NIFTY
Nifty
Historical option data for NIFTY
13 Dec 2024 04:11 PM IST
| NIFTY 19DEC2024 24250 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.97
Vega: 1.94
Theta: -7.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Dec | 24768.30 | 575 | 170.00 | 9.43 | 2,40,794.333 | 5,068.667 | 5,417.333 | |||
| 12 Dec | 24548.70 | 405 | -76.65 | 14.31 | 466.333 | 164.667 | 348.667 | |||
| 11 Dec | 24641.80 | 481.65 | 2.70 | 13.31 | 115.667 | 22.667 | 184 | |||
| 10 Dec | 24610.05 | 478.95 | -20.90 | 12.54 | 151.667 | 16 | 161.333 | |||
| 9 Dec | 24619.00 | 499.85 | -88.25 | 12.93 | 259.333 | -26 | 145.333 | |||
| 6 Dec | 24677.80 | 588.1 | -25.15 | 14.22 | 257.333 | 74.667 | 171.333 | |||
| 5 Dec | 24708.40 | 613.25 | 159.50 | 13.22 | 90 | -25.333 | 96.667 | |||
| 4 Dec | 24467.45 | 453.75 | 8.85 | 13.76 | 150.333 | 77.667 | 122 | |||
| 3 Dec | 24457.15 | 444.9 | 67.65 | 13.21 | 126 | -36.667 | 44.333 | |||
| 2 Dec | 24276.05 | 377.25 | 76.55 | 14.50 | 269.333 | 42.667 | 81 | |||
| 29 Nov | 24131.10 | 300.7 | 58.60 | 13.22 | 83.333 | -12 | 38.333 | |||
| 28 Nov | 23914.15 | 242.1 | -164.15 | 13.56 | 258.667 | 20 | 50.333 | |||
| 27 Nov | 24274.90 | 406.25 | 48.55 | 13.19 | 79.333 | 5 | 30.333 | |||
| 26 Nov | 24194.50 | 357.7 | 128.50 | 12.72 | 69 | 25.333 | 25.333 | |||
| 25 Nov | 24221.90 | 229.2 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 23907.25 | 229.2 | 0.00 | 0.76 | 0 | 0 | 0 | |||
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| 21 Nov | 23349.90 | 229.2 | 0.00 | 2.57 | 0 | 0 | 0 | |||
| 19 Nov | 23518.50 | 229.2 | 0.00 | 2.01 | 0 | 0 | 0 | |||
| 18 Nov | 23453.80 | 229.2 | 2.09 | 0 | 0 | 0 | ||||
For Nifty - strike price 24250 expiring on 19DEC2024
Delta for 24250 CE is 0.97
Historical price for 24250 CE is as follows
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 575, which was 170.00 higher than the previous day. The implied volatity was 9.43, the open interest changed by 15206 which increased total open position to 16252
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 405, which was -76.65 lower than the previous day. The implied volatity was 14.31, the open interest changed by 494 which increased total open position to 1046
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 481.65, which was 2.70 higher than the previous day. The implied volatity was 13.31, the open interest changed by 68 which increased total open position to 552
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 478.95, which was -20.90 lower than the previous day. The implied volatity was 12.54, the open interest changed by 48 which increased total open position to 484
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 499.85, which was -88.25 lower than the previous day. The implied volatity was 12.93, the open interest changed by -78 which decreased total open position to 436
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 588.1, which was -25.15 lower than the previous day. The implied volatity was 14.22, the open interest changed by 224 which increased total open position to 514
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 613.25, which was 159.50 higher than the previous day. The implied volatity was 13.22, the open interest changed by -76 which decreased total open position to 290
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 453.75, which was 8.85 higher than the previous day. The implied volatity was 13.76, the open interest changed by 233 which increased total open position to 366
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 444.9, which was 67.65 higher than the previous day. The implied volatity was 13.21, the open interest changed by -110 which decreased total open position to 133
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 377.25, which was 76.55 higher than the previous day. The implied volatity was 14.50, the open interest changed by 128 which increased total open position to 243
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 300.7, which was 58.60 higher than the previous day. The implied volatity was 13.22, the open interest changed by -36 which decreased total open position to 115
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 242.1, which was -164.15 lower than the previous day. The implied volatity was 13.56, the open interest changed by 60 which increased total open position to 151
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 406.25, which was 48.55 higher than the previous day. The implied volatity was 13.19, the open interest changed by 15 which increased total open position to 91
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 357.7, which was 128.50 higher than the previous day. The implied volatity was 12.72, the open interest changed by 76 which increased total open position to 76
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 229.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 229.2, which was 0.00 lower than the previous day. The implied volatity was 0.76, the open interest changed by 0 which decreased total open position to 0
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 229.2, which was 0.00 lower than the previous day. The implied volatity was 2.57, the open interest changed by 0 which decreased total open position to 0
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 229.2, which was 0.00 lower than the previous day. The implied volatity was 2.01, the open interest changed by 0 which decreased total open position to 0
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 229.2, which was lower than the previous day. The implied volatity was 2.09, the open interest changed by 0 which decreased total open position to 0
| NIFTY 19DEC2024 24250 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.09
Vega: 5.16
Theta: -5.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Dec | 24768.30 | 18.25 | -35.75 | 13.67 | 6,69,041.333 | 8,879.333 | 15,666.667 |
| 12 Dec | 24548.70 | 54 | 9.60 | 12.79 | 32,011.333 | 3,904.667 | 6,787.333 |
| 11 Dec | 24641.80 | 44.4 | -40.00 | 12.91 | 11,516.333 | 1,476.667 | 2,882.667 |
| 10 Dec | 24610.05 | 84.4 | -17.25 | 15.75 | 5,410.667 | 362.667 | 1,406 |
| 9 Dec | 24619.00 | 101.65 | -1.95 | 16.53 | 3,731.333 | 223 | 1,043.333 |
| 6 Dec | 24677.80 | 103.6 | -17.05 | 15.70 | 2,520.667 | 609 | 820.333 |
| 5 Dec | 24708.40 | 120.65 | -57.15 | 16.90 | 640 | 61.667 | 211.333 |
| 4 Dec | 24467.45 | 177.8 | -11.85 | 15.70 | 182 | 53.667 | 149.667 |
| 3 Dec | 24457.15 | 189.65 | -48.85 | 15.66 | 131 | 38 | 96 |
| 2 Dec | 24276.05 | 238.5 | -51.25 | 14.56 | 208 | 38 | 58 |
| 29 Nov | 24131.10 | 289.75 | -101.00 | 12.99 | 12.667 | -1.333 | 20 |
| 28 Nov | 23914.15 | 390.75 | 160.65 | 13.44 | 117.667 | -15.667 | 21.333 |
| 27 Nov | 24274.90 | 230.1 | -66.85 | 13.03 | 63.333 | 19 | 37 |
| 26 Nov | 24194.50 | 296.95 | 28.05 | 14.17 | 30.333 | 1.667 | 18 |
| 25 Nov | 24221.90 | 268.9 | 268.90 | 13.87 | 49.333 | 16.333 | 16.333 |
| 22 Nov | 23907.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 23349.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 23518.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 23453.80 | 0 | - | 0 | 0 | 0 | |
For Nifty - strike price 24250 expiring on 19DEC2024
Delta for 24250 PE is -0.09
Historical price for 24250 PE is as follows
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 18.25, which was -35.75 lower than the previous day. The implied volatity was 13.67, the open interest changed by 26638 which increased total open position to 47000
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 54, which was 9.60 higher than the previous day. The implied volatity was 12.79, the open interest changed by 11714 which increased total open position to 20362
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 44.4, which was -40.00 lower than the previous day. The implied volatity was 12.91, the open interest changed by 4430 which increased total open position to 8648
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 84.4, which was -17.25 lower than the previous day. The implied volatity was 15.75, the open interest changed by 1088 which increased total open position to 4218
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 101.65, which was -1.95 lower than the previous day. The implied volatity was 16.53, the open interest changed by 669 which increased total open position to 3130
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 103.6, which was -17.05 lower than the previous day. The implied volatity was 15.70, the open interest changed by 1827 which increased total open position to 2461
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 120.65, which was -57.15 lower than the previous day. The implied volatity was 16.90, the open interest changed by 185 which increased total open position to 634
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 177.8, which was -11.85 lower than the previous day. The implied volatity was 15.70, the open interest changed by 161 which increased total open position to 449
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 189.65, which was -48.85 lower than the previous day. The implied volatity was 15.66, the open interest changed by 114 which increased total open position to 288
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 238.5, which was -51.25 lower than the previous day. The implied volatity was 14.56, the open interest changed by 114 which increased total open position to 174
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 289.75, which was -101.00 lower than the previous day. The implied volatity was 12.99, the open interest changed by -4 which decreased total open position to 60
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 390.75, which was 160.65 higher than the previous day. The implied volatity was 13.44, the open interest changed by -47 which decreased total open position to 64
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 230.1, which was -66.85 lower than the previous day. The implied volatity was 13.03, the open interest changed by 57 which increased total open position to 111
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 296.95, which was 28.05 higher than the previous day. The implied volatity was 14.17, the open interest changed by 5 which increased total open position to 54
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 268.9, which was 268.90 higher than the previous day. The implied volatity was 13.87, the open interest changed by 49 which increased total open position to 49
On 22 Nov NIFTY was trading at 23907.25. 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 0 which decreased total open position to 0
On 21 Nov NIFTY was trading at 23349.90. 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 0 which decreased total open position to 0
On 19 Nov NIFTY was trading at 23518.50. 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 0 which decreased total open position to 0
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
