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 | |||
| 5 Jul | 24323.85 | 11.45 | -2.55 | - | 60,025 | 4,975 | 25,325 | |||
| 4 Jul | 24302.15 | 14 | - | 22,650 | -1,575 | 20,350 | ||||
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| 3 Jul | 24286.50 | 15.1 | - | 8,250 | 2,225 | 21,925 | ||||
| 2 Jul | 24123.85 | 11.25 | - | 3,575 | -675 | 19,725 | ||||
| 1 Jul | 24141.95 | 16.05 | - | 24,950 | 125 | 20,400 | ||||
| 28 Jun | 24010.60 | 14.95 | - | 59,825 | 11,875 | 20,275 | ||||
| 27 Jun | 24044.50 | 16.65 | - | 21,200 | 8,400 | 8,400 | ||||
For NIFTY - strike price 25450 expiring on 25JUL2024
Delta for 25450 CE is -
Historical price for 25450 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 11.45, which was -2.55 lower than the previous day. The implied volatity was -, the open interest changed by 4975 which increased total open position to 25325
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 14, which was lower than the previous day. The implied volatity was -, the open interest changed by -1575 which decreased total open position to 20350
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 15.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 2225 which increased total open position to 21925
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 11.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -675 which decreased total open position to 19725
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 16.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 20400
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 14.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 11875 which increased total open position to 20275
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 16.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 8400 which increased total open position to 8400
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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 | 2479.95 | 0.00 | - | 0 | 0 | 0 |
| 4 Jul | 24302.15 | 2479.95 | - | 0 | 0 | 0 | |
| 3 Jul | 24286.50 | 2479.95 | - | 0 | 0 | 0 | |
| 2 Jul | 24123.85 | 2479.95 | - | 0 | 0 | 0 | |
| 1 Jul | 24141.95 | 2479.95 | - | 0 | 0 | 0 | |
| 28 Jun | 24010.60 | 2479.95 | - | 0 | 0 | 0 | |
| 27 Jun | 24044.50 | 2479.95 | - | 0 | 0 | 0 | |
For NIFTY - strike price 25450 expiring on 25JUL2024
Delta for 25450 PE is -
Historical price for 25450 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 2479.95, 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 2479.95, 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 2479.95, 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 2479.95, 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 2479.95, 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 2479.95, 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 2479.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0