NIFTY
Nifty
Historical option data for NIFTY
05 Jul 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 | |||
| 5 Jul | 24323.85 | 6.4 | -3.45 | - | 2,28,025 | -18,675 | 1,73,025 | |||
| 4 Jul | 24302.15 | 9.85 | - | 3,49,975 | 19,325 | 1,91,700 | ||||
| 3 Jul | 24286.50 | 10.3 | - | 2,28,750 | 49,475 | 1,72,375 | ||||
| 2 Jul | 24123.85 | 8.55 | - | 2,23,475 | 49,075 | 1,22,925 | ||||
| 1 Jul | 24141.95 | 10.3 | - | 1,64,700 | 73,850 | 73,850 | ||||
| 28 Jun | 24010.60 | 50 | - | 0 | 0 | 0 | ||||
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| 27 Jun | 24044.50 | 50 | - | 0 | 0 | 0 | ||||
For NIFTY - strike price 25600 expiring on 25JUL2024
Delta for 25600 CE is -
Historical price for 25600 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 6.4, which was -3.45 lower than the previous day. The implied volatity was -, the open interest changed by -18675 which decreased total open position to 173025
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 9.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 19325 which increased total open position to 191700
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 10.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 49475 which increased total open position to 172375
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 49075 which increased total open position to 122925
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 10.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 73850 which increased total open position to 73850
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 50, 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 50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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Delta: -
Gamma: -
Theta: -
Vega: -
|
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|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 24323.85 | 1220 | 19.00 | - | 100 | 125 | 1,125 |
| 4 Jul | 24302.15 | 1201 | - | 100 | 50 | 1,000 | |
| 3 Jul | 24286.50 | 1256 | - | 100 | -50 | 950 | |
| 2 Jul | 24123.85 | 1371 | - | 0 | 300 | 0 | |
| 1 Jul | 24141.95 | 1371 | - | 375 | 300 | 900 | |
| 28 Jun | 24010.60 | 1400 | - | 25 | 50 | 600 | |
| 27 Jun | 24044.50 | 1532.7 | - | 775 | 550 | 550 | |
For NIFTY - strike price 25600 expiring on 25JUL2024
Delta for 25600 PE is -
Historical price for 25600 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 1220, which was 19.00 higher than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 1125
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 1201, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 1000
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 1256, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 950
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 1371, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 0
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 1371, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 900
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1400, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 600
On 27 Jun NIFTY was trading at 24044.50. The strike last trading price was 1532.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 550