NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:12 PM IST
| NIFTY 21NOV2024 24300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23341.45 | 0.2 | -0.75 | - | 31,07,312 | -23,322 | 2,13,137 | |||
| 19 Nov | 23518.50 | 0.95 | -0.30 | 19.26 | 22,80,561 | 87,832 | 2,36,459 | |||
| 18 Nov | 23453.80 | 1.25 | -3.80 | 16.29 | 10,91,131 | 58,419 | 1,48,627 | |||
| 14 Nov | 23532.70 | 5.05 | -14.70 | 11.51 | 4,19,726 | 37,190 | 90,208 | |||
| 13 Nov | 23559.05 | 19.75 | -28.35 | 13.55 | 2,30,516 | 15,288 | 53,018 | |||
| 12 Nov | 23883.45 | 48.1 | -77.90 | 12.11 | 1,79,571 | 14,736 | 37,730 | |||
| 11 Nov | 24141.30 | 126 | -18.05 | 11.01 | 1,18,045 | 8,124 | 22,994 | |||
| 8 Nov | 24148.20 | 144.05 | -65.95 | 10.51 | 47,428 | 3,619 | 14,870 | |||
| 7 Nov | 24199.35 | 210 | -209.70 | 11.43 | 24,618 | 9,165 | 11,251 | |||
| 6 Nov | 24484.05 | 419.7 | 123.20 | 12.47 | 5,623 | 1,325 | 2,086 | |||
| 5 Nov | 24213.30 | 296.5 | 71.15 | 14.56 | 2,604 | 85 | 761 | |||
| 4 Nov | 23995.35 | 225.35 | -156.65 | 15.14 | 1,734 | 421 | 676 | |||
| 1 Nov | 24304.35 | 382 | -20.65 | 13.83 | 155 | 56 | 255 | |||
| 31 Oct | 24205.35 | 402.65 | -63.70 | - | 488 | 123 | 199 | |||
| 30 Oct | 24340.85 | 466.35 | -46.05 | - | 131 | 36 | 76 | |||
| 29 Oct | 24466.85 | 512.4 | 89.55 | - | 493 | -11 | 40 | |||
| 28 Oct | 24339.15 | 422.85 | 37.95 | - | 81 | 42 | 51 | |||
| 25 Oct | 24180.80 | 384.9 | -477.60 | - | 15 | 9 | 9 | |||
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| 24 Oct | 24399.40 | 862.5 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 24435.50 | 862.5 | 862.50 | - | 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 24300 expiring on 21NOV2024
Delta for 24300 CE is -
Historical price for 24300 CE is as follows
On 21 Nov NIFTY was trading at 23341.45. The strike last trading price was 0.2, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by -23322 which decreased total open position to 213137
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 0.95, which was -0.30 lower than the previous day. The implied volatity was 19.26, the open interest changed by 87832 which increased total open position to 236459
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1.25, which was -3.80 lower than the previous day. The implied volatity was 16.29, the open interest changed by 58419 which increased total open position to 148627
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 5.05, which was -14.70 lower than the previous day. The implied volatity was 11.51, the open interest changed by 37190 which increased total open position to 90208
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 19.75, which was -28.35 lower than the previous day. The implied volatity was 13.55, the open interest changed by 15288 which increased total open position to 53018
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 48.1, which was -77.90 lower than the previous day. The implied volatity was 12.11, the open interest changed by 14736 which increased total open position to 37730
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 126, which was -18.05 lower than the previous day. The implied volatity was 11.01, the open interest changed by 8124 which increased total open position to 22994
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 144.05, which was -65.95 lower than the previous day. The implied volatity was 10.51, the open interest changed by 3619 which increased total open position to 14870
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 210, which was -209.70 lower than the previous day. The implied volatity was 11.43, the open interest changed by 9165 which increased total open position to 11251
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 419.7, which was 123.20 higher than the previous day. The implied volatity was 12.47, the open interest changed by 1325 which increased total open position to 2086
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 296.5, which was 71.15 higher than the previous day. The implied volatity was 14.56, the open interest changed by 85 which increased total open position to 761
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 225.35, which was -156.65 lower than the previous day. The implied volatity was 15.14, the open interest changed by 421 which increased total open position to 676
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 382, which was -20.65 lower than the previous day. The implied volatity was 13.83, the open interest changed by 56 which increased total open position to 255
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 402.65, which was -63.70 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 466.35, which was -46.05 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 512.4, which was 89.55 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 422.85, which was 37.95 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 384.9, which was -477.60 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 862.5, 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 862.5, which was 862.50 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 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 24300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23341.45 | 962.2 | 120.00 | - | 4,225 | -3,823 | 5,075 |
| 19 Nov | 23518.50 | 842.2 | 1.40 | 35.34 | 5,220 | -1,879 | 8,898 |
| 18 Nov | 23453.80 | 840.8 | 122.10 | 28.24 | 4,970 | -3,097 | 10,777 |
| 14 Nov | 23532.70 | 718.7 | 52.60 | 15.72 | 14,988 | -234 | 13,874 |
| 13 Nov | 23559.05 | 666.1 | 206.15 | 13.58 | 22,507 | -3,048 | 14,108 |
| 12 Nov | 23883.45 | 459.95 | 221.75 | 13.25 | 42,697 | 2,539 | 17,156 |
| 11 Nov | 24141.30 | 238.2 | -46.30 | 11.12 | 60,863 | 2,155 | 14,617 |
| 8 Nov | 24148.20 | 284.5 | 10.20 | 12.60 | 23,307 | 2,428 | 12,462 |
| 7 Nov | 24199.35 | 274.3 | 115.30 | 14.18 | 21,998 | 6,949 | 10,034 |
| 6 Nov | 24484.05 | 159 | -181.40 | 14.25 | 8,537 | 2,571 | 3,085 |
| 5 Nov | 24213.30 | 340.4 | -114.45 | 16.96 | 786 | -163 | 514 |
| 4 Nov | 23995.35 | 454.85 | 135.35 | 16.76 | 1,368 | 431 | 677 |
| 1 Nov | 24304.35 | 319.5 | 3.80 | 16.92 | 205 | 43 | 246 |
| 31 Oct | 24205.35 | 315.7 | 39.70 | - | 882 | 77 | 203 |
| 30 Oct | 24340.85 | 276 | 47.00 | - | 159 | 3 | 126 |
| 29 Oct | 24466.85 | 229 | -41.15 | - | 325 | 78 | 123 |
| 28 Oct | 24339.15 | 270.15 | -90.90 | - | 260 | 28 | 45 |
| 25 Oct | 24180.80 | 361.05 | 103.05 | - | 17 | 17 | 17 |
| 24 Oct | 24399.40 | 258 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 24435.50 | 258 | 14.40 | - | 1 | 0 | 0 |
| 22 Oct | 24472.10 | 243.6 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 24781.10 | 243.6 | - | 0 | 0 | 0 | |
For Nifty - strike price 24300 expiring on 21NOV2024
Delta for 24300 PE is -
Historical price for 24300 PE is as follows
On 21 Nov NIFTY was trading at 23341.45. The strike last trading price was 962.2, which was 120.00 higher than the previous day. The implied volatity was -, the open interest changed by -3823 which decreased total open position to 5075
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 842.2, which was 1.40 higher than the previous day. The implied volatity was 35.34, the open interest changed by -1879 which decreased total open position to 8898
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 840.8, which was 122.10 higher than the previous day. The implied volatity was 28.24, the open interest changed by -3097 which decreased total open position to 10777
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 718.7, which was 52.60 higher than the previous day. The implied volatity was 15.72, the open interest changed by -234 which decreased total open position to 13874
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 666.1, which was 206.15 higher than the previous day. The implied volatity was 13.58, the open interest changed by -3048 which decreased total open position to 14108
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 459.95, which was 221.75 higher than the previous day. The implied volatity was 13.25, the open interest changed by 2539 which increased total open position to 17156
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 238.2, which was -46.30 lower than the previous day. The implied volatity was 11.12, the open interest changed by 2155 which increased total open position to 14617
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 284.5, which was 10.20 higher than the previous day. The implied volatity was 12.60, the open interest changed by 2428 which increased total open position to 12462
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 274.3, which was 115.30 higher than the previous day. The implied volatity was 14.18, the open interest changed by 6949 which increased total open position to 10034
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 159, which was -181.40 lower than the previous day. The implied volatity was 14.25, the open interest changed by 2571 which increased total open position to 3085
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 340.4, which was -114.45 lower than the previous day. The implied volatity was 16.96, the open interest changed by -163 which decreased total open position to 514
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 454.85, which was 135.35 higher than the previous day. The implied volatity was 16.76, the open interest changed by 431 which increased total open position to 677
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 319.5, which was 3.80 higher than the previous day. The implied volatity was 16.92, the open interest changed by 43 which increased total open position to 246
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 315.7, which was 39.70 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 276, which was 47.00 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 229, which was -41.15 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 270.15, which was -90.90 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 361.05, which was 103.05 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 258, 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 258, which was 14.40 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 243.6, 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 243.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
