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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 25300 CE
Delta: 0.01
Vega: 0.37
Theta: -1.75
Gamma: 0.00
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
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
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