NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:31 PM IST
| NIFTY 21NOV2024 24050 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23335.85 | 0.35 | -1.70 | - | 29,35,375 | 49,286 | 1,56,161 | |||
| 19 Nov | 23518.50 | 2.05 | -0.50 | 15.66 | 31,21,613 | 35,340 | 1,06,875 | |||
| 18 Nov | 23453.80 | 2.55 | -15.05 | 13.25 | 16,23,202 | 42,887 | 71,535 | |||
| 14 Nov | 23532.70 | 17.6 | -30.35 | 10.78 | 1,68,693 | 15,489 | 28,648 | |||
| 13 Nov | 23559.05 | 47.95 | -65.15 | 12.90 | 1,00,433 | 7,414 | 13,159 | |||
| 12 Nov | 23883.45 | 113.1 | -146.90 | 11.90 | 26,949 | 4,561 | 5,745 | |||
| 11 Nov | 24141.30 | 260 | -19.60 | 11.47 | 7,698 | 739 | 1,184 | |||
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| 8 Nov | 24148.20 | 279.6 | -81.20 | 10.95 | 5,003 | 267 | 445 | |||
| 7 Nov | 24199.35 | 360.8 | -256.60 | 11.84 | 193 | -35 | 178 | |||
| 6 Nov | 24484.05 | 617.4 | 193.70 | 13.54 | 44 | 1 | 213 | |||
| 5 Nov | 24213.30 | 423.7 | 73.70 | 13.87 | 749 | 27 | 212 | |||
| 4 Nov | 23995.35 | 350 | -157.70 | 15.67 | 433 | 185 | 185 | |||
| 1 Nov | 24304.35 | 507.7 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 31 Oct | 24205.35 | 507.7 | -533.35 | - | 4 | 3 | 3 | |||
| 30 Oct | 24340.85 | 1041.05 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 24466.85 | 1041.05 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 24339.15 | 1041.05 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 24180.80 | 1041.05 | 1041.05 | - | 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 24050 expiring on 21NOV2024
Delta for 24050 CE is -
Historical price for 24050 CE is as follows
On 21 Nov NIFTY was trading at 23335.85. The strike last trading price was 0.35, which was -1.70 lower than the previous day. The implied volatity was -, the open interest changed by 49286 which increased total open position to 156161
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 2.05, which was -0.50 lower than the previous day. The implied volatity was 15.66, the open interest changed by 35340 which increased total open position to 106875
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 2.55, which was -15.05 lower than the previous day. The implied volatity was 13.25, the open interest changed by 42887 which increased total open position to 71535
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 17.6, which was -30.35 lower than the previous day. The implied volatity was 10.78, the open interest changed by 15489 which increased total open position to 28648
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 47.95, which was -65.15 lower than the previous day. The implied volatity was 12.90, the open interest changed by 7414 which increased total open position to 13159
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 113.1, which was -146.90 lower than the previous day. The implied volatity was 11.90, the open interest changed by 4561 which increased total open position to 5745
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 260, which was -19.60 lower than the previous day. The implied volatity was 11.47, the open interest changed by 739 which increased total open position to 1184
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 279.6, which was -81.20 lower than the previous day. The implied volatity was 10.95, the open interest changed by 267 which increased total open position to 445
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 360.8, which was -256.60 lower than the previous day. The implied volatity was 11.84, the open interest changed by -35 which decreased total open position to 178
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 617.4, which was 193.70 higher than the previous day. The implied volatity was 13.54, the open interest changed by 1 which increased total open position to 213
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 423.7, which was 73.70 higher than the previous day. The implied volatity was 13.87, the open interest changed by 27 which increased total open position to 212
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 350, which was -157.70 lower than the previous day. The implied volatity was 15.67, the open interest changed by 185 which increased total open position to 185
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 507.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 507.7, which was -533.35 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 1041.05, 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 1041.05, 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 1041.05, 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 1041.05, which was 1041.05 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 24050 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23335.85 | 715.55 | 121.65 | - | 707 | -398 | 1,828 |
| 19 Nov | 23518.50 | 593.9 | 3.40 | 27.72 | 14,985 | 926 | 2,226 |
| 18 Nov | 23453.80 | 590.5 | 108.70 | 21.63 | 1,646 | -37 | 1,300 |
| 14 Nov | 23532.70 | 481.8 | 49.85 | 13.22 | 2,095 | 48 | 1,337 |
| 13 Nov | 23559.05 | 431.95 | 160.20 | 11.52 | 5,474 | -888 | 1,289 |
| 12 Nov | 23883.45 | 271.75 | 146.75 | 12.59 | 32,679 | -271 | 2,177 |
| 11 Nov | 24141.30 | 125 | -46.00 | 11.73 | 18,327 | 1,544 | 2,448 |
| 8 Nov | 24148.20 | 171 | 7.25 | 13.09 | 4,088 | 578 | 904 |
| 7 Nov | 24199.35 | 163.75 | 62.75 | 14.11 | 433 | -46 | 326 |
| 6 Nov | 24484.05 | 101 | -135.25 | 15.09 | 458 | 98 | 372 |
| 5 Nov | 24213.30 | 236.25 | 62.40 | 17.33 | 589 | 274 | 274 |
| 4 Nov | 23995.35 | 173.85 | 0.00 | 0.27 | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 173.85 | 0.00 | 1.69 | 0 | 0 | 0 |
| 31 Oct | 24205.35 | 173.85 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 24340.85 | 173.85 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 24466.85 | 173.85 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 24339.15 | 173.85 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 24180.80 | 173.85 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 24399.40 | 173.85 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 24435.50 | 173.85 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 24472.10 | 173.85 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 24781.10 | 173.85 | - | 0 | 0 | 0 | |
For Nifty - strike price 24050 expiring on 21NOV2024
Delta for 24050 PE is -
Historical price for 24050 PE is as follows
On 21 Nov NIFTY was trading at 23335.85. The strike last trading price was 715.55, which was 121.65 higher than the previous day. The implied volatity was -, the open interest changed by -398 which decreased total open position to 1828
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 593.9, which was 3.40 higher than the previous day. The implied volatity was 27.72, the open interest changed by 926 which increased total open position to 2226
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 590.5, which was 108.70 higher than the previous day. The implied volatity was 21.63, the open interest changed by -37 which decreased total open position to 1300
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 481.8, which was 49.85 higher than the previous day. The implied volatity was 13.22, the open interest changed by 48 which increased total open position to 1337
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 431.95, which was 160.20 higher than the previous day. The implied volatity was 11.52, the open interest changed by -888 which decreased total open position to 1289
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 271.75, which was 146.75 higher than the previous day. The implied volatity was 12.59, the open interest changed by -271 which decreased total open position to 2177
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 125, which was -46.00 lower than the previous day. The implied volatity was 11.73, the open interest changed by 1544 which increased total open position to 2448
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 171, which was 7.25 higher than the previous day. The implied volatity was 13.09, the open interest changed by 578 which increased total open position to 904
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 163.75, which was 62.75 higher than the previous day. The implied volatity was 14.11, the open interest changed by -46 which decreased total open position to 326
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 101, which was -135.25 lower than the previous day. The implied volatity was 15.09, the open interest changed by 98 which increased total open position to 372
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 236.25, which was 62.40 higher than the previous day. The implied volatity was 17.33, the open interest changed by 274 which increased total open position to 274
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 173.85, which was 0.00 lower than the previous day. The implied volatity was 0.27, 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 173.85, which was 0.00 lower than the previous day. The implied volatity was 1.69, 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 173.85, 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 173.85, 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 173.85, 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 173.85, 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 173.85, 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 24 Oct NIFTY was trading at 24399.40. The strike last trading price was 173.85, 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 173.85, 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 173.85, 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 173.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
