NIFTY
Nifty
Historical option data for NIFTY
28 Jun 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 | |||
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| 28 Jun | 24010.60 | 1.05 | -0.05 | - | 19,36,625 | 2,76,925 | 3,08,475 | |||
| 27 Jun | 24044.50 | 1.1 | - | 94,250 | 31,550 | 31,550 | ||||
For NIFTY - strike price 25550 expiring on 04JUL2024
Delta for 25550 CE is -
Historical price for 25550 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1.05, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 276925 which increased total open position to 308475
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 31550 which increased total open position to 31550
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 28 Jun | 24010.60 | 1485.15 | -891.90 | - | 425 | 150 | 150 |
| 27 Jun | 24044.50 | 2377.05 | - | 0 | 0 | 0 | |
For NIFTY - strike price 25550 expiring on 04JUL2024
Delta for 25550 PE is -
Historical price for 25550 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1485.15, which was -891.90 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 2377.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0