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[--[65.84.65.76]--]
NIFTY
Nifty

24276.05 144.95 (0.60%)

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Historical option data for NIFTY

02 Dec 2024 04:11 PM IST
NIFTY 05DEC2024 24550 CE
Delta: 0.25
Vega: 6.94
Theta: -20.71
Gamma: 0.00
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
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
Delta: -0.78
Vega: 6.54
Theta: -10.78
Gamma: 0.00
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