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[--[65.84.65.76]--]
NIFTY
Nifty

24141.3 -6.90 (-0.03%)

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Historical option data for NIFTY

11 Nov 2024 04:11 PM IST
NIFTY 14NOV2024 24100 CE
Delta: 0.56
Vega: 8.63
Theta: -23.68
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Nov 24141.30 144 -18.30 13.92 28,04,925 -3,743 66,755
8 Nov 24148.20 162.3 -74.75 11.02 16,95,495 40,266 70,498
7 Nov 24199.35 237.05 -251.95 11.76 1,26,798 24,363 30,232
6 Nov 24484.05 489 166.55 13.32 36,550 -3,642 5,869
5 Nov 24213.30 322.45 75.90 15.58 79,910 -2,700 9,511
4 Nov 23995.35 246.55 -165.45 16.89 61,340 9,116 12,211
1 Nov 24304.35 412 -24.90 13.49 2,922 2,024 3,095
31 Oct 24205.35 436.9 -82.20 - 1,801 340 1,071
30 Oct 24340.85 519.1 -56.90 - 616 372 731
29 Oct 24466.85 576 82.20 - 679 57 359
28 Oct 24339.15 493.8 64.55 - 821 -48 302
25 Oct 24180.80 429.25 -773.45 - 1,461 350 350
24 Oct 24399.40 1202.7 0.00 - 0 0 0
23 Oct 24435.50 1202.7 0.00 - 0 0 0
22 Oct 24472.10 1202.7 0.00 - 0 0 0
21 Oct 24781.10 1202.7 0.00 - 0 0 0
18 Oct 24854.05 1202.7 1202.70 - 0 0 0
17 Oct 24749.85 0 0.00 - 0 0 0
16 Oct 24971.30 0 0.00 - 0 0 0
15 Oct 25057.35 0 0.00 - 0 0 0
14 Oct 25127.95 0 0.00 - 0 0 0
11 Oct 24964.25 0 - 0 0 0


For Nifty - strike price 24100 expiring on 14NOV2024

Delta for 24100 CE is 0.56

Historical price for 24100 CE is as follows

On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 144, which was -18.30 lower than the previous day. The implied volatity was 13.92, the open interest changed by -3743 which decreased total open position to 66755


On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 162.3, which was -74.75 lower than the previous day. The implied volatity was 11.02, the open interest changed by 40266 which increased total open position to 70498


On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 237.05, which was -251.95 lower than the previous day. The implied volatity was 11.76, the open interest changed by 24363 which increased total open position to 30232


On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 489, which was 166.55 higher than the previous day. The implied volatity was 13.32, the open interest changed by -3642 which decreased total open position to 5869


On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 322.45, which was 75.90 higher than the previous day. The implied volatity was 15.58, the open interest changed by -2700 which decreased total open position to 9511


On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 246.55, which was -165.45 lower than the previous day. The implied volatity was 16.89, the open interest changed by 9116 which increased total open position to 12211


On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 412, which was -24.90 lower than the previous day. The implied volatity was 13.49, the open interest changed by 2024 which increased total open position to 3095


On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 436.9, which was -82.20 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 519.1, which was -56.90 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 576, which was 82.20 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 493.8, which was 64.55 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 429.25, which was -773.45 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 1202.7, 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 1202.7, 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 22 Oct NIFTY was trading at 24472.10. The strike last trading price was 1202.7, 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 21 Oct NIFTY was trading at 24781.10. The strike last trading price was 1202.7, 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 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 1202.7, which was 1202.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct NIFTY was trading at 24749.85. 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 16 Oct NIFTY was trading at 24971.30. 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 15 Oct NIFTY was trading at 25057.35. 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 14 Oct NIFTY was trading at 25127.95. 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 11 Oct NIFTY was trading at 24964.25. 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 14NOV2024 24100 PE
Delta: -0.44
Vega: 8.62
Theta: -15.35
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Nov 24141.30 91.15 -42.35 12.72 39,81,435 18,928 1,09,975
8 Nov 24148.20 133.5 -1.50 12.76 25,50,307 49,248 91,047
7 Nov 24199.35 135 69.65 14.82 3,53,796 22,272 41,799
6 Nov 24484.05 65.35 -128.70 15.30 1,39,433 8,793 19,527
5 Nov 24213.30 194.05 -119.50 17.57 60,734 3,487 10,734
4 Nov 23995.35 313.55 124.15 18.36 46,870 -21 7,247
1 Nov 24304.35 189.4 6.95 17.20 5,782 -340 7,268
31 Oct 24205.35 182.45 9.45 - 17,019 5,915 7,608
30 Oct 24340.85 173 42.45 - 2,907 238 1,693
29 Oct 24466.85 130.55 -37.20 - 3,674 -98 1,455
28 Oct 24339.15 167.75 -72.00 - 4,379 724 1,553
25 Oct 24180.80 239.75 103.15 - 4,713 829 829
24 Oct 24399.40 136.6 0.00 - 0 0 0
23 Oct 24435.50 136.6 0.00 - 0 0 0
22 Oct 24472.10 136.6 0.00 - 0 0 0
21 Oct 24781.10 136.6 0.00 - 0 0 0
18 Oct 24854.05 136.6 0.00 - 0 0 0
17 Oct 24749.85 136.6 0.00 - 0 0 0
16 Oct 24971.30 136.6 0.00 - 0 0 0
15 Oct 25057.35 136.6 0.00 - 0 0 0
14 Oct 25127.95 136.6 0.00 - 0 0 0
11 Oct 24964.25 136.6 - 0 0 0


For Nifty - strike price 24100 expiring on 14NOV2024

Delta for 24100 PE is -0.44

Historical price for 24100 PE is as follows

On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 91.15, which was -42.35 lower than the previous day. The implied volatity was 12.72, the open interest changed by 18928 which increased total open position to 109975


On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 133.5, which was -1.50 lower than the previous day. The implied volatity was 12.76, the open interest changed by 49248 which increased total open position to 91047


On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 135, which was 69.65 higher than the previous day. The implied volatity was 14.82, the open interest changed by 22272 which increased total open position to 41799


On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 65.35, which was -128.70 lower than the previous day. The implied volatity was 15.30, the open interest changed by 8793 which increased total open position to 19527


On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 194.05, which was -119.50 lower than the previous day. The implied volatity was 17.57, the open interest changed by 3487 which increased total open position to 10734


On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 313.55, which was 124.15 higher than the previous day. The implied volatity was 18.36, the open interest changed by -21 which decreased total open position to 7247


On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 189.4, which was 6.95 higher than the previous day. The implied volatity was 17.20, the open interest changed by -340 which decreased total open position to 7268


On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 182.45, which was 9.45 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 173, which was 42.45 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 130.55, which was -37.20 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 167.75, which was -72.00 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 239.75, which was 103.15 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 136.6, 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 136.6, 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 136.6, 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 136.6, 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 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 136.6, 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 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 136.6, 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 16 Oct NIFTY was trading at 24971.30. The strike last trading price was 136.6, 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 15 Oct NIFTY was trading at 25057.35. The strike last trading price was 136.6, 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 14 Oct NIFTY was trading at 25127.95. The strike last trading price was 136.6, 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 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 136.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to