NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:41 PM IST
| NIFTY 21NOV2024 25350 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23330.45 | 0.05 | -0.40 | - | 1,95,077 | 3,270 | 7,095 | |||
| 19 Nov | 23518.50 | 0.45 | -0.15 | 36.49 | 16,934 | 2,321 | 3,825 | |||
| 18 Nov | 23453.80 | 0.6 | -1.45 | 30.68 | 8,912 | 935 | 1,504 | |||
| 14 Nov | 23532.70 | 2.05 | -0.40 | 21.60 | 2,426 | -267 | 569 | |||
| 13 Nov | 23559.05 | 2.45 | -1.40 | 20.07 | 2,289 | -54 | 836 | |||
| 12 Nov | 23883.45 | 3.85 | -0.90 | 17.45 | 2,291 | 186 | 890 | |||
| 11 Nov | 24141.30 | 4.75 | -1.45 | 14.09 | 1,628 | 25 | 704 | |||
| 8 Nov | 24148.20 | 6.2 | -7.35 | 12.83 | 2,558 | 369 | 679 | |||
| 7 Nov | 24199.35 | 13.55 | -18.65 | 13.31 | 715 | 195 | 310 | |||
| 6 Nov | 24484.05 | 32.2 | 10.35 | 12.17 | 433 | -190 | 115 | |||
| 5 Nov | 24213.30 | 21.85 | -0.45 | 13.63 | 317 | 279 | 305 | |||
| 4 Nov | 23995.35 | 22.3 | -24.95 | 15.30 | 31 | 14 | 26 | |||
| 1 Nov | 24304.35 | 47.25 | 0.00 | 13.58 | 1 | 1 | 12 | |||
| 31 Oct | 24205.35 | 47.25 | -7.60 | - | 5 | 5 | 11 | |||
| 30 Oct | 24340.85 | 54.85 | -83.40 | - | 5 | 6 | 6 | |||
| 29 Oct | 24466.85 | 138.25 | 0.00 | - | 0 | 4 | 0 | |||
| 28 Oct | 24339.15 | 138.25 | 0.00 | - | 0 | 4 | 0 | |||
| 25 Oct | 24180.80 | 138.25 | 0.00 | - | 0 | 4 | 0 | |||
| 24 Oct | 24399.40 | 138.25 | 0.00 | - | 0 | 4 | 0 | |||
| 23 Oct | 24435.50 | 138.25 | -180.85 | - | 5 | 4 | 4 | |||
| 22 Oct | 24472.10 | 319.1 | 0.00 | - | 0 | 0 | 0 | |||
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| 21 Oct | 24781.10 | 319.1 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 24854.05 | 319.1 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 25350 expiring on 21NOV2024
Delta for 25350 CE is -
Historical price for 25350 CE is as follows
On 21 Nov NIFTY was trading at 23330.45. The strike last trading price was 0.05, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by 3270 which increased total open position to 7095
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 36.49, the open interest changed by 2321 which increased total open position to 3825
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 0.6, which was -1.45 lower than the previous day. The implied volatity was 30.68, the open interest changed by 935 which increased total open position to 1504
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 2.05, which was -0.40 lower than the previous day. The implied volatity was 21.60, the open interest changed by -267 which decreased total open position to 569
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 2.45, which was -1.40 lower than the previous day. The implied volatity was 20.07, the open interest changed by -54 which decreased total open position to 836
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 3.85, which was -0.90 lower than the previous day. The implied volatity was 17.45, the open interest changed by 186 which increased total open position to 890
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 4.75, which was -1.45 lower than the previous day. The implied volatity was 14.09, the open interest changed by 25 which increased total open position to 704
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 6.2, which was -7.35 lower than the previous day. The implied volatity was 12.83, the open interest changed by 369 which increased total open position to 679
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 13.55, which was -18.65 lower than the previous day. The implied volatity was 13.31, the open interest changed by 195 which increased total open position to 310
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 32.2, which was 10.35 higher than the previous day. The implied volatity was 12.17, the open interest changed by -190 which decreased total open position to 115
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 21.85, which was -0.45 lower than the previous day. The implied volatity was 13.63, the open interest changed by 279 which increased total open position to 305
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 22.3, which was -24.95 lower than the previous day. The implied volatity was 15.30, the open interest changed by 14 which increased total open position to 26
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 47.25, which was 0.00 lower than the previous day. The implied volatity was 13.58, the open interest changed by 1 which increased total open position to 12
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 47.25, which was -7.60 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 54.85, which was -83.40 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 138.25, 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 28 Oct NIFTY was trading at 24339.15. The strike last trading price was 138.25, 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 138.25, 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 24 Oct NIFTY was trading at 24399.40. The strike last trading price was 138.25, 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 23 Oct NIFTY was trading at 24435.50. The strike last trading price was 138.25, which was -180.85 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 319.1, 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 319.1, 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 319.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 21NOV2024 25350 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 | 23330.45 | 1387.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 23518.50 | 1387.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 23453.80 | 1387.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 23532.70 | 1387.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 23559.05 | 1387.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 23883.45 | 1387.3 | 644.40 | - | 5 | 0 | 0 |
| 11 Nov | 24141.30 | 742.9 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 24148.20 | 742.9 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 24199.35 | 742.9 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 24484.05 | 742.9 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 742.9 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 742.9 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 742.9 | 742.90 | - | 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 25350 expiring on 21NOV2024
Delta for 25350 PE is 0.00
Historical price for 25350 PE is as follows
On 21 Nov NIFTY was trading at 23330.45. The strike last trading price was 1387.3, 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 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1387.3, 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 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1387.3, 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 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1387.3, 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 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 1387.3, 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 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1387.3, which was 644.40 higher 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 742.9, 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 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 742.9, 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 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 742.9, 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 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 742.9, 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 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 742.9, 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 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 742.9, 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 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 742.9, which was 742.90 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
