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 | 103.4 | -8.00 | - | 5,88,48,825 | 14,24,675 | 19,43,475 | |||
| 27 Jun | 24044.50 | 111.4 | - | 61,86,500 | 3,38,500 | 5,18,800 | ||||
| 26 Jun | 23868.80 | 76.9 | - | 14,52,575 | 71,325 | 1,80,300 | ||||
| 25 Jun | 23721.30 | 50.25 | - | 6,02,950 | 28,325 | 1,08,975 | ||||
| 24 Jun | 23537.85 | 25.8 | - | 3,17,675 | 34,725 | 80,650 | ||||
| 21 Jun | 23501.10 | 22.70 | - | 3,25,900 | 27,075 | 45,925 | ||||
| 20 Jun | 23567.00 | 37.30 | - | 45,400 | 5,650 | 18,850 | ||||
| 19 Jun | 23516.00 | 37.95 | - | 54,525 | 6,925 | 13,200 | ||||
| 18 Jun | 23557.90 | 43.00 | - | 18,100 | 1,200 | 6,275 | ||||
| 14 Jun | 23465.60 | 39.40 | - | 8,250 | 4,100 | 5,075 | ||||
| 13 Jun | 23398.90 | 46.10 | - | 225 | 100 | 975 | ||||
| 12 Jun | 23322.95 | 66.50 | - | 350 | 875 | 875 | ||||
| 11 Jun | 23264.85 | 104.20 | - | 0 | 825 | 0 | ||||
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| 10 Jun | 23259.20 | 104.20 | - | 975 | 825 | 825 | ||||
| 7 Jun | 23290.15 | 68.65 | - | 0 | 25 | 0 | ||||
| 6 Jun | 22821.40 | 68.65 | - | 50 | 25 | 25 | ||||
| 5 Jun | 22620.35 | 119.25 | - | 0 | 0 | 0 | ||||
| 4 Jun | 21884.50 | 119.25 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 24150 expiring on 04JUL2024
Delta for 24150 CE is -
Historical price for 24150 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 103.4, which was -8.00 lower than the previous day. The implied volatity was -, the open interest changed by 1424675 which increased total open position to 1943475
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 111.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 338500 which increased total open position to 518800
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 76.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 71325 which increased total open position to 180300
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 50.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 28325 which increased total open position to 108975
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 25.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 34725 which increased total open position to 80650
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 22.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 27075 which increased total open position to 45925
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 37.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 5650 which increased total open position to 18850
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 37.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 6925 which increased total open position to 13200
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 43.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1200 which increased total open position to 6275
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 39.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 4100 which increased total open position to 5075
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 46.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 975
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 66.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 875 which increased total open position to 875
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 104.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 825 which increased total open position to 0
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 104.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 825 which increased total open position to 825
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 68.65, 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 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 68.65, 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 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 119.25, 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 119.25, 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 | 187.9 | -25.70 | - | 4,17,87,550 | 6,77,850 | 7,65,800 |
| 27 Jun | 24044.50 | 213.6 | - | 5,34,775 | 77,150 | 87,950 | |
| 26 Jun | 23868.80 | 329.75 | - | 19,275 | 6,625 | 10,800 | |
| 25 Jun | 23721.30 | 428.95 | - | 1,250 | -450 | 4,175 | |
| 24 Jun | 23537.85 | 621.4 | - | 150 | 50 | 4,625 | |
| 21 Jun | 23501.10 | 639.20 | - | 22,050 | 4,575 | 4,575 | |
| 20 Jun | 23567.00 | 535.05 | - | 0 | 0 | 0 | |
| 19 Jun | 23516.00 | 535.05 | - | 25 | 0 | 17,325 | |
| 18 Jun | 23557.90 | 562.75 | - | 18,500 | 17,325 | 17,325 | |
| 14 Jun | 23465.60 | 694.50 | - | 75 | 0 | 0 | |
| 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 24150 expiring on 04JUL2024
Delta for 24150 PE is -
Historical price for 24150 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 187.9, which was -25.70 lower than the previous day. The implied volatity was -, the open interest changed by 677850 which increased total open position to 765800
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 213.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 77150 which increased total open position to 87950
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 329.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 6625 which increased total open position to 10800
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 428.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -450 which decreased total open position to 4175
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 621.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 4625
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 639.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 4575 which increased total open position to 4575
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 535.05, 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 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 535.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17325
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 562.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 17325 which increased total open position to 17325
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 694.50, 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 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