NIFTY
Nifty
Historical option data for NIFTY
03 Dec 2024 04:11 PM IST
| NIFTY 05DEC2024 23000 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 24457.15 | 1427.25 | 121.95 | - | 1,952 | -355 | 3,436 | |||
| 2 Dec | 24276.05 | 1305.3 | 107.10 | 32.93 | 3,207 | -313 | 3,791 | |||
| 29 Nov | 24131.10 | 1198.2 | 164.70 | 28.83 | 5,811 | 188 | 4,104 | |||
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| 28 Nov | 23914.15 | 1033.5 | -326.50 | 22.79 | 4,525 | 1,992 | 3,916 | |||
| 27 Nov | 24274.90 | 1360 | 96.00 | 26.77 | 935 | 262 | 1,924 | |||
| 26 Nov | 24194.50 | 1264 | -86.00 | 20.03 | 845 | 251 | 1,662 | |||
| 25 Nov | 24221.90 | 1350 | 365.65 | 24.30 | 913 | -40 | 1,411 | |||
| 22 Nov | 23907.25 | 984.35 | 467.35 | 15.93 | 3,365 | -210 | 1,451 | |||
| 21 Nov | 23349.90 | 517 | -150.00 | 13.25 | 3,024 | 1,020 | 1,661 | |||
| 19 Nov | 23518.50 | 667 | 16.40 | 15.29 | 349 | 16 | 641 | |||
| 18 Nov | 23453.80 | 650.6 | -89.55 | 13.78 | 1,196 | 623 | 625 | |||
| 14 Nov | 23532.70 | 740.15 | -920.90 | 11.94 | 6 | 2 | 2 | |||
| 13 Nov | 23559.05 | 1661.05 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 23883.45 | 1661.05 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 24141.30 | 1661.05 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 24148.20 | 1661.05 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 24199.35 | 1661.05 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 24484.05 | 1661.05 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 24213.30 | 1661.05 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 23995.35 | 1661.05 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 24340.85 | 1661.05 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 24466.85 | 1661.05 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 23000 expiring on 05DEC2024
Delta for 23000 CE is -
Historical price for 23000 CE is as follows
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 1427.25, which was 121.95 higher than the previous day. The implied volatity was -, the open interest changed by -355 which decreased total open position to 3436
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 1305.3, which was 107.10 higher than the previous day. The implied volatity was 32.93, the open interest changed by -313 which decreased total open position to 3791
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 1198.2, which was 164.70 higher than the previous day. The implied volatity was 28.83, the open interest changed by 188 which increased total open position to 4104
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 1033.5, which was -326.50 lower than the previous day. The implied volatity was 22.79, the open interest changed by 1992 which increased total open position to 3916
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 1360, which was 96.00 higher than the previous day. The implied volatity was 26.77, the open interest changed by 262 which increased total open position to 1924
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 1264, which was -86.00 lower than the previous day. The implied volatity was 20.03, the open interest changed by 251 which increased total open position to 1662
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 1350, which was 365.65 higher than the previous day. The implied volatity was 24.30, the open interest changed by -40 which decreased total open position to 1411
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 984.35, which was 467.35 higher than the previous day. The implied volatity was 15.93, the open interest changed by -210 which decreased total open position to 1451
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 517, which was -150.00 lower than the previous day. The implied volatity was 13.25, the open interest changed by 1020 which increased total open position to 1661
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 667, which was 16.40 higher than the previous day. The implied volatity was 15.29, the open interest changed by 16 which increased total open position to 641
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 650.6, which was -89.55 lower than the previous day. The implied volatity was 13.78, the open interest changed by 623 which increased total open position to 625
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 740.15, which was -920.90 lower than the previous day. The implied volatity was 11.94, the open interest changed by 2 which increased total open position to 2
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 1661.05, 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 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1661.05, 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 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 1661.05, 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 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 1661.05, 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 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 1661.05, 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 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 1661.05, 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 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 1661.05, 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 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 1661.05, 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 30 Oct NIFTY was trading at 24340.85. The strike last trading price was 1661.05, 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 1661.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 05DEC2024 23000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.38
Theta: -3.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 24457.15 | 1.6 | -1.50 | 34.47 | 28,47,897 | -1,12,672 | 4,43,958 |
| 2 Dec | 24276.05 | 3.1 | -1.05 | 27.79 | 24,46,335 | 2,30,573 | 5,56,630 |
| 29 Nov | 24131.10 | 4.15 | -5.05 | 18.73 | 14,71,672 | 1,31,343 | 3,26,057 |
| 28 Nov | 23914.15 | 9.2 | 4.20 | 17.63 | 7,39,680 | 1,15,281 | 1,94,714 |
| 27 Nov | 24274.90 | 5 | -9.10 | 18.64 | 1,97,633 | 47,098 | 79,433 |
| 26 Nov | 24194.50 | 14.1 | -3.15 | 20.06 | 66,799 | 5,483 | 32,335 |
| 25 Nov | 24221.90 | 17.25 | -30.75 | 20.60 | 1,13,100 | 10,268 | 26,852 |
| 22 Nov | 23907.25 | 48 | -71.55 | 18.42 | 1,10,523 | 6,866 | 16,584 |
| 21 Nov | 23349.90 | 119.55 | 4.55 | 15.82 | 42,449 | 5,505 | 9,718 |
| 19 Nov | 23518.50 | 115 | 18.00 | 16.74 | 21,185 | 1,007 | 4,213 |
| 18 Nov | 23453.80 | 97 | 7.15 | 15.05 | 16,664 | 1,198 | 3,206 |
| 14 Nov | 23532.70 | 89.85 | -2.85 | 14.60 | 3,837 | 667 | 2,008 |
| 13 Nov | 23559.05 | 92.7 | 29.70 | 15.06 | 4,415 | 153 | 1,341 |
| 12 Nov | 23883.45 | 63 | 22.30 | 15.40 | 1,892 | 342 | 1,188 |
| 11 Nov | 24141.30 | 40.7 | -19.60 | 15.89 | 1,409 | 387 | 846 |
| 8 Nov | 24148.20 | 60.3 | -1.85 | 16.75 | 750 | 216 | 459 |
| 7 Nov | 24199.35 | 62.15 | 12.95 | 17.39 | 566 | 162 | 243 |
| 6 Nov | 24484.05 | 49.2 | -41.40 | 18.45 | 212 | 68 | 81 |
| 5 Nov | 24213.30 | 90.6 | 20.80 | 18.99 | 23 | 13 | 13 |
| 4 Nov | 23995.35 | 69.8 | 0.00 | 4.02 | 0 | 0 | 0 |
| 30 Oct | 24340.85 | 69.8 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 24466.85 | 69.8 | - | 0 | 0 | 0 | |
For Nifty - strike price 23000 expiring on 05DEC2024
Delta for 23000 PE is -0.01
Historical price for 23000 PE is as follows
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 1.6, which was -1.50 lower than the previous day. The implied volatity was 34.47, the open interest changed by -112672 which decreased total open position to 443958
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 3.1, which was -1.05 lower than the previous day. The implied volatity was 27.79, the open interest changed by 230573 which increased total open position to 556630
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 4.15, which was -5.05 lower than the previous day. The implied volatity was 18.73, the open interest changed by 131343 which increased total open position to 326057
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 9.2, which was 4.20 higher than the previous day. The implied volatity was 17.63, the open interest changed by 115281 which increased total open position to 194714
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 5, which was -9.10 lower than the previous day. The implied volatity was 18.64, the open interest changed by 47098 which increased total open position to 79433
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 14.1, which was -3.15 lower than the previous day. The implied volatity was 20.06, the open interest changed by 5483 which increased total open position to 32335
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 17.25, which was -30.75 lower than the previous day. The implied volatity was 20.60, the open interest changed by 10268 which increased total open position to 26852
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 48, which was -71.55 lower than the previous day. The implied volatity was 18.42, the open interest changed by 6866 which increased total open position to 16584
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 119.55, which was 4.55 higher than the previous day. The implied volatity was 15.82, the open interest changed by 5505 which increased total open position to 9718
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 115, which was 18.00 higher than the previous day. The implied volatity was 16.74, the open interest changed by 1007 which increased total open position to 4213
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 97, which was 7.15 higher than the previous day. The implied volatity was 15.05, the open interest changed by 1198 which increased total open position to 3206
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 89.85, which was -2.85 lower than the previous day. The implied volatity was 14.60, the open interest changed by 667 which increased total open position to 2008
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 92.7, which was 29.70 higher than the previous day. The implied volatity was 15.06, the open interest changed by 153 which increased total open position to 1341
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 63, which was 22.30 higher than the previous day. The implied volatity was 15.40, the open interest changed by 342 which increased total open position to 1188
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 40.7, which was -19.60 lower than the previous day. The implied volatity was 15.89, the open interest changed by 387 which increased total open position to 846
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 60.3, which was -1.85 lower than the previous day. The implied volatity was 16.75, the open interest changed by 216 which increased total open position to 459
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 62.15, which was 12.95 higher than the previous day. The implied volatity was 17.39, the open interest changed by 162 which increased total open position to 243
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 49.2, which was -41.40 lower than the previous day. The implied volatity was 18.45, the open interest changed by 68 which increased total open position to 81
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 90.6, which was 20.80 higher than the previous day. The implied volatity was 18.99, the open interest changed by 13 which increased total open position to 13
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 69.8, which was 0.00 lower than the previous day. The implied volatity was 4.02, the open interest changed by 0 which decreased total open position to 0
On 30 Oct NIFTY was trading at 24340.85. The strike last trading price was 69.8, 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 69.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
