NIFTY
Nifty
Historical option data for NIFTY
03 Dec 2024 04:11 PM IST
| NIFTY 05DEC2024 23700 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 24457.15 | 737 | 106.00 | - | 4,850 | -1,221 | 9,780 | |||
| 2 Dec | 24276.05 | 631 | 109.60 | 24.32 | 26,225 | -345 | 11,001 | |||
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| 29 Nov | 24131.10 | 521.4 | 122.40 | 17.67 | 45,622 | -102 | 11,346 | |||
| 28 Nov | 23914.15 | 399 | -280.25 | 16.17 | 19,443 | 2,993 | 11,448 | |||
| 27 Nov | 24274.90 | 679.25 | 70.40 | 17.52 | 2,206 | 196 | 8,455 | |||
| 26 Nov | 24194.50 | 608.85 | -85.75 | 15.87 | 2,480 | -151 | 8,259 | |||
| 25 Nov | 24221.90 | 694.6 | 275.10 | 18.19 | 7,996 | -3,061 | 8,410 | |||
| 22 Nov | 23907.25 | 419.5 | 301.50 | 15.14 | 1,04,792 | 2,429 | 11,471 | |||
| 21 Nov | 23349.90 | 118 | -83.50 | 12.29 | 28,833 | 5,038 | 9,042 | |||
| 19 Nov | 23518.50 | 201.5 | 2.10 | 13.16 | 14,530 | 2,524 | 4,004 | |||
| 18 Nov | 23453.80 | 199.4 | -69.60 | 12.68 | 11,060 | 780 | 1,480 | |||
| 14 Nov | 23532.70 | 269 | -63.75 | 12.10 | 916 | 485 | 700 | |||
| 13 Nov | 23559.05 | 332.75 | -147.25 | 13.46 | 388 | 201 | 215 | |||
| 12 Nov | 23883.45 | 480 | -350.95 | 13.25 | 19 | 14 | 14 | |||
| 11 Nov | 24141.30 | 830.95 | 0.00 | 0.00 | 0 | 9 | 0 | |||
| 8 Nov | 24148.20 | 830.95 | 0.00 | 0.00 | 0 | 9 | 9 | |||
| 7 Nov | 24199.35 | 830.95 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 6 Nov | 24484.05 | 830.95 | 0.00 | - | 1 | -1 | 9 | |||
| 5 Nov | 24213.30 | 830.95 | 146.50 | 14.34 | 17 | -7 | 10 | |||
| 4 Nov | 23995.35 | 684.45 | -409.05 | 14.17 | 33 | 17 | 17 | |||
| 1 Nov | 24304.35 | 1093.5 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 24205.35 | 1093.5 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 24340.85 | 1093.5 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 24466.85 | 1093.5 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 24339.15 | 1093.5 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 23700 expiring on 05DEC2024
Delta for 23700 CE is -
Historical price for 23700 CE is as follows
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 737, which was 106.00 higher than the previous day. The implied volatity was -, the open interest changed by -1221 which decreased total open position to 9780
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 631, which was 109.60 higher than the previous day. The implied volatity was 24.32, the open interest changed by -345 which decreased total open position to 11001
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 521.4, which was 122.40 higher than the previous day. The implied volatity was 17.67, the open interest changed by -102 which decreased total open position to 11346
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 399, which was -280.25 lower than the previous day. The implied volatity was 16.17, the open interest changed by 2993 which increased total open position to 11448
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 679.25, which was 70.40 higher than the previous day. The implied volatity was 17.52, the open interest changed by 196 which increased total open position to 8455
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 608.85, which was -85.75 lower than the previous day. The implied volatity was 15.87, the open interest changed by -151 which decreased total open position to 8259
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 694.6, which was 275.10 higher than the previous day. The implied volatity was 18.19, the open interest changed by -3061 which decreased total open position to 8410
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 419.5, which was 301.50 higher than the previous day. The implied volatity was 15.14, the open interest changed by 2429 which increased total open position to 11471
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 118, which was -83.50 lower than the previous day. The implied volatity was 12.29, the open interest changed by 5038 which increased total open position to 9042
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 201.5, which was 2.10 higher than the previous day. The implied volatity was 13.16, the open interest changed by 2524 which increased total open position to 4004
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 199.4, which was -69.60 lower than the previous day. The implied volatity was 12.68, the open interest changed by 780 which increased total open position to 1480
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 269, which was -63.75 lower than the previous day. The implied volatity was 12.10, the open interest changed by 485 which increased total open position to 700
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 332.75, which was -147.25 lower than the previous day. The implied volatity was 13.46, the open interest changed by 201 which increased total open position to 215
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 480, which was -350.95 lower than the previous day. The implied volatity was 13.25, the open interest changed by 14 which increased total open position to 14
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 830.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 830.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 9
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 830.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 830.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 9
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 830.95, which was 146.50 higher than the previous day. The implied volatity was 14.34, the open interest changed by -7 which decreased total open position to 10
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 684.45, which was -409.05 lower than the previous day. The implied volatity was 14.17, the open interest changed by 17 which increased total open position to 17
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 1093.5, 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 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 1093.5, 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 1093.5, 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 1093.5, 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 1093.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 05DEC2024 23700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 1.71
Theta: -10.51
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 24457.15 | 8.5 | -13.75 | 25.23 | 26,02,505 | 64,254 | 3,01,818 |
| 2 Dec | 24276.05 | 22.25 | -5.90 | 21.47 | 28,95,183 | 1,08,953 | 2,37,564 |
| 29 Nov | 24131.10 | 28.15 | -43.35 | 13.62 | 15,74,178 | 50,611 | 1,28,611 |
| 28 Nov | 23914.15 | 71.5 | 48.00 | 14.10 | 5,85,018 | 39,363 | 78,000 |
| 27 Nov | 24274.90 | 23.5 | -28.10 | 13.87 | 1,42,588 | 19,651 | 38,637 |
| 26 Nov | 24194.50 | 51.6 | -3.00 | 15.30 | 58,677 | 861 | 18,986 |
| 25 Nov | 24221.90 | 54.6 | -108.05 | 15.88 | 80,449 | 2,805 | 18,125 |
| 22 Nov | 23907.25 | 162.65 | -257.55 | 15.23 | 78,353 | 11,054 | 15,320 |
| 21 Nov | 23349.90 | 420.2 | 62.25 | 14.65 | 6,849 | 30 | 4,266 |
| 19 Nov | 23518.50 | 357.95 | 19.80 | 14.86 | 22,602 | 3,602 | 4,236 |
| 18 Nov | 23453.80 | 338.15 | 43.50 | 13.39 | 1,898 | 331 | 634 |
| 14 Nov | 23532.70 | 294.65 | -9.50 | 12.90 | 451 | 43 | 303 |
| 13 Nov | 23559.05 | 304.15 | 97.15 | 14.08 | 1,128 | -53 | 260 |
| 12 Nov | 23883.45 | 207 | 78.75 | 13.98 | 647 | -110 | 313 |
| 11 Nov | 24141.30 | 128.25 | -39.75 | 14.05 | 942 | 232 | 423 |
| 8 Nov | 24148.20 | 168 | 7.00 | 15.22 | 106 | 19 | 191 |
| 7 Nov | 24199.35 | 161 | 49.00 | 15.71 | 318 | -12 | 172 |
| 6 Nov | 24484.05 | 112 | -93.50 | 16.22 | 260 | 29 | 184 |
| 5 Nov | 24213.30 | 205.5 | -56.50 | 17.34 | 193 | 101 | 155 |
| 4 Nov | 23995.35 | 262 | 57.00 | 16.92 | 230 | 21 | 54 |
| 1 Nov | 24304.35 | 205 | 5.00 | 17.71 | 33 | 7 | 33 |
| 31 Oct | 24205.35 | 200 | 50.00 | - | 6 | 6 | 26 |
| 30 Oct | 24340.85 | 150 | -30.45 | - | 1 | 0 | 20 |
| 29 Oct | 24466.85 | 180.45 | 0.00 | - | 11 | 6 | 20 |
| 28 Oct | 24339.15 | 180.45 | - | 15 | 14 | 14 | |
For Nifty - strike price 23700 expiring on 05DEC2024
Delta for 23700 PE is -0.04
Historical price for 23700 PE is as follows
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 8.5, which was -13.75 lower than the previous day. The implied volatity was 25.23, the open interest changed by 64254 which increased total open position to 301818
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 22.25, which was -5.90 lower than the previous day. The implied volatity was 21.47, the open interest changed by 108953 which increased total open position to 237564
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 28.15, which was -43.35 lower than the previous day. The implied volatity was 13.62, the open interest changed by 50611 which increased total open position to 128611
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 71.5, which was 48.00 higher than the previous day. The implied volatity was 14.10, the open interest changed by 39363 which increased total open position to 78000
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 23.5, which was -28.10 lower than the previous day. The implied volatity was 13.87, the open interest changed by 19651 which increased total open position to 38637
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 51.6, which was -3.00 lower than the previous day. The implied volatity was 15.30, the open interest changed by 861 which increased total open position to 18986
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 54.6, which was -108.05 lower than the previous day. The implied volatity was 15.88, the open interest changed by 2805 which increased total open position to 18125
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 162.65, which was -257.55 lower than the previous day. The implied volatity was 15.23, the open interest changed by 11054 which increased total open position to 15320
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 420.2, which was 62.25 higher than the previous day. The implied volatity was 14.65, the open interest changed by 30 which increased total open position to 4266
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 357.95, which was 19.80 higher than the previous day. The implied volatity was 14.86, the open interest changed by 3602 which increased total open position to 4236
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 338.15, which was 43.50 higher than the previous day. The implied volatity was 13.39, the open interest changed by 331 which increased total open position to 634
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 294.65, which was -9.50 lower than the previous day. The implied volatity was 12.90, the open interest changed by 43 which increased total open position to 303
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 304.15, which was 97.15 higher than the previous day. The implied volatity was 14.08, the open interest changed by -53 which decreased total open position to 260
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 207, which was 78.75 higher than the previous day. The implied volatity was 13.98, the open interest changed by -110 which decreased total open position to 313
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 128.25, which was -39.75 lower than the previous day. The implied volatity was 14.05, the open interest changed by 232 which increased total open position to 423
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 168, which was 7.00 higher than the previous day. The implied volatity was 15.22, the open interest changed by 19 which increased total open position to 191
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 161, which was 49.00 higher than the previous day. The implied volatity was 15.71, the open interest changed by -12 which decreased total open position to 172
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 112, which was -93.50 lower than the previous day. The implied volatity was 16.22, the open interest changed by 29 which increased total open position to 184
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 205.5, which was -56.50 lower than the previous day. The implied volatity was 17.34, the open interest changed by 101 which increased total open position to 155
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 262, which was 57.00 higher than the previous day. The implied volatity was 16.92, the open interest changed by 21 which increased total open position to 54
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 205, which was 5.00 higher than the previous day. The implied volatity was 17.71, the open interest changed by 7 which increased total open position to 33
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 200, which was 50.00 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 150, which was -30.45 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 180.45, 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 180.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
