NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:28 PM IST
| NIFTY 21NOV2024 23650 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.13
Theta: -88.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23339.35 | 1.15 | -35.50 | 59.78 | 90,29,846 | 1,88,148 | 2,64,729 | |||
| 19 Nov | 23518.50 | 36.65 | -5.10 | 14.03 | 39,05,053 | -662 | 76,581 | |||
| 18 Nov | 23453.80 | 41.75 | -69.95 | 12.24 | 20,43,163 | 48,994 | 77,243 | |||
| 14 Nov | 23532.70 | 111.7 | -68.30 | 10.32 | 2,51,165 | 21,847 | 28,249 | |||
| 13 Nov | 23559.05 | 180 | -149.05 | 12.83 | 49,870 | 6,028 | 6,402 | |||
| 12 Nov | 23883.45 | 329.05 | -243.55 | 11.97 | 638 | 18 | 374 | |||
| 11 Nov | 24141.30 | 572.6 | -21.10 | 12.53 | 1,194 | 229 | 356 | |||
| 8 Nov | 24148.20 | 593.7 | -75.75 | 12.43 | 255 | 1 | 127 | |||
| 7 Nov | 24199.35 | 669.45 | 72.55 | 11.81 | 133 | 126 | 126 | |||
| 6 Nov | 24484.05 | 596.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 24213.30 | 596.9 | 90.05 | - | 8 | 0 | 1 | |||
| 4 Nov | 23995.35 | 506.85 | -852.10 | 10.21 | 3 | 1 | 1 | |||
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| 1 Nov | 24304.35 | 1358.95 | 1358.95 | - | 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 | |||
| 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 23650 expiring on 21NOV2024
Delta for 23650 CE is 0.02
Historical price for 23650 CE is as follows
On 21 Nov NIFTY was trading at 23339.35. The strike last trading price was 1.15, which was -35.50 lower than the previous day. The implied volatity was 59.78, the open interest changed by 188148 which increased total open position to 264729
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 36.65, which was -5.10 lower than the previous day. The implied volatity was 14.03, the open interest changed by -662 which decreased total open position to 76581
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 41.75, which was -69.95 lower than the previous day. The implied volatity was 12.24, the open interest changed by 48994 which increased total open position to 77243
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 111.7, which was -68.30 lower than the previous day. The implied volatity was 10.32, the open interest changed by 21847 which increased total open position to 28249
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 180, which was -149.05 lower than the previous day. The implied volatity was 12.83, the open interest changed by 6028 which increased total open position to 6402
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 329.05, which was -243.55 lower than the previous day. The implied volatity was 11.97, the open interest changed by 18 which increased total open position to 374
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 572.6, which was -21.10 lower than the previous day. The implied volatity was 12.53, the open interest changed by 229 which increased total open position to 356
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 593.7, which was -75.75 lower than the previous day. The implied volatity was 12.43, the open interest changed by 1 which increased total open position to 127
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 669.45, which was 72.55 higher than the previous day. The implied volatity was 11.81, the open interest changed by 126 which increased total open position to 126
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 596.9, 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 596.9, which was 90.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 506.85, which was -852.10 lower than the previous day. The implied volatity was 10.21, the open interest changed by 1 which increased total open position to 1
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 1358.95, which was 1358.95 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 23650 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.98
Vega: 0.10
Theta: -61.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23339.35 | 310.9 | 83.00 | 56.88 | 74,529 | -14,649 | 12,770 |
| 19 Nov | 23518.50 | 227.9 | -0.25 | 18.62 | 40,97,815 | 9,225 | 27,419 |
| 18 Nov | 23453.80 | 228.15 | 50.85 | 15.14 | 3,46,696 | -45 | 18,194 |
| 14 Nov | 23532.70 | 177.3 | -7.70 | 11.80 | 1,82,193 | 12,003 | 18,239 |
| 13 Nov | 23559.05 | 185 | 88.60 | 13.36 | 1,02,113 | 692 | 6,236 |
| 12 Nov | 23883.45 | 96.4 | 59.30 | 13.20 | 28,414 | 1,439 | 5,544 |
| 11 Nov | 24141.30 | 37.1 | -36.85 | 12.77 | 16,925 | 3,133 | 4,105 |
| 8 Nov | 24148.20 | 73.95 | 3.65 | 14.52 | 6,958 | 566 | 972 |
| 7 Nov | 24199.35 | 70.3 | 24.55 | 15.05 | 443 | 268 | 406 |
| 6 Nov | 24484.05 | 45.75 | -78.40 | 16.25 | 202 | 52 | 138 |
| 5 Nov | 24213.30 | 124.15 | 29.60 | 18.06 | 146 | 86 | 86 |
| 4 Nov | 23995.35 | 94.55 | 0.00 | 2.19 | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 94.55 | 0.00 | 3.26 | 0 | 0 | 0 |
| 31 Oct | 24205.35 | 94.55 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 24340.85 | 94.55 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 24466.85 | 94.55 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 24339.15 | 94.55 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 24180.80 | 94.55 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 24399.40 | 94.55 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 24435.50 | 94.55 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 24472.10 | 94.55 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 24781.10 | 94.55 | - | 0 | 0 | 0 | |
For Nifty - strike price 23650 expiring on 21NOV2024
Delta for 23650 PE is -0.98
Historical price for 23650 PE is as follows
On 21 Nov NIFTY was trading at 23339.35. The strike last trading price was 310.9, which was 83.00 higher than the previous day. The implied volatity was 56.88, the open interest changed by -14649 which decreased total open position to 12770
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 227.9, which was -0.25 lower than the previous day. The implied volatity was 18.62, the open interest changed by 9225 which increased total open position to 27419
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 228.15, which was 50.85 higher than the previous day. The implied volatity was 15.14, the open interest changed by -45 which decreased total open position to 18194
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 177.3, which was -7.70 lower than the previous day. The implied volatity was 11.80, the open interest changed by 12003 which increased total open position to 18239
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 185, which was 88.60 higher than the previous day. The implied volatity was 13.36, the open interest changed by 692 which increased total open position to 6236
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 96.4, which was 59.30 higher than the previous day. The implied volatity was 13.20, the open interest changed by 1439 which increased total open position to 5544
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 37.1, which was -36.85 lower than the previous day. The implied volatity was 12.77, the open interest changed by 3133 which increased total open position to 4105
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 73.95, which was 3.65 higher than the previous day. The implied volatity was 14.52, the open interest changed by 566 which increased total open position to 972
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 70.3, which was 24.55 higher than the previous day. The implied volatity was 15.05, the open interest changed by 268 which increased total open position to 406
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 45.75, which was -78.40 lower than the previous day. The implied volatity was 16.25, the open interest changed by 52 which increased total open position to 138
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 124.15, which was 29.60 higher than the previous day. The implied volatity was 18.06, the open interest changed by 86 which increased total open position to 86
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 94.55, which was 0.00 lower than the previous day. The implied volatity was 2.19, 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 94.55, which was 0.00 lower than the previous day. The implied volatity was 3.26, 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 94.55, 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 94.55, 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 94.55, 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 94.55, 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 94.55, 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 94.55, 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 94.55, 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 94.55, 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 94.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
