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 | 10.3 | -2.10 | - | 10,23,650 | -14,025 | 10,14,300 | |||
| 4 Jul | 24302.15 | 12.4 | - | 12,06,175 | 1,62,225 | 10,28,325 | ||||
| 3 Jul | 24286.50 | 14.1 | - | 8,13,400 | 68,950 | 8,66,100 | ||||
| 2 Jul | 24123.85 | 10.95 | - | 7,84,075 | 48,375 | 7,95,550 | ||||
|
|
||||||||||
| 1 Jul | 24141.95 | 12.35 | - | 9,16,750 | 1,56,925 | 7,47,175 | ||||
| 28 Jun | 24010.60 | 16.7 | - | 13,09,325 | 3,25,375 | 5,90,250 | ||||
| 27 Jun | 24044.50 | 15.55 | - | 6,54,825 | 2,64,875 | 2,64,875 | ||||
For NIFTY - strike price 25500 expiring on 25JUL2024
Delta for 25500 CE is -
Historical price for 25500 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 10.3, which was -2.10 lower than the previous day. The implied volatity was -, the open interest changed by -14025 which decreased total open position to 1014300
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 12.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 162225 which increased total open position to 1028325
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 14.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 68950 which increased total open position to 866100
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 10.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 48375 which increased total open position to 795550
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 12.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 156925 which increased total open position to 747175
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 16.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 325375 which increased total open position to 590250
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 15.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 264875 which increased total open position to 264875
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
|||||||
|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 24323.85 | 1119.9 | -5.00 | - | 46,075 | 3,275 | 2,52,875 |
| 4 Jul | 24302.15 | 1124.9 | - | 54,350 | 8,825 | 2,49,600 | |
| 3 Jul | 24286.50 | 1140.05 | - | 93,600 | 11,450 | 2,40,775 | |
| 2 Jul | 24123.85 | 1292.15 | - | 57,575 | 25,800 | 2,29,325 | |
| 1 Jul | 24141.95 | 1286 | - | 58,975 | 50,075 | 2,03,525 | |
| 28 Jun | 24010.60 | 1374.75 | - | 57,000 | 29,625 | 1,53,450 | |
| 27 Jun | 24044.50 | 1391.45 | - | 1,69,350 | 1,23,825 | 1,23,825 | |
For NIFTY - strike price 25500 expiring on 25JUL2024
Delta for 25500 PE is -
Historical price for 25500 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 1119.9, which was -5.00 lower than the previous day. The implied volatity was -, the open interest changed by 3275 which increased total open position to 252875
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 1124.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 8825 which increased total open position to 249600
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 1140.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 11450 which increased total open position to 240775
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 1292.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 25800 which increased total open position to 229325
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 1286, which was lower than the previous day. The implied volatity was -, the open interest changed by 50075 which increased total open position to 203525
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1374.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 29625 which increased total open position to 153450
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1391.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 123825 which increased total open position to 123825