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 | 3.6 | 0.60 | - | 1,29,45,200 | 11,61,550 | 14,66,475 | |||
| 27 Jun | 24044.50 | 3 | - | 14,06,575 | 2,38,875 | 3,04,925 | ||||
| 26 Jun | 23868.80 | 5.05 | - | 2,12,650 | 53,450 | 66,050 | ||||
| 25 Jun | 23721.30 | 2.1 | - | 23,050 | 4,750 | 12,600 | ||||
| 24 Jun | 23537.85 | 2.4 | - | 8,475 | -425 | 7,850 | ||||
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| 21 Jun | 23501.10 | 2.45 | - | 16,775 | 1,350 | 8,275 | ||||
| 20 Jun | 23567.00 | 3.60 | - | 8,650 | 5,400 | 6,925 | ||||
| 19 Jun | 23516.00 | 4.15 | - | 3,300 | 1,525 | 1,525 | ||||
| 18 Jun | 23557.90 | 53.95 | - | 0 | 25 | 0 | ||||
| 14 Jun | 23465.60 | 53.95 | - | 0 | 25 | 0 | ||||
| 13 Jun | 23398.90 | 53.95 | - | 0 | 25 | 0 | ||||
| 12 Jun | 23322.95 | 53.95 | - | 0 | 25 | 0 | ||||
| 11 Jun | 23264.85 | 53.95 | - | 0 | 25 | 0 | ||||
| 10 Jun | 23259.20 | 53.95 | - | 50 | 25 | 25 | ||||
| 7 Jun | 23290.15 | 36.20 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 24850 expiring on 04JUL2024
Delta for 24850 CE is -
Historical price for 24850 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 3.6, which was 0.60 higher than the previous day. The implied volatity was -, the open interest changed by 1161550 which increased total open position to 1466475
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 3, which was lower than the previous day. The implied volatity was -, the open interest changed by 238875 which increased total open position to 304925
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 5.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 53450 which increased total open position to 66050
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 2.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 4750 which increased total open position to 12600
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 2.4, which was lower than the previous day. The implied volatity was -, the open interest changed by -425 which decreased total open position to 7850
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 2.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 1350 which increased total open position to 8275
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 5400 which increased total open position to 6925
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 4.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 1525 which increased total open position to 1525
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 53.95, 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 53.95, 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 53.95, 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 53.95, 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 53.95, 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 53.95, 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 36.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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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 | 785.9 | -295.45 | - | 6,575 | 2,050 | 2,050 |
| 27 Jun | 24044.50 | 1081.35 | - | 0 | 75 | 0 | |
| 26 Jun | 23868.80 | 1081.35 | - | 0 | 75 | 0 | |
| 25 Jun | 23721.30 | 1081.35 | - | 250 | 75 | 975 | |
| 24 Jun | 23537.85 | 1257.15 | - | 125 | 225 | 900 | |
| 21 Jun | 23501.10 | 1322.55 | - | 350 | 675 | 675 | |
| 20 Jun | 23567.00 | 1227.20 | - | 0 | 400 | 0 | |
| 19 Jun | 23516.00 | 1227.20 | - | 500 | 400 | 400 | |
| 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 24850 expiring on 04JUL2024
Delta for 24850 PE is -
Historical price for 24850 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 785.9, which was -295.45 lower than the previous day. The implied volatity was -, the open interest changed by 2050 which increased total open position to 2050
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1081.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 0
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1081.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 0
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 1081.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 975
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1257.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 900
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1322.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 675 which increased total open position to 675
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1227.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 0
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 1227.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 400
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