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[--[65.84.65.76]--]
NIFTY
Nifty

24457.15 181.10 (0.75%)

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Historical option data for NIFTY

03 Dec 2024 04:11 PM IST
NIFTY 05DEC2024 25250 CE
Delta: 0.01
Vega: 0.43
Theta: -1.99
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
3 Dec 24457.15 0.95 -0.10 18.04 8,26,969 17,185 53,167
2 Dec 24276.05 1.05 -0.20 17.69 3,87,228 4,821 35,982
29 Nov 24131.10 1.25 -0.95 14.32 1,82,622 15,661 31,161
28 Nov 23914.15 2.2 -1.55 16.12 70,310 7,530 15,500
27 Nov 24274.90 3.75 -1.25 12.46 19,393 3,877 7,970
26 Nov 24194.50 5 -8.85 13.18 16,590 2,856 4,093
25 Nov 24221.90 13.85 -268.55 14.28 17,138 1,237 1,237
22 Nov 23907.25 282.4 0.00 6.58 0 0 0
21 Nov 23349.90 282.4 0.00 8.76 0 0 0
19 Nov 23518.50 282.4 0.00 7.64 0 0 0
18 Nov 23453.80 282.4 0.00 7.46 0 0 0
14 Nov 23532.70 282.4 0.00 6.01 0 0 0
13 Nov 23559.05 282.4 0.00 5.70 0 0 0
12 Nov 23883.45 282.4 0.00 4.58 0 0 0
11 Nov 24141.30 282.4 0.00 3.52 0 0 0
8 Nov 24148.20 282.4 0.00 3.33 0 0 0
7 Nov 24199.35 282.4 0.00 2.96 0 0 0
6 Nov 24484.05 282.4 0.00 2.00 0 0 0
5 Nov 24213.30 282.4 0.00 2.79 0 0 0
4 Nov 23995.35 282.4 0.00 3.69 0 0 0
1 Nov 24304.35 282.4 0.00 2.15 0 0 0
31 Oct 24205.35 282.4 0.00 - 0 0 0
30 Oct 24340.85 282.4 0.00 - 0 0 0
29 Oct 24466.85 282.4 0.00 - 0 0 0
28 Oct 24339.15 282.4 0.00 - 0 0 0
25 Oct 24180.80 282.4 - 0 0 0


For Nifty - strike price 25250 expiring on 05DEC2024

Delta for 25250 CE is 0.01

Historical price for 25250 CE is as follows

On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 0.95, which was -0.10 lower than the previous day. The implied volatity was 18.04, the open interest changed by 17185 which increased total open position to 53167


On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 1.05, which was -0.20 lower than the previous day. The implied volatity was 17.69, the open interest changed by 4821 which increased total open position to 35982


On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 1.25, which was -0.95 lower than the previous day. The implied volatity was 14.32, the open interest changed by 15661 which increased total open position to 31161


On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 2.2, which was -1.55 lower than the previous day. The implied volatity was 16.12, the open interest changed by 7530 which increased total open position to 15500


On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 3.75, which was -1.25 lower than the previous day. The implied volatity was 12.46, the open interest changed by 3877 which increased total open position to 7970


On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 5, which was -8.85 lower than the previous day. The implied volatity was 13.18, the open interest changed by 2856 which increased total open position to 4093


On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 13.85, which was -268.55 lower than the previous day. The implied volatity was 14.28, the open interest changed by 1237 which increased total open position to 1237


On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 282.4, which was 0.00 lower than the previous day. The implied volatity was 6.58, 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 282.4, which was 0.00 lower than the previous day. The implied volatity was 8.76, 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 282.4, which was 0.00 lower than the previous day. The implied volatity was 7.64, 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 282.4, which was 0.00 lower than the previous day. The implied volatity was 7.46, 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 282.4, which was 0.00 lower than the previous day. The implied volatity was 6.01, 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 282.4, which was 0.00 lower than the previous day. The implied volatity was 5.70, 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 282.4, which was 0.00 lower than the previous day. The implied volatity was 4.58, 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 282.4, which was 0.00 lower than the previous day. The implied volatity was 3.52, 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 282.4, which was 0.00 lower than the previous day. The implied volatity was 3.33, 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 282.4, which was 0.00 lower than the previous day. The implied volatity was 2.96, 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 282.4, which was 0.00 lower than the previous day. The implied volatity was 2.00, 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 282.4, which was 0.00 lower than the previous day. The implied volatity was 2.79, 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 282.4, which was 0.00 lower than the previous day. The implied volatity was 3.69, 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 282.4, which was 0.00 lower than the previous day. The implied volatity was 2.15, 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 282.4, 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 282.4, 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 282.4, 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 282.4, 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 282.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


NIFTY 05DEC2024 25250 PE
Delta: -0.89
Vega: 3.47
Theta: -24.36
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
3 Dec 24457.15 826 -127.00 35.18 109 13 47
2 Dec 24276.05 953 -82.35 17.51 50 -3 34
29 Nov 24131.10 1035.35 -139.65 - 11 8 37
28 Nov 23914.15 1175 226.45 - 16 29 29
27 Nov 24274.90 948.55 0.00 0.00 0 21 0
26 Nov 24194.50 948.55 0.00 0.00 0 21 0
25 Nov 24221.90 948.55 26.20 15.21 29 21 21
22 Nov 23907.25 922.35 0.00 - 0 0 0
21 Nov 23349.90 922.35 0.00 - 0 0 0
19 Nov 23518.50 922.35 0.00 - 0 0 0
18 Nov 23453.80 922.35 922.35 - 0 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 25250 expiring on 05DEC2024

Delta for 25250 PE is -0.89

Historical price for 25250 PE is as follows

On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 826, which was -127.00 lower than the previous day. The implied volatity was 35.18, the open interest changed by 13 which increased total open position to 47


On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 953, which was -82.35 lower than the previous day. The implied volatity was 17.51, the open interest changed by -3 which decreased total open position to 34


On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 1035.35, which was -139.65 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 37


On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 1175, which was 226.45 higher than the previous day. The implied volatity was -, the open interest changed by 29 which increased total open position to 29


On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 948.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 21 which increased total open position to 0


On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 948.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 21 which increased total open position to 0


On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 948.55, which was 26.20 higher than the previous day. The implied volatity was 15.21, the open interest changed by 21 which increased total open position to 21


On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 922.35, 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 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 922.35, 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 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 922.35, 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 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 922.35, which was 922.35 higher than the previous day. The implied volatity was -, 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