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 | |||
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| 5 Jul | 24323.85 | 15.3 | -2.60 | - | 66,050 | 9,350 | 31,875 | |||
| 4 Jul | 24302.15 | 17.9 | - | 57,900 | 1,000 | 22,525 | ||||
| 3 Jul | 24286.50 | 21.1 | - | 28,100 | 8,625 | 21,525 | ||||
| 2 Jul | 24123.85 | 16.35 | - | 15,175 | 2,425 | 11,725 | ||||
| 1 Jul | 24141.95 | 19.5 | - | 20,925 | 9,300 | 9,300 | ||||
| 28 Jun | 24010.60 | 67.45 | - | 0 | 0 | 0 | ||||
| 27 Jun | 24044.50 | 67.45 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 25350 expiring on 25JUL2024
Delta for 25350 CE is -
Historical price for 25350 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 15.3, which was -2.60 lower than the previous day. The implied volatity was -, the open interest changed by 9350 which increased total open position to 31875
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 17.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 1000 which increased total open position to 22525
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 21.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 8625 which increased total open position to 21525
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 16.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 2425 which increased total open position to 11725
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 19.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 9300 which increased total open position to 9300
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 67.45, 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 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 67.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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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 | 2389.25 | 0.00 | - | 0 | 0 | 0 |
| 4 Jul | 24302.15 | 2389.25 | - | 0 | 0 | 0 | |
| 3 Jul | 24286.50 | 2389.25 | - | 0 | 0 | 0 | |
| 2 Jul | 24123.85 | 2389.25 | - | 0 | 0 | 0 | |
| 1 Jul | 24141.95 | 2389.25 | - | 0 | 0 | 0 | |
| 28 Jun | 24010.60 | 2389.25 | - | 0 | 0 | 0 | |
| 27 Jun | 24044.50 | 2389.25 | - | 0 | 0 | 0 | |
For NIFTY - strike price 25350 expiring on 25JUL2024
Delta for 25350 PE is -
Historical price for 25350 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 2389.25, 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 2389.25, 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 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 2389.25, 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 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 2389.25, 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 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 2389.25, 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 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 2389.25, 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 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 2389.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0