NIFTY
Nifty
Historical option data for NIFTY
04 Jul 2024 12:04 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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| 4 Jul | 24326.90 | 0.10 | -0.25 | - | 6,09,075 | 1,22,425 | 5,73,500 | |||
| 3 Jul | 24286.50 | 0.35 | - | 8,37,100 | -93,625 | 4,51,075 | ||||
| 2 Jul | 24123.85 | 0.35 | - | 12,70,050 | 65,725 | 5,44,700 | ||||
| 1 Jul | 24141.95 | 0.45 | - | 18,03,125 | 2,65,475 | 4,78,975 | ||||
| 28 Jun | 24010.60 | 0.85 | - | 12,02,225 | 2,13,500 | 2,13,500 | ||||
For NIFTY - strike price 25650 expiring on 04JUL2024
Delta for 25650 CE is -
Historical price for 25650 CE is as follows
On 4 Jul NIFTY was trading at 24326.90. The strike last trading price was 0.10, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 122425 which increased total open position to 573500
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 0.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -93625 which decreased total open position to 451075
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 0.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 65725 which increased total open position to 544700
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 0.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 265475 which increased total open position to 478975
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 0.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 213500 which increased total open position to 213500
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 4 Jul | 24326.90 | 2474.50 | 0.00 | - | 0 | 0 | 0 |
| 3 Jul | 24286.50 | 2474.5 | - | 0 | 0 | 0 | |
| 2 Jul | 24123.85 | 2474.5 | - | 0 | 0 | 0 | |
| 1 Jul | 24141.95 | 2474.5 | - | 0 | 0 | 0 | |
| 28 Jun | 24010.60 | 2474.5 | - | 0 | 0 | 0 | |
For NIFTY - strike price 25650 expiring on 04JUL2024
Delta for 25650 PE is -
Historical price for 25650 PE is as follows
On 4 Jul NIFTY was trading at 24326.90. The strike last trading price was 2474.50, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 2474.5, 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 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 2474.5, 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 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 2474.5, 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 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 2474.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0