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 | 2.5 | -0.25 | - | 2,16,86,575 | 24,83,000 | 33,71,250 | |||
| 27 Jun | 24044.50 | 2.75 | - | 44,77,275 | 6,75,050 | 8,88,250 | ||||
| 26 Jun | 23868.80 | 3.6 | - | 6,70,525 | 1,47,725 | 2,13,200 | ||||
| 25 Jun | 23721.30 | 1.9 | - | 1,37,125 | 45,250 | 65,475 | ||||
| 24 Jun | 23537.85 | 3.15 | - | 20,050 | -2,175 | 20,225 | ||||
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| 21 Jun | 23501.10 | 2.80 | - | 52,975 | 1,475 | 22,400 | ||||
| 20 Jun | 23567.00 | 3.00 | - | 33,275 | 4,350 | 20,925 | ||||
| 19 Jun | 23516.00 | 4.10 | - | 39,850 | 5,075 | 16,575 | ||||
| 18 Jun | 23557.90 | 5.30 | - | 6,750 | 3,275 | 11,500 | ||||
| 14 Jun | 23465.60 | 5.95 | - | 22,125 | 4,875 | 8,225 | ||||
| 13 Jun | 23398.90 | 9.20 | - | 4,600 | 125 | 3,350 | ||||
| 12 Jun | 23322.95 | 10.80 | - | 525 | -75 | 3,225 | ||||
| 11 Jun | 23264.85 | 13.00 | - | 2,500 | 425 | 3,300 | ||||
| 10 Jun | 23259.20 | 24.75 | - | 4,525 | 2,875 | 2,875 | ||||
| 7 Jun | 23290.15 | 32.95 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 24900 expiring on 04JUL2024
Delta for 24900 CE is -
Historical price for 24900 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 2.5, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 2483000 which increased total open position to 3371250
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 2.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 675050 which increased total open position to 888250
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 3.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 147725 which increased total open position to 213200
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 1.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 45250 which increased total open position to 65475
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 3.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -2175 which decreased total open position to 20225
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 2.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 1475 which increased total open position to 22400
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 3.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 4350 which increased total open position to 20925
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 4.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 5075 which increased total open position to 16575
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 5.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 3275 which increased total open position to 11500
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 5.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 4875 which increased total open position to 8225
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 9.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 3350
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 10.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 3225
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 13.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 425 which increased total open position to 3300
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 24.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 2875 which increased total open position to 2875
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 32.95, 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 | 838.2 | -6.80 | - | 3,550 | 600 | 1,800 |
| 27 Jun | 24044.50 | 845 | - | 725 | 1,200 | 1,200 | |
| 26 Jun | 23868.80 | 1132.75 | - | 0 | 225 | 0 | |
| 25 Jun | 23721.30 | 1132.75 | - | 250 | 225 | 800 | |
| 24 Jun | 23537.85 | 1329.55 | - | 100 | 150 | 575 | |
| 21 Jun | 23501.10 | 1371.65 | - | 200 | 25 | 425 | |
| 20 Jun | 23567.00 | 1278.25 | - | 25 | 150 | 400 | |
| 19 Jun | 23516.00 | 1281.85 | - | 400 | 250 | 250 | |
| 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 24900 expiring on 04JUL2024
Delta for 24900 PE is -
Historical price for 24900 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 838.2, which was -6.80 lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 1800
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 845, which was lower than the previous day. The implied volatity was -, the open interest changed by 1200 which increased total open position to 1200
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1132.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 0
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 1132.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 800
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1329.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 575
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1371.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 425
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1278.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 400
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 1281.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 250
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