NIFTY
Nifty
Historical option data for NIFTY
14 Nov 2024 04:11 PM IST
NIFTY 14NOV2024 23800 CE | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
14 Nov | 23532.70 | 0.05 | -22.85 | - | 1,31,12,637 | -76,320 | 2,40,157 | |||
13 Nov | 23559.05 | 22.9 | -119.10 | 17.56 | 65,13,487 | 2,88,222 | 3,16,477 | |||
|
||||||||||
12 Nov | 23883.45 | 142 | -232.00 | 16.11 | 3,21,297 | 21,271 | 28,255 | |||
11 Nov | 24141.30 | 374 | -1.00 | 16.30 | 74,904 | -115 | 6,984 | |||
8 Nov | 24148.20 | 375 | -80.00 | 10.89 | 42,600 | 1,241 | 7,099 | |||
7 Nov | 24199.35 | 455 | -300.00 | 10.09 | 9,874 | 2,649 | 5,858 | |||
6 Nov | 24484.05 | 755 | 222.00 | 13.40 | 4,021 | -235 | 3,209 | |||
5 Nov | 24213.30 | 533 | 116.75 | 15.86 | 19,436 | 612 | 3,444 | |||
4 Nov | 23995.35 | 416.25 | -214.15 | 17.10 | 25,145 | 2,417 | 2,832 | |||
1 Nov | 24304.35 | 630.4 | -21.70 | 12.82 | 52 | 22 | 415 | |||
31 Oct | 24205.35 | 652.1 | -95.85 | - | 140 | 76 | 393 | |||
30 Oct | 24340.85 | 747.95 | -66.75 | - | 273 | -60 | 317 | |||
29 Oct | 24466.85 | 814.7 | 89.30 | - | 178 | 98 | 377 | |||
28 Oct | 24339.15 | 725.4 | 85.80 | - | 242 | -93 | 279 | |||
25 Oct | 24180.80 | 639.6 | 639.60 | - | 494 | 372 | 372 | |||
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 | 0.00 | - | 0 | 0 | 0 | |||
18 Oct | 24854.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
17 Oct | 24749.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
16 Oct | 24971.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
15 Oct | 25057.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
14 Oct | 25127.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
11 Oct | 24964.25 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 23800 expiring on 14NOV2024
Delta for 23800 CE is -
Historical price for 23800 CE is as follows
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 0.05, which was -22.85 lower than the previous day. The implied volatity was -, the open interest changed by -76320 which decreased total open position to 240157
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 22.9, which was -119.10 lower than the previous day. The implied volatity was 17.56, the open interest changed by 288222 which increased total open position to 316477
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 142, which was -232.00 lower than the previous day. The implied volatity was 16.11, the open interest changed by 21271 which increased total open position to 28255
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 374, which was -1.00 lower than the previous day. The implied volatity was 16.30, the open interest changed by -115 which decreased total open position to 6984
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 375, which was -80.00 lower than the previous day. The implied volatity was 10.89, the open interest changed by 1241 which increased total open position to 7099
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 455, which was -300.00 lower than the previous day. The implied volatity was 10.09, the open interest changed by 2649 which increased total open position to 5858
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 755, which was 222.00 higher than the previous day. The implied volatity was 13.40, the open interest changed by -235 which decreased total open position to 3209
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 533, which was 116.75 higher than the previous day. The implied volatity was 15.86, the open interest changed by 612 which increased total open position to 3444
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 416.25, which was -214.15 lower than the previous day. The implied volatity was 17.10, the open interest changed by 2417 which increased total open position to 2832
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 630.4, which was -21.70 lower than the previous day. The implied volatity was 12.82, the open interest changed by 22 which increased total open position to 415
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 652.1, which was -95.85 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 747.95, which was -66.75 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 814.7, which was 89.30 higher 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 725.4, which was 85.80 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 639.6, which was 639.60 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 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct NIFTY was trading at 24854.05. 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 17 Oct NIFTY was trading at 24749.85. 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 16 Oct NIFTY was trading at 24971.30. 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 15 Oct NIFTY was trading at 25057.35. 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 14 Oct NIFTY was trading at 25127.95. 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 11 Oct NIFTY was trading at 24964.25. 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 14NOV2024 23800 PE | |||||||
---|---|---|---|---|---|---|---|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
14 Nov | 23532.70 | 267 | 54.00 | - | 6,88,286 | -31,922 | 20,018 |
13 Nov | 23559.05 | 213 | 134.20 | 17.42 | 51,41,538 | -65,729 | 51,940 |
12 Nov | 23883.45 | 78.8 | 57.10 | 14.69 | 31,55,007 | 11,408 | 1,17,669 |
11 Nov | 24141.30 | 21.7 | -23.30 | 14.41 | 18,94,843 | 9,968 | 1,06,261 |
8 Nov | 24148.20 | 45 | -10.00 | 13.37 | 11,34,046 | 35,857 | 96,293 |
7 Nov | 24199.35 | 55 | 26.00 | 15.39 | 3,13,230 | 35,751 | 60,436 |
6 Nov | 24484.05 | 29 | -81.00 | 16.48 | 1,70,929 | 998 | 24,685 |
5 Nov | 24213.30 | 110 | -75.55 | 18.74 | 1,09,571 | 6,722 | 23,687 |
4 Nov | 23995.35 | 185.55 | 78.60 | 18.78 | 91,387 | 10,175 | 16,965 |
1 Nov | 24304.35 | 106.95 | -3.05 | 17.62 | 5,459 | 558 | 6,790 |
31 Oct | 24205.35 | 110 | 10.30 | - | 22,138 | 3,230 | 6,232 |
30 Oct | 24340.85 | 99.7 | 16.05 | - | 5,203 | 213 | 3,002 |
29 Oct | 24466.85 | 83.65 | -14.70 | - | 4,189 | 304 | 2,789 |
28 Oct | 24339.15 | 98.35 | -57.40 | - | 5,853 | 148 | 2,485 |
25 Oct | 24180.80 | 155.75 | 55.75 | - | 3,949 | 1,210 | 2,337 |
24 Oct | 24399.40 | 100 | -20.45 | - | 494 | 81 | 1,127 |
23 Oct | 24435.50 | 120.45 | 13.70 | - | 1,169 | 1,002 | 1,046 |
22 Oct | 24472.10 | 106.75 | 36.90 | - | 39 | 15 | 44 |
21 Oct | 24781.10 | 69.85 | 15.95 | - | 36 | 27 | 29 |
18 Oct | 24854.05 | 53.9 | 2.20 | - | 2 | 1 | 2 |
17 Oct | 24749.85 | 51.7 | 9.00 | - | 1 | 1 | 1 |
16 Oct | 24971.30 | 42.7 | 0.00 | - | 0 | 0 | 0 |
15 Oct | 25057.35 | 42.7 | 0.00 | - | 0 | 0 | 0 |
14 Oct | 25127.95 | 42.7 | -42.80 | - | 1 | 0 | 0 |
11 Oct | 24964.25 | 85.5 | - | 0 | 0 | 0 |
For Nifty - strike price 23800 expiring on 14NOV2024
Delta for 23800 PE is -
Historical price for 23800 PE is as follows
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 267, which was 54.00 higher than the previous day. The implied volatity was -, the open interest changed by -31922 which decreased total open position to 20018
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 213, which was 134.20 higher than the previous day. The implied volatity was 17.42, the open interest changed by -65729 which decreased total open position to 51940
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 78.8, which was 57.10 higher than the previous day. The implied volatity was 14.69, the open interest changed by 11408 which increased total open position to 117669
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 21.7, which was -23.30 lower than the previous day. The implied volatity was 14.41, the open interest changed by 9968 which increased total open position to 106261
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 45, which was -10.00 lower than the previous day. The implied volatity was 13.37, the open interest changed by 35857 which increased total open position to 96293
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 55, which was 26.00 higher than the previous day. The implied volatity was 15.39, the open interest changed by 35751 which increased total open position to 60436
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 29, which was -81.00 lower than the previous day. The implied volatity was 16.48, the open interest changed by 998 which increased total open position to 24685
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 110, which was -75.55 lower than the previous day. The implied volatity was 18.74, the open interest changed by 6722 which increased total open position to 23687
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 185.55, which was 78.60 higher than the previous day. The implied volatity was 18.78, the open interest changed by 10175 which increased total open position to 16965
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 106.95, which was -3.05 lower than the previous day. The implied volatity was 17.62, the open interest changed by 558 which increased total open position to 6790
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 110, which was 10.30 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 99.7, which was 16.05 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 83.65, which was -14.70 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 98.35, which was -57.40 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 155.75, which was 55.75 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 100, which was -20.45 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 120.45, which was 13.70 higher 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 106.75, which was 36.90 higher 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 69.85, which was 15.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 53.9, which was 2.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 51.7, which was 9.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct NIFTY was trading at 24971.30. The strike last trading price was 42.7, 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 15 Oct NIFTY was trading at 25057.35. The strike last trading price was 42.7, 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 14 Oct NIFTY was trading at 25127.95. The strike last trading price was 42.7, which was -42.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 85.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to