | 22620.35 | 831.70 | - | 0 | 0 | 0 | |
| 4 Jun | 21884.50 | 831.70 | - | 0 | 0 | 0 | |
For NIFTY - strike price 23800 expiring on 04JUL2024
Delta for 23800 PE is -
Historical price for 23800 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 54.9, which was -23.15 lower than the previous day. The implied volatity was -, the open interest changed by 542175 which increased total open position to 3425950
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 78.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 1922875 which increased total open position to 2883775
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 140.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 795425 which increased total open position to 960900
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 200.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 81575 which increased total open position to 165475
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 296.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 17225 which increased total open position to 83900
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 367.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 42550 which increased total open position to 66675
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 291.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -9050 which decreased total open position to 24125
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 371.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 5225 which increased total open position to 33175
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 324.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 6550 which increased total open position to 27950
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 419.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 21400 which increased total open position to 21400
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 542.00, 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 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 542.00, 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 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 831.70, 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 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 831.70, 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 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 831.70, 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 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 831.70, 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 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 831.70, 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 831.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0