NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:01 PM IST
| NIFTY 21NOV2024 24650 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23345.65 | 0.15 | -0.35 | - | 5,94,596 | 12,677 | 39,708 | |||
| 19 Nov | 23518.50 | 0.5 | -0.60 | 24.48 | 1,01,645 | -125 | 27,031 | |||
| 18 Nov | 23453.80 | 1.1 | -0.85 | 21.78 | 1,15,200 | 16,713 | 27,156 | |||
| 14 Nov | 23532.70 | 1.95 | -5.30 | 13.89 | 40,967 | 1,144 | 10,443 | |||
| 13 Nov | 23559.05 | 7.25 | -7.75 | 15.27 | 40,202 | 1,262 | 9,299 | |||
| 12 Nov | 23883.45 | 15 | -18.80 | 13.21 | 43,648 | 1,465 | 8,037 | |||
| 11 Nov | 24141.30 | 33.8 | -12.35 | 10.95 | 37,498 | 3,790 | 6,572 | |||
| 8 Nov | 24148.20 | 46.15 | -35.50 | 10.58 | 13,527 | 1,669 | 2,782 | |||
| 7 Nov | 24199.35 | 81.65 | -129.95 | 11.33 | 1,721 | 537 | 1,113 | |||
| 6 Nov | 24484.05 | 211.6 | 72.45 | 12.09 | 730 | 246 | 576 | |||
| 5 Nov | 24213.30 | 139.15 | 27.35 | 13.65 | 269 | 5 | 330 | |||
| 4 Nov | 23995.35 | 111.8 | -93.20 | 14.91 | 427 | 157 | 325 | |||
| 1 Nov | 24304.35 | 205 | -17.45 | 13.26 | 18 | 0 | 168 | |||
| 31 Oct | 24205.35 | 222.45 | -46.10 | - | 23 | 9 | 168 | |||
| 30 Oct | 24340.85 | 268.55 | -35.45 | - | 34 | 3 | 159 | |||
| 29 Oct | 24466.85 | 304 | 45.60 | - | 11 | 3 | 156 | |||
| 28 Oct | 24339.15 | 258.4 | 48.40 | - | 10 | -3 | 153 | |||
| 25 Oct | 24180.80 | 210 | -121.00 | - | 34 | 26 | 156 | |||
| 24 Oct | 24399.40 | 331 | -107.00 | - | 234 | 130 | 130 | |||
| 23 Oct | 24435.50 | 438 | 0.00 | - | 0 | 11 | 0 | |||
| 22 Oct | 24472.10 | 438 | -205.40 | - | 14 | 11 | 11 | |||
| 21 Oct | 24781.10 | 643.4 | 0.00 | - | 0 | 0 | 0 | |||
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| 18 Oct | 24854.05 | 643.4 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 24650 expiring on 21NOV2024
Delta for 24650 CE is -
Historical price for 24650 CE is as follows
On 21 Nov NIFTY was trading at 23345.65. The strike last trading price was 0.15, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 12677 which increased total open position to 39708
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 0.5, which was -0.60 lower than the previous day. The implied volatity was 24.48, the open interest changed by -125 which decreased total open position to 27031
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1.1, which was -0.85 lower than the previous day. The implied volatity was 21.78, the open interest changed by 16713 which increased total open position to 27156
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1.95, which was -5.30 lower than the previous day. The implied volatity was 13.89, the open interest changed by 1144 which increased total open position to 10443
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 7.25, which was -7.75 lower than the previous day. The implied volatity was 15.27, the open interest changed by 1262 which increased total open position to 9299
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 15, which was -18.80 lower than the previous day. The implied volatity was 13.21, the open interest changed by 1465 which increased total open position to 8037
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 33.8, which was -12.35 lower than the previous day. The implied volatity was 10.95, the open interest changed by 3790 which increased total open position to 6572
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 46.15, which was -35.50 lower than the previous day. The implied volatity was 10.58, the open interest changed by 1669 which increased total open position to 2782
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 81.65, which was -129.95 lower than the previous day. The implied volatity was 11.33, the open interest changed by 537 which increased total open position to 1113
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 211.6, which was 72.45 higher than the previous day. The implied volatity was 12.09, the open interest changed by 246 which increased total open position to 576
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 139.15, which was 27.35 higher than the previous day. The implied volatity was 13.65, the open interest changed by 5 which increased total open position to 330
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 111.8, which was -93.20 lower than the previous day. The implied volatity was 14.91, the open interest changed by 157 which increased total open position to 325
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 205, which was -17.45 lower than the previous day. The implied volatity was 13.26, the open interest changed by 0 which decreased total open position to 168
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 222.45, which was -46.10 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 268.55, which was -35.45 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 304, which was 45.60 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 258.4, which was 48.40 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 210, which was -121.00 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 331, which was -107.00 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 438, 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 438, which was -205.40 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 643.4, 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 643.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 21NOV2024 24650 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23345.65 | 1306.3 | 123.70 | - | 35 | -7 | 173 |
| 19 Nov | 23518.50 | 1182.6 | 122.60 | 41.82 | 107 | 180 | 180 |
| 18 Nov | 23453.80 | 1060 | 0.00 | 0.00 | 0 | 81 | 0 |
| 14 Nov | 23532.70 | 1060 | 85.00 | 19.21 | 188 | 81 | 178 |
| 13 Nov | 23559.05 | 975 | 218.60 | - | 13 | 5 | 97 |
| 12 Nov | 23883.45 | 756.4 | 262.65 | 11.42 | 179 | -53 | 92 |
| 11 Nov | 24141.30 | 493.75 | 14.20 | 10.89 | 614 | 145 | 145 |
| 8 Nov | 24148.20 | 479.55 | 0.00 | 0.00 | 0 | -11 | 0 |
| 7 Nov | 24199.35 | 479.55 | 162.90 | 13.66 | 97 | -11 | 17 |
| 6 Nov | 24484.05 | 316.65 | -217.65 | 14.45 | 162 | 12 | 28 |
| 5 Nov | 24213.30 | 534.3 | 176.70 | 16.44 | 22 | 16 | 16 |
| 4 Nov | 23995.35 | 357.6 | 0.00 | 0.00 | 0 | 1 | 0 |
| 1 Nov | 24304.35 | 357.6 | 0.00 | 0.00 | 0 | 1 | 0 |
| 31 Oct | 24205.35 | 357.6 | 0.00 | - | 0 | 1 | 0 |
| 30 Oct | 24340.85 | 357.6 | 0.00 | - | 0 | 1 | 0 |
| 29 Oct | 24466.85 | 357.6 | 0.00 | - | 0 | 1 | 0 |
| 28 Oct | 24339.15 | 357.6 | 0.00 | - | 0 | 1 | 0 |
| 25 Oct | 24180.80 | 357.6 | 0.00 | - | 0 | 1 | 0 |
| 24 Oct | 24399.40 | 357.6 | 0.00 | - | 0 | 1 | 0 |
| 23 Oct | 24435.50 | 357.6 | -14.45 | - | 4 | 1 | 1 |
| 22 Oct | 24472.10 | 372.05 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 24781.10 | 372.05 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 24854.05 | 372.05 | - | 0 | 0 | 0 | |
For Nifty - strike price 24650 expiring on 21NOV2024
Delta for 24650 PE is -
Historical price for 24650 PE is as follows
On 21 Nov NIFTY was trading at 23345.65. The strike last trading price was 1306.3, which was 123.70 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 173
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1182.6, which was 122.60 higher than the previous day. The implied volatity was 41.82, the open interest changed by 180 which increased total open position to 180
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1060, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 81 which increased total open position to 0
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1060, which was 85.00 higher than the previous day. The implied volatity was 19.21, the open interest changed by 81 which increased total open position to 178
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 975, which was 218.60 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 97
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 756.4, which was 262.65 higher than the previous day. The implied volatity was 11.42, the open interest changed by -53 which decreased total open position to 92
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 493.75, which was 14.20 higher than the previous day. The implied volatity was 10.89, the open interest changed by 145 which increased total open position to 145
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 479.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -11 which decreased total open position to 0
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 479.55, which was 162.90 higher than the previous day. The implied volatity was 13.66, the open interest changed by -11 which decreased total open position to 17
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 316.65, which was -217.65 lower than the previous day. The implied volatity was 14.45, the open interest changed by 12 which increased total open position to 28
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 534.3, which was 176.70 higher than the previous day. The implied volatity was 16.44, the open interest changed by 16 which increased total open position to 16
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 357.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 357.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 357.6, 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 357.6, 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 357.6, 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 357.6, 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 357.6, 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 24 Oct NIFTY was trading at 24399.40. The strike last trading price was 357.6, 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 23 Oct NIFTY was trading at 24435.50. The strike last trading price was 357.6, which was -14.45 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 372.05, 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 21 Oct NIFTY was trading at 24781.10. The strike last trading price was 372.05, 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 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 372.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
