NIFTY
Nifty
Historical option data for NIFTY
03 Dec 2024 04:11 PM IST
| NIFTY 05DEC2024 24050 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.97
Vega: 1.39
Theta: -10.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 24457.15 | 411.05 | 84.85 | 12.55 | 37,622 | -5,199 | 23,652 | |||
| 2 Dec | 24276.05 | 326.2 | 86.45 | 20.12 | 13,58,782 | 143 | 28,851 | |||
| 29 Nov | 24131.10 | 239.75 | 68.75 | 14.43 | 15,41,554 | 214 | 28,708 | |||
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| 28 Nov | 23914.15 | 171 | -205.20 | 14.52 | 2,57,926 | 27,352 | 28,494 | |||
| 27 Nov | 24274.90 | 376.2 | 50.80 | 14.54 | 5,579 | -357 | 1,142 | |||
| 26 Nov | 24194.50 | 325.4 | -78.85 | 13.83 | 5,959 | -347 | 1,499 | |||
| 25 Nov | 24221.90 | 404.25 | 197.15 | 15.59 | 5,162 | -552 | 1,846 | |||
| 22 Nov | 23907.25 | 207.1 | 167.10 | 13.88 | 19,971 | 1,464 | 2,398 | |||
| 21 Nov | 23349.90 | 40 | -38.45 | 12.18 | 2,992 | 299 | 934 | |||
| 19 Nov | 23518.50 | 78.45 | -3.05 | 12.40 | 1,438 | 159 | 635 | |||
| 18 Nov | 23453.80 | 81.5 | -42.70 | 12.25 | 1,257 | 430 | 476 | |||
| 14 Nov | 23532.70 | 124.2 | -42.85 | 11.66 | 29 | 6 | 46 | |||
| 13 Nov | 23559.05 | 167.05 | -113.55 | 12.67 | 47 | 18 | 40 | |||
| 12 Nov | 23883.45 | 280.6 | -168.60 | 12.93 | 217 | 9 | 22 | |||
| 11 Nov | 24141.30 | 449.2 | -38.20 | 13.06 | 62 | 0 | 13 | |||
| 8 Nov | 24148.20 | 487.4 | -64.60 | 13.68 | 6 | 0 | 13 | |||
| 7 Nov | 24199.35 | 552 | -109.80 | 13.73 | 2 | 12 | 13 | |||
| 6 Nov | 24484.05 | 661.8 | 176.95 | 7.83 | 12 | 1 | 1 | |||
| 5 Nov | 24213.30 | 484.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 23995.35 | 484.85 | -365.40 | 14.71 | 18 | 0 | 0 | |||
| 1 Nov | 24304.35 | 850.25 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 24205.35 | 850.25 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 24340.85 | 850.25 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 24466.85 | 850.25 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 24339.15 | 850.25 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 24050 expiring on 05DEC2024
Delta for 24050 CE is 0.97
Historical price for 24050 CE is as follows
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 411.05, which was 84.85 higher than the previous day. The implied volatity was 12.55, the open interest changed by -5199 which decreased total open position to 23652
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 326.2, which was 86.45 higher than the previous day. The implied volatity was 20.12, the open interest changed by 143 which increased total open position to 28851
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 239.75, which was 68.75 higher than the previous day. The implied volatity was 14.43, the open interest changed by 214 which increased total open position to 28708
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 171, which was -205.20 lower than the previous day. The implied volatity was 14.52, the open interest changed by 27352 which increased total open position to 28494
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 376.2, which was 50.80 higher than the previous day. The implied volatity was 14.54, the open interest changed by -357 which decreased total open position to 1142
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 325.4, which was -78.85 lower than the previous day. The implied volatity was 13.83, the open interest changed by -347 which decreased total open position to 1499
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 404.25, which was 197.15 higher than the previous day. The implied volatity was 15.59, the open interest changed by -552 which decreased total open position to 1846
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 207.1, which was 167.10 higher than the previous day. The implied volatity was 13.88, the open interest changed by 1464 which increased total open position to 2398
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 40, which was -38.45 lower than the previous day. The implied volatity was 12.18, the open interest changed by 299 which increased total open position to 934
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 78.45, which was -3.05 lower than the previous day. The implied volatity was 12.40, the open interest changed by 159 which increased total open position to 635
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 81.5, which was -42.70 lower than the previous day. The implied volatity was 12.25, the open interest changed by 430 which increased total open position to 476
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 124.2, which was -42.85 lower than the previous day. The implied volatity was 11.66, the open interest changed by 6 which increased total open position to 46
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 167.05, which was -113.55 lower than the previous day. The implied volatity was 12.67, the open interest changed by 18 which increased total open position to 40
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 280.6, which was -168.60 lower than the previous day. The implied volatity was 12.93, the open interest changed by 9 which increased total open position to 22
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 449.2, which was -38.20 lower than the previous day. The implied volatity was 13.06, the open interest changed by 0 which decreased total open position to 13
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 487.4, which was -64.60 lower than the previous day. The implied volatity was 13.68, the open interest changed by 0 which decreased total open position to 13
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 552, which was -109.80 lower than the previous day. The implied volatity was 13.73, the open interest changed by 12 which increased total open position to 13
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 661.8, which was 176.95 higher than the previous day. The implied volatity was 7.83, the open interest changed by 1 which increased total open position to 1
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 484.85, 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 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 484.85, which was -365.40 lower than the previous day. The implied volatity was 14.71, the open interest changed by 0 which decreased total open position to 0
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 850.25, 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 850.25, 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 850.25, 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 850.25, 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 850.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 05DEC2024 24050 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.16
Vega: 4.36
Theta: -23.82
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 24457.15 | 34.4 | -36.25 | 22.83 | 15,51,528 | 13,841 | 1,17,291 |
| 2 Dec | 24276.05 | 70.65 | -25.50 | 18.97 | 31,81,353 | 52,378 | 1,03,450 |
| 29 Nov | 24131.10 | 96.15 | -94.55 | 11.84 | 18,12,680 | 30,192 | 51,072 |
| 28 Nov | 23914.15 | 190.7 | 121.85 | 12.65 | 3,20,950 | 15,067 | 20,880 |
| 27 Nov | 24274.90 | 68.85 | -53.50 | 12.21 | 42,372 | 2,399 | 5,813 |
| 26 Nov | 24194.50 | 122.35 | 6.85 | 13.78 | 20,284 | -25 | 3,414 |
| 25 Nov | 24221.90 | 115.5 | -189.60 | 14.07 | 25,209 | 2,803 | 3,439 |
| 22 Nov | 23907.25 | 305.1 | -382.25 | 14.27 | 1,794 | 354 | 636 |
| 21 Nov | 23349.90 | 687.35 | 118.40 | 15.29 | 38 | -20 | 282 |
| 19 Nov | 23518.50 | 568.95 | 41.85 | 13.62 | 549 | 209 | 302 |
| 18 Nov | 23453.80 | 527.1 | -0.75 | 10.37 | 3 | -4 | 93 |
| 14 Nov | 23532.70 | 527.85 | 12.60 | 14.05 | 3 | -2 | 97 |
| 13 Nov | 23559.05 | 515.25 | 181.50 | 14.68 | 154 | 71 | 99 |
| 12 Nov | 23883.45 | 333.75 | 80.20 | 12.70 | 13 | 5 | 28 |
| 11 Nov | 24141.30 | 253.55 | -46.70 | 14.54 | 28 | 23 | 23 |
| 8 Nov | 24148.20 | 300.25 | 0.00 | 0.92 | 0 | 0 | 0 |
| 7 Nov | 24199.35 | 300.25 | 0.00 | 1.24 | 0 | 0 | 0 |
| 6 Nov | 24484.05 | 300.25 | 0.00 | 2.18 | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 300.25 | 0.00 | 1.26 | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 300.25 | 0.00 | 0.55 | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 300.25 | 0.00 | 1.61 | 0 | 0 | 0 |
| 31 Oct | 24205.35 | 300.25 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 24340.85 | 300.25 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 24466.85 | 300.25 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 24339.15 | 300.25 | - | 0 | 0 | 0 | |
For Nifty - strike price 24050 expiring on 05DEC2024
Delta for 24050 PE is -0.16
Historical price for 24050 PE is as follows
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 34.4, which was -36.25 lower than the previous day. The implied volatity was 22.83, the open interest changed by 13841 which increased total open position to 117291
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 70.65, which was -25.50 lower than the previous day. The implied volatity was 18.97, the open interest changed by 52378 which increased total open position to 103450
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 96.15, which was -94.55 lower than the previous day. The implied volatity was 11.84, the open interest changed by 30192 which increased total open position to 51072
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 190.7, which was 121.85 higher than the previous day. The implied volatity was 12.65, the open interest changed by 15067 which increased total open position to 20880
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 68.85, which was -53.50 lower than the previous day. The implied volatity was 12.21, the open interest changed by 2399 which increased total open position to 5813
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 122.35, which was 6.85 higher than the previous day. The implied volatity was 13.78, the open interest changed by -25 which decreased total open position to 3414
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 115.5, which was -189.60 lower than the previous day. The implied volatity was 14.07, the open interest changed by 2803 which increased total open position to 3439
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 305.1, which was -382.25 lower than the previous day. The implied volatity was 14.27, the open interest changed by 354 which increased total open position to 636
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 687.35, which was 118.40 higher than the previous day. The implied volatity was 15.29, the open interest changed by -20 which decreased total open position to 282
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 568.95, which was 41.85 higher than the previous day. The implied volatity was 13.62, the open interest changed by 209 which increased total open position to 302
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 527.1, which was -0.75 lower than the previous day. The implied volatity was 10.37, the open interest changed by -4 which decreased total open position to 93
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 527.85, which was 12.60 higher than the previous day. The implied volatity was 14.05, the open interest changed by -2 which decreased total open position to 97
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 515.25, which was 181.50 higher than the previous day. The implied volatity was 14.68, the open interest changed by 71 which increased total open position to 99
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 333.75, which was 80.20 higher than the previous day. The implied volatity was 12.70, the open interest changed by 5 which increased total open position to 28
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 253.55, which was -46.70 lower than the previous day. The implied volatity was 14.54, the open interest changed by 23 which increased total open position to 23
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 300.25, which was 0.00 lower than the previous day. The implied volatity was 0.92, the open interest changed by 0 which decreased total open position to 0
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 300.25, which was 0.00 lower than the previous day. The implied volatity was 1.24, the open interest changed by 0 which decreased total open position to 0
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 300.25, which was 0.00 lower than the previous day. The implied volatity was 2.18, the open interest changed by 0 which decreased total open position to 0
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 300.25, which was 0.00 lower than the previous day. The implied volatity was 1.26, the open interest changed by 0 which decreased total open position to 0
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 300.25, which was 0.00 lower than the previous day. The implied volatity was 0.55, the open interest changed by 0 which decreased total open position to 0
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 300.25, which was 0.00 lower than the previous day. The implied volatity was 1.61, 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 300.25, 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 300.25, 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 300.25, 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 300.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
