NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:16 PM IST
| NIFTY 21NOV2024 23050 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23342.55 | 291.1 | -133.25 | - | 39,028 | 2,284 | 3,828 | |||
| 19 Nov | 23518.50 | 424.35 | -3.75 | - | 1,867 | -445 | 1,544 | |||
| 18 Nov | 23453.80 | 428.1 | -107.15 | - | 19,023 | 1,547 | 1,989 | |||
| 14 Nov | 23532.70 | 535.25 | -49.75 | - | 649 | 438 | 442 | |||
| 13 Nov | 23559.05 | 585 | -340.85 | - | 10 | 4 | 4 | |||
| 12 Nov | 23883.45 | 925.85 | -966.15 | 23.63 | 2 | 0 | 0 | |||
| 11 Nov | 24141.30 | 1892 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 24148.20 | 1892 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 24199.35 | 1892 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 24484.05 | 1892 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 24213.30 | 1892 | 0.00 | - | 0 | 0 | 0 | |||
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| 4 Nov | 23995.35 | 1892 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 24304.35 | 1892 | 1892.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 24205.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 24340.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 24466.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 24339.15 | 0 | 0.00 | - | 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 23050 expiring on 21NOV2024
Delta for 23050 CE is -
Historical price for 23050 CE is as follows
On 21 Nov NIFTY was trading at 23342.55. The strike last trading price was 291.1, which was -133.25 lower than the previous day. The implied volatity was -, the open interest changed by 2284 which increased total open position to 3828
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 424.35, which was -3.75 lower than the previous day. The implied volatity was -, the open interest changed by -445 which decreased total open position to 1544
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 428.1, which was -107.15 lower than the previous day. The implied volatity was -, the open interest changed by 1547 which increased total open position to 1989
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 535.25, which was -49.75 lower than the previous day. The implied volatity was -, the open interest changed by 438 which increased total open position to 442
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 585, which was -340.85 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 925.85, which was -966.15 lower than the previous day. The implied volatity was 23.63, 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 1892, 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 1892, 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 1892, 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 1892, 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 1892, 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 1892, 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 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 1892, which was 1892.00 higher 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 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 30 Oct NIFTY was trading at 24340.85. 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 29 Oct NIFTY was trading at 24466.85. 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 28 Oct NIFTY was trading at 24339.15. 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 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 23050 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.13
Theta: -67.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23342.55 | 1.05 | -15.35 | 51.90 | 62,17,764 | 92,798 | 1,39,155 |
| 19 Nov | 23518.50 | 16.4 | 0.15 | 19.84 | 13,88,697 | 932 | 46,357 |
| 18 Nov | 23453.80 | 16.25 | -2.00 | 16.13 | 12,14,334 | 24,962 | 45,425 |
| 14 Nov | 23532.70 | 18.25 | -15.15 | 12.95 | 1,03,889 | 9,993 | 20,463 |
| 13 Nov | 23559.05 | 33.4 | 16.60 | 15.34 | 29,654 | -760 | 10,470 |
| 12 Nov | 23883.45 | 16.8 | 9.15 | 15.41 | 23,373 | 2,236 | 11,230 |
| 11 Nov | 24141.30 | 7.65 | -8.20 | 15.72 | 22,823 | 67 | 8,994 |
| 8 Nov | 24148.20 | 15.85 | -15.95 | 15.92 | 19,786 | 8,927 | 8,927 |
| 7 Nov | 24199.35 | 31.8 | 0.00 | 6.36 | 0 | 0 | 0 |
| 6 Nov | 24484.05 | 31.8 | 0.00 | 7.49 | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 31.8 | 0.00 | 6.10 | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 31.8 | 0.00 | 5.05 | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 31.8 | 0.00 | 5.67 | 0 | 0 | 0 |
| 31 Oct | 24205.35 | 31.8 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 24340.85 | 31.8 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 24466.85 | 31.8 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 24339.15 | 31.8 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 24180.80 | 31.8 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 24399.40 | 31.8 | - | 0 | 0 | 0 | |
For Nifty - strike price 23050 expiring on 21NOV2024
Delta for 23050 PE is -0.02
Historical price for 23050 PE is as follows
On 21 Nov NIFTY was trading at 23342.55. The strike last trading price was 1.05, which was -15.35 lower than the previous day. The implied volatity was 51.90, the open interest changed by 92798 which increased total open position to 139155
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 16.4, which was 0.15 higher than the previous day. The implied volatity was 19.84, the open interest changed by 932 which increased total open position to 46357
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 16.25, which was -2.00 lower than the previous day. The implied volatity was 16.13, the open interest changed by 24962 which increased total open position to 45425
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 18.25, which was -15.15 lower than the previous day. The implied volatity was 12.95, the open interest changed by 9993 which increased total open position to 20463
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 33.4, which was 16.60 higher than the previous day. The implied volatity was 15.34, the open interest changed by -760 which decreased total open position to 10470
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 16.8, which was 9.15 higher than the previous day. The implied volatity was 15.41, the open interest changed by 2236 which increased total open position to 11230
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 7.65, which was -8.20 lower than the previous day. The implied volatity was 15.72, the open interest changed by 67 which increased total open position to 8994
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 15.85, which was -15.95 lower than the previous day. The implied volatity was 15.92, the open interest changed by 8927 which increased total open position to 8927
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 31.8, which was 0.00 lower than the previous day. The implied volatity was 6.36, 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 31.8, which was 0.00 lower than the previous day. The implied volatity was 7.49, 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 31.8, which was 0.00 lower than the previous day. The implied volatity was 6.10, 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 31.8, which was 0.00 lower than the previous day. The implied volatity was 5.05, the open interest changed by 0 which decreased total open position to 0
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 31.8, which was 0.00 lower than the previous day. The implied volatity was 5.67, 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 31.8, 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 30 Oct NIFTY was trading at 24340.85. The strike last trading price was 31.8, 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 31.8, 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 28 Oct NIFTY was trading at 24339.15. The strike last trading price was 31.8, 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 25 Oct NIFTY was trading at 24180.80. The strike last trading price was 31.8, 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 24 Oct NIFTY was trading at 24399.40. The strike last trading price was 31.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
