NIFTY
Nifty
Historical option data for NIFTY
03 Dec 2024 04:11 PM IST
| NIFTY 05DEC2024 25250 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.43
Theta: -1.99
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 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
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| 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
