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 | -0.30 | - | 20,84,450 | 2,17,600 | 3,04,025 | |||
|
|
||||||||||
| 27 Jun | 24044.50 | 1.3 | - | 2,51,125 | 82,175 | 86,425 | ||||
| 26 Jun | 23868.80 | 1.7 | - | 9,850 | 4,250 | 4,250 | ||||
For NIFTY - strike price 25350 expiring on 04JUL2024
Delta for 25350 CE is -
Historical price for 25350 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by 217600 which increased total open position to 304025
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 82175 which increased total open position to 86425
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 4250 which increased total open position to 4250
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
|||||||
|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 28 Jun | 24010.60 | 2183.45 | 0.00 | - | 0 | 0 | 0 |
| 27 Jun | 24044.50 | 2183.45 | - | 0 | 0 | 0 | |
| 26 Jun | 23868.80 | 2183.45 | - | 0 | 0 | 0 | |
For NIFTY - strike price 25350 expiring on 04JUL2024
Delta for 25350 PE is -
Historical price for 25350 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 2183.45, 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 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 2183.45, 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 2183.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0