NIFTY
Nifty
Historical option data for NIFTY
05 Jul 2024 04:11 PM IST
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 24323.85 | 12.6 | -2.80 | - | 5,35,625 | 24,075 | 4,07,200 | |||
| 4 Jul | 24302.15 | 15.4 | - | 4,51,475 | -2,275 | 3,83,125 | ||||
| 3 Jul | 24286.50 | 17.3 | - | 2,97,725 | 25,875 | 3,85,400 | ||||
| 2 Jul | 24123.85 | 13 | - | 3,22,900 | 48,050 | 3,71,450 | ||||
|
|
||||||||||
| 1 Jul | 24141.95 | 16.6 | - | 6,17,500 | 2,38,300 | 3,23,400 | ||||
| 28 Jun | 24010.60 | 16.95 | - | 2,84,650 | 67,100 | 85,100 | ||||
| 27 Jun | 24044.50 | 17.15 | - | 40,450 | 18,000 | 18,000 | ||||
For NIFTY - strike price 25400 expiring on 25JUL2024
Delta for 25400 CE is -
Historical price for 25400 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 12.6, which was -2.80 lower than the previous day. The implied volatity was -, the open interest changed by 24075 which increased total open position to 407200
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 15.4, which was lower than the previous day. The implied volatity was -, the open interest changed by -2275 which decreased total open position to 383125
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 17.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 25875 which increased total open position to 385400
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 13, which was lower than the previous day. The implied volatity was -, the open interest changed by 48050 which increased total open position to 371450
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 16.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 238300 which increased total open position to 323400
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 16.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 67100 which increased total open position to 85100
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 17.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 18000 which increased total open position to 18000
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
|||||||
|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 24323.85 | 1098.15 | 75.80 | - | 125 | 100 | 2,525 |
| 4 Jul | 24302.15 | 1022.35 | - | 2,025 | 425 | 2,425 | |
| 3 Jul | 24286.50 | 1082.3 | - | 1,600 | 1,550 | 2,000 | |
| 2 Jul | 24123.85 | 1194 | - | 50 | 0 | 400 | |
| 1 Jul | 24141.95 | 1204 | - | 200 | 250 | 400 | |
| 28 Jun | 24010.60 | 1206 | - | 250 | 150 | 150 | |
| 27 Jun | 24044.50 | 2434.5 | - | 0 | 0 | 0 | |
For NIFTY - strike price 25400 expiring on 25JUL2024
Delta for 25400 PE is -
Historical price for 25400 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 1098.15, which was 75.80 higher than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 2525
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 1022.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 425 which increased total open position to 2425
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 1082.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 1550 which increased total open position to 2000
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 1194, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 400
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 1204, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 400
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1206, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 150
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 2434.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0