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[--[65.84.65.76]--]
NIFTY
Nifty

24148.2 -51.15 (-0.21%)

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Historical option data for NIFTY

08 Nov 2024 04:11 PM IST
NIFTY 14NOV2024 24350 CE
Delta: 0.28
Vega: 10.42
Theta: -11.33
Gamma: 0.00
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
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
Delta: -0.69
Vega: 10.88
Theta: -6.79
Gamma: 0.00
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