NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:40 PM IST
| NIFTY 21NOV2024 23850 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23329.85 | 0.3 | -7.95 | - | 46,46,402 | 81,060 | 1,94,477 | |||
| 19 Nov | 23518.50 | 8.25 | -2.15 | 14.35 | 39,30,934 | 35,441 | 1,13,417 | |||
| 18 Nov | 23453.80 | 10.4 | -32.60 | 12.42 | 17,22,458 | 51,358 | 77,976 | |||
| 14 Nov | 23532.70 | 43 | -55.50 | 10.04 | 1,82,847 | 15,653 | 26,618 | |||
| 13 Nov | 23559.05 | 98.5 | -109.50 | 12.87 | 85,405 | 8,566 | 10,965 | |||
| 12 Nov | 23883.45 | 208 | -195.95 | 12.23 | 5,920 | 2,045 | 2,399 | |||
| 11 Nov | 24141.30 | 403.95 | -12.50 | 11.91 | 1,195 | 254 | 354 | |||
| 8 Nov | 24148.20 | 416.45 | -90.75 | 10.98 | 223 | 28 | 100 | |||
| 7 Nov | 24199.35 | 507.2 | -292.80 | 12.03 | 105 | -10 | 72 | |||
| 6 Nov | 24484.05 | 800 | 230.10 | 15.12 | 5 | -12 | 82 | |||
| 5 Nov | 24213.30 | 569.9 | 97.05 | 14.43 | 231 | 70 | 94 | |||
| 4 Nov | 23995.35 | 472.85 | -722.55 | 16.17 | 80 | 24 | 24 | |||
| 1 Nov | 24304.35 | 1195.4 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 24205.35 | 1195.4 | 0.00 | - | 0 | 0 | 0 | |||
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| 30 Oct | 24340.85 | 1195.4 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 24466.85 | 1195.4 | 1195.40 | - | 0 | 0 | 0 | |||
| 28 Oct | 24339.15 | 0 | 0.00 | - | 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 23850 expiring on 21NOV2024
Delta for 23850 CE is -
Historical price for 23850 CE is as follows
On 21 Nov NIFTY was trading at 23329.85. The strike last trading price was 0.3, which was -7.95 lower than the previous day. The implied volatity was -, the open interest changed by 81060 which increased total open position to 194477
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 8.25, which was -2.15 lower than the previous day. The implied volatity was 14.35, the open interest changed by 35441 which increased total open position to 113417
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 10.4, which was -32.60 lower than the previous day. The implied volatity was 12.42, the open interest changed by 51358 which increased total open position to 77976
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 43, which was -55.50 lower than the previous day. The implied volatity was 10.04, the open interest changed by 15653 which increased total open position to 26618
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 98.5, which was -109.50 lower than the previous day. The implied volatity was 12.87, the open interest changed by 8566 which increased total open position to 10965
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 208, which was -195.95 lower than the previous day. The implied volatity was 12.23, the open interest changed by 2045 which increased total open position to 2399
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 403.95, which was -12.50 lower than the previous day. The implied volatity was 11.91, the open interest changed by 254 which increased total open position to 354
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 416.45, which was -90.75 lower than the previous day. The implied volatity was 10.98, the open interest changed by 28 which increased total open position to 100
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 507.2, which was -292.80 lower than the previous day. The implied volatity was 12.03, the open interest changed by -10 which decreased total open position to 72
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 800, which was 230.10 higher than the previous day. The implied volatity was 15.12, the open interest changed by -12 which decreased total open position to 82
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 569.9, which was 97.05 higher than the previous day. The implied volatity was 14.43, the open interest changed by 70 which increased total open position to 94
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 472.85, which was -722.55 lower than the previous day. The implied volatity was 16.17, the open interest changed by 24 which increased total open position to 24
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 1195.4, 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 1195.4, 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 1195.4, 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 1195.4, which was 1195.40 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 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 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 23850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23329.85 | 518 | 120.65 | - | 9,725 | -2,374 | 6,563 |
| 19 Nov | 23518.50 | 397.35 | -1.65 | 20.66 | 6,41,871 | 6,024 | 8,937 |
| 18 Nov | 23453.80 | 399 | 86.60 | 17.67 | 22,939 | -676 | 2,913 |
| 14 Nov | 23532.70 | 312.4 | 0.55 | 12.13 | 12,803 | 378 | 3,589 |
| 13 Nov | 23559.05 | 311.85 | 149.80 | 14.14 | 53,352 | -1,482 | 3,211 |
| 12 Nov | 23883.45 | 162.05 | 95.20 | 12.52 | 36,664 | 1,575 | 4,693 |
| 11 Nov | 24141.30 | 66.85 | -38.15 | 12.01 | 18,776 | 1,958 | 3,118 |
| 8 Nov | 24148.20 | 105 | -5.00 | 13.26 | 8,503 | 540 | 1,160 |
| 7 Nov | 24199.35 | 110 | 43.40 | 14.66 | 720 | 176 | 620 |
| 6 Nov | 24484.05 | 66.6 | -100.95 | 15.52 | 459 | 42 | 444 |
| 5 Nov | 24213.30 | 167.55 | -81.95 | 17.40 | 598 | 180 | 402 |
| 4 Nov | 23995.35 | 249.5 | 98.15 | 17.58 | 377 | 222 | 222 |
| 1 Nov | 24304.35 | 151.35 | 0.00 | 0.00 | 0 | 1 | 0 |
| 31 Oct | 24205.35 | 151.35 | 0.00 | - | 0 | 1 | 0 |
| 30 Oct | 24340.85 | 151.35 | -87.15 | - | 4 | 1 | 1 |
| 29 Oct | 24466.85 | 238.5 | 0.00 | - | 0 | 1 | 0 |
| 28 Oct | 24339.15 | 238.5 | 0.00 | - | 0 | 1 | 0 |
| 25 Oct | 24180.80 | 238.5 | 108.85 | - | 2 | 1 | 1 |
| 24 Oct | 24399.40 | 129.65 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 24435.50 | 129.65 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 24472.10 | 129.65 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 24781.10 | 129.65 | - | 0 | 0 | 0 | |
For Nifty - strike price 23850 expiring on 21NOV2024
Delta for 23850 PE is -
Historical price for 23850 PE is as follows
On 21 Nov NIFTY was trading at 23329.85. The strike last trading price was 518, which was 120.65 higher than the previous day. The implied volatity was -, the open interest changed by -2374 which decreased total open position to 6563
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 397.35, which was -1.65 lower than the previous day. The implied volatity was 20.66, the open interest changed by 6024 which increased total open position to 8937
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 399, which was 86.60 higher than the previous day. The implied volatity was 17.67, the open interest changed by -676 which decreased total open position to 2913
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 312.4, which was 0.55 higher than the previous day. The implied volatity was 12.13, the open interest changed by 378 which increased total open position to 3589
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 311.85, which was 149.80 higher than the previous day. The implied volatity was 14.14, the open interest changed by -1482 which decreased total open position to 3211
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 162.05, which was 95.20 higher than the previous day. The implied volatity was 12.52, the open interest changed by 1575 which increased total open position to 4693
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 66.85, which was -38.15 lower than the previous day. The implied volatity was 12.01, the open interest changed by 1958 which increased total open position to 3118
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 105, which was -5.00 lower than the previous day. The implied volatity was 13.26, the open interest changed by 540 which increased total open position to 1160
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 110, which was 43.40 higher than the previous day. The implied volatity was 14.66, the open interest changed by 176 which increased total open position to 620
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 66.6, which was -100.95 lower than the previous day. The implied volatity was 15.52, the open interest changed by 42 which increased total open position to 444
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 167.55, which was -81.95 lower than the previous day. The implied volatity was 17.40, the open interest changed by 180 which increased total open position to 402
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 249.5, which was 98.15 higher than the previous day. The implied volatity was 17.58, the open interest changed by 222 which increased total open position to 222
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 151.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 151.35, 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 151.35, which was -87.15 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 238.5, 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 238.5, 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 25 Oct NIFTY was trading at 24180.80. The strike last trading price was 238.5, which was 108.85 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 129.65, 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 129.65, 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 129.65, 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 129.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
