NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 04:11 PM IST
| NIFTY 21NOV2024 23350 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23349.90 | 0.05 | -181.95 | - | 8,09,41,909 | 13,17,554 | 13,39,090 | |||
| 19 Nov | 23518.50 | 182 | 0.45 | 14.46 | 1,29,126 | 1,540 | 21,536 | |||
| 18 Nov | 23453.80 | 181.55 | -109.20 | 11.87 | 11,85,627 | 16,435 | 19,996 | |||
| 14 Nov | 23532.70 | 290.75 | -91.85 | 9.86 | 14,342 | 3,281 | 3,561 | |||
| 13 Nov | 23559.05 | 382.6 | -296.50 | 14.14 | 1,334 | 276 | 280 | |||
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| 12 Nov | 23883.45 | 679.1 | -939.55 | 22.80 | 9 | 4 | 4 | |||
| 11 Nov | 24141.30 | 1618.65 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 24148.20 | 1618.65 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 24199.35 | 1618.65 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 24484.05 | 1618.65 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 24213.30 | 1618.65 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 23995.35 | 1618.65 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 24304.35 | 1618.65 | 1618.65 | - | 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 23350 expiring on 21NOV2024
Delta for 23350 CE is -
Historical price for 23350 CE is as follows
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 0.05, which was -181.95 lower than the previous day. The implied volatity was -, the open interest changed by 1317554 which increased total open position to 1339090
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 182, which was 0.45 higher than the previous day. The implied volatity was 14.46, the open interest changed by 1540 which increased total open position to 21536
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 181.55, which was -109.20 lower than the previous day. The implied volatity was 11.87, the open interest changed by 16435 which increased total open position to 19996
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 290.75, which was -91.85 lower than the previous day. The implied volatity was 9.86, the open interest changed by 3281 which increased total open position to 3561
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 382.6, which was -296.50 lower than the previous day. The implied volatity was 14.14, the open interest changed by 276 which increased total open position to 280
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 679.1, which was -939.55 lower than the previous day. The implied volatity was 22.80, the open interest changed by 4 which increased total open position to 4
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 1618.65, 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 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 1618.65, 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 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 1618.65, 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 1618.65, 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 1618.65, 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 1618.65, 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 1618.65, which was 1618.65 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 23350 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23349.90 | 0.1 | -68.95 | - | 5,25,03,828 | 9,06,491 | 9,68,511 |
| 19 Nov | 23518.50 | 69.05 | -1.70 | 18.13 | 28,25,705 | -7,042 | 62,020 |
| 18 Nov | 23453.80 | 70.75 | 8.35 | 14.98 | 32,04,711 | 51,184 | 69,062 |
| 14 Nov | 23532.70 | 62.4 | -15.60 | 12.14 | 1,41,560 | 11,020 | 17,878 |
| 13 Nov | 23559.05 | 78 | 36.80 | 13.94 | 55,196 | 4,517 | 6,858 |
| 12 Nov | 23883.45 | 41.2 | 25.00 | 14.30 | 14,135 | 1,454 | 2,341 |
| 11 Nov | 24141.30 | 16.2 | -16.00 | 14.19 | 4,342 | 767 | 887 |
| 8 Nov | 24148.20 | 32.2 | -24.20 | 14.87 | 230 | 120 | 120 |
| 7 Nov | 24199.35 | 56.4 | 0.00 | 4.87 | 0 | 0 | 0 |
| 6 Nov | 24484.05 | 56.4 | 0.00 | 6.10 | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 56.4 | 0.00 | 4.65 | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 56.4 | 0.00 | 3.61 | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 56.4 | 0.00 | 4.48 | 0 | 0 | 0 |
| 31 Oct | 24205.35 | 56.4 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 24340.85 | 56.4 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 24466.85 | 56.4 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 24339.15 | 56.4 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 24180.80 | 56.4 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 24399.40 | 56.4 | - | 0 | 0 | 0 | |
For Nifty - strike price 23350 expiring on 21NOV2024
Delta for 23350 PE is -
Historical price for 23350 PE is as follows
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 0.1, which was -68.95 lower than the previous day. The implied volatity was -, the open interest changed by 906491 which increased total open position to 968511
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 69.05, which was -1.70 lower than the previous day. The implied volatity was 18.13, the open interest changed by -7042 which decreased total open position to 62020
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 70.75, which was 8.35 higher than the previous day. The implied volatity was 14.98, the open interest changed by 51184 which increased total open position to 69062
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 62.4, which was -15.60 lower than the previous day. The implied volatity was 12.14, the open interest changed by 11020 which increased total open position to 17878
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 78, which was 36.80 higher than the previous day. The implied volatity was 13.94, the open interest changed by 4517 which increased total open position to 6858
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 41.2, which was 25.00 higher than the previous day. The implied volatity was 14.30, the open interest changed by 1454 which increased total open position to 2341
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 16.2, which was -16.00 lower than the previous day. The implied volatity was 14.19, the open interest changed by 767 which increased total open position to 887
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 32.2, which was -24.20 lower than the previous day. The implied volatity was 14.87, the open interest changed by 120 which increased total open position to 120
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 56.4, which was 0.00 lower than the previous day. The implied volatity was 4.87, 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 56.4, which was 0.00 lower than the previous day. The implied volatity was 6.10, 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 56.4, which was 0.00 lower than the previous day. The implied volatity was 4.65, 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 56.4, which was 0.00 lower than the previous day. The implied volatity was 3.61, 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 56.4, which was 0.00 lower than the previous day. The implied volatity was 4.48, 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 56.4, 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 56.4, 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 56.4, 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 56.4, 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 56.4, 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 56.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
