NIFTY
Nifty
Historical option data for NIFTY
04 Dec 2024 09:25 AM IST
| NIFTY 05DEC2024 24200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.88
Vega: 2.87
Theta: -27.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Dec | 24499.25 | 324.55 | 37.45 | 18.50 | 34,351 | -122 | 99,742 | |||
| 3 Dec | 24457.15 | 287.1 | 67.50 | 15.99 | 12,39,105 | -80,439 | 99,864 | |||
| 2 Dec | 24276.05 | 219.6 | 69.95 | 19.01 | 74,42,734 | -10,067 | 1,80,303 | |||
| 29 Nov | 24131.10 | 149.65 | 41.65 | 13.56 | 36,55,960 | 11,406 | 1,90,370 | |||
| 28 Nov | 23914.15 | 108 | -157.45 | 14.25 | 11,36,784 | 1,21,366 | 1,78,964 | |||
| 27 Nov | 24274.90 | 265.45 | 37.45 | 13.55 | 3,47,015 | 23,741 | 57,598 | |||
| 26 Nov | 24194.50 | 228 | -75.75 | 13.24 | 2,03,735 | 15,640 | 33,857 | |||
| 25 Nov | 24221.90 | 303.75 | 168.75 | 15.06 | 1,58,310 | 8,142 | 18,217 | |||
| 22 Nov | 23907.25 | 135 | 112.30 | 13.06 | 1,23,616 | 2,523 | 10,075 | |||
| 21 Nov | 23349.90 | 22.7 | -26.20 | 12.08 | 24,342 | 4,216 | 7,552 | |||
| 19 Nov | 23518.50 | 48.9 | -5.65 | 12.24 | 16,881 | 962 | 3,336 | |||
| 18 Nov | 23453.80 | 54.55 | -30.45 | 12.34 | 12,025 | 763 | 2,374 | |||
| 14 Nov | 23532.70 | 85 | -41.70 | 11.59 | 3,243 | 591 | 1,611 | |||
| 13 Nov | 23559.05 | 126.7 | -89.95 | 12.89 | 2,473 | 547 | 1,020 | |||
| 12 Nov | 23883.45 | 216.65 | -134.80 | 12.91 | 912 | 175 | 473 | |||
| 11 Nov | 24141.30 | 351.45 | -28.65 | 12.54 | 677 | 106 | 298 | |||
| 8 Nov | 24148.20 | 380.1 | -75.55 | 12.78 | 308 | 41 | 192 | |||
| 7 Nov | 24199.35 | 455.65 | -202.90 | 13.47 | 183 | 2 | 151 | |||
| 6 Nov | 24484.05 | 658.55 | 168.55 | 13.52 | 257 | 104 | 149 | |||
| 5 Nov | 24213.30 | 490 | 64.60 | 13.93 | 163 | 16 | 45 | |||
| 4 Nov | 23995.35 | 425.4 | -154.65 | 15.34 | 142 | 3 | 29 | |||
| 1 Nov | 24304.35 | 580.05 | -26.60 | 13.57 | 8 | 1 | 26 | |||
| 31 Oct | 24205.35 | 606.65 | -93.35 | - | 32 | 25 | 25 | |||
| 30 Oct | 24340.85 | 700 | 0.00 | - | 0 | 5 | 0 | |||
| 29 Oct | 24466.85 | 700 | -198.00 | - | 6 | 5 | 5 | |||
| 28 Oct | 24339.15 | 898 | 0.00 | - | 0 | 4 | 0 | |||
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| 25 Oct | 24180.80 | 898 | - | 5 | 4 | 4 | ||||
For Nifty - strike price 24200 expiring on 05DEC2024
Delta for 24200 CE is 0.88
Historical price for 24200 CE is as follows
On 4 Dec NIFTY was trading at 24499.25. The strike last trading price was 324.55, which was 37.45 higher than the previous day. The implied volatity was 18.50, the open interest changed by -122 which decreased total open position to 99742
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 287.1, which was 67.50 higher than the previous day. The implied volatity was 15.99, the open interest changed by -80439 which decreased total open position to 99864
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 219.6, which was 69.95 higher than the previous day. The implied volatity was 19.01, the open interest changed by -10067 which decreased total open position to 180303
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 149.65, which was 41.65 higher than the previous day. The implied volatity was 13.56, the open interest changed by 11406 which increased total open position to 190370
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 108, which was -157.45 lower than the previous day. The implied volatity was 14.25, the open interest changed by 121366 which increased total open position to 178964
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 265.45, which was 37.45 higher than the previous day. The implied volatity was 13.55, the open interest changed by 23741 which increased total open position to 57598
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 228, which was -75.75 lower than the previous day. The implied volatity was 13.24, the open interest changed by 15640 which increased total open position to 33857
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 303.75, which was 168.75 higher than the previous day. The implied volatity was 15.06, the open interest changed by 8142 which increased total open position to 18217
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 135, which was 112.30 higher than the previous day. The implied volatity was 13.06, the open interest changed by 2523 which increased total open position to 10075
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 22.7, which was -26.20 lower than the previous day. The implied volatity was 12.08, the open interest changed by 4216 which increased total open position to 7552
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 48.9, which was -5.65 lower than the previous day. The implied volatity was 12.24, the open interest changed by 962 which increased total open position to 3336
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 54.55, which was -30.45 lower than the previous day. The implied volatity was 12.34, the open interest changed by 763 which increased total open position to 2374
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 85, which was -41.70 lower than the previous day. The implied volatity was 11.59, the open interest changed by 591 which increased total open position to 1611
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 126.7, which was -89.95 lower than the previous day. The implied volatity was 12.89, the open interest changed by 547 which increased total open position to 1020
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 216.65, which was -134.80 lower than the previous day. The implied volatity was 12.91, the open interest changed by 175 which increased total open position to 473
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 351.45, which was -28.65 lower than the previous day. The implied volatity was 12.54, the open interest changed by 106 which increased total open position to 298
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 380.1, which was -75.55 lower than the previous day. The implied volatity was 12.78, the open interest changed by 41 which increased total open position to 192
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 455.65, which was -202.90 lower than the previous day. The implied volatity was 13.47, the open interest changed by 2 which increased total open position to 151
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 658.55, which was 168.55 higher than the previous day. The implied volatity was 13.52, the open interest changed by 104 which increased total open position to 149
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 490, which was 64.60 higher than the previous day. The implied volatity was 13.93, the open interest changed by 16 which increased total open position to 45
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 425.4, which was -154.65 lower than the previous day. The implied volatity was 15.34, the open interest changed by 3 which increased total open position to 29
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 580.05, which was -26.60 lower than the previous day. The implied volatity was 13.57, the open interest changed by 1 which increased total open position to 26
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 606.65, which was -93.35 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 700, 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 700, which was -198.00 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 898, 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 898, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 05DEC2024 24200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.21
Vega: 4.10
Theta: -42.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Dec | 24499.25 | 44.9 | -14.10 | 26.70 | 2,05,583 | 21,362 | 3,17,139 |
| 3 Dec | 24457.15 | 59 | -52.60 | 21.59 | 43,65,376 | 50,314 | 2,95,777 |
| 2 Dec | 24276.05 | 111.6 | -41.90 | 17.73 | 49,26,687 | 1,20,682 | 2,45,463 |
| 29 Nov | 24131.10 | 153.5 | -121.50 | 10.87 | 19,39,358 | 26,899 | 1,24,781 |
| 28 Nov | 23914.15 | 275 | 167.35 | 12.00 | 7,78,481 | 18,861 | 97,882 |
| 27 Nov | 24274.90 | 107.65 | -66.40 | 11.50 | 4,28,052 | 39,163 | 79,021 |
| 26 Nov | 24194.50 | 174.05 | 16.05 | 13.17 | 2,63,707 | 17,633 | 39,858 |
| 25 Nov | 24221.90 | 158 | -227.00 | 13.24 | 2,03,567 | 20,958 | 22,225 |
| 22 Nov | 23907.25 | 385 | -428.25 | 13.64 | 4,450 | 825 | 1,267 |
| 21 Nov | 23349.90 | 813.25 | 116.50 | 15.38 | 162 | 40 | 442 |
| 19 Nov | 23518.50 | 696.75 | 11.60 | 14.31 | 628 | 20 | 402 |
| 18 Nov | 23453.80 | 685.15 | 55.70 | 12.98 | 241 | 127 | 382 |
| 14 Nov | 23532.70 | 629.45 | 45.50 | 13.82 | 176 | 3 | 255 |
| 13 Nov | 23559.05 | 583.95 | 153.35 | 13.06 | 210 | -42 | 252 |
| 12 Nov | 23883.45 | 430.6 | 153.65 | 13.18 | 575 | -30 | 294 |
| 11 Nov | 24141.30 | 276.95 | -52.20 | 12.83 | 596 | 158 | 324 |
| 8 Nov | 24148.20 | 329.15 | 19.15 | 14.24 | 381 | 11 | 166 |
| 7 Nov | 24199.35 | 310 | 100.00 | 14.77 | 343 | 72 | 155 |
| 6 Nov | 24484.05 | 210 | -145.55 | 14.90 | 90 | 32 | 83 |
| 5 Nov | 24213.30 | 355.55 | -97.25 | 16.21 | 64 | 33 | 51 |
| 4 Nov | 23995.35 | 452.8 | 86.80 | 16.14 | 78 | 9 | 18 |
| 1 Nov | 24304.35 | 366 | 21.80 | 17.44 | 6 | 2 | 9 |
| 31 Oct | 24205.35 | 344.2 | 59.10 | - | 8 | 7 | 7 |
| 30 Oct | 24340.85 | 285.1 | 0.00 | - | 0 | 1 | 0 |
| 29 Oct | 24466.85 | 285.1 | -22.55 | - | 3 | 1 | 1 |
| 28 Oct | 24339.15 | 307.65 | -47.75 | - | 1 | 0 | 0 |
| 25 Oct | 24180.80 | 355.4 | - | 0 | 0 | 0 | |
For Nifty - strike price 24200 expiring on 05DEC2024
Delta for 24200 PE is -0.21
Historical price for 24200 PE is as follows
On 4 Dec NIFTY was trading at 24499.25. The strike last trading price was 44.9, which was -14.10 lower than the previous day. The implied volatity was 26.70, the open interest changed by 21362 which increased total open position to 317139
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 59, which was -52.60 lower than the previous day. The implied volatity was 21.59, the open interest changed by 50314 which increased total open position to 295777
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 111.6, which was -41.90 lower than the previous day. The implied volatity was 17.73, the open interest changed by 120682 which increased total open position to 245463
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 153.5, which was -121.50 lower than the previous day. The implied volatity was 10.87, the open interest changed by 26899 which increased total open position to 124781
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 275, which was 167.35 higher than the previous day. The implied volatity was 12.00, the open interest changed by 18861 which increased total open position to 97882
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 107.65, which was -66.40 lower than the previous day. The implied volatity was 11.50, the open interest changed by 39163 which increased total open position to 79021
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 174.05, which was 16.05 higher than the previous day. The implied volatity was 13.17, the open interest changed by 17633 which increased total open position to 39858
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 158, which was -227.00 lower than the previous day. The implied volatity was 13.24, the open interest changed by 20958 which increased total open position to 22225
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 385, which was -428.25 lower than the previous day. The implied volatity was 13.64, the open interest changed by 825 which increased total open position to 1267
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 813.25, which was 116.50 higher than the previous day. The implied volatity was 15.38, the open interest changed by 40 which increased total open position to 442
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 696.75, which was 11.60 higher than the previous day. The implied volatity was 14.31, the open interest changed by 20 which increased total open position to 402
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 685.15, which was 55.70 higher than the previous day. The implied volatity was 12.98, the open interest changed by 127 which increased total open position to 382
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 629.45, which was 45.50 higher than the previous day. The implied volatity was 13.82, the open interest changed by 3 which increased total open position to 255
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 583.95, which was 153.35 higher than the previous day. The implied volatity was 13.06, the open interest changed by -42 which decreased total open position to 252
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 430.6, which was 153.65 higher than the previous day. The implied volatity was 13.18, the open interest changed by -30 which decreased total open position to 294
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 276.95, which was -52.20 lower than the previous day. The implied volatity was 12.83, the open interest changed by 158 which increased total open position to 324
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 329.15, which was 19.15 higher than the previous day. The implied volatity was 14.24, the open interest changed by 11 which increased total open position to 166
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 310, which was 100.00 higher than the previous day. The implied volatity was 14.77, the open interest changed by 72 which increased total open position to 155
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 210, which was -145.55 lower than the previous day. The implied volatity was 14.90, the open interest changed by 32 which increased total open position to 83
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 355.55, which was -97.25 lower than the previous day. The implied volatity was 16.21, the open interest changed by 33 which increased total open position to 51
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 452.8, which was 86.80 higher than the previous day. The implied volatity was 16.14, the open interest changed by 9 which increased total open position to 18
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 366, which was 21.80 higher than the previous day. The implied volatity was 17.44, the open interest changed by 2 which increased total open position to 9
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 344.2, which was 59.10 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 285.1, 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 285.1, which was -22.55 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 307.65, which was -47.75 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 355.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
