NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:56 PM IST
| NIFTY 21NOV2024 24350 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23335.70 | 0.1 | -0.80 | - | 16,68,031 | 18,273 | 71,026 | |||
| 19 Nov | 23518.50 | 0.9 | -0.10 | 20.14 | 6,44,947 | 25,590 | 52,753 | |||
| 18 Nov | 23453.80 | 1 | -3.30 | 16.67 | 2,88,160 | 6,719 | 27,163 | |||
| 14 Nov | 23532.70 | 4.3 | -12.65 | 11.84 | 1,18,712 | 7,590 | 20,444 | |||
| 13 Nov | 23559.05 | 16.95 | -23.05 | 13.78 | 66,304 | 5,667 | 12,854 | |||
| 12 Nov | 23883.45 | 40 | -68.50 | 12.13 | 48,332 | 3,480 | 7,187 | |||
| 11 Nov | 24141.30 | 108.5 | -15.80 | 11.09 | 41,126 | 2,419 | 3,707 | |||
| 8 Nov | 24148.20 | 124.3 | -62.95 | 10.50 | 7,704 | 441 | 1,288 | |||
| 7 Nov | 24199.35 | 187.25 | -197.55 | 11.46 | 1,448 | 539 | 847 | |||
| 6 Nov | 24484.05 | 384.8 | 123.20 | 12.49 | 1,699 | 62 | 308 | |||
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| 5 Nov | 24213.30 | 261.6 | 56.10 | 14.02 | 297 | -6 | 246 | |||
| 4 Nov | 23995.35 | 205.5 | -143.95 | 15.10 | 475 | 111 | 252 | |||
| 1 Nov | 24304.35 | 349.45 | -17.15 | 13.60 | 73 | 34 | 141 | |||
| 31 Oct | 24205.35 | 366.6 | -72.35 | - | 115 | 43 | 107 | |||
| 30 Oct | 24340.85 | 438.95 | -30.90 | - | 88 | 42 | 64 | |||
| 29 Oct | 24466.85 | 469.85 | 64.40 | - | 104 | 13 | 22 | |||
| 28 Oct | 24339.15 | 405.45 | 43.45 | - | 10 | 2 | 9 | |||
| 25 Oct | 24180.80 | 362 | -466.95 | - | 13 | 7 | 7 | |||
| 24 Oct | 24399.40 | 828.95 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 24435.50 | 828.95 | 828.95 | - | 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 24350 expiring on 21NOV2024
Delta for 24350 CE is -
Historical price for 24350 CE is as follows
On 21 Nov NIFTY was trading at 23335.70. The strike last trading price was 0.1, which was -0.80 lower than the previous day. The implied volatity was -, the open interest changed by 18273 which increased total open position to 71026
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 0.9, which was -0.10 lower than the previous day. The implied volatity was 20.14, the open interest changed by 25590 which increased total open position to 52753
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1, which was -3.30 lower than the previous day. The implied volatity was 16.67, the open interest changed by 6719 which increased total open position to 27163
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 4.3, which was -12.65 lower than the previous day. The implied volatity was 11.84, the open interest changed by 7590 which increased total open position to 20444
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 16.95, which was -23.05 lower than the previous day. The implied volatity was 13.78, the open interest changed by 5667 which increased total open position to 12854
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 40, which was -68.50 lower than the previous day. The implied volatity was 12.13, the open interest changed by 3480 which increased total open position to 7187
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 108.5, which was -15.80 lower than the previous day. The implied volatity was 11.09, the open interest changed by 2419 which increased total open position to 3707
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 124.3, which was -62.95 lower than the previous day. The implied volatity was 10.50, the open interest changed by 441 which increased total open position to 1288
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 187.25, which was -197.55 lower than the previous day. The implied volatity was 11.46, the open interest changed by 539 which increased total open position to 847
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 384.8, which was 123.20 higher than the previous day. The implied volatity was 12.49, the open interest changed by 62 which increased total open position to 308
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 261.6, which was 56.10 higher than the previous day. The implied volatity was 14.02, the open interest changed by -6 which decreased total open position to 246
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 205.5, which was -143.95 lower than the previous day. The implied volatity was 15.10, the open interest changed by 111 which increased total open position to 252
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 349.45, which was -17.15 lower than the previous day. The implied volatity was 13.60, the open interest changed by 34 which increased total open position to 141
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 366.6, which was -72.35 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 438.95, which was -30.90 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 469.85, which was 64.40 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 405.45, which was 43.45 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 362, which was -466.95 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 828.95, 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 828.95, which was 828.95 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 24350 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23335.70 | 1020.35 | 130.35 | - | 340 | -240 | 319 |
| 19 Nov | 23518.50 | 890 | -0.20 | 36.14 | 460 | -210 | 559 |
| 18 Nov | 23453.80 | 890.2 | 122.00 | 29.37 | 220 | -89 | 769 |
| 14 Nov | 23532.70 | 768.2 | 69.50 | 16.45 | 666 | -125 | 858 |
| 13 Nov | 23559.05 | 698.7 | 205.70 | 9.66 | 529 | -253 | 983 |
| 12 Nov | 23883.45 | 493 | 228.50 | 12.52 | 4,733 | -539 | 1,236 |
| 11 Nov | 24141.30 | 264.5 | -47.40 | 10.80 | 9,345 | 968 | 1,775 |
| 8 Nov | 24148.20 | 311.9 | 21.50 | 12.48 | 3,908 | 130 | 807 |
| 7 Nov | 24199.35 | 290.4 | 115.05 | 13.64 | 1,293 | 50 | 677 |
| 6 Nov | 24484.05 | 175.35 | -179.90 | 14.17 | 1,051 | 439 | 627 |
| 5 Nov | 24213.30 | 355.25 | -133.75 | 16.42 | 137 | 106 | 188 |
| 4 Nov | 23995.35 | 489 | 156.45 | 16.96 | 189 | -3 | 82 |
| 1 Nov | 24304.35 | 332.55 | 0.55 | 16.48 | 38 | 13 | 85 |
| 31 Oct | 24205.35 | 332 | 31.25 | - | 77 | 13 | 72 |
| 30 Oct | 24340.85 | 300.75 | 33.95 | - | 256 | 14 | 59 |
| 29 Oct | 24466.85 | 266.8 | -36.10 | - | 71 | 44 | 45 |
| 28 Oct | 24339.15 | 302.9 | -114.25 | - | 6 | -5 | 1 |
| 25 Oct | 24180.80 | 417.15 | 157.45 | - | 50 | 6 | 6 |
| 24 Oct | 24399.40 | 259.7 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 24435.50 | 259.7 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 24472.10 | 259.7 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 24781.10 | 259.7 | - | 0 | 0 | 0 | |
For Nifty - strike price 24350 expiring on 21NOV2024
Delta for 24350 PE is -
Historical price for 24350 PE is as follows
On 21 Nov NIFTY was trading at 23335.70. The strike last trading price was 1020.35, which was 130.35 higher than the previous day. The implied volatity was -, the open interest changed by -240 which decreased total open position to 319
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 890, which was -0.20 lower than the previous day. The implied volatity was 36.14, the open interest changed by -210 which decreased total open position to 559
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 890.2, which was 122.00 higher than the previous day. The implied volatity was 29.37, the open interest changed by -89 which decreased total open position to 769
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 768.2, which was 69.50 higher than the previous day. The implied volatity was 16.45, the open interest changed by -125 which decreased total open position to 858
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 698.7, which was 205.70 higher than the previous day. The implied volatity was 9.66, the open interest changed by -253 which decreased total open position to 983
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 493, which was 228.50 higher than the previous day. The implied volatity was 12.52, the open interest changed by -539 which decreased total open position to 1236
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 264.5, which was -47.40 lower than the previous day. The implied volatity was 10.80, the open interest changed by 968 which increased total open position to 1775
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 311.9, which was 21.50 higher than the previous day. The implied volatity was 12.48, the open interest changed by 130 which increased total open position to 807
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 290.4, which was 115.05 higher than the previous day. The implied volatity was 13.64, the open interest changed by 50 which increased total open position to 677
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 175.35, which was -179.90 lower than the previous day. The implied volatity was 14.17, the open interest changed by 439 which increased total open position to 627
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 355.25, which was -133.75 lower than the previous day. The implied volatity was 16.42, the open interest changed by 106 which increased total open position to 188
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 489, which was 156.45 higher than the previous day. The implied volatity was 16.96, the open interest changed by -3 which decreased total open position to 82
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 332.55, which was 0.55 higher than the previous day. The implied volatity was 16.48, the open interest changed by 13 which increased total open position to 85
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 332, which was 31.25 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 300.75, which was 33.95 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 266.8, which was -36.10 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 302.9, which was -114.25 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 417.15, which was 157.45 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 259.7, 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 259.7, 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 259.7, 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 259.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
