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 | 210.05 | -8.95 | - | 63,97,525 | 37,850 | 6,14,375 | |||
| 27 Jun | 24044.50 | 219 | - | 82,57,825 | 4,28,200 | 5,76,525 | ||||
| 26 Jun | 23868.80 | 153.9 | - | 14,19,575 | 30,250 | 1,48,325 | ||||
| 25 Jun | 23721.30 | 109.6 | - | 7,19,600 | 39,575 | 1,18,075 | ||||
| 24 Jun | 23537.85 | 62.65 | - | 4,03,250 | 12,175 | 78,500 | ||||
| 21 Jun | 23501.10 | 47.65 | - | 6,02,400 | 39,525 | 66,325 | ||||
| 20 Jun | 23567.00 | 79.25 | - | 80,600 | 11,525 | 26,800 | ||||
| 19 Jun | 23516.00 | 74.75 | - | 38,125 | 4,950 | 15,275 | ||||
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| 18 Jun | 23557.90 | 86.45 | - | 23,875 | 9,225 | 10,325 | ||||
| 14 Jun | 23465.60 | 70.55 | - | 4,825 | -825 | 1,100 | ||||
| 13 Jun | 23398.90 | 138.00 | - | 25 | 25 | 1,925 | ||||
| 12 Jun | 23322.95 | 180.80 | - | 25 | 1,900 | 1,900 | ||||
| 11 Jun | 23264.85 | 146.30 | - | 0 | 1,600 | 0 | ||||
| 10 Jun | 23259.20 | 146.30 | - | 1,875 | 1,600 | 1,600 | ||||
| 7 Jun | 23290.15 | 95.55 | - | 0 | 75 | 0 | ||||
| 6 Jun | 22821.40 | 95.55 | - | 100 | 75 | 75 | ||||
| 5 Jun | 22620.35 | 160.80 | - | 0 | 0 | 0 | ||||
| 4 Jun | 21884.50 | 160.80 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 23950 expiring on 04JUL2024
Delta for 23950 CE is -
Historical price for 23950 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 210.05, which was -8.95 lower than the previous day. The implied volatity was -, the open interest changed by 37850 which increased total open position to 614375
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 219, which was lower than the previous day. The implied volatity was -, the open interest changed by 428200 which increased total open position to 576525
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 153.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 30250 which increased total open position to 148325
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 109.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 39575 which increased total open position to 118075
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 62.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 12175 which increased total open position to 78500
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 47.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 39525 which increased total open position to 66325
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 79.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 11525 which increased total open position to 26800
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 74.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 4950 which increased total open position to 15275
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 86.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 9225 which increased total open position to 10325
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 70.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -825 which decreased total open position to 1100
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 138.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 1925
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 180.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 1900 which increased total open position to 1900
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 146.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 1600 which increased total open position to 0
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 146.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 1600 which increased total open position to 1600
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 95.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 0
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 95.55, 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 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 160.80, 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 160.80, 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 | 96 | -27.00 | - | 2,61,45,225 | 3,82,200 | 12,08,750 |
| 27 Jun | 24044.50 | 123 | - | 81,26,100 | 7,75,400 | 8,26,550 | |
| 26 Jun | 23868.80 | 205.15 | - | 3,05,075 | 30,875 | 51,150 | |
| 25 Jun | 23721.30 | 286.1 | - | 39,975 | 9,575 | 20,275 | |
| 24 Jun | 23537.85 | 403.5 | - | 12,850 | -2,775 | 10,700 | |
| 21 Jun | 23501.10 | 480.20 | - | 31,925 | 1,575 | 13,475 | |
| 20 Jun | 23567.00 | 394.25 | - | 21,900 | -7,100 | 11,900 | |
| 19 Jun | 23516.00 | 396.65 | - | 150 | 275 | 19,000 | |
| 18 Jun | 23557.90 | 424.60 | - | 1,025 | 150 | 18,725 | |
| 14 Jun | 23465.60 | 525.40 | - | 21,425 | 18,575 | 18,575 | |
| 13 Jun | 23398.90 | 0.00 | - | 0 | 0 | 0 | |
| 12 Jun | 23322.95 | 0.00 | - | 0 | 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 23950 expiring on 04JUL2024
Delta for 23950 PE is -
Historical price for 23950 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 96, which was -27.00 lower than the previous day. The implied volatity was -, the open interest changed by 382200 which increased total open position to 1208750
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 123, which was lower than the previous day. The implied volatity was -, the open interest changed by 775400 which increased total open position to 826550
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 205.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 30875 which increased total open position to 51150
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 286.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 9575 which increased total open position to 20275
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 403.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -2775 which decreased total open position to 10700
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 480.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 1575 which increased total open position to 13475
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 394.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -7100 which decreased total open position to 11900
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 396.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 19000
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 424.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 18725
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 525.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 18575 which increased total open position to 18575
On 13 Jun NIFTY was trading at 23398.90. 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 12 Jun NIFTY was trading at 23322.95. 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 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