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 | 17 | -4.00 | - | 9,24,550 | 15,725 | 6,42,175 | |||
| 4 Jul | 24302.15 | 21 | - | 10,03,150 | 32,150 | 6,26,450 | ||||
| 3 Jul | 24286.50 | 25.15 | - | 8,06,925 | 8,075 | 5,94,300 | ||||
| 2 Jul | 24123.85 | 18.8 | - | 5,68,125 | -4,925 | 5,94,250 | ||||
| 1 Jul | 24141.95 | 21.65 | - | 8,29,750 | 1,29,950 | 5,99,175 | ||||
| 28 Jun | 24010.60 | 22.45 | - | 7,44,225 | 61,275 | 4,69,225 | ||||
| 27 Jun | 24044.50 | 22.85 | - | 6,68,600 | 1,86,050 | 4,07,950 | ||||
| 26 Jun | 23868.80 | 20.4 | - | 2,93,875 | 78,200 | 2,21,750 | ||||
| 25 Jun | 23721.30 | 13.8 | - | 2,30,850 | 38,375 | 1,43,550 | ||||
| 24 Jun | 23537.85 | 10.5 | - | 1,49,625 | 72,525 | 1,05,275 | ||||
| 21 Jun | 23501.10 | 9.95 | - | 78,400 | 31,925 | 31,950 | ||||
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| 20 Jun | 23567.00 | 40.75 | - | 25 | 0 | 0 | ||||
For NIFTY - strike price 25300 expiring on 25JUL2024
Delta for 25300 CE is -
Historical price for 25300 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 17, which was -4.00 lower than the previous day. The implied volatity was -, the open interest changed by 15725 which increased total open position to 642175
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 21, which was lower than the previous day. The implied volatity was -, the open interest changed by 32150 which increased total open position to 626450
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 25.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 8075 which increased total open position to 594300
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 18.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -4925 which decreased total open position to 594250
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 21.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 129950 which increased total open position to 599175
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 22.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 61275 which increased total open position to 469225
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 22.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 186050 which increased total open position to 407950
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 20.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 78200 which increased total open position to 221750
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 13.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 38375 which increased total open position to 143550
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 10.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 72525 which increased total open position to 105275
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 9.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 31925 which increased total open position to 31950
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 40.75, 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 | 905 | -27.00 | - | 250 | 175 | 2,075 |
| 4 Jul | 24302.15 | 932 | - | 675 | 200 | 1,900 | |
| 3 Jul | 24286.50 | 945.15 | - | 250 | -25 | 1,700 | |
| 2 Jul | 24123.85 | 1110 | - | 100 | 50 | 1,775 | |
| 1 Jul | 24141.95 | 1120 | - | 350 | 0 | 1,725 | |
| 28 Jun | 24010.60 | 1126 | - | 700 | 75 | 1,725 | |
| 27 Jun | 24044.50 | 1173.75 | - | 575 | 325 | 1,650 | |
| 26 Jun | 23868.80 | 1330 | - | 200 | 275 | 1,300 | |
| 25 Jun | 23721.30 | 1531 | - | 550 | 150 | 1,025 | |
| 24 Jun | 23537.85 | 1612.15 | - | 175 | 0 | 875 | |
| 21 Jun | 23501.10 | 1686.50 | - | 1,025 | 675 | 850 | |
| 20 Jun | 23567.00 | 1598.80 | - | 100 | 75 | 75 | |
For NIFTY - strike price 25300 expiring on 25JUL2024
Delta for 25300 PE is -
Historical price for 25300 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 905, which was -27.00 lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 2075
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 932, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 1900
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 945.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 1700
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 1110, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 1775
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 1120, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1725
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1126, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 1725
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1173.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 325 which increased total open position to 1650
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1330, which was lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 1300
On 25 Jun NIFTY was trading at 23721.30. The strike last trading price was 1531, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 1025
On 24 Jun NIFTY was trading at 23537.85. The strike last trading price was 1612.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 875
On 21 Jun NIFTY was trading at 23501.10. The strike last trading price was 1686.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 675 which increased total open position to 850
On 20 Jun NIFTY was trading at 23567.00. The strike last trading price was 1598.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 75