NIFTY
Nifty
Historical option data for NIFTY
05 Jul 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 | |||
| 5 Jul | 24323.85 | 24.8 | -4.20 | - | 12,74,075 | -50,275 | 4,70,150 | |||
| 4 Jul | 24302.15 | 29 | - | 10,08,525 | 1,45,800 | 5,20,425 | ||||
| 3 Jul | 24286.50 | 33.55 | - | 6,82,725 | 87,425 | 3,74,625 | ||||
| 2 Jul | 24123.85 | 27 | - | 6,50,700 | 70,200 | 2,86,250 | ||||
| 1 Jul | 24141.95 | 30.75 | - | 5,57,350 | 46,425 | 2,16,050 | ||||
| 28 Jun | 24010.60 | 28.1 | - | 6,80,625 | 87,175 | 1,69,625 | ||||
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| 27 Jun | 24044.50 | 28.4 | - | 2,56,775 | 74,225 | 82,450 | ||||
| 26 Jun | 23868.80 | 26.8 | - | 18,700 | 8,775 | 8,775 | ||||
| 25 Jun | 23721.30 | 80.25 | - | 0 | 0 | 0 | ||||
| 24 Jun | 23537.85 | 80.25 | - | 0 | 0 | 0 | ||||
| 21 Jun | 23501.10 | 80.25 | - | 0 | 0 | 0 | ||||
| 20 Jun | 23567.00 | 80.25 | - | 0 | 0 | 0 | ||||
| 19 Jun | 23516.00 | 80.25 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 25200 expiring on 25JUL2024
Delta for 25200 CE is -
Historical price for 25200 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 24.8, which was -4.20 lower than the previous day. The implied volatity was -, the open interest changed by -50275 which decreased total open position to 470150
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 29, which was lower than the previous day. The implied volatity was -, the open interest changed by 145800 which increased total open position to 520425
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 33.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 87425 which increased total open position to 374625
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 27, which was lower than the previous day. The implied volatity was -, the open interest changed by 70200 which increased total open position to 286250
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 30.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 46425 which increased total open position to 216050
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 28.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 87175 which increased total open position to 169625
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 28.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 74225 which increased total open position to 82450
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 26.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 8775 which increased total open position to 8775
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 80.25, 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 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 80.25, 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 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 80.25, 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 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 80.25, 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 80.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 24323.85 | 834 | -17.00 | - | 1,900 | 350 | 5,850 |
| 4 Jul | 24302.15 | 851 | - | 1,850 | -25 | 5,500 | |
| 3 Jul | 24286.50 | 860.05 | - | 1,325 | 600 | 5,525 | |
| 2 Jul | 24123.85 | 1003 | - | 500 | 200 | 4,950 | |
| 1 Jul | 24141.95 | 1013 | - | 225 | 75 | 4,750 | |
| 28 Jun | 24010.60 | 1087.25 | - | 3,575 | -25 | 4,675 | |
| 27 Jun | 24044.50 | 1106 | - | 8,000 | 2,075 | 4,700 | |
| 26 Jun | 23868.80 | 1201.8 | - | 2,675 | 2,125 | 2,600 | |
| 25 Jun | 23721.30 | 1397.9 | - | 125 | 75 | 475 | |
| 24 Jun | 23537.85 | 1573.5 | - | 0 | 200 | 0 | |
| 21 Jun | 23501.10 | 1573.50 | - | 200 | 175 | 375 | |
| 20 Jun | 23567.00 | 1502.70 | - | 50 | 100 | 150 | |
| 19 Jun | 23516.00 | 1465.70 | - | 100 | 0 | 50 | |
For NIFTY - strike price 25200 expiring on 25JUL2024
Delta for 25200 PE is -
Historical price for 25200 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 834, which was -17.00 lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 5850
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 851, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 5500
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 860.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 5525
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 1003, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 4950
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 1013, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 4750
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1087.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 4675
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1106, which was lower than the previous day. The implied volatity was -, the open interest changed by 2075 which increased total open position to 4700
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1201.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 2125 which increased total open position to 2600
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 1397.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 475
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1573.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 0
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1573.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 375
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1502.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 150
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 1465.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50