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[--[65.84.65.76]--]
NIFTY
Nifty

23532.7 -26.35 (-0.11%)

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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