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 | |||
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| 5 Jul | 24323.85 | 6.3 | -2.40 | - | 1,08,675 | -5,975 | 91,275 | |||
| 4 Jul | 24302.15 | 8.7 | - | 1,50,550 | 8,975 | 97,250 | ||||
| 3 Jul | 24286.50 | 8.3 | - | 1,44,975 | 56,300 | 88,275 | ||||
| 2 Jul | 24123.85 | 8 | - | 43,750 | 5,925 | 31,475 | ||||
| 1 Jul | 24141.95 | 8.05 | - | 38,000 | 6,750 | 25,550 | ||||
| 28 Jun | 24010.60 | 10 | - | 86,425 | 18,800 | 18,800 | ||||
For NIFTY - strike price 25700 expiring on 25JUL2024
Delta for 25700 CE is -
Historical price for 25700 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 6.3, which was -2.40 lower than the previous day. The implied volatity was -, the open interest changed by -5975 which decreased total open position to 91275
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 8.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 8975 which increased total open position to 97250
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 8.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 56300 which increased total open position to 88275
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 8, which was lower than the previous day. The implied volatity was -, the open interest changed by 5925 which increased total open position to 31475
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 8.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 6750 which increased total open position to 25550
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 10, which was lower than the previous day. The implied volatity was -, the open interest changed by 18800 which increased total open position to 18800
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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 | 1305 | 0.00 | - | 0 | 125 | 0 |
| 4 Jul | 24302.15 | 1305 | - | 50 | 125 | 550 | |
| 3 Jul | 24286.50 | 1349.95 | - | 475 | 350 | 425 | |
| 2 Jul | 24123.85 | 1478 | - | 0 | 25 | 0 | |
| 1 Jul | 24141.95 | 1478 | - | 75 | 25 | 25 | |
| 28 Jun | 24010.60 | 2709.7 | - | 0 | 0 | 0 | |
For NIFTY - strike price 25700 expiring on 25JUL2024
Delta for 25700 PE is -
Historical price for 25700 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 1305, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 0
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 1305, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 550
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 1349.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 425
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 1478, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 0
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 1478, 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 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 2709.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0