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 | 1.75 | 0.55 | - | 34,58,175 | -25,500 | 3,89,750 | |||
| 27 Jun | 24044.50 | 1.2 | - | 8,61,000 | 3,82,350 | 4,15,250 | ||||
| 26 Jun | 23868.80 | 1.6 | - | 1,57,575 | 27,550 | 32,900 | ||||
| 25 Jun | 23721.30 | 2.65 | - | 13,975 | 2,775 | 5,350 | ||||
| 24 Jun | 23537.85 | 2.4 | - | 5,000 | -1,075 | 2,575 | ||||
|
|
||||||||||
| 21 Jun | 23501.10 | 2.55 | - | 6,100 | 3,500 | 3,650 | ||||
| 20 Jun | 23567.00 | 3.40 | - | 300 | 150 | 150 | ||||
| 19 Jun | 23516.00 | 16.50 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 25250 expiring on 04JUL2024
Delta for 25250 CE is -
Historical price for 25250 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1.75, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by -25500 which decreased total open position to 389750
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 382350 which increased total open position to 415250
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 27550 which increased total open position to 32900
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 2.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 2775 which increased total open position to 5350
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 -1075 which decreased total open position to 2575
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 2.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 3500 which increased total open position to 3650
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 3.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 150
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 16.50, 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: -
|
|||||||
|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 28 Jun | 24010.60 | 1076.5 | -396.30 | - | 50 | 800 | 800 |
| 27 Jun | 24044.50 | 1472.8 | - | 0 | 150 | 0 | |
| 26 Jun | 23868.80 | 1472.8 | - | 0 | 150 | 0 | |
| 25 Jun | 23721.30 | 1472.8 | - | 300 | 150 | 475 | |
| 24 Jun | 23537.85 | 1646.1 | - | 150 | 100 | 325 | |
| 21 Jun | 23501.10 | 1717.95 | - | 250 | 225 | 225 | |
| 20 Jun | 23567.00 | 1619.35 | - | 0 | 0 | 0 | |
| 19 Jun | 23516.00 | 1619.35 | - | 75 | 0 | 0 | |
For NIFTY - strike price 25250 expiring on 04JUL2024
Delta for 25250 PE is -
Historical price for 25250 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1076.5, which was -396.30 lower than the previous day. The implied volatity was -, the open interest changed by 800 which increased total open position to 800
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1472.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 0
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1472.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 0
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 1472.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 475
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1646.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 325
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1717.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 225
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1619.35, 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 1619.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0