NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 03:41 PM IST
| NIFTY 21NOV2024 24900 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 | -0.60 | - | 10,04,269 | 3,315 | 26,688 | |||
| 19 Nov | 23518.50 | 0.65 | -0.05 | 29.82 | 1,60,558 | 5,287 | 23,373 | |||
| 18 Nov | 23453.80 | 0.7 | -0.85 | 24.52 | 1,75,545 | -4,917 | 18,086 | |||
| 14 Nov | 23532.70 | 1.55 | -2.45 | 16.22 | 83,834 | 4,822 | 23,003 | |||
| 13 Nov | 23559.05 | 4 | -3.85 | 16.64 | 75,064 | 5,415 | 18,181 | |||
| 12 Nov | 23883.45 | 7.85 | -4.35 | 14.49 | 61,922 | 4,249 | 12,766 | |||
| 11 Nov | 24141.30 | 12.2 | -6.60 | 11.34 | 66,564 | 1,261 | 8,517 | |||
| 8 Nov | 24148.20 | 18.8 | -20.50 | 10.91 | 39,477 | 3,788 | 7,256 | |||
| 7 Nov | 24199.35 | 39.3 | -77.70 | 11.68 | 10,748 | 1,606 | 3,468 | |||
| 6 Nov | 24484.05 | 117 | 43.55 | 12.04 | 5,753 | 1,401 | 1,862 | |||
| 5 Nov | 24213.30 | 73.45 | 12.70 | 13.37 | 867 | 137 | 461 | |||
| 4 Nov | 23995.35 | 60.75 | -60.55 | 14.66 | 568 | 101 | 324 | |||
| 1 Nov | 24304.35 | 121.3 | -8.70 | 13.05 | 59 | 80 | 223 | |||
| 31 Oct | 24205.35 | 130 | -33.50 | - | 222 | 60 | 143 | |||
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| 30 Oct | 24340.85 | 163.5 | -16.40 | - | 39 | 2 | 83 | |||
| 29 Oct | 24466.85 | 179.9 | 34.90 | - | 264 | 73 | 81 | |||
| 28 Oct | 24339.15 | 145 | 35.00 | - | 31 | -1 | 8 | |||
| 25 Oct | 24180.80 | 110 | -101.00 | - | 18 | 6 | 9 | |||
| 24 Oct | 24399.40 | 211 | -85.40 | - | 1 | 1 | 3 | |||
| 23 Oct | 24435.50 | 296.4 | -70.95 | - | 2 | 1 | 2 | |||
| 22 Oct | 24472.10 | 367.35 | -142.65 | - | 3 | 1 | 1 | |||
| 21 Oct | 24781.10 | 510 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 24854.05 | 510 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 24900 expiring on 21NOV2024
Delta for 24900 CE is -
Historical price for 24900 CE is as follows
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 0.05, which was -0.60 lower than the previous day. The implied volatity was -, the open interest changed by 3315 which increased total open position to 26688
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 29.82, the open interest changed by 5287 which increased total open position to 23373
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 0.7, which was -0.85 lower than the previous day. The implied volatity was 24.52, the open interest changed by -4917 which decreased total open position to 18086
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1.55, which was -2.45 lower than the previous day. The implied volatity was 16.22, the open interest changed by 4822 which increased total open position to 23003
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 4, which was -3.85 lower than the previous day. The implied volatity was 16.64, the open interest changed by 5415 which increased total open position to 18181
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 7.85, which was -4.35 lower than the previous day. The implied volatity was 14.49, the open interest changed by 4249 which increased total open position to 12766
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 12.2, which was -6.60 lower than the previous day. The implied volatity was 11.34, the open interest changed by 1261 which increased total open position to 8517
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 18.8, which was -20.50 lower than the previous day. The implied volatity was 10.91, the open interest changed by 3788 which increased total open position to 7256
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 39.3, which was -77.70 lower than the previous day. The implied volatity was 11.68, the open interest changed by 1606 which increased total open position to 3468
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 117, which was 43.55 higher than the previous day. The implied volatity was 12.04, the open interest changed by 1401 which increased total open position to 1862
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 73.45, which was 12.70 higher than the previous day. The implied volatity was 13.37, the open interest changed by 137 which increased total open position to 461
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 60.75, which was -60.55 lower than the previous day. The implied volatity was 14.66, the open interest changed by 101 which increased total open position to 324
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 121.3, which was -8.70 lower than the previous day. The implied volatity was 13.05, the open interest changed by 80 which increased total open position to 223
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 130, which was -33.50 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 163.5, which was -16.40 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 179.9, which was 34.90 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 145, which was 35.00 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 110, which was -101.00 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 211, which was -85.40 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 296.4, which was -70.95 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 367.35, which was -142.65 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 510, 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 510, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 21NOV2024 24900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23349.90 | 1551.1 | 131.10 | - | 282 | -199 | 119 |
| 19 Nov | 23518.50 | 1420 | -7.30 | 39.90 | 104 | -72 | 318 |
| 18 Nov | 23453.80 | 1427.3 | 94.30 | 36.88 | 38 | 45 | 390 |
| 14 Nov | 23532.70 | 1333 | 65.85 | 28.26 | 305 | 145 | 345 |
| 13 Nov | 23559.05 | 1267.15 | 242.75 | 23.17 | 47 | 2 | 200 |
| 12 Nov | 23883.45 | 1024.4 | 297.65 | 18.65 | 343 | 92 | 198 |
| 11 Nov | 24141.30 | 726.75 | -10.40 | 12.40 | 377 | -84 | 106 |
| 8 Nov | 24148.20 | 737.15 | 62.40 | 13.02 | 308 | 159 | 190 |
| 7 Nov | 24199.35 | 674.75 | 222.15 | 13.86 | 46 | 17 | 31 |
| 6 Nov | 24484.05 | 452.6 | -552.40 | 13.63 | 18 | 14 | 14 |
| 5 Nov | 24213.30 | 1005 | 0.00 | 0.00 | 0 | 2 | 0 |
| 4 Nov | 23995.35 | 1005 | 355.00 | 24.45 | 1 | 2 | 2 |
| 1 Nov | 24304.35 | 650 | 0.00 | 0.00 | 0 | 1 | 0 |
| 31 Oct | 24205.35 | 650 | -150.00 | - | 1 | 1 | 1 |
| 30 Oct | 24340.85 | 800 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 24466.85 | 800 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 24339.15 | 800 | 0.00 | - | 3 | 0 | 1 |
| 25 Oct | 24180.80 | 800 | 251.70 | - | 3 | -2 | 1 |
| 24 Oct | 24399.40 | 548.3 | 72.30 | - | 1 | -1 | 3 |
| 23 Oct | 24435.50 | 476 | 16.00 | - | 5 | 3 | 4 |
| 22 Oct | 24472.10 | 460 | 53.10 | - | 4 | 0 | 1 |
| 21 Oct | 24781.10 | 406.9 | -80.00 | - | 4 | 1 | 1 |
| 18 Oct | 24854.05 | 486.9 | - | 0 | 0 | 0 | |
For Nifty - strike price 24900 expiring on 21NOV2024
Delta for 24900 PE is -
Historical price for 24900 PE is as follows
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 1551.1, which was 131.10 higher than the previous day. The implied volatity was -, the open interest changed by -199 which decreased total open position to 119
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1420, which was -7.30 lower than the previous day. The implied volatity was 39.90, the open interest changed by -72 which decreased total open position to 318
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1427.3, which was 94.30 higher than the previous day. The implied volatity was 36.88, the open interest changed by 45 which increased total open position to 390
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1333, which was 65.85 higher than the previous day. The implied volatity was 28.26, the open interest changed by 145 which increased total open position to 345
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 1267.15, which was 242.75 higher than the previous day. The implied volatity was 23.17, the open interest changed by 2 which increased total open position to 200
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1024.4, which was 297.65 higher than the previous day. The implied volatity was 18.65, the open interest changed by 92 which increased total open position to 198
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 726.75, which was -10.40 lower than the previous day. The implied volatity was 12.40, the open interest changed by -84 which decreased total open position to 106
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 737.15, which was 62.40 higher than the previous day. The implied volatity was 13.02, the open interest changed by 159 which increased total open position to 190
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 674.75, which was 222.15 higher than the previous day. The implied volatity was 13.86, the open interest changed by 17 which increased total open position to 31
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 452.6, which was -552.40 lower than the previous day. The implied volatity was 13.63, 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 1005, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 1005, which was 355.00 higher than the previous day. The implied volatity was 24.45, the open interest changed by 2 which increased total open position to 2
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 650, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 650, which was -150.00 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 800, 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 800, 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 800, 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 800, which was 251.70 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 548.3, which was 72.30 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 476, which was 16.00 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 460, which was 53.10 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 406.9, which was -80.00 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 486.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
