NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:13 PM IST
| NIFTY 21NOV2024 24100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23338.45 | 0.3 | -1.40 | - | 48,57,537 | 70,007 | 3,19,126 | |||
| 19 Nov | 23518.50 | 1.7 | -0.45 | 16.36 | 38,71,585 | 81,960 | 2,49,119 | |||
| 18 Nov | 23453.80 | 2.15 | -10.85 | 13.85 | 17,40,153 | 1,03,788 | 1,67,159 | |||
| 14 Nov | 23532.70 | 13 | -26.75 | 10.77 | 3,24,433 | 33,245 | 63,371 | |||
| 13 Nov | 23559.05 | 39.75 | -57.15 | 12.91 | 2,76,912 | 5,904 | 30,126 | |||
| 12 Nov | 23883.45 | 96.9 | -132.10 | 11.91 | 1,15,449 | 15,941 | 24,222 | |||
| 11 Nov | 24141.30 | 229 | -20.20 | 11.38 | 60,610 | 3,354 | 8,281 | |||
| 8 Nov | 24148.20 | 249.2 | -74.50 | 10.90 | 23,315 | 1,946 | 4,927 | |||
| 7 Nov | 24199.35 | 323.7 | -238.35 | 11.72 | 4,262 | 1,865 | 2,981 | |||
| 6 Nov | 24484.05 | 562.05 | 159.75 | 12.39 | 1,016 | -385 | 1,116 | |||
| 5 Nov | 24213.30 | 402.3 | 86.95 | 14.36 | 2,786 | -484 | 1,501 | |||
| 4 Nov | 23995.35 | 315.35 | -178.95 | 15.21 | 3,953 | 1,978 | 1,985 | |||
| 1 Nov | 24304.35 | 494.3 | -10.70 | 13.39 | 13 | 1 | 7 | |||
| 31 Oct | 24205.35 | 505 | -89.85 | - | 9 | 4 | 6 | |||
| 30 Oct | 24340.85 | 594.85 | -38.90 | - | 2 | 0 | 2 | |||
| 29 Oct | 24466.85 | 633.75 | 20.55 | - | 244 | -2 | 2 | |||
| 28 Oct | 24339.15 | 613.2 | 106.05 | - | 14 | -6 | 4 | |||
| 25 Oct | 24180.80 | 507.15 | -497.75 | - | 42 | 10 | 10 | |||
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| 24 Oct | 24399.40 | 1004.9 | 1004.90 | - | 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 24100 expiring on 21NOV2024
Delta for 24100 CE is -
Historical price for 24100 CE is as follows
On 21 Nov NIFTY was trading at 23338.45. The strike last trading price was 0.3, which was -1.40 lower than the previous day. The implied volatity was -, the open interest changed by 70007 which increased total open position to 319126
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1.7, which was -0.45 lower than the previous day. The implied volatity was 16.36, the open interest changed by 81960 which increased total open position to 249119
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 2.15, which was -10.85 lower than the previous day. The implied volatity was 13.85, the open interest changed by 103788 which increased total open position to 167159
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 13, which was -26.75 lower than the previous day. The implied volatity was 10.77, the open interest changed by 33245 which increased total open position to 63371
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 39.75, which was -57.15 lower than the previous day. The implied volatity was 12.91, the open interest changed by 5904 which increased total open position to 30126
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 96.9, which was -132.10 lower than the previous day. The implied volatity was 11.91, the open interest changed by 15941 which increased total open position to 24222
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 229, which was -20.20 lower than the previous day. The implied volatity was 11.38, the open interest changed by 3354 which increased total open position to 8281
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 249.2, which was -74.50 lower than the previous day. The implied volatity was 10.90, the open interest changed by 1946 which increased total open position to 4927
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 323.7, which was -238.35 lower than the previous day. The implied volatity was 11.72, the open interest changed by 1865 which increased total open position to 2981
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 562.05, which was 159.75 higher than the previous day. The implied volatity was 12.39, the open interest changed by -385 which decreased total open position to 1116
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 402.3, which was 86.95 higher than the previous day. The implied volatity was 14.36, the open interest changed by -484 which decreased total open position to 1501
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 315.35, which was -178.95 lower than the previous day. The implied volatity was 15.21, the open interest changed by 1978 which increased total open position to 1985
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 494.3, which was -10.70 lower than the previous day. The implied volatity was 13.39, the open interest changed by 1 which increased total open position to 7
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 505, which was -89.85 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 594.85, which was -38.90 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 633.75, which was 20.55 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 613.2, which was 106.05 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 507.15, which was -497.75 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 1004.9, which was 1004.90 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 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 24100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23338.45 | 764.45 | 120.90 | - | 3,191 | -2,184 | 5,429 |
| 19 Nov | 23518.50 | 643.55 | 6.05 | 29.30 | 24,802 | -154 | 7,613 |
| 18 Nov | 23453.80 | 637.5 | 107.70 | 22.23 | 9,120 | -2,455 | 7,767 |
| 14 Nov | 23532.70 | 529.8 | 45.40 | 13.92 | 10,908 | 401 | 10,222 |
| 13 Nov | 23559.05 | 484.4 | 186.25 | 12.95 | 26,792 | -5,634 | 9,821 |
| 12 Nov | 23883.45 | 298.15 | 156.20 | 12.17 | 1,44,150 | 1,105 | 15,455 |
| 11 Nov | 24141.30 | 141.95 | -43.25 | 11.51 | 92,142 | 8,418 | 14,350 |
| 8 Nov | 24148.20 | 185.2 | 4.20 | 12.70 | 33,175 | 2,720 | 5,932 |
| 7 Nov | 24199.35 | 181 | 72.00 | 14.02 | 9,304 | 1,494 | 3,212 |
| 6 Nov | 24484.05 | 109 | -131.00 | 14.81 | 2,543 | 452 | 1,718 |
| 5 Nov | 24213.30 | 240 | -112.20 | 16.49 | 2,183 | -670 | 1,266 |
| 4 Nov | 23995.35 | 352.2 | 107.10 | 17.11 | 3,300 | 1,827 | 1,936 |
| 1 Nov | 24304.35 | 245.1 | 12.90 | 17.30 | 73 | 46 | 109 |
| 31 Oct | 24205.35 | 232.2 | 21.70 | - | 123 | 20 | 63 |
| 30 Oct | 24340.85 | 210.5 | 39.55 | - | 35 | -2 | 43 |
| 29 Oct | 24466.85 | 170.95 | -26.85 | - | 170 | 9 | 45 |
| 28 Oct | 24339.15 | 197.8 | 10.40 | - | 77 | 36 | 36 |
| 25 Oct | 24180.80 | 187.4 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 24399.40 | 187.4 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 24435.50 | 187.4 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 24472.10 | 187.4 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 24781.10 | 187.4 | - | 0 | 0 | 0 | |
For Nifty - strike price 24100 expiring on 21NOV2024
Delta for 24100 PE is -
Historical price for 24100 PE is as follows
On 21 Nov NIFTY was trading at 23338.45. The strike last trading price was 764.45, which was 120.90 higher than the previous day. The implied volatity was -, the open interest changed by -2184 which decreased total open position to 5429
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 643.55, which was 6.05 higher than the previous day. The implied volatity was 29.30, the open interest changed by -154 which decreased total open position to 7613
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 637.5, which was 107.70 higher than the previous day. The implied volatity was 22.23, the open interest changed by -2455 which decreased total open position to 7767
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 529.8, which was 45.40 higher than the previous day. The implied volatity was 13.92, the open interest changed by 401 which increased total open position to 10222
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 484.4, which was 186.25 higher than the previous day. The implied volatity was 12.95, the open interest changed by -5634 which decreased total open position to 9821
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 298.15, which was 156.20 higher than the previous day. The implied volatity was 12.17, the open interest changed by 1105 which increased total open position to 15455
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 141.95, which was -43.25 lower than the previous day. The implied volatity was 11.51, the open interest changed by 8418 which increased total open position to 14350
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 185.2, which was 4.20 higher than the previous day. The implied volatity was 12.70, the open interest changed by 2720 which increased total open position to 5932
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 181, which was 72.00 higher than the previous day. The implied volatity was 14.02, the open interest changed by 1494 which increased total open position to 3212
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 109, which was -131.00 lower than the previous day. The implied volatity was 14.81, the open interest changed by 452 which increased total open position to 1718
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 240, which was -112.20 lower than the previous day. The implied volatity was 16.49, the open interest changed by -670 which decreased total open position to 1266
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 352.2, which was 107.10 higher than the previous day. The implied volatity was 17.11, the open interest changed by 1827 which increased total open position to 1936
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 245.1, which was 12.90 higher than the previous day. The implied volatity was 17.30, the open interest changed by 46 which increased total open position to 109
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 232.2, which was 21.70 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 210.5, which was 39.55 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 170.95, which was -26.85 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 197.8, which was 10.40 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 187.4, 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 187.4, 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 187.4, 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 187.4, 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 187.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
