NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:14 PM IST
| NIFTY 21NOV2024 25300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23339.50 | 0.1 | -0.55 | - | 2,90,084 | 2,162 | 15,234 | |||
| 19 Nov | 23518.50 | 0.65 | 0.00 | 36.90 | 59,144 | -3,393 | 13,072 | |||
| 18 Nov | 23453.80 | 0.65 | -0.80 | 30.14 | 1,45,220 | 5,392 | 16,465 | |||
| 14 Nov | 23532.70 | 1.45 | -0.90 | 20.22 | 61,980 | 4,178 | 11,073 | |||
| 13 Nov | 23559.05 | 2.35 | -1.80 | 19.51 | 29,970 | -2,172 | 6,895 | |||
| 12 Nov | 23883.45 | 4.15 | -0.50 | 17.14 | 14,021 | -920 | 9,067 | |||
| 11 Nov | 24141.30 | 4.65 | -1.95 | 13.54 | 29,357 | 5,733 | 9,987 | |||
| 8 Nov | 24148.20 | 6.6 | -5.75 | 12.50 | 20,038 | 1,520 | 4,254 | |||
| 7 Nov | 24199.35 | 12.35 | -22.95 | 12.58 | 11,191 | 645 | 2,734 | |||
| 6 Nov | 24484.05 | 35.3 | 10.10 | 11.91 | 3,050 | 796 | 2,089 | |||
| 5 Nov | 24213.30 | 25.2 | 0.65 | 13.60 | 1,365 | 258 | 1,293 | |||
| 4 Nov | 23995.35 | 24.55 | -19.10 | 15.16 | 1,514 | 552 | 1,035 | |||
| 1 Nov | 24304.35 | 43.65 | -1.90 | 12.76 | 175 | 45 | 483 | |||
| 31 Oct | 24205.35 | 45.55 | -18.40 | - | 158 | 45 | 438 | |||
| 30 Oct | 24340.85 | 63.95 | -3.40 | - | 630 | 61 | 393 | |||
| 29 Oct | 24466.85 | 67.35 | 16.10 | - | 289 | 8 | 332 | |||
| 28 Oct | 24339.15 | 51.25 | 0.00 | - | 400 | 262 | 324 | |||
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| 25 Oct | 24180.80 | 51.25 | -34.15 | - | 93 | 25 | 62 | |||
| 24 Oct | 24399.40 | 85.4 | -251.90 | - | 85 | 37 | 37 | |||
| 23 Oct | 24435.50 | 337.3 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 24472.10 | 337.3 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 24781.10 | 337.3 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 24854.05 | 337.3 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 25300 expiring on 21NOV2024
Delta for 25300 CE is -
Historical price for 25300 CE is as follows
On 21 Nov NIFTY was trading at 23339.50. The strike last trading price was 0.1, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 2162 which increased total open position to 15234
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 36.90, the open interest changed by -3393 which decreased total open position to 13072
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 0.65, which was -0.80 lower than the previous day. The implied volatity was 30.14, the open interest changed by 5392 which increased total open position to 16465
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1.45, which was -0.90 lower than the previous day. The implied volatity was 20.22, the open interest changed by 4178 which increased total open position to 11073
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 2.35, which was -1.80 lower than the previous day. The implied volatity was 19.51, the open interest changed by -2172 which decreased total open position to 6895
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 4.15, which was -0.50 lower than the previous day. The implied volatity was 17.14, the open interest changed by -920 which decreased total open position to 9067
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 4.65, which was -1.95 lower than the previous day. The implied volatity was 13.54, the open interest changed by 5733 which increased total open position to 9987
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 6.6, which was -5.75 lower than the previous day. The implied volatity was 12.50, the open interest changed by 1520 which increased total open position to 4254
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 12.35, which was -22.95 lower than the previous day. The implied volatity was 12.58, the open interest changed by 645 which increased total open position to 2734
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 35.3, which was 10.10 higher than the previous day. The implied volatity was 11.91, the open interest changed by 796 which increased total open position to 2089
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 25.2, which was 0.65 higher than the previous day. The implied volatity was 13.60, the open interest changed by 258 which increased total open position to 1293
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 24.55, which was -19.10 lower than the previous day. The implied volatity was 15.16, the open interest changed by 552 which increased total open position to 1035
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 43.65, which was -1.90 lower than the previous day. The implied volatity was 12.76, the open interest changed by 45 which increased total open position to 483
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 45.55, which was -18.40 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 63.95, which was -3.40 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 67.35, 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 51.25, 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 51.25, which was -34.15 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 85.4, which was -251.90 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 337.3, 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 337.3, 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 337.3, 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 337.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 21NOV2024 25300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23339.50 | 1961 | 270.90 | - | 203 | -138 | 255 |
| 19 Nov | 23518.50 | 1690.1 | -169.60 | - | 68 | -61 | 393 |
| 18 Nov | 23453.80 | 1859.7 | 133.80 | 58.10 | 3 | 3 | 454 |
| 14 Nov | 23532.70 | 1725.9 | 42.15 | 32.93 | 429 | 333 | 451 |
| 13 Nov | 23559.05 | 1683.75 | 361.75 | 31.88 | 57 | 51 | 118 |
| 12 Nov | 23883.45 | 1322 | 172.00 | - | 22 | 6 | 67 |
| 11 Nov | 24141.30 | 1150 | 66.00 | 21.36 | 9 | 5 | 61 |
| 8 Nov | 24148.20 | 1084 | 154.00 | - | 67 | 55 | 56 |
| 7 Nov | 24199.35 | 930 | -392.00 | - | 12 | 1 | 1 |
| 6 Nov | 24484.05 | 1322 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 1322 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 1322 | 610.55 | 24.75 | 1 | 0 | 0 |
| 1 Nov | 24304.35 | 711.45 | 711.45 | - | 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 25300 expiring on 21NOV2024
Delta for 25300 PE is -
Historical price for 25300 PE is as follows
On 21 Nov NIFTY was trading at 23339.50. The strike last trading price was 1961, which was 270.90 higher than the previous day. The implied volatity was -, the open interest changed by -138 which decreased total open position to 255
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1690.1, which was -169.60 lower than the previous day. The implied volatity was -, the open interest changed by -61 which decreased total open position to 393
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1859.7, which was 133.80 higher than the previous day. The implied volatity was 58.10, the open interest changed by 3 which increased total open position to 454
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1725.9, which was 42.15 higher than the previous day. The implied volatity was 32.93, the open interest changed by 333 which increased total open position to 451
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 1683.75, which was 361.75 higher than the previous day. The implied volatity was 31.88, the open interest changed by 51 which increased total open position to 118
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1322, which was 172.00 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 67
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 1150, which was 66.00 higher than the previous day. The implied volatity was 21.36, the open interest changed by 5 which increased total open position to 61
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 1084, which was 154.00 higher than the previous day. The implied volatity was -, the open interest changed by 55 which increased total open position to 56
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 930, which was -392.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 1322, 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 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 1322, 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 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 1322, which was 610.55 higher than the previous day. The implied volatity was 24.75, 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 711.45, which was 711.45 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
