NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:24 PM IST
| NIFTY 21NOV2024 25250 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23342.90 | 0.05 | -0.45 | - | 1,61,585 | 6,024 | 8,379 | |||
| 19 Nov | 23518.50 | 0.5 | -0.20 | 35.14 | 14,748 | 240 | 2,355 | |||
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| 18 Nov | 23453.80 | 0.7 | -0.85 | 29.67 | 12,546 | 215 | 2,115 | |||
| 14 Nov | 23532.70 | 1.55 | -1.20 | 19.83 | 4,685 | 249 | 1,900 | |||
| 13 Nov | 23559.05 | 2.75 | -1.45 | 19.37 | 2,600 | 55 | 1,651 | |||
| 12 Nov | 23883.45 | 4.2 | -0.20 | 16.68 | 4,534 | -376 | 1,596 | |||
| 11 Nov | 24141.30 | 4.4 | -3.05 | 12.93 | 7,084 | 268 | 1,972 | |||
| 8 Nov | 24148.20 | 7.45 | -7.15 | 12.30 | 7,301 | 1,445 | 1,704 | |||
| 7 Nov | 24199.35 | 14.6 | -29.30 | 12.53 | 1,071 | 107 | 259 | |||
| 6 Nov | 24484.05 | 43.9 | 9.70 | 12.12 | 553 | 83 | 152 | |||
| 5 Nov | 24213.30 | 34.2 | 10.25 | 14.16 | 78 | 55 | 69 | |||
| 4 Nov | 23995.35 | 23.95 | -32.70 | 14.60 | 3 | 14 | 14 | |||
| 1 Nov | 24304.35 | 56.65 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 31 Oct | 24205.35 | 56.65 | -29.30 | - | 2 | 1 | 11 | |||
| 30 Oct | 24340.85 | 85.95 | -0.15 | - | 8 | 9 | 10 | |||
| 29 Oct | 24466.85 | 86.1 | 16.10 | - | 4 | 1 | 1 | |||
| 28 Oct | 24339.15 | 70 | -286.20 | - | 1 | 0 | 0 | |||
| 25 Oct | 24180.80 | 356.2 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 24399.40 | 356.2 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 24435.50 | 356.2 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 24472.10 | 356.2 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 24781.10 | 356.2 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 24854.05 | 356.2 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 25250 expiring on 21NOV2024
Delta for 25250 CE is -
Historical price for 25250 CE is as follows
On 21 Nov NIFTY was trading at 23342.90. The strike last trading price was 0.05, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 6024 which increased total open position to 8379
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 0.5, which was -0.20 lower than the previous day. The implied volatity was 35.14, the open interest changed by 240 which increased total open position to 2355
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 0.7, which was -0.85 lower than the previous day. The implied volatity was 29.67, the open interest changed by 215 which increased total open position to 2115
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1.55, which was -1.20 lower than the previous day. The implied volatity was 19.83, the open interest changed by 249 which increased total open position to 1900
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 2.75, which was -1.45 lower than the previous day. The implied volatity was 19.37, the open interest changed by 55 which increased total open position to 1651
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 4.2, which was -0.20 lower than the previous day. The implied volatity was 16.68, the open interest changed by -376 which decreased total open position to 1596
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 4.4, which was -3.05 lower than the previous day. The implied volatity was 12.93, the open interest changed by 268 which increased total open position to 1972
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 7.45, which was -7.15 lower than the previous day. The implied volatity was 12.30, the open interest changed by 1445 which increased total open position to 1704
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 14.6, which was -29.30 lower than the previous day. The implied volatity was 12.53, the open interest changed by 107 which increased total open position to 259
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 43.9, which was 9.70 higher than the previous day. The implied volatity was 12.12, the open interest changed by 83 which increased total open position to 152
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 34.2, which was 10.25 higher than the previous day. The implied volatity was 14.16, the open interest changed by 55 which increased total open position to 69
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 23.95, which was -32.70 lower than the previous day. The implied volatity was 14.60, the open interest changed by 14 which increased total open position to 14
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 56.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 56.65, which was -29.30 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 85.95, which was -0.15 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 86.1, which was 16.10 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 -286.20 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 356.2, 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 356.2, 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 356.2, 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 356.2, 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 356.2, 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 356.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 21NOV2024 25250 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 | 23342.90 | 1660 | 0.00 | 0.00 | 0 | 41 | 0 |
| 19 Nov | 23518.50 | 1660 | -51.00 | - | 12 | 41 | 41 |
| 18 Nov | 23453.80 | 1711 | 0.00 | 0.00 | 0 | 33 | 0 |
| 14 Nov | 23532.70 | 1711 | 436.00 | 38.89 | 29 | 33 | 33 |
| 13 Nov | 23559.05 | 1275 | 0.00 | 0.00 | 0 | 12 | 0 |
| 12 Nov | 23883.45 | 1275 | 310.00 | - | 2 | 12 | 12 |
| 11 Nov | 24141.30 | 965 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 24148.20 | 965 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 24199.35 | 965 | 284.30 | 10.65 | 12 | 0 | 0 |
| 6 Nov | 24484.05 | 680.7 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 680.7 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 680.7 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 680.7 | 680.70 | - | 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 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 24399.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 24435.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 24472.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 24781.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 24854.05 | 0 | - | 0 | 0 | 0 | |
For Nifty - strike price 25250 expiring on 21NOV2024
Delta for 25250 PE is 0.00
Historical price for 25250 PE is as follows
On 21 Nov NIFTY was trading at 23342.90. The strike last trading price was 1660, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 41 which increased total open position to 0
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1660, which was -51.00 lower than the previous day. The implied volatity was -, the open interest changed by 41 which increased total open position to 41
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1711, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 33 which increased total open position to 0
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1711, which was 436.00 higher than the previous day. The implied volatity was 38.89, the open interest changed by 33 which increased total open position to 33
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 1275, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 12 which increased total open position to 0
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1275, which was 310.00 higher than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 12
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 965, 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 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 965, 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 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 965, which was 284.30 higher than the previous day. The implied volatity was 10.65, 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 680.7, 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 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 680.7, 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 680.7, 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 680.7, which was 680.70 higher 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 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 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 23 Oct NIFTY was trading at 24435.50. 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 22 Oct NIFTY was trading at 24472.10. 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 21 Oct NIFTY was trading at 24781.10. 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 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
