NIFTY
Nifty
Historical option data for NIFTY
03 Dec 2024 04:11 PM IST
| NIFTY 05DEC2024 24500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.45
Vega: 7.15
Theta: -31.84
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 24457.15 | 97 | 29.80 | 16.16 | 97,42,355 | 34,827 | 3,54,102 | |||
| 2 Dec | 24276.05 | 67.2 | 27.15 | 16.65 | 76,29,243 | 22,398 | 3,19,275 | |||
| 29 Nov | 24131.10 | 40.05 | 6.00 | 12.30 | 37,34,578 | 46,852 | 2,96,877 | |||
| 28 Nov | 23914.15 | 34.05 | -70.65 | 13.82 | 16,33,182 | 1,48,011 | 2,50,025 | |||
| 27 Nov | 24274.90 | 104.7 | 15.20 | 12.28 | 5,83,810 | 37,037 | 1,02,014 | |||
| 26 Nov | 24194.50 | 89.5 | -54.50 | 12.31 | 2,85,114 | 20,652 | 64,977 | |||
| 25 Nov | 24221.90 | 144 | 88.00 | 13.89 | 4,00,825 | 26,649 | 44,325 | |||
| 22 Nov | 23907.25 | 56 | 46.10 | 12.80 | 1,34,467 | 5,600 | 17,676 | |||
| 21 Nov | 23349.90 | 9.9 | -12.90 | 12.98 | 36,039 | 5,923 | 12,076 | |||
| 19 Nov | 23518.50 | 22.8 | 1.00 | 12.94 | 24,301 | 1,598 | 6,153 | |||
| 18 Nov | 23453.80 | 21.8 | -19.05 | 12.43 | 19,484 | 1,143 | 4,555 | |||
| 14 Nov | 23532.70 | 40.85 | -23.15 | 11.90 | 6,403 | 869 | 3,412 | |||
| 13 Nov | 23559.05 | 64 | -44.60 | 12.87 | 5,224 | 523 | 2,543 | |||
| 12 Nov | 23883.45 | 108.6 | -99.00 | 12.23 | 4,360 | 577 | 2,020 | |||
| 11 Nov | 24141.30 | 207.6 | -22.45 | 12.26 | 2,533 | 489 | 1,443 | |||
| 8 Nov | 24148.20 | 230.05 | -56.30 | 12.33 | 816 | 83 | 954 | |||
| 7 Nov | 24199.35 | 286.35 | -175.95 | 12.77 | 1,018 | 80 | 871 | |||
| 6 Nov | 24484.05 | 462.3 | 130.30 | 13.22 | 1,269 | 688 | 791 | |||
| 5 Nov | 24213.30 | 332 | 57.15 | 13.72 | 400 | 27 | 103 | |||
| 4 Nov | 23995.35 | 274.85 | -127.00 | 14.55 | 240 | 28 | 76 | |||
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| 1 Nov | 24304.35 | 401.85 | -23.15 | 13.18 | 18 | 6 | 48 | |||
| 31 Oct | 24205.35 | 425 | -68.40 | - | 33 | 14 | 42 | |||
| 30 Oct | 24340.85 | 493.4 | -40.85 | - | 36 | 12 | 28 | |||
| 29 Oct | 24466.85 | 534.25 | 81.05 | - | 31 | -2 | 16 | |||
| 28 Oct | 24339.15 | 453.2 | 33.20 | - | 25 | 9 | 18 | |||
| 25 Oct | 24180.80 | 420 | - | 10 | 9 | 9 | ||||
For Nifty - strike price 24500 expiring on 05DEC2024
Delta for 24500 CE is 0.45
Historical price for 24500 CE is as follows
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 97, which was 29.80 higher than the previous day. The implied volatity was 16.16, the open interest changed by 34827 which increased total open position to 354102
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 67.2, which was 27.15 higher than the previous day. The implied volatity was 16.65, the open interest changed by 22398 which increased total open position to 319275
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 40.05, which was 6.00 higher than the previous day. The implied volatity was 12.30, the open interest changed by 46852 which increased total open position to 296877
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 34.05, which was -70.65 lower than the previous day. The implied volatity was 13.82, the open interest changed by 148011 which increased total open position to 250025
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 104.7, which was 15.20 higher than the previous day. The implied volatity was 12.28, the open interest changed by 37037 which increased total open position to 102014
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 89.5, which was -54.50 lower than the previous day. The implied volatity was 12.31, the open interest changed by 20652 which increased total open position to 64977
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 144, which was 88.00 higher than the previous day. The implied volatity was 13.89, the open interest changed by 26649 which increased total open position to 44325
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 56, which was 46.10 higher than the previous day. The implied volatity was 12.80, the open interest changed by 5600 which increased total open position to 17676
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 9.9, which was -12.90 lower than the previous day. The implied volatity was 12.98, the open interest changed by 5923 which increased total open position to 12076
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 22.8, which was 1.00 higher than the previous day. The implied volatity was 12.94, the open interest changed by 1598 which increased total open position to 6153
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 21.8, which was -19.05 lower than the previous day. The implied volatity was 12.43, the open interest changed by 1143 which increased total open position to 4555
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 40.85, which was -23.15 lower than the previous day. The implied volatity was 11.90, the open interest changed by 869 which increased total open position to 3412
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 64, which was -44.60 lower than the previous day. The implied volatity was 12.87, the open interest changed by 523 which increased total open position to 2543
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 108.6, which was -99.00 lower than the previous day. The implied volatity was 12.23, the open interest changed by 577 which increased total open position to 2020
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 207.6, which was -22.45 lower than the previous day. The implied volatity was 12.26, the open interest changed by 489 which increased total open position to 1443
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 230.05, which was -56.30 lower than the previous day. The implied volatity was 12.33, the open interest changed by 83 which increased total open position to 954
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 286.35, which was -175.95 lower than the previous day. The implied volatity was 12.77, the open interest changed by 80 which increased total open position to 871
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 462.3, which was 130.30 higher than the previous day. The implied volatity was 13.22, the open interest changed by 688 which increased total open position to 791
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 332, which was 57.15 higher than the previous day. The implied volatity was 13.72, the open interest changed by 27 which increased total open position to 103
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 274.85, which was -127.00 lower than the previous day. The implied volatity was 14.55, the open interest changed by 28 which increased total open position to 76
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 401.85, which was -23.15 lower than the previous day. The implied volatity was 13.18, the open interest changed by 6 which increased total open position to 48
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 425, which was -68.40 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 493.4, which was -40.85 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 534.25, which was 81.05 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 453.2, which was 33.20 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 420, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 05DEC2024 24500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.54
Vega: 7.18
Theta: -32.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 24457.15 | 168.15 | -91.45 | 20.25 | 31,62,839 | 54,105 | 1,15,009 |
| 2 Dec | 24276.05 | 259.6 | -82.60 | 15.28 | 3,48,712 | 11,006 | 60,904 |
| 29 Nov | 24131.10 | 342.2 | -163.80 | 7.01 | 1,82,166 | 13,878 | 49,898 |
| 28 Nov | 23914.15 | 506 | 260.95 | 10.43 | 1,44,147 | 12,388 | 36,020 |
| 27 Nov | 24274.90 | 245.05 | -90.70 | 10.05 | 1,14,711 | 6,876 | 23,632 |
| 26 Nov | 24194.50 | 335.75 | 36.80 | 12.30 | 57,970 | 9,445 | 16,756 |
| 25 Nov | 24221.90 | 298.95 | -306.05 | 12.11 | 55,627 | 6,740 | 7,311 |
| 22 Nov | 23907.25 | 605 | -510.30 | 13.65 | 1,092 | 183 | 571 |
| 21 Nov | 23349.90 | 1115.3 | 140.10 | 19.55 | 126 | 40 | 388 |
| 19 Nov | 23518.50 | 975.2 | 13.80 | 16.48 | 344 | 248 | 348 |
| 18 Nov | 23453.80 | 961.4 | 67.95 | 14.60 | 65 | 6 | 100 |
| 14 Nov | 23532.70 | 893.45 | 71.30 | 15.59 | 39 | 14 | 94 |
| 13 Nov | 23559.05 | 822.15 | 222.15 | 13.29 | 35 | 3 | 80 |
| 12 Nov | 23883.45 | 600 | 169.65 | 11.47 | 72 | -11 | 77 |
| 11 Nov | 24141.30 | 430.35 | -39.90 | 12.52 | 41 | -1 | 88 |
| 8 Nov | 24148.20 | 470.25 | 19.70 | 13.55 | 56 | -2 | 89 |
| 7 Nov | 24199.35 | 450.55 | 143.05 | 14.50 | 281 | 37 | 91 |
| 6 Nov | 24484.05 | 307.5 | -249.10 | 14.32 | 345 | 54 | 54 |
| 5 Nov | 24213.30 | 556.6 | 0.00 | 0.00 | 0 | 2 | 0 |
| 4 Nov | 23995.35 | 556.6 | 76.60 | 13.79 | 2 | 2 | 5 |
| 1 Nov | 24304.35 | 480 | -14.35 | 16.70 | 5 | 1 | 3 |
| 31 Oct | 24205.35 | 494.35 | 72.35 | - | 6 | -19 | 2 |
| 30 Oct | 24340.85 | 422 | -18.50 | - | 80 | 19 | 21 |
| 29 Oct | 24466.85 | 440.5 | -12.85 | - | 1 | 1 | 2 |
| 28 Oct | 24339.15 | 453.35 | -31.80 | - | 2 | 1 | 1 |
| 25 Oct | 24180.80 | 485.15 | - | 0 | 0 | 0 | |
For Nifty - strike price 24500 expiring on 05DEC2024
Delta for 24500 PE is -0.54
Historical price for 24500 PE is as follows
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 168.15, which was -91.45 lower than the previous day. The implied volatity was 20.25, the open interest changed by 54105 which increased total open position to 115009
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 259.6, which was -82.60 lower than the previous day. The implied volatity was 15.28, the open interest changed by 11006 which increased total open position to 60904
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 342.2, which was -163.80 lower than the previous day. The implied volatity was 7.01, the open interest changed by 13878 which increased total open position to 49898
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 506, which was 260.95 higher than the previous day. The implied volatity was 10.43, the open interest changed by 12388 which increased total open position to 36020
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 245.05, which was -90.70 lower than the previous day. The implied volatity was 10.05, the open interest changed by 6876 which increased total open position to 23632
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 335.75, which was 36.80 higher than the previous day. The implied volatity was 12.30, the open interest changed by 9445 which increased total open position to 16756
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 298.95, which was -306.05 lower than the previous day. The implied volatity was 12.11, the open interest changed by 6740 which increased total open position to 7311
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 605, which was -510.30 lower than the previous day. The implied volatity was 13.65, the open interest changed by 183 which increased total open position to 571
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 1115.3, which was 140.10 higher than the previous day. The implied volatity was 19.55, the open interest changed by 40 which increased total open position to 388
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 975.2, which was 13.80 higher than the previous day. The implied volatity was 16.48, the open interest changed by 248 which increased total open position to 348
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 961.4, which was 67.95 higher than the previous day. The implied volatity was 14.60, the open interest changed by 6 which increased total open position to 100
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 893.45, which was 71.30 higher than the previous day. The implied volatity was 15.59, the open interest changed by 14 which increased total open position to 94
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 822.15, which was 222.15 higher than the previous day. The implied volatity was 13.29, the open interest changed by 3 which increased total open position to 80
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 600, which was 169.65 higher than the previous day. The implied volatity was 11.47, the open interest changed by -11 which decreased total open position to 77
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 430.35, which was -39.90 lower than the previous day. The implied volatity was 12.52, the open interest changed by -1 which decreased total open position to 88
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 470.25, which was 19.70 higher than the previous day. The implied volatity was 13.55, the open interest changed by -2 which decreased total open position to 89
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 450.55, which was 143.05 higher than the previous day. The implied volatity was 14.50, the open interest changed by 37 which increased total open position to 91
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 307.5, which was -249.10 lower than the previous day. The implied volatity was 14.32, the open interest changed by 54 which increased total open position to 54
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 556.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 556.6, which was 76.60 higher than the previous day. The implied volatity was 13.79, the open interest changed by 2 which increased total open position to 5
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 480, which was -14.35 lower than the previous day. The implied volatity was 16.70, the open interest changed by 1 which increased total open position to 3
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 494.35, which was 72.35 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 422, which was -18.50 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 440.5, which was -12.85 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 453.35, which was -31.80 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 485.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
