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 | 152 | -8.65 | - | 3,36,77,900 | 3,23,175 | 11,58,125 | |||
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| 27 Jun | 24044.50 | 160.65 | - | 79,73,925 | 6,30,925 | 8,34,950 | ||||
| 26 Jun | 23868.80 | 110.6 | - | 18,30,250 | 36,775 | 2,04,025 | ||||
| 25 Jun | 23721.30 | 72.55 | - | 7,60,925 | 48,450 | 1,67,250 | ||||
| 24 Jun | 23537.85 | 39 | - | 3,78,225 | 25,800 | 1,18,800 | ||||
| 21 Jun | 23501.10 | 35.35 | - | 5,23,850 | 64,675 | 93,000 | ||||
| 20 Jun | 23567.00 | 60.00 | - | 1,00,675 | 4,275 | 28,325 | ||||
| 19 Jun | 23516.00 | 58.20 | - | 58,950 | 7,425 | 24,050 | ||||
| 18 Jun | 23557.90 | 64.90 | - | 29,900 | 12,850 | 16,625 | ||||
| 14 Jun | 23465.60 | 55.40 | - | 5,650 | 3,375 | 3,775 | ||||
| 13 Jun | 23398.90 | 62.05 | - | 500 | 175 | 400 | ||||
| 12 Jun | 23322.95 | 91.50 | - | 250 | 0 | 225 | ||||
| 11 Jun | 23264.85 | 81.25 | - | 250 | 225 | 225 | ||||
| 10 Jun | 23259.20 | 89.05 | - | 0 | 25 | 0 | ||||
| 7 Jun | 23290.15 | 89.05 | - | 25 | 25 | 25 | ||||
| 6 Jun | 22821.40 | 77.35 | - | 25 | 0 | 0 | ||||
| 5 Jun | 22620.35 | 138.80 | - | 0 | 0 | 0 | ||||
| 4 Jun | 21884.50 | 138.80 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 24050 expiring on 04JUL2024
Delta for 24050 CE is -
Historical price for 24050 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 152, which was -8.65 lower than the previous day. The implied volatity was -, the open interest changed by 323175 which increased total open position to 1158125
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 160.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 630925 which increased total open position to 834950
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 110.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 36775 which increased total open position to 204025
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 72.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 48450 which increased total open position to 167250
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 39, which was lower than the previous day. The implied volatity was -, the open interest changed by 25800 which increased total open position to 118800
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 35.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 64675 which increased total open position to 93000
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 60.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 4275 which increased total open position to 28325
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 58.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 7425 which increased total open position to 24050
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 64.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 12850 which increased total open position to 16625
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 55.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 3375 which increased total open position to 3775
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 62.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 400
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 91.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 225
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 81.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 225
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 89.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 0
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 89.05, 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 77.35, 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 138.80, 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 138.80, 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 | 136 | -27.90 | - | 4,45,94,875 | 5,15,650 | 11,44,725 |
| 27 Jun | 24044.50 | 163.9 | - | 34,17,175 | 5,94,225 | 6,29,075 | |
| 26 Jun | 23868.80 | 305.2 | - | 89,400 | 17,275 | 34,850 | |
| 25 Jun | 23721.30 | 350.25 | - | 28,100 | 5,775 | 17,575 | |
| 24 Jun | 23537.85 | 488 | - | 8,575 | -325 | 11,800 | |
| 21 Jun | 23501.10 | 564.80 | - | 49,875 | 750 | 12,125 | |
| 20 Jun | 23567.00 | 474.15 | - | 25 | 75 | 11,375 | |
| 19 Jun | 23516.00 | 483.00 | - | 100 | 25 | 11,300 | |
| 18 Jun | 23557.90 | 500.00 | - | 225 | 150 | 11,275 | |
| 14 Jun | 23465.60 | 602.95 | - | 11,225 | 11,125 | 11,125 | |
| 13 Jun | 23398.90 | 1019.70 | - | 0 | 0 | 0 | |
| 12 Jun | 23322.95 | 1019.70 | - | 0 | 0 | 0 | |
| 11 Jun | 23264.85 | 1019.70 | - | 0 | 0 | 0 | |
| 10 Jun | 23259.20 | 1019.70 | - | 0 | 0 | 0 | |
| 7 Jun | 23290.15 | 1019.70 | - | 0 | 0 | 0 | |
| 6 Jun | 22821.40 | 1019.70 | - | 0 | 0 | 0 | |
| 5 Jun | 22620.35 | 1019.70 | - | 0 | 0 | 0 | |
| 4 Jun | 21884.50 | 0.00 | - | 0 | 0 | 0 | |
For NIFTY - strike price 24050 expiring on 04JUL2024
Delta for 24050 PE is -
Historical price for 24050 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 136, which was -27.90 lower than the previous day. The implied volatity was -, the open interest changed by 515650 which increased total open position to 1144725
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 163.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 594225 which increased total open position to 629075
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 305.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 17275 which increased total open position to 34850
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 350.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 5775 which increased total open position to 17575
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 488, which was lower than the previous day. The implied volatity was -, the open interest changed by -325 which decreased total open position to 11800
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 564.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 12125
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 474.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 11375
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 483.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 11300
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 500.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 11275
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 602.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 11125 which increased total open position to 11125
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 1019.70, 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 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 1019.70, 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 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 1019.70, 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 1019.70, 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 1019.70, 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 1019.70, 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 1019.70, 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 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