NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:05 PM IST
| NIFTY 21NOV2024 25050 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23340.60 | 0.15 | -0.25 | - | 7,27,134 | 28,719 | 34,498 | |||
| 19 Nov | 23518.50 | 0.4 | -0.35 | 30.98 | 28,082 | 650 | 5,779 | |||
| 18 Nov | 23453.80 | 0.75 | -0.65 | 26.94 | 47,793 | 651 | 5,129 | |||
| 14 Nov | 23532.70 | 1.4 | -1.45 | 17.60 | 15,898 | -1,876 | 4,478 | |||
| 13 Nov | 23559.05 | 2.85 | -2.65 | 17.40 | 9,860 | -225 | 6,354 | |||
| 12 Nov | 23883.45 | 5.5 | -2.00 | 15.27 | 17,449 | -1,888 | 6,579 | |||
| 11 Nov | 24141.30 | 7.5 | -4.50 | 11.95 | 31,249 | 5,733 | 8,467 | |||
| 8 Nov | 24148.20 | 12 | -13.75 | 11.41 | 10,931 | 1,907 | 2,734 | |||
| 7 Nov | 24199.35 | 25.75 | -53.40 | 12.04 | 1,601 | 282 | 827 | |||
| 6 Nov | 24484.05 | 79.15 | 44.60 | 12.11 | 1,200 | 355 | 545 | |||
| 5 Nov | 24213.30 | 34.55 | -8.20 | 12.01 | 180 | 111 | 190 | |||
| 4 Nov | 23995.35 | 42.75 | -55.65 | 14.76 | 53 | -1 | 79 | |||
| 1 Nov | 24304.35 | 98.4 | 11.60 | 13.75 | 1 | -10 | 80 | |||
| 31 Oct | 24205.35 | 86.8 | -33.20 | - | 154 | 42 | 90 | |||
| 30 Oct | 24340.85 | 120 | -20.00 | - | 96 | -1 | 48 | |||
| 29 Oct | 24466.85 | 140 | 38.40 | - | 12 | 0 | 49 | |||
| 28 Oct | 24339.15 | 101.6 | 0.75 | - | 100 | 44 | 49 | |||
| 25 Oct | 24180.80 | 100.85 | -69.75 | - | 10 | 4 | 5 | |||
| 24 Oct | 24399.40 | 170.6 | -268.85 | - | 3 | 1 | 1 | |||
| 23 Oct | 24435.50 | 439.45 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 24472.10 | 439.45 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 24781.10 | 439.45 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 18 Oct | 24854.05 | 439.45 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 25050 expiring on 21NOV2024
Delta for 25050 CE is -
Historical price for 25050 CE is as follows
On 21 Nov NIFTY was trading at 23340.60. The strike last trading price was 0.15, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 28719 which increased total open position to 34498
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 0.4, which was -0.35 lower than the previous day. The implied volatity was 30.98, the open interest changed by 650 which increased total open position to 5779
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 0.75, which was -0.65 lower than the previous day. The implied volatity was 26.94, the open interest changed by 651 which increased total open position to 5129
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1.4, which was -1.45 lower than the previous day. The implied volatity was 17.60, the open interest changed by -1876 which decreased total open position to 4478
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 2.85, which was -2.65 lower than the previous day. The implied volatity was 17.40, the open interest changed by -225 which decreased total open position to 6354
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 5.5, which was -2.00 lower than the previous day. The implied volatity was 15.27, the open interest changed by -1888 which decreased total open position to 6579
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 7.5, which was -4.50 lower than the previous day. The implied volatity was 11.95, the open interest changed by 5733 which increased total open position to 8467
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 12, which was -13.75 lower than the previous day. The implied volatity was 11.41, the open interest changed by 1907 which increased total open position to 2734
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 25.75, which was -53.40 lower than the previous day. The implied volatity was 12.04, the open interest changed by 282 which increased total open position to 827
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 79.15, which was 44.60 higher than the previous day. The implied volatity was 12.11, the open interest changed by 355 which increased total open position to 545
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 34.55, which was -8.20 lower than the previous day. The implied volatity was 12.01, the open interest changed by 111 which increased total open position to 190
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 42.75, which was -55.65 lower than the previous day. The implied volatity was 14.76, the open interest changed by -1 which decreased total open position to 79
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 98.4, which was 11.60 higher than the previous day. The implied volatity was 13.75, the open interest changed by -10 which decreased total open position to 80
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 86.8, which was -33.20 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 120, which was -20.00 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 140, which was 38.40 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 101.6, which was 0.75 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 100.85, which was -69.75 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 170.6, which was -268.85 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 439.45, 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 439.45, 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 439.45, 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 439.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 21NOV2024 25050 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23340.60 | 1710 | 218.30 | - | 72 | 0 | 76 |
| 19 Nov | 23518.50 | 1491.7 | 42.75 | - | 8 | 76 | 76 |
| 18 Nov | 23453.80 | 1448.95 | 0.00 | 0.00 | 0 | 6 | 0 |
| 14 Nov | 23532.70 | 1448.95 | 131.95 | 20.69 | 4 | 6 | 78 |
| 13 Nov | 23559.05 | 1317 | 437.00 | - | 72 | 68 | 72 |
| 12 Nov | 23883.45 | 880 | 137.20 | - | 12 | 3 | 4 |
| 11 Nov | 24141.30 | 742.8 | 177.50 | - | 4 | 1 | 1 |
| 8 Nov | 24148.20 | 565.3 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 24199.35 | 565.3 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 24484.05 | 565.3 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 565.3 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 565.3 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 565.3 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 24205.35 | 565.3 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 24340.85 | 565.3 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 24466.85 | 565.3 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 24339.15 | 565.3 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 24180.80 | 565.3 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 24399.40 | 565.3 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 24435.50 | 565.3 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 24472.10 | 565.3 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 24781.10 | 565.3 | 565.30 | - | 0 | 0 | 0 |
| 18 Oct | 24854.05 | 0 | - | 0 | 0 | 0 | |
For Nifty - strike price 25050 expiring on 21NOV2024
Delta for 25050 PE is -
Historical price for 25050 PE is as follows
On 21 Nov NIFTY was trading at 23340.60. The strike last trading price was 1710, which was 218.30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 76
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1491.7, which was 42.75 higher than the previous day. The implied volatity was -, the open interest changed by 76 which increased total open position to 76
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1448.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1448.95, which was 131.95 higher than the previous day. The implied volatity was 20.69, the open interest changed by 6 which increased total open position to 78
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 1317, which was 437.00 higher than the previous day. The implied volatity was -, the open interest changed by 68 which increased total open position to 72
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 880, which was 137.20 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 4
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 742.8, which was 177.50 higher 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 565.3, 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 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 565.3, 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 Nov NIFTY was trading at 24484.05. The strike last trading price was 565.3, 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 565.3, 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 565.3, 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 565.3, 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 565.3, 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 565.3, 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 565.3, 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 565.3, 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 565.3, 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 565.3, 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 565.3, 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 565.3, 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 565.3, which was 565.30 higher 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
