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 | 20.95 | -3.70 | - | 1,13,475 | 6,625 | 62,775 | |||
| 4 Jul | 24302.15 | 24.65 | - | 97,700 | 7,475 | 56,150 | ||||
| 3 Jul | 24286.50 | 29 | - | 91,750 | 6,700 | 48,675 | ||||
| 2 Jul | 24123.85 | 22.05 | - | 1,57,600 | 1,075 | 42,050 | ||||
| 1 Jul | 24141.95 | 28.45 | - | 76,600 | -2,075 | 40,975 | ||||
| 28 Jun | 24010.60 | 25.3 | - | 1,40,975 | 13,500 | 43,050 | ||||
| 27 Jun | 24044.50 | 28.3 | - | 64,275 | 9,425 | 29,550 | ||||
| 26 Jun | 23868.80 | 22.85 | - | 27,800 | 5,650 | 20,575 | ||||
| 25 Jun | 23721.30 | 15.45 | - | 43,475 | 9,600 | 14,925 | ||||
| 24 Jun | 23537.85 | 13.45 | - | 9,550 | 2,975 | 5,275 | ||||
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| 21 Jun | 23501.10 | 11.15 | - | 3,900 | 2,275 | 2,300 | ||||
| 20 Jun | 23567.00 | 43.90 | - | 25 | 0 | 0 | ||||
| 19 Jun | 23516.00 | 75.80 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 25250 expiring on 25JUL2024
Delta for 25250 CE is -
Historical price for 25250 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 20.95, which was -3.70 lower than the previous day. The implied volatity was -, the open interest changed by 6625 which increased total open position to 62775
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 24.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 7475 which increased total open position to 56150
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 29, which was lower than the previous day. The implied volatity was -, the open interest changed by 6700 which increased total open position to 48675
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 22.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 1075 which increased total open position to 42050
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 28.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -2075 which decreased total open position to 40975
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 25.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 13500 which increased total open position to 43050
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 28.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 9425 which increased total open position to 29550
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 22.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 5650 which increased total open position to 20575
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 15.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 9600 which increased total open position to 14925
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 13.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 2975 which increased total open position to 5275
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 11.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 2275 which increased total open position to 2300
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 43.90, 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 75.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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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 | 1068.65 | 0.00 | - | 0 | 0 | 0 |
| 4 Jul | 24302.15 | 1068.65 | - | 0 | 0 | 0 | |
| 3 Jul | 24286.50 | 1068.65 | - | 0 | 0 | 0 | |
| 2 Jul | 24123.85 | 1068.65 | - | 0 | 500 | 0 | |
| 1 Jul | 24141.95 | 1068.65 | - | 700 | 500 | 500 | |
| 28 Jun | 24010.60 | 1442.6 | - | 0 | 0 | 0 | |
| 27 Jun | 24044.50 | 1442.6 | - | 0 | 0 | 0 | |
| 26 Jun | 23868.80 | 1442.6 | - | 0 | 125 | 0 | |
| 25 Jun | 23721.30 | 1442.6 | - | 150 | 125 | 650 | |
| 24 Jun | 23537.85 | 1586.15 | - | 0 | 175 | 0 | |
| 21 Jun | 23501.10 | 1586.15 | - | 200 | 150 | 500 | |
| 20 Jun | 23567.00 | 1550.80 | - | 100 | 175 | 250 | |
| 19 Jun | 23516.00 | 1525.05 | - | 250 | 75 | 75 | |
For NIFTY - strike price 25250 expiring on 25JUL2024
Delta for 25250 PE is -
Historical price for 25250 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 1068.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 1068.65, 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 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 1068.65, 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 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 1068.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 0
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 1068.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 500
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1442.6, 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 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1442.6, 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 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1442.6, 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 1442.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 650
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1586.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 0
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1586.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 500
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1550.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 250
On 19 Jun NIFTY was trading at 23516.00. The strike last trading price was 1525.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 75