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 | 24 | -2.00 | - | 2,15,28,425 | 8,22,300 | 13,38,575 | |||
| 27 Jun | 24044.50 | 26 | - | 43,93,275 | 3,58,975 | 5,16,275 | ||||
| 26 Jun | 23868.80 | 20.1 | - | 9,10,800 | 1,13,450 | 1,57,300 | ||||
| 25 Jun | 23721.30 | 11.05 | - | 3,01,850 | 3,200 | 43,850 | ||||
| 24 Jun | 23537.85 | 7 | - | 1,05,425 | 13,200 | 40,650 | ||||
| 21 Jun | 23501.10 | 7.00 | - | 1,32,850 | 18,825 | 27,450 | ||||
| 20 Jun | 23567.00 | 11.75 | - | 10,750 | 8,625 | 8,625 | ||||
| 19 Jun | 23516.00 | 52.55 | - | 0 | 975 | 0 | ||||
| 18 Jun | 23557.90 | 52.55 | - | 0 | 975 | 0 | ||||
| 14 Jun | 23465.60 | 52.55 | - | 0 | 975 | 0 | ||||
| 13 Jun | 23398.90 | 52.55 | - | 0 | 975 | 0 | ||||
| 12 Jun | 23322.95 | 52.55 | - | 0 | 975 | 0 | ||||
| 11 Jun | 23264.85 | 52.55 | - | 0 | 975 | 0 | ||||
| 10 Jun | 23259.20 | 52.55 | - | 1,375 | 975 | 975 | ||||
| 7 Jun | 23290.15 | 73.60 | - | 0 | 0 | 0 | ||||
| 6 Jun | 22821.40 | 73.60 | - | 0 | 0 | 0 | ||||
| 5 Jun | 22620.35 | 73.60 | - | 0 | 0 | 0 | ||||
| 4 Jun | 21884.50 | 73.60 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 24450 expiring on 04JUL2024
Delta for 24450 CE is -
Historical price for 24450 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 24, which was -2.00 lower than the previous day. The implied volatity was -, the open interest changed by 822300 which increased total open position to 1338575
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 26, which was lower than the previous day. The implied volatity was -, the open interest changed by 358975 which increased total open position to 516275
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 20.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 113450 which increased total open position to 157300
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 11.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 3200 which increased total open position to 43850
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 7, which was lower than the previous day. The implied volatity was -, the open interest changed by 13200 which increased total open position to 40650
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 7.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 18825 which increased total open position to 27450
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 11.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 8625 which increased total open position to 8625
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 52.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 975 which increased total open position to 0
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 52.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 975 which increased total open position to 0
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 52.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 975 which increased total open position to 0
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 52.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 975 which increased total open position to 0
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 52.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 975 which increased total open position to 0
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 52.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 975 which increased total open position to 0
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 52.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 975 which increased total open position to 975
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 73.60, 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 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 73.60, 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 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 73.60, 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 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 73.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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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 | 407 | -24.05 | - | 2,42,875 | 4,225 | 11,550 |
| 27 Jun | 24044.50 | 431.05 | - | 23,025 | 5,425 | 7,325 | |
| 26 Jun | 23868.80 | 571.6 | - | 325 | 100 | 1,900 | |
| 25 Jun | 23721.30 | 721.1 | - | 125 | 175 | 1,800 | |
| 24 Jun | 23537.85 | 862.1 | - | 350 | 100 | 1,625 | |
| 21 Jun | 23501.10 | 918.05 | - | 375 | 325 | 1,525 | |
| 20 Jun | 23567.00 | 825.15 | - | 200 | 250 | 1,200 | |
| 19 Jun | 23516.00 | 800.80 | - | 175 | 150 | 950 | |
| 18 Jun | 23557.90 | 856.15 | - | 875 | 800 | 800 | |
| 14 Jun | 23465.60 | 967.55 | - | 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 24450 expiring on 04JUL2024
Delta for 24450 PE is -
Historical price for 24450 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 407, which was -24.05 lower than the previous day. The implied volatity was -, the open interest changed by 4225 which increased total open position to 11550
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 431.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 5425 which increased total open position to 7325
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 571.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 1900
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 721.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 1800
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 862.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 1625
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 918.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 325 which increased total open position to 1525
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 825.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 1200
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 800.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 950
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 856.15, 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 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 967.55, 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