NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:22 PM IST
| NIFTY 21NOV2024 24400 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23343.80 | 0.2 | -0.65 | - | 20,88,924 | 7,212 | 1,41,158 | |||
| 19 Nov | 23518.50 | 0.85 | 0.20 | 21.05 | 10,20,379 | 27,880 | 1,33,946 | |||
| 18 Nov | 23453.80 | 0.65 | -3.05 | 16.65 | 7,79,787 | 30,346 | 1,06,066 | |||
| 14 Nov | 23532.70 | 3.7 | -10.55 | 12.18 | 3,28,035 | 32,614 | 75,720 | |||
| 13 Nov | 23559.05 | 14.25 | -19.65 | 13.94 | 1,77,245 | 5,126 | 43,106 | |||
| 12 Nov | 23883.45 | 33.9 | -55.60 | 12.29 | 1,37,350 | 13,696 | 37,980 | |||
| 11 Nov | 24141.30 | 89.5 | -17.00 | 10.93 | 1,02,210 | 4,342 | 24,284 | |||
| 8 Nov | 24148.20 | 106.5 | -61.50 | 10.48 | 39,550 | 3,862 | 19,942 | |||
| 7 Nov | 24199.35 | 168 | -187.75 | 11.58 | 32,016 | 13,678 | 16,080 | |||
| 6 Nov | 24484.05 | 355.75 | 104.95 | 12.62 | 7,058 | 1,647 | 2,402 | |||
| 5 Nov | 24213.30 | 250.8 | 68.35 | 14.61 | 1,661 | -216 | 755 | |||
| 4 Nov | 23995.35 | 182.45 | -130.50 | 14.83 | 2,000 | 499 | 971 | |||
| 1 Nov | 24304.35 | 312.95 | -27.05 | 13.13 | 86 | 33 | 472 | |||
| 31 Oct | 24205.35 | 340 | -52.70 | - | 296 | 60 | 439 | |||
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| 30 Oct | 24340.85 | 392.7 | -41.55 | - | 724 | 220 | 379 | |||
| 29 Oct | 24466.85 | 434.25 | 62.20 | - | 377 | -18 | 159 | |||
| 28 Oct | 24339.15 | 372.05 | 47.60 | - | 257 | 50 | 177 | |||
| 25 Oct | 24180.80 | 324.45 | -142.15 | - | 233 | 61 | 127 | |||
| 24 Oct | 24399.40 | 466.6 | -329.55 | - | 143 | 66 | 66 | |||
| 23 Oct | 24435.50 | 796.15 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 24472.10 | 796.15 | 796.15 | - | 0 | 0 | 0 | |||
| 21 Oct | 24781.10 | 0 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 24400 expiring on 21NOV2024
Delta for 24400 CE is -
Historical price for 24400 CE is as follows
On 21 Nov NIFTY was trading at 23343.80. The strike last trading price was 0.2, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 7212 which increased total open position to 141158
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 0.85, which was 0.20 higher than the previous day. The implied volatity was 21.05, the open interest changed by 27880 which increased total open position to 133946
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 0.65, which was -3.05 lower than the previous day. The implied volatity was 16.65, the open interest changed by 30346 which increased total open position to 106066
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 3.7, which was -10.55 lower than the previous day. The implied volatity was 12.18, the open interest changed by 32614 which increased total open position to 75720
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 14.25, which was -19.65 lower than the previous day. The implied volatity was 13.94, the open interest changed by 5126 which increased total open position to 43106
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 33.9, which was -55.60 lower than the previous day. The implied volatity was 12.29, the open interest changed by 13696 which increased total open position to 37980
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 89.5, which was -17.00 lower than the previous day. The implied volatity was 10.93, the open interest changed by 4342 which increased total open position to 24284
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 106.5, which was -61.50 lower than the previous day. The implied volatity was 10.48, the open interest changed by 3862 which increased total open position to 19942
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 168, which was -187.75 lower than the previous day. The implied volatity was 11.58, the open interest changed by 13678 which increased total open position to 16080
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 355.75, which was 104.95 higher than the previous day. The implied volatity was 12.62, the open interest changed by 1647 which increased total open position to 2402
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 250.8, which was 68.35 higher than the previous day. The implied volatity was 14.61, the open interest changed by -216 which decreased total open position to 755
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 182.45, which was -130.50 lower than the previous day. The implied volatity was 14.83, the open interest changed by 499 which increased total open position to 971
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 312.95, which was -27.05 lower than the previous day. The implied volatity was 13.13, the open interest changed by 33 which increased total open position to 472
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 340, which was -52.70 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 392.7, which was -41.55 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 434.25, which was 62.20 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 372.05, which was 47.60 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 324.45, which was -142.15 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 466.6, which was -329.55 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 796.15, 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 796.15, which was 796.15 higher 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 24400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23343.80 | 1057.1 | 120.40 | - | 2,240 | -1,888 | 13,211 |
| 19 Nov | 23518.50 | 936.7 | 1.60 | 36.43 | 3,334 | -474 | 15,099 |
| 18 Nov | 23453.80 | 935.1 | 116.50 | 28.96 | 3,565 | -434 | 15,573 |
| 14 Nov | 23532.70 | 818.6 | 64.15 | 17.35 | 14,773 | 3,605 | 16,007 |
| 13 Nov | 23559.05 | 754.45 | 217.60 | 12.51 | 3,584 | -961 | 12,402 |
| 12 Nov | 23883.45 | 536.85 | 230.30 | 12.72 | 12,637 | -622 | 13,363 |
| 11 Nov | 24141.30 | 306.55 | -39.00 | 11.41 | 17,450 | 703 | 13,985 |
| 8 Nov | 24148.20 | 345.55 | 13.25 | 12.62 | 6,647 | -270 | 13,282 |
| 7 Nov | 24199.35 | 332.3 | 136.20 | 14.39 | 27,765 | 10,899 | 13,552 |
| 6 Nov | 24484.05 | 196.1 | -180.90 | 14.32 | 8,256 | 2,560 | 2,653 |
| 5 Nov | 24213.30 | 377 | -137.70 | 16.16 | 163 | 2 | 93 |
| 4 Nov | 23995.35 | 514.7 | 148.75 | 16.68 | 350 | -85 | 91 |
| 1 Nov | 24304.35 | 365.95 | 20.55 | 16.89 | 84 | 24 | 176 |
| 31 Oct | 24205.35 | 345.4 | 28.30 | - | 355 | -24 | 152 |
| 30 Oct | 24340.85 | 317.1 | 51.10 | - | 240 | -30 | 176 |
| 29 Oct | 24466.85 | 266 | -41.80 | - | 427 | 92 | 206 |
| 28 Oct | 24339.15 | 307.8 | -93.90 | - | 733 | 73 | 114 |
| 25 Oct | 24180.80 | 401.7 | 118.70 | - | 283 | -154 | 41 |
| 24 Oct | 24399.40 | 283 | -29.30 | - | 241 | 176 | 195 |
| 23 Oct | 24435.50 | 312.3 | 35.75 | - | 39 | 19 | 19 |
| 22 Oct | 24472.10 | 276.55 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 24781.10 | 276.55 | - | 0 | 0 | 0 | |
For Nifty - strike price 24400 expiring on 21NOV2024
Delta for 24400 PE is -
Historical price for 24400 PE is as follows
On 21 Nov NIFTY was trading at 23343.80. The strike last trading price was 1057.1, which was 120.40 higher than the previous day. The implied volatity was -, the open interest changed by -1888 which decreased total open position to 13211
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 936.7, which was 1.60 higher than the previous day. The implied volatity was 36.43, the open interest changed by -474 which decreased total open position to 15099
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 935.1, which was 116.50 higher than the previous day. The implied volatity was 28.96, the open interest changed by -434 which decreased total open position to 15573
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 818.6, which was 64.15 higher than the previous day. The implied volatity was 17.35, the open interest changed by 3605 which increased total open position to 16007
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 754.45, which was 217.60 higher than the previous day. The implied volatity was 12.51, the open interest changed by -961 which decreased total open position to 12402
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 536.85, which was 230.30 higher than the previous day. The implied volatity was 12.72, the open interest changed by -622 which decreased total open position to 13363
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 306.55, which was -39.00 lower than the previous day. The implied volatity was 11.41, the open interest changed by 703 which increased total open position to 13985
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 345.55, which was 13.25 higher than the previous day. The implied volatity was 12.62, the open interest changed by -270 which decreased total open position to 13282
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 332.3, which was 136.20 higher than the previous day. The implied volatity was 14.39, the open interest changed by 10899 which increased total open position to 13552
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 196.1, which was -180.90 lower than the previous day. The implied volatity was 14.32, the open interest changed by 2560 which increased total open position to 2653
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 377, which was -137.70 lower than the previous day. The implied volatity was 16.16, the open interest changed by 2 which increased total open position to 93
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 514.7, which was 148.75 higher than the previous day. The implied volatity was 16.68, the open interest changed by -85 which decreased total open position to 91
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 365.95, which was 20.55 higher than the previous day. The implied volatity was 16.89, the open interest changed by 24 which increased total open position to 176
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 345.4, which was 28.30 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 317.1, which was 51.10 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, which was -41.80 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 307.8, which was -93.90 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 401.7, which was 118.70 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 283, which was -29.30 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 312.3, which was 35.75 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 276.55, 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 276.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
