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 | 51.9 | -5.70 | - | 6,15,84,375 | 19,74,050 | 38,29,500 | |||
| 27 Jun | 24044.50 | 57.6 | - | 1,24,87,375 | 8,64,600 | 18,55,450 | ||||
| 26 Jun | 23868.80 | 40 | - | 26,62,000 | 1,75,125 | 9,90,850 | ||||
| 25 Jun | 23721.30 | 25.05 | - | 33,26,725 | 4,40,600 | 8,15,725 | ||||
| 24 Jun | 23537.85 | 13.8 | - | 10,58,675 | 87,375 | 3,75,125 | ||||
| 21 Jun | 23501.10 | 11.00 | - | 9,84,575 | 26,850 | 2,87,750 | ||||
| 20 Jun | 23567.00 | 21.15 | - | 5,43,400 | 42,725 | 2,60,900 | ||||
| 19 Jun | 23516.00 | 22.30 | - | 4,47,900 | 58,600 | 2,18,175 | ||||
| 18 Jun | 23557.90 | 23.35 | - | 2,44,275 | 66,175 | 1,59,575 | ||||
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| 14 Jun | 23465.60 | 22.00 | - | 2,16,500 | 44,875 | 93,400 | ||||
| 13 Jun | 23398.90 | 29.85 | - | 95,475 | 47,725 | 48,525 | ||||
| 12 Jun | 23322.95 | 44.15 | - | 1,400 | 800 | 800 | ||||
| 11 Jun | 23264.85 | 61.05 | - | 0 | 150 | 0 | ||||
| 10 Jun | 23259.20 | 61.05 | - | 0 | 150 | 0 | ||||
| 7 Jun | 23290.15 | 61.05 | - | 2,300 | 150 | 150 | ||||
| 6 Jun | 22821.40 | 35.00 | - | 25 | 0 | 0 | ||||
| 5 Jun | 22620.35 | 94.20 | - | 0 | 0 | 0 | ||||
| 4 Jun | 21884.50 | 94.20 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 24300 expiring on 04JUL2024
Delta for 24300 CE is -
Historical price for 24300 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 51.9, which was -5.70 lower than the previous day. The implied volatity was -, the open interest changed by 1974050 which increased total open position to 3829500
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 57.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 864600 which increased total open position to 1855450
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 40, which was lower than the previous day. The implied volatity was -, the open interest changed by 175125 which increased total open position to 990850
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 25.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 440600 which increased total open position to 815725
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 13.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 87375 which increased total open position to 375125
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 11.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 26850 which increased total open position to 287750
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 21.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 42725 which increased total open position to 260900
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 22.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 58600 which increased total open position to 218175
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 23.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 66175 which increased total open position to 159575
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 22.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 44875 which increased total open position to 93400
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 29.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 47725 which increased total open position to 48525
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 44.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 800 which increased total open position to 800
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 61.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 0
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 61.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 0
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 61.05, 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 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 35.00, 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 94.20, 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 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 94.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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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 | 283.1 | -26.90 | - | 93,68,250 | 2,33,150 | 3,26,275 |
| 27 Jun | 24044.50 | 310 | - | 5,35,050 | 61,925 | 93,125 | |
| 26 Jun | 23868.80 | 443.2 | - | 50,700 | 26,550 | 31,200 | |
| 25 Jun | 23721.30 | 550.85 | - | 22,550 | 4,650 | 4,650 | |
| 24 Jun | 23537.85 | 764.55 | - | 0 | 17,425 | 0 | |
| 21 Jun | 23501.10 | 764.55 | - | 125 | 17,425 | 17,425 | |
| 20 Jun | 23567.00 | 654.40 | - | 0 | 300 | 0 | |
| 19 Jun | 23516.00 | 654.40 | - | 450 | 300 | 17,275 | |
| 18 Jun | 23557.90 | 706.70 | - | 17,925 | 16,975 | 16,975 | |
| 14 Jun | 23465.60 | 827.15 | - | 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 24300 expiring on 04JUL2024
Delta for 24300 PE is -
Historical price for 24300 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 283.1, which was -26.90 lower than the previous day. The implied volatity was -, the open interest changed by 233150 which increased total open position to 326275
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 310, which was lower than the previous day. The implied volatity was -, the open interest changed by 61925 which increased total open position to 93125
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 443.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 26550 which increased total open position to 31200
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 550.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 4650 which increased total open position to 4650
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 764.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 17425 which increased total open position to 0
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 764.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 17425 which increased total open position to 17425
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 654.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 0
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 654.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 17275
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 706.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 16975 which increased total open position to 16975
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 827.15, 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