NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:14 PM IST
| NIFTY 21NOV2024 24550 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 23339.50 | 0.2 | -0.40 | - | 8,57,687 | 11,519 | 33,738 | |||
| 19 Nov | 23518.50 | 0.6 | -0.30 | 23.08 | 1,54,203 | 3,956 | 22,219 | |||
| 18 Nov | 23453.80 | 0.9 | -1.45 | 19.70 | 1,36,187 | 5,080 | 18,263 | |||
| 14 Nov | 23532.70 | 2.35 | -7.65 | 13.13 | 57,903 | 3,286 | 13,183 | |||
| 13 Nov | 23559.05 | 10 | -10.00 | 14.91 | 62,576 | 3,978 | 9,897 | |||
| 12 Nov | 23883.45 | 20 | -30.80 | 12.69 | 47,399 | 2,965 | 5,919 | |||
| 11 Nov | 24141.30 | 50.8 | -15.35 | 10.90 | 27,892 | 1,489 | 2,954 | |||
| 8 Nov | 24148.20 | 66.15 | -43.85 | 10.57 | 9,603 | 899 | 1,465 | |||
| 7 Nov | 24199.35 | 110 | -153.00 | 11.37 | 1,192 | 286 | 566 | |||
| 6 Nov | 24484.05 | 263 | 89.65 | 12.22 | 1,089 | 207 | 280 | |||
| 5 Nov | 24213.30 | 173.35 | 40.30 | 13.72 | 156 | 40 | 73 | |||
| 4 Nov | 23995.35 | 133.05 | -139.30 | 14.66 | 41 | 33 | 33 | |||
| 1 Nov | 24304.35 | 272.35 | 0.00 | 0.00 | 0 | 9 | 0 | |||
| 31 Oct | 24205.35 | 272.35 | -49.10 | - | 55 | 9 | 20 | |||
| 30 Oct | 24340.85 | 321.45 | -27.55 | - | 25 | 7 | 11 | |||
| 29 Oct | 24466.85 | 349 | 136.95 | - | 3 | 4 | 4 | |||
| 28 Oct | 24339.15 | 212.05 | 0.00 | - | 0 | 3 | 0 | |||
| 25 Oct | 24180.80 | 212.05 | -161.95 | - | 11 | 3 | 5 | |||
| 24 Oct | 24399.40 | 374 | -57.65 | - | 1 | 2 | 2 | |||
| 23 Oct | 24435.50 | 431.65 | -270.55 | - | 2 | 0 | 0 | |||
| 22 Oct | 24472.10 | 702.2 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 24781.10 | 702.2 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 24854.05 | 702.2 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 24550 expiring on 21NOV2024
Delta for 24550 CE is -
Historical price for 24550 CE is as follows
On 21 Nov NIFTY was trading at 23339.50. 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 11519 which increased total open position to 33738
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 0.6, which was -0.30 lower than the previous day. The implied volatity was 23.08, the open interest changed by 3956 which increased total open position to 22219
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 0.9, which was -1.45 lower than the previous day. The implied volatity was 19.70, the open interest changed by 5080 which increased total open position to 18263
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 2.35, which was -7.65 lower than the previous day. The implied volatity was 13.13, the open interest changed by 3286 which increased total open position to 13183
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 10, which was -10.00 lower than the previous day. The implied volatity was 14.91, the open interest changed by 3978 which increased total open position to 9897
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 20, which was -30.80 lower than the previous day. The implied volatity was 12.69, the open interest changed by 2965 which increased total open position to 5919
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 50.8, which was -15.35 lower than the previous day. The implied volatity was 10.90, the open interest changed by 1489 which increased total open position to 2954
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 66.15, which was -43.85 lower than the previous day. The implied volatity was 10.57, the open interest changed by 899 which increased total open position to 1465
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 110, which was -153.00 lower than the previous day. The implied volatity was 11.37, the open interest changed by 286 which increased total open position to 566
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 263, which was 89.65 higher than the previous day. The implied volatity was 12.22, the open interest changed by 207 which increased total open position to 280
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 173.35, which was 40.30 higher than the previous day. The implied volatity was 13.72, the open interest changed by 40 which increased total open position to 73
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 133.05, which was -139.30 lower than the previous day. The implied volatity was 14.66, the open interest changed by 33 which increased total open position to 33
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 272.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 272.35, which was -49.10 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 321.45, which was -27.55 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 349, which was 136.95 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 212.05, 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 212.05, which was -161.95 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 374, which was -57.65 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 431.65, which was -270.55 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 702.2, 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 702.2, 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 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 702.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 21NOV2024 24550 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23339.50 | 1216 | 180.85 | - | 41 | -9 | 260 |
| 19 Nov | 23518.50 | 1035.15 | -77.60 | - | 56 | -27 | 269 |
| 18 Nov | 23453.80 | 1112.75 | 124.85 | 40.42 | 95 | -25 | 296 |
| 14 Nov | 23532.70 | 987.9 | 72.25 | 23.26 | 245 | -31 | 321 |
| 13 Nov | 23559.05 | 915.65 | 241.65 | 17.72 | 113 | -67 | 352 |
| 12 Nov | 23883.45 | 674 | 261.20 | 13.81 | 917 | -170 | 419 |
| 11 Nov | 24141.30 | 412.8 | -37.95 | 11.09 | 1,465 | 416 | 589 |
| 8 Nov | 24148.20 | 450.75 | 26.50 | 12.77 | 210 | 36 | 173 |
| 7 Nov | 24199.35 | 424.25 | 167.80 | 14.41 | 170 | -2 | 137 |
| 6 Nov | 24484.05 | 256.45 | -206.90 | 13.97 | 353 | 127 | 139 |
| 5 Nov | 24213.30 | 463.35 | -70.50 | 16.09 | 16 | 10 | 12 |
| 4 Nov | 23995.35 | 533.85 | 108.85 | 12.02 | 14 | 2 | 2 |
| 1 Nov | 24304.35 | 425 | 0.00 | 0.00 | 0 | 2 | 0 |
| 31 Oct | 24205.35 | 425 | 35.00 | - | 2 | 2 | 4 |
| 30 Oct | 24340.85 | 390 | 23.00 | - | 8 | 2 | 2 |
| 29 Oct | 24466.85 | 367 | -48.00 | - | 1 | 0 | 0 |
| 28 Oct | 24339.15 | 415 | 0.00 | - | 0 | 1 | 0 |
| 25 Oct | 24180.80 | 415 | 50.00 | - | 1 | 1 | 1 |
| 24 Oct | 24399.40 | 365 | 33.45 | - | 1 | 0 | 0 |
| 23 Oct | 24435.50 | 331.55 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 24472.10 | 331.55 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 24781.10 | 331.55 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 24854.05 | 331.55 | - | 0 | 0 | 0 | |
For Nifty - strike price 24550 expiring on 21NOV2024
Delta for 24550 PE is -
Historical price for 24550 PE is as follows
On 21 Nov NIFTY was trading at 23339.50. The strike last trading price was 1216, which was 180.85 higher than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 260
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1035.15, which was -77.60 lower than the previous day. The implied volatity was -, the open interest changed by -27 which decreased total open position to 269
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1112.75, which was 124.85 higher than the previous day. The implied volatity was 40.42, the open interest changed by -25 which decreased total open position to 296
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 987.9, which was 72.25 higher than the previous day. The implied volatity was 23.26, the open interest changed by -31 which decreased total open position to 321
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 915.65, which was 241.65 higher than the previous day. The implied volatity was 17.72, the open interest changed by -67 which decreased total open position to 352
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 674, which was 261.20 higher than the previous day. The implied volatity was 13.81, the open interest changed by -170 which decreased total open position to 419
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 412.8, which was -37.95 lower than the previous day. The implied volatity was 11.09, the open interest changed by 416 which increased total open position to 589
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 450.75, which was 26.50 higher than the previous day. The implied volatity was 12.77, the open interest changed by 36 which increased total open position to 173
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 424.25, which was 167.80 higher than the previous day. The implied volatity was 14.41, the open interest changed by -2 which decreased total open position to 137
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 256.45, which was -206.90 lower than the previous day. The implied volatity was 13.97, the open interest changed by 127 which increased total open position to 139
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 463.35, which was -70.50 lower than the previous day. The implied volatity was 16.09, the open interest changed by 10 which increased total open position to 12
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 533.85, which was 108.85 higher than the previous day. The implied volatity was 12.02, the open interest changed by 2 which increased total open position to 2
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 425, 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 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 425, which was 35.00 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 390, which was 23.00 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 367, which was -48.00 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 415, 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 415, which was 50.00 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 365, which was 33.45 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 331.55, 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 331.55, 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 331.55, 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 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 331.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
