NIFTY
Nifty
Historical option data for NIFTY
02 Dec 2024 04:11 PM IST
| NIFTY 05DEC2024 23750 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.86
Vega: 4.92
Theta: -24.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 2 Dec | 24276.05 | 584.5 | 104.70 | 23.59 | 10,084 | 159 | 2,918 | |||
| 29 Nov | 24131.10 | 479.8 | 122.55 | 17.42 | 23,202 | 76 | 2,759 | |||
| 28 Nov | 23914.15 | 357.25 | -280.75 | 15.57 | 8,795 | 2,077 | 2,683 | |||
| 27 Nov | 24274.90 | 638 | 76.30 | 17.48 | 652 | -263 | 606 | |||
| 26 Nov | 24194.50 | 561.7 | -89.55 | 15.21 | 1,166 | -395 | 869 | |||
| 25 Nov | 24221.90 | 651.25 | 262.90 | 17.85 | 1,309 | -479 | 1,264 | |||
| 22 Nov | 23907.25 | 388.35 | 288.40 | 15.16 | 24,182 | 419 | 1,743 | |||
| 21 Nov | 23349.90 | 99.95 | -70.05 | 12.09 | 5,583 | 667 | 1,324 | |||
| 19 Nov | 23518.50 | 170 | -5.00 | 12.56 | 2,615 | 307 | 657 | |||
| 18 Nov | 23453.80 | 175 | -64.60 | 12.46 | 494 | 211 | 350 | |||
| 14 Nov | 23532.70 | 239.6 | -67.25 | 11.84 | 102 | 45 | 139 | |||
| 13 Nov | 23559.05 | 306.85 | -750.00 | 13.42 | 258 | 94 | 94 | |||
| 12 Nov | 23883.45 | 1056.85 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 24141.30 | 1056.85 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 24148.20 | 1056.85 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 24199.35 | 1056.85 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 24484.05 | 1056.85 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 24213.30 | 1056.85 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 23995.35 | 1056.85 | 1056.85 | - | 0 | 0 | 0 | |||
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| 1 Nov | 24304.35 | 0 | 0.00 | - | 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 | 0 | 0 | ||||
For Nifty - strike price 23750 expiring on 05DEC2024
Delta for 23750 CE is 0.86
Historical price for 23750 CE is as follows
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 584.5, which was 104.70 higher than the previous day. The implied volatity was 23.59, the open interest changed by 159 which increased total open position to 2918
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 479.8, which was 122.55 higher than the previous day. The implied volatity was 17.42, the open interest changed by 76 which increased total open position to 2759
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 357.25, which was -280.75 lower than the previous day. The implied volatity was 15.57, the open interest changed by 2077 which increased total open position to 2683
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 638, which was 76.30 higher than the previous day. The implied volatity was 17.48, the open interest changed by -263 which decreased total open position to 606
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 561.7, which was -89.55 lower than the previous day. The implied volatity was 15.21, the open interest changed by -395 which decreased total open position to 869
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 651.25, which was 262.90 higher than the previous day. The implied volatity was 17.85, the open interest changed by -479 which decreased total open position to 1264
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 388.35, which was 288.40 higher than the previous day. The implied volatity was 15.16, the open interest changed by 419 which increased total open position to 1743
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 99.95, which was -70.05 lower than the previous day. The implied volatity was 12.09, the open interest changed by 667 which increased total open position to 1324
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 170, which was -5.00 lower than the previous day. The implied volatity was 12.56, the open interest changed by 307 which increased total open position to 657
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 175, which was -64.60 lower than the previous day. The implied volatity was 12.46, the open interest changed by 211 which increased total open position to 350
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 239.6, which was -67.25 lower than the previous day. The implied volatity was 11.84, the open interest changed by 45 which increased total open position to 139
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 306.85, which was -750.00 lower than the previous day. The implied volatity was 13.42, the open interest changed by 94 which increased total open position to 94
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1056.85, 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 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 1056.85, 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 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 1056.85, 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 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 1056.85, 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 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 1056.85, 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 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 1056.85, 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 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 1056.85, which was 1056.85 higher 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 0, 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 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 05DEC2024 23750 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.11
Vega: 4.26
Theta: -14.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 2 Dec | 24276.05 | 26 | -7.75 | 21.04 | 13,11,945 | 33,029 | 78,654 |
| 29 Nov | 24131.10 | 33.75 | -49.75 | 13.37 | 8,10,720 | 26,105 | 45,625 |
| 28 Nov | 23914.15 | 83.5 | 55.95 | 13.94 | 2,02,077 | 6,755 | 19,520 |
| 27 Nov | 24274.90 | 27.55 | -31.90 | 13.65 | 59,806 | 9,410 | 12,765 |
| 26 Nov | 24194.50 | 59.45 | -1.05 | 15.17 | 29,632 | -1,358 | 3,355 |
| 25 Nov | 24221.90 | 60.5 | -119.40 | 15.60 | 26,074 | 2,337 | 4,713 |
| 22 Nov | 23907.25 | 179.9 | -270.10 | 15.18 | 18,303 | 1,873 | 2,376 |
| 21 Nov | 23349.90 | 450 | 86.30 | 14.43 | 267 | 59 | 503 |
| 19 Nov | 23518.50 | 363.7 | -0.05 | 13.63 | 2,462 | 270 | 444 |
| 18 Nov | 23453.80 | 363.75 | 35.55 | 13.19 | 366 | 141 | 174 |
| 14 Nov | 23532.70 | 328.2 | 21.20 | 13.24 | 70 | 10 | 33 |
| 13 Nov | 23559.05 | 307 | 94.55 | 13.14 | 197 | 3 | 23 |
| 12 Nov | 23883.45 | 212.45 | 84.15 | 13.39 | 21 | 12 | 20 |
| 11 Nov | 24141.30 | 128.3 | 33.30 | 13.39 | 15 | 6 | 8 |
| 8 Nov | 24148.20 | 95 | -39.00 | 11.08 | 1 | 2 | 2 |
| 7 Nov | 24199.35 | 134 | 0.00 | 0.00 | 0 | 2 | 0 |
| 6 Nov | 24484.05 | 134 | -90.95 | 16.86 | 5 | 2 | 2 |
| 5 Nov | 24213.30 | 224.95 | 15.60 | 17.55 | 1 | 0 | 0 |
| 4 Nov | 23995.35 | 209.35 | 0.00 | 1.59 | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 209.35 | 0.00 | 2.48 | 0 | 0 | 0 |
| 31 Oct | 24205.35 | 209.35 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 24340.85 | 209.35 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 24466.85 | 209.35 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 24339.15 | 209.35 | - | 0 | 0 | 0 | |
For Nifty - strike price 23750 expiring on 05DEC2024
Delta for 23750 PE is -0.11
Historical price for 23750 PE is as follows
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 26, which was -7.75 lower than the previous day. The implied volatity was 21.04, the open interest changed by 33029 which increased total open position to 78654
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 33.75, which was -49.75 lower than the previous day. The implied volatity was 13.37, the open interest changed by 26105 which increased total open position to 45625
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 83.5, which was 55.95 higher than the previous day. The implied volatity was 13.94, the open interest changed by 6755 which increased total open position to 19520
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 27.55, which was -31.90 lower than the previous day. The implied volatity was 13.65, the open interest changed by 9410 which increased total open position to 12765
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 59.45, which was -1.05 lower than the previous day. The implied volatity was 15.17, the open interest changed by -1358 which decreased total open position to 3355
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 60.5, which was -119.40 lower than the previous day. The implied volatity was 15.60, the open interest changed by 2337 which increased total open position to 4713
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 179.9, which was -270.10 lower than the previous day. The implied volatity was 15.18, the open interest changed by 1873 which increased total open position to 2376
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 450, which was 86.30 higher than the previous day. The implied volatity was 14.43, the open interest changed by 59 which increased total open position to 503
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 363.7, which was -0.05 lower than the previous day. The implied volatity was 13.63, the open interest changed by 270 which increased total open position to 444
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 363.75, which was 35.55 higher than the previous day. The implied volatity was 13.19, the open interest changed by 141 which increased total open position to 174
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 328.2, which was 21.20 higher than the previous day. The implied volatity was 13.24, the open interest changed by 10 which increased total open position to 33
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 307, which was 94.55 higher than the previous day. The implied volatity was 13.14, the open interest changed by 3 which increased total open position to 23
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 212.45, which was 84.15 higher than the previous day. The implied volatity was 13.39, the open interest changed by 12 which increased total open position to 20
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 128.3, which was 33.30 higher than the previous day. The implied volatity was 13.39, the open interest changed by 6 which increased total open position to 8
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 95, which was -39.00 lower than the previous day. The implied volatity was 11.08, the open interest changed by 2 which increased total open position to 2
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 134, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 134, which was -90.95 lower than the previous day. The implied volatity was 16.86, the open interest changed by 2 which increased total open position to 2
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 224.95, which was 15.60 higher than the previous day. The implied volatity was 17.55, 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 209.35, which was 0.00 lower than the previous day. The implied volatity was 1.59, 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 209.35, which was 0.00 lower than the previous day. The implied volatity was 2.48, 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 209.35, 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 209.35, 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 209.35, 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 209.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
