NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:26 PM IST
| NIFTY 21NOV2024 24250 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 | 23341.60 | 0.2 | -1.05 | - | 19,13,202 | 18,350 | 86,989 | |||
| 19 Nov | 23518.50 | 1.25 | -0.20 | 18.88 | 10,72,100 | 31,920 | 68,639 | |||
| 18 Nov | 23453.80 | 1.45 | -4.55 | 15.74 | 4,51,894 | 11,122 | 36,719 | |||
| 14 Nov | 23532.70 | 6 | -17.70 | 11.19 | 1,30,621 | 12,057 | 25,597 | |||
| 13 Nov | 23559.05 | 23.7 | -33.30 | 13.38 | 77,461 | 2,685 | 13,540 | |||
| 12 Nov | 23883.45 | 57 | -92.35 | 12.00 | 65,693 | 5,813 | 10,855 | |||
| 11 Nov | 24141.30 | 149.35 | -18.95 | 11.16 | 35,812 | 2,881 | 5,042 | |||
| 8 Nov | 24148.20 | 168.3 | -69.70 | 10.66 | 11,421 | 1,136 | 2,161 | |||
| 7 Nov | 24199.35 | 238 | -214.95 | 11.58 | 2,535 | 614 | 1,025 | |||
| 6 Nov | 24484.05 | 452.95 | 139.95 | 12.54 | 1,013 | -102 | 411 | |||
| 5 Nov | 24213.30 | 313 | 70.45 | 14.12 | 785 | 220 | 513 | |||
| 4 Nov | 23995.35 | 242.55 | -160.55 | 14.99 | 681 | 173 | 293 | |||
| 1 Nov | 24304.35 | 403.1 | -20.90 | 13.50 | 63 | -58 | 120 | |||
| 31 Oct | 24205.35 | 424 | -85.30 | - | 405 | 157 | 178 | |||
| 30 Oct | 24340.85 | 509.3 | -9.00 | - | 14 | -2 | 21 | |||
| 29 Oct | 24466.85 | 518.3 | 7.75 | - | 93 | 11 | 23 | |||
| 28 Oct | 24339.15 | 510.55 | 103.20 | - | 51 | 8 | 12 | |||
| 25 Oct | 24180.80 | 407.35 | 407.35 | - | 16 | 4 | 4 | |||
| 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 24250 expiring on 21NOV2024
Delta for 24250 CE is -
Historical price for 24250 CE is as follows
On 21 Nov NIFTY was trading at 23341.60. The strike last trading price was 0.2, which was -1.05 lower than the previous day. The implied volatity was -, the open interest changed by 18350 which increased total open position to 86989
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1.25, which was -0.20 lower than the previous day. The implied volatity was 18.88, the open interest changed by 31920 which increased total open position to 68639
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1.45, which was -4.55 lower than the previous day. The implied volatity was 15.74, the open interest changed by 11122 which increased total open position to 36719
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 6, which was -17.70 lower than the previous day. The implied volatity was 11.19, the open interest changed by 12057 which increased total open position to 25597
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 23.7, which was -33.30 lower than the previous day. The implied volatity was 13.38, the open interest changed by 2685 which increased total open position to 13540
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 57, which was -92.35 lower than the previous day. The implied volatity was 12.00, the open interest changed by 5813 which increased total open position to 10855
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 149.35, which was -18.95 lower than the previous day. The implied volatity was 11.16, the open interest changed by 2881 which increased total open position to 5042
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 168.3, which was -69.70 lower than the previous day. The implied volatity was 10.66, the open interest changed by 1136 which increased total open position to 2161
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 238, which was -214.95 lower than the previous day. The implied volatity was 11.58, the open interest changed by 614 which increased total open position to 1025
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 452.95, which was 139.95 higher than the previous day. The implied volatity was 12.54, the open interest changed by -102 which decreased total open position to 411
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 313, which was 70.45 higher than the previous day. The implied volatity was 14.12, the open interest changed by 220 which increased total open position to 513
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 242.55, which was -160.55 lower than the previous day. The implied volatity was 14.99, the open interest changed by 173 which increased total open position to 293
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 403.1, which was -20.90 lower than the previous day. The implied volatity was 13.50, the open interest changed by -58 which decreased total open position to 120
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 424, which was -85.30 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 509.3, which was -9.00 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 518.3, which was 7.75 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 510.55, which was 103.20 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 407.35, which was 407.35 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 24250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23341.60 | 910 | 118.45 | - | 497 | -62 | 3,074 |
| 19 Nov | 23518.50 | 791.55 | 2.60 | 33.56 | 1,973 | -66 | 3,136 |
| 18 Nov | 23453.80 | 788.95 | 117.00 | 26.45 | 454 | -59 | 3,202 |
| 14 Nov | 23532.70 | 671.95 | 54.65 | 15.44 | 1,180 | -37 | 3,261 |
| 13 Nov | 23559.05 | 617.3 | 204.60 | 13.31 | 1,900 | -208 | 3,298 |
| 12 Nov | 23883.45 | 412.7 | 197.50 | 12.51 | 20,054 | -776 | 3,506 |
| 11 Nov | 24141.30 | 215.2 | -40.30 | 11.50 | 23,035 | 2,872 | 4,282 |
| 8 Nov | 24148.20 | 255.5 | 11.85 | 12.54 | 7,162 | 772 | 1,410 |
| 7 Nov | 24199.35 | 243.65 | 99.80 | 13.87 | 1,597 | 27 | 638 |
| 6 Nov | 24484.05 | 143.85 | -158.85 | 14.33 | 804 | 440 | 611 |
| 5 Nov | 24213.30 | 302.7 | -98.50 | 16.31 | 242 | 131 | 171 |
| 4 Nov | 23995.35 | 401.2 | 120.65 | 15.56 | 115 | 40 | 40 |
| 1 Nov | 24304.35 | 280.55 | 0.00 | 0.00 | 0 | 24 | 0 |
| 31 Oct | 24205.35 | 280.55 | 17.80 | - | 57 | 24 | 51 |
| 30 Oct | 24340.85 | 262.75 | 42.75 | - | 23 | 4 | 27 |
| 29 Oct | 24466.85 | 220 | -28.25 | - | 70 | 11 | 23 |
| 28 Oct | 24339.15 | 248.25 | 20.00 | - | 19 | 12 | 12 |
| 25 Oct | 24180.80 | 228.25 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 24399.40 | 228.25 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 24435.50 | 228.25 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 24472.10 | 228.25 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 24781.10 | 228.25 | - | 0 | 0 | 0 | |
For Nifty - strike price 24250 expiring on 21NOV2024
Delta for 24250 PE is -
Historical price for 24250 PE is as follows
On 21 Nov NIFTY was trading at 23341.60. The strike last trading price was 910, which was 118.45 higher than the previous day. The implied volatity was -, the open interest changed by -62 which decreased total open position to 3074
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 791.55, which was 2.60 higher than the previous day. The implied volatity was 33.56, the open interest changed by -66 which decreased total open position to 3136
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 788.95, which was 117.00 higher than the previous day. The implied volatity was 26.45, the open interest changed by -59 which decreased total open position to 3202
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 671.95, which was 54.65 higher than the previous day. The implied volatity was 15.44, the open interest changed by -37 which decreased total open position to 3261
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 617.3, which was 204.60 higher than the previous day. The implied volatity was 13.31, the open interest changed by -208 which decreased total open position to 3298
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 412.7, which was 197.50 higher than the previous day. The implied volatity was 12.51, the open interest changed by -776 which decreased total open position to 3506
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 215.2, which was -40.30 lower than the previous day. The implied volatity was 11.50, the open interest changed by 2872 which increased total open position to 4282
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 255.5, which was 11.85 higher than the previous day. The implied volatity was 12.54, the open interest changed by 772 which increased total open position to 1410
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 243.65, which was 99.80 higher than the previous day. The implied volatity was 13.87, the open interest changed by 27 which increased total open position to 638
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 143.85, which was -158.85 lower than the previous day. The implied volatity was 14.33, the open interest changed by 440 which increased total open position to 611
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 302.7, which was -98.50 lower than the previous day. The implied volatity was 16.31, the open interest changed by 131 which increased total open position to 171
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 401.2, which was 120.65 higher than the previous day. The implied volatity was 15.56, the open interest changed by 40 which increased total open position to 40
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 280.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 24 which increased total open position to 0
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 280.55, which was 17.80 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 262.75, which was 42.75 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 220, which was -28.25 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 248.25, which was 20.00 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 228.25, 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 228.25, 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 228.25, 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 228.25, 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 228.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
