NIFTY
Nifty
Historical option data for NIFTY
13 Dec 2024 04:11 PM IST
| NIFTY 19DEC2024 25100 CE | ||||||||||
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Delta: 0.21
Vega: 9.05
Theta: -9.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Dec | 24768.30 | 38.2 | 15.55 | 10.45 | 8,77,358.333 | 36,230.333 | 69,184.333 | |||
| 12 Dec | 24548.70 | 22.65 | -16.45 | 12.25 | 1,05,453.667 | 21,652 | 32,954 | |||
| 11 Dec | 24641.80 | 39.1 | -20.90 | 11.79 | 45,895.333 | 4,758.333 | 11,302 | |||
| 10 Dec | 24610.05 | 60 | -16.00 | 13.15 | 21,923.333 | 2,258.667 | 6,543.667 | |||
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| 9 Dec | 24619.00 | 76 | -29.60 | 13.57 | 12,796.333 | 950 | 4,285 | |||
| 6 Dec | 24677.80 | 105.6 | -16.40 | 12.75 | 13,961 | 2,189.667 | 3,335 | |||
| 5 Dec | 24708.40 | 122 | 54.40 | 12.55 | 6,902.667 | 181.667 | 1,145.333 | |||
| 4 Dec | 24467.45 | 67.6 | 5.55 | 12.45 | 2,404.667 | 446 | 963.667 | |||
| 3 Dec | 24457.15 | 62.05 | 15.15 | 11.80 | 807 | 275 | 517.667 | |||
| 2 Dec | 24276.05 | 46.9 | 12.35 | 12.32 | 539.333 | 100.333 | 242.667 | |||
| 29 Nov | 24131.10 | 34.55 | 3.00 | 11.75 | 122.667 | 31.667 | 142.333 | |||
| 28 Nov | 23914.15 | 31.55 | -20.45 | 12.73 | 201 | 91.667 | 110.667 | |||
| 27 Nov | 24274.90 | 52 | -4.45 | 10.85 | 37.333 | 2.667 | 19 | |||
| 26 Nov | 24194.50 | 56.45 | -19.45 | 11.74 | 11.333 | 4.667 | 16.333 | |||
| 25 Nov | 24221.90 | 75.9 | 47.90 | 12.03 | 23.667 | 9 | 11.667 | |||
| 22 Nov | 23907.25 | 28 | -2.00 | 11.28 | 14.333 | 2.667 | 2.667 | |||
| 21 Nov | 23349.90 | 30 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 19 Nov | 23518.50 | 30 | -37.55 | 13.92 | 1 | 1 | 1 | |||
| 18 Nov | 23453.80 | 67.55 | 16.91 | 0.333 | 0 | 0 | ||||
For Nifty - strike price 25100 expiring on 19DEC2024
Delta for 25100 CE is 0.21
Historical price for 25100 CE is as follows
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 38.2, which was 15.55 higher than the previous day. The implied volatity was 10.45, the open interest changed by 108691 which increased total open position to 207553
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 22.65, which was -16.45 lower than the previous day. The implied volatity was 12.25, the open interest changed by 64956 which increased total open position to 98862
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 39.1, which was -20.90 lower than the previous day. The implied volatity was 11.79, the open interest changed by 14275 which increased total open position to 33906
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 60, which was -16.00 lower than the previous day. The implied volatity was 13.15, the open interest changed by 6776 which increased total open position to 19631
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 76, which was -29.60 lower than the previous day. The implied volatity was 13.57, the open interest changed by 2850 which increased total open position to 12855
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 105.6, which was -16.40 lower than the previous day. The implied volatity was 12.75, the open interest changed by 6569 which increased total open position to 10005
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 122, which was 54.40 higher than the previous day. The implied volatity was 12.55, the open interest changed by 545 which increased total open position to 3436
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 67.6, which was 5.55 higher than the previous day. The implied volatity was 12.45, the open interest changed by 1338 which increased total open position to 2891
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 62.05, which was 15.15 higher than the previous day. The implied volatity was 11.80, the open interest changed by 825 which increased total open position to 1553
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 46.9, which was 12.35 higher than the previous day. The implied volatity was 12.32, the open interest changed by 301 which increased total open position to 728
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 34.55, which was 3.00 higher than the previous day. The implied volatity was 11.75, the open interest changed by 95 which increased total open position to 427
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 31.55, which was -20.45 lower than the previous day. The implied volatity was 12.73, the open interest changed by 275 which increased total open position to 332
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 52, which was -4.45 lower than the previous day. The implied volatity was 10.85, the open interest changed by 8 which increased total open position to 57
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 56.45, which was -19.45 lower than the previous day. The implied volatity was 11.74, the open interest changed by 14 which increased total open position to 49
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 75.9, which was 47.90 higher than the previous day. The implied volatity was 12.03, the open interest changed by 27 which increased total open position to 35
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 28, which was -2.00 lower than the previous day. The implied volatity was 11.28, the open interest changed by 8 which increased total open position to 8
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 30, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 30, which was -37.55 lower than the previous day. The implied volatity was 13.92, the open interest changed by 3 which increased total open position to 3
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 67.55, which was lower than the previous day. The implied volatity was 16.91, the open interest changed by 0 which decreased total open position to 0
| NIFTY 19DEC2024 25100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.76
Vega: 9.77
Theta: -4.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Dec | 24768.30 | 328.2 | -189.95 | 11.87 | 6,348.333 | 701.333 | 1,476 |
| 12 Dec | 24548.70 | 518.15 | 69.05 | 8.65 | 844.333 | 71.333 | 774.667 |
| 11 Dec | 24641.80 | 449.1 | -66.90 | 11.26 | 1,153 | 460 | 703.333 |
| 10 Dec | 24610.05 | 516 | -7.00 | 16.36 | 459.333 | 63.667 | 243.333 |
| 9 Dec | 24619.00 | 523 | 57.75 | 16.70 | 487.333 | 12.667 | 179.667 |
| 6 Dec | 24677.80 | 465.25 | -6.30 | 13.88 | 184.667 | 97 | 167 |
| 5 Dec | 24708.40 | 471.55 | -162.70 | 15.28 | 202.333 | 67 | 70 |
| 4 Dec | 24467.45 | 634.25 | 634.25 | 14.56 | 5 | 3 | 3 |
| 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 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 23349.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 23518.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 23453.80 | 0 | - | 0 | 0 | 0 | |
For Nifty - strike price 25100 expiring on 19DEC2024
Delta for 25100 PE is -0.76
Historical price for 25100 PE is as follows
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 328.2, which was -189.95 lower than the previous day. The implied volatity was 11.87, the open interest changed by 2104 which increased total open position to 4428
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 518.15, which was 69.05 higher than the previous day. The implied volatity was 8.65, the open interest changed by 214 which increased total open position to 2324
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 449.1, which was -66.90 lower than the previous day. The implied volatity was 11.26, the open interest changed by 1380 which increased total open position to 2110
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 516, which was -7.00 lower than the previous day. The implied volatity was 16.36, the open interest changed by 191 which increased total open position to 730
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 523, which was 57.75 higher than the previous day. The implied volatity was 16.70, the open interest changed by 38 which increased total open position to 539
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 465.25, which was -6.30 lower than the previous day. The implied volatity was 13.88, the open interest changed by 291 which increased total open position to 501
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 471.55, which was -162.70 lower than the previous day. The implied volatity was 15.28, the open interest changed by 201 which increased total open position to 210
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 634.25, which was 634.25 higher than the previous day. The implied volatity was 14.56, the open interest changed by 9 which increased total open position to 9
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 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 21 Nov NIFTY was trading at 23349.90. 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 19 Nov NIFTY was trading at 23518.50. 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 18 Nov NIFTY was trading at 23453.80. 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
