NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:01 PM IST
| NIFTY 21NOV2024 23300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23345.65 | 44.85 | -171.30 | - | 2,46,50,760 | 5,13,911 | 5,35,996 | |||
| 19 Nov | 23518.50 | 216.15 | -0.25 | 13.94 | 2,04,021 | -4,482 | 22,085 | |||
| 18 Nov | 23453.80 | 216.4 | -116.60 | 11.56 | 10,33,834 | 18,914 | 26,567 | |||
| 14 Nov | 23532.70 | 333 | -86.85 | 10.12 | 28,361 | 6,548 | 7,653 | |||
| 13 Nov | 23559.05 | 419.85 | -205.15 | 13.99 | 3,870 | 954 | 1,105 | |||
| 12 Nov | 23883.45 | 625 | -316.95 | 13.38 | 161 | 82 | 151 | |||
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| 11 Nov | 24141.30 | 941.95 | -12.05 | 20.65 | 11 | 5 | 69 | |||
| 8 Nov | 24148.20 | 954 | -247.35 | 18.62 | 6 | 3 | 64 | |||
| 7 Nov | 24199.35 | 1201.35 | 363.55 | 31.43 | 15 | 61 | 61 | |||
| 6 Nov | 24484.05 | 837.8 | 0.00 | 0.00 | 0 | 41 | 0 | |||
| 5 Nov | 24213.30 | 837.8 | 101.45 | - | 67 | 41 | 41 | |||
| 4 Nov | 23995.35 | 736.35 | -927.05 | - | 18 | 0 | 0 | |||
| 1 Nov | 24304.35 | 1663.4 | 1663.40 | - | 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 23300 expiring on 21NOV2024
Delta for 23300 CE is -
Historical price for 23300 CE is as follows
On 21 Nov NIFTY was trading at 23345.65. The strike last trading price was 44.85, which was -171.30 lower than the previous day. The implied volatity was -, the open interest changed by 513911 which increased total open position to 535996
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 216.15, which was -0.25 lower than the previous day. The implied volatity was 13.94, the open interest changed by -4482 which decreased total open position to 22085
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 216.4, which was -116.60 lower than the previous day. The implied volatity was 11.56, the open interest changed by 18914 which increased total open position to 26567
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 333, which was -86.85 lower than the previous day. The implied volatity was 10.12, the open interest changed by 6548 which increased total open position to 7653
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 419.85, which was -205.15 lower than the previous day. The implied volatity was 13.99, the open interest changed by 954 which increased total open position to 1105
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 625, which was -316.95 lower than the previous day. The implied volatity was 13.38, the open interest changed by 82 which increased total open position to 151
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 941.95, which was -12.05 lower than the previous day. The implied volatity was 20.65, the open interest changed by 5 which increased total open position to 69
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 954, which was -247.35 lower than the previous day. The implied volatity was 18.62, the open interest changed by 3 which increased total open position to 64
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 1201.35, which was 363.55 higher than the previous day. The implied volatity was 31.43, the open interest changed by 61 which increased total open position to 61
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 837.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 41 which increased total open position to 0
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 837.8, which was 101.45 higher than the previous day. The implied volatity was -, the open interest changed by 41 which increased total open position to 41
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 736.35, which was -927.05 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 1663.4, which was 1663.40 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 23300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.15
Vega: 0.70
Theta: -80.45
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23345.65 | 3.3 | -51.25 | 14.35 | 4,11,41,113 | 18,12,887 | 19,46,861 |
| 19 Nov | 23518.50 | 54.55 | -0.45 | 18.28 | 40,20,159 | -6,129 | 1,33,974 |
| 18 Nov | 23453.80 | 55 | 3.10 | 14.95 | 44,26,547 | 82,582 | 1,40,103 |
| 14 Nov | 23532.70 | 51.9 | -16.10 | 12.31 | 4,20,748 | 19,675 | 57,521 |
| 13 Nov | 23559.05 | 68 | 34.05 | 14.14 | 1,83,981 | 12,603 | 37,846 |
| 12 Nov | 23883.45 | 33.95 | 19.95 | 14.28 | 85,347 | 12,701 | 25,243 |
| 11 Nov | 24141.30 | 14 | -14.40 | 14.38 | 57,856 | 7,334 | 12,542 |
| 8 Nov | 24148.20 | 28.4 | -8.10 | 15.00 | 23,634 | 3,668 | 5,208 |
| 7 Nov | 24199.35 | 36.5 | 11.80 | 16.56 | 4,252 | 629 | 1,540 |
| 6 Nov | 24484.05 | 24.7 | -26.75 | 17.67 | 1,386 | 911 | 911 |
| 5 Nov | 24213.30 | 51.45 | 0.00 | 4.88 | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 51.45 | 0.00 | 3.84 | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 51.45 | 0.00 | 4.68 | 0 | 0 | 0 |
| 31 Oct | 24205.35 | 51.45 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 24340.85 | 51.45 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 24466.85 | 51.45 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 24339.15 | 51.45 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 24180.80 | 51.45 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 24399.40 | 51.45 | - | 0 | 0 | 0 | |
For Nifty - strike price 23300 expiring on 21NOV2024
Delta for 23300 PE is -0.15
Historical price for 23300 PE is as follows
On 21 Nov NIFTY was trading at 23345.65. The strike last trading price was 3.3, which was -51.25 lower than the previous day. The implied volatity was 14.35, the open interest changed by 1812887 which increased total open position to 1946861
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 54.55, which was -0.45 lower than the previous day. The implied volatity was 18.28, the open interest changed by -6129 which decreased total open position to 133974
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 55, which was 3.10 higher than the previous day. The implied volatity was 14.95, the open interest changed by 82582 which increased total open position to 140103
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 51.9, which was -16.10 lower than the previous day. The implied volatity was 12.31, the open interest changed by 19675 which increased total open position to 57521
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 68, which was 34.05 higher than the previous day. The implied volatity was 14.14, the open interest changed by 12603 which increased total open position to 37846
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 33.95, which was 19.95 higher than the previous day. The implied volatity was 14.28, the open interest changed by 12701 which increased total open position to 25243
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 14, which was -14.40 lower than the previous day. The implied volatity was 14.38, the open interest changed by 7334 which increased total open position to 12542
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 28.4, which was -8.10 lower than the previous day. The implied volatity was 15.00, the open interest changed by 3668 which increased total open position to 5208
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 36.5, which was 11.80 higher than the previous day. The implied volatity was 16.56, the open interest changed by 629 which increased total open position to 1540
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 24.7, which was -26.75 lower than the previous day. The implied volatity was 17.67, the open interest changed by 911 which increased total open position to 911
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 51.45, which was 0.00 lower than the previous day. The implied volatity was 4.88, 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 51.45, which was 0.00 lower than the previous day. The implied volatity was 3.84, 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 51.45, which was 0.00 lower than the previous day. The implied volatity was 4.68, 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 51.45, 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 51.45, 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 51.45, 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 51.45, 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 51.45, 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 51.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
