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 | 3.85 | -0.20 | - | 3,39,37,300 | 21,44,875 | 34,32,950 | |||
| 27 Jun | 24044.50 | 4.05 | - | 64,81,825 | 9,80,475 | 12,88,075 | ||||
| 26 Jun | 23868.80 | 4 | - | 12,12,375 | 2,12,750 | 3,07,600 | ||||
| 25 Jun | 23721.30 | 2.55 | - | 2,22,425 | 18,125 | 94,850 | ||||
| 24 Jun | 23537.85 | 2.55 | - | 56,875 | -1,025 | 76,725 | ||||
| 21 Jun | 23501.10 | 2.50 | - | 2,30,225 | 47,725 | 77,750 | ||||
| 20 Jun | 23567.00 | 3.60 | - | 73,700 | 10,100 | 30,025 | ||||
| 19 Jun | 23516.00 | 4.80 | - | 25,250 | 3,850 | 19,925 | ||||
| 18 Jun | 23557.90 | 5.40 | - | 21,575 | 12,200 | 16,075 | ||||
| 14 Jun | 23465.60 | 6.35 | - | 5,225 | 875 | 3,875 | ||||
|
|
||||||||||
| 13 Jun | 23398.90 | 7.40 | - | 6,350 | 2,750 | 3,000 | ||||
| 12 Jun | 23322.95 | 17.90 | - | 75 | 200 | 250 | ||||
| 11 Jun | 23264.85 | 19.95 | - | 250 | 50 | 50 | ||||
| 10 Jun | 23259.20 | 39.70 | - | 0 | 0 | 0 | ||||
| 7 Jun | 23290.15 | 39.70 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 24800 expiring on 04JUL2024
Delta for 24800 CE is -
Historical price for 24800 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 3.85, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by 2144875 which increased total open position to 3432950
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 4.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 980475 which increased total open position to 1288075
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 4, which was lower than the previous day. The implied volatity was -, the open interest changed by 212750 which increased total open position to 307600
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 2.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 18125 which increased total open position to 94850
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 2.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -1025 which decreased total open position to 76725
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 2.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 47725 which increased total open position to 77750
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 3.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 10100 which increased total open position to 30025
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 4.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 3850 which increased total open position to 19925
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 5.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 12200 which increased total open position to 16075
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 6.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 875 which increased total open position to 3875
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 7.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 2750 which increased total open position to 3000
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 17.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 250
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 19.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 50
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 39.70, 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 39.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
|||||||
|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 28 Jun | 24010.60 | 734 | -17.70 | - | 66,250 | 17,350 | 61,950 |
| 27 Jun | 24044.50 | 751.7 | - | 49,425 | 43,175 | 44,600 | |
| 26 Jun | 23868.80 | 886.9 | - | 325 | 250 | 1,425 | |
| 25 Jun | 23721.30 | 1030.45 | - | 250 | 100 | 1,175 | |
| 24 Jun | 23537.85 | 1207.7 | - | 125 | 225 | 1,075 | |
| 21 Jun | 23501.10 | 1260.05 | - | 350 | 225 | 850 | |
| 20 Jun | 23567.00 | 1166.75 | - | 50 | 150 | 625 | |
| 19 Jun | 23516.00 | 1177.80 | - | 625 | 475 | 475 | |
| 18 Jun | 23557.90 | 0.00 | - | 0 | 0 | 0 | |
| 14 Jun | 23465.60 | 0.00 | - | 0 | 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 | |
For NIFTY - strike price 24800 expiring on 04JUL2024
Delta for 24800 PE is -
Historical price for 24800 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 734, which was -17.70 lower than the previous day. The implied volatity was -, the open interest changed by 17350 which increased total open position to 61950
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 751.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 43175 which increased total open position to 44600
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 886.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 1425
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 1030.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 1175
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1207.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 1075
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1260.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 850
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1166.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 625
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 1177.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 475 which increased total open position to 475
On 18 Jun NIFTY was trading at 23557.90. 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 14 Jun NIFTY was trading at 23465.60. 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 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