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 | |||
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| 28 Jun | 24010.60 | 125.15 | -7.45 | - | 9,87,66,350 | 16,56,325 | 31,33,600 | |||
| 27 Jun | 24044.50 | 132.6 | - | 1,75,36,075 | 8,90,600 | 14,77,275 | ||||
| 26 Jun | 23868.80 | 91.5 | - | 38,06,675 | 94,175 | 5,86,675 | ||||
| 25 Jun | 23721.30 | 61.25 | - | 21,73,625 | 1,81,675 | 4,92,500 | ||||
| 24 Jun | 23537.85 | 32.2 | - | 11,89,450 | 61,800 | 3,10,825 | ||||
| 21 Jun | 23501.10 | 28.00 | - | 16,27,350 | 83,950 | 2,49,025 | ||||
| 20 Jun | 23567.00 | 48.65 | - | 5,76,950 | 56,250 | 1,65,075 | ||||
| 19 Jun | 23516.00 | 44.30 | - | 3,21,225 | 56,975 | 1,08,825 | ||||
| 18 Jun | 23557.90 | 52.00 | - | 1,30,425 | 29,775 | 51,850 | ||||
| 14 Jun | 23465.60 | 42.35 | - | 60,425 | 14,850 | 22,075 | ||||
| 13 Jun | 23398.90 | 53.50 | - | 12,375 | 2,950 | 7,225 | ||||
| 12 Jun | 23322.95 | 65.60 | - | 10,725 | 350 | 4,275 | ||||
| 11 Jun | 23264.85 | 73.15 | - | 5,375 | 900 | 3,925 | ||||
| 10 Jun | 23259.20 | 101.75 | - | 5,900 | 2,375 | 3,025 | ||||
| 7 Jun | 23290.15 | 93.25 | - | 575 | 50 | 650 | ||||
| 6 Jun | 22821.40 | 40.00 | - | 525 | 325 | 600 | ||||
| 5 Jun | 22620.35 | 21.05 | - | 75 | 75 | 275 | ||||
| 4 Jun | 21884.50 | 120.55 | - | 250 | 200 | 200 | ||||
For NIFTY - strike price 24100 expiring on 04JUL2024
Delta for 24100 CE is -
Historical price for 24100 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 125.15, which was -7.45 lower than the previous day. The implied volatity was -, the open interest changed by 1656325 which increased total open position to 3133600
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 132.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 890600 which increased total open position to 1477275
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 91.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 94175 which increased total open position to 586675
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 61.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 181675 which increased total open position to 492500
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 32.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 61800 which increased total open position to 310825
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 28.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 83950 which increased total open position to 249025
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 48.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 56250 which increased total open position to 165075
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 44.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 56975 which increased total open position to 108825
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 52.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 29775 which increased total open position to 51850
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 42.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 14850 which increased total open position to 22075
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 53.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 2950 which increased total open position to 7225
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 65.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 4275
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 73.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 3925
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 101.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 2375 which increased total open position to 3025
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 93.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 650
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 40.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 325 which increased total open position to 600
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 21.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 275
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 120.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 200
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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 | 159.25 | -29.75 | - | 9,61,87,625 | 11,45,950 | 18,80,050 |
| 27 Jun | 24044.50 | 189 | - | 49,87,375 | 6,74,925 | 7,34,100 | |
| 26 Jun | 23868.80 | 294.4 | - | 2,85,075 | 46,000 | 59,175 | |
| 25 Jun | 23721.30 | 384 | - | 46,825 | 9,550 | 13,175 | |
| 24 Jun | 23537.85 | 528.75 | - | 12,025 | 550 | 3,625 | |
| 21 Jun | 23501.10 | 607.90 | - | 23,075 | 875 | 3,075 | |
| 20 Jun | 23567.00 | 512.00 | - | 9,650 | -3,650 | 2,200 | |
| 19 Jun | 23516.00 | 591.35 | - | 700 | 225 | 5,850 | |
| 18 Jun | 23557.90 | 537.00 | - | 350 | 1,000 | 5,625 | |
| 14 Jun | 23465.60 | 644.65 | - | 5,425 | 4,625 | 4,625 | |
| 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 24100 expiring on 04JUL2024
Delta for 24100 PE is -
Historical price for 24100 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 159.25, which was -29.75 lower than the previous day. The implied volatity was -, the open interest changed by 1145950 which increased total open position to 1880050
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 189, which was lower than the previous day. The implied volatity was -, the open interest changed by 674925 which increased total open position to 734100
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 294.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 46000 which increased total open position to 59175
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 384, which was lower than the previous day. The implied volatity was -, the open interest changed by 9550 which increased total open position to 13175
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 528.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 3625
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 607.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 875 which increased total open position to 3075
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 512.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -3650 which decreased total open position to 2200
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 591.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 5850
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 537.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1000 which increased total open position to 5625
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 644.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 4625 which increased total open position to 4625
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