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 | |||
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| 28 Jun | 24010.60 | 31.8 | -3.20 | - | 4,74,05,350 | 11,61,525 | 28,67,150 | |||
| 27 Jun | 24044.50 | 35 | - | 1,05,97,000 | 10,45,300 | 17,05,625 | ||||
| 26 Jun | 23868.80 | 22 | - | 30,11,900 | 3,87,650 | 6,60,325 | ||||
| 25 Jun | 23721.30 | 15.45 | - | 11,80,750 | 1,14,275 | 2,72,675 | ||||
| 24 Jun | 23537.85 | 10 | - | 6,60,475 | -32,250 | 1,58,400 | ||||
| 21 Jun | 23501.10 | 9.45 | - | 10,62,025 | 59,525 | 1,90,650 | ||||
| 20 Jun | 23567.00 | 12.60 | - | 3,83,900 | 49,500 | 1,31,125 | ||||
| 19 Jun | 23516.00 | 14.00 | - | 2,02,175 | 27,875 | 81,625 | ||||
| 18 Jun | 23557.90 | 17.00 | - | 1,30,150 | 27,700 | 53,750 | ||||
| 14 Jun | 23465.60 | 10.40 | - | 74,025 | 9,125 | 26,050 | ||||
| 13 Jun | 23398.90 | 21.50 | - | 33,350 | 11,225 | 16,925 | ||||
| 12 Jun | 23322.95 | 31.40 | - | 6,775 | 2,775 | 5,700 | ||||
| 11 Jun | 23264.85 | 33.80 | - | 5,175 | 2,925 | 2,925 | ||||
| 10 Jun | 23259.20 | 43.10 | - | 0 | 25 | 0 | ||||
| 7 Jun | 23290.15 | 43.10 | - | 0 | 25 | 0 | ||||
| 6 Jun | 22821.40 | 43.10 | - | 50 | 25 | 25 | ||||
| 5 Jun | 22620.35 | 80.00 | - | 0 | 0 | 0 | ||||
| 4 Jun | 21884.50 | 80.00 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 24400 expiring on 04JUL2024
Delta for 24400 CE is -
Historical price for 24400 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 31.8, which was -3.20 lower than the previous day. The implied volatity was -, the open interest changed by 1161525 which increased total open position to 2867150
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 35, which was lower than the previous day. The implied volatity was -, the open interest changed by 1045300 which increased total open position to 1705625
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 22, which was lower than the previous day. The implied volatity was -, the open interest changed by 387650 which increased total open position to 660325
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 15.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 114275 which increased total open position to 272675
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 10, which was lower than the previous day. The implied volatity was -, the open interest changed by -32250 which decreased total open position to 158400
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 9.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 59525 which increased total open position to 190650
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 12.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 49500 which increased total open position to 131125
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 14.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 27875 which increased total open position to 81625
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 17.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 27700 which increased total open position to 53750
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 10.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 9125 which increased total open position to 26050
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 21.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 11225 which increased total open position to 16925
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 31.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 2775 which increased total open position to 5700
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 33.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 2925 which increased total open position to 2925
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 43.10, 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 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 43.10, 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 43.10, 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 80.00, 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 80.00, 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 | 368.8 | -18.95 | - | 24,93,425 | 70,950 | 1,07,375 |
| 27 Jun | 24044.50 | 387.75 | - | 1,71,975 | 29,975 | 36,425 | |
| 26 Jun | 23868.80 | 525.55 | - | 11,150 | 4,550 | 6,450 | |
| 25 Jun | 23721.30 | 644 | - | 1,075 | 300 | 1,900 | |
| 24 Jun | 23537.85 | 812.3 | - | 150 | -50 | 1,600 | |
| 21 Jun | 23501.10 | 884.10 | - | 1,900 | -1,350 | 1,650 | |
| 20 Jun | 23567.00 | 778.25 | - | 100 | -25 | 3,000 | |
| 19 Jun | 23516.00 | 842.75 | - | 250 | 50 | 3,025 | |
| 18 Jun | 23557.90 | 797.75 | - | 2,950 | 2,950 | 2,975 | |
| 14 Jun | 23465.60 | 920.55 | - | 200 | 0 | 25 | |
| 13 Jun | 23398.90 | 994.45 | - | 25 | 0 | 25 | |
| 12 Jun | 23322.95 | 994.45 | - | 25 | 0 | 25 | |
| 11 Jun | 23264.85 | 994.45 | - | 25 | 25 | 25 | |
| 10 Jun | 23259.20 | 994.45 | - | 25 | 0 | 0 | |
| 7 Jun | 23290.15 | 1307.95 | - | 0 | 0 | 0 | |
| 6 Jun | 22821.40 | 1307.95 | - | 0 | 0 | 0 | |
| 5 Jun | 22620.35 | 1307.95 | - | 0 | 0 | 0 | |
| 4 Jun | 21884.50 | 1307.95 | - | 0 | 0 | 0 | |
For NIFTY - strike price 24400 expiring on 04JUL2024
Delta for 24400 PE is -
Historical price for 24400 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 368.8, which was -18.95 lower than the previous day. The implied volatity was -, the open interest changed by 70950 which increased total open position to 107375
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 387.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 29975 which increased total open position to 36425
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 525.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 4550 which increased total open position to 6450
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 644, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 1900
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 812.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 1600
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 884.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -1350 which decreased total open position to 1650
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 778.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 3000
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 842.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 3025
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 797.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 2950 which increased total open position to 2975
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 920.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 994.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 994.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 994.45, 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 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 994.45, 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 1307.95, 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 1307.95, 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 1307.95, 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 1307.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0