NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:21 PM IST
| NIFTY 21NOV2024 23100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23345.85 | 246 | -132.35 | - | 2,56,976 | 7,613 | 11,707 | |||
| 19 Nov | 23518.50 | 378.35 | -3.10 | - | 14,535 | -694 | 4,094 | |||
| 18 Nov | 23453.80 | 381.45 | -123.15 | - | 46,126 | 2,698 | 4,788 | |||
| 14 Nov | 23532.70 | 504.6 | -85.60 | 8.57 | 3,678 | 1,764 | 2,090 | |||
| 13 Nov | 23559.05 | 590.2 | -244.30 | 15.11 | 773 | 310 | 326 | |||
| 12 Nov | 23883.45 | 834.5 | -326.50 | 18.05 | 13 | 9 | 16 | |||
| 11 Nov | 24141.30 | 1161 | 61.00 | 26.11 | 7 | 5 | 7 | |||
| 8 Nov | 24148.20 | 1100 | -745.65 | 13.28 | 4 | 2 | 2 | |||
| 7 Nov | 24199.35 | 1845.65 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 24484.05 | 1845.65 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 24213.30 | 1845.65 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 23995.35 | 1845.65 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 24304.35 | 1845.65 | 1845.65 | - | 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 23100 expiring on 21NOV2024
Delta for 23100 CE is -
Historical price for 23100 CE is as follows
On 21 Nov NIFTY was trading at 23345.85. The strike last trading price was 246, which was -132.35 lower than the previous day. The implied volatity was -, the open interest changed by 7613 which increased total open position to 11707
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 378.35, which was -3.10 lower than the previous day. The implied volatity was -, the open interest changed by -694 which decreased total open position to 4094
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 381.45, which was -123.15 lower than the previous day. The implied volatity was -, the open interest changed by 2698 which increased total open position to 4788
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 504.6, which was -85.60 lower than the previous day. The implied volatity was 8.57, the open interest changed by 1764 which increased total open position to 2090
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 590.2, which was -244.30 lower than the previous day. The implied volatity was 15.11, the open interest changed by 310 which increased total open position to 326
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 834.5, which was -326.50 lower than the previous day. The implied volatity was 18.05, the open interest changed by 9 which increased total open position to 16
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 1161, which was 61.00 higher than the previous day. The implied volatity was 26.11, the open interest changed by 5 which increased total open position to 7
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 1100, which was -745.65 lower than the previous day. The implied volatity was 13.28, the open interest changed by 2 which increased total open position to 2
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 1845.65, 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 1845.65, 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 1845.65, 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 1845.65, 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 1845.65, which was 1845.65 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 23100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 0.15
Theta: -72.57
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23345.85 | 1.1 | -19.45 | 46.80 | 1,07,57,696 | 1,61,113 | 2,82,738 |
| 19 Nov | 23518.50 | 20.55 | 0.30 | 19.37 | 30,30,046 | 21,084 | 1,21,625 |
| 18 Nov | 23453.80 | 20.25 | -3.40 | 15.72 | 22,14,211 | 57,244 | 1,00,541 |
| 14 Nov | 23532.70 | 23.65 | -12.30 | 12.97 | 2,34,014 | 27,398 | 43,297 |
| 13 Nov | 23559.05 | 35.95 | 16.80 | 14.72 | 1,01,533 | 6,703 | 15,899 |
| 12 Nov | 23883.45 | 19.15 | 10.45 | 15.15 | 39,323 | 3,626 | 9,196 |
| 11 Nov | 24141.30 | 8.7 | -9.20 | 15.49 | 29,808 | 1,509 | 5,570 |
| 8 Nov | 24148.20 | 17.9 | -17.20 | 15.76 | 16,833 | 4,061 | 4,061 |
| 7 Nov | 24199.35 | 35.1 | 0.00 | 6.11 | 0 | 0 | 0 |
| 6 Nov | 24484.05 | 35.1 | 0.00 | 7.26 | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 35.1 | 0.00 | 5.82 | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 35.1 | 0.00 | 4.77 | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 35.1 | 0.00 | 5.48 | 0 | 0 | 0 |
| 31 Oct | 24205.35 | 35.1 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 24340.85 | 35.1 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 24466.85 | 35.1 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 24339.15 | 35.1 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 24180.80 | 35.1 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 24399.40 | 35.1 | - | 0 | 0 | 0 | |
For Nifty - strike price 23100 expiring on 21NOV2024
Delta for 23100 PE is -0.02
Historical price for 23100 PE is as follows
On 21 Nov NIFTY was trading at 23345.85. The strike last trading price was 1.1, which was -19.45 lower than the previous day. The implied volatity was 46.80, the open interest changed by 161113 which increased total open position to 282738
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 20.55, which was 0.30 higher than the previous day. The implied volatity was 19.37, the open interest changed by 21084 which increased total open position to 121625
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 20.25, which was -3.40 lower than the previous day. The implied volatity was 15.72, the open interest changed by 57244 which increased total open position to 100541
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 23.65, which was -12.30 lower than the previous day. The implied volatity was 12.97, the open interest changed by 27398 which increased total open position to 43297
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 35.95, which was 16.80 higher than the previous day. The implied volatity was 14.72, the open interest changed by 6703 which increased total open position to 15899
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 19.15, which was 10.45 higher than the previous day. The implied volatity was 15.15, the open interest changed by 3626 which increased total open position to 9196
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 8.7, which was -9.20 lower than the previous day. The implied volatity was 15.49, the open interest changed by 1509 which increased total open position to 5570
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 17.9, which was -17.20 lower than the previous day. The implied volatity was 15.76, the open interest changed by 4061 which increased total open position to 4061
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 35.1, which was 0.00 lower than the previous day. The implied volatity was 6.11, 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 35.1, which was 0.00 lower than the previous day. The implied volatity was 7.26, 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 35.1, which was 0.00 lower than the previous day. The implied volatity was 5.82, 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 35.1, which was 0.00 lower than the previous day. The implied volatity was 4.77, 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 35.1, which was 0.00 lower than the previous day. The implied volatity was 5.48, 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 35.1, 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 35.1, 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 35.1, 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 35.1, 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 35.1, 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 35.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
