NIFTY
Nifty
Historical option data for NIFTY
28 Jun 2024 04:11 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
28 Jun | 24010.60 | 1.5 | -0.10 | - | 1,44,30,475 | 12,09,100 | 18,12,925 | |||
27 Jun | 24044.50 | 1.6 | - | 27,98,425 | 5,69,675 | 6,03,825 | ||||
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26 Jun | 23868.80 | 2.6 | - | 1,20,175 | 9,575 | 34,150 | ||||
25 Jun | 23721.30 | 2.5 | - | 54,725 | 8,250 | 24,575 | ||||
24 Jun | 23537.85 | 2.3 | - | 19,950 | 4,300 | 16,325 | ||||
21 Jun | 23501.10 | 2.20 | - | 14,550 | 5,800 | 12,025 | ||||
20 Jun | 23567.00 | 2.50 | - | 7,325 | 1,700 | 6,225 | ||||
19 Jun | 23516.00 | 3.80 | - | 8,700 | 4,025 | 4,525 | ||||
18 Jun | 23557.90 | 4.20 | - | 675 | 500 | 500 | ||||
14 Jun | 23465.60 | 7.50 | - | 150 | 0 | 0 |
For NIFTY - strike price 25100 expiring on 04JUL2024
Delta for 25100 CE is -
Historical price for 25100 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1.5, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 1209100 which increased total open position to 1812925
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 569675 which increased total open position to 603825
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 2.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 9575 which increased total open position to 34150
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 2.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 8250 which increased total open position to 24575
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 2.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 4300 which increased total open position to 16325
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 2.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 5800 which increased total open position to 12025
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 2.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 1700 which increased total open position to 6225
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 3.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 4025 which increased total open position to 4525
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 500 which increased total open position to 500
On 14 Jun NIFTY was trading at 23465.60. The strike last trading price was 7.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
Delta: -
Gamma: -
Theta: -
Vega: -
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
28 Jun | 24010.60 | 1032.1 | -106.10 | - | 1,075 | 150 | 875 |
27 Jun | 24044.50 | 1138.2 | - | 75 | 725 | 725 | |
26 Jun | 23868.80 | 1323.3 | - | 0 | 100 | 0 | |
25 Jun | 23721.30 | 1323.3 | - | 325 | 100 | 425 | |
24 Jun | 23537.85 | 1492.75 | - | 75 | 250 | 325 | |
21 Jun | 23501.10 | 1574.20 | - | 250 | 75 | 75 | |
20 Jun | 23567.00 | 1465.90 | - | 0 | 0 | 0 | |
19 Jun | 23516.00 | 1465.90 | - | 75 | 0 | 0 | |
18 Jun | 23557.90 | 0.00 | - | 0 | 0 | 0 | |
14 Jun | 23465.60 | 0.00 | - | 0 | 0 | 0 |
For NIFTY - strike price 25100 expiring on 04JUL2024
Delta for 25100 PE is -
Historical price for 25100 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1032.1, which was -106.10 lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 875
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1138.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 725 which increased total open position to 725
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1323.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 0
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 1323.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 425
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1492.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 325
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1574.20, 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 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1465.90, 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 1465.90, 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