NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:33 PM IST
| NIFTY 21NOV2024 24850 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23330.85 | 0.1 | -0.45 | - | 7,18,492 | 3,229 | 12,362 | |||
| 19 Nov | 23518.50 | 0.55 | -0.30 | 28.41 | 63,056 | 3,066 | 9,133 | |||
| 18 Nov | 23453.80 | 0.85 | -0.75 | 24.24 | 54,161 | 1,882 | 6,067 | |||
| 14 Nov | 23532.70 | 1.6 | -2.75 | 15.75 | 12,459 | 1,105 | 4,185 | |||
| 13 Nov | 23559.05 | 4.35 | -4.55 | 16.29 | 14,377 | -2,034 | 3,080 | |||
| 12 Nov | 23883.45 | 8.9 | -5.60 | 14.24 | 31,383 | 1,365 | 5,114 | |||
| 11 Nov | 24141.30 | 14.5 | -6.20 | 11.17 | 20,450 | 1,349 | 3,749 | |||
| 8 Nov | 24148.20 | 20.7 | -25.00 | 10.59 | 12,674 | 1,480 | 2,400 | |||
| 7 Nov | 24199.35 | 45.7 | -88.50 | 11.60 | 1,564 | 517 | 920 | |||
| 6 Nov | 24484.05 | 134.2 | 48.10 | 12.13 | 796 | 88 | 403 | |||
| 5 Nov | 24213.30 | 86.1 | 17.10 | 13.55 | 167 | 10 | 315 | |||
| 4 Nov | 23995.35 | 69 | -63.45 | 14.70 | 364 | 130 | 305 | |||
| 1 Nov | 24304.35 | 132.45 | -15.25 | 12.93 | 166 | 145 | 175 | |||
| 31 Oct | 24205.35 | 147.7 | 3.70 | - | 26 | 30 | 30 | |||
| 30 Oct | 24340.85 | 144 | 0.00 | - | 0 | 2 | 0 | |||
| 29 Oct | 24466.85 | 144 | 5.25 | - | 6 | 2 | 19 | |||
| 28 Oct | 24339.15 | 138.75 | 24.70 | - | 3 | 2 | 17 | |||
| 25 Oct | 24180.80 | 114.05 | -110.95 | - | 1 | -1 | 15 | |||
| 24 Oct | 24399.40 | 225 | -90.00 | - | 11 | 10 | 16 | |||
| 23 Oct | 24435.50 | 315 | -31.50 | - | 4 | 2 | 6 | |||
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| 22 Oct | 24472.10 | 346.5 | -108.35 | - | 7 | 1 | 4 | |||
| 21 Oct | 24781.10 | 454.85 | -80.30 | - | 3 | 3 | 3 | |||
| 18 Oct | 24854.05 | 535.15 | - | 1 | 0 | 0 | ||||
For Nifty - strike price 24850 expiring on 21NOV2024
Delta for 24850 CE is -
Historical price for 24850 CE is as follows
On 21 Nov NIFTY was trading at 23330.85. The strike last trading price was 0.1, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 3229 which increased total open position to 12362
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 28.41, the open interest changed by 3066 which increased total open position to 9133
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 0.85, which was -0.75 lower than the previous day. The implied volatity was 24.24, the open interest changed by 1882 which increased total open position to 6067
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1.6, which was -2.75 lower than the previous day. The implied volatity was 15.75, the open interest changed by 1105 which increased total open position to 4185
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 4.35, which was -4.55 lower than the previous day. The implied volatity was 16.29, the open interest changed by -2034 which decreased total open position to 3080
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 8.9, which was -5.60 lower than the previous day. The implied volatity was 14.24, the open interest changed by 1365 which increased total open position to 5114
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 14.5, which was -6.20 lower than the previous day. The implied volatity was 11.17, the open interest changed by 1349 which increased total open position to 3749
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 20.7, which was -25.00 lower than the previous day. The implied volatity was 10.59, the open interest changed by 1480 which increased total open position to 2400
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 45.7, which was -88.50 lower than the previous day. The implied volatity was 11.60, the open interest changed by 517 which increased total open position to 920
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 134.2, which was 48.10 higher than the previous day. The implied volatity was 12.13, the open interest changed by 88 which increased total open position to 403
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 86.1, which was 17.10 higher than the previous day. The implied volatity was 13.55, the open interest changed by 10 which increased total open position to 315
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 69, which was -63.45 lower than the previous day. The implied volatity was 14.70, the open interest changed by 130 which increased total open position to 305
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 132.45, which was -15.25 lower than the previous day. The implied volatity was 12.93, the open interest changed by 145 which increased total open position to 175
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 147.7, which was 3.70 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 144, 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 144, which was 5.25 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 138.75, which was 24.70 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 114.05, which was -110.95 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 225, which was -90.00 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 315, which was -31.50 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 346.5, which was -108.35 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 454.85, which was -80.30 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 535.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 21NOV2024 24850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23330.85 | 1512 | 172.00 | - | 101 | -12 | 51 |
| 19 Nov | 23518.50 | 1340 | 77.90 | - | 36 | 63 | 63 |
| 18 Nov | 23453.80 | 1262.1 | 0.00 | 0.00 | 0 | 82 | 0 |
| 14 Nov | 23532.70 | 1262.1 | 382.10 | 22.74 | 21 | 82 | 82 |
| 13 Nov | 23559.05 | 880 | 0.00 | 0.00 | 0 | 41 | 0 |
| 12 Nov | 23883.45 | 880 | 190.10 | - | 48 | 41 | 63 |
| 11 Nov | 24141.30 | 689.9 | 42.50 | 13.59 | 4 | 20 | 22 |
| 8 Nov | 24148.20 | 647.4 | 43.95 | - | 21 | 0 | 2 |
| 7 Nov | 24199.35 | 603.45 | 195.75 | 11.38 | 1 | -10 | 2 |
| 6 Nov | 24484.05 | 407.7 | 7.70 | 13.00 | 21 | 12 | 12 |
| 5 Nov | 24213.30 | 400 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 400 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 400 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 24205.35 | 400 | 0.00 | - | 0 | 0 | 1 |
| 30 Oct | 24340.85 | 400 | 0.00 | - | 1 | 0 | 1 |
| 29 Oct | 24466.85 | 400 | 0.00 | - | 1 | 0 | 1 |
| 28 Oct | 24339.15 | 400 | 0.00 | - | 1 | 0 | 1 |
| 25 Oct | 24180.80 | 400 | 95.55 | - | 1 | 1 | 1 |
| 24 Oct | 24399.40 | 304.45 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 24435.50 | 304.45 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 24472.10 | 304.45 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 24781.10 | 304.45 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 24854.05 | 304.45 | - | 1 | 0 | 0 | |
For Nifty - strike price 24850 expiring on 21NOV2024
Delta for 24850 PE is -
Historical price for 24850 PE is as follows
On 21 Nov NIFTY was trading at 23330.85. The strike last trading price was 1512, which was 172.00 higher than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 51
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1340, which was 77.90 higher than the previous day. The implied volatity was -, the open interest changed by 63 which increased total open position to 63
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1262.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 82 which increased total open position to 0
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1262.1, which was 382.10 higher than the previous day. The implied volatity was 22.74, the open interest changed by 82 which increased total open position to 82
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 880, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 41 which increased total open position to 0
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 880, which was 190.10 higher than the previous day. The implied volatity was -, the open interest changed by 41 which increased total open position to 63
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 689.9, which was 42.50 higher than the previous day. The implied volatity was 13.59, the open interest changed by 20 which increased total open position to 22
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 647.4, which was 43.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 603.45, which was 195.75 higher than the previous day. The implied volatity was 11.38, the open interest changed by -10 which decreased total open position to 2
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 407.7, which was 7.70 higher than the previous day. The implied volatity was 13.00, the open interest changed by 12 which increased total open position to 12
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 400, 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 400, 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 400, 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 400, 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 400, 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 400, 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 400, 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 400, which was 95.55 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 304.45, 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 304.45, 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 304.45, 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 304.45, 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 304.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
