NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:08 PM IST
| NIFTY 21NOV2024 23000 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23340.90 | 338.7 | -130.05 | - | 1,19,630 | 1,871 | 8,092 | |||
| 19 Nov | 23518.50 | 468.75 | -7.55 | - | 39,063 | -4,958 | 6,221 | |||
| 18 Nov | 23453.80 | 476.3 | -123.65 | - | 91,418 | 4,603 | 11,179 | |||
| 14 Nov | 23532.70 | 599.95 | -81.45 | - | 13,562 | 4,447 | 6,576 | |||
| 13 Nov | 23559.05 | 681.4 | -218.00 | 15.74 | 4,364 | 1,576 | 2,129 | |||
| 12 Nov | 23883.45 | 899.4 | -323.05 | 11.40 | 1,048 | 355 | 553 | |||
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| 11 Nov | 24141.30 | 1222.45 | 36.45 | 22.64 | 187 | 54 | 198 | |||
| 8 Nov | 24148.20 | 1186 | -77.15 | - | 45 | 21 | 144 | |||
| 7 Nov | 24199.35 | 1263.15 | -52.85 | - | 22 | 123 | 123 | |||
| 6 Nov | 24484.05 | 1316 | 0.00 | 0.00 | 0 | 123 | 0 | |||
| 5 Nov | 24213.30 | 1316 | 287.95 | 16.14 | 196 | 123 | 125 | |||
| 4 Nov | 23995.35 | 1028.05 | -910.50 | - | 4 | 2 | 2 | |||
| 1 Nov | 24304.35 | 1938.55 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 24205.35 | 1938.55 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 24340.85 | 1938.55 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 24466.85 | 1938.55 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 24339.15 | 1938.55 | 1938.55 | - | 0 | 0 | 0 | |||
| 25 Oct | 24180.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 24399.40 | 0 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 23000 expiring on 21NOV2024
Delta for 23000 CE is -
Historical price for 23000 CE is as follows
On 21 Nov NIFTY was trading at 23340.90. The strike last trading price was 338.7, which was -130.05 lower than the previous day. The implied volatity was -, the open interest changed by 1871 which increased total open position to 8092
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 468.75, which was -7.55 lower than the previous day. The implied volatity was -, the open interest changed by -4958 which decreased total open position to 6221
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 476.3, which was -123.65 lower than the previous day. The implied volatity was -, the open interest changed by 4603 which increased total open position to 11179
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 599.95, which was -81.45 lower than the previous day. The implied volatity was -, the open interest changed by 4447 which increased total open position to 6576
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 681.4, which was -218.00 lower than the previous day. The implied volatity was 15.74, the open interest changed by 1576 which increased total open position to 2129
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 899.4, which was -323.05 lower than the previous day. The implied volatity was 11.40, the open interest changed by 355 which increased total open position to 553
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 1222.45, which was 36.45 higher than the previous day. The implied volatity was 22.64, the open interest changed by 54 which increased total open position to 198
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 1186, which was -77.15 lower than the previous day. The implied volatity was -, the open interest changed by 21 which increased total open position to 144
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 1263.15, which was -52.85 lower than the previous day. The implied volatity was -, the open interest changed by 123 which increased total open position to 123
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 1316, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 123 which increased total open position to 0
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 1316, which was 287.95 higher than the previous day. The implied volatity was 16.14, the open interest changed by 123 which increased total open position to 125
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 1028.05, which was -910.50 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 1938.55, 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 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 1938.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct NIFTY was trading at 24340.85. The strike last trading price was 1938.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct NIFTY was trading at 24466.85. The strike last trading price was 1938.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct NIFTY was trading at 24339.15. The strike last trading price was 1938.55, which was 1938.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct NIFTY was trading at 24180.80. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct NIFTY was trading at 24399.40. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 21NOV2024 23000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.14
Theta: -69.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23340.90 | 1.2 | -11.35 | 57.39 | 97,51,410 | 2,25,309 | 4,69,287 |
| 19 Nov | 23518.50 | 12.55 | 0.25 | 20.10 | 39,25,944 | -10,095 | 2,43,978 |
| 18 Nov | 23453.80 | 12.3 | -4.30 | 16.30 | 37,46,639 | 1,18,083 | 2,54,073 |
| 14 Nov | 23532.70 | 16.6 | -11.45 | 13.50 | 4,76,037 | 67,983 | 1,35,990 |
| 13 Nov | 23559.05 | 28.05 | 11.85 | 15.38 | 2,88,935 | 20,447 | 68,007 |
| 12 Nov | 23883.45 | 16.2 | 8.50 | 16.00 | 1,22,589 | 21,789 | 47,560 |
| 11 Nov | 24141.30 | 7.7 | -7.60 | 16.33 | 93,706 | 7,172 | 25,771 |
| 8 Nov | 24148.20 | 15.3 | -3.25 | 16.37 | 37,389 | 11,370 | 18,599 |
| 7 Nov | 24199.35 | 18.55 | 2.75 | 17.37 | 9,381 | 1,958 | 7,229 |
| 6 Nov | 24484.05 | 15.8 | -26.85 | 19.13 | 16,334 | 955 | 5,271 |
| 5 Nov | 24213.30 | 42.65 | -26.20 | 19.93 | 10,189 | 1,812 | 4,316 |
| 4 Nov | 23995.35 | 68.85 | 26.80 | 19.76 | 7,095 | 1,375 | 2,504 |
| 1 Nov | 24304.35 | 42.05 | -0.45 | 19.06 | 1,050 | 405 | 1,129 |
| 31 Oct | 24205.35 | 42.5 | 0.25 | - | 1,172 | 348 | 724 |
| 30 Oct | 24340.85 | 42.25 | 4.75 | - | 144 | 17 | 376 |
| 29 Oct | 24466.85 | 37.5 | -9.40 | - | 389 | 18 | 359 |
| 28 Oct | 24339.15 | 46.9 | -28.30 | - | 408 | 110 | 341 |
| 25 Oct | 24180.80 | 75.2 | 28.20 | - | 665 | 220 | 231 |
| 24 Oct | 24399.40 | 47 | - | 24 | 11 | 11 | |
For Nifty - strike price 23000 expiring on 21NOV2024
Delta for 23000 PE is -0.02
Historical price for 23000 PE is as follows
On 21 Nov NIFTY was trading at 23340.90. The strike last trading price was 1.2, which was -11.35 lower than the previous day. The implied volatity was 57.39, the open interest changed by 225309 which increased total open position to 469287
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 12.55, which was 0.25 higher than the previous day. The implied volatity was 20.10, the open interest changed by -10095 which decreased total open position to 243978
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 12.3, which was -4.30 lower than the previous day. The implied volatity was 16.30, the open interest changed by 118083 which increased total open position to 254073
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 16.6, which was -11.45 lower than the previous day. The implied volatity was 13.50, the open interest changed by 67983 which increased total open position to 135990
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 28.05, which was 11.85 higher than the previous day. The implied volatity was 15.38, the open interest changed by 20447 which increased total open position to 68007
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 16.2, which was 8.50 higher than the previous day. The implied volatity was 16.00, the open interest changed by 21789 which increased total open position to 47560
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 7.7, which was -7.60 lower than the previous day. The implied volatity was 16.33, the open interest changed by 7172 which increased total open position to 25771
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 15.3, which was -3.25 lower than the previous day. The implied volatity was 16.37, the open interest changed by 11370 which increased total open position to 18599
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 18.55, which was 2.75 higher than the previous day. The implied volatity was 17.37, the open interest changed by 1958 which increased total open position to 7229
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 15.8, which was -26.85 lower than the previous day. The implied volatity was 19.13, the open interest changed by 955 which increased total open position to 5271
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 42.65, which was -26.20 lower than the previous day. The implied volatity was 19.93, the open interest changed by 1812 which increased total open position to 4316
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 68.85, which was 26.80 higher than the previous day. The implied volatity was 19.76, the open interest changed by 1375 which increased total open position to 2504
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 42.05, which was -0.45 lower than the previous day. The implied volatity was 19.06, the open interest changed by 405 which increased total open position to 1129
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 42.5, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct NIFTY was trading at 24340.85. The strike last trading price was 42.25, which was 4.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct NIFTY was trading at 24466.85. The strike last trading price was 37.5, which was -9.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct NIFTY was trading at 24339.15. The strike last trading price was 46.9, which was -28.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct NIFTY was trading at 24180.80. The strike last trading price was 75.2, which was 28.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct NIFTY was trading at 24399.40. The strike last trading price was 47, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
