NIFTY
Nifty
Historical option data for NIFTY
04 Jul 2024 11:56 AM 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 | 24332.10 | 0.10 | -0.10 | - | 7,27,100 | 65,075 | 4,11,850 | |||
| 3 Jul | 24286.50 | 0.2 | - | 9,81,525 | 84,000 | 3,46,775 | ||||
| 2 Jul | 24123.85 | 0.3 | - | 4,99,650 | 53,225 | 2,62,775 | ||||
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| 1 Jul | 24141.95 | 0.4 | - | 7,97,900 | 95,700 | 2,09,550 | ||||
| 28 Jun | 24010.60 | 0.8 | - | 10,95,225 | 1,13,850 | 1,13,850 | ||||
For NIFTY - strike price 25750 expiring on 04JUL2024
Delta for 25750 CE is -
Historical price for 25750 CE is as follows
On 4 Jul NIFTY was trading at 24332.10. The strike last trading price was 0.10, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 65075 which increased total open position to 411850
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 84000 which increased total open position to 346775
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 0.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 53225 which increased total open position to 262775
On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 0.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 95700 which increased total open position to 209550
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 0.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 113850 which increased total open position to 113850
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 4 Jul | 24332.10 | 2572.25 | 0.00 | - | 0 | 0 | 0 |
| 3 Jul | 24286.50 | 2572.25 | - | 0 | 0 | 0 | |
| 2 Jul | 24123.85 | 2572.25 | - | 0 | 0 | 0 | |
| 1 Jul | 24141.95 | 2572.25 | - | 0 | 0 | 0 | |
| 28 Jun | 24010.60 | 2572.25 | - | 0 | 0 | 0 | |
For NIFTY - strike price 25750 expiring on 04JUL2024
Delta for 25750 PE is -
Historical price for 25750 PE is as follows
On 4 Jul NIFTY was trading at 24332.10. The strike last trading price was 2572.25, 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 2572.25, 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 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 2572.25, 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 2572.25, 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 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 2572.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0