NIFTY
Nifty
Historical option data for NIFTY
02 Dec 2024 04:11 PM IST
| NIFTY 05DEC2024 24550 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.25
Vega: 6.94
Theta: -20.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 2 Dec | 24276.05 | 52.8 | 22.75 | 16.49 | 26,82,058 | 18,538 | 69,707 | |||
| 29 Nov | 24131.10 | 30.05 | 1.20 | 12.10 | 10,80,561 | 20,299 | 51,169 | |||
| 28 Nov | 23914.15 | 28.85 | -56.35 | 14.01 | 2,62,414 | 21,364 | 30,870 | |||
| 27 Nov | 24274.90 | 85.2 | 12.25 | 12.03 | 76,425 | 3,555 | 9,506 | |||
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| 26 Nov | 24194.50 | 72.95 | -50.40 | 12.10 | 32,806 | 2,818 | 5,951 | |||
| 25 Nov | 24221.90 | 123.35 | 72.40 | 13.68 | 30,491 | 1,768 | 3,133 | |||
| 22 Nov | 23907.25 | 50.95 | 42.05 | 13.09 | 15,380 | 253 | 1,365 | |||
| 21 Nov | 23349.90 | 8.9 | -8.10 | 13.20 | 1,891 | 434 | 1,112 | |||
| 19 Nov | 23518.50 | 17 | -3.05 | 12.58 | 1,369 | 248 | 678 | |||
| 18 Nov | 23453.80 | 20.05 | -11.95 | 12.68 | 529 | -4 | 430 | |||
| 14 Nov | 23532.70 | 32 | -28.00 | 11.62 | 607 | 392 | 434 | |||
| 13 Nov | 23559.05 | 60 | -37.80 | 13.12 | 38 | 15 | 42 | |||
| 12 Nov | 23883.45 | 97.8 | -107.20 | 12.27 | 47 | -2 | 27 | |||
| 11 Nov | 24141.30 | 205 | -13.00 | 12.92 | 50 | 0 | 29 | |||
| 8 Nov | 24148.20 | 218 | -61.30 | 12.60 | 12 | 7 | 29 | |||
| 7 Nov | 24199.35 | 279.3 | 23.40 | 13.31 | 40 | 22 | 22 | |||
| 6 Nov | 24484.05 | 255.9 | -270.05 | 6.58 | 2 | 0 | 0 | |||
| 5 Nov | 24213.30 | 525.95 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 4 Nov | 23995.35 | 525.95 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 1 Nov | 24304.35 | 525.95 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 31 Oct | 24205.35 | 525.95 | 0.00 | - | 0 | -1 | 0 | |||
| 30 Oct | 24340.85 | 525.95 | 114.30 | - | 1 | -1 | 1 | |||
| 29 Oct | 24466.85 | 411.65 | -151.85 | - | 7 | 2 | 2 | |||
| 28 Oct | 24339.15 | 563.5 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 24180.80 | 563.5 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 24550 expiring on 05DEC2024
Delta for 24550 CE is 0.25
Historical price for 24550 CE is as follows
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 52.8, which was 22.75 higher than the previous day. The implied volatity was 16.49, the open interest changed by 18538 which increased total open position to 69707
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 30.05, which was 1.20 higher than the previous day. The implied volatity was 12.10, the open interest changed by 20299 which increased total open position to 51169
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 28.85, which was -56.35 lower than the previous day. The implied volatity was 14.01, the open interest changed by 21364 which increased total open position to 30870
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 85.2, which was 12.25 higher than the previous day. The implied volatity was 12.03, the open interest changed by 3555 which increased total open position to 9506
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 72.95, which was -50.40 lower than the previous day. The implied volatity was 12.10, the open interest changed by 2818 which increased total open position to 5951
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 123.35, which was 72.40 higher than the previous day. The implied volatity was 13.68, the open interest changed by 1768 which increased total open position to 3133
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 50.95, which was 42.05 higher than the previous day. The implied volatity was 13.09, the open interest changed by 253 which increased total open position to 1365
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 8.9, which was -8.10 lower than the previous day. The implied volatity was 13.20, the open interest changed by 434 which increased total open position to 1112
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 17, which was -3.05 lower than the previous day. The implied volatity was 12.58, the open interest changed by 248 which increased total open position to 678
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 20.05, which was -11.95 lower than the previous day. The implied volatity was 12.68, the open interest changed by -4 which decreased total open position to 430
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 32, which was -28.00 lower than the previous day. The implied volatity was 11.62, the open interest changed by 392 which increased total open position to 434
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 60, which was -37.80 lower than the previous day. The implied volatity was 13.12, the open interest changed by 15 which increased total open position to 42
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 97.8, which was -107.20 lower than the previous day. The implied volatity was 12.27, the open interest changed by -2 which decreased total open position to 27
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 205, which was -13.00 lower than the previous day. The implied volatity was 12.92, the open interest changed by 0 which decreased total open position to 29
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 218, which was -61.30 lower than the previous day. The implied volatity was 12.60, the open interest changed by 7 which increased total open position to 29
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 279.3, which was 23.40 higher than the previous day. The implied volatity was 13.31, the open interest changed by 22 which increased total open position to 22
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 255.9, which was -270.05 lower than the previous day. The implied volatity was 6.58, the open interest changed by 0 which decreased total open position to 0
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 525.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 525.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 525.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 525.95, 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 525.95, which was 114.30 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 411.65, which was -151.85 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 563.5, 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 25 Oct NIFTY was trading at 24180.80. The strike last trading price was 563.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 05DEC2024 24550 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.78
Vega: 6.54
Theta: -10.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 2 Dec | 24276.05 | 293.5 | -91.00 | 14.73 | 37,908 | 5,529 | 6,811 |
| 29 Nov | 24131.10 | 384.5 | -162.50 | - | 5,879 | 409 | 1,282 |
| 28 Nov | 23914.15 | 547 | 272.00 | 8.71 | 4,479 | -312 | 873 |
| 27 Nov | 24274.90 | 275 | -92.65 | 9.61 | 4,653 | 545 | 1,185 |
| 26 Nov | 24194.50 | 367.65 | 39.35 | 11.98 | 1,870 | -290 | 640 |
| 25 Nov | 24221.90 | 328.3 | -340.10 | 11.83 | 3,198 | 893 | 930 |
| 22 Nov | 23907.25 | 668.4 | -352.70 | 15.49 | 66 | 37 | 37 |
| 21 Nov | 23349.90 | 1021.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 23518.50 | 1021.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 23453.80 | 1021.1 | 511.75 | 16.14 | 1 | 0 | 0 |
| 14 Nov | 23532.70 | 509.35 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 23559.05 | 509.35 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 23883.45 | 509.35 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 24141.30 | 509.35 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 24148.20 | 509.35 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 24199.35 | 509.35 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 24484.05 | 509.35 | 0.00 | 0.53 | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 509.35 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 509.35 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 509.35 | 0.00 | 0.08 | 0 | 0 | 0 |
| 31 Oct | 24205.35 | 509.35 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 24340.85 | 509.35 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 24466.85 | 509.35 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 24339.15 | 509.35 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 24180.80 | 509.35 | - | 0 | 0 | 0 | |
For Nifty - strike price 24550 expiring on 05DEC2024
Delta for 24550 PE is -0.78
Historical price for 24550 PE is as follows
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 293.5, which was -91.00 lower than the previous day. The implied volatity was 14.73, the open interest changed by 5529 which increased total open position to 6811
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 384.5, which was -162.50 lower than the previous day. The implied volatity was -, the open interest changed by 409 which increased total open position to 1282
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 547, which was 272.00 higher than the previous day. The implied volatity was 8.71, the open interest changed by -312 which decreased total open position to 873
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 275, which was -92.65 lower than the previous day. The implied volatity was 9.61, the open interest changed by 545 which increased total open position to 1185
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 367.65, which was 39.35 higher than the previous day. The implied volatity was 11.98, the open interest changed by -290 which decreased total open position to 640
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 328.3, which was -340.10 lower than the previous day. The implied volatity was 11.83, the open interest changed by 893 which increased total open position to 930
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 668.4, which was -352.70 lower than the previous day. The implied volatity was 15.49, the open interest changed by 37 which increased total open position to 37
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 1021.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1021.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1021.1, which was 511.75 higher than the previous day. The implied volatity was 16.14, the open interest changed by 0 which decreased total open position to 0
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 509.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 509.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 509.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 509.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 509.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 509.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 509.35, which was 0.00 lower than the previous day. The implied volatity was 0.53, the open interest changed by 0 which decreased total open position to 0
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 509.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 509.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 509.35, which was 0.00 lower than the previous day. The implied volatity was 0.08, the open interest changed by 0 which decreased total open position to 0
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 509.35, 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 509.35, 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 509.35, 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 509.35, 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 25 Oct NIFTY was trading at 24180.80. The strike last trading price was 509.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
