NIFTY
Nifty
Historical option data for NIFTY
30 Dec 2024 04:11 PM IST
| NIFTY 02JAN2025 24000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.17
Vega: 5.43
Theta: -15.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 30 Dec | 23644.90 | 29.85 | -53.40 | 15.43 | 18,78,580 | 47,661 | 1,24,869 | |||
| 27 Dec | 23813.40 | 83.25 | -13.80 | 11.29 | 11,81,785 | 13,512 | 77,208 | |||
| 26 Dec | 23750.20 | 97.05 | 2.05 | 13.38 | 2,83,922 | 16,307 | 63,696 | |||
| 24 Dec | 23727.65 | 95 | -30.50 | 12.15 | 1,41,148 | 18,829 | 47,389 | |||
| 23 Dec | 23753.45 | 125.5 | -24.35 | 13.01 | 1,10,685 | 13,515 | 28,560 | |||
| 20 Dec | 23587.50 | 149.85 | -170.65 | 14.98 | 70,156 | 10,107 | 15,045 | |||
| 19 Dec | 23951.70 | 320.5 | -145.55 | 15.66 | 14,502 | 3,560 | 4,938 | |||
| 18 Dec | 24198.85 | 466.05 | -125.95 | 14.46 | 2,408 | 177 | 1,378 | |||
| 17 Dec | 24336.00 | 592 | -271.10 | 16.78 | 1,080 | 204 | 1,201 | |||
| 16 Dec | 24668.25 | 863.1 | -106.75 | 17.44 | 59 | 15 | 997 | |||
| 13 Dec | 24768.30 | 969.85 | 174.85 | 14.55 | 877 | 19 | 982 | |||
| 12 Dec | 24548.70 | 795 | -70.00 | 15.55 | 72 | 14 | 963 | |||
| 11 Dec | 24641.80 | 865 | 21.00 | 14.72 | 43 | -1 | 949 | |||
| 10 Dec | 24610.05 | 844 | -56.00 | 13.25 | 44 | 1 | 950 | |||
| 9 Dec | 24619.00 | 900 | -24.85 | 15.71 | 30 | -21 | 949 | |||
| 6 Dec | 24677.80 | 924.85 | -30.85 | 13.33 | 53 | -20 | 970 | |||
| 5 Dec | 24708.40 | 955.7 | 205.70 | 12.95 | 58 | -4 | 990 | |||
| 4 Dec | 24467.45 | 750 | -6.70 | 12.02 | 24 | 1 | 994 | |||
| 3 Dec | 24457.15 | 756.7 | 73.70 | 12.52 | 118 | 60 | 993 | |||
| 2 Dec | 24276.05 | 683 | 89.05 | 14.23 | 514 | 401 | 933 | |||
| 29 Nov | 24131.10 | 593.95 | 117.20 | 13.62 | 705 | 517 | 532 | |||
| 28 Nov | 23914.15 | 476.75 | -205.45 | 12.72 | 9 | 7 | 15 | |||
| 27 Nov | 24274.90 | 682.2 | 361.45 | 12.34 | 14 | 8 | 8 | |||
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| 26 Nov | 24194.50 | 320.75 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 24221.90 | 320.75 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 23907.25 | 320.75 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 24000 expiring on 02JAN2025
Delta for 24000 CE is 0.17
Historical price for 24000 CE is as follows
On 30 Dec NIFTY was trading at 23644.90. The strike last trading price was 29.85, which was -53.40 lower than the previous day. The implied volatity was 15.43, the open interest changed by 47661 which increased total open position to 124869
On 27 Dec NIFTY was trading at 23813.40. The strike last trading price was 83.25, which was -13.80 lower than the previous day. The implied volatity was 11.29, the open interest changed by 13512 which increased total open position to 77208
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 97.05, which was 2.05 higher than the previous day. The implied volatity was 13.38, the open interest changed by 16307 which increased total open position to 63696
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 95, which was -30.50 lower than the previous day. The implied volatity was 12.15, the open interest changed by 18829 which increased total open position to 47389
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 125.5, which was -24.35 lower than the previous day. The implied volatity was 13.01, the open interest changed by 13515 which increased total open position to 28560
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 149.85, which was -170.65 lower than the previous day. The implied volatity was 14.98, the open interest changed by 10107 which increased total open position to 15045
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 320.5, which was -145.55 lower than the previous day. The implied volatity was 15.66, the open interest changed by 3560 which increased total open position to 4938
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 466.05, which was -125.95 lower than the previous day. The implied volatity was 14.46, the open interest changed by 177 which increased total open position to 1378
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 592, which was -271.10 lower than the previous day. The implied volatity was 16.78, the open interest changed by 204 which increased total open position to 1201
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 863.1, which was -106.75 lower than the previous day. The implied volatity was 17.44, the open interest changed by 15 which increased total open position to 997
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 969.85, which was 174.85 higher than the previous day. The implied volatity was 14.55, the open interest changed by 19 which increased total open position to 982
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 795, which was -70.00 lower than the previous day. The implied volatity was 15.55, the open interest changed by 14 which increased total open position to 963
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 865, which was 21.00 higher than the previous day. The implied volatity was 14.72, the open interest changed by -1 which decreased total open position to 949
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 844, which was -56.00 lower than the previous day. The implied volatity was 13.25, the open interest changed by 1 which increased total open position to 950
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 900, which was -24.85 lower than the previous day. The implied volatity was 15.71, the open interest changed by -21 which decreased total open position to 949
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 924.85, which was -30.85 lower than the previous day. The implied volatity was 13.33, the open interest changed by -20 which decreased total open position to 970
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 955.7, which was 205.70 higher than the previous day. The implied volatity was 12.95, the open interest changed by -4 which decreased total open position to 990
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 750, which was -6.70 lower than the previous day. The implied volatity was 12.02, the open interest changed by 1 which increased total open position to 994
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 756.7, which was 73.70 higher than the previous day. The implied volatity was 12.52, the open interest changed by 60 which increased total open position to 993
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 683, which was 89.05 higher than the previous day. The implied volatity was 14.23, the open interest changed by 401 which increased total open position to 933
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 593.95, which was 117.20 higher than the previous day. The implied volatity was 13.62, the open interest changed by 517 which increased total open position to 532
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 476.75, which was -205.45 lower than the previous day. The implied volatity was 12.72, the open interest changed by 7 which increased total open position to 15
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 682.2, which was 361.45 higher than the previous day. The implied volatity was 12.34, the open interest changed by 8 which increased total open position to 8
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 320.75, 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 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 320.75, 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 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 320.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| NIFTY 02JAN2025 24000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.99
Vega: 0.81
Theta: 5.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 30 Dec | 23644.90 | 321.05 | 119.65 | 6.81 | 3,93,085 | -9,082 | 30,872 |
| 27 Dec | 23813.40 | 201.4 | -85.00 | 10.41 | 6,04,758 | 8,516 | 39,954 |
| 26 Dec | 23750.20 | 286.4 | 17.80 | 13.23 | 78,744 | 6,751 | 31,438 |
| 24 Dec | 23727.65 | 268.6 | -30.40 | 9.24 | 43,518 | 7,681 | 24,687 |
| 23 Dec | 23753.45 | 299 | -144.85 | 12.23 | 42,259 | 6,552 | 17,006 |
| 20 Dec | 23587.50 | 443.85 | 202.40 | 15.62 | 58,744 | 3,532 | 10,454 |
| 19 Dec | 23951.70 | 241.45 | 93.00 | 14.30 | 19,166 | 3,629 | 6,922 |
| 18 Dec | 24198.85 | 148.45 | 13.55 | 14.28 | 10,507 | 732 | 3,293 |
| 17 Dec | 24336.00 | 134.9 | 55.80 | 14.94 | 6,645 | 611 | 2,561 |
| 16 Dec | 24668.25 | 79.1 | 24.05 | 15.70 | 3,464 | 304 | 1,950 |
| 13 Dec | 24768.30 | 55.05 | -35.50 | 14.43 | 8,802 | 174 | 1,646 |
| 12 Dec | 24548.70 | 90.55 | 10.55 | 13.90 | 1,528 | 155 | 1,472 |
| 11 Dec | 24641.80 | 80 | -28.30 | 14.05 | 1,031 | 70 | 1,317 |
| 10 Dec | 24610.05 | 108.3 | -13.35 | 15.41 | 750 | 107 | 1,247 |
| 9 Dec | 24619.00 | 121.65 | 10.65 | 15.97 | 336 | 78 | 1,140 |
| 6 Dec | 24677.80 | 111 | -19.50 | 15.18 | 591 | 77 | 1,062 |
| 5 Dec | 24708.40 | 130.5 | -44.30 | 16.35 | 369 | -1 | 985 |
| 4 Dec | 24467.45 | 174.8 | -0.85 | 15.59 | 290 | 4 | 986 |
| 3 Dec | 24457.15 | 175.65 | -38.65 | 15.25 | 204 | 90 | 982 |
| 2 Dec | 24276.05 | 214.3 | -34.65 | 14.69 | 603 | 410 | 892 |
| 29 Nov | 24131.10 | 248.95 | -82.95 | 13.66 | 929 | 435 | 482 |
| 28 Nov | 23914.15 | 331.9 | 126.90 | 14.23 | 48 | 16 | 47 |
| 27 Nov | 24274.90 | 205 | -59.00 | 13.67 | 13 | 7 | 31 |
| 26 Nov | 24194.50 | 264 | 22.65 | 14.73 | 19 | 10 | 24 |
| 25 Nov | 24221.90 | 241.35 | -528.70 | 14.49 | 35 | 14 | 14 |
| 22 Nov | 23907.25 | 770.05 | 0.48 | 0 | 0 | 0 | |
For Nifty - strike price 24000 expiring on 02JAN2025
Delta for 24000 PE is -0.99
Historical price for 24000 PE is as follows
On 30 Dec NIFTY was trading at 23644.90. The strike last trading price was 321.05, which was 119.65 higher than the previous day. The implied volatity was 6.81, the open interest changed by -9082 which decreased total open position to 30872
On 27 Dec NIFTY was trading at 23813.40. The strike last trading price was 201.4, which was -85.00 lower than the previous day. The implied volatity was 10.41, the open interest changed by 8516 which increased total open position to 39954
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 286.4, which was 17.80 higher than the previous day. The implied volatity was 13.23, the open interest changed by 6751 which increased total open position to 31438
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 268.6, which was -30.40 lower than the previous day. The implied volatity was 9.24, the open interest changed by 7681 which increased total open position to 24687
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 299, which was -144.85 lower than the previous day. The implied volatity was 12.23, the open interest changed by 6552 which increased total open position to 17006
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 443.85, which was 202.40 higher than the previous day. The implied volatity was 15.62, the open interest changed by 3532 which increased total open position to 10454
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 241.45, which was 93.00 higher than the previous day. The implied volatity was 14.30, the open interest changed by 3629 which increased total open position to 6922
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 148.45, which was 13.55 higher than the previous day. The implied volatity was 14.28, the open interest changed by 732 which increased total open position to 3293
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 134.9, which was 55.80 higher than the previous day. The implied volatity was 14.94, the open interest changed by 611 which increased total open position to 2561
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 79.1, which was 24.05 higher than the previous day. The implied volatity was 15.70, the open interest changed by 304 which increased total open position to 1950
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 55.05, which was -35.50 lower than the previous day. The implied volatity was 14.43, the open interest changed by 174 which increased total open position to 1646
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 90.55, which was 10.55 higher than the previous day. The implied volatity was 13.90, the open interest changed by 155 which increased total open position to 1472
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 80, which was -28.30 lower than the previous day. The implied volatity was 14.05, the open interest changed by 70 which increased total open position to 1317
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 108.3, which was -13.35 lower than the previous day. The implied volatity was 15.41, the open interest changed by 107 which increased total open position to 1247
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 121.65, which was 10.65 higher than the previous day. The implied volatity was 15.97, the open interest changed by 78 which increased total open position to 1140
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 111, which was -19.50 lower than the previous day. The implied volatity was 15.18, the open interest changed by 77 which increased total open position to 1062
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 130.5, which was -44.30 lower than the previous day. The implied volatity was 16.35, the open interest changed by -1 which decreased total open position to 985
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 174.8, which was -0.85 lower than the previous day. The implied volatity was 15.59, the open interest changed by 4 which increased total open position to 986
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 175.65, which was -38.65 lower than the previous day. The implied volatity was 15.25, the open interest changed by 90 which increased total open position to 982
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 214.3, which was -34.65 lower than the previous day. The implied volatity was 14.69, the open interest changed by 410 which increased total open position to 892
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 248.95, which was -82.95 lower than the previous day. The implied volatity was 13.66, the open interest changed by 435 which increased total open position to 482
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 331.9, which was 126.90 higher than the previous day. The implied volatity was 14.23, the open interest changed by 16 which increased total open position to 47
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 205, which was -59.00 lower than the previous day. The implied volatity was 13.67, the open interest changed by 7 which increased total open position to 31
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 264, which was 22.65 higher than the previous day. The implied volatity was 14.73, the open interest changed by 10 which increased total open position to 24
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 241.35, which was -528.70 lower than the previous day. The implied volatity was 14.49, the open interest changed by 14 which increased total open position to 14
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 770.05, which was lower than the previous day. The implied volatity was 0.48, the open interest changed by 0 which decreased total open position to 0
