NIFTY
Nifty
Historical option data for NIFTY
08 Nov 2024 04:11 PM IST
NIFTY 14NOV2024 24350 CE | ||||||||||
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Delta: 0.28
Vega: 10.42
Theta: -11.33
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
8 Nov | 24148.20 | 58.4 | -53.95 | 10.94 | 9,59,124 | 25,138 | 53,587 | |||
7 Nov | 24199.35 | 112.35 | -187.65 | 12.01 | 1,70,509 | 23,583 | 28,449 | |||
6 Nov | 24484.05 | 300 | 109.75 | 12.83 | 77,982 | 852 | 4,866 | |||
5 Nov | 24213.30 | 190.25 | 49.85 | 15.36 | 18,371 | 746 | 4,014 | |||
4 Nov | 23995.35 | 140.4 | -119.35 | 16.39 | 12,223 | 698 | 3,268 | |||
1 Nov | 24304.35 | 259.75 | -25.40 | 13.30 | 3,388 | 1,352 | 2,570 | |||
31 Oct | 24205.35 | 285.15 | -75.80 | - | 3,168 | 787 | 1,218 | |||
30 Oct | 24340.85 | 360.95 | -44.05 | - | 1,226 | 133 | 431 | |||
29 Oct | 24466.85 | 405 | 71.10 | - | 1,328 | 111 | 298 | |||
28 Oct | 24339.15 | 333.9 | 51.65 | - | 581 | 112 | 187 | |||
25 Oct | 24180.80 | 282.25 | -153.45 | - | 226 | 69 | 75 | |||
24 Oct | 24399.40 | 435.7 | -577.65 | - | 19 | 6 | 6 | |||
23 Oct | 24435.50 | 1013.35 | 0.00 | - | 0 | 0 | 0 | |||
22 Oct | 24472.10 | 1013.35 | 0.00 | - | 0 | 0 | 0 | |||
21 Oct | 24781.10 | 1013.35 | 0.00 | - | 0 | 0 | 0 | |||
18 Oct | 24854.05 | 1013.35 | 0.00 | - | 0 | 0 | 0 | |||
17 Oct | 24749.85 | 1013.35 | 1013.35 | - | 0 | 0 | 0 | |||
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16 Oct | 24971.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
15 Oct | 25057.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
14 Oct | 25127.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
11 Oct | 24964.25 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 24350 expiring on 14NOV2024
Delta for 24350 CE is 0.28
Historical price for 24350 CE is as follows
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 58.4, which was -53.95 lower than the previous day. The implied volatity was 10.94, the open interest changed by 25138 which increased total open position to 53587
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 112.35, which was -187.65 lower than the previous day. The implied volatity was 12.01, the open interest changed by 23583 which increased total open position to 28449
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 300, which was 109.75 higher than the previous day. The implied volatity was 12.83, the open interest changed by 852 which increased total open position to 4866
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 190.25, which was 49.85 higher than the previous day. The implied volatity was 15.36, the open interest changed by 746 which increased total open position to 4014
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 140.4, which was -119.35 lower than the previous day. The implied volatity was 16.39, the open interest changed by 698 which increased total open position to 3268
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 259.75, which was -25.40 lower than the previous day. The implied volatity was 13.30, the open interest changed by 1352 which increased total open position to 2570
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 285.15, which was -75.80 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 360.95, which was -44.05 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 405, which was 71.10 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 333.9, which was 51.65 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 282.25, which was -153.45 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 435.7, which was -577.65 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 1013.35, 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 1013.35, 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 1013.35, 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 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 1013.35, 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 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 1013.35, which was 1013.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct NIFTY was trading at 24971.30. 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 15 Oct NIFTY was trading at 25057.35. 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 14 Oct NIFTY was trading at 25127.95. 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 11 Oct NIFTY was trading at 24964.25. 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 14NOV2024 24350 PE | |||||||
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Delta: -0.69
Vega: 10.88
Theta: -6.79
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
8 Nov | 24148.20 | 275.9 | 17.90 | 12.62 | 1,82,016 | 874 | 14,344 |
7 Nov | 24199.35 | 258 | 130.30 | 14.85 | 1,21,542 | 5,156 | 13,470 |
6 Nov | 24484.05 | 127.7 | -187.90 | 14.70 | 80,240 | 6,369 | 8,314 |
5 Nov | 24213.30 | 315.6 | -138.90 | 17.59 | 2,602 | 248 | 1,945 |
4 Nov | 23995.35 | 454.5 | 162.15 | 17.84 | 4,121 | -220 | 1,697 |
1 Nov | 24304.35 | 292.35 | 11.25 | 17.07 | 2,851 | 763 | 1,917 |
31 Oct | 24205.35 | 281.1 | 24.80 | - | 3,395 | 452 | 1,154 |
30 Oct | 24340.85 | 256.3 | 47.05 | - | 1,248 | 233 | 702 |
29 Oct | 24466.85 | 209.25 | -43.75 | - | 1,302 | 312 | 469 |
28 Oct | 24339.15 | 253 | -87.00 | - | 555 | 110 | 157 |
25 Oct | 24180.80 | 340 | 105.80 | - | 300 | 27 | 47 |
24 Oct | 24399.40 | 234.2 | 12.00 | - | 42 | 16 | 20 |
23 Oct | 24435.50 | 222.2 | 26.70 | - | 6 | 4 | 4 |
22 Oct | 24472.10 | 195.5 | 0.00 | - | 0 | 0 | 0 |
21 Oct | 24781.10 | 195.5 | 0.00 | - | 0 | 0 | 0 |
18 Oct | 24854.05 | 195.5 | 0.00 | - | 0 | 0 | 0 |
17 Oct | 24749.85 | 195.5 | 0.00 | - | 0 | 0 | 0 |
16 Oct | 24971.30 | 195.5 | 0.00 | - | 0 | 0 | 0 |
15 Oct | 25057.35 | 195.5 | 0.00 | - | 0 | 0 | 0 |
14 Oct | 25127.95 | 195.5 | 0.00 | - | 0 | 0 | 0 |
11 Oct | 24964.25 | 195.5 | - | 0 | 0 | 0 |
For Nifty - strike price 24350 expiring on 14NOV2024
Delta for 24350 PE is -0.69
Historical price for 24350 PE is as follows
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 275.9, which was 17.90 higher than the previous day. The implied volatity was 12.62, the open interest changed by 874 which increased total open position to 14344
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 258, which was 130.30 higher than the previous day. The implied volatity was 14.85, the open interest changed by 5156 which increased total open position to 13470
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 127.7, which was -187.90 lower than the previous day. The implied volatity was 14.70, the open interest changed by 6369 which increased total open position to 8314
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 315.6, which was -138.90 lower than the previous day. The implied volatity was 17.59, the open interest changed by 248 which increased total open position to 1945
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 454.5, which was 162.15 higher than the previous day. The implied volatity was 17.84, the open interest changed by -220 which decreased total open position to 1697
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 292.35, which was 11.25 higher than the previous day. The implied volatity was 17.07, the open interest changed by 763 which increased total open position to 1917
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 281.1, which was 24.80 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 256.3, which was 47.05 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 209.25, which was -43.75 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 253, which was -87.00 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 340, which was 105.80 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 234.2, which was 12.00 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 222.2, which was 26.70 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 195.5, 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 21 Oct NIFTY was trading at 24781.10. The strike last trading price was 195.5, 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 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 195.5, 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 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 195.5, 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 16 Oct NIFTY was trading at 24971.30. The strike last trading price was 195.5, 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 15 Oct NIFTY was trading at 25057.35. The strike last trading price was 195.5, 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 14 Oct NIFTY was trading at 25127.95. The strike last trading price was 195.5, 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 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 195.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to