NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:33 PM IST
| NIFTY 21NOV2024 23750 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23330.85 | 0.65 | -17.35 | - | 51,67,385 | 79,522 | 2,15,418 | |||
| 19 Nov | 23518.50 | 18 | -2.65 | 14.14 | 63,25,788 | 61,849 | 1,35,896 | |||
| 18 Nov | 23453.80 | 20.65 | -51.75 | 12.12 | 17,87,052 | 36,538 | 74,047 | |||
| 14 Nov | 23532.70 | 72.4 | -62.60 | 10.23 | 1,90,098 | 27,679 | 37,509 | |||
| 13 Nov | 23559.05 | 135 | -132.70 | 12.85 | 87,594 | 9,383 | 9,830 | |||
| 12 Nov | 23883.45 | 267.7 | -220.55 | 12.34 | 1,011 | 321 | 447 | |||
| 11 Nov | 24141.30 | 488.25 | -23.90 | 12.50 | 578 | -46 | 126 | |||
| 8 Nov | 24148.20 | 512.15 | -100.05 | 12.37 | 281 | 84 | 172 | |||
| 7 Nov | 24199.35 | 612.2 | -249.35 | 14.01 | 82 | -81 | 88 | |||
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| 6 Nov | 24484.05 | 861.55 | 209.10 | 12.50 | 229 | 75 | 169 | |||
| 5 Nov | 24213.30 | 652.45 | 196.60 | 14.95 | 217 | 91 | 94 | |||
| 4 Nov | 23995.35 | 455.85 | -820.25 | 11.75 | 12 | 3 | 3 | |||
| 1 Nov | 24304.35 | 1276.1 | 1276.10 | - | 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 23750 expiring on 21NOV2024
Delta for 23750 CE is -
Historical price for 23750 CE is as follows
On 21 Nov NIFTY was trading at 23330.85. The strike last trading price was 0.65, which was -17.35 lower than the previous day. The implied volatity was -, the open interest changed by 79522 which increased total open position to 215418
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 18, which was -2.65 lower than the previous day. The implied volatity was 14.14, the open interest changed by 61849 which increased total open position to 135896
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 20.65, which was -51.75 lower than the previous day. The implied volatity was 12.12, the open interest changed by 36538 which increased total open position to 74047
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 72.4, which was -62.60 lower than the previous day. The implied volatity was 10.23, the open interest changed by 27679 which increased total open position to 37509
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 135, which was -132.70 lower than the previous day. The implied volatity was 12.85, the open interest changed by 9383 which increased total open position to 9830
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 267.7, which was -220.55 lower than the previous day. The implied volatity was 12.34, the open interest changed by 321 which increased total open position to 447
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 488.25, which was -23.90 lower than the previous day. The implied volatity was 12.50, the open interest changed by -46 which decreased total open position to 126
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 512.15, which was -100.05 lower than the previous day. The implied volatity was 12.37, the open interest changed by 84 which increased total open position to 172
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 612.2, which was -249.35 lower than the previous day. The implied volatity was 14.01, the open interest changed by -81 which decreased total open position to 88
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 861.55, which was 209.10 higher than the previous day. The implied volatity was 12.50, the open interest changed by 75 which increased total open position to 169
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 652.45, which was 196.60 higher than the previous day. The implied volatity was 14.95, the open interest changed by 91 which increased total open position to 94
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 455.85, which was -820.25 lower than the previous day. The implied volatity was 11.75, the open interest changed by 3 which increased total open position to 3
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 1276.1, which was 1276.10 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 23750 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23330.85 | 416.65 | 110.65 | - | 33,049 | -10,773 | 19,256 |
| 19 Nov | 23518.50 | 306 | -0.90 | 19.31 | 39,04,718 | 20,865 | 30,029 |
| 18 Nov | 23453.80 | 306.9 | 65.40 | 15.78 | 81,188 | -101 | 9,164 |
| 14 Nov | 23532.70 | 241.5 | 5.60 | 11.99 | 50,948 | 1,062 | 9,265 |
| 13 Nov | 23559.05 | 235.9 | 110.90 | 13.11 | 1,15,623 | -646 | 8,203 |
| 12 Nov | 23883.45 | 125 | 74.50 | 12.78 | 49,852 | 6,154 | 8,849 |
| 11 Nov | 24141.30 | 50.5 | -33.70 | 12.46 | 17,770 | 1,259 | 2,695 |
| 8 Nov | 24148.20 | 84.2 | -2.85 | 13.62 | 6,749 | 906 | 1,436 |
| 7 Nov | 24199.35 | 87.05 | 31.95 | 14.77 | 332 | -7 | 530 |
| 6 Nov | 24484.05 | 55.1 | -87.75 | 15.88 | 891 | 298 | 537 |
| 5 Nov | 24213.30 | 142.85 | -68.70 | 17.63 | 395 | 139 | 239 |
| 4 Nov | 23995.35 | 211.55 | 117.00 | 17.56 | 171 | 100 | 100 |
| 1 Nov | 24304.35 | 94.55 | 0.00 | 0.00 | 0 | 1 | 0 |
| 31 Oct | 24205.35 | 94.55 | 0.00 | - | 0 | 1 | 0 |
| 30 Oct | 24340.85 | 94.55 | 0.00 | - | 0 | 1 | 0 |
| 29 Oct | 24466.85 | 94.55 | -56.35 | - | 2 | 1 | 1 |
| 28 Oct | 24339.15 | 150.9 | -66.65 | - | 1 | -1 | 0 |
| 25 Oct | 24180.80 | 217.55 | 106.50 | - | 6 | 1 | 1 |
| 24 Oct | 24399.40 | 111.05 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 24435.50 | 111.05 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 24472.10 | 111.05 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 24781.10 | 111.05 | - | 0 | 0 | 0 | |
For Nifty - strike price 23750 expiring on 21NOV2024
Delta for 23750 PE is -
Historical price for 23750 PE is as follows
On 21 Nov NIFTY was trading at 23330.85. The strike last trading price was 416.65, which was 110.65 higher than the previous day. The implied volatity was -, the open interest changed by -10773 which decreased total open position to 19256
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 306, which was -0.90 lower than the previous day. The implied volatity was 19.31, the open interest changed by 20865 which increased total open position to 30029
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 306.9, which was 65.40 higher than the previous day. The implied volatity was 15.78, the open interest changed by -101 which decreased total open position to 9164
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 241.5, which was 5.60 higher than the previous day. The implied volatity was 11.99, the open interest changed by 1062 which increased total open position to 9265
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 235.9, which was 110.90 higher than the previous day. The implied volatity was 13.11, the open interest changed by -646 which decreased total open position to 8203
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 125, which was 74.50 higher than the previous day. The implied volatity was 12.78, the open interest changed by 6154 which increased total open position to 8849
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 50.5, which was -33.70 lower than the previous day. The implied volatity was 12.46, the open interest changed by 1259 which increased total open position to 2695
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 84.2, which was -2.85 lower than the previous day. The implied volatity was 13.62, the open interest changed by 906 which increased total open position to 1436
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 87.05, which was 31.95 higher than the previous day. The implied volatity was 14.77, the open interest changed by -7 which decreased total open position to 530
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 55.1, which was -87.75 lower than the previous day. The implied volatity was 15.88, the open interest changed by 298 which increased total open position to 537
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 142.85, which was -68.70 lower than the previous day. The implied volatity was 17.63, the open interest changed by 139 which increased total open position to 239
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 211.55, which was 117.00 higher than the previous day. The implied volatity was 17.56, the open interest changed by 100 which increased total open position to 100
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 0.00, the open interest changed by 1 which increased 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 -56.35 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 150.9, which was -66.65 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 217.55, which was 106.50 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 111.05, 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 111.05, 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 111.05, 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 111.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
