NIFTY
Nifty
Historical option data for NIFTY
28 Jun 2024 04:11 PM IST
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 28 Jun | 24010.60 | 4.8 | -0.10 | - | 1,78,54,625 | 9,23,150 | 13,15,600 | |||
| 27 Jun | 24044.50 | 4.9 | - | 27,21,700 | 2,16,175 | 3,92,450 | ||||
| 26 Jun | 23868.80 | 4.95 | - | 7,08,050 | 1,54,000 | 1,76,275 | ||||
| 25 Jun | 23721.30 | 3 | - | 61,300 | 5,100 | 22,275 | ||||
| 24 Jun | 23537.85 | 2.8 | - | 16,575 | 1,725 | 17,175 | ||||
| 21 Jun | 23501.10 | 3.70 | - | 32,675 | 8,575 | 15,450 | ||||
| 20 Jun | 23567.00 | 4.05 | - | 6,325 | 1,650 | 6,875 | ||||
| 19 Jun | 23516.00 | 8.50 | - | 2,050 | -400 | 5,225 | ||||
| 18 Jun | 23557.90 | 7.50 | - | 15,350 | 125 | 5,625 | ||||
| 14 Jun | 23465.60 | 7.50 | - | 475 | 25 | 5,500 | ||||
| 13 Jun | 23398.90 | 6.35 | - | 1,800 | 1,325 | 5,475 | ||||
| 12 Jun | 23322.95 | 17.00 | - | 1,900 | 250 | 4,150 | ||||
| 11 Jun | 23264.85 | 19.00 | - | 975 | -125 | 3,900 | ||||
|
|
||||||||||
| 10 Jun | 23259.20 | 21.00 | - | 4,025 | 450 | 4,025 | ||||
| 7 Jun | 23290.15 | 27.75 | - | 3,725 | 3,525 | 3,575 | ||||
| 6 Jun | 22821.40 | 22.50 | - | 125 | 50 | 50 | ||||
For NIFTY - strike price 24750 expiring on 04JUL2024
Delta for 24750 CE is -
Historical price for 24750 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 4.8, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 923150 which increased total open position to 1315600
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 4.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 216175 which increased total open position to 392450
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 4.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 154000 which increased total open position to 176275
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 3, which was lower than the previous day. The implied volatity was -, the open interest changed by 5100 which increased total open position to 22275
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 2.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 1725 which increased total open position to 17175
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 3.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 8575 which increased total open position to 15450
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 4.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 1650 which increased total open position to 6875
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 8.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -400 which decreased total open position to 5225
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 7.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 5625
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 25 which increased total open position to 5500
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 6.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 1325 which increased total open position to 5475
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 17.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 4150
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 19.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 3900
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 21.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 4025
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 27.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 3525 which increased total open position to 3575
On 6 Jun NIFTY was trading at 22821.40. The strike last trading price was 22.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 50
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
|||||||
|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 28 Jun | 24010.60 | 690.2 | -295.70 | - | 1,675 | 950 | 950 |
| 27 Jun | 24044.50 | 985.9 | - | 0 | 175 | 0 | |
| 26 Jun | 23868.80 | 985.9 | - | 0 | 175 | 0 | |
| 25 Jun | 23721.30 | 985.9 | - | 225 | 175 | 825 | |
| 24 Jun | 23537.85 | 1189.2 | - | 150 | 200 | 650 | |
| 21 Jun | 23501.10 | 1234.10 | - | 250 | 450 | 450 | |
| 20 Jun | 23567.00 | 1089.35 | - | 0 | 0 | 0 | |
| 19 Jun | 23516.00 | 1089.35 | - | 225 | 0 | 75 | |
| 18 Jun | 23557.90 | 1259.25 | - | 75 | 75 | 75 | |
| 14 Jun | 23465.60 | 1259.25 | - | 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 | |
For NIFTY - strike price 24750 expiring on 04JUL2024
Delta for 24750 PE is -
Historical price for 24750 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 690.2, which was -295.70 lower than the previous day. The implied volatity was -, the open interest changed by 950 which increased total open position to 950
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 985.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 0
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 985.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 0
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 985.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 825
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1189.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 650
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1234.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 450
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1089.35, 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 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 1089.35, 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 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 1259.25, 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 1259.25, 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