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 | 10.75 | -0.60 | - | 3,30,85,100 | 5,26,875 | 29,27,475 | |||
| 27 Jun | 24044.50 | 11.35 | - | 1,01,45,450 | 17,36,400 | 24,00,600 | ||||
| 26 Jun | 23868.80 | 10.4 | - | 25,38,175 | 4,36,750 | 6,64,200 | ||||
| 25 Jun | 23721.30 | 5.25 | - | 7,52,350 | 62,150 | 2,27,450 | ||||
| 24 Jun | 23537.85 | 3.85 | - | 1,67,075 | 17,300 | 1,65,300 | ||||
| 21 Jun | 23501.10 | 4.80 | - | 7,77,775 | 78,075 | 1,48,000 | ||||
| 20 Jun | 23567.00 | 6.70 | - | 2,92,875 | 29,225 | 69,925 | ||||
| 19 Jun | 23516.00 | 6.85 | - | 90,100 | 7,900 | 40,700 | ||||
| 18 Jun | 23557.90 | 9.75 | - | 64,800 | 22,575 | 32,800 | ||||
| 14 Jun | 23465.60 | 8.10 | - | 29,875 | 8,325 | 10,225 | ||||
| 13 Jun | 23398.90 | 12.05 | - | 1,450 | 425 | 1,900 | ||||
| 12 Jun | 23322.95 | 24.95 | - | 300 | 225 | 1,475 | ||||
| 11 Jun | 23264.85 | 26.95 | - | 275 | 175 | 1,250 | ||||
| 10 Jun | 23259.20 | 93.95 | - | 75 | 50 | 1,075 | ||||
| 7 Jun | 23290.15 | 28.00 | - | 1,100 | 900 | 1,025 | ||||
| 6 Jun | 22821.40 | 29.55 | - | 100 | 125 | 125 | ||||
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| 4 Jun | 21884.50 | 66.65 | - | 50 | 0 | 0 | ||||
For NIFTY - strike price 24600 expiring on 04JUL2024
Delta for 24600 CE is -
Historical price for 24600 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 10.75, which was -0.60 lower than the previous day. The implied volatity was -, the open interest changed by 526875 which increased total open position to 2927475
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 11.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 1736400 which increased total open position to 2400600
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 10.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 436750 which increased total open position to 664200
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 5.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 62150 which increased total open position to 227450
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 3.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 17300 which increased total open position to 165300
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 4.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 78075 which increased total open position to 148000
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 6.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 29225 which increased total open position to 69925
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 6.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 7900 which increased total open position to 40700
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 9.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 22575 which increased total open position to 32800
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 8.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 8325 which increased total open position to 10225
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 12.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 425 which increased total open position to 1900
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 24.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 1475
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 26.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 1250
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 93.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 1075
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 28.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 1025
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 29.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 125
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 66.65, 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 | 542.55 | -22.45 | - | 2,88,375 | 10,475 | 24,650 |
| 27 Jun | 24044.50 | 565 | - | 26,525 | 11,050 | 14,175 | |
| 26 Jun | 23868.80 | 709 | - | 2,200 | 675 | 3,125 | |
| 25 Jun | 23721.30 | 860 | - | 300 | 125 | 2,450 | |
| 24 Jun | 23537.85 | 1010.05 | - | 150 | -25 | 2,325 | |
| 21 Jun | 23501.10 | 1086.65 | - | 650 | 2,350 | 2,350 | |
| 20 Jun | 23567.00 | 1065.40 | - | 0 | 2,025 | 0 | |
| 19 Jun | 23516.00 | 1065.40 | - | 2,325 | 2,025 | 2,100 | |
| 18 Jun | 23557.90 | 1112.35 | - | 75 | 75 | 75 | |
| 14 Jun | 23465.60 | 1112.35 | - | 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 24600 expiring on 04JUL2024
Delta for 24600 PE is -
Historical price for 24600 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 542.55, which was -22.45 lower than the previous day. The implied volatity was -, the open interest changed by 10475 which increased total open position to 24650
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 565, which was lower than the previous day. The implied volatity was -, the open interest changed by 11050 which increased total open position to 14175
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 709, which was lower than the previous day. The implied volatity was -, the open interest changed by 675 which increased total open position to 3125
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 860, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 2450
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1010.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 2325
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1086.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 2350 which increased total open position to 2350
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1065.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 2025 which increased total open position to 0
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 1065.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 2025 which increased total open position to 2100
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 1112.35, 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 1112.35, 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