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[--[65.84.65.76]--]
NIFTY
Nifty
24010.6 -33.90 (-0.14%)

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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 1.35 0.45 - 69,06,125 4,99,650 6,46,975
27 Jun 24044.50 0.9 - 8,93,575 1,16,375 1,47,325
26 Jun 23868.80 1.35 - 85,050 30,950 30,950

For NIFTY - strike price 25400 expiring on 04JUL2024

Delta for 25400 CE is -

Historical price for 25400 CE is as follows

On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1.35, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 499650 which increased total open position to 646975


On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 0.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 116375 which increased total open position to 147325


On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 30950 which increased total open position to 30950


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
28 Jun 24010.60 1443.65 0.00 - 0 25 0
27 Jun 24044.50 1443.65 - 25 25 25
26 Jun 23868.80 1527 - 25 0 0

For NIFTY - strike price 25400 expiring on 04JUL2024

Delta for 25400 PE is -

Historical price for 25400 PE is as follows

On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1443.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 0


On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1443.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 25


On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1527, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0