NIFTY
Nifty
Historical option data for NIFTY
03 Dec 2024 04:11 PM IST
| NIFTY 05DEC2024 25300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.37
Theta: -1.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 24457.15 | 0.8 | -0.15 | 18.56 | 14,58,087 | 62,096 | 1,95,989 | |||
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| 2 Dec | 24276.05 | 0.95 | -0.20 | 18.20 | 11,94,885 | 32,253 | 1,33,893 | |||
| 29 Nov | 24131.10 | 1.15 | -1.00 | 14.74 | 4,81,273 | 52,699 | 1,01,640 | |||
| 28 Nov | 23914.15 | 2.15 | -1.10 | 16.58 | 2,21,050 | 30,773 | 48,941 | |||
| 27 Nov | 24274.90 | 3.25 | -1.40 | 12.73 | 58,256 | 5,565 | 18,168 | |||
| 26 Nov | 24194.50 | 4.65 | -6.90 | 13.56 | 49,526 | 7,258 | 12,603 | |||
| 25 Nov | 24221.90 | 11.55 | 6.10 | 14.33 | 41,618 | 3,638 | 5,345 | |||
| 22 Nov | 23907.25 | 5.45 | 1.95 | 14.33 | 5,027 | 1,148 | 1,707 | |||
| 21 Nov | 23349.90 | 3.5 | -0.85 | 17.37 | 311 | -2 | 559 | |||
| 19 Nov | 23518.50 | 4.35 | -1.90 | 15.57 | 347 | 77 | 561 | |||
| 18 Nov | 23453.80 | 6.25 | -3.75 | 15.98 | 973 | 213 | 484 | |||
| 14 Nov | 23532.70 | 10 | -5.60 | 14.58 | 226 | 69 | 271 | |||
| 13 Nov | 23559.05 | 15.6 | -5.60 | 15.03 | 288 | -40 | 202 | |||
| 12 Nov | 23883.45 | 21.2 | -10.55 | 13.56 | 778 | -21 | 242 | |||
| 11 Nov | 24141.30 | 31.75 | -14.25 | 11.97 | 409 | 152 | 263 | |||
| 8 Nov | 24148.20 | 46 | -16.60 | 12.42 | 146 | 32 | 111 | |||
| 7 Nov | 24199.35 | 62.6 | -53.45 | 12.52 | 115 | 12 | 79 | |||
| 6 Nov | 24484.05 | 116.05 | 30.05 | 12.07 | 514 | -60 | 67 | |||
| 5 Nov | 24213.30 | 86 | 8.00 | 13.32 | 56 | 21 | 127 | |||
| 4 Nov | 23995.35 | 78 | -47.25 | 14.54 | 92 | 76 | 106 | |||
| 1 Nov | 24304.35 | 125.25 | -5.70 | 13.21 | 35 | 6 | 30 | |||
| 31 Oct | 24205.35 | 130.95 | -32.30 | - | 8 | 2 | 24 | |||
| 30 Oct | 24340.85 | 163.25 | -104.10 | - | 24 | 22 | 22 | |||
| 29 Oct | 24466.85 | 267.35 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 24339.15 | 267.35 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 24180.80 | 267.35 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 25300 expiring on 05DEC2024
Delta for 25300 CE is 0.01
Historical price for 25300 CE is as follows
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 0.8, which was -0.15 lower than the previous day. The implied volatity was 18.56, the open interest changed by 62096 which increased total open position to 195989
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 0.95, which was -0.20 lower than the previous day. The implied volatity was 18.20, the open interest changed by 32253 which increased total open position to 133893
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 1.15, which was -1.00 lower than the previous day. The implied volatity was 14.74, the open interest changed by 52699 which increased total open position to 101640
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 2.15, which was -1.10 lower than the previous day. The implied volatity was 16.58, the open interest changed by 30773 which increased total open position to 48941
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 3.25, which was -1.40 lower than the previous day. The implied volatity was 12.73, the open interest changed by 5565 which increased total open position to 18168
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 4.65, which was -6.90 lower than the previous day. The implied volatity was 13.56, the open interest changed by 7258 which increased total open position to 12603
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 11.55, which was 6.10 higher than the previous day. The implied volatity was 14.33, the open interest changed by 3638 which increased total open position to 5345
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 5.45, which was 1.95 higher than the previous day. The implied volatity was 14.33, the open interest changed by 1148 which increased total open position to 1707
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 3.5, which was -0.85 lower than the previous day. The implied volatity was 17.37, the open interest changed by -2 which decreased total open position to 559
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 4.35, which was -1.90 lower than the previous day. The implied volatity was 15.57, the open interest changed by 77 which increased total open position to 561
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 6.25, which was -3.75 lower than the previous day. The implied volatity was 15.98, the open interest changed by 213 which increased total open position to 484
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 10, which was -5.60 lower than the previous day. The implied volatity was 14.58, the open interest changed by 69 which increased total open position to 271
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 15.6, which was -5.60 lower than the previous day. The implied volatity was 15.03, the open interest changed by -40 which decreased total open position to 202
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 21.2, which was -10.55 lower than the previous day. The implied volatity was 13.56, the open interest changed by -21 which decreased total open position to 242
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 31.75, which was -14.25 lower than the previous day. The implied volatity was 11.97, the open interest changed by 152 which increased total open position to 263
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 46, which was -16.60 lower than the previous day. The implied volatity was 12.42, the open interest changed by 32 which increased total open position to 111
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 62.6, which was -53.45 lower than the previous day. The implied volatity was 12.52, the open interest changed by 12 which increased total open position to 79
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 116.05, which was 30.05 higher than the previous day. The implied volatity was 12.07, the open interest changed by -60 which decreased total open position to 67
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 86, which was 8.00 higher than the previous day. The implied volatity was 13.32, the open interest changed by 21 which increased total open position to 127
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 78, which was -47.25 lower than the previous day. The implied volatity was 14.54, the open interest changed by 76 which increased total open position to 106
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 125.25, which was -5.70 lower than the previous day. The implied volatity was 13.21, the open interest changed by 6 which increased total open position to 30
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 130.95, which was -32.30 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 163.25, which was -104.10 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 267.35, 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 267.35, 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 267.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 05DEC2024 25300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.89
Vega: 3.30
Theta: -23.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 24457.15 | 873.95 | -117.85 | 36.13 | 440 | -18 | 690 |
| 2 Dec | 24276.05 | 991.8 | -120.20 | - | 1,033 | 2 | 708 |
| 29 Nov | 24131.10 | 1112 | -149.40 | - | 58 | 18 | 706 |
| 28 Nov | 23914.15 | 1261.4 | 331.40 | - | 350 | 395 | 688 |
| 27 Nov | 24274.90 | 930 | -119.30 | - | 402 | 274 | 293 |
| 26 Nov | 24194.50 | 1049.3 | 92.40 | 13.70 | 20 | 19 | 19 |
| 25 Nov | 24221.90 | 956.9 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 23907.25 | 956.9 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 23349.90 | 956.9 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 23518.50 | 956.9 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 23453.80 | 956.9 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 23532.70 | 956.9 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 23559.05 | 956.9 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 23883.45 | 956.9 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 24141.30 | 956.9 | 956.90 | - | 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 25300 expiring on 05DEC2024
Delta for 25300 PE is -0.89
Historical price for 25300 PE is as follows
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 873.95, which was -117.85 lower than the previous day. The implied volatity was 36.13, the open interest changed by -18 which decreased total open position to 690
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 991.8, which was -120.20 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 708
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 1112, which was -149.40 lower than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 706
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 1261.4, which was 331.40 higher than the previous day. The implied volatity was -, the open interest changed by 395 which increased total open position to 688
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 930, which was -119.30 lower than the previous day. The implied volatity was -, the open interest changed by 274 which increased total open position to 293
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 1049.3, which was 92.40 higher than the previous day. The implied volatity was 13.70, the open interest changed by 19 which increased total open position to 19
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 956.9, 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 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 956.9, 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 956.9, 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 956.9, 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 956.9, 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 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 956.9, 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 956.9, 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 956.9, 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 956.9, which was 956.90 higher 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
