NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:27 PM IST
| NIFTY 21NOV2024 24150 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23342.35 | 0.25 | -0.90 | - | 21,29,856 | 12,833 | 1,10,488 | |||
| 19 Nov | 23518.50 | 1.15 | -0.75 | 16.57 | 20,90,452 | 28,625 | 97,655 | |||
| 18 Nov | 23453.80 | 1.9 | -7.40 | 14.52 | 11,49,959 | 28,949 | 69,030 | |||
| 14 Nov | 23532.70 | 9.3 | -25.70 | 10.72 | 1,54,904 | 20,948 | 40,081 | |||
| 13 Nov | 23559.05 | 35 | -46.00 | 13.30 | 83,721 | 5,670 | 19,133 | |||
| 12 Nov | 23883.45 | 81 | -119.00 | 11.92 | 63,608 | 4,099 | 13,463 | |||
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| 11 Nov | 24141.30 | 200 | -19.30 | 11.29 | 35,026 | 7,415 | 9,364 | |||
| 8 Nov | 24148.20 | 219.3 | -81.70 | 10.77 | 13,049 | 1,536 | 1,949 | |||
| 7 Nov | 24199.35 | 301 | -216.40 | 11.98 | 746 | 328 | 413 | |||
| 6 Nov | 24484.05 | 517.4 | 146.40 | 11.98 | 257 | -106 | 85 | |||
| 5 Nov | 24213.30 | 371 | 77.00 | 14.27 | 540 | 99 | 191 | |||
| 4 Nov | 23995.35 | 294 | -183.90 | 15.34 | 208 | 92 | 92 | |||
| 1 Nov | 24304.35 | 477.9 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 31 Oct | 24205.35 | 477.9 | -98.60 | - | 4 | 3 | 4 | |||
| 30 Oct | 24340.85 | 576.5 | 66.50 | - | 5 | -1 | 1 | |||
| 29 Oct | 24466.85 | 510 | -61.70 | - | 8 | -7 | 2 | |||
| 28 Oct | 24339.15 | 571.7 | 99.05 | - | 15 | -1 | 9 | |||
| 25 Oct | 24180.80 | 472.65 | 472.65 | - | 15 | 10 | 10 | |||
| 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 24150 expiring on 21NOV2024
Delta for 24150 CE is -
Historical price for 24150 CE is as follows
On 21 Nov NIFTY was trading at 23342.35. The strike last trading price was 0.25, which was -0.90 lower than the previous day. The implied volatity was -, the open interest changed by 12833 which increased total open position to 110488
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1.15, which was -0.75 lower than the previous day. The implied volatity was 16.57, the open interest changed by 28625 which increased total open position to 97655
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1.9, which was -7.40 lower than the previous day. The implied volatity was 14.52, the open interest changed by 28949 which increased total open position to 69030
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 9.3, which was -25.70 lower than the previous day. The implied volatity was 10.72, the open interest changed by 20948 which increased total open position to 40081
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 35, which was -46.00 lower than the previous day. The implied volatity was 13.30, the open interest changed by 5670 which increased total open position to 19133
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 81, which was -119.00 lower than the previous day. The implied volatity was 11.92, the open interest changed by 4099 which increased total open position to 13463
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 200, which was -19.30 lower than the previous day. The implied volatity was 11.29, the open interest changed by 7415 which increased total open position to 9364
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 219.3, which was -81.70 lower than the previous day. The implied volatity was 10.77, the open interest changed by 1536 which increased total open position to 1949
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 301, which was -216.40 lower than the previous day. The implied volatity was 11.98, the open interest changed by 328 which increased total open position to 413
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 517.4, which was 146.40 higher than the previous day. The implied volatity was 11.98, the open interest changed by -106 which decreased total open position to 85
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 371, which was 77.00 higher than the previous day. The implied volatity was 14.27, the open interest changed by 99 which increased total open position to 191
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 294, which was -183.90 lower than the previous day. The implied volatity was 15.34, the open interest changed by 92 which increased total open position to 92
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 477.9, 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 477.9, which was -98.60 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 576.5, which was 66.50 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 510, which was -61.70 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 571.7, which was 99.05 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 472.65, which was 472.65 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 24150 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23342.35 | 810 | 118.30 | - | 847 | -125 | 8,129 |
| 19 Nov | 23518.50 | 691.7 | -0.25 | 30.40 | 4,530 | 151 | 8,254 |
| 18 Nov | 23453.80 | 691.95 | 116.95 | 24.67 | 1,547 | -239 | 8,103 |
| 14 Nov | 23532.70 | 575 | 45.80 | 14.15 | 1,495 | 36 | 8,342 |
| 13 Nov | 23559.05 | 529.2 | 189.25 | 13.01 | 4,268 | -800 | 8,306 |
| 12 Nov | 23883.45 | 339.95 | 176.55 | 12.60 | 43,446 | -1,316 | 9,106 |
| 11 Nov | 24141.30 | 163.4 | -43.80 | 11.45 | 46,264 | 8,531 | 10,422 |
| 8 Nov | 24148.20 | 207.2 | 9.60 | 12.66 | 12,891 | 1,420 | 1,891 |
| 7 Nov | 24199.35 | 197.6 | 74.85 | 13.82 | 537 | -11 | 471 |
| 6 Nov | 24484.05 | 122.75 | -136.90 | 14.84 | 564 | 315 | 482 |
| 5 Nov | 24213.30 | 259.65 | -112.70 | 16.43 | 348 | 141 | 167 |
| 4 Nov | 23995.35 | 372.35 | 82.35 | 16.84 | 110 | 26 | 26 |
| 1 Nov | 24304.35 | 290 | 0.00 | 0.00 | 0 | 1 | 0 |
| 31 Oct | 24205.35 | 290 | 60.00 | - | 2 | 1 | 22 |
| 30 Oct | 24340.85 | 230 | 39.90 | - | 3 | -2 | 21 |
| 29 Oct | 24466.85 | 190.1 | -16.95 | - | 88 | 6 | 23 |
| 28 Oct | 24339.15 | 207.05 | -83.50 | - | 171 | 7 | 17 |
| 25 Oct | 24180.80 | 290.55 | 85.55 | - | 57 | 10 | 10 |
| 24 Oct | 24399.40 | 205 | 5.40 | - | 9 | 0 | 0 |
| 23 Oct | 24435.50 | 199.6 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 24472.10 | 199.6 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 24781.10 | 199.6 | - | 0 | 0 | 0 | |
For Nifty - strike price 24150 expiring on 21NOV2024
Delta for 24150 PE is -
Historical price for 24150 PE is as follows
On 21 Nov NIFTY was trading at 23342.35. The strike last trading price was 810, which was 118.30 higher than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 8129
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 691.7, which was -0.25 lower than the previous day. The implied volatity was 30.40, the open interest changed by 151 which increased total open position to 8254
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 691.95, which was 116.95 higher than the previous day. The implied volatity was 24.67, the open interest changed by -239 which decreased total open position to 8103
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 575, which was 45.80 higher than the previous day. The implied volatity was 14.15, the open interest changed by 36 which increased total open position to 8342
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 529.2, which was 189.25 higher than the previous day. The implied volatity was 13.01, the open interest changed by -800 which decreased total open position to 8306
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 339.95, which was 176.55 higher than the previous day. The implied volatity was 12.60, the open interest changed by -1316 which decreased total open position to 9106
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 163.4, which was -43.80 lower than the previous day. The implied volatity was 11.45, the open interest changed by 8531 which increased total open position to 10422
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 207.2, which was 9.60 higher than the previous day. The implied volatity was 12.66, the open interest changed by 1420 which increased total open position to 1891
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 197.6, which was 74.85 higher than the previous day. The implied volatity was 13.82, the open interest changed by -11 which decreased total open position to 471
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 122.75, which was -136.90 lower than the previous day. The implied volatity was 14.84, the open interest changed by 315 which increased total open position to 482
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 259.65, which was -112.70 lower than the previous day. The implied volatity was 16.43, the open interest changed by 141 which increased total open position to 167
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 372.35, which was 82.35 higher than the previous day. The implied volatity was 16.84, the open interest changed by 26 which increased total open position to 26
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 290, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 290, which was 60.00 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 230, which was 39.90 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 190.1, which was -16.95 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 207.05, which was -83.50 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 290.55, which was 85.55 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 205, which was 5.40 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 199.6, 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 199.6, 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 199.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
