NIFTY
Nifty
Historical option data for NIFTY
02 Dec 2024 04:11 PM IST
| NIFTY 05DEC2024 23850 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.83
Vega: 5.62
Theta: -25.93
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 2 Dec | 24276.05 | 491.95 | 98.10 | 21.94 | 43,223 | -1,269 | 7,828 | |||
| 29 Nov | 24131.10 | 393.85 | 108.50 | 16.31 | 92,946 | 2,385 | 9,097 | |||
| 28 Nov | 23914.15 | 285.35 | -260.20 | 15.02 | 34,060 | 5,573 | 6,712 | |||
| 27 Nov | 24274.90 | 545.55 | 64.55 | 16.25 | 497 | -202 | 1,139 | |||
| 26 Nov | 24194.50 | 481 | -83.35 | 14.98 | 1,047 | -643 | 1,341 | |||
| 25 Nov | 24221.90 | 564.35 | 243.20 | 16.98 | 2,890 | -965 | 1,984 | |||
| 22 Nov | 23907.25 | 321.15 | 245.35 | 14.66 | 26,634 | 1,414 | 2,949 | |||
| 21 Nov | 23349.90 | 75.8 | -59.35 | 12.18 | 7,554 | 1,001 | 1,535 | |||
| 19 Nov | 23518.50 | 135.15 | -1.90 | 12.58 | 1,686 | 219 | 534 | |||
| 18 Nov | 23453.80 | 137.05 | -60.05 | 12.33 | 849 | 256 | 315 | |||
| 14 Nov | 23532.70 | 197.1 | -43.60 | 11.86 | 38 | 9 | 59 | |||
| 13 Nov | 23559.05 | 240.7 | -150.30 | 12.55 | 129 | 35 | 50 | |||
| 12 Nov | 23883.45 | 391 | -181.75 | 13.27 | 27 | 11 | 15 | |||
| 11 Nov | 24141.30 | 572.75 | -309.70 | 12.77 | 7 | 4 | 4 | |||
| 8 Nov | 24148.20 | 882.45 | 0.00 | 0.00 | 0 | -4 | 0 | |||
| 7 Nov | 24199.35 | 882.45 | 0.00 | 0.00 | 0 | -4 | 2 | |||
| 6 Nov | 24484.05 | 882.45 | 305.25 | 11.21 | 7 | -3 | 6 | |||
| 5 Nov | 24213.30 | 577.2 | 27.20 | 7.19 | 4 | 3 | 9 | |||
| 4 Nov | 23995.35 | 550 | 550.00 | 12.74 | 9 | 6 | 6 | |||
|
|
||||||||||
| 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 23850 expiring on 05DEC2024
Delta for 23850 CE is 0.83
Historical price for 23850 CE is as follows
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 491.95, which was 98.10 higher than the previous day. The implied volatity was 21.94, the open interest changed by -1269 which decreased total open position to 7828
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 393.85, which was 108.50 higher than the previous day. The implied volatity was 16.31, the open interest changed by 2385 which increased total open position to 9097
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 285.35, which was -260.20 lower than the previous day. The implied volatity was 15.02, the open interest changed by 5573 which increased total open position to 6712
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 545.55, which was 64.55 higher than the previous day. The implied volatity was 16.25, the open interest changed by -202 which decreased total open position to 1139
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 481, which was -83.35 lower than the previous day. The implied volatity was 14.98, the open interest changed by -643 which decreased total open position to 1341
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 564.35, which was 243.20 higher than the previous day. The implied volatity was 16.98, the open interest changed by -965 which decreased total open position to 1984
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 321.15, which was 245.35 higher than the previous day. The implied volatity was 14.66, the open interest changed by 1414 which increased total open position to 2949
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 75.8, which was -59.35 lower than the previous day. The implied volatity was 12.18, the open interest changed by 1001 which increased total open position to 1535
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 135.15, which was -1.90 lower than the previous day. The implied volatity was 12.58, the open interest changed by 219 which increased total open position to 534
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 137.05, which was -60.05 lower than the previous day. The implied volatity was 12.33, the open interest changed by 256 which increased total open position to 315
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 197.1, which was -43.60 lower than the previous day. The implied volatity was 11.86, the open interest changed by 9 which increased total open position to 59
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 240.7, which was -150.30 lower than the previous day. The implied volatity was 12.55, the open interest changed by 35 which increased total open position to 50
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 391, which was -181.75 lower than the previous day. The implied volatity was 13.27, the open interest changed by 11 which increased total open position to 15
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 572.75, which was -309.70 lower than the previous day. The implied volatity was 12.77, the open interest changed by 4 which increased total open position to 4
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 882.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 882.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 2
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 882.45, which was 305.25 higher than the previous day. The implied volatity was 11.21, the open interest changed by -3 which decreased total open position to 6
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 577.2, which was 27.20 higher than the previous day. The implied volatity was 7.19, the open interest changed by 3 which increased total open position to 9
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 550, which was 550.00 higher than the previous day. The implied volatity was 12.74, the open interest changed by 6 which increased total open position to 6
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 23850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.15
Vega: 5.24
Theta: -16.72
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 2 Dec | 24276.05 | 36.45 | -11.55 | 20.34 | 16,37,591 | 21,642 | 68,815 |
| 29 Nov | 24131.10 | 48 | -62.05 | 12.83 | 9,56,620 | 27,028 | 47,173 |
| 28 Nov | 23914.15 | 110.05 | 73.35 | 13.41 | 2,53,698 | 7,690 | 20,145 |
| 27 Nov | 24274.90 | 36.7 | -37.50 | 13.08 | 76,480 | 5,419 | 12,455 |
| 26 Nov | 24194.50 | 74.2 | 1.70 | 14.56 | 21,361 | 687 | 7,036 |
| 25 Nov | 24221.90 | 72.5 | -139.30 | 14.87 | 37,827 | 4,245 | 6,349 |
| 22 Nov | 23907.25 | 211.8 | -310.50 | 14.65 | 11,967 | 1,693 | 2,104 |
| 21 Nov | 23349.90 | 522.3 | 89.75 | 14.52 | 266 | 8 | 411 |
| 19 Nov | 23518.50 | 432.55 | 6.05 | 13.79 | 832 | 149 | 403 |
| 18 Nov | 23453.80 | 426.5 | 43.60 | 13.16 | 252 | 233 | 254 |
| 14 Nov | 23532.70 | 382.9 | 14.90 | 13.18 | 17 | -3 | 21 |
| 13 Nov | 23559.05 | 368 | 106.95 | 13.47 | 144 | 11 | 24 |
| 12 Nov | 23883.45 | 261.05 | 108.05 | 13.71 | 20 | 12 | 13 |
| 11 Nov | 24141.30 | 153 | -27.00 | 13.22 | 8 | 1 | 1 |
| 8 Nov | 24148.20 | 180 | -56.30 | 13.75 | 1 | 0 | 0 |
| 7 Nov | 24199.35 | 236.3 | 0.00 | 1.98 | 0 | 0 | 0 |
| 6 Nov | 24484.05 | 236.3 | 0.00 | 2.86 | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 236.3 | 0.00 | 1.98 | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 236.3 | 0.00 | 1.24 | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 236.3 | 0.00 | 2.16 | 0 | 0 | 0 |
| 31 Oct | 24205.35 | 236.3 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 24340.85 | 236.3 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 24466.85 | 236.3 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 24339.15 | 236.3 | - | 0 | 0 | 0 | |
For Nifty - strike price 23850 expiring on 05DEC2024
Delta for 23850 PE is -0.15
Historical price for 23850 PE is as follows
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 36.45, which was -11.55 lower than the previous day. The implied volatity was 20.34, the open interest changed by 21642 which increased total open position to 68815
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 48, which was -62.05 lower than the previous day. The implied volatity was 12.83, the open interest changed by 27028 which increased total open position to 47173
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 110.05, which was 73.35 higher than the previous day. The implied volatity was 13.41, the open interest changed by 7690 which increased total open position to 20145
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 36.7, which was -37.50 lower than the previous day. The implied volatity was 13.08, the open interest changed by 5419 which increased total open position to 12455
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 74.2, which was 1.70 higher than the previous day. The implied volatity was 14.56, the open interest changed by 687 which increased total open position to 7036
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 72.5, which was -139.30 lower than the previous day. The implied volatity was 14.87, the open interest changed by 4245 which increased total open position to 6349
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 211.8, which was -310.50 lower than the previous day. The implied volatity was 14.65, the open interest changed by 1693 which increased total open position to 2104
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 522.3, which was 89.75 higher than the previous day. The implied volatity was 14.52, the open interest changed by 8 which increased total open position to 411
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 432.55, which was 6.05 higher than the previous day. The implied volatity was 13.79, the open interest changed by 149 which increased total open position to 403
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 426.5, which was 43.60 higher than the previous day. The implied volatity was 13.16, the open interest changed by 233 which increased total open position to 254
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 382.9, which was 14.90 higher than the previous day. The implied volatity was 13.18, the open interest changed by -3 which decreased total open position to 21
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 368, which was 106.95 higher than the previous day. The implied volatity was 13.47, the open interest changed by 11 which increased total open position to 24
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 261.05, which was 108.05 higher than the previous day. The implied volatity was 13.71, the open interest changed by 12 which increased total open position to 13
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 153, which was -27.00 lower than the previous day. The implied volatity was 13.22, the open interest changed by 1 which increased total open position to 1
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 180, which was -56.30 lower than the previous day. The implied volatity was 13.75, 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 236.3, which was 0.00 lower than the previous day. The implied volatity was 1.98, 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 236.3, which was 0.00 lower than the previous day. The implied volatity was 2.86, 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 236.3, which was 0.00 lower than the previous day. The implied volatity was 1.98, 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 236.3, which was 0.00 lower than the previous day. The implied volatity was 1.24, 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 236.3, which was 0.00 lower than the previous day. The implied volatity was 2.16, 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 236.3, 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 236.3, 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 236.3, 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 236.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
