NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 03:41 PM IST
| NIFTY 21NOV2024 23600 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 | -48.15 | - | 1,51,12,164 | 88,853 | 2,75,441 | |||
| 19 Nov | 23518.50 | 48.2 | -8.30 | 13.61 | 52,60,489 | -23,159 | 1,86,588 | |||
| 18 Nov | 23453.80 | 56.5 | -78.50 | 12.25 | 50,77,016 | 94,205 | 2,09,747 | |||
| 14 Nov | 23532.70 | 135 | -76.00 | 10.31 | 9,49,257 | 90,344 | 1,15,542 | |||
| 13 Nov | 23559.05 | 211 | -159.00 | 13.19 | 1,39,543 | 24,600 | 25,198 | |||
| 12 Nov | 23883.45 | 370 | -246.45 | 12.36 | 1,844 | 464 | 598 | |||
| 11 Nov | 24141.30 | 616.45 | -39.55 | 12.59 | 1,253 | 88 | 134 | |||
| 8 Nov | 24148.20 | 656 | -111.95 | 14.31 | 98 | 46 | 46 | |||
| 7 Nov | 24199.35 | 767.95 | 0.00 | 0.00 | 0 | 15 | 0 | |||
| 6 Nov | 24484.05 | 767.95 | 0.00 | 0.00 | 0 | 15 | 0 | |||
| 5 Nov | 24213.30 | 767.95 | 249.70 | 14.70 | 29 | 15 | 15 | |||
| 4 Nov | 23995.35 | 518.25 | -882.85 | 7.59 | 1 | 0 | 0 | |||
| 1 Nov | 24304.35 | 1401.1 | 1401.10 | - | 0 | 0 | 0 | |||
| 31 Oct | 24205.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 24340.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 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 | |||
| 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 23600 expiring on 21NOV2024
Delta for 23600 CE is -
Historical price for 23600 CE is as follows
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 0.05, which was -48.15 lower than the previous day. The implied volatity was -, the open interest changed by 88853 which increased total open position to 275441
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 48.2, which was -8.30 lower than the previous day. The implied volatity was 13.61, the open interest changed by -23159 which decreased total open position to 186588
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 56.5, which was -78.50 lower than the previous day. The implied volatity was 12.25, the open interest changed by 94205 which increased total open position to 209747
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 135, which was -76.00 lower than the previous day. The implied volatity was 10.31, the open interest changed by 90344 which increased total open position to 115542
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 211, which was -159.00 lower than the previous day. The implied volatity was 13.19, the open interest changed by 24600 which increased total open position to 25198
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 370, which was -246.45 lower than the previous day. The implied volatity was 12.36, the open interest changed by 464 which increased total open position to 598
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 616.45, which was -39.55 lower than the previous day. The implied volatity was 12.59, the open interest changed by 88 which increased total open position to 134
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 656, which was -111.95 lower than the previous day. The implied volatity was 14.31, the open interest changed by 46 which increased total open position to 46
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 767.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 15 which increased total open position to 0
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 767.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 15 which increased total open position to 0
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 767.95, which was 249.70 higher than the previous day. The implied volatity was 14.70, the open interest changed by 15 which increased total open position to 15
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 518.25, which was -882.85 lower than the previous day. The implied volatity was 7.59, 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 1401.1, which was 1401.10 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 23600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23349.90 | 250.35 | 60.35 | - | 4,94,390 | -77,767 | 20,769 |
| 19 Nov | 23518.50 | 190 | -2.50 | 17.93 | 66,98,879 | 16,283 | 98,536 |
| 18 Nov | 23453.80 | 192.5 | 37.50 | 14.88 | 19,42,087 | -12,001 | 82,253 |
| 14 Nov | 23532.70 | 155 | -6.20 | 11.98 | 9,82,548 | 48,222 | 94,254 |
| 13 Nov | 23559.05 | 161.2 | 78.55 | 13.37 | 3,36,097 | 32,237 | 46,032 |
| 12 Nov | 23883.45 | 82.65 | 49.45 | 13.27 | 1,00,352 | 4,794 | 13,795 |
| 11 Nov | 24141.30 | 33.2 | -25.85 | 13.14 | 59,268 | 3,577 | 9,001 |
| 8 Nov | 24148.20 | 59.05 | -4.50 | 14.08 | 24,899 | 2,835 | 5,424 |
| 7 Nov | 24199.35 | 63.55 | 22.10 | 15.23 | 3,927 | 1,450 | 2,589 |
| 6 Nov | 24484.05 | 41.45 | -63.55 | 16.41 | 3,194 | 624 | 1,139 |
| 5 Nov | 24213.30 | 105 | -62.85 | 17.54 | 1,102 | 194 | 515 |
| 4 Nov | 23995.35 | 167.85 | 66.85 | 17.84 | 600 | 306 | 321 |
| 1 Nov | 24304.35 | 101 | -10.55 | 17.08 | 5 | -1 | 15 |
| 31 Oct | 24205.35 | 111.55 | 2.40 | - | 9 | 3 | 16 |
| 30 Oct | 24340.85 | 109.15 | 16.20 | - | 72 | -48 | 13 |
| 29 Oct | 24466.85 | 92.95 | -9.65 | - | 18 | 43 | 61 |
| 28 Oct | 24339.15 | 102.6 | 15.55 | - | 60 | 18 | 18 |
| 25 Oct | 24180.80 | 87.05 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 24399.40 | 87.05 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 24435.50 | 87.05 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 24472.10 | 87.05 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 24781.10 | 87.05 | - | 0 | 0 | 0 | |
For Nifty - strike price 23600 expiring on 21NOV2024
Delta for 23600 PE is -
Historical price for 23600 PE is as follows
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 250.35, which was 60.35 higher than the previous day. The implied volatity was -, the open interest changed by -77767 which decreased total open position to 20769
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 190, which was -2.50 lower than the previous day. The implied volatity was 17.93, the open interest changed by 16283 which increased total open position to 98536
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 192.5, which was 37.50 higher than the previous day. The implied volatity was 14.88, the open interest changed by -12001 which decreased total open position to 82253
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 155, which was -6.20 lower than the previous day. The implied volatity was 11.98, the open interest changed by 48222 which increased total open position to 94254
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 161.2, which was 78.55 higher than the previous day. The implied volatity was 13.37, the open interest changed by 32237 which increased total open position to 46032
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 82.65, which was 49.45 higher than the previous day. The implied volatity was 13.27, the open interest changed by 4794 which increased total open position to 13795
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 33.2, which was -25.85 lower than the previous day. The implied volatity was 13.14, the open interest changed by 3577 which increased total open position to 9001
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 59.05, which was -4.50 lower than the previous day. The implied volatity was 14.08, the open interest changed by 2835 which increased total open position to 5424
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 63.55, which was 22.10 higher than the previous day. The implied volatity was 15.23, the open interest changed by 1450 which increased total open position to 2589
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 41.45, which was -63.55 lower than the previous day. The implied volatity was 16.41, the open interest changed by 624 which increased total open position to 1139
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 105, which was -62.85 lower than the previous day. The implied volatity was 17.54, the open interest changed by 194 which increased total open position to 515
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 167.85, which was 66.85 higher than the previous day. The implied volatity was 17.84, the open interest changed by 306 which increased total open position to 321
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 101, which was -10.55 lower than the previous day. The implied volatity was 17.08, the open interest changed by -1 which decreased total open position to 15
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 111.55, which was 2.40 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 109.15, which was 16.20 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 92.95, which was -9.65 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 102.6, which was 15.55 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 87.05, 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 87.05, 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 87.05, 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 87.05, 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 87.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
