NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:22 PM IST
| NIFTY 21NOV2024 25150 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23343.80 | 0.15 | -0.50 | - | 3,12,893 | 23,696 | 28,851 | |||
| 19 Nov | 23518.50 | 0.65 | -0.05 | 34.32 | 32,300 | -777 | 5,155 | |||
| 18 Nov | 23453.80 | 0.7 | -0.70 | 28.29 | 26,196 | 830 | 5,932 | |||
| 14 Nov | 23532.70 | 1.4 | -1.20 | 18.61 | 18,922 | -270 | 5,102 | |||
| 13 Nov | 23559.05 | 2.6 | -2.30 | 18.22 | 9,767 | 1,328 | 5,372 | |||
| 12 Nov | 23883.45 | 4.9 | -0.65 | 15.99 | 10,590 | 599 | 4,044 | |||
| 11 Nov | 24141.30 | 5.55 | -3.30 | 12.39 | 11,108 | 1,150 | 3,445 | |||
| 8 Nov | 24148.20 | 8.85 | -10.95 | 11.72 | 11,275 | 1,707 | 2,295 | |||
| 7 Nov | 24199.35 | 19.8 | -38.95 | 12.34 | 566 | 267 | 588 | |||
| 6 Nov | 24484.05 | 58.75 | 29.45 | 12.06 | 444 | 276 | 321 | |||
| 5 Nov | 24213.30 | 29.3 | -1.85 | 12.54 | 29 | 13 | 45 | |||
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| 4 Nov | 23995.35 | 31.15 | -28.95 | 14.55 | 25 | 13 | 32 | |||
| 1 Nov | 24304.35 | 60.1 | -5.75 | 12.46 | 4 | 3 | 19 | |||
| 31 Oct | 24205.35 | 65.85 | -28.50 | - | 7 | 1 | 16 | |||
| 30 Oct | 24340.85 | 94.35 | -33.30 | - | 24 | 15 | 15 | |||
| 29 Oct | 24466.85 | 127.65 | 0.00 | - | 0 | 1 | 0 | |||
| 28 Oct | 24339.15 | 127.65 | 0.00 | - | 1 | 1 | 1 | |||
| 25 Oct | 24180.80 | 127.65 | -268.65 | - | 1 | 0 | 0 | |||
| 24 Oct | 24399.40 | 396.3 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 24435.50 | 396.3 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 24472.10 | 396.3 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 24781.10 | 396.3 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 24854.05 | 396.3 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 25150 expiring on 21NOV2024
Delta for 25150 CE is -
Historical price for 25150 CE is as follows
On 21 Nov NIFTY was trading at 23343.80. The strike last trading price was 0.15, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by 23696 which increased total open position to 28851
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 34.32, the open interest changed by -777 which decreased total open position to 5155
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 28.29, the open interest changed by 830 which increased total open position to 5932
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1.4, which was -1.20 lower than the previous day. The implied volatity was 18.61, the open interest changed by -270 which decreased total open position to 5102
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 2.6, which was -2.30 lower than the previous day. The implied volatity was 18.22, the open interest changed by 1328 which increased total open position to 5372
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 4.9, which was -0.65 lower than the previous day. The implied volatity was 15.99, the open interest changed by 599 which increased total open position to 4044
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 5.55, which was -3.30 lower than the previous day. The implied volatity was 12.39, the open interest changed by 1150 which increased total open position to 3445
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 8.85, which was -10.95 lower than the previous day. The implied volatity was 11.72, the open interest changed by 1707 which increased total open position to 2295
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 19.8, which was -38.95 lower than the previous day. The implied volatity was 12.34, the open interest changed by 267 which increased total open position to 588
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 58.75, which was 29.45 higher than the previous day. The implied volatity was 12.06, the open interest changed by 276 which increased total open position to 321
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 29.3, which was -1.85 lower than the previous day. The implied volatity was 12.54, the open interest changed by 13 which increased total open position to 45
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 31.15, which was -28.95 lower than the previous day. The implied volatity was 14.55, the open interest changed by 13 which increased total open position to 32
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 60.1, which was -5.75 lower than the previous day. The implied volatity was 12.46, the open interest changed by 3 which increased total open position to 19
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 65.85, which was -28.50 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 94.35, which was -33.30 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 127.65, 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 127.65, 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 127.65, which was -268.65 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 396.3, 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 396.3, 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 396.3, 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 396.3, 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 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 396.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 21NOV2024 25150 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23343.80 | 1440 | 0.00 | 0.00 | 0 | 8 | 0 |
| 19 Nov | 23518.50 | 1440 | -160.00 | - | 1 | 8 | 8 |
| 18 Nov | 23453.80 | 1600 | 0.00 | 0.00 | 0 | 2 | 0 |
| 14 Nov | 23532.70 | 1600 | 449.65 | 35.97 | 6 | 2 | 2 |
| 13 Nov | 23559.05 | 1150.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 23883.45 | 1150.35 | 528.85 | - | 2 | 0 | 0 |
| 11 Nov | 24141.30 | 621.5 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 24148.20 | 621.5 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 24199.35 | 621.5 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 24484.05 | 621.5 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 621.5 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 621.5 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 621.5 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 24205.35 | 621.5 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 24340.85 | 621.5 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 24466.85 | 621.5 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 24339.15 | 621.5 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 24180.80 | 621.5 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 24399.40 | 621.5 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 24435.50 | 621.5 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 24472.10 | 621.5 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 24781.10 | 621.5 | 621.50 | - | 0 | 0 | 0 |
| 18 Oct | 24854.05 | 0 | - | 0 | 0 | 0 | |
For Nifty - strike price 25150 expiring on 21NOV2024
Delta for 25150 PE is 0.00
Historical price for 25150 PE is as follows
On 21 Nov NIFTY was trading at 23343.80. The strike last trading price was 1440, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1440, which was -160.00 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 8
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1600, 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 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1600, which was 449.65 higher than the previous day. The implied volatity was 35.97, the open interest changed by 2 which increased total open position to 2
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 1150.35, 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 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1150.35, which was 528.85 higher 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 621.5, 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 621.5, 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 621.5, 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 621.5, 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 621.5, 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 621.5, 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 621.5, 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 621.5, 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 30 Oct NIFTY was trading at 24340.85. The strike last trading price was 621.5, 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 29 Oct NIFTY was trading at 24466.85. The strike last trading price was 621.5, 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 28 Oct NIFTY was trading at 24339.15. The strike last trading price was 621.5, 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 25 Oct NIFTY was trading at 24180.80. The strike last trading price was 621.5, 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 24 Oct NIFTY was trading at 24399.40. The strike last trading price was 621.5, 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 23 Oct NIFTY was trading at 24435.50. The strike last trading price was 621.5, 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 621.5, 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 621.5, which was 621.50 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
