NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:42 PM IST
| NIFTY 21NOV2024 23500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.03
Vega: 0.13
Theta: -74.79
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23336.80 | 0.8 | -88.55 | 37.30 | 1,71,37,288 | 3,24,678 | 5,30,099 | |||
| 19 Nov | 23518.50 | 89.35 | -6.65 | 13.90 | 30,48,751 | -47,218 | 2,05,421 | |||
| 18 Nov | 23453.80 | 96 | -94.50 | 12.20 | 76,76,498 | 1,50,146 | 2,52,639 | |||
| 14 Nov | 23532.70 | 190.5 | -79.50 | 10.29 | 6,96,230 | 86,927 | 1,02,493 | |||
| 13 Nov | 23559.05 | 270 | -185.00 | 13.25 | 76,069 | 14,008 | 15,566 | |||
| 12 Nov | 23883.45 | 455 | -251.95 | 13.12 | 4,427 | 1,018 | 1,558 | |||
| 11 Nov | 24141.30 | 706.95 | -0.50 | 12.73 | 1,362 | 268 | 540 | |||
| 8 Nov | 24148.20 | 707.45 | -92.55 | 10.30 | 579 | 221 | 272 | |||
| 7 Nov | 24199.35 | 800 | -286.10 | 11.24 | 53 | 34 | 51 | |||
| 6 Nov | 24484.05 | 1086.1 | -63.90 | - | 46 | 17 | 17 | |||
| 5 Nov | 24213.30 | 1150 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 23995.35 | 1150 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 24304.35 | 1150 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 24205.35 | 1150 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 24340.85 | 1150 | 0.00 | - | 0 | -1 | 0 | |||
| 29 Oct | 24466.85 | 1150 | 150.00 | - | 3 | -2 | 1 | |||
| 28 Oct | 24339.15 | 1000 | 0.00 | - | 0 | 3 | 3 | |||
| 25 Oct | 24180.80 | 1000 | 1000.00 | - | 3 | 0 | 0 | |||
| 24 Oct | 24399.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 23 Oct | 24435.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 24472.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 24781.10 | 0 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 23500 expiring on 21NOV2024
Delta for 23500 CE is 0.03
Historical price for 23500 CE is as follows
On 21 Nov NIFTY was trading at 23336.80. The strike last trading price was 0.8, which was -88.55 lower than the previous day. The implied volatity was 37.30, the open interest changed by 324678 which increased total open position to 530099
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 89.35, which was -6.65 lower than the previous day. The implied volatity was 13.90, the open interest changed by -47218 which decreased total open position to 205421
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 96, which was -94.50 lower than the previous day. The implied volatity was 12.20, the open interest changed by 150146 which increased total open position to 252639
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 190.5, which was -79.50 lower than the previous day. The implied volatity was 10.29, the open interest changed by 86927 which increased total open position to 102493
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 270, which was -185.00 lower than the previous day. The implied volatity was 13.25, the open interest changed by 14008 which increased total open position to 15566
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 455, which was -251.95 lower than the previous day. The implied volatity was 13.12, the open interest changed by 1018 which increased total open position to 1558
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 706.95, which was -0.50 lower than the previous day. The implied volatity was 12.73, the open interest changed by 268 which increased total open position to 540
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 707.45, which was -92.55 lower than the previous day. The implied volatity was 10.30, the open interest changed by 221 which increased total open position to 272
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 800, which was -286.10 lower than the previous day. The implied volatity was 11.24, the open interest changed by 34 which increased total open position to 51
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 1086.1, which was -63.90 lower than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 17
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 1150, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 1150, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 1150, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 1150, 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 1150, 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 1150, which was 150.00 higher 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 1000, 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 1000, which was 1000.00 higher 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 23 Oct NIFTY was trading at 24435.50. 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 22 Oct NIFTY was trading at 24472.10. 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 23500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.97
Vega: 0.16
Theta: -86.83
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23336.80 | 163.25 | 35.25 | 39.12 | 21,36,068 | -90,804 | 97,192 |
| 19 Nov | 23518.50 | 128 | -6.45 | 17.40 | 75,66,761 | -23,582 | 1,87,996 |
| 18 Nov | 23453.80 | 134.45 | 27.15 | 14.90 | 67,98,980 | 78,645 | 2,11,578 |
| 14 Nov | 23532.70 | 107.3 | -14.45 | 11.76 | 11,22,416 | 87,231 | 1,32,933 |
| 13 Nov | 23559.05 | 121.75 | 56.75 | 13.54 | 4,31,935 | 5,626 | 45,702 |
| 12 Nov | 23883.45 | 65 | 40.65 | 13.94 | 1,55,779 | 20,162 | 40,076 |
| 11 Nov | 24141.30 | 24.35 | -22.60 | 13.48 | 84,908 | 8,462 | 19,914 |
| 8 Nov | 24148.20 | 46.95 | -4.10 | 14.44 | 43,488 | 4,085 | 11,452 |
| 7 Nov | 24199.35 | 51.05 | 17.05 | 15.51 | 14,371 | 2,372 | 7,367 |
| 6 Nov | 24484.05 | 34 | -51.90 | 16.72 | 14,361 | 2,254 | 4,995 |
| 5 Nov | 24213.30 | 85.9 | -63.00 | 17.60 | 5,808 | -340 | 2,741 |
| 4 Nov | 23995.35 | 148.9 | 53.30 | 18.38 | 5,317 | 269 | 3,081 |
| 1 Nov | 24304.35 | 95.6 | 1.40 | 18.00 | 443 | 233 | 2,812 |
| 31 Oct | 24205.35 | 94.2 | 4.05 | - | 2,069 | 1,253 | 2,579 |
| 30 Oct | 24340.85 | 90.15 | 17.15 | - | 530 | 173 | 1,326 |
| 29 Oct | 24466.85 | 73 | -8.95 | - | 799 | 65 | 1,153 |
| 28 Oct | 24339.15 | 81.95 | -42.90 | - | 1,071 | 235 | 1,088 |
| 25 Oct | 24180.80 | 124.85 | 40.40 | - | 1,130 | 291 | 853 |
| 24 Oct | 24399.40 | 84.45 | -21.90 | - | 911 | 434 | 562 |
| 23 Oct | 24435.50 | 106.35 | 11.10 | - | 70 | 27 | 128 |
| 22 Oct | 24472.10 | 95.25 | 21.75 | - | 153 | 101 | 101 |
| 21 Oct | 24781.10 | 73.5 | - | 0 | 0 | 0 | |
For Nifty - strike price 23500 expiring on 21NOV2024
Delta for 23500 PE is -0.97
Historical price for 23500 PE is as follows
On 21 Nov NIFTY was trading at 23336.80. The strike last trading price was 163.25, which was 35.25 higher than the previous day. The implied volatity was 39.12, the open interest changed by -90804 which decreased total open position to 97192
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 128, which was -6.45 lower than the previous day. The implied volatity was 17.40, the open interest changed by -23582 which decreased total open position to 187996
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 134.45, which was 27.15 higher than the previous day. The implied volatity was 14.90, the open interest changed by 78645 which increased total open position to 211578
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 107.3, which was -14.45 lower than the previous day. The implied volatity was 11.76, the open interest changed by 87231 which increased total open position to 132933
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 121.75, which was 56.75 higher than the previous day. The implied volatity was 13.54, the open interest changed by 5626 which increased total open position to 45702
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 65, which was 40.65 higher than the previous day. The implied volatity was 13.94, the open interest changed by 20162 which increased total open position to 40076
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 24.35, which was -22.60 lower than the previous day. The implied volatity was 13.48, the open interest changed by 8462 which increased total open position to 19914
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 46.95, which was -4.10 lower than the previous day. The implied volatity was 14.44, the open interest changed by 4085 which increased total open position to 11452
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 51.05, which was 17.05 higher than the previous day. The implied volatity was 15.51, the open interest changed by 2372 which increased total open position to 7367
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 34, which was -51.90 lower than the previous day. The implied volatity was 16.72, the open interest changed by 2254 which increased total open position to 4995
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 85.9, which was -63.00 lower than the previous day. The implied volatity was 17.60, the open interest changed by -340 which decreased total open position to 2741
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 148.9, which was 53.30 higher than the previous day. The implied volatity was 18.38, the open interest changed by 269 which increased total open position to 3081
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 95.6, which was 1.40 higher than the previous day. The implied volatity was 18.00, the open interest changed by 233 which increased total open position to 2812
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 94.2, which was 4.05 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 90.15, which was 17.15 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 -8.95 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 81.95, which was -42.90 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 124.85, which was 40.40 higher 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 84.45, which was -21.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct NIFTY was trading at 24435.50. The strike last trading price was 106.35, which was 11.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct NIFTY was trading at 24472.10. The strike last trading price was 95.25, which was 21.75 higher 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 73.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
