NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:08 PM IST
| NIFTY 21NOV2024 23150 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23340.90 | 189.4 | -146.30 | - | 3,80,835 | 13,577 | 15,604 | |||
|
|
||||||||||
| 19 Nov | 23518.50 | 335.7 | -1.15 | 7.78 | 5,818 | 564 | 2,027 | |||
| 18 Nov | 23453.80 | 336.85 | -126.80 | 8.81 | 28,455 | 633 | 1,463 | |||
| 14 Nov | 23532.70 | 463.65 | -367.05 | 10.17 | 1,473 | 830 | 830 | |||
| 13 Nov | 23559.05 | 830.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 23883.45 | 830.7 | -968.90 | 22.31 | 3 | 0 | 0 | |||
| 11 Nov | 24141.30 | 1799.6 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 24148.20 | 1799.6 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 24199.35 | 1799.6 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 24484.05 | 1799.6 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 24213.30 | 1799.6 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 23995.35 | 1799.6 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 24304.35 | 1799.6 | 1799.60 | - | 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 23150 expiring on 21NOV2024
Delta for 23150 CE is -
Historical price for 23150 CE is as follows
On 21 Nov NIFTY was trading at 23340.90. The strike last trading price was 189.4, which was -146.30 lower than the previous day. The implied volatity was -, the open interest changed by 13577 which increased total open position to 15604
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 335.7, which was -1.15 lower than the previous day. The implied volatity was 7.78, the open interest changed by 564 which increased total open position to 2027
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 336.85, which was -126.80 lower than the previous day. The implied volatity was 8.81, the open interest changed by 633 which increased total open position to 1463
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 463.65, which was -367.05 lower than the previous day. The implied volatity was 10.17, the open interest changed by 830 which increased total open position to 830
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 830.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 830.7, which was -968.90 lower than the previous day. The implied volatity was 22.31, 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 1799.6, 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 1799.6, 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 1799.6, 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 1799.6, 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 1799.6, 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 1799.6, 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 1799.6, which was 1799.60 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 23150 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 0.23
Theta: -75.05
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23340.90 | 1.55 | -23.95 | 36.77 | 95,11,673 | 1,48,901 | 2,11,230 |
| 19 Nov | 23518.50 | 25.5 | -0.75 | 18.85 | 20,10,752 | 13,181 | 62,329 |
| 18 Nov | 23453.80 | 26.25 | -1.80 | 15.51 | 15,13,412 | 38,030 | 49,148 |
| 14 Nov | 23532.70 | 28.05 | -22.90 | 12.68 | 92,882 | 6,168 | 11,118 |
| 13 Nov | 23559.05 | 50.95 | 28.95 | 15.61 | 34,424 | 3,415 | 4,950 |
| 12 Nov | 23883.45 | 22 | 12.05 | 14.95 | 5,138 | 1,073 | 1,535 |
| 11 Nov | 24141.30 | 9.95 | -28.80 | 15.26 | 2,917 | 462 | 462 |
| 8 Nov | 24148.20 | 38.75 | 0.00 | 5.63 | 0 | 0 | 0 |
| 7 Nov | 24199.35 | 38.75 | 0.00 | 5.87 | 0 | 0 | 0 |
| 6 Nov | 24484.05 | 38.75 | 0.00 | 7.03 | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 38.75 | 0.00 | 5.59 | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 38.75 | 0.00 | 4.59 | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 38.75 | 0.00 | 5.34 | 0 | 0 | 0 |
| 31 Oct | 24205.35 | 38.75 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 24340.85 | 38.75 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 24466.85 | 38.75 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 24339.15 | 38.75 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 24180.80 | 38.75 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 24399.40 | 38.75 | - | 0 | 0 | 0 | |
For Nifty - strike price 23150 expiring on 21NOV2024
Delta for 23150 PE is -0.04
Historical price for 23150 PE is as follows
On 21 Nov NIFTY was trading at 23340.90. The strike last trading price was 1.55, which was -23.95 lower than the previous day. The implied volatity was 36.77, the open interest changed by 148901 which increased total open position to 211230
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 25.5, which was -0.75 lower than the previous day. The implied volatity was 18.85, the open interest changed by 13181 which increased total open position to 62329
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 26.25, which was -1.80 lower than the previous day. The implied volatity was 15.51, the open interest changed by 38030 which increased total open position to 49148
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 28.05, which was -22.90 lower than the previous day. The implied volatity was 12.68, the open interest changed by 6168 which increased total open position to 11118
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 50.95, which was 28.95 higher than the previous day. The implied volatity was 15.61, the open interest changed by 3415 which increased total open position to 4950
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 22, which was 12.05 higher than the previous day. The implied volatity was 14.95, the open interest changed by 1073 which increased total open position to 1535
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 9.95, which was -28.80 lower than the previous day. The implied volatity was 15.26, the open interest changed by 462 which increased total open position to 462
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 38.75, which was 0.00 lower than the previous day. The implied volatity was 5.63, 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 38.75, which was 0.00 lower than the previous day. The implied volatity was 5.87, 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 38.75, which was 0.00 lower than the previous day. The implied volatity was 7.03, 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 38.75, which was 0.00 lower than the previous day. The implied volatity was 5.59, 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 38.75, which was 0.00 lower than the previous day. The implied volatity was 4.59, 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 38.75, which was 0.00 lower than the previous day. The implied volatity was 5.34, 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 38.75, 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 38.75, 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 38.75, 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 38.75, 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 38.75, 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 38.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
