NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 04:11 PM IST
| NIFTY 21NOV2024 23550 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 | -67.20 | - | 1,15,18,933 | 31,037 | 1,51,674 | |||
| 19 Nov | 23518.50 | 67.25 | -6.85 | 13.83 | 19,75,195 | 4,483 | 1,20,637 | |||
| 18 Nov | 23453.80 | 74.1 | -82.60 | 12.19 | 30,62,659 | 45,237 | 1,16,154 | |||
| 14 Nov | 23532.70 | 156.7 | -81.30 | 9.94 | 4,21,401 | 56,163 | 70,917 | |||
| 13 Nov | 23559.05 | 238 | -179.75 | 13.11 | 36,630 | 14,625 | 14,754 | |||
| 12 Nov | 23883.45 | 417.75 | -243.70 | 13.24 | 215 | 97 | 129 | |||
| 11 Nov | 24141.30 | 661.45 | -26.90 | 12.68 | 95 | 28 | 32 | |||
| 8 Nov | 24148.20 | 688.35 | 66.70 | 13.39 | 6 | 4 | 4 | |||
| 7 Nov | 24199.35 | 621.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 24484.05 | 621.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 24213.30 | 621.65 | -822.10 | - | 4 | 0 | 0 | |||
| 4 Nov | 23995.35 | 1443.75 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 24304.35 | 1443.75 | 1443.75 | - | 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 | |||
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| 25 Oct | 24180.80 | 0 | 0.00 | - | 0 | 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 23550 expiring on 21NOV2024
Delta for 23550 CE is -
Historical price for 23550 CE is as follows
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 0.05, which was -67.20 lower than the previous day. The implied volatity was -, the open interest changed by 31037 which increased total open position to 151674
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 67.25, which was -6.85 lower than the previous day. The implied volatity was 13.83, the open interest changed by 4483 which increased total open position to 120637
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 74.1, which was -82.60 lower than the previous day. The implied volatity was 12.19, the open interest changed by 45237 which increased total open position to 116154
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 156.7, which was -81.30 lower than the previous day. The implied volatity was 9.94, the open interest changed by 56163 which increased total open position to 70917
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 238, which was -179.75 lower than the previous day. The implied volatity was 13.11, the open interest changed by 14625 which increased total open position to 14754
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 417.75, which was -243.70 lower than the previous day. The implied volatity was 13.24, the open interest changed by 97 which increased total open position to 129
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 661.45, which was -26.90 lower than the previous day. The implied volatity was 12.68, the open interest changed by 28 which increased total open position to 32
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 688.35, which was 66.70 higher than the previous day. The implied volatity was 13.39, the open interest changed by 4 which increased total open position to 4
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 621.65, 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 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 621.65, 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 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 621.65, which was -822.10 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 1443.75, 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 1443.75, which was 1443.75 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 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 23550 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23349.90 | 200 | 40.80 | - | 3,99,611 | -34,838 | 45,196 |
| 19 Nov | 23518.50 | 159.2 | -2.35 | 17.92 | 36,57,438 | 9,002 | 80,034 |
| 18 Nov | 23453.80 | 161.55 | 32.40 | 14.84 | 18,44,105 | 1,930 | 71,032 |
| 14 Nov | 23532.70 | 129.15 | -14.35 | 11.81 | 5,09,878 | 50,584 | 69,102 |
| 13 Nov | 23559.05 | 143.5 | 75.00 | 13.68 | 92,086 | 14,479 | 18,518 |
| 12 Nov | 23883.45 | 68.5 | 41.60 | 13.22 | 28,037 | 2,377 | 4,039 |
| 11 Nov | 24141.30 | 26.9 | -25.10 | 13.10 | 11,176 | 784 | 1,662 |
| 8 Nov | 24148.20 | 52 | -5.60 | 14.20 | 4,353 | 761 | 878 |
| 7 Nov | 24199.35 | 57.6 | 19.80 | 15.42 | 228 | 114 | 117 |
| 6 Nov | 24484.05 | 37.8 | -39.35 | 16.60 | 16 | 3 | 3 |
| 5 Nov | 24213.30 | 77.15 | -2.90 | 16.23 | 2 | 0 | 0 |
| 4 Nov | 23995.35 | 80.05 | 0.00 | 2.66 | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 80.05 | 0.00 | 3.66 | 0 | 0 | 0 |
| 31 Oct | 24205.35 | 80.05 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 24340.85 | 80.05 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 24466.85 | 80.05 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 24339.15 | 80.05 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 24180.80 | 80.05 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 24399.40 | 80.05 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 24435.50 | 80.05 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 24472.10 | 80.05 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 24781.10 | 80.05 | - | 0 | 0 | 0 | |
For Nifty - strike price 23550 expiring on 21NOV2024
Delta for 23550 PE is -
Historical price for 23550 PE is as follows
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 200, which was 40.80 higher than the previous day. The implied volatity was -, the open interest changed by -34838 which decreased total open position to 45196
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 159.2, which was -2.35 lower than the previous day. The implied volatity was 17.92, the open interest changed by 9002 which increased total open position to 80034
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 161.55, which was 32.40 higher than the previous day. The implied volatity was 14.84, the open interest changed by 1930 which increased total open position to 71032
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 129.15, which was -14.35 lower than the previous day. The implied volatity was 11.81, the open interest changed by 50584 which increased total open position to 69102
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 143.5, which was 75.00 higher than the previous day. The implied volatity was 13.68, the open interest changed by 14479 which increased total open position to 18518
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 68.5, which was 41.60 higher than the previous day. The implied volatity was 13.22, the open interest changed by 2377 which increased total open position to 4039
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 26.9, which was -25.10 lower than the previous day. The implied volatity was 13.10, the open interest changed by 784 which increased total open position to 1662
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 52, which was -5.60 lower than the previous day. The implied volatity was 14.20, the open interest changed by 761 which increased total open position to 878
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 57.6, which was 19.80 higher than the previous day. The implied volatity was 15.42, the open interest changed by 114 which increased total open position to 117
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 37.8, which was -39.35 lower than the previous day. The implied volatity was 16.60, the open interest changed by 3 which increased total open position to 3
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 77.15, which was -2.90 lower than the previous day. The implied volatity was 16.23, 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 80.05, which was 0.00 lower than the previous day. The implied volatity was 2.66, 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 80.05, which was 0.00 lower than the previous day. The implied volatity was 3.66, 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 80.05, 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 80.05, 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 80.05, 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 80.05, 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 80.05, 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 80.05, 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 80.05, 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 80.05, 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 80.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
