NIFTY
Nifty
Historical option data for NIFTY
04 Jul 2024 12:24 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
4 Jul | 24341.05 | 0.05 | -0.10 | - | 3,85,750 | 76,675 | 1,77,525 | |||
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3 Jul | 24286.50 | 0.15 | - | 4,82,300 | 70,775 | 1,00,850 | ||||
2 Jul | 24123.85 | 0.5 | - | 1,94,525 | 30,075 | 30,075 |
For NIFTY - strike price 25850 expiring on 04JUL2024
Delta for 25850 CE is -
Historical price for 25850 CE is as follows
On 4 Jul NIFTY was trading at 24341.05. 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 76675 which increased total open position to 177525
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 70775 which increased total open position to 100850
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 0.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 30075 which increased total open position to 30075
Delta: -
Gamma: -
Theta: -
Vega: -
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
4 Jul | 24341.05 | 2670.25 | 0.00 | - | 0 | 0 | 0 |
3 Jul | 24286.50 | 2670.25 | - | 0 | 0 | 0 | |
2 Jul | 24123.85 | 2670.25 | - | 0 | 0 | 0 |
For NIFTY - strike price 25850 expiring on 04JUL2024
Delta for 25850 PE is -
Historical price for 25850 PE is as follows
On 4 Jul NIFTY was trading at 24341.05. The strike last trading price was 2670.25, 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 2670.25, 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 2670.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0