NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:23 PM IST
NIFTY 21NOV2024 23950 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
21 Nov | 23342.10 | 0.45 | -3.70 | - | 31,69,599 | 58,040 | 1,56,710 | |||
19 Nov | 23518.50 | 4.15 | -1.15 | 15.02 | 40,02,643 | 1,330 | 98,670 | |||
18 Nov | 23453.80 | 5.3 | -21.35 | 12.88 | 16,78,343 | 67,315 | 97,340 | |||
14 Nov | 23532.70 | 26.65 | -43.25 | 10.28 | 1,71,801 | 19,178 | 30,025 | |||
13 Nov | 23559.05 | 69.9 | -84.15 | 12.85 | 69,239 | 4,477 | 10,847 | |||
12 Nov | 23883.45 | 154.05 | -175.30 | 11.92 | 24,580 | 5,936 | 6,370 | |||
11 Nov | 24141.30 | 329.35 | -14.65 | 11.75 | 1,511 | 227 | 434 | |||
8 Nov | 24148.20 | 344 | -94.20 | 10.93 | 445 | 112 | 207 | |||
7 Nov | 24199.35 | 438.2 | -238.90 | 12.38 | 105 | 34 | 95 | |||
6 Nov | 24484.05 | 677.1 | 182.35 | 11.72 | 76 | -49 | 61 | |||
5 Nov | 24213.30 | 494.75 | 86.95 | 14.16 | 580 | 5 | 110 | |||
4 Nov | 23995.35 | 407.8 | -709.20 | 15.85 | 346 | 105 | 105 | |||
1 Nov | 24304.35 | 1117 | 0.00 | - | 0 | 0 | 0 | |||
31 Oct | 24205.35 | 1117 | 0.00 | - | 0 | 0 | 0 | |||
30 Oct | 24340.85 | 1117 | 0.00 | - | 0 | 0 | 0 | |||
29 Oct | 24466.85 | 1117 | 0.00 | - | 0 | 0 | 0 | |||
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28 Oct | 24339.15 | 1117 | 0.00 | - | 0 | 0 | 0 | |||
25 Oct | 24180.80 | 1117 | 1117.00 | - | 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 23950 expiring on 21NOV2024
Delta for 23950 CE is -
Historical price for 23950 CE is as follows
On 21 Nov NIFTY was trading at 23342.10. The strike last trading price was 0.45, which was -3.70 lower than the previous day. The implied volatity was -, the open interest changed by 58040 which increased total open position to 156710
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 4.15, which was -1.15 lower than the previous day. The implied volatity was 15.02, the open interest changed by 1330 which increased total open position to 98670
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 5.3, which was -21.35 lower than the previous day. The implied volatity was 12.88, the open interest changed by 67315 which increased total open position to 97340
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 26.65, which was -43.25 lower than the previous day. The implied volatity was 10.28, the open interest changed by 19178 which increased total open position to 30025
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 69.9, which was -84.15 lower than the previous day. The implied volatity was 12.85, the open interest changed by 4477 which increased total open position to 10847
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 154.05, which was -175.30 lower than the previous day. The implied volatity was 11.92, the open interest changed by 5936 which increased total open position to 6370
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 329.35, which was -14.65 lower than the previous day. The implied volatity was 11.75, the open interest changed by 227 which increased total open position to 434
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 344, which was -94.20 lower than the previous day. The implied volatity was 10.93, the open interest changed by 112 which increased total open position to 207
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 438.2, which was -238.90 lower than the previous day. The implied volatity was 12.38, the open interest changed by 34 which increased total open position to 95
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 677.1, which was 182.35 higher than the previous day. The implied volatity was 11.72, the open interest changed by -49 which decreased total open position to 61
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 494.75, which was 86.95 higher than the previous day. The implied volatity was 14.16, the open interest changed by 5 which increased total open position to 110
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 407.8, which was -709.20 lower than the previous day. The implied volatity was 15.85, the open interest changed by 105 which increased total open position to 105
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 1117, 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 1117, 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 1117, 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 1117, 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 1117, 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 1117, which was 1117.00 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 23950 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Nov | 23342.10 | 609.75 | 112.95 | - | 1,862 | -727 | 3,236 |
19 Nov | 23518.50 | 496.8 | 5.25 | 25.00 | 1,09,296 | 1,847 | 3,963 |
18 Nov | 23453.80 | 491.55 | 96.55 | 19.11 | 5,961 | -77 | 2,116 |
14 Nov | 23532.70 | 395 | 25.05 | 12.71 | 4,512 | 431 | 2,193 |
13 Nov | 23559.05 | 369.95 | 154.10 | 13.17 | 16,167 | -2,133 | 1,762 |
12 Nov | 23883.45 | 215.85 | 122.90 | 12.67 | 52,119 | 1,036 | 3,895 |
11 Nov | 24141.30 | 92.95 | -37.90 | 11.91 | 17,588 | 1,881 | 2,859 |
8 Nov | 24148.20 | 130.85 | -3.10 | 12.92 | 5,658 | 559 | 978 |
7 Nov | 24199.35 | 133.95 | 52.70 | 14.35 | 682 | -5 | 419 |
6 Nov | 24484.05 | 81.25 | -105.90 | 15.23 | 620 | 131 | 424 |
5 Nov | 24213.30 | 187.15 | -95.40 | 16.67 | 576 | 138 | 293 |
4 Nov | 23995.35 | 282.55 | 4.05 | 17.16 | 489 | 155 | 155 |
1 Nov | 24304.35 | 278.5 | 0.00 | 0.00 | 0 | 0 | 0 |
31 Oct | 24205.35 | 278.5 | 0.00 | - | 0 | 0 | 0 |
30 Oct | 24340.85 | 278.5 | 0.00 | - | 0 | 0 | 0 |
29 Oct | 24466.85 | 278.5 | 0.00 | - | 0 | 0 | 0 |
28 Oct | 24339.15 | 278.5 | 0.00 | - | 0 | 0 | 0 |
25 Oct | 24180.80 | 278.5 | 121.95 | - | 15 | 0 | 1 |
24 Oct | 24399.40 | 156.55 | 6.00 | - | 4 | 1 | 1 |
23 Oct | 24435.50 | 150.55 | 0.00 | - | 0 | 0 | 0 |
22 Oct | 24472.10 | 150.55 | 0.00 | - | 0 | 0 | 0 |
21 Oct | 24781.10 | 150.55 | - | 0 | 0 | 0 |
For Nifty - strike price 23950 expiring on 21NOV2024
Delta for 23950 PE is -
Historical price for 23950 PE is as follows
On 21 Nov NIFTY was trading at 23342.10. The strike last trading price was 609.75, which was 112.95 higher than the previous day. The implied volatity was -, the open interest changed by -727 which decreased total open position to 3236
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 496.8, which was 5.25 higher than the previous day. The implied volatity was 25.00, the open interest changed by 1847 which increased total open position to 3963
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 491.55, which was 96.55 higher than the previous day. The implied volatity was 19.11, the open interest changed by -77 which decreased total open position to 2116
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 395, which was 25.05 higher than the previous day. The implied volatity was 12.71, the open interest changed by 431 which increased total open position to 2193
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 369.95, which was 154.10 higher than the previous day. The implied volatity was 13.17, the open interest changed by -2133 which decreased total open position to 1762
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 215.85, which was 122.90 higher than the previous day. The implied volatity was 12.67, the open interest changed by 1036 which increased total open position to 3895
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 92.95, which was -37.90 lower than the previous day. The implied volatity was 11.91, the open interest changed by 1881 which increased total open position to 2859
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 130.85, which was -3.10 lower than the previous day. The implied volatity was 12.92, the open interest changed by 559 which increased total open position to 978
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 133.95, which was 52.70 higher than the previous day. The implied volatity was 14.35, the open interest changed by -5 which decreased total open position to 419
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 81.25, which was -105.90 lower than the previous day. The implied volatity was 15.23, the open interest changed by 131 which increased total open position to 424
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 187.15, which was -95.40 lower than the previous day. The implied volatity was 16.67, the open interest changed by 138 which increased total open position to 293
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 282.55, which was 4.05 higher than the previous day. The implied volatity was 17.16, the open interest changed by 155 which increased total open position to 155
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 278.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 278.5, 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 30 Oct NIFTY was trading at 24340.85. The strike last trading price was 278.5, 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 29 Oct NIFTY was trading at 24466.85. The strike last trading price was 278.5, 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 278.5, 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 278.5, which was 121.95 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 156.55, which was 6.00 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 150.55, 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 150.55, 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 150.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to