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 | 4.1 | -1.95 | - | 6,94,650 | 1,03,250 | 7,44,900 | |||
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| 4 Jul | 24302.15 | 6.05 | - | 9,41,850 | 6,41,650 | 6,41,650 | ||||
For NIFTY - strike price 26000 expiring on 25JUL2024
Delta for 26000 CE is -
Historical price for 26000 CE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 4.1, which was -1.95 lower than the previous day. The implied volatity was -, the open interest changed by 103250 which increased total open position to 744900
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 6.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 641650 which increased total open position to 641650
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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 | 1610 | -11.00 | - | 22,225 | 20,650 | 40,100 |
| 4 Jul | 24302.15 | 1621 | - | 21,200 | 19,450 | 19,450 | |
For NIFTY - strike price 26000 expiring on 25JUL2024
Delta for 26000 PE is -
Historical price for 26000 PE is as follows
On 5 Jul NIFTY was trading at 24323.85. The strike last trading price was 1610, which was -11.00 lower than the previous day. The implied volatity was -, the open interest changed by 20650 which increased total open position to 40100
On 4 Jul NIFTY was trading at 24302.15. The strike last trading price was 1621, which was lower than the previous day. The implied volatity was -, the open interest changed by 19450 which increased total open position to 19450