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 | 18.45 | -0.55 | - | 6,46,84,575 | 30,03,700 | 55,77,550 | |||
| 27 Jun | 24044.50 | 19 | - | 1,72,11,400 | 15,68,325 | 25,73,850 | ||||
| 26 Jun | 23868.80 | 16.2 | - | 48,85,975 | 4,40,950 | 10,05,525 | ||||
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| 25 Jun | 23721.30 | 9.7 | - | 20,79,325 | 90,475 | 5,64,575 | ||||
| 24 Jun | 23537.85 | 6.2 | - | 13,22,275 | 79,400 | 4,74,100 | ||||
| 21 Jun | 23501.10 | 7.20 | - | 14,67,025 | 69,350 | 3,94,700 | ||||
| 20 Jun | 23567.00 | 9.55 | - | 6,43,800 | 89,600 | 3,25,350 | ||||
| 19 Jun | 23516.00 | 11.00 | - | 3,71,750 | 47,425 | 2,35,750 | ||||
| 18 Jun | 23557.90 | 14.30 | - | 3,86,850 | 65,275 | 1,88,325 | ||||
| 14 Jun | 23465.60 | 12.50 | - | 2,72,425 | 82,225 | 1,23,050 | ||||
| 13 Jun | 23398.90 | 16.00 | - | 61,275 | 11,625 | 40,825 | ||||
| 12 Jun | 23322.95 | 26.80 | - | 37,025 | 3,075 | 29,200 | ||||
| 11 Jun | 23264.85 | 28.65 | - | 42,975 | 5,200 | 26,125 | ||||
| 10 Jun | 23259.20 | 41.95 | - | 61,550 | -6,075 | 20,925 | ||||
| 7 Jun | 23290.15 | 63.65 | - | 56,625 | 23,675 | 27,000 | ||||
| 6 Jun | 22821.40 | 42.00 | - | 3,925 | 800 | 3,325 | ||||
| 5 Jun | 22620.35 | 38.95 | - | 1,025 | 725 | 2,525 | ||||
| 4 Jun | 21884.50 | 45.00 | - | 2,825 | 1,800 | 1,800 | ||||
For NIFTY - strike price 24500 expiring on 04JUL2024
Delta for 24500 CE is -
Historical price for 24500 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 18.45, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 3003700 which increased total open position to 5577550
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 19, which was lower than the previous day. The implied volatity was -, the open interest changed by 1568325 which increased total open position to 2573850
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 16.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 440950 which increased total open position to 1005525
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 9.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 90475 which increased total open position to 564575
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 6.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 79400 which increased total open position to 474100
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 7.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 69350 which increased total open position to 394700
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 9.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 89600 which increased total open position to 325350
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 11.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 47425 which increased total open position to 235750
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 14.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 65275 which increased total open position to 188325
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 12.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 82225 which increased total open position to 123050
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 16.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 11625 which increased total open position to 40825
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 26.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 3075 which increased total open position to 29200
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 28.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 5200 which increased total open position to 26125
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 41.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -6075 which decreased total open position to 20925
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 63.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 23675 which increased total open position to 27000
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 42.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 800 which increased total open position to 3325
On 5 Jun NIFTY was trading at 22620.35. The strike last trading price was 38.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 725 which increased total open position to 2525
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 45.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 1800
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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 | 451.15 | -22.95 | - | 32,71,100 | 1,96,000 | 3,47,000 |
| 27 Jun | 24044.50 | 474.1 | - | 5,36,725 | 1,31,600 | 1,51,000 | |
| 26 Jun | 23868.80 | 616 | - | 45,425 | 7,800 | 19,400 | |
| 25 Jun | 23721.30 | 734.65 | - | 7,550 | 975 | 11,600 | |
| 24 Jun | 23537.85 | 898 | - | 5,225 | 1,275 | 10,625 | |
| 21 Jun | 23501.10 | 979.35 | - | 12,250 | 2,475 | 9,350 | |
| 20 Jun | 23567.00 | 869.55 | - | 6,675 | -2,250 | 6,875 | |
| 19 Jun | 23516.00 | 956.50 | - | 3,875 | 3,300 | 9,125 | |
| 18 Jun | 23557.90 | 892.55 | - | 1,475 | 875 | 5,825 | |
| 14 Jun | 23465.60 | 992.80 | - | 5,150 | 4,950 | 4,950 | |
| 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 24500 expiring on 04JUL2024
Delta for 24500 PE is -
Historical price for 24500 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 451.15, which was -22.95 lower than the previous day. The implied volatity was -, the open interest changed by 196000 which increased total open position to 347000
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 474.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 131600 which increased total open position to 151000
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 616, which was lower than the previous day. The implied volatity was -, the open interest changed by 7800 which increased total open position to 19400
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 734.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 975 which increased total open position to 11600
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 898, which was lower than the previous day. The implied volatity was -, the open interest changed by 1275 which increased total open position to 10625
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 979.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 2475 which increased total open position to 9350
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 869.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -2250 which decreased total open position to 6875
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 956.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 3300 which increased total open position to 9125
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 892.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 875 which increased total open position to 5825
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 992.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 4950 which increased total open position to 4950
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