NIFTY
Nifty
Historical option data for NIFTY
04 Jul 2024 12:14 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 4 Jul | 24330.60 | 0.05 | -0.15 | - | 33,10,075 | -3,12,925 | 8,22,600 | |||
| 3 Jul | 24286.50 | 0.2 | - | 41,25,025 | 7,26,450 | 11,35,525 | ||||
| 2 Jul | 24123.85 | 0.35 | - | 15,47,400 | -11,200 | 4,09,075 | ||||
| 1 Jul | 24141.95 | 0.5 | - | 19,53,025 | 94,825 | 4,20,275 | ||||
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| 28 Jun | 24010.60 | 0.85 | - | 40,37,675 | 3,25,450 | 3,25,450 | ||||
For NIFTY - strike price 25700 expiring on 04JUL2024
Delta for 25700 CE is -
Historical price for 25700 CE is as follows
On 4 Jul NIFTY was trading at 24330.60. The strike last trading price was 0.05, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by -312925 which decreased total open position to 822600
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 0.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 726450 which increased total open position to 1135525
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 -11200 which decreased total open position to 409075
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 0.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 94825 which increased total open position to 420275
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 325450 which increased total open position to 325450
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 4 Jul | 24330.60 | 1343.50 | -66.45 | - | 25 | 0 | 25 |
| 3 Jul | 24286.50 | 1409.95 | - | 25 | 25 | 25 | |
| 2 Jul | 24123.85 | 1620.25 | - | 25 | 0 | 0 | |
| 1 Jul | 24141.95 | 2523.35 | - | 0 | 0 | 0 | |
| 28 Jun | 24010.60 | 2523.35 | - | 0 | 0 | 0 | |
For NIFTY - strike price 25700 expiring on 04JUL2024
Delta for 25700 PE is -
Historical price for 25700 PE is as follows
On 4 Jul NIFTY was trading at 24330.60. The strike last trading price was 1343.50, which was -66.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 1409.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 25
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 1620.25, 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 2523.35, 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 2523.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0