NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 03:51 PM IST
| NIFTY 21NOV2024 24200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 23349.90 | 0.05 | -1.10 | - | 40,37,408 | -32,714 | 2,03,608 | |||
| 19 Nov | 23518.50 | 1.15 | -0.25 | 17.63 | 31,56,225 | 74,897 | 2,36,322 | |||
| 18 Nov | 23453.80 | 1.4 | -6.50 | 14.79 | 14,83,966 | 65,835 | 1,61,425 | |||
| 14 Nov | 23532.70 | 7.9 | -20.35 | 11.08 | 4,32,113 | 39,099 | 95,590 | |||
| 13 Nov | 23559.05 | 28.25 | -39.50 | 13.23 | 2,98,121 | 2,455 | 56,491 | |||
| 12 Nov | 23883.45 | 67.75 | -103.65 | 11.93 | 2,35,460 | 21,525 | 54,036 | |||
| 11 Nov | 24141.30 | 171.4 | -19.70 | 11.12 | 1,33,908 | 8,385 | 32,511 | |||
| 8 Nov | 24148.20 | 191.1 | -75.80 | 10.62 | 79,385 | 17,916 | 24,126 | |||
| 7 Nov | 24199.35 | 266.9 | -219.85 | 11.69 | 18,488 | 5,374 | 6,210 | |||
| 6 Nov | 24484.05 | 486.75 | 146.40 | 12.42 | 5,047 | 143 | 836 | |||
| 5 Nov | 24213.30 | 340.35 | 70.90 | 14.14 | 1,696 | 216 | 693 | |||
| 4 Nov | 23995.35 | 269.45 | -158.80 | 15.25 | 1,232 | 247 | 477 | |||
| 1 Nov | 24304.35 | 428.25 | -32.10 | 13.20 | 69 | -6 | 230 | |||
| 31 Oct | 24205.35 | 460.35 | -64.75 | - | 621 | 202 | 236 | |||
| 30 Oct | 24340.85 | 525.1 | -57.40 | - | 26 | -10 | 34 | |||
| 29 Oct | 24466.85 | 582.5 | 50.55 | - | 360 | 44 | 44 | |||
| 28 Oct | 24339.15 | 531.95 | -399.80 | - | 4 | 0 | 0 | |||
| 25 Oct | 24180.80 | 931.75 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 24399.40 | 931.75 | 931.75 | - | 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 24200 expiring on 21NOV2024
Delta for 24200 CE is -
Historical price for 24200 CE is as follows
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 0.05, which was -1.10 lower than the previous day. The implied volatity was -, the open interest changed by -32714 which decreased total open position to 203608
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1.15, which was -0.25 lower than the previous day. The implied volatity was 17.63, the open interest changed by 74897 which increased total open position to 236322
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1.4, which was -6.50 lower than the previous day. The implied volatity was 14.79, the open interest changed by 65835 which increased total open position to 161425
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 7.9, which was -20.35 lower than the previous day. The implied volatity was 11.08, the open interest changed by 39099 which increased total open position to 95590
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 28.25, which was -39.50 lower than the previous day. The implied volatity was 13.23, the open interest changed by 2455 which increased total open position to 56491
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 67.75, which was -103.65 lower than the previous day. The implied volatity was 11.93, the open interest changed by 21525 which increased total open position to 54036
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 171.4, which was -19.70 lower than the previous day. The implied volatity was 11.12, the open interest changed by 8385 which increased total open position to 32511
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 191.1, which was -75.80 lower than the previous day. The implied volatity was 10.62, the open interest changed by 17916 which increased total open position to 24126
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 266.9, which was -219.85 lower than the previous day. The implied volatity was 11.69, the open interest changed by 5374 which increased total open position to 6210
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 486.75, which was 146.40 higher than the previous day. The implied volatity was 12.42, the open interest changed by 143 which increased total open position to 836
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 340.35, which was 70.90 higher than the previous day. The implied volatity was 14.14, the open interest changed by 216 which increased total open position to 693
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 269.45, which was -158.80 lower than the previous day. The implied volatity was 15.25, the open interest changed by 247 which increased total open position to 477
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 428.25, which was -32.10 lower than the previous day. The implied volatity was 13.20, the open interest changed by -6 which decreased total open position to 230
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 460.35, which was -64.75 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 525.1, which was -57.40 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 582.5, which was 50.55 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 531.95, which was -399.80 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 931.75, 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 931.75, which was 931.75 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 24200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23349.90 | 851.5 | 106.65 | - | 9,835 | -3,197 | 12,389 |
| 19 Nov | 23518.50 | 744.85 | 8.45 | 32.99 | 16,961 | -1,913 | 15,586 |
| 18 Nov | 23453.80 | 736.4 | 108.00 | 24.46 | 10,222 | -2,383 | 17,499 |
| 14 Nov | 23532.70 | 628.4 | 55.75 | 15.57 | 12,205 | 2,058 | 19,882 |
| 13 Nov | 23559.05 | 572.65 | 190.90 | 12.99 | 26,371 | -7,145 | 17,824 |
| 12 Nov | 23883.45 | 381.75 | 196.75 | 13.06 | 1,23,062 | -1,291 | 24,969 |
| 11 Nov | 24141.30 | 185 | -45.00 | 11.27 | 1,09,900 | 9,869 | 26,260 |
| 8 Nov | 24148.20 | 230 | 3.25 | 12.57 | 60,202 | 8,970 | 16,391 |
| 7 Nov | 24199.35 | 226.75 | 95.75 | 14.21 | 22,269 | 5,795 | 7,421 |
| 6 Nov | 24484.05 | 131 | -148.20 | 14.47 | 5,388 | 867 | 1,626 |
| 5 Nov | 24213.30 | 279.2 | -119.90 | 16.30 | 1,057 | 561 | 759 |
| 4 Nov | 23995.35 | 399.1 | 117.75 | 16.83 | 1,272 | -54 | 198 |
| 1 Nov | 24304.35 | 281.35 | 11.45 | 17.15 | 68 | 2 | 252 |
| 31 Oct | 24205.35 | 269.9 | 27.70 | - | 839 | 129 | 250 |
| 30 Oct | 24340.85 | 242.2 | 43.35 | - | 519 | -86 | 121 |
| 29 Oct | 24466.85 | 198.85 | -39.20 | - | 940 | 92 | 207 |
| 28 Oct | 24339.15 | 238.05 | -67.10 | - | 290 | 47 | 115 |
| 25 Oct | 24180.80 | 305.15 | 85.90 | - | 148 | 23 | 68 |
| 24 Oct | 24399.40 | 219.25 | -17.30 | - | 79 | 25 | 45 |
| 23 Oct | 24435.50 | 236.55 | 1.20 | - | 43 | 18 | 20 |
| 22 Oct | 24472.10 | 235.35 | 69.35 | - | 4 | 0 | 2 |
| 21 Oct | 24781.10 | 166 | - | 3 | 2 | 2 | |
For Nifty - strike price 24200 expiring on 21NOV2024
Delta for 24200 PE is -
Historical price for 24200 PE is as follows
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 851.5, which was 106.65 higher than the previous day. The implied volatity was -, the open interest changed by -3197 which decreased total open position to 12389
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 744.85, which was 8.45 higher than the previous day. The implied volatity was 32.99, the open interest changed by -1913 which decreased total open position to 15586
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 736.4, which was 108.00 higher than the previous day. The implied volatity was 24.46, the open interest changed by -2383 which decreased total open position to 17499
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 628.4, which was 55.75 higher than the previous day. The implied volatity was 15.57, the open interest changed by 2058 which increased total open position to 19882
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 572.65, which was 190.90 higher than the previous day. The implied volatity was 12.99, the open interest changed by -7145 which decreased total open position to 17824
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 381.75, which was 196.75 higher than the previous day. The implied volatity was 13.06, the open interest changed by -1291 which decreased total open position to 24969
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 185, which was -45.00 lower than the previous day. The implied volatity was 11.27, the open interest changed by 9869 which increased total open position to 26260
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 230, which was 3.25 higher than the previous day. The implied volatity was 12.57, the open interest changed by 8970 which increased total open position to 16391
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 226.75, which was 95.75 higher than the previous day. The implied volatity was 14.21, the open interest changed by 5795 which increased total open position to 7421
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 131, which was -148.20 lower than the previous day. The implied volatity was 14.47, the open interest changed by 867 which increased total open position to 1626
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 279.2, which was -119.90 lower than the previous day. The implied volatity was 16.30, the open interest changed by 561 which increased total open position to 759
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 399.1, which was 117.75 higher than the previous day. The implied volatity was 16.83, the open interest changed by -54 which decreased total open position to 198
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 281.35, which was 11.45 higher than the previous day. The implied volatity was 17.15, the open interest changed by 2 which increased total open position to 252
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 269.9, which was 27.70 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 242.2, which was 43.35 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 198.85, which was -39.20 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 238.05, which was -67.10 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 305.15, which was 85.90 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 219.25, which was -17.30 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 236.55, which was 1.20 higher 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 235.35, which was 69.35 higher 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 166, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
