NIFTY
Nifty
Historical option data for NIFTY
11 Nov 2024 04:11 PM IST
NIFTY 14NOV2024 24100 CE | ||||||||||
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Delta: 0.56
Vega: 8.63
Theta: -23.68
Gamma: 0.00
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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 | |||
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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 | |||||||
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Delta: -0.44
Vega: 8.62
Theta: -15.35
Gamma: 0.00
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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