NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:11 PM IST
| NIFTY 21NOV2024 24750 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23341.25 | 0.1 | -0.25 | - | 6,06,069 | 19,331 | 44,911 | |||
| 19 Nov | 23518.50 | 0.35 | -0.40 | 25.42 | 1,21,915 | 319 | 25,580 | |||
| 18 Nov | 23453.80 | 0.75 | -1.30 | 22.39 | 1,02,237 | 13,938 | 25,261 | |||
| 14 Nov | 23532.70 | 2.05 | -3.55 | 15.11 | 28,308 | 2,006 | 11,323 | |||
| 13 Nov | 23559.05 | 5.6 | -5.85 | 15.78 | 45,206 | 2,397 | 9,317 | |||
| 12 Nov | 23883.45 | 11.45 | -10.90 | 13.71 | 35,855 | 2,883 | 6,920 | |||
| 11 Nov | 24141.30 | 22.35 | -9.50 | 11.04 | 33,204 | 1,327 | 4,037 | |||
| 8 Nov | 24148.20 | 31.85 | -29.15 | 10.64 | 11,633 | 1,869 | 2,710 | |||
| 7 Nov | 24199.35 | 61 | -111.55 | 11.44 | 2,141 | 689 | 841 | |||
| 6 Nov | 24484.05 | 172.55 | 71.30 | 12.25 | 366 | 47 | 152 | |||
| 5 Nov | 24213.30 | 101.25 | 11.45 | 13.06 | 225 | 42 | 105 | |||
| 4 Nov | 23995.35 | 89.8 | -80.50 | 14.89 | 474 | 39 | 63 | |||
| 1 Nov | 24304.35 | 170.3 | 4.30 | 13.29 | 4 | 0 | 24 | |||
| 31 Oct | 24205.35 | 166 | -54.95 | - | 20 | 24 | 24 | |||
| 30 Oct | 24340.85 | 220.95 | 0.00 | - | 0 | 3 | 0 | |||
| 29 Oct | 24466.85 | 220.95 | 0.00 | - | 0 | 3 | 0 | |||
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| 28 Oct | 24339.15 | 220.95 | 63.25 | - | 6 | 3 | 12 | |||
| 25 Oct | 24180.80 | 157.7 | -218.60 | - | 12 | 9 | 9 | |||
| 24 Oct | 24399.40 | 376.3 | 0.00 | - | 0 | 3 | 0 | |||
| 23 Oct | 24435.50 | 376.3 | 33.30 | - | 7 | 3 | 9 | |||
| 22 Oct | 24472.10 | 343 | -128.35 | - | 9 | -1 | 6 | |||
| 21 Oct | 24781.10 | 471.35 | -112.55 | - | 27 | 6 | 7 | |||
| 18 Oct | 24854.05 | 583.9 | - | 4 | 1 | 1 | ||||
For Nifty - strike price 24750 expiring on 21NOV2024
Delta for 24750 CE is -
Historical price for 24750 CE is as follows
On 21 Nov NIFTY was trading at 23341.25. The strike last trading price was 0.1, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 19331 which increased total open position to 44911
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 0.35, which was -0.40 lower than the previous day. The implied volatity was 25.42, the open interest changed by 319 which increased total open position to 25580
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 0.75, which was -1.30 lower than the previous day. The implied volatity was 22.39, the open interest changed by 13938 which increased total open position to 25261
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 2.05, which was -3.55 lower than the previous day. The implied volatity was 15.11, the open interest changed by 2006 which increased total open position to 11323
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 5.6, which was -5.85 lower than the previous day. The implied volatity was 15.78, the open interest changed by 2397 which increased total open position to 9317
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 11.45, which was -10.90 lower than the previous day. The implied volatity was 13.71, the open interest changed by 2883 which increased total open position to 6920
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 22.35, which was -9.50 lower than the previous day. The implied volatity was 11.04, the open interest changed by 1327 which increased total open position to 4037
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 31.85, which was -29.15 lower than the previous day. The implied volatity was 10.64, the open interest changed by 1869 which increased total open position to 2710
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 61, which was -111.55 lower than the previous day. The implied volatity was 11.44, the open interest changed by 689 which increased total open position to 841
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 172.55, which was 71.30 higher than the previous day. The implied volatity was 12.25, the open interest changed by 47 which increased total open position to 152
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 101.25, which was 11.45 higher than the previous day. The implied volatity was 13.06, the open interest changed by 42 which increased total open position to 105
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 89.8, which was -80.50 lower than the previous day. The implied volatity was 14.89, the open interest changed by 39 which increased total open position to 63
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 170.3, which was 4.30 higher than the previous day. The implied volatity was 13.29, the open interest changed by 0 which decreased total open position to 24
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 166, which was -54.95 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 220.95, 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 29 Oct NIFTY was trading at 24466.85. The strike last trading price was 220.95, 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 28 Oct NIFTY was trading at 24339.15. The strike last trading price was 220.95, which was 63.25 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 157.7, which was -218.60 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 376.3, 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 376.3, which was 33.30 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 343, which was -128.35 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 471.35, which was -112.55 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 583.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 21NOV2024 24750 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23341.25 | 1421.5 | 146.50 | - | 10 | -5 | 91 |
| 19 Nov | 23518.50 | 1275 | -55.00 | 40.24 | 52 | -8 | 96 |
| 18 Nov | 23453.80 | 1330 | 150.45 | 48.90 | 7 | 23 | 104 |
| 14 Nov | 23532.70 | 1179.55 | 59.00 | 25.18 | 48 | 1 | 81 |
| 13 Nov | 23559.05 | 1120.55 | 285.70 | 21.25 | 53 | -16 | 80 |
| 12 Nov | 23883.45 | 834.85 | 239.90 | - | 20 | 9 | 96 |
| 11 Nov | 24141.30 | 594.95 | -20.40 | 12.69 | 125 | 49 | 87 |
| 8 Nov | 24148.20 | 615.35 | 54.40 | 13.50 | 45 | 19 | 38 |
| 7 Nov | 24199.35 | 560.95 | 193.95 | 14.17 | 16 | 5 | 19 |
| 6 Nov | 24484.05 | 367 | -196.00 | 14.14 | 37 | 14 | 14 |
| 5 Nov | 24213.30 | 563 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 563 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 563 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 24205.35 | 563 | 64.80 | - | 9 | 0 | 7 |
| 30 Oct | 24340.85 | 498.2 | -11.80 | - | 9 | 2 | 7 |
| 29 Oct | 24466.85 | 510 | -164.55 | - | 2 | 0 | 5 |
| 28 Oct | 24339.15 | 674.55 | 0.00 | - | 23 | -21 | 5 |
| 25 Oct | 24180.80 | 674.55 | 309.55 | - | 23 | 26 | 26 |
| 24 Oct | 24399.40 | 365 | 0.00 | - | 0 | -1 | 0 |
| 23 Oct | 24435.50 | 365 | -77.55 | - | 12 | -1 | 26 |
| 22 Oct | 24472.10 | 442.55 | 26.85 | - | 33 | 27 | 27 |
| 21 Oct | 24781.10 | 415.7 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 24854.05 | 415.7 | - | 0 | 0 | 0 | |
For Nifty - strike price 24750 expiring on 21NOV2024
Delta for 24750 PE is -
Historical price for 24750 PE is as follows
On 21 Nov NIFTY was trading at 23341.25. The strike last trading price was 1421.5, which was 146.50 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 91
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1275, which was -55.00 lower than the previous day. The implied volatity was 40.24, the open interest changed by -8 which decreased total open position to 96
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1330, which was 150.45 higher than the previous day. The implied volatity was 48.90, the open interest changed by 23 which increased total open position to 104
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1179.55, which was 59.00 higher than the previous day. The implied volatity was 25.18, the open interest changed by 1 which increased total open position to 81
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 1120.55, which was 285.70 higher than the previous day. The implied volatity was 21.25, the open interest changed by -16 which decreased total open position to 80
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 834.85, which was 239.90 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 96
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 594.95, which was -20.40 lower than the previous day. The implied volatity was 12.69, the open interest changed by 49 which increased total open position to 87
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 615.35, which was 54.40 higher than the previous day. The implied volatity was 13.50, the open interest changed by 19 which increased total open position to 38
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 560.95, which was 193.95 higher than the previous day. The implied volatity was 14.17, the open interest changed by 5 which increased total open position to 19
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 367, which was -196.00 lower than the previous day. The implied volatity was 14.14, the open interest changed by 14 which increased total open position to 14
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 563, 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 563, 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 563, 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 563, which was 64.80 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 498.2, which was -11.80 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 510, which was -164.55 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 674.55, 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 674.55, which was 309.55 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 365, 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 365, which was -77.55 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 442.55, which was 26.85 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 415.7, 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 415.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
