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 | 2.25 | 0.05 | - | 4,07,98,700 | 41,33,100 | 98,30,625 | |||
| 27 Jun | 24044.50 | 2.2 | - | 1,68,37,375 | 44,03,700 | 56,97,525 | ||||
| 26 Jun | 23868.80 | 2.55 | - | 24,05,700 | 9,22,275 | 12,93,825 | ||||
| 25 Jun | 23721.30 | 2.6 | - | 5,35,675 | 1,22,850 | 3,71,550 | ||||
| 24 Jun | 23537.85 | 2.5 | - | 3,16,975 | 21,200 | 2,48,700 | ||||
| 21 Jun | 23501.10 | 2.30 | - | 2,96,025 | 35,200 | 2,27,500 | ||||
| 20 Jun | 23567.00 | 2.70 | - | 5,71,775 | -27,950 | 1,92,300 | ||||
| 19 Jun | 23516.00 | 5.00 | - | 3,92,200 | 1,15,425 | 2,20,250 | ||||
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| 18 Jun | 23557.90 | 3.50 | - | 1,55,850 | 44,850 | 1,04,825 | ||||
| 14 Jun | 23465.60 | 5.00 | - | 57,800 | 4,175 | 59,975 | ||||
| 13 Jun | 23398.90 | 5.95 | - | 52,125 | 750 | 55,800 | ||||
| 12 Jun | 23322.95 | 7.85 | - | 47,800 | 5,975 | 55,050 | ||||
| 11 Jun | 23264.85 | 10.95 | - | 72,125 | 16,275 | 49,075 | ||||
| 10 Jun | 23259.20 | 15.50 | - | 29,450 | 5,775 | 32,800 | ||||
| 7 Jun | 23290.15 | 26.00 | - | 60,650 | 27,025 | 27,025 | ||||
For NIFTY - strike price 25000 expiring on 04JUL2024
Delta for 25000 CE is -
Historical price for 25000 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 2.25, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 4133100 which increased total open position to 9830625
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 2.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 4403700 which increased total open position to 5697525
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 2.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 922275 which increased total open position to 1293825
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 2.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 122850 which increased total open position to 371550
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 21200 which increased total open position to 248700
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 2.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 35200 which increased total open position to 227500
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 2.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -27950 which decreased total open position to 192300
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 5.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 115425 which increased total open position to 220250
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 3.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 44850 which increased total open position to 104825
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 5.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 4175 which increased total open position to 59975
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 5.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 55800
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 7.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 5975 which increased total open position to 55050
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 10.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 16275 which increased total open position to 49075
On 10 Jun NIFTY was trading at 23259.20. The strike last trading price was 15.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 5775 which increased total open position to 32800
On 7 Jun NIFTY was trading at 23290.15. The strike last trading price was 26.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 27025 which increased total open position to 27025
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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 | 940.1 | -10.60 | - | 1,51,750 | 18,650 | 28,075 |
| 27 Jun | 24044.50 | 950.7 | - | 14,075 | 7,575 | 9,425 | |
| 26 Jun | 23868.80 | 1101 | - | 2,575 | 1,175 | 1,850 | |
| 25 Jun | 23721.30 | 1258.75 | - | 775 | 100 | 675 | |
| 24 Jun | 23537.85 | 1410 | - | 450 | 0 | 575 | |
| 21 Jun | 23501.10 | 1480.00 | - | 400 | 200 | 575 | |
| 20 Jun | 23567.00 | 1410.00 | - | 150 | 0 | 375 | |
| 19 Jun | 23516.00 | 1408.00 | - | 525 | 300 | 375 | |
| 18 Jun | 23557.90 | 1505.85 | - | 0 | 75 | 75 | |
| 14 Jun | 23465.60 | 1505.85 | - | 75 | 0 | 0 | |
| 13 Jun | 23398.90 | 1850.15 | - | 0 | 0 | 0 | |
| 12 Jun | 23322.95 | 1850.15 | - | 0 | 0 | 0 | |
| 11 Jun | 23264.85 | 1850.15 | - | 0 | 0 | 0 | |
| 10 Jun | 23259.20 | 1850.15 | - | 0 | 0 | 0 | |
| 7 Jun | 23290.15 | 1850.15 | - | 0 | 0 | 0 | |
For NIFTY - strike price 25000 expiring on 04JUL2024
Delta for 25000 PE is -
Historical price for 25000 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 940.1, which was -10.60 lower than the previous day. The implied volatity was -, the open interest changed by 18650 which increased total open position to 28075
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 950.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 7575 which increased total open position to 9425
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1101, which was lower than the previous day. The implied volatity was -, the open interest changed by 1175 which increased total open position to 1850
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 1258.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 675
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1410, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 575
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1480.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 575
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1410.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 375
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 1408.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 375
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 1505.85, 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 1505.85, 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 1850.15, 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 1850.15, 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 1850.15, 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 1850.15, 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 1850.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0