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 | 40.1 | -4.75 | - | 2,65,49,200 | 7,62,000 | 12,78,925 | |||
| 27 Jun | 24044.50 | 44.85 | - | 44,05,250 | 3,35,400 | 5,16,925 | ||||
| 26 Jun | 23868.80 | 33.55 | - | 10,46,075 | 67,125 | 1,81,525 | ||||
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| 25 Jun | 23721.30 | 18.05 | - | 6,16,825 | 57,125 | 1,14,400 | ||||
| 24 Jun | 23537.85 | 11.95 | - | 2,18,625 | 20,175 | 57,275 | ||||
| 21 Jun | 23501.10 | 9.90 | - | 1,96,325 | 14,575 | 37,100 | ||||
| 20 Jun | 23567.00 | 16.80 | - | 84,600 | 16,300 | 22,525 | ||||
| 19 Jun | 23516.00 | 16.25 | - | 11,450 | 6,225 | 6,225 | ||||
| 18 Jun | 23557.90 | 34.85 | - | 0 | 125 | 0 | ||||
| 14 Jun | 23465.60 | 34.85 | - | 0 | 125 | 0 | ||||
| 13 Jun | 23398.90 | 34.85 | - | 575 | 125 | 600 | ||||
| 12 Jun | 23322.95 | 103.30 | - | 25 | 475 | 475 | ||||
| 11 Jun | 23264.85 | 48.25 | - | 0 | 450 | 0 | ||||
| 10 Jun | 23259.20 | 48.25 | - | 0 | 450 | 0 | ||||
| 7 Jun | 23290.15 | 48.25 | - | 0 | 450 | 0 | ||||
| 6 Jun | 22821.40 | 48.25 | - | 125 | 450 | 450 | ||||
| 5 Jun | 22620.35 | 100.00 | - | 0 | 300 | 0 | ||||
| 4 Jun | 21884.50 | 100.00 | - | 350 | 300 | 300 | ||||
For NIFTY - strike price 24350 expiring on 04JUL2024
Delta for 24350 CE is -
Historical price for 24350 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 40.1, which was -4.75 lower than the previous day. The implied volatity was -, the open interest changed by 762000 which increased total open position to 1278925
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 44.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 335400 which increased total open position to 516925
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 33.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 67125 which increased total open position to 181525
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 18.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 57125 which increased total open position to 114400
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 11.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 20175 which increased total open position to 57275
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 9.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 14575 which increased total open position to 37100
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 16.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 16300 which increased total open position to 22525
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 16.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 6225 which increased total open position to 6225
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 34.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 0
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 34.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 0
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 34.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 600
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 103.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 475 which increased total open position to 475
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 48.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 0
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 48.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 0
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 48.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 0
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 48.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 450
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 100.00, 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 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 100.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 300
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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 | 322.05 | -26.95 | - | 15,20,525 | 47,575 | 56,925 |
| 27 Jun | 24044.50 | 349 | - | 50,400 | 5,400 | 9,350 | |
| 26 Jun | 23868.80 | 474.65 | - | 1,975 | 1,025 | 3,950 | |
| 25 Jun | 23721.30 | 630.35 | - | 75 | 100 | 2,925 | |
| 24 Jun | 23537.85 | 769.25 | - | 125 | 100 | 2,825 | |
| 21 Jun | 23501.10 | 820.25 | - | 225 | 175 | 2,725 | |
| 20 Jun | 23567.00 | 746.65 | - | 100 | 175 | 2,550 | |
| 19 Jun | 23516.00 | 709.75 | - | 200 | 0 | 2,375 | |
| 18 Jun | 23557.90 | 750.70 | - | 2,325 | 2,375 | 2,375 | |
| 14 Jun | 23465.60 | 873.40 | - | 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 24350 expiring on 04JUL2024
Delta for 24350 PE is -
Historical price for 24350 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 322.05, which was -26.95 lower than the previous day. The implied volatity was -, the open interest changed by 47575 which increased total open position to 56925
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 349, which was lower than the previous day. The implied volatity was -, the open interest changed by 5400 which increased total open position to 9350
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 474.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 1025 which increased total open position to 3950
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 630.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 2925
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 769.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 2825
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 820.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 2725
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 746.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 2550
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 709.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2375
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 750.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 2375 which increased total open position to 2375
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 873.40, 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