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 | 1.65 | 0.50 | - | 24,87,675 | 2,75,625 | 3,24,525 | |||
| 27 Jun | 24044.50 | 1.15 | - | 2,54,375 | 34,425 | 48,900 | ||||
| 26 Jun | 23868.80 | 2.25 | - | 95,975 | 7,200 | 14,475 | ||||
| 25 Jun | 23721.30 | 2 | - | 10,100 | 575 | 7,275 | ||||
| 24 Jun | 23537.85 | 2.45 | - | 13,000 | 3,175 | 6,700 | ||||
| 21 Jun | 23501.10 | 2.40 | - | 3,200 | 1,575 | 3,525 | ||||
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| 20 Jun | 23567.00 | 3.00 | - | 925 | 450 | 1,950 | ||||
| 19 Jun | 23516.00 | 4.10 | - | 2,250 | 1,100 | 1,500 | ||||
| 18 Jun | 23557.90 | 3.30 | - | 2,075 | 250 | 400 | ||||
| 14 Jun | 23465.60 | 5.95 | - | 250 | 150 | 150 | ||||
For NIFTY - strike price 25150 expiring on 04JUL2024
Delta for 25150 CE is -
Historical price for 25150 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1.65, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by 275625 which increased total open position to 324525
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 34425 which increased total open position to 48900
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 2.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 7200 which increased total open position to 14475
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 2, which was lower than the previous day. The implied volatity was -, the open interest changed by 575 which increased total open position to 7275
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 2.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 3175 which increased total open position to 6700
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 2.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 1575 which increased total open position to 3525
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 450 which increased total open position to 1950
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 1100 which increased total open position to 1500
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 3.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 400
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 150 which increased total open position to 150
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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 | 997.45 | -402.55 | - | 550 | 1,000 | 1,000 |
| 27 Jun | 24044.50 | 1400 | - | 0 | 300 | 0 | |
| 26 Jun | 23868.80 | 1400 | - | 25 | 300 | 775 | |
| 25 Jun | 23721.30 | 1373.3 | - | 325 | 125 | 475 | |
| 24 Jun | 23537.85 | 1554.45 | - | 125 | 175 | 350 | |
| 21 Jun | 23501.10 | 1613.40 | - | 275 | 175 | 175 | |
| 20 Jun | 23567.00 | 1541.85 | - | 0 | 25 | 0 | |
| 19 Jun | 23516.00 | 1541.85 | - | 50 | 25 | 25 | |
| 18 Jun | 23557.90 | 0.00 | - | 0 | 0 | 0 | |
| 14 Jun | 23465.60 | 0.00 | - | 0 | 0 | 0 | |
For NIFTY - strike price 25150 expiring on 04JUL2024
Delta for 25150 PE is -
Historical price for 25150 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 997.45, which was -402.55 lower than the previous day. The implied volatity was -, the open interest changed by 1000 which increased total open position to 1000
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1400, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 0
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1400, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 775
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 1373.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 475
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1554.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 350
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1613.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 175
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1541.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 0
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 1541.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 25
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