NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:18 PM IST
| NIFTY 21NOV2024 23700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.11
Theta: -69.96
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23340.90 | 1 | -24.95 | 61.39 | 87,08,175 | 1,78,066 | 4,11,825 | |||
| 19 Nov | 23518.50 | 25.95 | -3.55 | 14.07 | 94,36,126 | 6,736 | 2,33,759 | |||
| 18 Nov | 23453.80 | 29.5 | -58.50 | 12.13 | 38,73,185 | 1,33,783 | 2,27,023 | |||
| 14 Nov | 23532.70 | 88 | -71.45 | 10.06 | 6,62,011 | 60,215 | 93,240 | |||
| 13 Nov | 23559.05 | 159.45 | -139.25 | 13.06 | 2,57,530 | 31,529 | 33,025 | |||
| 12 Nov | 23883.45 | 298.7 | -227.65 | 12.26 | 6,568 | 684 | 1,496 | |||
| 11 Nov | 24141.30 | 526.35 | -8.15 | 12.11 | 1,771 | 547 | 812 | |||
| 8 Nov | 24148.20 | 534.5 | -93.50 | 10.85 | 758 | 216 | 265 | |||
| 7 Nov | 24199.35 | 628 | -245.45 | 11.95 | 50 | -7 | 49 | |||
| 6 Nov | 24484.05 | 873.45 | 192.00 | - | 46 | 18 | 56 | |||
| 5 Nov | 24213.30 | 681.45 | -635.80 | 14.27 | 167 | 38 | 38 | |||
| 4 Nov | 23995.35 | 1317.25 | 0.00 | - | 0 | 0 | 0 | |||
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| 1 Nov | 24304.35 | 1317.25 | 1317.25 | - | 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 23700 expiring on 21NOV2024
Delta for 23700 CE is 0.02
Historical price for 23700 CE is as follows
On 21 Nov NIFTY was trading at 23340.90. The strike last trading price was 1, which was -24.95 lower than the previous day. The implied volatity was 61.39, the open interest changed by 178066 which increased total open position to 411825
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 25.95, which was -3.55 lower than the previous day. The implied volatity was 14.07, the open interest changed by 6736 which increased total open position to 233759
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 29.5, which was -58.50 lower than the previous day. The implied volatity was 12.13, the open interest changed by 133783 which increased total open position to 227023
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 88, which was -71.45 lower than the previous day. The implied volatity was 10.06, the open interest changed by 60215 which increased total open position to 93240
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 159.45, which was -139.25 lower than the previous day. The implied volatity was 13.06, the open interest changed by 31529 which increased total open position to 33025
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 298.7, which was -227.65 lower than the previous day. The implied volatity was 12.26, the open interest changed by 684 which increased total open position to 1496
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 526.35, which was -8.15 lower than the previous day. The implied volatity was 12.11, the open interest changed by 547 which increased total open position to 812
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 534.5, which was -93.50 lower than the previous day. The implied volatity was 10.85, the open interest changed by 216 which increased total open position to 265
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 628, which was -245.45 lower than the previous day. The implied volatity was 11.95, the open interest changed by -7 which decreased total open position to 49
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 873.45, which was 192.00 higher than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 56
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 681.45, which was -635.80 lower than the previous day. The implied volatity was 14.27, the open interest changed by 38 which increased total open position to 38
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 1317.25, 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 1317.25, which was 1317.25 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 23700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23340.90 | 363.95 | 96.30 | - | 1,48,556 | -34,842 | 32,679 |
| 19 Nov | 23518.50 | 267.65 | 1.65 | 19.27 | 79,89,232 | 32,224 | 67,521 |
| 18 Nov | 23453.80 | 266 | 61.00 | 15.40 | 5,59,747 | -6,562 | 35,297 |
| 14 Nov | 23532.70 | 205 | -0.95 | 11.57 | 3,70,077 | 6,354 | 41,859 |
| 13 Nov | 23559.05 | 205.95 | 95.25 | 12.99 | 3,89,950 | 17,856 | 35,505 |
| 12 Nov | 23883.45 | 110.7 | 67.65 | 13.05 | 1,12,853 | 2,448 | 17,649 |
| 11 Nov | 24141.30 | 43.05 | -29.25 | 12.59 | 82,117 | 8,791 | 15,201 |
| 8 Nov | 24148.20 | 72.3 | -6.35 | 13.57 | 27,724 | 3,604 | 6,410 |
| 7 Nov | 24199.35 | 78.65 | 29.20 | 14.94 | 7,834 | 1,220 | 2,806 |
| 6 Nov | 24484.05 | 49.45 | -80.35 | 15.99 | 4,163 | 924 | 1,586 |
| 5 Nov | 24213.30 | 129.8 | -68.60 | 17.63 | 2,262 | -7 | 662 |
| 4 Nov | 23995.35 | 198.4 | 62.70 | 17.78 | 1,363 | 618 | 669 |
| 1 Nov | 24304.35 | 135.7 | 2.80 | 17.89 | 25 | 1 | 51 |
| 31 Oct | 24205.35 | 132.9 | 12.90 | - | 94 | 25 | 50 |
| 30 Oct | 24340.85 | 120 | 33.45 | - | 24 | 2 | 25 |
| 29 Oct | 24466.85 | 86.55 | -24.20 | - | 9 | 3 | 23 |
| 28 Oct | 24339.15 | 110.75 | -55.95 | - | 17 | 7 | 20 |
| 25 Oct | 24180.80 | 166.7 | 59.10 | - | 21 | 4 | 13 |
| 24 Oct | 24399.40 | 107.6 | 5.05 | - | 10 | 9 | 9 |
| 23 Oct | 24435.50 | 102.55 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 24472.10 | 102.55 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 24781.10 | 102.55 | - | 0 | 0 | 0 | |
For Nifty - strike price 23700 expiring on 21NOV2024
Delta for 23700 PE is -
Historical price for 23700 PE is as follows
On 21 Nov NIFTY was trading at 23340.90. The strike last trading price was 363.95, which was 96.30 higher than the previous day. The implied volatity was -, the open interest changed by -34842 which decreased total open position to 32679
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 267.65, which was 1.65 higher than the previous day. The implied volatity was 19.27, the open interest changed by 32224 which increased total open position to 67521
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 266, which was 61.00 higher than the previous day. The implied volatity was 15.40, the open interest changed by -6562 which decreased total open position to 35297
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 205, which was -0.95 lower than the previous day. The implied volatity was 11.57, the open interest changed by 6354 which increased total open position to 41859
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 205.95, which was 95.25 higher than the previous day. The implied volatity was 12.99, the open interest changed by 17856 which increased total open position to 35505
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 110.7, which was 67.65 higher than the previous day. The implied volatity was 13.05, the open interest changed by 2448 which increased total open position to 17649
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 43.05, which was -29.25 lower than the previous day. The implied volatity was 12.59, the open interest changed by 8791 which increased total open position to 15201
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 72.3, which was -6.35 lower than the previous day. The implied volatity was 13.57, the open interest changed by 3604 which increased total open position to 6410
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 78.65, which was 29.20 higher than the previous day. The implied volatity was 14.94, the open interest changed by 1220 which increased total open position to 2806
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 49.45, which was -80.35 lower than the previous day. The implied volatity was 15.99, the open interest changed by 924 which increased total open position to 1586
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 129.8, which was -68.60 lower than the previous day. The implied volatity was 17.63, the open interest changed by -7 which decreased total open position to 662
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 198.4, which was 62.70 higher than the previous day. The implied volatity was 17.78, the open interest changed by 618 which increased total open position to 669
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 135.7, which was 2.80 higher than the previous day. The implied volatity was 17.89, the open interest changed by 1 which increased total open position to 51
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 132.9, which was 12.90 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 120, which was 33.45 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 86.55, which was -24.20 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 110.75, which was -55.95 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 166.7, which was 59.10 higher 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 107.6, which was 5.05 higher 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 102.55, 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 102.55, 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 102.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
