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 | 83.05 | -6.15 | - | 9,67,51,750 | 16,61,725 | 39,72,925 | |||
| 27 Jun | 24044.50 | 89.2 | - | 2,17,31,450 | 11,59,875 | 23,11,200 | ||||
| 26 Jun | 23868.80 | 63 | - | 56,78,375 | 6,01,325 | 11,51,325 | ||||
| 25 Jun | 23721.30 | 39.2 | - | 19,80,525 | 1,07,425 | 5,50,000 | ||||
| 24 Jun | 23537.85 | 20.7 | - | 13,95,100 | 62,200 | 4,42,575 | ||||
| 21 Jun | 23501.10 | 16.00 | - | 16,13,375 | 1,15,250 | 3,80,375 | ||||
| 20 Jun | 23567.00 | 34.90 | - | 5,49,925 | 77,650 | 2,65,125 | ||||
| 19 Jun | 23516.00 | 29.60 | - | 4,13,925 | 10,525 | 1,87,475 | ||||
| 18 Jun | 23557.90 | 33.10 | - | 2,83,175 | 57,525 | 1,76,950 | ||||
| 14 Jun | 23465.60 | 32.90 | - | 2,62,650 | 97,875 | 1,19,425 | ||||
| 13 Jun | 23398.90 | 37.70 | - | 34,825 | 3,850 | 21,550 | ||||
| 12 Jun | 23322.95 | 51.50 | - | 12,125 | 4,500 | 17,700 | ||||
| 11 Jun | 23264.85 | 55.05 | - | 21,150 | 11,250 | 13,200 | ||||
| 10 Jun | 23259.20 | 72.00 | - | 2,400 | 1,725 | 1,950 | ||||
| 7 Jun | 23290.15 | 63.50 | - | 275 | 200 | 225 | ||||
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| 6 Jun | 22821.40 | 59.95 | - | 50 | 25 | 25 | ||||
| 5 Jun | 22620.35 | 110.35 | - | 0 | 0 | 0 | ||||
| 4 Jun | 21884.50 | 110.35 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 24200 expiring on 04JUL2024
Delta for 24200 CE is -
Historical price for 24200 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 83.05, which was -6.15 lower than the previous day. The implied volatity was -, the open interest changed by 1661725 which increased total open position to 3972925
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 89.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 1159875 which increased total open position to 2311200
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 63, which was lower than the previous day. The implied volatity was -, the open interest changed by 601325 which increased total open position to 1151325
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 39.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 107425 which increased total open position to 550000
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 20.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 62200 which increased total open position to 442575
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 16.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 115250 which increased total open position to 380375
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 34.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 77650 which increased total open position to 265125
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 29.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 10525 which increased total open position to 187475
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 33.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 57525 which increased total open position to 176950
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 32.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 97875 which increased total open position to 119425
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 37.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 3850 which increased total open position to 21550
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 51.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 17700
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 55.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 11250 which increased total open position to 13200
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 72.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1725 which increased total open position to 1950
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 63.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 225
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 59.95, 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 110.35, 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 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 110.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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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 | 217 | -27.85 | - | 4,20,83,375 | 5,27,450 | 9,38,400 |
| 27 Jun | 24044.50 | 244.85 | - | 17,43,175 | 3,41,675 | 4,10,950 | |
| 26 Jun | 23868.80 | 369.8 | - | 2,13,125 | 60,275 | 69,275 | |
| 25 Jun | 23721.30 | 465 | - | 19,125 | 3,800 | 9,000 | |
| 24 Jun | 23537.85 | 616.6 | - | 2,450 | -425 | 5,200 | |
| 21 Jun | 23501.10 | 694.90 | - | 11,075 | 1,050 | 5,625 | |
| 20 Jun | 23567.00 | 590.75 | - | 17,850 | -13,375 | 4,575 | |
| 19 Jun | 23516.00 | 681.10 | - | 24,325 | 17,600 | 17,950 | |
| 18 Jun | 23557.90 | 637.75 | - | 200 | 350 | 350 | |
| 14 Jun | 23465.60 | 738.60 | - | 225 | 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 24200 expiring on 04JUL2024
Delta for 24200 PE is -
Historical price for 24200 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 217, which was -27.85 lower than the previous day. The implied volatity was -, the open interest changed by 527450 which increased total open position to 938400
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 244.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 341675 which increased total open position to 410950
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 369.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 60275 which increased total open position to 69275
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 465, which was lower than the previous day. The implied volatity was -, the open interest changed by 3800 which increased total open position to 9000
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 616.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -425 which decreased total open position to 5200
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 694.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 1050 which increased total open position to 5625
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 590.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -13375 which decreased total open position to 4575
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 681.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 17600 which increased total open position to 17950
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 637.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 350
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 738.60, 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