NIFTY
Nifty
Historical option data for NIFTY
02 Dec 2024 04:11 PM IST
| NIFTY 05DEC2024 25150 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.68
Theta: -1.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 2 Dec | 24276.05 | 1.5 | 0.05 | 16.80 | 6,15,999 | 12,704 | 37,100 | |||
| 29 Nov | 24131.10 | 1.45 | -1.55 | 13.45 | 2,33,767 | 8,857 | 24,396 | |||
| 28 Nov | 23914.15 | 3 | -2.15 | 15.65 | 86,573 | 8,781 | 15,539 | |||
| 27 Nov | 24274.90 | 5.15 | -1.80 | 11.94 | 27,884 | 3,103 | 6,758 | |||
| 26 Nov | 24194.50 | 6.95 | -11.60 | 12.80 | 19,157 | 1,429 | 3,655 | |||
| 25 Nov | 24221.90 | 18.55 | 12.20 | 13.98 | 19,595 | 1,876 | 2,226 | |||
| 22 Nov | 23907.25 | 6.35 | 2.45 | 13.34 | 584 | 173 | 350 | |||
| 21 Nov | 23349.90 | 3.9 | -0.90 | 16.44 | 127 | 75 | 177 | |||
| 19 Nov | 23518.50 | 4.8 | -3.20 | 14.65 | 184 | 97 | 102 | |||
| 18 Nov | 23453.80 | 8 | -23.85 | 15.44 | 7 | 5 | 5 | |||
| 14 Nov | 23532.70 | 31.85 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 13 Nov | 23559.05 | 31.85 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 12 Nov | 23883.45 | 31.85 | -282.50 | 13.32 | 4 | 2 | 2 | |||
| 11 Nov | 24141.30 | 314.35 | 0.00 | 3.20 | 0 | 0 | 0 | |||
| 8 Nov | 24148.20 | 314.35 | 0.00 | 2.99 | 0 | 0 | 0 | |||
| 7 Nov | 24199.35 | 314.35 | 0.00 | 2.63 | 0 | 0 | 0 | |||
| 6 Nov | 24484.05 | 314.35 | 0.00 | 1.65 | 0 | 0 | 0 | |||
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| 5 Nov | 24213.30 | 314.35 | 0.00 | 2.73 | 0 | 0 | 0 | |||
| 4 Nov | 23995.35 | 314.35 | 0.00 | 3.38 | 0 | 0 | 0 | |||
| 1 Nov | 24304.35 | 314.35 | 0.00 | 1.85 | 0 | 0 | 0 | |||
| 31 Oct | 24205.35 | 314.35 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 24340.85 | 314.35 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 24466.85 | 314.35 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 24339.15 | 314.35 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 24180.80 | 314.35 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 25150 expiring on 05DEC2024
Delta for 25150 CE is 0.01
Historical price for 25150 CE is as follows
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 1.5, which was 0.05 higher than the previous day. The implied volatity was 16.80, the open interest changed by 12704 which increased total open position to 37100
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 1.45, which was -1.55 lower than the previous day. The implied volatity was 13.45, the open interest changed by 8857 which increased total open position to 24396
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 3, which was -2.15 lower than the previous day. The implied volatity was 15.65, the open interest changed by 8781 which increased total open position to 15539
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 5.15, which was -1.80 lower than the previous day. The implied volatity was 11.94, the open interest changed by 3103 which increased total open position to 6758
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 6.95, which was -11.60 lower than the previous day. The implied volatity was 12.80, the open interest changed by 1429 which increased total open position to 3655
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 18.55, which was 12.20 higher than the previous day. The implied volatity was 13.98, the open interest changed by 1876 which increased total open position to 2226
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 6.35, which was 2.45 higher than the previous day. The implied volatity was 13.34, the open interest changed by 173 which increased total open position to 350
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 3.9, which was -0.90 lower than the previous day. The implied volatity was 16.44, the open interest changed by 75 which increased total open position to 177
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 4.8, which was -3.20 lower than the previous day. The implied volatity was 14.65, the open interest changed by 97 which increased total open position to 102
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 8, which was -23.85 lower than the previous day. The implied volatity was 15.44, the open interest changed by 5 which increased total open position to 5
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 31.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 31.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 31.85, which was -282.50 lower than the previous day. The implied volatity was 13.32, the open interest changed by 2 which increased total open position to 2
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 314.35, which was 0.00 lower than the previous day. The implied volatity was 3.20, the open interest changed by 0 which decreased total open position to 0
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 314.35, which was 0.00 lower than the previous day. The implied volatity was 2.99, 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 314.35, which was 0.00 lower than the previous day. The implied volatity was 2.63, 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 314.35, which was 0.00 lower than the previous day. The implied volatity was 1.65, 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 314.35, which was 0.00 lower than the previous day. The implied volatity was 2.73, 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 314.35, which was 0.00 lower than the previous day. The implied volatity was 3.38, 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 314.35, which was 0.00 lower than the previous day. The implied volatity was 1.85, 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 314.35, 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 314.35, 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 314.35, 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 314.35, 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 314.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 05DEC2024 25150 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 2 Dec | 24276.05 | 844.45 | -101.00 | - | 1 | 0 | 7 |
| 29 Nov | 24131.10 | 945.45 | -637.85 | - | 16 | 7 | 7 |
| 28 Nov | 23914.15 | 1583.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 24274.90 | 1583.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 24194.50 | 1583.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 24221.90 | 1583.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 23907.25 | 1583.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 23349.90 | 1583.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 23518.50 | 1583.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 23453.80 | 1583.3 | 1583.30 | 15.99 | 1 | 0 | 0 |
| 14 Nov | 23532.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 23559.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 23883.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 24141.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 24148.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 24199.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 24484.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 24205.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 24340.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 24466.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 24339.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 24180.80 | 0 | - | 0 | 0 | 0 | |
For Nifty - strike price 25150 expiring on 05DEC2024
Delta for 25150 PE is -
Historical price for 25150 PE is as follows
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 844.45, which was -101.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 945.45, which was -637.85 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 7
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 1583.3, 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 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 1583.3, 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 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 1583.3, 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 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 1583.3, 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 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 1583.3, 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 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 1583.3, 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 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1583.3, 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 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1583.3, which was 1583.30 higher than the previous day. The implied volatity was 15.99, the open interest changed by 0 which decreased total open position to 0
On 14 Nov NIFTY was trading at 23532.70. 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 13 Nov NIFTY was trading at 23559.05. 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 12 Nov NIFTY was trading at 23883.45. 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 11 Nov NIFTY was trading at 24141.30. 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 8 Nov NIFTY was trading at 24148.20. 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 7 Nov NIFTY was trading at 24199.35. 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 6 Nov NIFTY was trading at 24484.05. 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 5 Nov NIFTY was trading at 24213.30. 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 4 Nov NIFTY was trading at 23995.35. 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 1 Nov NIFTY was trading at 24304.35. 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 31 Oct NIFTY was trading at 24205.35. 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 which decreased total open position to
On 30 Oct NIFTY was trading at 24340.85. 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 which decreased total open position to
On 29 Oct NIFTY was trading at 24466.85. 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 which decreased total open position to
On 28 Oct NIFTY was trading at 24339.15. 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 which decreased total open position to
On 25 Oct NIFTY was trading at 24180.80. 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
