NIFTY
Nifty
Historical option data for NIFTY
28 Jun 2024 04:11 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
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28 Jun | 24010.60 | 1.1 | -0.80 | - | 21,47,425 | 92,275 | 2,94,175 | |||
27 Jun | 24044.50 | 1.9 | - | 4,49,400 | 1,81,275 | 2,01,900 | ||||
26 Jun | 23868.80 | 1.45 | - | 48,925 | 20,625 | 20,625 |
For NIFTY - strike price 25450 expiring on 04JUL2024
Delta for 25450 CE is -
Historical price for 25450 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1.1, which was -0.80 lower than the previous day. The implied volatity was -, the open interest changed by 92275 which increased total open position to 294175
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 181275 which increased total open position to 201900
On 26 Jun NIFTY was trading at 23868.80. The strike last trading price was 1.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 20625 which increased total open position to 20625
Delta: -
Gamma: -
Theta: -
Vega: -
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
28 Jun | 24010.60 | 2280 | 0.00 | - | 0 | 0 | 0 |
27 Jun | 24044.50 | 2280 | - | 0 | 0 | 0 | |
26 Jun | 23868.80 | 2280 | - | 0 | 0 | 0 |
For NIFTY - strike price 25450 expiring on 04JUL2024
Delta for 25450 PE is -
Historical price for 25450 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 2280, 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 2280, 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 2280, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0