NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:22 PM IST
| NIFTY 21NOV2024 23800 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23343.80 | 0.75 | -10.95 | - | 74,83,390 | 59,713 | 3,30,742 | |||
| 19 Nov | 23518.50 | 11.7 | -3.45 | 14.05 | 85,60,280 | 56,202 | 2,71,029 | |||
| 18 Nov | 23453.80 | 15.15 | -40.85 | 12.37 | 36,78,136 | 1,19,697 | 2,14,827 | |||
| 14 Nov | 23532.70 | 56 | -61.15 | 10.10 | 7,55,213 | 48,983 | 95,130 | |||
| 13 Nov | 23559.05 | 117.15 | -117.85 | 12.97 | 3,22,667 | 41,791 | 46,147 | |||
| 12 Nov | 23883.45 | 235 | -208.75 | 12.16 | 22,907 | 3,391 | 4,356 | |||
| 11 Nov | 24141.30 | 443.75 | -14.55 | 12.01 | 3,867 | 475 | 965 | |||
| 8 Nov | 24148.20 | 458.3 | -75.50 | 11.24 | 985 | 123 | 490 | |||
| 7 Nov | 24199.35 | 533.8 | -274.30 | 11.01 | 189 | 28 | 367 | |||
| 6 Nov | 24484.05 | 808.1 | 200.25 | 11.44 | 387 | 148 | 339 | |||
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| 5 Nov | 24213.30 | 607.85 | 104.15 | 14.50 | 592 | 67 | 191 | |||
| 4 Nov | 23995.35 | 503.7 | -731.75 | 16.16 | 397 | 124 | 124 | |||
| 1 Nov | 24304.35 | 1235.45 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 24205.35 | 1235.45 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 24340.85 | 1235.45 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 24466.85 | 1235.45 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 24339.15 | 1235.45 | 1235.45 | - | 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 23800 expiring on 21NOV2024
Delta for 23800 CE is -
Historical price for 23800 CE is as follows
On 21 Nov NIFTY was trading at 23343.80. The strike last trading price was 0.75, which was -10.95 lower than the previous day. The implied volatity was -, the open interest changed by 59713 which increased total open position to 330742
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 11.7, which was -3.45 lower than the previous day. The implied volatity was 14.05, the open interest changed by 56202 which increased total open position to 271029
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 15.15, which was -40.85 lower than the previous day. The implied volatity was 12.37, the open interest changed by 119697 which increased total open position to 214827
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 56, which was -61.15 lower than the previous day. The implied volatity was 10.10, the open interest changed by 48983 which increased total open position to 95130
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 117.15, which was -117.85 lower than the previous day. The implied volatity was 12.97, the open interest changed by 41791 which increased total open position to 46147
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 235, which was -208.75 lower than the previous day. The implied volatity was 12.16, the open interest changed by 3391 which increased total open position to 4356
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 443.75, which was -14.55 lower than the previous day. The implied volatity was 12.01, the open interest changed by 475 which increased total open position to 965
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 458.3, which was -75.50 lower than the previous day. The implied volatity was 11.24, the open interest changed by 123 which increased total open position to 490
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 533.8, which was -274.30 lower than the previous day. The implied volatity was 11.01, the open interest changed by 28 which increased total open position to 367
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 808.1, which was 200.25 higher than the previous day. The implied volatity was 11.44, the open interest changed by 148 which increased total open position to 339
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 607.85, which was 104.15 higher than the previous day. The implied volatity was 14.50, the open interest changed by 67 which increased total open position to 191
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 503.7, which was -731.75 lower than the previous day. The implied volatity was 16.16, the open interest changed by 124 which increased total open position to 124
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 1235.45, 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 1235.45, 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 30 Oct NIFTY was trading at 24340.85. The strike last trading price was 1235.45, 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 29 Oct NIFTY was trading at 24466.85. The strike last trading price was 1235.45, 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 1235.45, which was 1235.45 higher 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 23800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23343.80 | 459.4 | 111.30 | - | 56,938 | -13,265 | 19,134 |
| 19 Nov | 23518.50 | 348.1 | -5.90 | 19.71 | 33,80,699 | 13,473 | 32,399 |
| 18 Nov | 23453.80 | 354 | 84.50 | 16.97 | 1,73,285 | -4,366 | 18,926 |
| 14 Nov | 23532.70 | 269.5 | 4.15 | 11.50 | 1,35,131 | 1,214 | 23,292 |
| 13 Nov | 23559.05 | 265.35 | 122.35 | 13.04 | 3,39,095 | -2,348 | 22,078 |
| 12 Nov | 23883.45 | 143 | 83.80 | 12.64 | 1,50,843 | 11,233 | 24,426 |
| 11 Nov | 24141.30 | 59.2 | -35.35 | 12.33 | 90,982 | 6,482 | 13,193 |
| 8 Nov | 24148.20 | 94.55 | -3.85 | 13.47 | 36,442 | 2,422 | 6,711 |
| 7 Nov | 24199.35 | 98.4 | 36.65 | 14.74 | 8,880 | 1,495 | 4,289 |
| 6 Nov | 24484.05 | 61.75 | -90.70 | 15.80 | 5,207 | 714 | 2,794 |
| 5 Nov | 24213.30 | 152.45 | -82.30 | 17.37 | 4,809 | 1,386 | 2,080 |
| 4 Nov | 23995.35 | 234.75 | 78.10 | 17.82 | 2,346 | 464 | 694 |
| 1 Nov | 24304.35 | 156.65 | 10.75 | 17.64 | 185 | 74 | 230 |
| 31 Oct | 24205.35 | 145.9 | 3.65 | - | 66 | 25 | 156 |
| 30 Oct | 24340.85 | 142.25 | 25.50 | - | 320 | 89 | 131 |
| 29 Oct | 24466.85 | 116.75 | -13.15 | - | 251 | -24 | 42 |
| 28 Oct | 24339.15 | 129.9 | -51.10 | - | 386 | 46 | 66 |
| 25 Oct | 24180.80 | 181 | 60.95 | - | 46 | 20 | 20 |
| 24 Oct | 24399.40 | 120.05 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 24435.50 | 120.05 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 24472.10 | 120.05 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 24781.10 | 120.05 | - | 0 | 0 | 0 | |
For Nifty - strike price 23800 expiring on 21NOV2024
Delta for 23800 PE is -
Historical price for 23800 PE is as follows
On 21 Nov NIFTY was trading at 23343.80. The strike last trading price was 459.4, which was 111.30 higher than the previous day. The implied volatity was -, the open interest changed by -13265 which decreased total open position to 19134
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 348.1, which was -5.90 lower than the previous day. The implied volatity was 19.71, the open interest changed by 13473 which increased total open position to 32399
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 354, which was 84.50 higher than the previous day. The implied volatity was 16.97, the open interest changed by -4366 which decreased total open position to 18926
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 269.5, which was 4.15 higher than the previous day. The implied volatity was 11.50, the open interest changed by 1214 which increased total open position to 23292
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 265.35, which was 122.35 higher than the previous day. The implied volatity was 13.04, the open interest changed by -2348 which decreased total open position to 22078
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 143, which was 83.80 higher than the previous day. The implied volatity was 12.64, the open interest changed by 11233 which increased total open position to 24426
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 59.2, which was -35.35 lower than the previous day. The implied volatity was 12.33, the open interest changed by 6482 which increased total open position to 13193
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 94.55, which was -3.85 lower than the previous day. The implied volatity was 13.47, the open interest changed by 2422 which increased total open position to 6711
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 98.4, which was 36.65 higher than the previous day. The implied volatity was 14.74, the open interest changed by 1495 which increased total open position to 4289
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 61.75, which was -90.70 lower than the previous day. The implied volatity was 15.80, the open interest changed by 714 which increased total open position to 2794
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 152.45, which was -82.30 lower than the previous day. The implied volatity was 17.37, the open interest changed by 1386 which increased total open position to 2080
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 234.75, which was 78.10 higher than the previous day. The implied volatity was 17.82, the open interest changed by 464 which increased total open position to 694
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 156.65, which was 10.75 higher than the previous day. The implied volatity was 17.64, the open interest changed by 74 which increased total open position to 230
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 145.9, which was 3.65 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 142.25, which was 25.50 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 116.75, which was -13.15 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 129.9, which was -51.10 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 181, which was 60.95 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 120.05, 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 120.05, 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 120.05, 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 120.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
