NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 01:59 PM IST
| NIFTY 21NOV2024 24000 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23350.25 | 0.5 | -2.65 | - | 72,73,270 | 1,05,977 | 5,07,940 | |||
| 19 Nov | 23518.50 | 3.15 | -0.90 | 15.54 | 74,20,808 | 46,373 | 4,01,963 | |||
| 18 Nov | 23453.80 | 4.05 | -16.95 | 13.29 | 35,93,098 | 1,72,363 | 3,55,590 | |||
| 14 Nov | 23532.70 | 21 | -37.00 | 10.44 | 8,20,214 | 97,866 | 1,83,227 | |||
| 13 Nov | 23559.05 | 58 | -71.05 | 12.89 | 4,64,096 | 44,161 | 85,361 | |||
| 12 Nov | 23883.45 | 129.05 | -163.95 | 11.68 | 1,51,561 | 27,629 | 41,200 | |||
| 11 Nov | 24141.30 | 293 | -17.10 | 11.56 | 63,927 | 7,928 | 13,571 | |||
| 8 Nov | 24148.20 | 310.1 | -78.70 | 10.89 | 16,076 | 1,483 | 5,643 | |||
| 7 Nov | 24199.35 | 388.8 | -256.20 | 11.50 | 6,218 | 1,845 | 4,160 | |||
| 6 Nov | 24484.05 | 645 | 176.05 | 12.59 | 2,646 | -313 | 2,315 | |||
| 5 Nov | 24213.30 | 468.95 | 96.50 | 14.58 | 8,139 | 316 | 2,628 | |||
| 4 Nov | 23995.35 | 372.45 | -198.85 | 15.47 | 6,422 | 2,202 | 2,312 | |||
| 1 Nov | 24304.35 | 571.3 | -20.10 | 13.84 | 7 | 5 | 110 | |||
| 31 Oct | 24205.35 | 591.4 | -72.20 | - | 199 | 59 | 105 | |||
| 30 Oct | 24340.85 | 663.6 | -43.25 | - | 67 | 10 | 46 | |||
| 29 Oct | 24466.85 | 706.85 | 74.85 | - | 60 | 17 | 36 | |||
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| 28 Oct | 24339.15 | 632 | 62.00 | - | 78 | -13 | 19 | |||
| 25 Oct | 24180.80 | 570 | -508.70 | - | 81 | 32 | 32 | |||
| 24 Oct | 24399.40 | 1078.7 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 24435.50 | 1078.7 | 1078.70 | - | 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 24000 expiring on 21NOV2024
Delta for 24000 CE is -
Historical price for 24000 CE is as follows
On 21 Nov NIFTY was trading at 23350.25. The strike last trading price was 0.5, which was -2.65 lower than the previous day. The implied volatity was -, the open interest changed by 105977 which increased total open position to 507940
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 3.15, which was -0.90 lower than the previous day. The implied volatity was 15.54, the open interest changed by 46373 which increased total open position to 401963
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 4.05, which was -16.95 lower than the previous day. The implied volatity was 13.29, the open interest changed by 172363 which increased total open position to 355590
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 21, which was -37.00 lower than the previous day. The implied volatity was 10.44, the open interest changed by 97866 which increased total open position to 183227
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 58, which was -71.05 lower than the previous day. The implied volatity was 12.89, the open interest changed by 44161 which increased total open position to 85361
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 129.05, which was -163.95 lower than the previous day. The implied volatity was 11.68, the open interest changed by 27629 which increased total open position to 41200
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 293, which was -17.10 lower than the previous day. The implied volatity was 11.56, the open interest changed by 7928 which increased total open position to 13571
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 310.1, which was -78.70 lower than the previous day. The implied volatity was 10.89, the open interest changed by 1483 which increased total open position to 5643
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 388.8, which was -256.20 lower than the previous day. The implied volatity was 11.50, the open interest changed by 1845 which increased total open position to 4160
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 645, which was 176.05 higher than the previous day. The implied volatity was 12.59, the open interest changed by -313 which decreased total open position to 2315
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 468.95, which was 96.50 higher than the previous day. The implied volatity was 14.58, the open interest changed by 316 which increased total open position to 2628
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 372.45, which was -198.85 lower than the previous day. The implied volatity was 15.47, the open interest changed by 2202 which increased total open position to 2312
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 571.3, which was -20.10 lower than the previous day. The implied volatity was 13.84, the open interest changed by 5 which increased total open position to 110
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 591.4, which was -72.20 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 663.6, which was -43.25 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 706.85, which was 74.85 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 632, which was 62.00 higher 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 570, which was -508.70 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 1078.7, 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 1078.7, which was 1078.70 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 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 24000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23350.25 | 656.9 | 111.60 | - | 34,381 | -12,402 | 17,935 |
| 19 Nov | 23518.50 | 545.3 | 6.25 | 26.38 | 3,60,744 | 1,700 | 30,337 |
| 18 Nov | 23453.80 | 539.05 | 102.75 | 19.92 | 74,657 | -3,369 | 28,637 |
| 14 Nov | 23532.70 | 436.3 | 34.05 | 12.78 | 69,096 | 8,314 | 32,006 |
| 13 Nov | 23559.05 | 402.25 | 166.25 | 12.64 | 1,71,205 | -9,023 | 23,692 |
| 12 Nov | 23883.45 | 236 | 131.00 | 12.11 | 2,45,249 | 8,478 | 32,715 |
| 11 Nov | 24141.30 | 105 | -45.00 | 11.61 | 1,40,809 | 12,308 | 24,237 |
| 8 Nov | 24148.20 | 150 | -2.00 | 13.00 | 56,086 | 2,488 | 11,929 |
| 7 Nov | 24199.35 | 152 | 62.50 | 14.45 | 18,604 | 1,296 | 9,441 |
| 6 Nov | 24484.05 | 89.5 | -115.90 | 15.08 | 18,411 | 4,175 | 8,145 |
| 5 Nov | 24213.30 | 205.4 | -101.60 | 16.70 | 9,739 | 211 | 3,970 |
| 4 Nov | 23995.35 | 307 | 96.35 | 17.25 | 7,546 | 1,514 | 3,759 |
| 1 Nov | 24304.35 | 210.65 | 2.90 | 17.33 | 561 | 432 | 2,245 |
| 31 Oct | 24205.35 | 207.75 | 20.20 | - | 2,694 | -543 | 1,813 |
| 30 Oct | 24340.85 | 187.55 | 35.30 | - | 1,241 | 636 | 2,356 |
| 29 Oct | 24466.85 | 152.25 | -28.20 | - | 1,151 | 68 | 1,720 |
| 28 Oct | 24339.15 | 180.45 | -64.50 | - | 2,928 | 1,182 | 1,652 |
| 25 Oct | 24180.80 | 244.95 | 76.35 | - | 1,109 | 179 | 470 |
| 24 Oct | 24399.40 | 168.6 | -16.40 | - | 396 | 96 | 291 |
| 23 Oct | 24435.50 | 185 | 6.35 | - | 235 | 68 | 195 |
| 22 Oct | 24472.10 | 178.65 | 52.90 | - | 277 | 116 | 127 |
| 21 Oct | 24781.10 | 125.75 | - | 28 | 11 | 11 | |
For Nifty - strike price 24000 expiring on 21NOV2024
Delta for 24000 PE is -
Historical price for 24000 PE is as follows
On 21 Nov NIFTY was trading at 23350.25. The strike last trading price was 656.9, which was 111.60 higher than the previous day. The implied volatity was -, the open interest changed by -12402 which decreased total open position to 17935
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 545.3, which was 6.25 higher than the previous day. The implied volatity was 26.38, the open interest changed by 1700 which increased total open position to 30337
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 539.05, which was 102.75 higher than the previous day. The implied volatity was 19.92, the open interest changed by -3369 which decreased total open position to 28637
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 436.3, which was 34.05 higher than the previous day. The implied volatity was 12.78, the open interest changed by 8314 which increased total open position to 32006
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 402.25, which was 166.25 higher than the previous day. The implied volatity was 12.64, the open interest changed by -9023 which decreased total open position to 23692
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 236, which was 131.00 higher than the previous day. The implied volatity was 12.11, the open interest changed by 8478 which increased total open position to 32715
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 105, which was -45.00 lower than the previous day. The implied volatity was 11.61, the open interest changed by 12308 which increased total open position to 24237
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 150, which was -2.00 lower than the previous day. The implied volatity was 13.00, the open interest changed by 2488 which increased total open position to 11929
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 152, which was 62.50 higher than the previous day. The implied volatity was 14.45, the open interest changed by 1296 which increased total open position to 9441
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 89.5, which was -115.90 lower than the previous day. The implied volatity was 15.08, the open interest changed by 4175 which increased total open position to 8145
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 205.4, which was -101.60 lower than the previous day. The implied volatity was 16.70, the open interest changed by 211 which increased total open position to 3970
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 307, which was 96.35 higher than the previous day. The implied volatity was 17.25, the open interest changed by 1514 which increased total open position to 3759
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 210.65, which was 2.90 higher than the previous day. The implied volatity was 17.33, the open interest changed by 432 which increased total open position to 2245
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 207.75, which was 20.20 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 187.55, which was 35.30 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 152.25, which was -28.20 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 180.45, which was -64.50 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 244.95, which was 76.35 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 168.6, which was -16.40 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 185, which was 6.35 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 178.65, which was 52.90 higher 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 125.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
