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 | 66.3 | -4.90 | - | 3,34,79,650 | 8,22,375 | 12,40,825 | |||
| 27 Jun | 24044.50 | 71.2 | - | 52,14,075 | 2,60,500 | 4,18,450 | ||||
| 26 Jun | 23868.80 | 52 | - | 11,07,500 | 66,275 | 1,57,950 | ||||
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| 25 Jun | 23721.30 | 30 | - | 7,11,950 | 23,225 | 91,675 | ||||
| 24 Jun | 23537.85 | 16.85 | - | 2,50,675 | 16,150 | 68,450 | ||||
| 21 Jun | 23501.10 | 14.90 | - | 3,66,800 | 31,275 | 52,300 | ||||
| 20 Jun | 23567.00 | 29.00 | - | 68,550 | 20,875 | 21,025 | ||||
| 19 Jun | 23516.00 | 28.65 | - | 200 | 150 | 150 | ||||
| 18 Jun | 23557.90 | 102.00 | - | 0 | 0 | 0 | ||||
| 14 Jun | 23465.60 | 102.00 | - | 0 | 0 | 0 | ||||
| 13 Jun | 23398.90 | 102.00 | - | 0 | 0 | 0 | ||||
| 12 Jun | 23322.95 | 102.00 | - | 0 | 0 | 0 | ||||
| 11 Jun | 23264.85 | 102.00 | - | 0 | 0 | 0 | ||||
| 10 Jun | 23259.20 | 102.00 | - | 0 | 0 | 0 | ||||
| 7 Jun | 23290.15 | 102.00 | - | 0 | 0 | 0 | ||||
| 6 Jun | 22821.40 | 102.00 | - | 0 | 0 | 0 | ||||
| 5 Jun | 22620.35 | 102.00 | - | 0 | 0 | 0 | ||||
| 4 Jun | 21884.50 | 102.00 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 24250 expiring on 04JUL2024
Delta for 24250 CE is -
Historical price for 24250 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 66.3, which was -4.90 lower than the previous day. The implied volatity was -, the open interest changed by 822375 which increased total open position to 1240825
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 71.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 260500 which increased total open position to 418450
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 52, which was lower than the previous day. The implied volatity was -, the open interest changed by 66275 which increased total open position to 157950
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 30, which was lower than the previous day. The implied volatity was -, the open interest changed by 23225 which increased total open position to 91675
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 16.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 16150 which increased total open position to 68450
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 14.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 31275 which increased total open position to 52300
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 29.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 20875 which increased total open position to 21025
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 28.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 150
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 102.00, 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 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 102.00, 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 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 102.00, 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 102.00, 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 102.00, 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 102.00, 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 102.00, 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 102.00, 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 102.00, 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 102.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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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 | 251 | -26.45 | - | 74,34,950 | 85,775 | 1,17,875 |
| 27 Jun | 24044.50 | 277.45 | - | 2,44,575 | 25,775 | 32,100 | |
| 26 Jun | 23868.80 | 401.4 | - | 19,500 | 3,550 | 6,325 | |
| 25 Jun | 23721.30 | 507.95 | - | 4,175 | 575 | 2,775 | |
| 24 Jun | 23537.85 | 678.85 | - | 3,600 | -1,100 | 2,200 | |
| 21 Jun | 23501.10 | 744.80 | - | 17,700 | -14,075 | 3,300 | |
| 20 Jun | 23567.00 | 642.10 | - | 50 | 0 | 17,375 | |
| 19 Jun | 23516.00 | 639.55 | - | 225 | -450 | 17,375 | |
| 18 Jun | 23557.90 | 661.45 | - | 20,850 | 17,825 | 17,825 | |
| 14 Jun | 23465.60 | 782.20 | - | 150 | 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 24250 expiring on 04JUL2024
Delta for 24250 PE is -
Historical price for 24250 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 251, which was -26.45 lower than the previous day. The implied volatity was -, the open interest changed by 85775 which increased total open position to 117875
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 277.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 25775 which increased total open position to 32100
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 401.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 3550 which increased total open position to 6325
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 507.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 575 which increased total open position to 2775
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 678.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -1100 which decreased total open position to 2200
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 744.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -14075 which decreased total open position to 3300
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 642.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17375
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 639.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -450 which decreased total open position to 17375
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 661.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 17825 which increased total open position to 17825
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 782.20, 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