NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:14 PM IST
| NIFTY 21NOV2024 23900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23339.50 | 0.6 | -5.70 | - | 52,08,848 | 1,41,689 | 3,61,941 | |||
| 19 Nov | 23518.50 | 6.3 | -1.20 | 14.91 | 64,30,551 | 74,583 | 2,20,252 | |||
| 18 Nov | 23453.80 | 7.5 | -27.90 | 12.67 | 26,77,161 | 65,072 | 1,45,669 | |||
| 14 Nov | 23532.70 | 35.4 | -46.55 | 10.32 | 5,35,370 | 46,365 | 80,597 | |||
| 13 Nov | 23559.05 | 81.95 | -97.70 | 12.78 | 2,32,992 | 25,724 | 34,232 | |||
| 12 Nov | 23883.45 | 179.65 | -186.25 | 11.97 | 44,028 | 7,304 | 8,508 | |||
| 11 Nov | 24141.30 | 365.9 | -14.35 | 11.83 | 3,295 | 443 | 1,204 | |||
| 8 Nov | 24148.20 | 380.25 | -91.75 | 11.01 | 2,017 | 376 | 761 | |||
| 7 Nov | 24199.35 | 472 | -251.70 | 12.21 | 350 | 113 | 385 | |||
| 6 Nov | 24484.05 | 723.7 | 188.80 | 12.04 | 489 | -365 | 272 | |||
| 5 Nov | 24213.30 | 534.9 | 98.95 | 14.48 | 1,789 | -42 | 637 | |||
| 4 Nov | 23995.35 | 435.95 | -719.95 | 15.82 | 4,537 | 679 | 679 | |||
| 1 Nov | 24304.35 | 1155.9 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 24205.35 | 1155.9 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 24340.85 | 1155.9 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 24466.85 | 1155.9 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 24339.15 | 1155.9 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 24180.80 | 1155.9 | 1155.90 | - | 0 | 0 | 0 | |||
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| 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 23900 expiring on 21NOV2024
Delta for 23900 CE is -
Historical price for 23900 CE is as follows
On 21 Nov NIFTY was trading at 23339.50. The strike last trading price was 0.6, which was -5.70 lower than the previous day. The implied volatity was -, the open interest changed by 141689 which increased total open position to 361941
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 6.3, which was -1.20 lower than the previous day. The implied volatity was 14.91, the open interest changed by 74583 which increased total open position to 220252
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 7.5, which was -27.90 lower than the previous day. The implied volatity was 12.67, the open interest changed by 65072 which increased total open position to 145669
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 35.4, which was -46.55 lower than the previous day. The implied volatity was 10.32, the open interest changed by 46365 which increased total open position to 80597
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 81.95, which was -97.70 lower than the previous day. The implied volatity was 12.78, the open interest changed by 25724 which increased total open position to 34232
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 179.65, which was -186.25 lower than the previous day. The implied volatity was 11.97, the open interest changed by 7304 which increased total open position to 8508
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 365.9, which was -14.35 lower than the previous day. The implied volatity was 11.83, the open interest changed by 443 which increased total open position to 1204
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 380.25, which was -91.75 lower than the previous day. The implied volatity was 11.01, the open interest changed by 376 which increased total open position to 761
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 472, which was -251.70 lower than the previous day. The implied volatity was 12.21, the open interest changed by 113 which increased total open position to 385
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 723.7, which was 188.80 higher than the previous day. The implied volatity was 12.04, the open interest changed by -365 which decreased total open position to 272
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 534.9, which was 98.95 higher than the previous day. The implied volatity was 14.48, the open interest changed by -42 which decreased total open position to 637
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 435.95, which was -719.95 lower than the previous day. The implied volatity was 15.82, the open interest changed by 679 which increased total open position to 679
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 1155.9, 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 1155.9, 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 1155.9, 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 1155.9, 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 1155.9, 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 1155.9, which was 1155.90 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 21NOV2024 23900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23339.50 | 561.45 | 114.45 | - | 12,485 | -6,306 | 13,403 |
| 19 Nov | 23518.50 | 447 | 5.05 | 23.23 | 7,49,715 | 2,621 | 19,709 |
| 18 Nov | 23453.80 | 441.95 | 86.15 | 17.79 | 33,273 | -412 | 17,088 |
| 14 Nov | 23532.70 | 355.8 | 24.15 | 12.69 | 42,008 | 636 | 17,500 |
| 13 Nov | 23559.05 | 331.65 | 145.85 | 13.00 | 1,74,129 | -2,692 | 16,864 |
| 12 Nov | 23883.45 | 185.8 | 105.30 | 12.50 | 1,30,767 | 10,706 | 19,556 |
| 11 Nov | 24141.30 | 80.5 | -41.00 | 12.07 | 64,393 | 5,284 | 8,850 |
| 8 Nov | 24148.20 | 121.5 | -3.20 | 13.36 | 22,955 | 1,256 | 3,566 |
| 7 Nov | 24199.35 | 124.7 | 50.25 | 14.71 | 4,492 | 483 | 2,310 |
| 6 Nov | 24484.05 | 74.45 | -102.90 | 15.45 | 3,286 | 554 | 1,827 |
| 5 Nov | 24213.30 | 177.35 | -87.60 | 17.04 | 3,299 | 268 | 1,273 |
| 4 Nov | 23995.35 | 264.95 | 90.80 | 17.34 | 4,619 | 942 | 1,005 |
| 1 Nov | 24304.35 | 174.15 | -0.35 | 17.08 | 29 | -6 | 63 |
| 31 Oct | 24205.35 | 174.5 | 8.50 | - | 187 | 11 | 69 |
| 30 Oct | 24340.85 | 166 | 26.10 | - | 62 | -5 | 58 |
| 29 Oct | 24466.85 | 139.9 | -15.10 | - | 112 | 42 | 63 |
| 28 Oct | 24339.15 | 155 | -57.60 | - | 89 | -1 | 21 |
| 25 Oct | 24180.80 | 212.6 | 62.60 | - | 54 | 13 | 22 |
| 24 Oct | 24399.40 | 150 | 55.25 | - | 5 | 7 | 9 |
| 23 Oct | 24435.50 | 94.75 | 12.15 | - | 6 | 2 | 2 |
| 22 Oct | 24472.10 | 82.6 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 24781.10 | 82.6 | - | 4 | 0 | 0 | |
For Nifty - strike price 23900 expiring on 21NOV2024
Delta for 23900 PE is -
Historical price for 23900 PE is as follows
On 21 Nov NIFTY was trading at 23339.50. The strike last trading price was 561.45, which was 114.45 higher than the previous day. The implied volatity was -, the open interest changed by -6306 which decreased total open position to 13403
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 447, which was 5.05 higher than the previous day. The implied volatity was 23.23, the open interest changed by 2621 which increased total open position to 19709
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 441.95, which was 86.15 higher than the previous day. The implied volatity was 17.79, the open interest changed by -412 which decreased total open position to 17088
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 355.8, which was 24.15 higher than the previous day. The implied volatity was 12.69, the open interest changed by 636 which increased total open position to 17500
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 331.65, which was 145.85 higher than the previous day. The implied volatity was 13.00, the open interest changed by -2692 which decreased total open position to 16864
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 185.8, which was 105.30 higher than the previous day. The implied volatity was 12.50, the open interest changed by 10706 which increased total open position to 19556
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 80.5, which was -41.00 lower than the previous day. The implied volatity was 12.07, the open interest changed by 5284 which increased total open position to 8850
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 121.5, which was -3.20 lower than the previous day. The implied volatity was 13.36, the open interest changed by 1256 which increased total open position to 3566
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 124.7, which was 50.25 higher than the previous day. The implied volatity was 14.71, the open interest changed by 483 which increased total open position to 2310
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 74.45, which was -102.90 lower than the previous day. The implied volatity was 15.45, the open interest changed by 554 which increased total open position to 1827
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 177.35, which was -87.60 lower than the previous day. The implied volatity was 17.04, the open interest changed by 268 which increased total open position to 1273
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 264.95, which was 90.80 higher than the previous day. The implied volatity was 17.34, the open interest changed by 942 which increased total open position to 1005
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 174.15, which was -0.35 lower than the previous day. The implied volatity was 17.08, the open interest changed by -6 which decreased total open position to 63
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 174.5, which was 8.50 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 166, which was 26.10 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 139.9, which was -15.10 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 155, which was -57.60 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 212.6, which was 62.60 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 150, which was 55.25 higher 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 94.75, which was 12.15 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 82.6, 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 82.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
