NIFTY
Nifty
Historical option data for NIFTY
04 Jul 2024 12:13 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 | 24333.15 | 0.05 | -0.10 | - | 14,63,575 | 2,27,500 | 10,59,900 | |||
| 3 Jul | 24286.50 | 0.15 | - | 30,63,825 | -2,69,550 | 8,32,400 | ||||
| 2 Jul | 24123.85 | 0.3 | - | 14,85,650 | 18,550 | 11,01,950 | ||||
| 1 Jul | 24141.95 | 0.45 | - | 28,84,850 | 2,23,900 | 10,83,400 | ||||
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| 28 Jun | 24010.60 | 1 | - | 48,40,725 | 8,59,500 | 8,59,500 | ||||
For NIFTY - strike price 25800 expiring on 04JUL2024
Delta for 25800 CE is -
Historical price for 25800 CE is as follows
On 4 Jul NIFTY was trading at 24333.15. The strike last trading price was 0.05, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 227500 which increased total open position to 1059900
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 0.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -269550 which decreased total open position to 832400
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 18550 which increased total open position to 1101950
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 223900 which increased total open position to 1083400
On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1, which was lower than the previous day. The implied volatity was -, the open interest changed by 859500 which increased total open position to 859500
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 4 Jul | 24333.15 | 2621.20 | 0.00 | - | 0 | 0 | 0 |
| 3 Jul | 24286.50 | 2621.2 | - | 0 | 0 | 0 | |
| 2 Jul | 24123.85 | 2621.2 | - | 0 | 0 | 0 | |
| 1 Jul | 24141.95 | 2621.2 | - | 0 | 0 | 0 | |
| 28 Jun | 24010.60 | 2621.2 | - | 0 | 0 | 0 | |
For NIFTY - strike price 25800 expiring on 04JUL2024
Delta for 25800 PE is -
Historical price for 25800 PE is as follows
On 4 Jul NIFTY was trading at 24333.15. The strike last trading price was 2621.20, 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 2621.2, 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 2621.2, 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 2621.2, 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 2621.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0