NIFTY
Nifty
Historical option data for NIFTY
03 Dec 2024 04:11 PM IST
| NIFTY 05DEC2024 24600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.31
Vega: 6.40
Theta: -27.32
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 24457.15 | 57 | 18.00 | 15.77 | 64,63,375 | 787 | 2,48,894 | |||
| 2 Dec | 24276.05 | 39 | 16.05 | 16.05 | 46,67,048 | 1,18,968 | 2,48,107 | |||
| 29 Nov | 24131.10 | 22.95 | -0.10 | 12.05 | 18,37,523 | 34,447 | 1,29,139 | |||
| 28 Nov | 23914.15 | 23.05 | -45.95 | 13.97 | 8,39,330 | 51,529 | 94,692 | |||
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| 27 Nov | 24274.90 | 69 | 9.50 | 11.85 | 2,21,321 | 22,161 | 43,163 | |||
| 26 Nov | 24194.50 | 59.5 | -47.50 | 11.97 | 95,510 | 9,786 | 21,002 | |||
| 25 Nov | 24221.90 | 107 | 65.00 | 13.64 | 89,371 | 7,301 | 11,216 | |||
| 22 Nov | 23907.25 | 42 | 33.75 | 12.93 | 41,396 | 1,329 | 3,915 | |||
| 21 Nov | 23349.90 | 8.25 | -3.90 | 13.48 | 11,877 | -72 | 2,586 | |||
| 19 Nov | 23518.50 | 12.15 | -4.70 | 12.19 | 8,377 | 506 | 2,658 | |||
| 18 Nov | 23453.80 | 16.85 | -12.80 | 12.67 | 3,550 | 502 | 2,152 | |||
| 14 Nov | 23532.70 | 29.65 | -22.05 | 11.86 | 2,887 | 939 | 1,650 | |||
| 13 Nov | 23559.05 | 51.7 | -32.85 | 13.01 | 1,701 | 210 | 711 | |||
| 12 Nov | 23883.45 | 84.55 | -81.55 | 12.12 | 1,222 | 390 | 501 | |||
| 11 Nov | 24141.30 | 166.1 | -24.55 | 11.99 | 240 | 83 | 111 | |||
| 8 Nov | 24148.20 | 190.65 | -60.95 | 12.21 | 89 | -10 | 28 | |||
| 7 Nov | 24199.35 | 251.6 | -61.40 | 13.02 | 2 | 37 | 38 | |||
| 6 Nov | 24484.05 | 313 | -37.00 | 9.76 | 36 | 1 | 1 | |||
| 5 Nov | 24213.30 | 350 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 23995.35 | 350 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 24304.35 | 350 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 24205.35 | 350 | -188.75 | - | 1 | 0 | 0 | |||
| 30 Oct | 24340.85 | 538.75 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 24466.85 | 538.75 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 24339.15 | 538.75 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 24180.80 | 538.75 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 24600 expiring on 05DEC2024
Delta for 24600 CE is 0.31
Historical price for 24600 CE is as follows
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 57, which was 18.00 higher than the previous day. The implied volatity was 15.77, the open interest changed by 787 which increased total open position to 248894
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 39, which was 16.05 higher than the previous day. The implied volatity was 16.05, the open interest changed by 118968 which increased total open position to 248107
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 22.95, which was -0.10 lower than the previous day. The implied volatity was 12.05, the open interest changed by 34447 which increased total open position to 129139
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 23.05, which was -45.95 lower than the previous day. The implied volatity was 13.97, the open interest changed by 51529 which increased total open position to 94692
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 69, which was 9.50 higher than the previous day. The implied volatity was 11.85, the open interest changed by 22161 which increased total open position to 43163
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 59.5, which was -47.50 lower than the previous day. The implied volatity was 11.97, the open interest changed by 9786 which increased total open position to 21002
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 107, which was 65.00 higher than the previous day. The implied volatity was 13.64, the open interest changed by 7301 which increased total open position to 11216
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 42, which was 33.75 higher than the previous day. The implied volatity was 12.93, the open interest changed by 1329 which increased total open position to 3915
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 8.25, which was -3.90 lower than the previous day. The implied volatity was 13.48, the open interest changed by -72 which decreased total open position to 2586
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 12.15, which was -4.70 lower than the previous day. The implied volatity was 12.19, the open interest changed by 506 which increased total open position to 2658
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 16.85, which was -12.80 lower than the previous day. The implied volatity was 12.67, the open interest changed by 502 which increased total open position to 2152
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 29.65, which was -22.05 lower than the previous day. The implied volatity was 11.86, the open interest changed by 939 which increased total open position to 1650
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 51.7, which was -32.85 lower than the previous day. The implied volatity was 13.01, the open interest changed by 210 which increased total open position to 711
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 84.55, which was -81.55 lower than the previous day. The implied volatity was 12.12, the open interest changed by 390 which increased total open position to 501
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 166.1, which was -24.55 lower than the previous day. The implied volatity was 11.99, the open interest changed by 83 which increased total open position to 111
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 190.65, which was -60.95 lower than the previous day. The implied volatity was 12.21, the open interest changed by -10 which decreased total open position to 28
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 251.6, which was -61.40 lower than the previous day. The implied volatity was 13.02, the open interest changed by 37 which increased total open position to 38
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 313, which was -37.00 lower than the previous day. The implied volatity was 9.76, the open interest changed by 1 which increased total open position to 1
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 350, 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 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 350, 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 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 350, 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 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 350, which was -188.75 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 538.75, 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 538.75, 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 538.75, 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 538.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 05DEC2024 24600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.65
Vega: 6.71
Theta: -29.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 24457.15 | 227.2 | -103.80 | 20.09 | 6,71,279 | 16,629 | 25,305 |
| 2 Dec | 24276.05 | 331 | -98.55 | 14.26 | 47,658 | 3,835 | 8,676 |
| 29 Nov | 24131.10 | 429.55 | -162.65 | - | 17,077 | 1,011 | 4,841 |
| 28 Nov | 23914.15 | 592.2 | 281.40 | - | 18,245 | 486 | 3,830 |
| 27 Nov | 24274.90 | 310.8 | -92.00 | 9.40 | 14,108 | 1,840 | 3,344 |
| 26 Nov | 24194.50 | 402.8 | 45.75 | 11.70 | 5,010 | 583 | 1,504 |
| 25 Nov | 24221.90 | 357.05 | -347.95 | 11.35 | 5,750 | 834 | 921 |
| 22 Nov | 23907.25 | 705 | -495.00 | 15.17 | 125 | 84 | 87 |
| 21 Nov | 23349.90 | 1200 | 396.30 | 19.06 | 4 | 2 | 3 |
| 19 Nov | 23518.50 | 803.7 | -267.60 | - | 3 | 1 | 1 |
| 18 Nov | 23453.80 | 1071.3 | 537.15 | 16.74 | 1 | 0 | 0 |
| 14 Nov | 23532.70 | 534.15 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 23559.05 | 534.15 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 23883.45 | 534.15 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 24141.30 | 534.15 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 24148.20 | 534.15 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 24199.35 | 534.15 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 24484.05 | 534.15 | 0.00 | 0.33 | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 534.15 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 534.15 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 534.15 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 24205.35 | 534.15 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 24340.85 | 534.15 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 24466.85 | 534.15 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 24339.15 | 534.15 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 24180.80 | 534.15 | - | 0 | 0 | 0 | |
For Nifty - strike price 24600 expiring on 05DEC2024
Delta for 24600 PE is -0.65
Historical price for 24600 PE is as follows
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 227.2, which was -103.80 lower than the previous day. The implied volatity was 20.09, the open interest changed by 16629 which increased total open position to 25305
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 331, which was -98.55 lower than the previous day. The implied volatity was 14.26, the open interest changed by 3835 which increased total open position to 8676
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 429.55, which was -162.65 lower than the previous day. The implied volatity was -, the open interest changed by 1011 which increased total open position to 4841
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 592.2, which was 281.40 higher than the previous day. The implied volatity was -, the open interest changed by 486 which increased total open position to 3830
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 310.8, which was -92.00 lower than the previous day. The implied volatity was 9.40, the open interest changed by 1840 which increased total open position to 3344
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 402.8, which was 45.75 higher than the previous day. The implied volatity was 11.70, the open interest changed by 583 which increased total open position to 1504
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 357.05, which was -347.95 lower than the previous day. The implied volatity was 11.35, the open interest changed by 834 which increased total open position to 921
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 705, which was -495.00 lower than the previous day. The implied volatity was 15.17, the open interest changed by 84 which increased total open position to 87
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 1200, which was 396.30 higher than the previous day. The implied volatity was 19.06, the open interest changed by 2 which increased total open position to 3
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 803.7, which was -267.60 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1071.3, which was 537.15 higher than the previous day. The implied volatity was 16.74, 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 534.15, 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 534.15, 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 534.15, 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 534.15, 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 534.15, 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 534.15, 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 534.15, which was 0.00 lower than the previous day. The implied volatity was 0.33, 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 534.15, 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 534.15, 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 534.15, 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 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 534.15, 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 534.15, 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 534.15, 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 534.15, 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 534.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
