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[--[65.84.65.76]--]
NIFTY
Nifty

24457.15 181.10 (0.75%)

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Historical option data for NIFTY

03 Dec 2024 04:11 PM IST
NIFTY 05DEC2024 24500 CE
Delta: 0.45
Vega: 7.15
Theta: -31.84
Gamma: 0.00
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
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
Delta: -0.54
Vega: 7.18
Theta: -32.65
Gamma: 0.00
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