NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:11 PM IST
| NIFTY 21NOV2024 25000 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23341.25 | 0.05 | -0.55 | - | 28,99,886 | 7,088 | 1,77,719 | |||
| 19 Nov | 23518.50 | 0.6 | -0.05 | 31.38 | 7,94,787 | -32,311 | 1,70,631 | |||
| 18 Nov | 23453.80 | 0.65 | -0.85 | 25.78 | 6,97,014 | 37,141 | 2,02,942 | |||
| 14 Nov | 23532.70 | 1.5 | -2.25 | 17.21 | 3,94,970 | 90,897 | 1,65,801 | |||
| 13 Nov | 23559.05 | 3.75 | -2.30 | 17.57 | 1,88,241 | 25,468 | 74,904 | |||
| 12 Nov | 23883.45 | 6.05 | -2.95 | 14.93 | 1,23,416 | 10,772 | 49,436 | |||
| 11 Nov | 24141.30 | 9 | -5.75 | 11.79 | 1,24,921 | 7,963 | 38,664 | |||
| 8 Nov | 24148.20 | 14.75 | -15.25 | 11.39 | 96,191 | 8,418 | 30,701 | |||
| 7 Nov | 24199.35 | 30 | -62.35 | 11.95 | 49,226 | 12,598 | 22,283 | |||
| 6 Nov | 24484.05 | 92.35 | 34.50 | 12.20 | 31,700 | 3,382 | 9,685 | |||
| 5 Nov | 24213.30 | 57.85 | 9.40 | 13.49 | 12,014 | 1,027 | 6,303 | |||
| 4 Nov | 23995.35 | 48.45 | -46.55 | 14.75 | 10,942 | 2,458 | 5,276 | |||
| 1 Nov | 24304.35 | 95 | -10.00 | 12.92 | 1,313 | 325 | 2,818 | |||
| 31 Oct | 24205.35 | 105 | -31.95 | - | 2,486 | 950 | 2,493 | |||
| 30 Oct | 24340.85 | 136.95 | -10.05 | - | 1,668 | -59 | 1,543 | |||
| 29 Oct | 24466.85 | 147 | 34.90 | - | 2,487 | 456 | 1,602 | |||
| 28 Oct | 24339.15 | 112.1 | 12.10 | - | 1,685 | 38 | 1,146 | |||
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| 25 Oct | 24180.80 | 100 | -79.45 | - | 1,643 | 605 | 1,108 | |||
| 24 Oct | 24399.40 | 179.45 | -15.70 | - | 433 | 110 | 503 | |||
| 23 Oct | 24435.50 | 195.15 | -37.85 | - | 501 | -18 | 393 | |||
| 22 Oct | 24472.10 | 233 | -95.50 | - | 688 | 280 | 411 | |||
| 21 Oct | 24781.10 | 328.5 | -80.65 | - | 230 | 123 | 131 | |||
| 18 Oct | 24854.05 | 409.15 | - | 21 | 8 | 8 | ||||
For Nifty - strike price 25000 expiring on 21NOV2024
Delta for 25000 CE is -
Historical price for 25000 CE is as follows
On 21 Nov NIFTY was trading at 23341.25. The strike last trading price was 0.05, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 7088 which increased total open position to 177719
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 31.38, the open interest changed by -32311 which decreased total open position to 170631
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 0.65, which was -0.85 lower than the previous day. The implied volatity was 25.78, the open interest changed by 37141 which increased total open position to 202942
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 17.21, the open interest changed by 90897 which increased total open position to 165801
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 3.75, which was -2.30 lower than the previous day. The implied volatity was 17.57, the open interest changed by 25468 which increased total open position to 74904
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 6.05, which was -2.95 lower than the previous day. The implied volatity was 14.93, the open interest changed by 10772 which increased total open position to 49436
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 9, which was -5.75 lower than the previous day. The implied volatity was 11.79, the open interest changed by 7963 which increased total open position to 38664
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 14.75, which was -15.25 lower than the previous day. The implied volatity was 11.39, the open interest changed by 8418 which increased total open position to 30701
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 30, which was -62.35 lower than the previous day. The implied volatity was 11.95, the open interest changed by 12598 which increased total open position to 22283
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 92.35, which was 34.50 higher than the previous day. The implied volatity was 12.20, the open interest changed by 3382 which increased total open position to 9685
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 57.85, which was 9.40 higher than the previous day. The implied volatity was 13.49, the open interest changed by 1027 which increased total open position to 6303
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 48.45, which was -46.55 lower than the previous day. The implied volatity was 14.75, the open interest changed by 2458 which increased total open position to 5276
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 95, which was -10.00 lower than the previous day. The implied volatity was 12.92, the open interest changed by 325 which increased total open position to 2818
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 105, which was -31.95 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 136.95, which was -10.05 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 147, 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 112.1, which was 12.10 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 100, which was -79.45 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 179.45, which was -15.70 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 195.15, which was -37.85 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 233, which was -95.50 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 328.5, which was -80.65 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 409.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 21NOV2024 25000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23341.25 | 1662 | 127.50 | - | 4,900 | -4,086 | 3,443 |
| 19 Nov | 23518.50 | 1534.5 | -2.60 | 50.13 | 1,480 | -279 | 7,529 |
| 18 Nov | 23453.80 | 1537.1 | 125.70 | 43.44 | 499 | 24 | 7,808 |
| 14 Nov | 23532.70 | 1411.4 | 69.55 | 24.69 | 7,732 | 6,566 | 7,784 |
| 13 Nov | 23559.05 | 1341.85 | 236.25 | - | 1,159 | 634 | 1,218 |
| 12 Nov | 23883.45 | 1105.6 | 288.70 | 15.52 | 672 | 116 | 584 |
| 11 Nov | 24141.30 | 816.9 | -30.10 | 11.64 | 1,655 | 89 | 468 |
| 8 Nov | 24148.20 | 847 | 70.65 | 15.37 | 1,584 | -25 | 379 |
| 7 Nov | 24199.35 | 776.35 | 241.85 | 15.40 | 417 | 6 | 404 |
| 6 Nov | 24484.05 | 534.5 | -265.50 | 14.33 | 664 | 46 | 398 |
| 5 Nov | 24213.30 | 800 | -81.00 | 17.09 | 99 | 17 | 352 |
| 4 Nov | 23995.35 | 881 | 150.40 | - | 4 | -3 | 335 |
| 1 Nov | 24304.35 | 730.6 | 18.20 | 16.79 | 6 | 37 | 338 |
| 31 Oct | 24205.35 | 712.4 | 162.35 | - | 344 | 272 | 301 |
| 30 Oct | 24340.85 | 550.05 | -50.95 | - | 6 | -14 | 29 |
| 29 Oct | 24466.85 | 601 | -35.20 | - | 67 | 7 | 43 |
| 28 Oct | 24339.15 | 636.2 | 16.20 | - | 27 | 36 | 36 |
| 25 Oct | 24180.80 | 620 | 0.00 | - | 0 | 9 | 0 |
| 24 Oct | 24399.40 | 620 | 106.10 | - | 12 | 9 | 33 |
| 23 Oct | 24435.50 | 513.9 | 13.15 | - | 25 | 23 | 24 |
| 22 Oct | 24472.10 | 500.75 | 96.75 | - | 1 | -1 | 1 |
| 21 Oct | 24781.10 | 404 | -134.40 | - | 16 | 2 | 2 |
| 18 Oct | 24854.05 | 538.4 | - | 0 | 0 | 0 | |
For Nifty - strike price 25000 expiring on 21NOV2024
Delta for 25000 PE is -
Historical price for 25000 PE is as follows
On 21 Nov NIFTY was trading at 23341.25. The strike last trading price was 1662, which was 127.50 higher than the previous day. The implied volatity was -, the open interest changed by -4086 which decreased total open position to 3443
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1534.5, which was -2.60 lower than the previous day. The implied volatity was 50.13, the open interest changed by -279 which decreased total open position to 7529
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1537.1, which was 125.70 higher than the previous day. The implied volatity was 43.44, the open interest changed by 24 which increased total open position to 7808
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1411.4, which was 69.55 higher than the previous day. The implied volatity was 24.69, the open interest changed by 6566 which increased total open position to 7784
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 1341.85, which was 236.25 higher than the previous day. The implied volatity was -, the open interest changed by 634 which increased total open position to 1218
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1105.6, which was 288.70 higher than the previous day. The implied volatity was 15.52, the open interest changed by 116 which increased total open position to 584
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 816.9, which was -30.10 lower than the previous day. The implied volatity was 11.64, the open interest changed by 89 which increased total open position to 468
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 847, which was 70.65 higher than the previous day. The implied volatity was 15.37, the open interest changed by -25 which decreased total open position to 379
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 776.35, which was 241.85 higher than the previous day. The implied volatity was 15.40, the open interest changed by 6 which increased total open position to 404
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 534.5, which was -265.50 lower than the previous day. The implied volatity was 14.33, the open interest changed by 46 which increased total open position to 398
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 800, which was -81.00 lower than the previous day. The implied volatity was 17.09, the open interest changed by 17 which increased total open position to 352
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 881, which was 150.40 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 335
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 730.6, which was 18.20 higher than the previous day. The implied volatity was 16.79, the open interest changed by 37 which increased total open position to 338
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 712.4, which was 162.35 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 550.05, which was -50.95 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 601, which was -35.20 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 636.2, which was 16.20 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 620, 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 620, which was 106.10 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 513.9, which was 13.15 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 500.75, which was 96.75 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 404, which was -134.40 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 538.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
