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 | 9.7 | -1.35 | - | 15,950 | 2,350 | 10,700 | |||
| 4 Jul | 24302.15 | 11.05 | - | 8,725 | 2,825 | 8,350 | ||||
| 3 Jul | 24286.50 | 12.05 | - | 12,500 | 3,475 | 5,525 | ||||
| 2 Jul | 24123.85 | 8.55 | - | 3,050 | 2,000 | 2,050 | ||||
|
|
||||||||||
| 1 Jul | 24141.95 | 14.95 | - | 150 | 50 | 50 | ||||
| 28 Jun | 24010.60 | 53.1 | - | 0 | 0 | 0 | ||||
| 27 Jun | 24044.50 | 53.1 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 25550 expiring on 25JUL2024
Delta for 25550 CE is -
Historical price for 25550 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 9.7, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by 2350 which increased total open position to 10700
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 11.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 2825 which increased total open position to 8350
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 12.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 3475 which increased total open position to 5525
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 8.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 2000 which increased total open position to 2050
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 14.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 50
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 53.1, 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 53.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
|||||||
|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 24323.85 | 1290.35 | 0.00 | - | 0 | 400 | 0 |
| 4 Jul | 24302.15 | 1290.35 | - | 0 | 400 | 0 | |
| 3 Jul | 24286.50 | 1290.35 | - | 0 | 400 | 0 | |
| 2 Jul | 24123.85 | 1290.35 | - | 400 | 1,050 | 1,050 | |
| 1 Jul | 24141.95 | 1507.35 | - | 0 | 550 | 0 | |
| 28 Jun | 24010.60 | 1507.35 | - | 0 | 550 | 0 | |
| 27 Jun | 24044.50 | 1507.35 | - | 850 | 550 | 550 | |
For NIFTY - strike price 25550 expiring on 25JUL2024
Delta for 25550 PE is -
Historical price for 25550 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 1290.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 0
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 1290.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 0
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 1290.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 0
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 1290.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 1050 which increased total open position to 1050
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 1507.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 0
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1507.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 0
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1507.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 550