NIFTY
Nifty
Historical option data for NIFTY
04 Dec 2024 09:22 AM IST
| NIFTY 05DEC2024 23550 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Dec | 24488.90 | 926.85 | 44.55 | - | 155 | -14 | 1,028 | |||
| 3 Dec | 24457.15 | 882.3 | 113.05 | - | 1,222 | -192 | 1,042 | |||
| 2 Dec | 24276.05 | 769.25 | 111.30 | 25.53 | 3,324 | 174 | 1,234 | |||
| 29 Nov | 24131.10 | 657.95 | 137.90 | 19.34 | 1,845 | 304 | 1,060 | |||
| 28 Nov | 23914.15 | 520.05 | -302.40 | 16.98 | 862 | 302 | 756 | |||
| 27 Nov | 24274.90 | 822.45 | 75.95 | 19.43 | 153 | -18 | 454 | |||
| 26 Nov | 24194.50 | 746.5 | -88.45 | 17.20 | 488 | -156 | 472 | |||
| 25 Nov | 24221.90 | 834.95 | 315.25 | 19.96 | 1,301 | -600 | 628 | |||
| 22 Nov | 23907.25 | 519.7 | 340.95 | 15.02 | 23,933 | 168 | 1,228 | |||
| 21 Nov | 23349.90 | 178.75 | -96.25 | 12.63 | 4,057 | 507 | 1,060 | |||
| 19 Nov | 23518.50 | 275 | 0.80 | 13.37 | 1,397 | 241 | 553 | |||
| 18 Nov | 23453.80 | 274.2 | -89.15 | 12.96 | 860 | 213 | 312 | |||
| 14 Nov | 23532.70 | 363.35 | -43.75 | 12.77 | 215 | 76 | 99 | |||
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| 13 Nov | 23559.05 | 407.1 | -798.70 | 13.09 | 30 | 23 | 23 | |||
| 12 Nov | 23883.45 | 1205.8 | 1205.80 | - | 0 | 0 | 0 | |||
| 11 Nov | 24141.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 24148.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 24199.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 24484.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 24213.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 23995.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 24340.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 24466.85 | 0 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 23550 expiring on 05DEC2024
Delta for 23550 CE is -
Historical price for 23550 CE is as follows
On 4 Dec NIFTY was trading at 24488.90. The strike last trading price was 926.85, which was 44.55 higher than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 1028
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 882.3, which was 113.05 higher than the previous day. The implied volatity was -, the open interest changed by -192 which decreased total open position to 1042
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 769.25, which was 111.30 higher than the previous day. The implied volatity was 25.53, the open interest changed by 174 which increased total open position to 1234
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 657.95, which was 137.90 higher than the previous day. The implied volatity was 19.34, the open interest changed by 304 which increased total open position to 1060
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 520.05, which was -302.40 lower than the previous day. The implied volatity was 16.98, the open interest changed by 302 which increased total open position to 756
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 822.45, which was 75.95 higher than the previous day. The implied volatity was 19.43, the open interest changed by -18 which decreased total open position to 454
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 746.5, which was -88.45 lower than the previous day. The implied volatity was 17.20, the open interest changed by -156 which decreased total open position to 472
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 834.95, which was 315.25 higher than the previous day. The implied volatity was 19.96, the open interest changed by -600 which decreased total open position to 628
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 519.7, which was 340.95 higher than the previous day. The implied volatity was 15.02, the open interest changed by 168 which increased total open position to 1228
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 178.75, which was -96.25 lower than the previous day. The implied volatity was 12.63, the open interest changed by 507 which increased total open position to 1060
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 275, which was 0.80 higher than the previous day. The implied volatity was 13.37, the open interest changed by 241 which increased total open position to 553
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 274.2, which was -89.15 lower than the previous day. The implied volatity was 12.96, the open interest changed by 213 which increased total open position to 312
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 363.35, which was -43.75 lower than the previous day. The implied volatity was 12.77, the open interest changed by 76 which increased total open position to 99
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 407.1, which was -798.70 lower than the previous day. The implied volatity was 13.09, the open interest changed by 23 which increased total open position to 23
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1205.8, which was 1205.80 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov NIFTY was trading at 24141.30. 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 0 which decreased total open position to 0
On 8 Nov NIFTY was trading at 24148.20. 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 0 which decreased total open position to 0
On 7 Nov NIFTY was trading at 24199.35. 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 0 which decreased total open position to 0
On 6 Nov NIFTY was trading at 24484.05. 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 0 which decreased total open position to 0
On 5 Nov NIFTY was trading at 24213.30. 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 0 which decreased total open position to 0
On 4 Nov NIFTY was trading at 23995.35. 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 0 which decreased total open position to 0
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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 05DEC2024 23550 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.60
Theta: -7.53
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Dec | 24488.90 | 2.8 | -1.80 | 31.86 | 78,033 | -629 | 89,711 |
| 3 Dec | 24457.15 | 4.6 | -7.90 | 26.29 | 11,26,527 | 9,117 | 90,340 |
| 2 Dec | 24276.05 | 12.5 | -3.80 | 22.20 | 10,72,516 | 33,003 | 81,223 |
| 29 Nov | 24131.10 | 16.3 | -28.75 | 14.38 | 6,10,648 | 35,542 | 48,220 |
| 28 Nov | 23914.15 | 45.05 | 33.20 | 14.71 | 1,19,158 | 6,490 | 12,678 |
| 27 Nov | 24274.90 | 11.85 | -25.95 | 13.90 | 27,876 | 3,190 | 6,188 |
| 26 Nov | 24194.50 | 37.8 | -2.95 | 16.28 | 12,007 | 552 | 2,998 |
| 25 Nov | 24221.90 | 40.75 | -82.65 | 16.78 | 14,441 | -232 | 2,446 |
| 22 Nov | 23907.25 | 123.4 | -208.45 | 15.81 | 29,601 | 2,240 | 2,678 |
| 21 Nov | 23349.90 | 331.85 | 48.45 | 14.85 | 1,932 | -108 | 438 |
| 19 Nov | 23518.50 | 283.4 | 19.60 | 15.11 | 1,641 | 187 | 546 |
| 18 Nov | 23453.80 | 263.8 | 30.25 | 13.66 | 1,154 | 174 | 359 |
| 14 Nov | 23532.70 | 233.55 | 1.05 | 13.31 | 608 | 91 | 185 |
| 13 Nov | 23559.05 | 232.5 | 108.95 | 13.88 | 185 | 78 | 94 |
| 12 Nov | 23883.45 | 123.55 | 25.50 | 12.34 | 20 | 16 | 16 |
| 11 Nov | 24141.30 | 98.05 | -61.90 | 14.28 | 6 | 0 | 0 |
| 8 Nov | 24148.20 | 159.95 | 0.00 | 2.67 | 0 | 0 | 0 |
| 7 Nov | 24199.35 | 159.95 | 0.00 | 2.93 | 0 | 0 | 0 |
| 6 Nov | 24484.05 | 159.95 | 0.00 | 3.88 | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 159.95 | 0.00 | 2.89 | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 159.95 | 0.00 | 2.18 | 0 | 0 | 0 |
| 30 Oct | 24340.85 | 159.95 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 24466.85 | 159.95 | - | 0 | 0 | 0 | |
For Nifty - strike price 23550 expiring on 05DEC2024
Delta for 23550 PE is -0.02
Historical price for 23550 PE is as follows
On 4 Dec NIFTY was trading at 24488.90. The strike last trading price was 2.8, which was -1.80 lower than the previous day. The implied volatity was 31.86, the open interest changed by -629 which decreased total open position to 89711
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 4.6, which was -7.90 lower than the previous day. The implied volatity was 26.29, the open interest changed by 9117 which increased total open position to 90340
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 12.5, which was -3.80 lower than the previous day. The implied volatity was 22.20, the open interest changed by 33003 which increased total open position to 81223
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 16.3, which was -28.75 lower than the previous day. The implied volatity was 14.38, the open interest changed by 35542 which increased total open position to 48220
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 45.05, which was 33.20 higher than the previous day. The implied volatity was 14.71, the open interest changed by 6490 which increased total open position to 12678
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 11.85, which was -25.95 lower than the previous day. The implied volatity was 13.90, the open interest changed by 3190 which increased total open position to 6188
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 37.8, which was -2.95 lower than the previous day. The implied volatity was 16.28, the open interest changed by 552 which increased total open position to 2998
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 40.75, which was -82.65 lower than the previous day. The implied volatity was 16.78, the open interest changed by -232 which decreased total open position to 2446
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 123.4, which was -208.45 lower than the previous day. The implied volatity was 15.81, the open interest changed by 2240 which increased total open position to 2678
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 331.85, which was 48.45 higher than the previous day. The implied volatity was 14.85, the open interest changed by -108 which decreased total open position to 438
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 283.4, which was 19.60 higher than the previous day. The implied volatity was 15.11, the open interest changed by 187 which increased total open position to 546
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 263.8, which was 30.25 higher than the previous day. The implied volatity was 13.66, the open interest changed by 174 which increased total open position to 359
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 233.55, which was 1.05 higher than the previous day. The implied volatity was 13.31, the open interest changed by 91 which increased total open position to 185
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 232.5, which was 108.95 higher than the previous day. The implied volatity was 13.88, the open interest changed by 78 which increased total open position to 94
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 123.55, which was 25.50 higher than the previous day. The implied volatity was 12.34, the open interest changed by 16 which increased total open position to 16
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 98.05, which was -61.90 lower than the previous day. The implied volatity was 14.28, 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 159.95, which was 0.00 lower than the previous day. The implied volatity was 2.67, 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 159.95, which was 0.00 lower than the previous day. The implied volatity was 2.93, 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 159.95, which was 0.00 lower than the previous day. The implied volatity was 3.88, 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 159.95, which was 0.00 lower than the previous day. The implied volatity was 2.89, 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 159.95, which was 0.00 lower than the previous day. The implied volatity was 2.18, the open interest changed by 0 which decreased total open position to 0
On 30 Oct NIFTY was trading at 24340.85. The strike last trading price was 159.95, 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 159.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
