NIFTY
Nifty
Historical option data for NIFTY
28 Jun 2024 04:11 PM IST
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 28 Jun | 24010.60 | 1.3 | 0.35 | - | 1,01,64,075 | 2,40,525 | 15,88,125 | |||
| 27 Jun | 24044.50 | 0.95 | - | 33,32,300 | 11,62,950 | 13,47,600 | ||||
|
|
||||||||||
| 26 Jun | 23868.80 | 1.55 | - | 3,63,475 | 67,475 | 1,84,650 | ||||
| 25 Jun | 23721.30 | 2 | - | 1,93,175 | 4,675 | 1,17,175 | ||||
| 24 Jun | 23537.85 | 1.85 | - | 2,47,125 | 81,050 | 1,12,500 | ||||
| 21 Jun | 23501.10 | 2.25 | - | 53,625 | 6,300 | 31,450 | ||||
| 20 Jun | 23567.00 | 2.75 | - | 53,100 | 24,950 | 25,150 | ||||
| 19 Jun | 23516.00 | 4.75 | - | 325 | 200 | 200 | ||||
For NIFTY - strike price 25300 expiring on 04JUL2024
Delta for 25300 CE is -
Historical price for 25300 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1.3, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 240525 which increased total open position to 1588125
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 0.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 1162950 which increased total open position to 1347600
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 67475 which increased total open position to 184650
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 4675 which increased total open position to 117175
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 81050 which increased total open position to 112500
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 2.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 6300 which increased total open position to 31450
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 2.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 24950 which increased total open position to 25150
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 4.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 200
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
|||||||
|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 28 Jun | 24010.60 | 1533.35 | 0.00 | - | 0 | 125 | 0 |
| 27 Jun | 24044.50 | 1533.35 | - | 0 | 125 | 0 | |
| 26 Jun | 23868.80 | 1533.35 | - | 0 | 125 | 0 | |
| 25 Jun | 23721.30 | 1533.35 | - | 250 | 125 | 450 | |
| 24 Jun | 23537.85 | 1703.15 | - | 75 | 150 | 325 | |
| 21 Jun | 23501.10 | 1746.40 | - | 225 | 175 | 175 | |
| 20 Jun | 23567.00 | 1665.80 | - | 0 | 0 | 0 | |
| 19 Jun | 23516.00 | 1665.80 | - | 50 | 0 | 0 | |
For NIFTY - strike price 25300 expiring on 04JUL2024
Delta for 25300 PE is -
Historical price for 25300 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1533.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 0
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1533.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 0
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1533.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 0
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 1533.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 450
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1703.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 325
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1746.40, 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 1665.80, 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 1665.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0