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 | 280.6 | -3.30 | - | 14,49,300 | -3,22,225 | 2,70,300 | |||
| 27 Jun | 24044.50 | 283.9 | - | 52,31,275 | 3,00,300 | 5,92,525 | ||||
| 26 Jun | 23868.80 | 205 | - | 25,95,725 | 1,73,500 | 2,92,225 | ||||
| 25 Jun | 23721.30 | 147 | - | 7,89,975 | 27,475 | 1,18,725 | ||||
| 24 Jun | 23537.85 | 91.7 | - | 5,20,750 | 22,750 | 91,250 | ||||
| 21 Jun | 23501.10 | 68.35 | - | 5,31,450 | 48,050 | 68,500 | ||||
| 20 Jun | 23567.00 | 123.25 | - | 71,900 | 6,125 | 20,450 | ||||
| 19 Jun | 23516.00 | 102.75 | - | 33,150 | 9,225 | 14,325 | ||||
| 18 Jun | 23557.90 | 121.80 | - | 8,800 | 4,175 | 5,100 | ||||
| 14 Jun | 23465.60 | 101.00 | - | 2,900 | 925 | 925 | ||||
| 13 Jun | 23398.90 | 224.70 | - | 0 | 550 | 0 | ||||
| 12 Jun | 23322.95 | 224.70 | - | 0 | 550 | 0 | ||||
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| 11 Jun | 23264.85 | 224.70 | - | 25 | 550 | 1,400 | ||||
| 10 Jun | 23259.20 | 178.65 | - | 1,400 | 850 | 850 | ||||
| 7 Jun | 23290.15 | 185.30 | - | 0 | 0 | 0 | ||||
| 6 Jun | 22821.40 | 185.30 | - | 0 | 0 | 0 | ||||
| 5 Jun | 22620.35 | 185.30 | - | 0 | 0 | 0 | ||||
| 4 Jun | 21884.50 | 185.30 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 23850 expiring on 04JUL2024
Delta for 23850 CE is -
Historical price for 23850 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 280.6, which was -3.30 lower than the previous day. The implied volatity was -, the open interest changed by -322225 which decreased total open position to 270300
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 283.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 300300 which increased total open position to 592525
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 205, which was lower than the previous day. The implied volatity was -, the open interest changed by 173500 which increased total open position to 292225
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 147, which was lower than the previous day. The implied volatity was -, the open interest changed by 27475 which increased total open position to 118725
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 91.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 22750 which increased total open position to 91250
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 68.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 48050 which increased total open position to 68500
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 123.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 6125 which increased total open position to 20450
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 102.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 9225 which increased total open position to 14325
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 121.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 4175 which increased total open position to 5100
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 101.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 925 which increased total open position to 925
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 224.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 0
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 224.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 0
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 224.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 1400
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 178.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 850 which increased total open position to 850
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 185.30, 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 185.30, 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 185.30, 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 185.30, 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 | 66.25 | -24.75 | - | 1,68,33,175 | 25,325 | 9,52,575 |
| 27 Jun | 24044.50 | 91 | - | 72,16,250 | 6,51,425 | 9,27,250 | |
| 26 Jun | 23868.80 | 159.95 | - | 20,45,175 | 2,47,975 | 2,75,825 | |
| 25 Jun | 23721.30 | 221.05 | - | 91,775 | 12,275 | 27,850 | |
| 24 Jun | 23537.85 | 331.05 | - | 26,450 | -550 | 15,575 | |
| 21 Jun | 23501.10 | 400.05 | - | 74,375 | 775 | 16,125 | |
| 20 Jun | 23567.00 | 326.70 | - | 20,150 | -9,200 | 15,350 | |
| 19 Jun | 23516.00 | 405.85 | - | 10,175 | 2,025 | 24,550 | |
| 18 Jun | 23557.90 | 353.10 | - | 19,275 | 14,425 | 22,525 | |
| 14 Jun | 23465.60 | 459.05 | - | 8,875 | 8,100 | 8,100 | |
| 13 Jun | 23398.90 | 695.20 | - | 0 | 0 | 0 | |
| 12 Jun | 23322.95 | 695.20 | - | 25 | 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 23850 expiring on 04JUL2024
Delta for 23850 PE is -
Historical price for 23850 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 66.25, which was -24.75 lower than the previous day. The implied volatity was -, the open interest changed by 25325 which increased total open position to 952575
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 91, which was lower than the previous day. The implied volatity was -, the open interest changed by 651425 which increased total open position to 927250
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 159.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 247975 which increased total open position to 275825
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 221.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 12275 which increased total open position to 27850
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 331.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -550 which decreased total open position to 15575
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 400.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 775 which increased total open position to 16125
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 326.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -9200 which decreased total open position to 15350
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 405.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 2025 which increased total open position to 24550
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 353.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 14425 which increased total open position to 22525
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 459.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 8100 which increased total open position to 8100
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 695.20, 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 695.20, 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