NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 03:51 PM IST
| NIFTY 21NOV2024 24600 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 | -0.55 | - | 11,21,817 | -26,228 | 51,863 | |||
| 19 Nov | 23518.50 | 0.6 | -0.45 | 24.05 | 3,87,732 | 16,904 | 78,091 | |||
| 18 Nov | 23453.80 | 1.05 | -1.10 | 20.86 | 3,30,697 | 7,498 | 61,187 | |||
| 14 Nov | 23532.70 | 2.15 | -6.70 | 13.51 | 2,16,762 | 22,619 | 53,689 | |||
| 13 Nov | 23559.05 | 8.85 | -8.60 | 15.20 | 1,28,060 | 7,603 | 31,070 | |||
| 12 Nov | 23883.45 | 17.45 | -24.10 | 12.96 | 1,56,915 | 10,444 | 23,467 | |||
| 11 Nov | 24141.30 | 41.55 | -12.50 | 10.91 | 1,04,091 | 4,300 | 13,023 | |||
| 8 Nov | 24148.20 | 54.05 | -40.65 | 10.47 | 45,219 | 5,476 | 8,723 | |||
| 7 Nov | 24199.35 | 94.7 | -146.20 | 11.33 | 10,478 | 1,847 | 3,247 | |||
| 6 Nov | 24484.05 | 240.9 | 75.75 | 12.38 | 3,780 | 851 | 1,400 | |||
| 5 Nov | 24213.30 | 165.15 | 40.80 | 14.20 | 915 | 106 | 549 | |||
| 4 Nov | 23995.35 | 124.35 | -104.85 | 14.92 | 1,257 | 317 | 443 | |||
| 1 Nov | 24304.35 | 229.2 | -11.80 | 13.46 | 70 | -16 | 126 | |||
| 31 Oct | 24205.35 | 241 | -57.95 | - | 110 | 39 | 142 | |||
| 30 Oct | 24340.85 | 298.95 | -28.70 | - | 262 | 9 | 103 | |||
| 29 Oct | 24466.85 | 327.65 | 63.70 | - | 88 | 35 | 94 | |||
| 28 Oct | 24339.15 | 263.95 | 30.95 | - | 109 | -1 | 59 | |||
| 25 Oct | 24180.80 | 233 | -99.25 | - | 38 | 2 | 60 | |||
| 24 Oct | 24399.40 | 332.25 | -47.75 | - | 24 | 7 | 58 | |||
| 23 Oct | 24435.50 | 380 | -44.15 | - | 56 | 21 | 51 | |||
| 22 Oct | 24472.10 | 424.15 | -103.05 | - | 46 | 30 | 30 | |||
| 21 Oct | 24781.10 | 527.2 | -145.20 | - | 24 | 0 | 0 | |||
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| 18 Oct | 24854.05 | 672.4 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 24600 expiring on 21NOV2024
Delta for 24600 CE is -
Historical price for 24600 CE is as follows
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 0.05, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by -26228 which decreased total open position to 51863
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 0.6, which was -0.45 lower than the previous day. The implied volatity was 24.05, the open interest changed by 16904 which increased total open position to 78091
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1.05, which was -1.10 lower than the previous day. The implied volatity was 20.86, the open interest changed by 7498 which increased total open position to 61187
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 2.15, which was -6.70 lower than the previous day. The implied volatity was 13.51, the open interest changed by 22619 which increased total open position to 53689
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 8.85, which was -8.60 lower than the previous day. The implied volatity was 15.20, the open interest changed by 7603 which increased total open position to 31070
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 17.45, which was -24.10 lower than the previous day. The implied volatity was 12.96, the open interest changed by 10444 which increased total open position to 23467
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 41.55, which was -12.50 lower than the previous day. The implied volatity was 10.91, the open interest changed by 4300 which increased total open position to 13023
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 54.05, which was -40.65 lower than the previous day. The implied volatity was 10.47, the open interest changed by 5476 which increased total open position to 8723
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 94.7, which was -146.20 lower than the previous day. The implied volatity was 11.33, the open interest changed by 1847 which increased total open position to 3247
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 240.9, which was 75.75 higher than the previous day. The implied volatity was 12.38, the open interest changed by 851 which increased total open position to 1400
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 165.15, which was 40.80 higher than the previous day. The implied volatity was 14.20, the open interest changed by 106 which increased total open position to 549
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 124.35, which was -104.85 lower than the previous day. The implied volatity was 14.92, the open interest changed by 317 which increased total open position to 443
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 229.2, which was -11.80 lower than the previous day. The implied volatity was 13.46, the open interest changed by -16 which decreased total open position to 126
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 241, which was -57.95 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 298.95, which was -28.70 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 327.65, which was 63.70 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 263.95, which was 30.95 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 233, which was -99.25 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 332.25, which was -47.75 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 380, which was -44.15 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 424.15, which was -103.05 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 527.2, which was -145.20 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 672.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 21NOV2024 24600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23349.90 | 1252.2 | 115.90 | - | 1,461 | -1,256 | 638 |
| 19 Nov | 23518.50 | 1136.3 | -1.70 | 42.08 | 451 | -61 | 1,894 |
| 18 Nov | 23453.80 | 1138 | 123.25 | 34.68 | 530 | -124 | 1,955 |
| 14 Nov | 23532.70 | 1014.75 | 67.85 | 19.69 | 2,247 | 1,025 | 2,079 |
| 13 Nov | 23559.05 | 946.9 | 224.15 | 11.44 | 3,175 | -720 | 1,054 |
| 12 Nov | 23883.45 | 722.75 | 269.95 | 14.03 | 3,193 | 303 | 1,774 |
| 11 Nov | 24141.30 | 452.8 | -36.20 | 11.07 | 3,608 | 244 | 1,471 |
| 8 Nov | 24148.20 | 489 | 39.00 | 12.85 | 1,426 | 42 | 1,227 |
| 7 Nov | 24199.35 | 450 | 170.00 | 13.98 | 1,563 | 817 | 1,185 |
| 6 Nov | 24484.05 | 280 | -214.70 | 13.92 | 777 | 136 | 368 |
| 5 Nov | 24213.30 | 494.7 | -153.20 | 16.07 | 286 | 128 | 232 |
| 4 Nov | 23995.35 | 647.9 | 183.20 | 16.54 | 220 | -3 | 104 |
| 1 Nov | 24304.35 | 464.7 | 6.10 | 16.54 | 5 | 3 | 107 |
| 31 Oct | 24205.35 | 458.6 | 50.45 | - | 14 | 7 | 104 |
| 30 Oct | 24340.85 | 408.15 | 27.15 | - | 220 | 87 | 97 |
| 29 Oct | 24466.85 | 381 | -18.00 | - | 3 | -2 | 10 |
| 28 Oct | 24339.15 | 399 | -161.45 | - | 5 | -3 | 12 |
| 25 Oct | 24180.80 | 560.45 | 200.20 | - | 32 | -4 | 15 |
| 24 Oct | 24399.40 | 360.25 | 24.45 | - | 25 | 7 | 19 |
| 23 Oct | 24435.50 | 335.8 | -15.60 | - | 24 | 12 | 12 |
| 22 Oct | 24472.10 | 351.4 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 24781.10 | 351.4 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 24854.05 | 351.4 | - | 0 | 0 | 0 | |
For Nifty - strike price 24600 expiring on 21NOV2024
Delta for 24600 PE is -
Historical price for 24600 PE is as follows
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 1252.2, which was 115.90 higher than the previous day. The implied volatity was -, the open interest changed by -1256 which decreased total open position to 638
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1136.3, which was -1.70 lower than the previous day. The implied volatity was 42.08, the open interest changed by -61 which decreased total open position to 1894
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1138, which was 123.25 higher than the previous day. The implied volatity was 34.68, the open interest changed by -124 which decreased total open position to 1955
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1014.75, which was 67.85 higher than the previous day. The implied volatity was 19.69, the open interest changed by 1025 which increased total open position to 2079
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 946.9, which was 224.15 higher than the previous day. The implied volatity was 11.44, the open interest changed by -720 which decreased total open position to 1054
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 722.75, which was 269.95 higher than the previous day. The implied volatity was 14.03, the open interest changed by 303 which increased total open position to 1774
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 452.8, which was -36.20 lower than the previous day. The implied volatity was 11.07, the open interest changed by 244 which increased total open position to 1471
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 489, which was 39.00 higher than the previous day. The implied volatity was 12.85, the open interest changed by 42 which increased total open position to 1227
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 450, which was 170.00 higher than the previous day. The implied volatity was 13.98, the open interest changed by 817 which increased total open position to 1185
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 280, which was -214.70 lower than the previous day. The implied volatity was 13.92, the open interest changed by 136 which increased total open position to 368
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 494.7, which was -153.20 lower than the previous day. The implied volatity was 16.07, the open interest changed by 128 which increased total open position to 232
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 647.9, which was 183.20 higher than the previous day. The implied volatity was 16.54, the open interest changed by -3 which decreased total open position to 104
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 464.7, which was 6.10 higher than the previous day. The implied volatity was 16.54, the open interest changed by 3 which increased total open position to 107
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 458.6, which was 50.45 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 408.15, which was 27.15 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 381, which was -18.00 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 399, which was -161.45 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 560.45, which was 200.20 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 360.25, which was 24.45 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 335.8, which was -15.60 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 351.4, 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 351.4, 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 351.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
