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 | 1.15 | 0.20 | - | 1,73,04,100 | 13,21,825 | 24,25,625 | |||
27 Jun | 24044.50 | 0.95 | - | 35,65,925 | 11,03,800 | 11,03,800 |
For NIFTY - strike price 25500 expiring on 04JUL2024
Delta for 25500 CE is -
Historical price for 25500 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1.15, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by 1321825 which increased total open position to 2425625
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 0.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 1103800 which increased total open position to 1103800
Delta: -
Gamma: -
Theta: -
Vega: -
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
28 Jun | 24010.60 | 1434.05 | -15.15 | - | 20,950 | 7,775 | 14,100 |
27 Jun | 24044.50 | 1449.2 | - | 7,050 | 6,325 | 6,325 |
For NIFTY - strike price 25500 expiring on 04JUL2024
Delta for 25500 PE is -
Historical price for 25500 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1434.05, which was -15.15 lower than the previous day. The implied volatity was -, the open interest changed by 7775 which increased total open position to 14100
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1449.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 6325 which increased total open position to 6325