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 | |||
28 Jun | 24010.60 | 1 | 0.10 | - | 1,38,10,625 | 17,06,400 | 18,67,150 | |||
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27 Jun | 24044.50 | 0.9 | - | 6,48,250 | 1,60,750 | 1,60,750 |
For NIFTY - strike price 25600 expiring on 04JUL2024
Delta for 25600 CE is -
Historical price for 25600 CE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by 1706400 which increased total open position to 1867150
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 0.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 160750 which increased total open position to 160750
Delta: -
Gamma: -
Theta: -
Vega: -
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
28 Jun | 24010.60 | 1455 | -176.85 | - | 50 | 50 | 50 |
27 Jun | 24044.50 | 1631.85 | - | 25 | 0 | 0 |
For NIFTY - strike price 25600 expiring on 04JUL2024
Delta for 25600 PE is -
Historical price for 25600 PE is as follows
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1455, which was -176.85 lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 50
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1631.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0