NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:08 PM IST
| NIFTY 21NOV2024 24950 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23340.90 | 0.1 | -0.70 | - | 8,03,498 | 9,825 | 15,963 | |||
| 19 Nov | 23518.50 | 0.8 | 0.10 | 31.41 | 45,029 | 1,979 | 6,138 | |||
| 18 Nov | 23453.80 | 0.7 | -0.80 | 25.34 | 43,206 | 306 | 4,159 | |||
| 14 Nov | 23532.70 | 1.5 | -2.25 | 16.71 | 14,112 | 1,481 | 3,853 | |||
| 13 Nov | 23559.05 | 3.75 | -3.15 | 16.99 | 11,466 | -480 | 2,372 | |||
| 12 Nov | 23883.45 | 6.9 | -3.25 | 14.70 | 20,856 | -405 | 2,852 | |||
| 11 Nov | 24141.30 | 10.15 | -6.85 | 11.49 | 21,570 | 570 | 3,257 | |||
| 8 Nov | 24148.20 | 17 | -16.05 | 11.21 | 12,383 | 1,799 | 2,687 | |||
| 7 Nov | 24199.35 | 33.05 | -69.60 | 11.68 | 1,759 | 536 | 888 | |||
| 6 Nov | 24484.05 | 102.65 | 37.90 | 12.04 | 1,089 | 255 | 352 | |||
| 5 Nov | 24213.30 | 64.75 | 10.25 | 13.39 | 151 | 70 | 97 | |||
| 4 Nov | 23995.35 | 54.5 | -67.25 | 14.72 | 41 | 27 | 27 | |||
| 1 Nov | 24304.35 | 121.75 | 0.00 | 0.00 | 0 | 7 | 0 | |||
| 31 Oct | 24205.35 | 121.75 | -32.50 | - | 3 | 7 | 7 | |||
| 30 Oct | 24340.85 | 154.25 | 0.00 | - | 0 | 8 | 0 | |||
|
|
||||||||||
| 29 Oct | 24466.85 | 154.25 | 36.65 | - | 15 | 8 | 8 | |||
| 28 Oct | 24339.15 | 117.6 | 0.00 | - | 0 | 5 | 0 | |||
| 25 Oct | 24180.80 | 117.6 | -99.05 | - | 19 | 5 | 5 | |||
| 24 Oct | 24399.40 | 216.65 | -269.05 | - | 1 | 0 | 0 | |||
| 23 Oct | 24435.50 | 485.7 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 24472.10 | 485.7 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 24781.10 | 485.7 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 24854.05 | 485.7 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 24950 expiring on 21NOV2024
Delta for 24950 CE is -
Historical price for 24950 CE is as follows
On 21 Nov NIFTY was trading at 23340.90. The strike last trading price was 0.1, which was -0.70 lower than the previous day. The implied volatity was -, the open interest changed by 9825 which increased total open position to 15963
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 0.8, which was 0.10 higher than the previous day. The implied volatity was 31.41, the open interest changed by 1979 which increased total open position to 6138
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 0.7, which was -0.80 lower than the previous day. The implied volatity was 25.34, the open interest changed by 306 which increased total open position to 4159
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1.5, which was -2.25 lower than the previous day. The implied volatity was 16.71, the open interest changed by 1481 which increased total open position to 3853
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 3.75, which was -3.15 lower than the previous day. The implied volatity was 16.99, the open interest changed by -480 which decreased total open position to 2372
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 6.9, which was -3.25 lower than the previous day. The implied volatity was 14.70, the open interest changed by -405 which decreased total open position to 2852
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 10.15, which was -6.85 lower than the previous day. The implied volatity was 11.49, the open interest changed by 570 which increased total open position to 3257
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 17, which was -16.05 lower than the previous day. The implied volatity was 11.21, the open interest changed by 1799 which increased total open position to 2687
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 33.05, which was -69.60 lower than the previous day. The implied volatity was 11.68, the open interest changed by 536 which increased total open position to 888
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 102.65, which was 37.90 higher than the previous day. The implied volatity was 12.04, the open interest changed by 255 which increased total open position to 352
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 64.75, which was 10.25 higher than the previous day. The implied volatity was 13.39, the open interest changed by 70 which increased total open position to 97
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 54.5, which was -67.25 lower than the previous day. The implied volatity was 14.72, the open interest changed by 27 which increased total open position to 27
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 121.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 121.75, which was -32.50 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 154.25, 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 154.25, which was 36.65 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 117.6, 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 117.6, which was -99.05 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 216.65, which was -269.05 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 485.7, 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 22 Oct NIFTY was trading at 24472.10. The strike last trading price was 485.7, 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 21 Oct NIFTY was trading at 24781.10. The strike last trading price was 485.7, 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 485.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 21NOV2024 24950 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23340.90 | 1632.85 | 441.65 | - | 10 | 1 | 8 |
| 19 Nov | 23518.50 | 1191.2 | -117.45 | - | 5 | 7 | 7 |
| 18 Nov | 23453.80 | 1308.65 | 0.00 | 0.00 | 0 | 4 | 0 |
| 14 Nov | 23532.70 | 1308.65 | 0.00 | 0.00 | 0 | 4 | 0 |
| 13 Nov | 23559.05 | 1308.65 | 556.50 | 21.22 | 9 | 4 | 9 |
| 12 Nov | 23883.45 | 752.15 | 52.15 | - | 12 | 4 | 5 |
| 11 Nov | 24141.30 | 700 | -3.00 | - | 1 | 1 | 1 |
| 8 Nov | 24148.20 | 703 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 24199.35 | 703 | 190.75 | 12.68 | 1 | 0 | 0 |
| 6 Nov | 24484.05 | 512.25 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 512.25 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 512.25 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 512.25 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 24205.35 | 512.25 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 24340.85 | 512.25 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 24466.85 | 512.25 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 24339.15 | 512.25 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 24180.80 | 512.25 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 24399.40 | 512.25 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 24435.50 | 512.25 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 24472.10 | 512.25 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 24781.10 | 512.25 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 24854.05 | 512.25 | - | 0 | 0 | 0 | |
For Nifty - strike price 24950 expiring on 21NOV2024
Delta for 24950 PE is -
Historical price for 24950 PE is as follows
On 21 Nov NIFTY was trading at 23340.90. The strike last trading price was 1632.85, which was 441.65 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 8
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1191.2, which was -117.45 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 7
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1308.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1308.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 1308.65, which was 556.50 higher than the previous day. The implied volatity was 21.22, the open interest changed by 4 which increased total open position to 9
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 752.15, which was 52.15 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 5
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 700, which was -3.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 703, 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 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 703, which was 190.75 higher than the previous day. The implied volatity was 12.68, the open interest changed by 0 which decreased total open position to 0
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 512.25, 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 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 512.25, 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 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 512.25, 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 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 512.25, 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 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 512.25, 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 512.25, 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 512.25, 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 512.25, 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 512.25, 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 24 Oct NIFTY was trading at 24399.40. The strike last trading price was 512.25, 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 512.25, 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 512.25, 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 512.25, 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 512.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
