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 | 180 | -7.50 | - | 5,47,80,875 | -97,250 | 42,10,850 | |||
| 27 Jun | 24044.50 | 187.5 | - | 4,59,15,225 | 23,65,550 | 43,08,100 | ||||
| 26 Jun | 23868.80 | 128.8 | - | 1,24,97,225 | 2,13,400 | 19,42,550 | ||||
| 25 Jun | 23721.30 | 90.55 | - | 66,91,700 | 8,51,650 | 17,29,150 | ||||
| 24 Jun | 23537.85 | 50.05 | - | 31,81,325 | 1,50,050 | 8,77,500 | ||||
| 21 Jun | 23501.10 | 42.50 | - | 37,00,950 | 2,15,450 | 7,27,450 | ||||
| 20 Jun | 23567.00 | 69.95 | - | 15,51,500 | 63,450 | 5,12,000 | ||||
| 19 Jun | 23516.00 | 62.80 | - | 16,16,650 | 1,53,950 | 4,48,550 | ||||
| 18 Jun | 23557.90 | 74.70 | - | 3,93,925 | 36,650 | 2,94,600 | ||||
| 14 Jun | 23465.60 | 59.00 | - | 4,63,375 | 87,950 | 2,57,950 | ||||
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| 13 Jun | 23398.90 | 69.85 | - | 1,98,525 | 72,425 | 1,70,000 | ||||
| 12 Jun | 23322.95 | 86.00 | - | 1,64,975 | 40,875 | 97,575 | ||||
| 11 Jun | 23264.85 | 89.70 | - | 2,40,575 | 25,550 | 56,700 | ||||
| 10 Jun | 23259.20 | 108.15 | - | 82,125 | -1,500 | 31,150 | ||||
| 7 Jun | 23290.15 | 149.40 | - | 84,275 | 24,075 | 32,650 | ||||
| 6 Jun | 22821.40 | 70.00 | - | 18,650 | 3,675 | 8,575 | ||||
| 5 Jun | 22620.35 | 50.15 | - | 7,525 | 2,900 | 4,900 | ||||
| 4 Jun | 21884.50 | 79.90 | - | 2,225 | 2,000 | 2,000 | ||||
For NIFTY - strike price 24000 expiring on 04JUL2024
Delta for 24000 CE is -
Historical price for 24000 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 180, which was -7.50 lower than the previous day. The implied volatity was -, the open interest changed by -97250 which decreased total open position to 4210850
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 187.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 2365550 which increased total open position to 4308100
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 128.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 213400 which increased total open position to 1942550
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 90.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 851650 which increased total open position to 1729150
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 50.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 150050 which increased total open position to 877500
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 42.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 215450 which increased total open position to 727450
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 69.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 63450 which increased total open position to 512000
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 62.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 153950 which increased total open position to 448550
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 74.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 36650 which increased total open position to 294600
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 59.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 87950 which increased total open position to 257950
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 69.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 72425 which increased total open position to 170000
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 86.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 40875 which increased total open position to 97575
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 89.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 25550 which increased total open position to 56700
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 108.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -1500 which decreased total open position to 31150
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 149.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 24075 which increased total open position to 32650
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 70.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3675 which increased total open position to 8575
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 50.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 2900 which increased total open position to 4900
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 79.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 2000 which increased total open position to 2000
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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 | 114 | -27.25 | - | 11,54,58,900 | 2,05,775 | 56,48,075 |
| 27 Jun | 24044.50 | 141.25 | - | 2,87,63,900 | 46,84,975 | 54,42,300 | |
| 26 Jun | 23868.80 | 232.1 | - | 25,77,250 | 5,87,150 | 7,57,325 | |
| 25 Jun | 23721.30 | 313.05 | - | 4,47,900 | 95,150 | 1,70,175 | |
| 24 Jun | 23537.85 | 443 | - | 2,10,000 | 14,000 | 75,025 | |
| 21 Jun | 23501.10 | 520.00 | - | 2,42,300 | 11,000 | 61,025 | |
| 20 Jun | 23567.00 | 428.20 | - | 1,35,000 | -7,625 | 50,025 | |
| 19 Jun | 23516.00 | 558.00 | - | 1,16,875 | 4,500 | 57,650 | |
| 18 Jun | 23557.90 | 457.60 | - | 66,850 | 7,175 | 53,150 | |
| 14 Jun | 23465.60 | 565.55 | - | 57,975 | 44,500 | 45,975 | |
| 13 Jun | 23398.90 | 720.00 | - | 325 | 1,475 | 1,475 | |
| 12 Jun | 23322.95 | 720.00 | - | 0 | 500 | 0 | |
| 11 Jun | 23264.85 | 720.00 | - | 875 | 500 | 1,150 | |
| 10 Jun | 23259.20 | 744.45 | - | 625 | 625 | 650 | |
| 7 Jun | 23290.15 | 1097.30 | - | 75 | 25 | 25 | |
| 6 Jun | 22821.40 | 1391.55 | - | 25 | 0 | 0 | |
| 5 Jun | 22620.35 | 980.80 | - | 0 | 0 | 0 | |
| 4 Jun | 21884.50 | 980.80 | - | 0 | 0 | 0 | |
For NIFTY - strike price 24000 expiring on 04JUL2024
Delta for 24000 PE is -
Historical price for 24000 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 114, which was -27.25 lower than the previous day. The implied volatity was -, the open interest changed by 205775 which increased total open position to 5648075
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 141.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 4684975 which increased total open position to 5442300
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 232.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 587150 which increased total open position to 757325
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 313.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 95150 which increased total open position to 170175
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 443, which was lower than the previous day. The implied volatity was -, the open interest changed by 14000 which increased total open position to 75025
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 520.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 11000 which increased total open position to 61025
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 428.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -7625 which decreased total open position to 50025
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 558.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 57650
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 457.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 7175 which increased total open position to 53150
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 565.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 44500 which increased total open position to 45975
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 720.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1475 which increased total open position to 1475
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 720.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 0
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 720.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 1150
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 744.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 625 which increased total open position to 650
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 1097.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 25
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 1391.55, 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 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 980.80, 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 980.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0