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[--[65.84.65.76]--]
NIFTY
Nifty

24276.05 144.95 (0.60%)

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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