Related Pages for NIFTY
[--[65.84.65.76]--]
NIFTY
Nifty
24323.85 21.70 (0.09%)

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Historical option data for NIFTY

05 Jul 2024 04:11 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 24323.85 6.85 -0.85 - 1,98,775 -825 2,60,800
4 Jul 24302.15 7.7 - 2,62,150 14,775 2,61,625
3 Jul 24286.50 7.25 - 1,98,175 36,925 2,46,850
2 Jul 24123.85 6.5 - 2,35,300 33,675 2,09,925
1 Jul 24141.95 7.8 - 2,07,000 69,700 1,76,250
28 Jun 24010.60 9 - 2,65,925 1,06,550 1,06,550

For NIFTY - strike price 25800 expiring on 25JUL2024

Delta for 25800 CE is -

Historical price for 25800 CE is as follows

On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 6.85, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by -825 which decreased total open position to 260800


On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 7.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 14775 which increased total open position to 261625


On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 7.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 36925 which increased total open position to 246850


On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 6.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 33675 which increased total open position to 209925


On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 7.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 69700 which increased total open position to 176250


On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 9, which was lower than the previous day. The implied volatity was -, the open interest changed by 106550 which increased total open position to 106550


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 24323.85 1452.95 20.75 - 675 -100 5,675
4 Jul 24302.15 1432.2 - 1,350 1,075 5,775
3 Jul 24286.50 1437.9 - 875 750 4,700
2 Jul 24123.85 1581.45 - 3,275 3,950 3,950
1 Jul 24141.95 1600 - 0 700 0
28 Jun 24010.60 1600 - 850 700 700

For NIFTY - strike price 25800 expiring on 25JUL2024

Delta for 25800 PE is -

Historical price for 25800 PE is as follows

On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 1452.95, which was 20.75 higher than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 5675


On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 1432.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 1075 which increased total open position to 5775


On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 1437.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 4700


On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 1581.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 3950 which increased total open position to 3950


On 1 Jul NIFTY was trading at 24141.95. The strike last trading price was 1600, which was lower than the previous day. The implied volatity was -, the open interest changed by 700 which increased total open position to 0


On 28 Jun NIFTY was trading at 24010.60. The strike last trading price was 1600, which was lower than the previous day. The implied volatity was -, the open interest changed by 700 which increased total open position to 700