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 | 7.95 | -0.20 | - | 1,82,91,900 | 14,09,300 | 18,34,750 | |||
| 27 Jun | 24044.50 | 8.15 | - | 31,66,950 | 2,19,600 | 4,25,450 | ||||
| 26 Jun | 23868.80 | 8.2 | - | 10,27,100 | 1,51,400 | 2,05,850 | ||||
| 25 Jun | 23721.30 | 9.8 | - | 1,78,650 | 2,500 | 54,450 | ||||
| 24 Jun | 23537.85 | 3.1 | - | 47,850 | 11,575 | 51,950 | ||||
| 21 Jun | 23501.10 | 3.30 | - | 1,26,300 | 30,350 | 40,375 | ||||
| 20 Jun | 23567.00 | 8.50 | - | 14,525 | 7,250 | 10,025 | ||||
| 19 Jun | 23516.00 | 6.50 | - | 6,000 | 2,775 | 2,775 | ||||
| 18 Jun | 23557.90 | 86.60 | - | 0 | 25 | 0 | ||||
| 14 Jun | 23465.60 | 86.60 | - | 0 | 25 | 0 | ||||
| 13 Jun | 23398.90 | 86.60 | - | 0 | 25 | 0 | ||||
| 12 Jun | 23322.95 | 86.60 | - | 0 | 25 | 0 | ||||
| 11 Jun | 23264.85 | 86.60 | - | 0 | 25 | 0 | ||||
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| 10 Jun | 23259.20 | 86.60 | - | 25 | 25 | 25 | ||||
| 7 Jun | 23290.15 | 26.20 | - | 0 | 0 | 0 | ||||
| 6 Jun | 22821.40 | 26.20 | - | 25 | 0 | 0 | ||||
| 4 Jun | 21884.50 | 52.10 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 24650 expiring on 04JUL2024
Delta for 24650 CE is -
Historical price for 24650 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 7.95, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by 1409300 which increased total open position to 1834750
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 8.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 219600 which increased total open position to 425450
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 8.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 151400 which increased total open position to 205850
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 9.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 2500 which increased total open position to 54450
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 3.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 11575 which increased total open position to 51950
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 3.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 30350 which increased total open position to 40375
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 8.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 7250 which increased total open position to 10025
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 6.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 2775 which increased total open position to 2775
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 86.60, 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 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 86.60, 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 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 86.60, 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 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 86.60, 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 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 86.60, 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 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 86.60, 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 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 26.20, 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 26.20, 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 52.10, 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 | 594.45 | -291.75 | - | 99,725 | 8,875 | 8,875 |
| 27 Jun | 24044.50 | 886.2 | - | 0 | 200 | 0 | |
| 26 Jun | 23868.80 | 886.2 | - | 0 | 200 | 0 | |
| 25 Jun | 23721.30 | 886.2 | - | 375 | 200 | 1,775 | |
| 24 Jun | 23537.85 | 1059.15 | - | 150 | 75 | 1,575 | |
| 21 Jun | 23501.10 | 1117.95 | - | 225 | 1,500 | 1,500 | |
| 20 Jun | 23567.00 | 1114.65 | - | 0 | 1,075 | 0 | |
| 19 Jun | 23516.00 | 1114.65 | - | 1,225 | 1,075 | 1,150 | |
| 18 Jun | 23557.90 | 1161.00 | - | 75 | 75 | 75 | |
| 14 Jun | 23465.60 | 1161.00 | - | 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 24650 expiring on 04JUL2024
Delta for 24650 PE is -
Historical price for 24650 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 594.45, which was -291.75 lower than the previous day. The implied volatity was -, the open interest changed by 8875 which increased total open position to 8875
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 886.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 0
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 886.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 0
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 886.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 1775
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1059.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 1575
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1117.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 1500
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1114.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 1075 which increased total open position to 0
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 1114.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 1075 which increased total open position to 1150
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 1161.00, 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 1161.00, 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 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