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 | 6.05 | -0.25 | - | 3,68,25,000 | 15,26,725 | 36,86,800 | |||
| 27 Jun | 24044.50 | 6.3 | - | 98,48,875 | 16,39,600 | 21,60,075 | ||||
| 26 Jun | 23868.80 | 6.65 | - | 17,87,600 | 3,31,850 | 5,20,475 | ||||
| 25 Jun | 23721.30 | 3.85 | - | 7,35,850 | 27,950 | 1,88,625 | ||||
| 24 Jun | 23537.85 | 3.5 | - | 2,60,000 | 34,650 | 1,60,675 | ||||
| 21 Jun | 23501.10 | 4.00 | - | 3,08,375 | 28,825 | 1,26,025 | ||||
| 20 Jun | 23567.00 | 5.00 | - | 1,78,700 | 22,575 | 97,200 | ||||
| 19 Jun | 23516.00 | 6.15 | - | 1,53,675 | 50,125 | 74,625 | ||||
| 18 Jun | 23557.90 | 7.20 | - | 33,675 | 14,500 | 24,500 | ||||
| 14 Jun | 23465.60 | 7.50 | - | 15,600 | 3,675 | 10,000 | ||||
| 13 Jun | 23398.90 | 8.60 | - | 5,650 | 1,225 | 6,325 | ||||
| 12 Jun | 23322.95 | 17.50 | - | 1,100 | 125 | 5,100 | ||||
| 11 Jun | 23264.85 | 25.50 | - | 11,175 | 600 | 4,975 | ||||
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| 10 Jun | 23259.20 | 25.05 | - | 5,025 | 450 | 4,375 | ||||
| 7 Jun | 23290.15 | 33.80 | - | 6,575 | 1,400 | 3,925 | ||||
| 6 Jun | 22821.40 | 24.00 | - | 2,625 | 2,525 | 2,525 | ||||
| 4 Jun | 21884.50 | 56.45 | - | 225 | 75 | 75 | ||||
For NIFTY - strike price 24700 expiring on 04JUL2024
Delta for 24700 CE is -
Historical price for 24700 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 6.05, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 1526725 which increased total open position to 3686800
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 6.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 1639600 which increased total open position to 2160075
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 6.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 331850 which increased total open position to 520475
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 3.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 27950 which increased total open position to 188625
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 3.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 34650 which increased total open position to 160675
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 4.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 28825 which increased total open position to 126025
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 5.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 22575 which increased total open position to 97200
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 6.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 50125 which increased total open position to 74625
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 7.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 14500 which increased total open position to 24500
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 7.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 3675 which increased total open position to 10000
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 8.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 1225 which increased total open position to 6325
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 17.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 5100
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 25.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 4975
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 25.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 4375
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 33.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 1400 which increased total open position to 3925
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 24.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2525 which increased total open position to 2525
On 4 Jun NIFTY was trading at 21884.50. The strike last trading price was 56.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 75
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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 | 642.45 | -16.55 | - | 55,700 | 575 | 6,375 |
| 27 Jun | 24044.50 | 659 | - | 8,475 | 3,900 | 5,800 | |
| 26 Jun | 23868.80 | 800 | - | 1,300 | -225 | 1,900 | |
| 25 Jun | 23721.30 | 935.4 | - | 825 | -150 | 2,125 | |
| 24 Jun | 23537.85 | 1107.5 | - | 100 | 75 | 2,275 | |
| 21 Jun | 23501.10 | 1132.45 | - | 200 | 200 | 2,200 | |
| 20 Jun | 23567.00 | 1075.85 | - | 100 | 300 | 2,000 | |
| 19 Jun | 23516.00 | 1155.45 | - | 1,800 | 1,700 | 1,700 | |
| 18 Jun | 23557.90 | 1210.55 | - | 0 | 0 | 0 | |
| 14 Jun | 23465.60 | 1210.55 | - | 75 | 0 | 75 | |
| 13 Jun | 23398.90 | 1392.65 | - | 0 | 0 | 75 | |
| 12 Jun | 23322.95 | 1392.65 | - | 0 | 75 | 75 | |
| 11 Jun | 23264.85 | 1392.65 | - | 0 | 25 | 0 | |
| 10 Jun | 23259.20 | 1392.65 | - | 50 | 25 | 25 | |
| 7 Jun | 23290.15 | 1700.00 | - | 25 | 0 | 0 | |
| 6 Jun | 22821.40 | 0.00 | - | 0 | 0 | 0 | |
| 4 Jun | 21884.50 | 0.00 | - | 0 | 0 | 0 | |
For NIFTY - strike price 24700 expiring on 04JUL2024
Delta for 24700 PE is -
Historical price for 24700 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 642.45, which was -16.55 lower than the previous day. The implied volatity was -, the open interest changed by 575 which increased total open position to 6375
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 659, which was lower than the previous day. The implied volatity was -, the open interest changed by 3900 which increased total open position to 5800
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 800, which was lower than the previous day. The implied volatity was -, the open interest changed by -225 which decreased total open position to 1900
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 935.4, which was lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 2125
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1107.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 2275
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1132.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 2200
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1075.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 2000
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 1155.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 1700 which increased total open position to 1700
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 1210.55, 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 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 1210.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 75
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 1392.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 75
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 1392.65, 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 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 1392.65, 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 1392.65, 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 1700.00, 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