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 | 1.6 | -0.10 | - | 49,97,500 | 2,94,350 | 5,59,450 | |||
| 27 Jun | 24044.50 | 1.7 | - | 8,12,925 | 2,42,875 | 2,65,100 | ||||
| 26 Jun | 23868.80 | 2.4 | - | 45,050 | 8,525 | 22,225 | ||||
| 25 Jun | 23721.30 | 3.8 | - | 17,675 | 575 | 13,700 | ||||
| 24 Jun | 23537.85 | 2.2 | - | 50,175 | 225 | 13,125 | ||||
| 21 Jun | 23501.10 | 2.35 | - | 5,075 | 1,475 | 12,900 | ||||
| 20 Jun | 23567.00 | 2.90 | - | 15,400 | 5,800 | 11,425 | ||||
| 19 Jun | 23516.00 | 6.15 | - | 4,325 | 875 | 5,625 | ||||
| 18 Jun | 23557.90 | 4.20 | - | 5,900 | 300 | 4,750 | ||||
| 14 Jun | 23465.60 | 5.40 | - | 3,450 | 175 | 4,450 | ||||
| 13 Jun | 23398.90 | 5.45 | - | 4,350 | 1,800 | 4,275 | ||||
| 12 Jun | 23322.95 | 9.80 | - | 4,125 | 1,850 | 2,475 | ||||
| 11 Jun | 23264.85 | 15.90 | - | 375 | 275 | 625 | ||||
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| 10 Jun | 23259.20 | 16.00 | - | 450 | 350 | 350 | ||||
For NIFTY - strike price 25050 expiring on 04JUL2024
Delta for 25050 CE is -
Historical price for 25050 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1.6, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 294350 which increased total open position to 559450
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 242875 which increased total open position to 265100
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 2.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 8525 which increased total open position to 22225
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 3.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 575 which increased total open position to 13700
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 2.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 13125
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 2.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 1475 which increased total open position to 12900
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 2.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 5800 which increased total open position to 11425
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 6.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 875 which increased total open position to 5625
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 4.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 4750
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 5.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 4450
On 13 Jun NIFTY was trading at 23398.90. The strike last trading price was 5.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 4275
On 12 Jun NIFTY was trading at 23322.95. The strike last trading price was 9.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 1850 which increased total open position to 2475
On 11 Jun NIFTY was trading at 23264.85. The strike last trading price was 15.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 625
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 350 which increased total open position to 350
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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 | 1278.3 | 0.00 | - | 0 | 450 | 0 |
| 27 Jun | 24044.50 | 1278.3 | - | 0 | 450 | 0 | |
| 26 Jun | 23868.80 | 1278.3 | - | 0 | 450 | 0 | |
| 25 Jun | 23721.30 | 1278.3 | - | 375 | 450 | 775 | |
| 24 Jun | 23537.85 | 1444.35 | - | 125 | 125 | 325 | |
| 21 Jun | 23501.10 | 1518.70 | - | 275 | 200 | 200 | |
| 20 Jun | 23567.00 | 1416.10 | - | 0 | 0 | 0 | |
| 19 Jun | 23516.00 | 1416.10 | - | 50 | 0 | 0 | |
| 18 Jun | 23557.90 | 1897.20 | - | 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 | |
For NIFTY - strike price 25050 expiring on 04JUL2024
Delta for 25050 PE is -
Historical price for 25050 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1278.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 0
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1278.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 0
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1278.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 0
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 1278.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 775
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1444.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 325
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1518.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 200
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1416.10, 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 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 1416.10, 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 1897.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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