NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:18 PM IST
| NIFTY 21NOV2024 23450 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 0.38
Theta: -103.84
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23340.90 | 2.4 | -115.55 | 27.32 | 1,38,10,145 | 3,52,756 | 4,08,108 | |||
| 19 Nov | 23518.50 | 117.95 | -3.50 | 14.31 | 5,60,755 | -20,519 | 55,352 | |||
| 18 Nov | 23453.80 | 121.45 | -97.10 | 12.18 | 34,68,487 | 61,919 | 75,871 | |||
| 14 Nov | 23532.70 | 218.55 | -86.60 | 9.76 | 68,164 | 12,672 | 13,952 | |||
| 13 Nov | 23559.05 | 305.15 | -190.20 | 13.48 | 4,375 | 1,269 | 1,280 | |||
| 12 Nov | 23883.45 | 495.35 | -1035.00 | 13.15 | 75 | 11 | 11 | |||
| 11 Nov | 24141.30 | 1530.35 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 24148.20 | 1530.35 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 24199.35 | 1530.35 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 24484.05 | 1530.35 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 24213.30 | 1530.35 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 23995.35 | 1530.35 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 24304.35 | 1530.35 | 1530.35 | - | 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 | 0.00 | - | 0 | 0 | 0 | |||
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| 21 Oct | 24781.10 | 0 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 23450 expiring on 21NOV2024
Delta for 23450 CE is 0.07
Historical price for 23450 CE is as follows
On 21 Nov NIFTY was trading at 23340.90. The strike last trading price was 2.4, which was -115.55 lower than the previous day. The implied volatity was 27.32, the open interest changed by 352756 which increased total open position to 408108
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 117.95, which was -3.50 lower than the previous day. The implied volatity was 14.31, the open interest changed by -20519 which decreased total open position to 55352
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 121.45, which was -97.10 lower than the previous day. The implied volatity was 12.18, the open interest changed by 61919 which increased total open position to 75871
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 218.55, which was -86.60 lower than the previous day. The implied volatity was 9.76, the open interest changed by 12672 which increased total open position to 13952
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 305.15, which was -190.20 lower than the previous day. The implied volatity was 13.48, the open interest changed by 1269 which increased total open position to 1280
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 495.35, which was -1035.00 lower than the previous day. The implied volatity was 13.15, the open interest changed by 11 which increased total open position to 11
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 1530.35, 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 1530.35, 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 1530.35, 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 1530.35, 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 1530.35, 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 1530.35, 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 1530.35, which was 1530.35 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct NIFTY was trading at 24781.10. 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 23450 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.91
Vega: 0.45
Theta: -131.93
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23340.90 | 112.3 | 8.30 | 30.13 | 18,96,582 | 9,543 | 81,005 |
| 19 Nov | 23518.50 | 104 | -5.00 | 17.46 | 32,30,966 | -17,005 | 71,462 |
| 18 Nov | 23453.80 | 109 | 15.85 | 14.79 | 43,32,094 | 66,023 | 88,467 |
| 14 Nov | 23532.70 | 93.15 | -16.70 | 12.13 | 2,15,802 | 15,818 | 22,444 |
| 13 Nov | 23559.05 | 109.85 | 58.40 | 14.01 | 69,722 | 1,598 | 6,626 |
| 12 Nov | 23883.45 | 51.45 | 30.85 | 13.57 | 20,652 | 1,149 | 5,028 |
| 11 Nov | 24141.30 | 20.6 | -21.55 | 13.61 | 12,285 | 3,287 | 3,879 |
| 8 Nov | 24148.20 | 42.15 | -3.85 | 14.66 | 1,791 | 269 | 592 |
| 7 Nov | 24199.35 | 46 | 15.05 | 15.68 | 232 | 37 | 323 |
| 6 Nov | 24484.05 | 30.95 | -61.25 | 16.91 | 528 | 164 | 286 |
| 5 Nov | 24213.30 | 92.2 | -42.60 | 18.79 | 62 | 11 | 122 |
| 4 Nov | 23995.35 | 134.8 | 64.80 | 18.31 | 289 | 111 | 111 |
| 1 Nov | 24304.35 | 70 | 0.00 | 0.00 | 0 | 1 | 0 |
| 31 Oct | 24205.35 | 70 | 0.00 | - | 0 | 1 | 0 |
| 30 Oct | 24340.85 | 70 | 0.00 | - | 0 | 1 | 0 |
| 29 Oct | 24466.85 | 70 | 0.00 | - | 0 | 1 | 0 |
| 28 Oct | 24339.15 | 70 | 0.00 | - | 0 | 1 | 0 |
| 25 Oct | 24180.80 | 70 | 0.00 | - | 0 | 1 | 0 |
| 24 Oct | 24399.40 | 70 | 0.00 | - | 0 | 1 | 0 |
| 21 Oct | 24781.10 | 70 | - | 2 | 1 | 1 | |
For Nifty - strike price 23450 expiring on 21NOV2024
Delta for 23450 PE is -0.91
Historical price for 23450 PE is as follows
On 21 Nov NIFTY was trading at 23340.90. The strike last trading price was 112.3, which was 8.30 higher than the previous day. The implied volatity was 30.13, the open interest changed by 9543 which increased total open position to 81005
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 104, which was -5.00 lower than the previous day. The implied volatity was 17.46, the open interest changed by -17005 which decreased total open position to 71462
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 109, which was 15.85 higher than the previous day. The implied volatity was 14.79, the open interest changed by 66023 which increased total open position to 88467
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 93.15, which was -16.70 lower than the previous day. The implied volatity was 12.13, the open interest changed by 15818 which increased total open position to 22444
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 109.85, which was 58.40 higher than the previous day. The implied volatity was 14.01, the open interest changed by 1598 which increased total open position to 6626
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 51.45, which was 30.85 higher than the previous day. The implied volatity was 13.57, the open interest changed by 1149 which increased total open position to 5028
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 20.6, which was -21.55 lower than the previous day. The implied volatity was 13.61, the open interest changed by 3287 which increased total open position to 3879
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 42.15, which was -3.85 lower than the previous day. The implied volatity was 14.66, the open interest changed by 269 which increased total open position to 592
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 46, which was 15.05 higher than the previous day. The implied volatity was 15.68, the open interest changed by 37 which increased total open position to 323
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 30.95, which was -61.25 lower than the previous day. The implied volatity was 16.91, the open interest changed by 164 which increased total open position to 286
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 92.2, which was -42.60 lower than the previous day. The implied volatity was 18.79, the open interest changed by 11 which increased total open position to 122
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 134.8, which was 64.80 higher than the previous day. The implied volatity was 18.31, the open interest changed by 111 which increased total open position to 111
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 70, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 70, 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 70, 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 70, 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 70, 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 70, 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 70, 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 21 Oct NIFTY was trading at 24781.10. The strike last trading price was 70, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
