NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:17 PM IST
| NIFTY 21NOV2024 23250 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23341.70 | 92.2 | -157.80 | - | 49,56,374 | 95,309 | 1,01,550 | |||
| 19 Nov | 23518.50 | 250 | -4.40 | 12.34 | 23,702 | 280 | 6,241 | |||
| 18 Nov | 23453.80 | 254.4 | -153.95 | 11.19 | 1,49,127 | 4,247 | 5,961 | |||
| 14 Nov | 23532.70 | 408.35 | -59.30 | 14.03 | 3,456 | 1,344 | 1,714 | |||
| 13 Nov | 23559.05 | 467.65 | -265.85 | 15.06 | 513 | 370 | 370 | |||
| 12 Nov | 23883.45 | 733.5 | -974.95 | 20.57 | 4 | 0 | 0 | |||
| 11 Nov | 24141.30 | 1708.45 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 24148.20 | 1708.45 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 24199.35 | 1708.45 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 24484.05 | 1708.45 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 24213.30 | 1708.45 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 23995.35 | 1708.45 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 24304.35 | 1708.45 | 1708.45 | - | 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 | |||
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| 24 Oct | 24399.40 | 0 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 23250 expiring on 21NOV2024
Delta for 23250 CE is -
Historical price for 23250 CE is as follows
On 21 Nov NIFTY was trading at 23341.70. The strike last trading price was 92.2, which was -157.80 lower than the previous day. The implied volatity was -, the open interest changed by 95309 which increased total open position to 101550
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 250, which was -4.40 lower than the previous day. The implied volatity was 12.34, the open interest changed by 280 which increased total open position to 6241
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 254.4, which was -153.95 lower than the previous day. The implied volatity was 11.19, the open interest changed by 4247 which increased total open position to 5961
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 408.35, which was -59.30 lower than the previous day. The implied volatity was 14.03, the open interest changed by 1344 which increased total open position to 1714
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 467.65, which was -265.85 lower than the previous day. The implied volatity was 15.06, the open interest changed by 370 which increased total open position to 370
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 733.5, which was -974.95 lower than the previous day. The implied volatity was 20.57, 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 1708.45, 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 1708.45, 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 1708.45, 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 1708.45, 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 1708.45, 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 1708.45, 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 1708.45, which was 1708.45 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 23250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.07
Vega: 0.35
Theta: -78.63
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23341.70 | 1.8 | -40.70 | 22.51 | 1,76,27,949 | 3,64,297 | 4,32,875 |
| 19 Nov | 23518.50 | 42.5 | -0.25 | 18.41 | 22,86,134 | 19,256 | 68,578 |
| 18 Nov | 23453.80 | 42.75 | -1.45 | 15.03 | 18,49,543 | 30,871 | 49,322 |
| 14 Nov | 23532.70 | 44.2 | -14.30 | 12.62 | 1,17,792 | 12,723 | 18,451 |
| 13 Nov | 23559.05 | 58.5 | 28.30 | 14.31 | 62,791 | 4,225 | 5,728 |
| 12 Nov | 23883.45 | 30.2 | 17.95 | 14.66 | 10,448 | 177 | 1,503 |
| 11 Nov | 24141.30 | 12.25 | -13.55 | 14.63 | 5,667 | 958 | 1,326 |
| 8 Nov | 24148.20 | 25.8 | -21.05 | 15.27 | 428 | 368 | 368 |
| 7 Nov | 24199.35 | 46.85 | 0.00 | 5.37 | 0 | 0 | 0 |
| 6 Nov | 24484.05 | 46.85 | 0.00 | 6.57 | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 46.85 | 0.00 | 5.12 | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 46.85 | 0.00 | 4.05 | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 46.85 | 0.00 | 4.94 | 0 | 0 | 0 |
| 31 Oct | 24205.35 | 46.85 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 24340.85 | 46.85 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 24466.85 | 46.85 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 24339.15 | 46.85 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 24180.80 | 46.85 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 24399.40 | 46.85 | - | 0 | 0 | 0 | |
For Nifty - strike price 23250 expiring on 21NOV2024
Delta for 23250 PE is -0.07
Historical price for 23250 PE is as follows
On 21 Nov NIFTY was trading at 23341.70. The strike last trading price was 1.8, which was -40.70 lower than the previous day. The implied volatity was 22.51, the open interest changed by 364297 which increased total open position to 432875
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 42.5, which was -0.25 lower than the previous day. The implied volatity was 18.41, the open interest changed by 19256 which increased total open position to 68578
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 42.75, which was -1.45 lower than the previous day. The implied volatity was 15.03, the open interest changed by 30871 which increased total open position to 49322
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 44.2, which was -14.30 lower than the previous day. The implied volatity was 12.62, the open interest changed by 12723 which increased total open position to 18451
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 58.5, which was 28.30 higher than the previous day. The implied volatity was 14.31, the open interest changed by 4225 which increased total open position to 5728
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 30.2, which was 17.95 higher than the previous day. The implied volatity was 14.66, the open interest changed by 177 which increased total open position to 1503
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 12.25, which was -13.55 lower than the previous day. The implied volatity was 14.63, the open interest changed by 958 which increased total open position to 1326
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 25.8, which was -21.05 lower than the previous day. The implied volatity was 15.27, the open interest changed by 368 which increased total open position to 368
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 46.85, which was 0.00 lower than the previous day. The implied volatity was 5.37, 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 46.85, which was 0.00 lower than the previous day. The implied volatity was 6.57, 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 46.85, which was 0.00 lower than the previous day. The implied volatity was 5.12, 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 46.85, which was 0.00 lower than the previous day. The implied volatity was 4.05, 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 46.85, which was 0.00 lower than the previous day. The implied volatity was 4.94, 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 46.85, 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 46.85, 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 46.85, 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 46.85, 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 46.85, 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 46.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
