NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:49 PM IST
| NIFTY 21NOV2024 25100 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23335.95 | 0.05 | -0.35 | - | 8,71,950 | 31,297 | 52,457 | |||
| 19 Nov | 23518.50 | 0.4 | -0.30 | 31.80 | 1,26,590 | -11,636 | 21,160 | |||
| 18 Nov | 23453.80 | 0.7 | -0.70 | 27.46 | 1,85,092 | 7,848 | 32,796 | |||
| 14 Nov | 23532.70 | 1.4 | -1.70 | 18.10 | 84,312 | 3,834 | 24,948 | |||
| 13 Nov | 23559.05 | 3.1 | -2.50 | 18.15 | 52,431 | 4,775 | 21,114 | |||
| 12 Nov | 23883.45 | 5.6 | -1.10 | 15.85 | 46,298 | 6,674 | 16,339 | |||
| 11 Nov | 24141.30 | 6.7 | -3.60 | 12.24 | 50,864 | 1,579 | 9,665 | |||
| 8 Nov | 24148.20 | 10.3 | -11.35 | 11.57 | 26,502 | 5,278 | 8,086 | |||
| 7 Nov | 24199.35 | 21.65 | -45.65 | 12.06 | 8,542 | 852 | 2,808 | |||
| 6 Nov | 24484.05 | 67.3 | 25.25 | 11.96 | 4,450 | 1,541 | 1,956 | |||
| 5 Nov | 24213.30 | 42.05 | 4.65 | 13.31 | 605 | -40 | 415 | |||
| 4 Nov | 23995.35 | 37.4 | -34.70 | 14.74 | 1,049 | 362 | 455 | |||
| 1 Nov | 24304.35 | 72.1 | -6.40 | 12.72 | 17 | 11 | 93 | |||
| 31 Oct | 24205.35 | 78.5 | -24.45 | - | 81 | 21 | 82 | |||
| 30 Oct | 24340.85 | 102.95 | -8.05 | - | 114 | 58 | 61 | |||
| 29 Oct | 24466.85 | 111 | 21.65 | - | 8 | 1 | 3 | |||
| 28 Oct | 24339.15 | 89.35 | -29.65 | - | 37 | 1 | 2 | |||
| 25 Oct | 24180.80 | 119 | -19.65 | - | 1 | 0 | 1 | |||
| 24 Oct | 24399.40 | 138.65 | -278.85 | - | 2 | 1 | 1 | |||
| 23 Oct | 24435.50 | 417.5 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 24472.10 | 417.5 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 24781.10 | 417.5 | 0.00 | - | 0 | 0 | 0 | |||
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| 18 Oct | 24854.05 | 417.5 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 25100 expiring on 21NOV2024
Delta for 25100 CE is -
Historical price for 25100 CE is as follows
On 21 Nov NIFTY was trading at 23335.95. The strike last trading price was 0.05, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 31297 which increased total open position to 52457
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 0.4, which was -0.30 lower than the previous day. The implied volatity was 31.80, the open interest changed by -11636 which decreased total open position to 21160
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 0.7, which was -0.70 lower than the previous day. The implied volatity was 27.46, the open interest changed by 7848 which increased total open position to 32796
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1.4, which was -1.70 lower than the previous day. The implied volatity was 18.10, the open interest changed by 3834 which increased total open position to 24948
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 3.1, which was -2.50 lower than the previous day. The implied volatity was 18.15, the open interest changed by 4775 which increased total open position to 21114
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 5.6, which was -1.10 lower than the previous day. The implied volatity was 15.85, the open interest changed by 6674 which increased total open position to 16339
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 6.7, which was -3.60 lower than the previous day. The implied volatity was 12.24, the open interest changed by 1579 which increased total open position to 9665
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 10.3, which was -11.35 lower than the previous day. The implied volatity was 11.57, the open interest changed by 5278 which increased total open position to 8086
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 21.65, which was -45.65 lower than the previous day. The implied volatity was 12.06, the open interest changed by 852 which increased total open position to 2808
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 67.3, which was 25.25 higher than the previous day. The implied volatity was 11.96, the open interest changed by 1541 which increased total open position to 1956
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 42.05, which was 4.65 higher than the previous day. The implied volatity was 13.31, the open interest changed by -40 which decreased total open position to 415
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 37.4, which was -34.70 lower than the previous day. The implied volatity was 14.74, the open interest changed by 362 which increased total open position to 455
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 72.1, which was -6.40 lower than the previous day. The implied volatity was 12.72, the open interest changed by 11 which increased total open position to 93
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 78.5, which was -24.45 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 102.95, which was -8.05 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 111, which was 21.65 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 89.35, which was -29.65 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 119, which was -19.65 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 138.65, which was -278.85 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 417.5, 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 417.5, 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 417.5, 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 417.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 21NOV2024 25100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23335.95 | 1764.25 | 154.40 | - | 183 | -98 | 126 |
| 19 Nov | 23518.50 | 1609.85 | -70.15 | - | 91 | -30 | 224 |
| 18 Nov | 23453.80 | 1680 | 150.00 | 58.86 | 4 | 6 | 254 |
| 14 Nov | 23532.70 | 1530 | 50.00 | 30.81 | 207 | 126 | 248 |
| 13 Nov | 23559.05 | 1480 | 275.00 | 28.24 | 92 | -1 | 122 |
| 12 Nov | 23883.45 | 1205 | 348.90 | 18.03 | 112 | 74 | 123 |
| 11 Nov | 24141.30 | 856.1 | -90.10 | - | 14 | 10 | 49 |
| 8 Nov | 24148.20 | 946.2 | 86.20 | 16.68 | 1 | 0 | 39 |
| 7 Nov | 24199.35 | 860 | 315.00 | 15.29 | 35 | 33 | 39 |
| 6 Nov | 24484.05 | 545 | -309.00 | 9.78 | 7 | 6 | 6 |
| 5 Nov | 24213.30 | 854 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 854 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 854 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 24205.35 | 854 | 261.00 | - | 3 | 0 | 0 |
| 30 Oct | 24340.85 | 593 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 24466.85 | 593 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 24339.15 | 593 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 24180.80 | 593 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 24399.40 | 593 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 24435.50 | 593 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 24472.10 | 593 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 24781.10 | 593 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 24854.05 | 593 | - | 0 | 0 | 0 | |
For Nifty - strike price 25100 expiring on 21NOV2024
Delta for 25100 PE is -
Historical price for 25100 PE is as follows
On 21 Nov NIFTY was trading at 23335.95. The strike last trading price was 1764.25, which was 154.40 higher than the previous day. The implied volatity was -, the open interest changed by -98 which decreased total open position to 126
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1609.85, which was -70.15 lower than the previous day. The implied volatity was -, the open interest changed by -30 which decreased total open position to 224
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1680, which was 150.00 higher than the previous day. The implied volatity was 58.86, the open interest changed by 6 which increased total open position to 254
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1530, which was 50.00 higher than the previous day. The implied volatity was 30.81, the open interest changed by 126 which increased total open position to 248
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 1480, which was 275.00 higher than the previous day. The implied volatity was 28.24, the open interest changed by -1 which decreased total open position to 122
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1205, which was 348.90 higher than the previous day. The implied volatity was 18.03, the open interest changed by 74 which increased total open position to 123
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 856.1, which was -90.10 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 49
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 946.2, which was 86.20 higher than the previous day. The implied volatity was 16.68, the open interest changed by 0 which decreased total open position to 39
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 860, which was 315.00 higher than the previous day. The implied volatity was 15.29, the open interest changed by 33 which increased total open position to 39
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 545, which was -309.00 lower than the previous day. The implied volatity was 9.78, the open interest changed by 6 which increased total open position to 6
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 854, 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 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 854, 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 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 854, 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 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 854, which was 261.00 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 593, 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 593, 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 593, 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 593, 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 593, 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 593, 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 593, 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 593, 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 593, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
