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 | 2.1 | 0.10 | - | 68,16,675 | 8,46,950 | 10,75,225 | |||
| 27 Jun | 24044.50 | 2 | - | 9,65,150 | 1,26,900 | 2,28,275 | ||||
| 26 Jun | 23868.80 | 2.85 | - | 3,40,950 | 86,750 | 1,01,375 | ||||
| 25 Jun | 23721.30 | 2.05 | - | 17,275 | 3,350 | 14,625 | ||||
| 24 Jun | 23537.85 | 2.5 | - | 6,700 | -500 | 11,275 | ||||
| 21 Jun | 23501.10 | 2.85 | - | 15,175 | -150 | 11,775 | ||||
| 20 Jun | 23567.00 | 3.10 | - | 7,250 | 1,050 | 11,925 | ||||
| 19 Jun | 23516.00 | 4.50 | - | 3,450 | 250 | 10,875 | ||||
| 18 Jun | 23557.90 | 5.50 | - | 5,400 | 550 | 10,625 | ||||
| 14 Jun | 23465.60 | 6.65 | - | 7,425 | -300 | 10,075 | ||||
| 13 Jun | 23398.90 | 6.40 | - | 5,975 | 3,075 | 10,375 | ||||
| 12 Jun | 23322.95 | 8.35 | - | 3,425 | 2,200 | 7,300 | ||||
| 11 Jun | 23264.85 | 11.05 | - | 1,675 | 775 | 5,100 | ||||
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| 10 Jun | 23259.20 | 16.00 | - | 4,125 | -300 | 4,325 | ||||
| 7 Jun | 23290.15 | 28.75 | - | 4,800 | 4,625 | 4,625 | ||||
For NIFTY - strike price 24950 expiring on 04JUL2024
Delta for 24950 CE is -
Historical price for 24950 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 2.1, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by 846950 which increased total open position to 1075225
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 2, which was lower than the previous day. The implied volatity was -, the open interest changed by 126900 which increased total open position to 228275
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 2.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 86750 which increased total open position to 101375
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 2.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 3350 which increased total open position to 14625
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 2.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -500 which decreased total open position to 11275
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 2.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 11775
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 3.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 1050 which increased total open position to 11925
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 4.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 10875
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 5.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 10625
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 6.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -300 which decreased total open position to 10075
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 6.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 3075 which increased total open position to 10375
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 8.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 2200 which increased total open position to 7300
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 11.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 775 which increased total open position to 5100
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 16.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -300 which decreased total open position to 4325
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 28.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 4625 which increased total open position to 4625
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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 | 859 | -320.75 | - | 125 | 950 | 950 |
| 27 Jun | 24044.50 | 1179.75 | - | 0 | 75 | 0 | |
| 26 Jun | 23868.80 | 1179.75 | - | 0 | 75 | 0 | |
| 25 Jun | 23721.30 | 1179.75 | - | 275 | 75 | 700 | |
| 24 Jun | 23537.85 | 1353.35 | - | 75 | 150 | 625 | |
| 21 Jun | 23501.10 | 1397.05 | - | 275 | 200 | 475 | |
| 20 Jun | 23567.00 | 1328.55 | - | 75 | 275 | 275 | |
| 19 Jun | 23516.00 | 1285.80 | - | 225 | 0 | 0 | |
| 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 24950 expiring on 04JUL2024
Delta for 24950 PE is -
Historical price for 24950 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 859, which was -320.75 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 1179.75, 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 1179.75, 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 1179.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 700
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1353.35, 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 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1397.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 475
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1328.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 275
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 1285.80, 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 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