NIFTY
Nifty
Historical option data for NIFTY
02 Dec 2024 04:11 PM IST
| NIFTY 05DEC2024 25200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.58
Theta: -1.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 2 Dec | 24276.05 | 1.25 | -0.05 | 17.22 | 15,43,402 | 11,630 | 1,62,713 | |||
| 29 Nov | 24131.10 | 1.3 | -0.95 | 13.83 | 7,26,872 | 64,736 | 1,51,083 | |||
| 28 Nov | 23914.15 | 2.25 | -2.55 | 15.59 | 3,62,772 | 54,229 | 86,347 | |||
| 27 Nov | 24274.90 | 4.8 | -1.25 | 12.38 | 1,10,695 | 9,039 | 32,118 | |||
| 26 Nov | 24194.50 | 6.05 | -8.70 | 13.05 | 60,170 | 11,024 | 23,079 | |||
| 25 Nov | 24221.90 | 14.75 | 9.60 | 13.88 | 88,202 | 9,151 | 12,055 | |||
| 22 Nov | 23907.25 | 5.15 | 1.70 | 13.33 | 7,292 | 1,617 | 2,904 | |||
| 21 Nov | 23349.90 | 3.45 | -1.45 | 16.56 | 723 | 54 | 1,287 | |||
| 19 Nov | 23518.50 | 4.9 | -1.20 | 15.10 | 1,347 | 60 | 1,233 | |||
| 18 Nov | 23453.80 | 6.1 | -5.20 | 15.17 | 2,750 | 816 | 1,173 | |||
| 14 Nov | 23532.70 | 11.3 | -7.10 | 14.16 | 473 | 80 | 357 | |||
| 13 Nov | 23559.05 | 18.4 | -7.20 | 14.75 | 434 | 3 | 277 | |||
| 12 Nov | 23883.45 | 25.6 | -12.40 | 13.32 | 1,080 | 186 | 274 | |||
| 11 Nov | 24141.30 | 38 | -21.95 | 11.67 | 87 | 51 | 88 | |||
| 8 Nov | 24148.20 | 59.95 | -41.70 | 12.54 | 169 | -43 | 37 | |||
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| 7 Nov | 24199.35 | 101.65 | -47.95 | 13.85 | 22 | 0 | 80 | |||
| 6 Nov | 24484.05 | 149.6 | -148.45 | 12.46 | 83 | 80 | 80 | |||
| 5 Nov | 24213.30 | 298.05 | 0.00 | 2.65 | 0 | 0 | 0 | |||
| 4 Nov | 23995.35 | 298.05 | 0.00 | 3.26 | 0 | 0 | 0 | |||
| 1 Nov | 24304.35 | 298.05 | 0.00 | 2.10 | 0 | 0 | 0 | |||
| 31 Oct | 24205.35 | 298.05 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 24340.85 | 298.05 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 24466.85 | 298.05 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 24339.15 | 298.05 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 24180.80 | 298.05 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 25200 expiring on 05DEC2024
Delta for 25200 CE is 0.01
Historical price for 25200 CE is as follows
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 1.25, which was -0.05 lower than the previous day. The implied volatity was 17.22, the open interest changed by 11630 which increased total open position to 162713
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 1.3, which was -0.95 lower than the previous day. The implied volatity was 13.83, the open interest changed by 64736 which increased total open position to 151083
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 2.25, which was -2.55 lower than the previous day. The implied volatity was 15.59, the open interest changed by 54229 which increased total open position to 86347
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 4.8, which was -1.25 lower than the previous day. The implied volatity was 12.38, the open interest changed by 9039 which increased total open position to 32118
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 6.05, which was -8.70 lower than the previous day. The implied volatity was 13.05, the open interest changed by 11024 which increased total open position to 23079
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 14.75, which was 9.60 higher than the previous day. The implied volatity was 13.88, the open interest changed by 9151 which increased total open position to 12055
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 5.15, which was 1.70 higher than the previous day. The implied volatity was 13.33, the open interest changed by 1617 which increased total open position to 2904
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 3.45, which was -1.45 lower than the previous day. The implied volatity was 16.56, the open interest changed by 54 which increased total open position to 1287
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 4.9, which was -1.20 lower than the previous day. The implied volatity was 15.10, the open interest changed by 60 which increased total open position to 1233
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 6.1, which was -5.20 lower than the previous day. The implied volatity was 15.17, the open interest changed by 816 which increased total open position to 1173
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 11.3, which was -7.10 lower than the previous day. The implied volatity was 14.16, the open interest changed by 80 which increased total open position to 357
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 18.4, which was -7.20 lower than the previous day. The implied volatity was 14.75, the open interest changed by 3 which increased total open position to 277
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 25.6, which was -12.40 lower than the previous day. The implied volatity was 13.32, the open interest changed by 186 which increased total open position to 274
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 38, which was -21.95 lower than the previous day. The implied volatity was 11.67, the open interest changed by 51 which increased total open position to 88
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 59.95, which was -41.70 lower than the previous day. The implied volatity was 12.54, the open interest changed by -43 which decreased total open position to 37
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 101.65, which was -47.95 lower than the previous day. The implied volatity was 13.85, the open interest changed by 0 which decreased total open position to 80
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 149.6, which was -148.45 lower than the previous day. The implied volatity was 12.46, the open interest changed by 80 which increased total open position to 80
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 298.05, which was 0.00 lower than the previous day. The implied volatity was 2.65, 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 298.05, which was 0.00 lower than the previous day. The implied volatity was 3.26, 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 298.05, which was 0.00 lower than the previous day. The implied volatity was 2.10, 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 298.05, 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 298.05, 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 298.05, 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 298.05, 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 298.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 05DEC2024 25200 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 | 899.45 | -109.35 | - | 691 | 17 | 1,196 |
| 29 Nov | 24131.10 | 1008.8 | -151.20 | - | 362 | -21 | 1,179 |
| 28 Nov | 23914.15 | 1160 | 318.60 | - | 639 | 460 | 1,200 |
| 27 Nov | 24274.90 | 841.4 | -105.90 | - | 799 | 600 | 740 |
| 26 Nov | 24194.50 | 947.3 | 60.55 | 11.24 | 59 | 35 | 140 |
| 25 Nov | 24221.90 | 886.75 | -344.75 | 11.91 | 137 | 68 | 105 |
| 22 Nov | 23907.25 | 1231.5 | 343.50 | - | 37 | 37 | 37 |
| 21 Nov | 23349.90 | 888 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 23518.50 | 888 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 23453.80 | 888 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 23532.70 | 888 | 0.00 | 0.00 | 6 | 0 | 12 |
| 13 Nov | 23559.05 | 888 | 0.00 | 0.00 | 6 | 0 | 12 |
| 12 Nov | 23883.45 | 888 | 0.00 | 0.00 | 6 | 0 | 12 |
| 11 Nov | 24141.30 | 888 | 0.00 | 0.00 | 6 | 0 | 12 |
| 8 Nov | 24148.20 | 888 | 0.00 | 0.00 | 6 | 2 | 12 |
| 7 Nov | 24199.35 | 888 | 0.00 | 11.89 | 6 | 10 | 10 |
| 6 Nov | 24484.05 | 888 | 888.00 | 18.84 | 6 | 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 25200 expiring on 05DEC2024
Delta for 25200 PE is -
Historical price for 25200 PE is as follows
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 899.45, which was -109.35 lower than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 1196
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 1008.8, which was -151.20 lower than the previous day. The implied volatity was -, the open interest changed by -21 which decreased total open position to 1179
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 1160, which was 318.60 higher than the previous day. The implied volatity was -, the open interest changed by 460 which increased total open position to 1200
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 841.4, which was -105.90 lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 740
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 947.3, which was 60.55 higher than the previous day. The implied volatity was 11.24, the open interest changed by 35 which increased total open position to 140
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 886.75, which was -344.75 lower than the previous day. The implied volatity was 11.91, the open interest changed by 68 which increased total open position to 105
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 1231.5, which was 343.50 higher than the previous day. The implied volatity was -, the open interest changed by 37 which increased total open position to 37
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 888, 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 888, 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 888, 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 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 888, 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 12
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 888, 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 12
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 888, 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 12
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 888, 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 12
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 888, 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 12
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 888, which was 0.00 lower than the previous day. The implied volatity was 11.89, the open interest changed by 10 which increased total open position to 10
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 888, which was 888.00 higher than the previous day. The implied volatity was 18.84, 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
