NIFTY
Nifty
Historical option data for NIFTY
04 Jul 2024 11:41 AM IST
Delta: -
Gamma: -
Theta: -
Vega: -
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
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4 Jul | 24328.70 | 0.10 | -0.05 | - | 7,99,675 | 27,525 | 3,53,600 | |||
3 Jul | 24286.50 | 0.15 | - | 12,57,050 | 2,34,050 | 3,26,075 | ||||
2 Jul | 24123.85 | 0.35 | - | 4,61,825 | 92,025 | 92,025 |
For NIFTY - strike price 25900 expiring on 04JUL2024
Delta for 25900 CE is -
Historical price for 25900 CE is as follows
On 4 Jul NIFTY was trading at 24328.70. The strike last trading price was 0.10, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 27525 which increased total open position to 353600
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 234050 which increased total open position to 326075
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 0.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 92025 which increased total open position to 92025
Delta: -
Gamma: -
Theta: -
Vega: -
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
4 Jul | 24328.70 | 2719.35 | 0.00 | - | 0 | 0 | 0 |
3 Jul | 24286.50 | 2719.35 | - | 0 | 0 | 0 | |
2 Jul | 24123.85 | 2719.35 | - | 0 | 0 | 0 |
For NIFTY - strike price 25900 expiring on 04JUL2024
Delta for 25900 PE is -
Historical price for 25900 PE is as follows
On 4 Jul NIFTY was trading at 24328.70. The strike last trading price was 2719.35, 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 2719.35, 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 2719.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0