NIFTY
Nifty
Historical option data for NIFTY
30 Dec 2024 04:11 PM IST
| NIFTY 02JAN2025 24850 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.44
Theta: -1.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 30 Dec | 23644.90 | 1.15 | -0.45 | 22.13 | 55,526 | 1,181 | 6,511 | |||
| 27 Dec | 23813.40 | 1.6 | -0.80 | 13.67 | 64,815 | 3,000 | 5,330 | |||
| 26 Dec | 23750.20 | 2.4 | -2.55 | 14.13 | 8,100 | 685 | 2,330 | |||
| 24 Dec | 23727.65 | 4.95 | -4.15 | 14.12 | 4,515 | 774 | 1,645 | |||
| 23 Dec | 23753.45 | 9.1 | -14.90 | 14.56 | 4,705 | 223 | 871 | |||
| 20 Dec | 23587.50 | 24 | -31.45 | 16.82 | 3,002 | 311 | 648 | |||
| 19 Dec | 23951.70 | 55.45 | -47.80 | 15.68 | 807 | 21 | 337 | |||
| 18 Dec | 24198.85 | 103.25 | -42.95 | 14.97 | 268 | 58 | 316 | |||
| 17 Dec | 24336.00 | 146.2 | -115.90 | 15.26 | 381 | 130 | 258 | |||
| 16 Dec | 24668.25 | 262.1 | -46.00 | 14.27 | 325 | 47 | 128 | |||
| 13 Dec | 24768.30 | 308.1 | 76.20 | 11.82 | 379 | 0 | 81 | |||
| 12 Dec | 24548.70 | 231.9 | -48.05 | 13.11 | 55 | -18 | 81 | |||
| 11 Dec | 24641.80 | 279.95 | -7.90 | 12.99 | 22 | -11 | 99 | |||
| 10 Dec | 24610.05 | 287.85 | -1.65 | 13.09 | 24 | -14 | 110 | |||
| 9 Dec | 24619.00 | 289.5 | -54.45 | 12.66 | 68 | 44 | 124 | |||
| 6 Dec | 24677.80 | 343.95 | -9.50 | 12.80 | 60 | 66 | 80 | |||
| 5 Dec | 24708.40 | 353.45 | 240.60 | 12.17 | 22 | 14 | 14 | |||
| 4 Dec | 24467.45 | 112.85 | 0.00 | 0.70 | 0 | 0 | 0 | |||
| 3 Dec | 24457.15 | 112.85 | 0.00 | 0.72 | 0 | 0 | 0 | |||
| 2 Dec | 24276.05 | 112.85 | 0.00 | 1.28 | 0 | 0 | 0 | |||
| 29 Nov | 24131.10 | 112.85 | 0.00 | 1.76 | 0 | 0 | 0 | |||
| 28 Nov | 23914.15 | 112.85 | 0.00 | 1.66 | 0 | 0 | 0 | |||
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| 27 Nov | 24274.90 | 112.85 | 0.00 | 1.34 | 0 | 0 | 0 | |||
| 26 Nov | 24194.50 | 112.85 | 0.00 | 1.27 | 0 | 0 | 0 | |||
| 25 Nov | 24221.90 | 112.85 | 0.00 | 1.11 | 0 | 0 | 0 | |||
| 22 Nov | 23907.25 | 112.85 | 1.83 | 0 | 0 | 0 | ||||
For Nifty - strike price 24850 expiring on 02JAN2025
Delta for 24850 CE is 0.01
Historical price for 24850 CE is as follows
On 30 Dec NIFTY was trading at 23644.90. The strike last trading price was 1.15, which was -0.45 lower than the previous day. The implied volatity was 22.13, the open interest changed by 1181 which increased total open position to 6511
On 27 Dec NIFTY was trading at 23813.40. The strike last trading price was 1.6, which was -0.80 lower than the previous day. The implied volatity was 13.67, the open interest changed by 3000 which increased total open position to 5330
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 2.4, which was -2.55 lower than the previous day. The implied volatity was 14.13, the open interest changed by 685 which increased total open position to 2330
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 4.95, which was -4.15 lower than the previous day. The implied volatity was 14.12, the open interest changed by 774 which increased total open position to 1645
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 9.1, which was -14.90 lower than the previous day. The implied volatity was 14.56, the open interest changed by 223 which increased total open position to 871
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 24, which was -31.45 lower than the previous day. The implied volatity was 16.82, the open interest changed by 311 which increased total open position to 648
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 55.45, which was -47.80 lower than the previous day. The implied volatity was 15.68, the open interest changed by 21 which increased total open position to 337
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 103.25, which was -42.95 lower than the previous day. The implied volatity was 14.97, the open interest changed by 58 which increased total open position to 316
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 146.2, which was -115.90 lower than the previous day. The implied volatity was 15.26, the open interest changed by 130 which increased total open position to 258
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 262.1, which was -46.00 lower than the previous day. The implied volatity was 14.27, the open interest changed by 47 which increased total open position to 128
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 308.1, which was 76.20 higher than the previous day. The implied volatity was 11.82, the open interest changed by 0 which decreased total open position to 81
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 231.9, which was -48.05 lower than the previous day. The implied volatity was 13.11, the open interest changed by -18 which decreased total open position to 81
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 279.95, which was -7.90 lower than the previous day. The implied volatity was 12.99, the open interest changed by -11 which decreased total open position to 99
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 287.85, which was -1.65 lower than the previous day. The implied volatity was 13.09, the open interest changed by -14 which decreased total open position to 110
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 289.5, which was -54.45 lower than the previous day. The implied volatity was 12.66, the open interest changed by 44 which increased total open position to 124
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 343.95, which was -9.50 lower than the previous day. The implied volatity was 12.80, the open interest changed by 66 which increased total open position to 80
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 353.45, which was 240.60 higher than the previous day. The implied volatity was 12.17, the open interest changed by 14 which increased total open position to 14
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 112.85, which was 0.00 lower than the previous day. The implied volatity was 0.70, the open interest changed by 0 which decreased total open position to 0
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 112.85, which was 0.00 lower than the previous day. The implied volatity was 0.72, the open interest changed by 0 which decreased total open position to 0
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 112.85, which was 0.00 lower than the previous day. The implied volatity was 1.28, the open interest changed by 0 which decreased total open position to 0
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 112.85, which was 0.00 lower than the previous day. The implied volatity was 1.76, the open interest changed by 0 which decreased total open position to 0
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 112.85, which was 0.00 lower than the previous day. The implied volatity was 1.66, the open interest changed by 0 which decreased total open position to 0
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 112.85, which was 0.00 lower than the previous day. The implied volatity was 1.34, the open interest changed by 0 which decreased total open position to 0
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 112.85, which was 0.00 lower than the previous day. The implied volatity was 1.27, the open interest changed by 0 which decreased total open position to 0
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 112.85, which was 0.00 lower than the previous day. The implied volatity was 1.11, the open interest changed by 0 which decreased total open position to 0
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 112.85, which was lower than the previous day. The implied volatity was 1.83, the open interest changed by 0 which decreased total open position to 0
| NIFTY 02JAN2025 24850 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 30 Dec | 23644.90 | 960.5 | 0.50 | - | 1 | -2 | 50 |
| 27 Dec | 23813.40 | 960 | -85.25 | - | 19 | -2 | 52 |
| 26 Dec | 23750.20 | 1045.25 | 90.25 | 16.09 | 12 | 7 | 54 |
| 24 Dec | 23727.65 | 955 | -90.00 | - | 12 | 5 | 47 |
| 23 Dec | 23753.45 | 1045 | -62.50 | 15.47 | 9 | 2 | 42 |
| 20 Dec | 23587.50 | 1107.5 | 591.80 | - | 45 | 40 | 40 |
| 19 Dec | 23951.70 | 515.7 | 0.00 | 0.00 | 0 | -39 | 0 |
| 18 Dec | 24198.85 | 515.7 | 0.00 | 0.00 | 0 | -39 | 0 |
| 17 Dec | 24336.00 | 515.7 | 184.45 | 12.21 | 189 | -39 | 82 |
| 16 Dec | 24668.25 | 331.25 | 77.65 | 13.44 | 270 | 64 | 121 |
| 13 Dec | 24768.30 | 253.6 | -113.25 | 12.39 | 111 | 48 | 57 |
| 12 Dec | 24548.70 | 366.85 | 30.85 | 11.64 | 9 | 0 | 9 |
| 11 Dec | 24641.80 | 336 | -56.60 | 12.40 | 9 | 6 | 9 |
| 10 Dec | 24610.05 | 392.6 | -1012.50 | 14.36 | 6 | 3 | 3 |
| 9 Dec | 24619.00 | 1405.1 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 24677.80 | 1405.1 | 0.00 | 0.01 | 0 | 0 | 0 |
| 5 Dec | 24708.40 | 1405.1 | 1405.10 | - | 0 | 0 | 0 |
| 4 Dec | 24467.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 24457.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 24276.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 24131.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 23914.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 24274.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 24194.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 24221.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 23907.25 | 0 | - | 0 | 0 | 0 | |
For Nifty - strike price 24850 expiring on 02JAN2025
Delta for 24850 PE is -
Historical price for 24850 PE is as follows
On 30 Dec NIFTY was trading at 23644.90. The strike last trading price was 960.5, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 50
On 27 Dec NIFTY was trading at 23813.40. The strike last trading price was 960, which was -85.25 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 52
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 1045.25, which was 90.25 higher than the previous day. The implied volatity was 16.09, the open interest changed by 7 which increased total open position to 54
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 955, which was -90.00 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 47
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 1045, which was -62.50 lower than the previous day. The implied volatity was 15.47, the open interest changed by 2 which increased total open position to 42
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 1107.5, which was 591.80 higher than the previous day. The implied volatity was -, the open interest changed by 40 which increased total open position to 40
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 515.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -39 which decreased total open position to 0
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 515.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -39 which decreased total open position to 0
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 515.7, which was 184.45 higher than the previous day. The implied volatity was 12.21, the open interest changed by -39 which decreased total open position to 82
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 331.25, which was 77.65 higher than the previous day. The implied volatity was 13.44, the open interest changed by 64 which increased total open position to 121
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 253.6, which was -113.25 lower than the previous day. The implied volatity was 12.39, the open interest changed by 48 which increased total open position to 57
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 366.85, which was 30.85 higher than the previous day. The implied volatity was 11.64, the open interest changed by 0 which decreased total open position to 9
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 336, which was -56.60 lower than the previous day. The implied volatity was 12.40, the open interest changed by 6 which increased total open position to 9
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 392.6, which was -1012.50 lower than the previous day. The implied volatity was 14.36, the open interest changed by 3 which increased total open position to 3
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 1405.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 1405.1, which was 0.00 lower than the previous day. The implied volatity was 0.01, the open interest changed by 0 which decreased total open position to 0
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 1405.1, which was 1405.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
