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 | |||
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| 28 Jun | 24010.60 | 1.4 | 0.25 | - | 1,26,74,625 | 9,33,000 | 18,78,825 | |||
| 27 Jun | 24044.50 | 1.15 | - | 28,67,525 | 8,82,400 | 9,45,825 | ||||
| 26 Jun | 23868.80 | 2.35 | - | 1,89,150 | 34,225 | 63,425 | ||||
| 25 Jun | 23721.30 | 2.9 | - | 62,875 | 2,375 | 29,200 | ||||
| 24 Jun | 23537.85 | 2.4 | - | 36,925 | 4,625 | 26,825 | ||||
| 21 Jun | 23501.10 | 2.10 | - | 41,350 | 5,125 | 22,200 | ||||
| 20 Jun | 23567.00 | 2.55 | - | 25,675 | 3,075 | 17,075 | ||||
| 19 Jun | 23516.00 | 2.60 | - | 28,100 | -925 | 14,000 | ||||
| 18 Jun | 23557.90 | 2.70 | - | 26,300 | 14,925 | 14,925 | ||||
For NIFTY - strike price 25200 expiring on 04JUL2024
Delta for 25200 CE is -
Historical price for 25200 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1.4, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 933000 which increased total open position to 1878825
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 882400 which increased total open position to 945825
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 2.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 34225 which increased total open position to 63425
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 2.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 2375 which increased total open position to 29200
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 2.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 4625 which increased total open position to 26825
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 2.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 5125 which increased total open position to 22200
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 2.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 3075 which increased total open position to 17075
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 2.60, which was lower than the previous day. The implied volatity was -, the open interest changed by -925 which decreased total open position to 14000
On 18 Jun NIFTY was trading at 23557.90. The strike last trading price was 2.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 14925 which increased total open position to 14925
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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 | 1135.9 | -154.10 | - | 4,275 | 1,550 | 1,550 |
| 27 Jun | 24044.50 | 1290 | - | 0 | 225 | 0 | |
| 26 Jun | 23868.80 | 1290 | - | 50 | 225 | 725 | |
| 25 Jun | 23721.30 | 1426.95 | - | 250 | 100 | 500 | |
| 24 Jun | 23537.85 | 1592.25 | - | 75 | 50 | 400 | |
| 21 Jun | 23501.10 | 1670.55 | - | 250 | 225 | 350 | |
| 20 Jun | 23567.00 | 1576.15 | - | 75 | 125 | 125 | |
| 19 Jun | 23516.00 | 1569.45 | - | 75 | 0 | 0 | |
| 18 Jun | 23557.90 | 0.00 | - | 0 | 0 | 0 | |
For NIFTY - strike price 25200 expiring on 04JUL2024
Delta for 25200 PE is -
Historical price for 25200 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1135.9, which was -154.10 lower than the previous day. The implied volatity was -, the open interest changed by 1550 which increased total open position to 1550
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1290, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 0
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1290, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 725
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 1426.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 500
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1592.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 400
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1670.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 350
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1576.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 125
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 1569.45, 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