NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:11 PM IST
| NIFTY 21NOV2024 23400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.14
Vega: 0.63
Theta: -109.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23341.25 | 3.8 | -141.70 | 18.71 | 2,38,78,707 | 9,28,063 | 10,17,345 | |||
| 19 Nov | 23518.50 | 145.5 | -5.50 | 13.98 | 7,40,420 | -13,639 | 89,282 | |||
| 18 Nov | 23453.80 | 151 | -101.80 | 12.19 | 45,67,624 | 81,177 | 1,02,921 | |||
| 14 Nov | 23532.70 | 252.8 | -82.25 | 9.85 | 1,73,902 | 20,133 | 21,744 | |||
| 13 Nov | 23559.05 | 335.05 | -203.90 | 13.13 | 10,935 | 1,457 | 1,611 | |||
| 12 Nov | 23883.45 | 538.95 | -260.45 | 13.39 | 202 | 122 | 154 | |||
| 11 Nov | 24141.30 | 799.4 | -24.70 | 12.72 | 14 | 10 | 32 | |||
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| 8 Nov | 24148.20 | 824.1 | -750.20 | 13.98 | 24 | 22 | 22 | |||
| 7 Nov | 24199.35 | 1574.3 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 24484.05 | 1574.3 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 24213.30 | 1574.3 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 23995.35 | 1574.3 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 24304.35 | 1574.3 | 1574.30 | - | 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 23400 expiring on 21NOV2024
Delta for 23400 CE is 0.14
Historical price for 23400 CE is as follows
On 21 Nov NIFTY was trading at 23341.25. The strike last trading price was 3.8, which was -141.70 lower than the previous day. The implied volatity was 18.71, the open interest changed by 928063 which increased total open position to 1017345
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 145.5, which was -5.50 lower than the previous day. The implied volatity was 13.98, the open interest changed by -13639 which decreased total open position to 89282
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 151, which was -101.80 lower than the previous day. The implied volatity was 12.19, the open interest changed by 81177 which increased total open position to 102921
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 252.8, which was -82.25 lower than the previous day. The implied volatity was 9.85, the open interest changed by 20133 which increased total open position to 21744
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 335.05, which was -203.90 lower than the previous day. The implied volatity was 13.13, the open interest changed by 1457 which increased total open position to 1611
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 538.95, which was -260.45 lower than the previous day. The implied volatity was 13.39, the open interest changed by 122 which increased total open position to 154
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 799.4, which was -24.70 lower than the previous day. The implied volatity was 12.72, the open interest changed by 10 which increased total open position to 32
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 824.1, which was -750.20 lower than the previous day. The implied volatity was 13.98, the open interest changed by 22 which increased total open position to 22
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 1574.3, 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 1574.3, 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 1574.3, 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 1574.3, 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 1574.3, which was 1574.30 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 23400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.83
Vega: 0.72
Theta: -135.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23341.25 | 63.35 | -22.65 | 21.21 | 89,67,099 | 1,75,622 | 3,23,226 |
| 19 Nov | 23518.50 | 86 | -2.55 | 17.94 | 58,77,392 | -15,282 | 1,47,604 |
| 18 Nov | 23453.80 | 88.55 | 10.60 | 14.91 | 71,78,286 | 1,02,279 | 1,62,886 |
| 14 Nov | 23532.70 | 77.95 | -14.05 | 12.25 | 4,72,616 | 41,621 | 60,607 |
| 13 Nov | 23559.05 | 92 | 47.00 | 13.87 | 1,83,381 | 1,240 | 18,986 |
| 12 Nov | 23883.45 | 45 | 27.00 | 13.83 | 61,747 | 7,893 | 17,746 |
| 11 Nov | 24141.30 | 18 | -19.00 | 13.86 | 53,836 | 5,489 | 9,853 |
| 8 Nov | 24148.20 | 37 | -4.00 | 14.77 | 18,370 | 2,211 | 4,364 |
| 7 Nov | 24199.35 | 41 | 12.55 | 15.80 | 4,402 | 542 | 2,153 |
| 6 Nov | 24484.05 | 28.45 | -50.55 | 17.13 | 4,630 | 1,027 | 1,611 |
| 5 Nov | 24213.30 | 79 | -50.30 | 18.44 | 1,260 | 120 | 584 |
| 4 Nov | 23995.35 | 129.3 | 44.05 | 18.73 | 1,352 | 354 | 464 |
| 1 Nov | 24304.35 | 85.25 | 1.90 | 18.49 | 12 | -4 | 110 |
| 31 Oct | 24205.35 | 83.35 | 2.45 | - | 101 | 30 | 114 |
| 30 Oct | 24340.85 | 80.9 | 7.90 | - | 91 | 83 | 84 |
| 29 Oct | 24466.85 | 73 | -0.25 | - | 2 | 1 | 1 |
| 28 Oct | 24339.15 | 73.25 | 11.55 | - | 1 | 0 | 0 |
| 25 Oct | 24180.80 | 61.7 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 24399.40 | 61.7 | - | 0 | 0 | 0 | |
For Nifty - strike price 23400 expiring on 21NOV2024
Delta for 23400 PE is -0.83
Historical price for 23400 PE is as follows
On 21 Nov NIFTY was trading at 23341.25. The strike last trading price was 63.35, which was -22.65 lower than the previous day. The implied volatity was 21.21, the open interest changed by 175622 which increased total open position to 323226
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 86, which was -2.55 lower than the previous day. The implied volatity was 17.94, the open interest changed by -15282 which decreased total open position to 147604
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 88.55, which was 10.60 higher than the previous day. The implied volatity was 14.91, the open interest changed by 102279 which increased total open position to 162886
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 77.95, which was -14.05 lower than the previous day. The implied volatity was 12.25, the open interest changed by 41621 which increased total open position to 60607
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 92, which was 47.00 higher than the previous day. The implied volatity was 13.87, the open interest changed by 1240 which increased total open position to 18986
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 45, which was 27.00 higher than the previous day. The implied volatity was 13.83, the open interest changed by 7893 which increased total open position to 17746
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 18, which was -19.00 lower than the previous day. The implied volatity was 13.86, the open interest changed by 5489 which increased total open position to 9853
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 37, which was -4.00 lower than the previous day. The implied volatity was 14.77, the open interest changed by 2211 which increased total open position to 4364
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 41, which was 12.55 higher than the previous day. The implied volatity was 15.80, the open interest changed by 542 which increased total open position to 2153
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 28.45, which was -50.55 lower than the previous day. The implied volatity was 17.13, the open interest changed by 1027 which increased total open position to 1611
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 79, which was -50.30 lower than the previous day. The implied volatity was 18.44, the open interest changed by 120 which increased total open position to 584
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 129.3, which was 44.05 higher than the previous day. The implied volatity was 18.73, the open interest changed by 354 which increased total open position to 464
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 85.25, which was 1.90 higher than the previous day. The implied volatity was 18.49, the open interest changed by -4 which decreased total open position to 110
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 83.35, which was 2.45 higher 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 80.9, which was 7.90 higher 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 73, which was -0.25 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 73.25, which was 11.55 higher 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 61.7, 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 61.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
