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 | 13.45 | -1.85 | - | 2,04,77,675 | 6,33,300 | 12,13,225 | |||
| 27 Jun | 24044.50 | 15.3 | - | 50,64,550 | 4,10,525 | 5,79,925 | ||||
| 26 Jun | 23868.80 | 13 | - | 8,32,250 | 98,775 | 1,69,400 | ||||
| 25 Jun | 23721.30 | 8.45 | - | 2,70,200 | 33,900 | 70,625 | ||||
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| 24 Jun | 23537.85 | 6 | - | 1,29,275 | 17,275 | 36,725 | ||||
| 21 Jun | 23501.10 | 5.15 | - | 1,25,275 | 2,950 | 19,450 | ||||
| 20 Jun | 23567.00 | 6.65 | - | 97,975 | 12,100 | 16,500 | ||||
| 19 Jun | 23516.00 | 9.00 | - | 9,800 | 375 | 4,400 | ||||
| 18 Jun | 23557.90 | 10.50 | - | 4,225 | -75 | 4,025 | ||||
| 14 Jun | 23465.60 | 10.50 | - | 4,750 | 50 | 4,100 | ||||
| 13 Jun | 23398.90 | 20.00 | - | 75 | 50 | 4,050 | ||||
| 12 Jun | 23322.95 | 25.95 | - | 400 | 0 | 4,000 | ||||
| 11 Jun | 23264.85 | 30.00 | - | 250 | -25 | 4,000 | ||||
| 10 Jun | 23259.20 | 44.90 | - | 5,050 | 4,000 | 4,025 | ||||
| 7 Jun | 23290.15 | 35.05 | - | 100 | 0 | 25 | ||||
| 6 Jun | 22821.40 | 28.50 | - | 50 | 25 | 25 | ||||
| 4 Jun | 21884.50 | 62.05 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 24550 expiring on 04JUL2024
Delta for 24550 CE is -
Historical price for 24550 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 13.45, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by 633300 which increased total open position to 1213225
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 15.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 410525 which increased total open position to 579925
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 13, which was lower than the previous day. The implied volatity was -, the open interest changed by 98775 which increased total open position to 169400
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 8.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 33900 which increased total open position to 70625
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 6, which was lower than the previous day. The implied volatity was -, the open interest changed by 17275 which increased total open position to 36725
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 5.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 2950 which increased total open position to 19450
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 6.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 12100 which increased total open position to 16500
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 9.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 4400
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 10.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 4025
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 10.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 4100
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 20.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 4050
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 25.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4000
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 30.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 4000
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 44.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 4000 which increased total open position to 4025
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 35.05, 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 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 28.50, 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 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 62.05, 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 | 499.8 | -20.25 | - | 97,225 | 13,100 | 19,650 |
| 27 Jun | 24044.50 | 520.05 | - | 15,975 | 4,175 | 6,550 | |
| 26 Jun | 23868.80 | 662.4 | - | 1,400 | 475 | 2,375 | |
| 25 Jun | 23721.30 | 790.05 | - | 650 | -25 | 1,900 | |
| 24 Jun | 23537.85 | 959.55 | - | 75 | 75 | 1,925 | |
| 21 Jun | 23501.10 | 1027.85 | - | 925 | 1,850 | 1,850 | |
| 20 Jun | 23567.00 | 1021.45 | - | 0 | 1,675 | 0 | |
| 19 Jun | 23516.00 | 1021.45 | - | 1,925 | 1,675 | 1,750 | |
| 18 Jun | 23557.90 | 1063.75 | - | 75 | 75 | 75 | |
| 14 Jun | 23465.60 | 1063.75 | - | 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 | |
| 4 Jun | 21884.50 | 0.00 | - | 0 | 0 | 0 | |
For NIFTY - strike price 24550 expiring on 04JUL2024
Delta for 24550 PE is -
Historical price for 24550 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 499.8, which was -20.25 lower than the previous day. The implied volatity was -, the open interest changed by 13100 which increased total open position to 19650
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 520.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 4175 which increased total open position to 6550
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 662.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 475 which increased total open position to 2375
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 790.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 1900
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 959.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 1925
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1027.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 1850 which increased total open position to 1850
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1021.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 1675 which increased total open position to 0
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 1021.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 1675 which increased total open position to 1750
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 1063.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 75
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 1063.75, 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 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