NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:32 PM IST
| NIFTY 21NOV2024 23200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.92
Vega: 0.38
Theta: -186.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23329.70 | 132.55 | -158.55 | 38.44 | 25,17,545 | 51,700 | 58,843 | |||
| 19 Nov | 23518.50 | 291.1 | -6.15 | 11.05 | 53,945 | -1,827 | 7,143 | |||
| 18 Nov | 23453.80 | 297.25 | -120.35 | 11.14 | 2,98,494 | 6,214 | 8,970 | |||
| 14 Nov | 23532.70 | 417.6 | -85.00 | 9.99 | 8,307 | 1,826 | 2,756 | |||
| 13 Nov | 23559.05 | 502.6 | -214.40 | 14.38 | 2,397 | 849 | 930 | |||
| 12 Nov | 23883.45 | 717 | -338.00 | 13.73 | 108 | 52 | 81 | |||
| 11 Nov | 24141.30 | 1055 | 30.40 | 23.73 | 9 | 13 | 29 | |||
| 8 Nov | 24148.20 | 1024.6 | -729.30 | 16.73 | 24 | 16 | 16 | |||
| 7 Nov | 24199.35 | 1753.9 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 24484.05 | 1753.9 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 24213.30 | 1753.9 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 23995.35 | 1753.9 | 0.00 | - | 0 | 0 | 0 | |||
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| 1 Nov | 24304.35 | 1753.9 | 1753.90 | - | 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 23200 expiring on 21NOV2024
Delta for 23200 CE is 0.92
Historical price for 23200 CE is as follows
On 21 Nov NIFTY was trading at 23329.70. The strike last trading price was 132.55, which was -158.55 lower than the previous day. The implied volatity was 38.44, the open interest changed by 51700 which increased total open position to 58843
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 291.1, which was -6.15 lower than the previous day. The implied volatity was 11.05, the open interest changed by -1827 which decreased total open position to 7143
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 297.25, which was -120.35 lower than the previous day. The implied volatity was 11.14, the open interest changed by 6214 which increased total open position to 8970
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 417.6, which was -85.00 lower than the previous day. The implied volatity was 9.99, the open interest changed by 1826 which increased total open position to 2756
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 502.6, which was -214.40 lower than the previous day. The implied volatity was 14.38, the open interest changed by 849 which increased total open position to 930
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 717, which was -338.00 lower than the previous day. The implied volatity was 13.73, the open interest changed by 52 which increased total open position to 81
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 1055, which was 30.40 higher than the previous day. The implied volatity was 23.73, the open interest changed by 13 which increased total open position to 29
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 1024.6, which was -729.30 lower than the previous day. The implied volatity was 16.73, the open interest changed by 16 which increased total open position to 16
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 1753.9, 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 1753.9, 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 1753.9, 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 1753.9, 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 1753.9, which was 1753.90 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 23200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.05
Vega: 0.27
Theta: -110.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23329.70 | 1.85 | -32.05 | 33.03 | 1,49,28,010 | 2,47,793 | 3,95,444 |
| 19 Nov | 23518.50 | 33.9 | 0.55 | 18.81 | 38,71,133 | -28,028 | 1,47,651 |
| 18 Nov | 23453.80 | 33.35 | -1.65 | 15.22 | 31,57,803 | 1,28,090 | 1,75,679 |
| 14 Nov | 23532.70 | 35 | -17.50 | 12.60 | 3,52,384 | 23,443 | 47,589 |
| 13 Nov | 23559.05 | 52.5 | 26.60 | 14.72 | 1,53,001 | 9,271 | 24,146 |
| 12 Nov | 23883.45 | 25.9 | 14.90 | 14.82 | 55,248 | 4,364 | 14,875 |
| 11 Nov | 24141.30 | 11 | -11.35 | 14.94 | 51,189 | 3,940 | 10,511 |
| 8 Nov | 24148.20 | 22.35 | -4.85 | 15.35 | 23,930 | 4,316 | 6,571 |
| 7 Nov | 24199.35 | 27.2 | 7.15 | 16.54 | 5,355 | 1,533 | 2,255 |
| 6 Nov | 24484.05 | 20.05 | -37.70 | 17.94 | 2,770 | 553 | 722 |
| 5 Nov | 24213.30 | 57.75 | 15.10 | 19.16 | 258 | 169 | 169 |
| 4 Nov | 23995.35 | 42.65 | 0.00 | 4.31 | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 42.65 | 0.00 | 5.08 | 0 | 0 | 0 |
| 31 Oct | 24205.35 | 42.65 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 24340.85 | 42.65 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 24466.85 | 42.65 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 24339.15 | 42.65 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 24180.80 | 42.65 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 24399.40 | 42.65 | - | 0 | 0 | 0 | |
For Nifty - strike price 23200 expiring on 21NOV2024
Delta for 23200 PE is -0.05
Historical price for 23200 PE is as follows
On 21 Nov NIFTY was trading at 23329.70. The strike last trading price was 1.85, which was -32.05 lower than the previous day. The implied volatity was 33.03, the open interest changed by 247793 which increased total open position to 395444
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 33.9, which was 0.55 higher than the previous day. The implied volatity was 18.81, the open interest changed by -28028 which decreased total open position to 147651
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 33.35, which was -1.65 lower than the previous day. The implied volatity was 15.22, the open interest changed by 128090 which increased total open position to 175679
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 35, which was -17.50 lower than the previous day. The implied volatity was 12.60, the open interest changed by 23443 which increased total open position to 47589
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 52.5, which was 26.60 higher than the previous day. The implied volatity was 14.72, the open interest changed by 9271 which increased total open position to 24146
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 25.9, which was 14.90 higher than the previous day. The implied volatity was 14.82, the open interest changed by 4364 which increased total open position to 14875
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 11, which was -11.35 lower than the previous day. The implied volatity was 14.94, the open interest changed by 3940 which increased total open position to 10511
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 22.35, which was -4.85 lower than the previous day. The implied volatity was 15.35, the open interest changed by 4316 which increased total open position to 6571
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 27.2, which was 7.15 higher than the previous day. The implied volatity was 16.54, the open interest changed by 1533 which increased total open position to 2255
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 20.05, which was -37.70 lower than the previous day. The implied volatity was 17.94, the open interest changed by 553 which increased total open position to 722
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 57.75, which was 15.10 higher than the previous day. The implied volatity was 19.16, the open interest changed by 169 which increased total open position to 169
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 42.65, which was 0.00 lower than the previous day. The implied volatity was 4.31, 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 42.65, which was 0.00 lower than the previous day. The implied volatity was 5.08, 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 42.65, 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 42.65, 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 42.65, 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 42.65, 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 42.65, 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 42.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
