NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 03:41 PM IST
| NIFTY 21NOV2024 24500 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23349.90 | 0.05 | -0.70 | - | 34,68,027 | 29,452 | 3,03,230 | |||
| 19 Nov | 23518.50 | 0.75 | -0.40 | 22.69 | 13,77,305 | 7,430 | 2,73,778 | |||
| 18 Nov | 23453.80 | 1.15 | -1.65 | 19.45 | 16,37,720 | 68,439 | 2,66,348 | |||
| 14 Nov | 23532.70 | 2.8 | -7.90 | 12.83 | 6,12,791 | 1,11,761 | 1,97,909 | |||
| 13 Nov | 23559.05 | 10.7 | -12.95 | 14.45 | 3,22,452 | 7,129 | 86,148 | |||
| 12 Nov | 23883.45 | 23.65 | -37.40 | 12.56 | 2,48,257 | 19,495 | 79,019 | |||
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| 11 Nov | 24141.30 | 61.05 | -15.60 | 10.84 | 2,15,586 | 22,005 | 59,524 | |||
| 8 Nov | 24148.20 | 76.65 | -50.60 | 10.46 | 1,26,112 | 8,263 | 37,519 | |||
| 7 Nov | 24199.35 | 127.25 | -160.20 | 11.42 | 58,327 | 20,177 | 29,256 | |||
| 6 Nov | 24484.05 | 287.45 | 93.60 | 12.10 | 23,651 | 6,743 | 9,079 | |||
| 5 Nov | 24213.30 | 193.85 | 43.90 | 13.82 | 6,149 | 364 | 2,336 | |||
| 4 Nov | 23995.35 | 149.95 | -118.10 | 14.80 | 4,226 | 1,306 | 1,972 | |||
| 1 Nov | 24304.35 | 268.05 | -18.95 | 13.28 | 267 | -31 | 666 | |||
| 31 Oct | 24205.35 | 287 | -50.15 | - | 745 | 186 | 697 | |||
| 30 Oct | 24340.85 | 337.15 | -47.20 | - | 447 | 58 | 511 | |||
| 29 Oct | 24466.85 | 384.35 | 64.25 | - | 650 | 98 | 453 | |||
| 28 Oct | 24339.15 | 320.1 | 47.75 | - | 715 | 97 | 355 | |||
| 25 Oct | 24180.80 | 272.35 | -140.80 | - | 827 | 84 | 258 | |||
| 24 Oct | 24399.40 | 413.15 | -21.90 | - | 72 | 35 | 174 | |||
| 23 Oct | 24435.50 | 435.05 | -48.30 | - | 217 | 121 | 139 | |||
| 22 Oct | 24472.10 | 483.35 | -143.95 | - | 32 | 17 | 18 | |||
| 21 Oct | 24781.10 | 627.3 | -105.45 | - | 2 | 1 | 1 | |||
| 18 Oct | 24854.05 | 732.75 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 24500 expiring on 21NOV2024
Delta for 24500 CE is -
Historical price for 24500 CE is as follows
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 0.05, which was -0.70 lower than the previous day. The implied volatity was -, the open interest changed by 29452 which increased total open position to 303230
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 0.75, which was -0.40 lower than the previous day. The implied volatity was 22.69, the open interest changed by 7430 which increased total open position to 273778
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1.15, which was -1.65 lower than the previous day. The implied volatity was 19.45, the open interest changed by 68439 which increased total open position to 266348
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 2.8, which was -7.90 lower than the previous day. The implied volatity was 12.83, the open interest changed by 111761 which increased total open position to 197909
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 10.7, which was -12.95 lower than the previous day. The implied volatity was 14.45, the open interest changed by 7129 which increased total open position to 86148
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 23.65, which was -37.40 lower than the previous day. The implied volatity was 12.56, the open interest changed by 19495 which increased total open position to 79019
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 61.05, which was -15.60 lower than the previous day. The implied volatity was 10.84, the open interest changed by 22005 which increased total open position to 59524
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 76.65, which was -50.60 lower than the previous day. The implied volatity was 10.46, the open interest changed by 8263 which increased total open position to 37519
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 127.25, which was -160.20 lower than the previous day. The implied volatity was 11.42, the open interest changed by 20177 which increased total open position to 29256
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 287.45, which was 93.60 higher than the previous day. The implied volatity was 12.10, the open interest changed by 6743 which increased total open position to 9079
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 193.85, which was 43.90 higher than the previous day. The implied volatity was 13.82, the open interest changed by 364 which increased total open position to 2336
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 149.95, which was -118.10 lower than the previous day. The implied volatity was 14.80, the open interest changed by 1306 which increased total open position to 1972
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 268.05, which was -18.95 lower than the previous day. The implied volatity was 13.28, the open interest changed by -31 which decreased total open position to 666
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 287, which was -50.15 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 337.15, which was -47.20 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 384.35, which was 64.25 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 320.1, which was 47.75 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 272.35, which was -140.80 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 413.15, which was -21.90 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 435.05, which was -48.30 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 483.35, which was -143.95 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 627.3, which was -105.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 732.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 21NOV2024 24500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23349.90 | 1150.65 | 109.85 | - | 7,854 | -7,139 | 10,767 |
| 19 Nov | 23518.50 | 1040.8 | 1.40 | 40.96 | 5,971 | -1,124 | 17,906 |
| 18 Nov | 23453.80 | 1039.4 | 121.45 | 32.76 | 2,169 | -50 | 19,030 |
| 14 Nov | 23532.70 | 917.95 | 63.75 | 18.84 | 18,243 | 876 | 19,080 |
| 13 Nov | 23559.05 | 854.2 | 226.75 | 13.80 | 25,243 | -5,975 | 18,204 |
| 12 Nov | 23883.45 | 627.45 | 252.45 | 13.19 | 29,068 | -2,245 | 24,179 |
| 11 Nov | 24141.30 | 375 | -36.55 | 11.17 | 33,286 | 6,141 | 26,424 |
| 8 Nov | 24148.20 | 411.55 | 29.55 | 12.55 | 19,290 | 5,474 | 20,283 |
| 7 Nov | 24199.35 | 382 | 149.20 | 13.84 | 28,851 | 8,959 | 14,809 |
| 6 Nov | 24484.05 | 232.8 | -199.20 | 13.96 | 14,618 | 4,103 | 5,850 |
| 5 Nov | 24213.30 | 432 | -147.20 | 16.04 | 375 | -14 | 1,747 |
| 4 Nov | 23995.35 | 579.2 | 167.15 | 16.61 | 2,056 | 1,129 | 1,761 |
| 1 Nov | 24304.35 | 412.05 | 15.25 | 16.67 | 80 | -3 | 632 |
| 31 Oct | 24205.35 | 396.8 | 37.60 | - | 426 | 52 | 635 |
| 30 Oct | 24340.85 | 359.2 | 59.05 | - | 621 | 125 | 583 |
| 29 Oct | 24466.85 | 300.15 | -60.50 | - | 627 | 349 | 458 |
| 28 Oct | 24339.15 | 360.65 | -81.50 | - | 276 | 64 | 109 |
| 25 Oct | 24180.80 | 442.15 | 119.10 | - | 198 | -62 | 45 |
| 24 Oct | 24399.40 | 323.05 | -31.60 | - | 112 | 42 | 107 |
| 23 Oct | 24435.50 | 354.65 | 29.45 | - | 245 | 18 | 65 |
| 22 Oct | 24472.10 | 325.2 | 118.65 | - | 106 | 33 | 47 |
| 21 Oct | 24781.10 | 206.55 | 11.60 | - | 27 | 7 | 14 |
| 18 Oct | 24854.05 | 194.95 | - | 45 | 7 | 7 | |
For Nifty - strike price 24500 expiring on 21NOV2024
Delta for 24500 PE is -
Historical price for 24500 PE is as follows
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 1150.65, which was 109.85 higher than the previous day. The implied volatity was -, the open interest changed by -7139 which decreased total open position to 10767
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1040.8, which was 1.40 higher than the previous day. The implied volatity was 40.96, the open interest changed by -1124 which decreased total open position to 17906
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1039.4, which was 121.45 higher than the previous day. The implied volatity was 32.76, the open interest changed by -50 which decreased total open position to 19030
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 917.95, which was 63.75 higher than the previous day. The implied volatity was 18.84, the open interest changed by 876 which increased total open position to 19080
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 854.2, which was 226.75 higher than the previous day. The implied volatity was 13.80, the open interest changed by -5975 which decreased total open position to 18204
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 627.45, which was 252.45 higher than the previous day. The implied volatity was 13.19, the open interest changed by -2245 which decreased total open position to 24179
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 375, which was -36.55 lower than the previous day. The implied volatity was 11.17, the open interest changed by 6141 which increased total open position to 26424
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 411.55, which was 29.55 higher than the previous day. The implied volatity was 12.55, the open interest changed by 5474 which increased total open position to 20283
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 382, which was 149.20 higher than the previous day. The implied volatity was 13.84, the open interest changed by 8959 which increased total open position to 14809
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 232.8, which was -199.20 lower than the previous day. The implied volatity was 13.96, the open interest changed by 4103 which increased total open position to 5850
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 432, which was -147.20 lower than the previous day. The implied volatity was 16.04, the open interest changed by -14 which decreased total open position to 1747
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 579.2, which was 167.15 higher than the previous day. The implied volatity was 16.61, the open interest changed by 1129 which increased total open position to 1761
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 412.05, which was 15.25 higher than the previous day. The implied volatity was 16.67, the open interest changed by -3 which decreased total open position to 632
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 396.8, which was 37.60 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 359.2, which was 59.05 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 300.15, which was -60.50 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 360.65, which was -81.50 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 442.15, which was 119.10 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 323.05, which was -31.60 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 354.65, which was 29.45 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 325.2, which was 118.65 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 206.55, which was 11.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 194.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
