NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:07 PM IST
| NIFTY 21NOV2024 24700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23339.65 | 0.15 | -0.40 | - | 11,31,404 | 9,443 | 88,048 | |||
| 19 Nov | 23518.50 | 0.55 | -0.30 | 25.60 | 3,24,262 | 7,883 | 78,605 | |||
| 18 Nov | 23453.80 | 0.85 | -1.05 | 21.93 | 4,06,361 | 25,172 | 70,722 | |||
| 14 Nov | 23532.70 | 1.9 | -4.10 | 14.44 | 2,15,159 | 16,965 | 45,550 | |||
| 13 Nov | 23559.05 | 6 | -6.65 | 15.37 | 1,35,082 | 14,601 | 28,585 | |||
| 12 Nov | 23883.45 | 12.65 | -14.15 | 13.36 | 1,11,137 | -245 | 13,984 | |||
| 11 Nov | 24141.30 | 26.8 | -11.20 | 10.89 | 1,12,871 | 6,213 | 14,229 | |||
| 8 Nov | 24148.20 | 38 | -33.00 | 10.57 | 40,810 | 3,497 | 8,016 | |||
| 7 Nov | 24199.35 | 71 | -120.80 | 11.40 | 15,753 | 2,928 | 4,519 | |||
| 6 Nov | 24484.05 | 191.8 | 67.35 | 12.20 | 5,029 | 1,111 | 1,591 | |||
| 5 Nov | 24213.30 | 124.45 | 25.70 | 13.65 | 1,541 | 121 | 480 | |||
| 4 Nov | 23995.35 | 98.75 | -85.10 | 14.80 | 1,065 | 284 | 359 | |||
| 1 Nov | 24304.35 | 183.85 | -16.15 | 13.12 | 35 | 4 | 75 | |||
| 31 Oct | 24205.35 | 200 | -42.25 | - | 149 | 19 | 71 | |||
| 30 Oct | 24340.85 | 242.25 | -26.75 | - | 72 | -4 | 52 | |||
| 29 Oct | 24466.85 | 269 | 52.00 | - | 243 | 1 | 56 | |||
| 28 Oct | 24339.15 | 217 | 30.85 | - | 85 | 26 | 55 | |||
| 25 Oct | 24180.80 | 186.15 | -104.95 | - | 63 | 11 | 29 | |||
| 24 Oct | 24399.40 | 291.1 | -46.35 | - | 8 | 5 | 18 | |||
| 23 Oct | 24435.50 | 337.45 | -29.55 | - | 18 | 2 | 13 | |||
| 22 Oct | 24472.10 | 367 | -241.00 | - | 12 | 9 | 11 | |||
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| 21 Oct | 24781.10 | 608 | -7.15 | - | 3 | 2 | 2 | |||
| 18 Oct | 24854.05 | 615.15 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 24700 expiring on 21NOV2024
Delta for 24700 CE is -
Historical price for 24700 CE is as follows
On 21 Nov NIFTY was trading at 23339.65. The strike last trading price was 0.15, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by 9443 which increased total open position to 88048
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 0.55, which was -0.30 lower than the previous day. The implied volatity was 25.60, the open interest changed by 7883 which increased total open position to 78605
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 0.85, which was -1.05 lower than the previous day. The implied volatity was 21.93, the open interest changed by 25172 which increased total open position to 70722
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1.9, which was -4.10 lower than the previous day. The implied volatity was 14.44, the open interest changed by 16965 which increased total open position to 45550
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 6, which was -6.65 lower than the previous day. The implied volatity was 15.37, the open interest changed by 14601 which increased total open position to 28585
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 12.65, which was -14.15 lower than the previous day. The implied volatity was 13.36, the open interest changed by -245 which decreased total open position to 13984
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 26.8, which was -11.20 lower than the previous day. The implied volatity was 10.89, the open interest changed by 6213 which increased total open position to 14229
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 38, which was -33.00 lower than the previous day. The implied volatity was 10.57, the open interest changed by 3497 which increased total open position to 8016
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 71, which was -120.80 lower than the previous day. The implied volatity was 11.40, the open interest changed by 2928 which increased total open position to 4519
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 191.8, which was 67.35 higher than the previous day. The implied volatity was 12.20, the open interest changed by 1111 which increased total open position to 1591
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 124.45, which was 25.70 higher than the previous day. The implied volatity was 13.65, the open interest changed by 121 which increased total open position to 480
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 98.75, which was -85.10 lower than the previous day. The implied volatity was 14.80, the open interest changed by 284 which increased total open position to 359
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 183.85, which was -16.15 lower than the previous day. The implied volatity was 13.12, the open interest changed by 4 which increased total open position to 75
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 200, which was -42.25 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 242.25, which was -26.75 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 269, which was 52.00 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 217, which was 30.85 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 186.15, which was -104.95 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 291.1, which was -46.35 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 337.45, which was -29.55 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 367, which was -241.00 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 608, which was -7.15 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 615.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 21NOV2024 24700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23339.65 | 1367.65 | 142.45 | - | 429 | -378 | 784 |
| 19 Nov | 23518.50 | 1225.2 | -12.40 | 39.09 | 526 | -107 | 1,162 |
| 18 Nov | 23453.80 | 1237.6 | 105.35 | 36.92 | 144 | -56 | 1,269 |
| 14 Nov | 23532.70 | 1132.25 | 94.00 | 24.86 | 1,151 | 684 | 1,325 |
| 13 Nov | 23559.05 | 1038.25 | 222.80 | - | 286 | -77 | 641 |
| 12 Nov | 23883.45 | 815.45 | 275.35 | 14.20 | 3,222 | 94 | 718 |
| 11 Nov | 24141.30 | 540.1 | -54.25 | 11.26 | 981 | 42 | 624 |
| 8 Nov | 24148.20 | 594.35 | 75.10 | 14.90 | 589 | 217 | 582 |
| 7 Nov | 24199.35 | 519.25 | 184.25 | 13.88 | 797 | 34 | 365 |
| 6 Nov | 24484.05 | 335 | -233.25 | 13.98 | 572 | 276 | 331 |
| 5 Nov | 24213.30 | 568.25 | -181.75 | 16.46 | 51 | 34 | 55 |
| 4 Nov | 23995.35 | 750 | 233.90 | 18.22 | 35 | 12 | 21 |
| 1 Nov | 24304.35 | 516.1 | -7.30 | 16.17 | 29 | 2 | 9 |
| 31 Oct | 24205.35 | 523.4 | 97.90 | - | 23 | 7 | 7 |
| 30 Oct | 24340.85 | 425.5 | 5.75 | - | 4 | 0 | 0 |
| 29 Oct | 24466.85 | 419.75 | 0.00 | - | 0 | -4 | 0 |
| 28 Oct | 24339.15 | 419.75 | -230.25 | - | 5 | -4 | 1 |
| 25 Oct | 24180.80 | 650 | 220.00 | - | 8 | 1 | 5 |
| 24 Oct | 24399.40 | 430 | -2.00 | - | 12 | -2 | 4 |
| 23 Oct | 24435.50 | 432 | 14.25 | - | 13 | -2 | 6 |
| 22 Oct | 24472.10 | 417.75 | 106.25 | - | 15 | 7 | 8 |
| 21 Oct | 24781.10 | 311.5 | 69.50 | - | 1 | 0 | 1 |
| 18 Oct | 24854.05 | 242 | - | 6 | 1 | 1 | |
For Nifty - strike price 24700 expiring on 21NOV2024
Delta for 24700 PE is -
Historical price for 24700 PE is as follows
On 21 Nov NIFTY was trading at 23339.65. The strike last trading price was 1367.65, which was 142.45 higher than the previous day. The implied volatity was -, the open interest changed by -378 which decreased total open position to 784
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1225.2, which was -12.40 lower than the previous day. The implied volatity was 39.09, the open interest changed by -107 which decreased total open position to 1162
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1237.6, which was 105.35 higher than the previous day. The implied volatity was 36.92, the open interest changed by -56 which decreased total open position to 1269
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1132.25, which was 94.00 higher than the previous day. The implied volatity was 24.86, the open interest changed by 684 which increased total open position to 1325
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 1038.25, which was 222.80 higher than the previous day. The implied volatity was -, the open interest changed by -77 which decreased total open position to 641
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 815.45, which was 275.35 higher than the previous day. The implied volatity was 14.20, the open interest changed by 94 which increased total open position to 718
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 540.1, which was -54.25 lower than the previous day. The implied volatity was 11.26, the open interest changed by 42 which increased total open position to 624
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 594.35, which was 75.10 higher than the previous day. The implied volatity was 14.90, the open interest changed by 217 which increased total open position to 582
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 519.25, which was 184.25 higher than the previous day. The implied volatity was 13.88, the open interest changed by 34 which increased total open position to 365
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 335, which was -233.25 lower than the previous day. The implied volatity was 13.98, the open interest changed by 276 which increased total open position to 331
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 568.25, which was -181.75 lower than the previous day. The implied volatity was 16.46, the open interest changed by 34 which increased total open position to 55
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 750, which was 233.90 higher than the previous day. The implied volatity was 18.22, the open interest changed by 12 which increased total open position to 21
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 516.1, which was -7.30 lower than the previous day. The implied volatity was 16.17, the open interest changed by 2 which increased total open position to 9
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 523.4, which was 97.90 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 425.5, which was 5.75 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 419.75, 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 419.75, which was -230.25 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 650, which was 220.00 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 430, which was -2.00 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 432, which was 14.25 higher 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 417.75, which was 106.25 higher 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 311.5, which was 69.50 higher 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 242, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
