NIFTY
Nifty
Historical option data for NIFTY
28 Jun 2024 04:11 PM IST
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 28 Jun | 24010.60 | 247 | -3.00 | - | 83,28,250 | -97,300 | 12,92,725 | |||
| 27 Jun | 24044.50 | 250 | - | 1,98,90,450 | 5,06,250 | 13,90,025 | ||||
|
|
||||||||||
| 26 Jun | 23868.80 | 180 | - | 48,63,325 | 3,43,125 | 8,83,775 | ||||
| 25 Jun | 23721.30 | 127.25 | - | 25,48,250 | 93,875 | 5,40,650 | ||||
| 24 Jun | 23537.85 | 73 | - | 19,33,525 | 1,00,225 | 4,46,775 | ||||
| 21 Jun | 23501.10 | 58.00 | - | 26,83,625 | 1,92,525 | 3,46,550 | ||||
| 20 Jun | 23567.00 | 99.00 | - | 7,61,725 | 67,050 | 1,54,025 | ||||
| 19 Jun | 23516.00 | 94.55 | - | 3,53,875 | 33,000 | 86,975 | ||||
| 18 Jun | 23557.90 | 99.70 | - | 80,450 | 35,250 | 53,975 | ||||
| 14 Jun | 23465.60 | 88.30 | - | 32,800 | 2,000 | 18,725 | ||||
| 13 Jun | 23398.90 | 92.55 | - | 20,700 | 9,175 | 16,725 | ||||
| 12 Jun | 23322.95 | 116.90 | - | 9,375 | 100 | 7,550 | ||||
| 11 Jun | 23264.85 | 72.40 | - | 3,900 | 2,200 | 7,450 | ||||
| 10 Jun | 23259.20 | 168.80 | - | 6,475 | 3,500 | 5,250 | ||||
| 7 Jun | 23290.15 | 182.85 | - | 2,525 | 1,475 | 1,750 | ||||
| 6 Jun | 22821.40 | 94.55 | - | 375 | 275 | 275 | ||||
| 5 Jun | 22620.35 | 205.45 | - | 0 | 0 | 0 | ||||
| 4 Jun | 21884.50 | 205.45 | - | 25 | 0 | 0 | ||||
For NIFTY - strike price 23900 expiring on 04JUL2024
Delta for 23900 CE is -
Historical price for 23900 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 247, which was -3.00 lower than the previous day. The implied volatity was -, the open interest changed by -97300 which decreased total open position to 1292725
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 250, which was lower than the previous day. The implied volatity was -, the open interest changed by 506250 which increased total open position to 1390025
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 180, which was lower than the previous day. The implied volatity was -, the open interest changed by 343125 which increased total open position to 883775
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 127.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 93875 which increased total open position to 540650
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 73, which was lower than the previous day. The implied volatity was -, the open interest changed by 100225 which increased total open position to 446775
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 58.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 192525 which increased total open position to 346550
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 99.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 67050 which increased total open position to 154025
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 94.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 33000 which increased total open position to 86975
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 99.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 35250 which increased total open position to 53975
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 88.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 2000 which increased total open position to 18725
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 92.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 9175 which increased total open position to 16725
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 116.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 7550
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 72.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 2200 which increased total open position to 7450
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 168.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 3500 which increased total open position to 5250
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 182.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 1475 which increased total open position to 1750
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 94.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 275
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 205.45, 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 205.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
|||||||
|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 28 Jun | 24010.60 | 78.9 | -27.10 | - | 4,66,63,000 | 7,01,850 | 29,84,475 |
| 27 Jun | 24044.50 | 106 | - | 1,97,25,725 | 17,68,375 | 22,82,625 | |
| 26 Jun | 23868.80 | 182.9 | - | 26,66,475 | 4,27,375 | 5,14,250 | |
| 25 Jun | 23721.30 | 252.6 | - | 4,96,400 | 68,200 | 86,875 | |
| 24 Jun | 23537.85 | 365.8 | - | 52,800 | -475 | 18,675 | |
| 21 Jun | 23501.10 | 437.85 | - | 67,200 | 6,650 | 19,150 | |
| 20 Jun | 23567.00 | 366.35 | - | 43,850 | -9,350 | 12,500 | |
| 19 Jun | 23516.00 | 441.40 | - | 21,900 | 275 | 21,850 | |
| 18 Jun | 23557.90 | 385.90 | - | 8,425 | 6,625 | 21,575 | |
| 14 Jun | 23465.60 | 489.30 | - | 16,825 | 14,950 | 14,950 | |
| 13 Jun | 23398.90 | 905.80 | - | 0 | 0 | 0 | |
| 12 Jun | 23322.95 | 905.80 | - | 0 | 0 | 0 | |
| 11 Jun | 23264.85 | 905.80 | - | 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 23900 expiring on 04JUL2024
Delta for 23900 PE is -
Historical price for 23900 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 78.9, which was -27.10 lower than the previous day. The implied volatity was -, the open interest changed by 701850 which increased total open position to 2984475
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 106, which was lower than the previous day. The implied volatity was -, the open interest changed by 1768375 which increased total open position to 2282625
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 182.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 427375 which increased total open position to 514250
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 252.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 68200 which increased total open position to 86875
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 365.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -475 which decreased total open position to 18675
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 437.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 6650 which increased total open position to 19150
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 366.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -9350 which decreased total open position to 12500
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 441.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 21850
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 385.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 6625 which increased total open position to 21575
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 489.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 14950 which increased total open position to 14950
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 905.80, 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 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 905.80, 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 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 905.80, 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 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