NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 03:51 PM IST
| NIFTY 21NOV2024 24800 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 | -0.45 | - | 9,44,125 | 4,786 | 47,699 | |||
| 19 Nov | 23518.50 | 0.5 | -0.45 | 27.24 | 2,38,932 | -3,614 | 42,913 | |||
| 18 Nov | 23453.80 | 0.95 | -0.80 | 23.77 | 2,84,243 | -7,690 | 46,527 | |||
| 14 Nov | 23532.70 | 1.75 | -3.35 | 15.38 | 2,16,130 | 29,341 | 54,217 | |||
| 13 Nov | 23559.05 | 5.1 | -4.60 | 16.10 | 1,19,189 | 6,672 | 24,876 | |||
| 12 Nov | 23883.45 | 9.7 | -9.30 | 13.87 | 86,752 | 4,140 | 18,204 | |||
| 11 Nov | 24141.30 | 19 | -8.00 | 11.24 | 98,000 | 3,595 | 14,064 | |||
| 8 Nov | 24148.20 | 27 | -26.00 | 10.75 | 50,506 | 5,157 | 10,469 | |||
| 7 Nov | 24199.35 | 53 | -97.10 | 11.53 | 16,152 | 2,523 | 5,312 | |||
| 6 Nov | 24484.05 | 150.1 | 43.10 | 11.99 | 8,010 | 1,991 | 2,789 | |||
| 5 Nov | 24213.30 | 107 | 31.05 | 14.16 | 1,193 | 139 | 798 | |||
| 4 Nov | 23995.35 | 75.95 | -74.10 | 14.58 | 1,691 | 238 | 659 | |||
| 1 Nov | 24304.35 | 150.05 | -14.70 | 13.08 | 88 | 25 | 421 | |||
| 31 Oct | 24205.35 | 164.75 | -40.60 | - | 356 | 233 | 396 | |||
| 30 Oct | 24340.85 | 205.35 | -12.70 | - | 433 | 56 | 163 | |||
| 29 Oct | 24466.85 | 218.05 | 32.30 | - | 313 | 18 | 107 | |||
| 28 Oct | 24339.15 | 185.75 | 28.95 | - | 309 | 27 | 89 | |||
| 25 Oct | 24180.80 | 156.8 | -103.20 | - | 99 | 26 | 62 | |||
| 24 Oct | 24399.40 | 260 | -24.90 | - | 37 | 3 | 36 | |||
| 23 Oct | 24435.50 | 284.9 | -30.60 | - | 27 | 5 | 33 | |||
| 22 Oct | 24472.10 | 315.5 | -124.50 | - | 17 | 10 | 28 | |||
| 21 Oct | 24781.10 | 440 | -91.70 | - | 32 | 11 | 18 | |||
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| 18 Oct | 24854.05 | 531.7 | - | 10 | 7 | 7 | ||||
For Nifty - strike price 24800 expiring on 21NOV2024
Delta for 24800 CE is -
Historical price for 24800 CE is as follows
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 0.05, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 4786 which increased total open position to 47699
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 0.5, which was -0.45 lower than the previous day. The implied volatity was 27.24, the open interest changed by -3614 which decreased total open position to 42913
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 0.95, which was -0.80 lower than the previous day. The implied volatity was 23.77, the open interest changed by -7690 which decreased total open position to 46527
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1.75, which was -3.35 lower than the previous day. The implied volatity was 15.38, the open interest changed by 29341 which increased total open position to 54217
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 5.1, which was -4.60 lower than the previous day. The implied volatity was 16.10, the open interest changed by 6672 which increased total open position to 24876
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 9.7, which was -9.30 lower than the previous day. The implied volatity was 13.87, the open interest changed by 4140 which increased total open position to 18204
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 19, which was -8.00 lower than the previous day. The implied volatity was 11.24, the open interest changed by 3595 which increased total open position to 14064
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 27, which was -26.00 lower than the previous day. The implied volatity was 10.75, the open interest changed by 5157 which increased total open position to 10469
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 53, which was -97.10 lower than the previous day. The implied volatity was 11.53, the open interest changed by 2523 which increased total open position to 5312
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 150.1, which was 43.10 higher than the previous day. The implied volatity was 11.99, the open interest changed by 1991 which increased total open position to 2789
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 107, which was 31.05 higher than the previous day. The implied volatity was 14.16, the open interest changed by 139 which increased total open position to 798
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 75.95, which was -74.10 lower than the previous day. The implied volatity was 14.58, the open interest changed by 238 which increased total open position to 659
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 150.05, which was -14.70 lower than the previous day. The implied volatity was 13.08, the open interest changed by 25 which increased total open position to 421
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 164.75, which was -40.60 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 205.35, which was -12.70 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 218.05, which was 32.30 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 185.75, which was 28.95 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 156.8, which was -103.20 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 260, which was -24.90 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 284.9, which was -30.60 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 315.5, which was -124.50 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 440, which was -91.70 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 531.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 21NOV2024 24800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23349.90 | 1452.35 | 124.95 | - | 2,691 | -2,309 | 469 |
| 19 Nov | 23518.50 | 1327.4 | -23.25 | 40.45 | 341 | -51 | 2,778 |
| 18 Nov | 23453.80 | 1350.65 | 140.95 | 43.47 | 243 | -35 | 2,829 |
| 14 Nov | 23532.70 | 1209.7 | 65.85 | 21.30 | 3,021 | 2,240 | 2,864 |
| 13 Nov | 23559.05 | 1143.85 | 235.65 | 14.14 | 300 | 84 | 624 |
| 12 Nov | 23883.45 | 908.2 | 277.75 | 13.85 | 306 | 113 | 540 |
| 11 Nov | 24141.30 | 630.45 | -31.55 | 11.60 | 472 | 62 | 427 |
| 8 Nov | 24148.20 | 662 | 66.40 | 13.96 | 168 | 18 | 365 |
| 7 Nov | 24199.35 | 595.6 | 199.95 | 13.93 | 224 | 96 | 347 |
| 6 Nov | 24484.05 | 395.65 | -271.05 | 14.05 | 236 | 50 | 251 |
| 5 Nov | 24213.30 | 666.7 | -118.30 | 18.06 | 202 | 113 | 201 |
| 4 Nov | 23995.35 | 785 | 225.00 | 15.61 | 82 | 0 | 88 |
| 1 Nov | 24304.35 | 560 | -11.70 | 15.22 | 3 | 1 | 88 |
| 31 Oct | 24205.35 | 571.7 | 62.20 | - | 117 | 53 | 87 |
| 30 Oct | 24340.85 | 509.5 | 27.60 | - | 72 | 34 | 34 |
| 29 Oct | 24466.85 | 481.9 | 0.00 | - | 0 | -4 | 0 |
| 28 Oct | 24339.15 | 481.9 | -206.45 | - | 5 | -4 | 0 |
| 25 Oct | 24180.80 | 688.35 | 187.85 | - | 4 | 0 | 4 |
| 24 Oct | 24399.40 | 500.5 | 61.85 | - | 12 | 4 | 4 |
| 23 Oct | 24435.50 | 438.65 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 24472.10 | 438.65 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 24781.10 | 438.65 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 24854.05 | 438.65 | - | 0 | 0 | 0 | |
For Nifty - strike price 24800 expiring on 21NOV2024
Delta for 24800 PE is -
Historical price for 24800 PE is as follows
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 1452.35, which was 124.95 higher than the previous day. The implied volatity was -, the open interest changed by -2309 which decreased total open position to 469
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1327.4, which was -23.25 lower than the previous day. The implied volatity was 40.45, the open interest changed by -51 which decreased total open position to 2778
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1350.65, which was 140.95 higher than the previous day. The implied volatity was 43.47, the open interest changed by -35 which decreased total open position to 2829
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1209.7, which was 65.85 higher than the previous day. The implied volatity was 21.30, the open interest changed by 2240 which increased total open position to 2864
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 1143.85, which was 235.65 higher than the previous day. The implied volatity was 14.14, the open interest changed by 84 which increased total open position to 624
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 908.2, which was 277.75 higher than the previous day. The implied volatity was 13.85, the open interest changed by 113 which increased total open position to 540
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 630.45, which was -31.55 lower than the previous day. The implied volatity was 11.60, the open interest changed by 62 which increased total open position to 427
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 662, which was 66.40 higher than the previous day. The implied volatity was 13.96, the open interest changed by 18 which increased total open position to 365
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 595.6, which was 199.95 higher than the previous day. The implied volatity was 13.93, the open interest changed by 96 which increased total open position to 347
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 395.65, which was -271.05 lower than the previous day. The implied volatity was 14.05, the open interest changed by 50 which increased total open position to 251
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 666.7, which was -118.30 lower than the previous day. The implied volatity was 18.06, the open interest changed by 113 which increased total open position to 201
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 785, which was 225.00 higher than the previous day. The implied volatity was 15.61, the open interest changed by 0 which decreased total open position to 88
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 560, which was -11.70 lower than the previous day. The implied volatity was 15.22, the open interest changed by 1 which increased total open position to 88
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 571.7, which was 62.20 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 509.5, which was 27.60 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 481.9, 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 481.9, which was -206.45 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 688.35, which was 187.85 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 500.5, which was 61.85 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 438.65, 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 438.65, 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 438.65, 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 438.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
