NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:15 PM IST
| NIFTY 21NOV2024 24450 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23339.25 | 0.2 | -0.40 | - | 10,22,371 | 3,389 | 50,258 | |||
| 19 Nov | 23518.50 | 0.6 | -0.45 | 21.14 | 3,90,741 | 5,475 | 46,869 | |||
| 18 Nov | 23453.80 | 1.05 | -2.05 | 18.42 | 2,40,891 | 16,926 | 41,394 | |||
| 14 Nov | 23532.70 | 3.1 | -9.35 | 12.46 | 1,13,560 | 13,544 | 24,468 | |||
| 13 Nov | 23559.05 | 12.45 | -14.55 | 14.22 | 66,082 | 3,412 | 10,924 | |||
| 12 Nov | 23883.45 | 27 | -47.95 | 12.27 | 48,613 | 3,463 | 7,512 | |||
| 11 Nov | 24141.30 | 74.95 | -15.05 | 10.93 | 29,647 | 1,805 | 4,049 | |||
| 8 Nov | 24148.20 | 90 | -57.95 | 10.42 | 10,514 | 916 | 2,244 | |||
| 7 Nov | 24199.35 | 147.95 | -174.05 | 11.57 | 2,570 | 861 | 1,328 | |||
| 6 Nov | 24484.05 | 322 | 106.45 | 12.42 | 1,928 | 262 | 467 | |||
| 5 Nov | 24213.30 | 215.55 | 48.05 | 13.91 | 162 | -26 | 205 | |||
| 4 Nov | 23995.35 | 167.5 | -117.15 | 14.92 | 748 | 124 | 231 | |||
| 1 Nov | 24304.35 | 284.65 | -27.90 | 12.98 | 2 | -1 | 107 | |||
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| 31 Oct | 24205.35 | 312.55 | -61.10 | - | 93 | 10 | 108 | |||
| 30 Oct | 24340.85 | 373.65 | -34.35 | - | 142 | 72 | 98 | |||
| 29 Oct | 24466.85 | 408 | 77.80 | - | 50 | 15 | 26 | |||
| 28 Oct | 24339.15 | 330.2 | 70.50 | - | 51 | 0 | 11 | |||
| 25 Oct | 24180.80 | 259.7 | -170.30 | - | 13 | 1 | 11 | |||
| 24 Oct | 24399.40 | 430 | -47.00 | - | 20 | 10 | 10 | |||
| 23 Oct | 24435.50 | 477 | 477.00 | - | 1 | 0 | 0 | |||
| 22 Oct | 24472.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 24781.10 | 0 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 24450 expiring on 21NOV2024
Delta for 24450 CE is -
Historical price for 24450 CE is as follows
On 21 Nov NIFTY was trading at 23339.25. The strike last trading price was 0.2, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by 3389 which increased total open position to 50258
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 0.6, which was -0.45 lower than the previous day. The implied volatity was 21.14, the open interest changed by 5475 which increased total open position to 46869
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1.05, which was -2.05 lower than the previous day. The implied volatity was 18.42, the open interest changed by 16926 which increased total open position to 41394
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 3.1, which was -9.35 lower than the previous day. The implied volatity was 12.46, the open interest changed by 13544 which increased total open position to 24468
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 12.45, which was -14.55 lower than the previous day. The implied volatity was 14.22, the open interest changed by 3412 which increased total open position to 10924
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 27, which was -47.95 lower than the previous day. The implied volatity was 12.27, the open interest changed by 3463 which increased total open position to 7512
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 74.95, which was -15.05 lower than the previous day. The implied volatity was 10.93, the open interest changed by 1805 which increased total open position to 4049
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 90, which was -57.95 lower than the previous day. The implied volatity was 10.42, the open interest changed by 916 which increased total open position to 2244
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 147.95, which was -174.05 lower than the previous day. The implied volatity was 11.57, the open interest changed by 861 which increased total open position to 1328
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 322, which was 106.45 higher than the previous day. The implied volatity was 12.42, the open interest changed by 262 which increased total open position to 467
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 215.55, which was 48.05 higher than the previous day. The implied volatity was 13.91, the open interest changed by -26 which decreased total open position to 205
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 167.5, which was -117.15 lower than the previous day. The implied volatity was 14.92, the open interest changed by 124 which increased total open position to 231
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 284.65, which was -27.90 lower than the previous day. The implied volatity was 12.98, the open interest changed by -1 which decreased total open position to 107
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 312.55, which was -61.10 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 373.65, which was -34.35 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 408, which was 77.80 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 330.2, which was 70.50 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 259.7, which was -170.30 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 430, which was -47.00 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 477, which was 477.00 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 24450 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23339.25 | 1109 | 133.60 | - | 109 | -102 | 279 |
| 19 Nov | 23518.50 | 975.4 | -6.70 | 32.66 | 265 | -21 | 381 |
| 18 Nov | 23453.80 | 982.1 | 115.45 | 29.08 | 534 | -30 | 402 |
| 14 Nov | 23532.70 | 866.65 | 42.25 | 17.76 | 257 | 132 | 432 |
| 13 Nov | 23559.05 | 824.4 | 243.00 | 17.82 | 183 | -166 | 300 |
| 12 Nov | 23883.45 | 581.4 | 244.20 | 12.91 | 1,530 | -239 | 466 |
| 11 Nov | 24141.30 | 337.2 | -42.70 | 11.10 | 2,267 | 4 | 705 |
| 8 Nov | 24148.20 | 379.9 | 34.15 | 12.72 | 1,169 | 109 | 701 |
| 7 Nov | 24199.35 | 345.75 | 131.40 | 13.54 | 747 | -39 | 592 |
| 6 Nov | 24484.05 | 214.35 | -188.80 | 14.13 | 1,286 | 582 | 631 |
| 5 Nov | 24213.30 | 403.15 | -170.60 | 16.07 | 50 | 44 | 49 |
| 4 Nov | 23995.35 | 573.75 | 178.95 | 18.06 | 11 | 1 | 5 |
| 1 Nov | 24304.35 | 394.8 | 82.45 | 17.06 | 1 | 4 | 4 |
| 31 Oct | 24205.35 | 312.35 | 0.00 | - | 0 | 5 | 0 |
| 30 Oct | 24340.85 | 312.35 | 0.00 | - | 0 | 5 | 0 |
| 29 Oct | 24466.85 | 312.35 | 0.00 | - | 0 | 5 | 0 |
| 28 Oct | 24339.15 | 312.35 | -7.90 | - | 5 | 5 | 5 |
| 25 Oct | 24180.80 | 320.25 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 24399.40 | 320.25 | 26.10 | - | 4 | 0 | 0 |
| 23 Oct | 24435.50 | 294.15 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 24472.10 | 294.15 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 24781.10 | 294.15 | - | 0 | 0 | 0 | |
For Nifty - strike price 24450 expiring on 21NOV2024
Delta for 24450 PE is -
Historical price for 24450 PE is as follows
On 21 Nov NIFTY was trading at 23339.25. The strike last trading price was 1109, which was 133.60 higher than the previous day. The implied volatity was -, the open interest changed by -102 which decreased total open position to 279
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 975.4, which was -6.70 lower than the previous day. The implied volatity was 32.66, the open interest changed by -21 which decreased total open position to 381
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 982.1, which was 115.45 higher than the previous day. The implied volatity was 29.08, the open interest changed by -30 which decreased total open position to 402
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 866.65, which was 42.25 higher than the previous day. The implied volatity was 17.76, the open interest changed by 132 which increased total open position to 432
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 824.4, which was 243.00 higher than the previous day. The implied volatity was 17.82, the open interest changed by -166 which decreased total open position to 300
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 581.4, which was 244.20 higher than the previous day. The implied volatity was 12.91, the open interest changed by -239 which decreased total open position to 466
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 337.2, which was -42.70 lower than the previous day. The implied volatity was 11.10, the open interest changed by 4 which increased total open position to 705
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 379.9, which was 34.15 higher than the previous day. The implied volatity was 12.72, the open interest changed by 109 which increased total open position to 701
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 345.75, which was 131.40 higher than the previous day. The implied volatity was 13.54, the open interest changed by -39 which decreased total open position to 592
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 214.35, which was -188.80 lower than the previous day. The implied volatity was 14.13, the open interest changed by 582 which increased total open position to 631
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 403.15, which was -170.60 lower than the previous day. The implied volatity was 16.07, the open interest changed by 44 which increased total open position to 49
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 573.75, which was 178.95 higher than the previous day. The implied volatity was 18.06, the open interest changed by 1 which increased total open position to 5
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 394.8, which was 82.45 higher than the previous day. The implied volatity was 17.06, the open interest changed by 4 which increased total open position to 4
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 312.35, 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 30 Oct NIFTY was trading at 24340.85. The strike last trading price was 312.35, 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 29 Oct NIFTY was trading at 24466.85. The strike last trading price was 312.35, 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 28 Oct NIFTY was trading at 24339.15. The strike last trading price was 312.35, which was -7.90 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 320.25, 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 24 Oct NIFTY was trading at 24399.40. The strike last trading price was 320.25, which was 26.10 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 294.15, 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 294.15, 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 21 Oct NIFTY was trading at 24781.10. The strike last trading price was 294.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
