NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:36 PM IST
| NIFTY 21NOV2024 25200 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23332.05 | 0.1 | -0.25 | - | 3,69,374 | 6,675 | 32,761 | |||
| 19 Nov | 23518.50 | 0.35 | -0.30 | 33.13 | 1,30,201 | -7,993 | 26,086 | |||
| 18 Nov | 23453.80 | 0.65 | -0.70 | 28.71 | 1,60,080 | 5,319 | 34,079 | |||
| 14 Nov | 23532.70 | 1.35 | -1.45 | 19.05 | 99,044 | 11,741 | 28,760 | |||
| 13 Nov | 23559.05 | 2.8 | -1.80 | 18.93 | 43,970 | 3,246 | 17,019 | |||
| 12 Nov | 23883.45 | 4.6 | -0.55 | 16.38 | 35,720 | 4,004 | 13,773 | |||
| 11 Nov | 24141.30 | 5.15 | -3.15 | 12.75 | 42,481 | 1,948 | 9,769 | |||
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| 8 Nov | 24148.20 | 8.3 | -8.20 | 12.06 | 31,842 | 4,207 | 7,821 | |||
| 7 Nov | 24199.35 | 16.5 | -33.35 | 12.35 | 10,836 | 1,515 | 3,614 | |||
| 6 Nov | 24484.05 | 49.85 | 17.80 | 12.01 | 5,422 | 820 | 2,099 | |||
| 5 Nov | 24213.30 | 32.05 | 3.80 | 13.39 | 1,502 | 209 | 1,279 | |||
| 4 Nov | 23995.35 | 28.25 | -29.10 | 14.69 | 2,278 | 682 | 1,070 | |||
| 1 Nov | 24304.35 | 57.35 | -8.20 | 12.81 | 98 | 23 | 388 | |||
| 31 Oct | 24205.35 | 65.55 | -19.75 | - | 235 | 82 | 365 | |||
| 30 Oct | 24340.85 | 85.3 | -6.10 | - | 90 | 44 | 283 | |||
| 29 Oct | 24466.85 | 91.4 | 21.40 | - | 299 | 10 | 239 | |||
| 28 Oct | 24339.15 | 70 | 6.75 | - | 301 | 139 | 229 | |||
| 25 Oct | 24180.80 | 63.25 | -53.30 | - | 253 | 62 | 90 | |||
| 24 Oct | 24399.40 | 116.55 | -14.55 | - | 32 | 18 | 28 | |||
| 23 Oct | 24435.50 | 131.1 | -41.65 | - | 17 | 3 | 10 | |||
| 22 Oct | 24472.10 | 172.75 | -138.35 | - | 10 | 7 | 7 | |||
| 21 Oct | 24781.10 | 311.1 | 0.00 | - | 0 | 1 | 0 | |||
| 18 Oct | 24854.05 | 311.1 | - | 2 | 1 | 1 | ||||
For Nifty - strike price 25200 expiring on 21NOV2024
Delta for 25200 CE is -
Historical price for 25200 CE is as follows
On 21 Nov NIFTY was trading at 23332.05. The strike last trading price was 0.1, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 6675 which increased total open position to 32761
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 0.35, which was -0.30 lower than the previous day. The implied volatity was 33.13, the open interest changed by -7993 which decreased total open position to 26086
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 0.65, which was -0.70 lower than the previous day. The implied volatity was 28.71, the open interest changed by 5319 which increased total open position to 34079
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1.35, which was -1.45 lower than the previous day. The implied volatity was 19.05, the open interest changed by 11741 which increased total open position to 28760
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 2.8, which was -1.80 lower than the previous day. The implied volatity was 18.93, the open interest changed by 3246 which increased total open position to 17019
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 4.6, which was -0.55 lower than the previous day. The implied volatity was 16.38, the open interest changed by 4004 which increased total open position to 13773
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 5.15, which was -3.15 lower than the previous day. The implied volatity was 12.75, the open interest changed by 1948 which increased total open position to 9769
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 8.3, which was -8.20 lower than the previous day. The implied volatity was 12.06, the open interest changed by 4207 which increased total open position to 7821
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 16.5, which was -33.35 lower than the previous day. The implied volatity was 12.35, the open interest changed by 1515 which increased total open position to 3614
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 49.85, which was 17.80 higher than the previous day. The implied volatity was 12.01, the open interest changed by 820 which increased total open position to 2099
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 32.05, which was 3.80 higher than the previous day. The implied volatity was 13.39, the open interest changed by 209 which increased total open position to 1279
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 28.25, which was -29.10 lower than the previous day. The implied volatity was 14.69, the open interest changed by 682 which increased total open position to 1070
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 57.35, which was -8.20 lower than the previous day. The implied volatity was 12.81, the open interest changed by 23 which increased total open position to 388
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 65.55, which was -19.75 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 85.3, which was -6.10 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 91.4, which was 21.40 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 70, which was 6.75 higher 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 63.25, which was -53.30 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 116.55, which was -14.55 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 131.1, which was -41.65 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 172.75, which was -138.35 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 311.1, 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 311.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 21NOV2024 25200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23332.05 | 1866 | 202.00 | - | 461 | -384 | 308 |
| 19 Nov | 23518.50 | 1664 | 34.00 | - | 55 | -30 | 692 |
| 18 Nov | 23453.80 | 1630 | 0.60 | - | 5 | -4 | 722 |
| 14 Nov | 23532.70 | 1629.4 | 49.40 | 32.22 | 715 | 678 | 726 |
| 13 Nov | 23559.05 | 1580 | 360.00 | 29.70 | 8 | 9 | 48 |
| 12 Nov | 23883.45 | 1220 | 230.00 | - | 10 | 3 | 39 |
| 11 Nov | 24141.30 | 990 | -30.00 | - | 17 | 25 | 36 |
| 8 Nov | 24148.20 | 1020 | 243.00 | 14.44 | 30 | 11 | 11 |
| 7 Nov | 24199.35 | 777 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 24484.05 | 777 | 126.30 | 20.13 | 1 | 0 | 0 |
| 5 Nov | 24213.30 | 650.7 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 650.7 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 650.7 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 24205.35 | 650.7 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 24340.85 | 650.7 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 24466.85 | 650.7 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 24339.15 | 650.7 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 24180.80 | 650.7 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 24399.40 | 650.7 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 24435.50 | 650.7 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 24472.10 | 650.7 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 24781.10 | 650.7 | 650.70 | - | 0 | 0 | 0 |
| 18 Oct | 24854.05 | 0 | - | 0 | 0 | 0 | |
For Nifty - strike price 25200 expiring on 21NOV2024
Delta for 25200 PE is -
Historical price for 25200 PE is as follows
On 21 Nov NIFTY was trading at 23332.05. The strike last trading price was 1866, which was 202.00 higher than the previous day. The implied volatity was -, the open interest changed by -384 which decreased total open position to 308
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1664, which was 34.00 higher than the previous day. The implied volatity was -, the open interest changed by -30 which decreased total open position to 692
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1630, which was 0.60 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 722
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1629.4, which was 49.40 higher than the previous day. The implied volatity was 32.22, the open interest changed by 678 which increased total open position to 726
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 1580, which was 360.00 higher than the previous day. The implied volatity was 29.70, the open interest changed by 9 which increased total open position to 48
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1220, which was 230.00 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 39
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 990, which was -30.00 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 36
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 1020, which was 243.00 higher than the previous day. The implied volatity was 14.44, the open interest changed by 11 which increased total open position to 11
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 777, 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 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 777, which was 126.30 higher than the previous day. The implied volatity was 20.13, 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 650.7, 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 650.7, 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 650.7, 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 650.7, 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 650.7, 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 650.7, 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 650.7, 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 650.7, 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 650.7, 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 650.7, 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 650.7, 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 650.7, which was 650.70 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
