NIFTY
Nifty
Historical option data for NIFTY
05 Jul 2024 04:11 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 24323.85 | 5.55 | -1.15 | - | 97,500 | -6,875 | 44,650 | |||
| 4 Jul | 24302.15 | 6.7 | - | 1,64,500 | 28,175 | 51,525 | ||||
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| 3 Jul | 24286.50 | 6.75 | - | 70,275 | 19,600 | 23,350 | ||||
| 2 Jul | 24123.85 | 6 | - | 4,825 | 3,350 | 3,350 | ||||
For NIFTY - strike price 25900 expiring on 25JUL2024
Delta for 25900 CE is -
Historical price for 25900 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 5.55, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by -6875 which decreased total open position to 44650
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 6.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 28175 which increased total open position to 51525
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 6.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 19600 which increased total open position to 23350
On 2 Jul NIFTY was trading at 24123.85. The strike last trading price was 6, which was lower than the previous day. The implied volatity was -, the open interest changed by 3350 which increased total open position to 3350
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 24323.85 | 1502 | 0.00 | - | 0 | 425 | 0 |
| 4 Jul | 24302.15 | 1502 | - | 500 | 425 | 425 | |
| 3 Jul | 24286.50 | 1550 | - | 25 | 0 | 0 | |
| 2 Jul | 24123.85 | 2896.25 | - | 0 | 0 | 0 | |
For NIFTY - strike price 25900 expiring on 25JUL2024
Delta for 25900 PE is -
Historical price for 25900 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 1502, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 425 which increased total open position to 0
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 1502, which was lower than the previous day. The implied volatity was -, the open interest changed by 425 which increased total open position to 425
On 3 Jul NIFTY was trading at 24286.50. The strike last trading price was 1550, 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 2896.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0