NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:19 PM IST
| NIFTY 21NOV2024 25400 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23343.40 | 0.1 | -0.35 | - | 2,20,332 | 3,756 | 9,380 | |||
| 19 Nov | 23518.50 | 0.45 | -0.15 | 37.34 | 43,454 | -2,820 | 5,624 | |||
| 18 Nov | 23453.80 | 0.6 | -0.80 | 31.32 | 51,572 | 3,016 | 8,444 | |||
| 14 Nov | 23532.70 | 1.4 | -1.15 | 21.14 | 20,057 | 959 | 5,428 | |||
| 13 Nov | 23559.05 | 2.55 | -1.55 | 20.71 | 11,419 | -241 | 4,469 | |||
| 12 Nov | 23883.45 | 4.1 | 0.55 | 18.14 | 14,014 | 746 | 4,710 | |||
| 11 Nov | 24141.30 | 3.55 | -2.40 | 13.97 | 21,383 | 683 | 3,964 | |||
| 8 Nov | 24148.20 | 5.95 | -4.10 | 13.19 | 12,617 | 1,064 | 3,281 | |||
| 7 Nov | 24199.35 | 10.05 | -17.15 | 13.06 | 5,687 | 895 | 2,217 | |||
| 6 Nov | 24484.05 | 27.2 | 9.00 | 12.16 | 2,817 | 786 | 1,322 | |||
| 5 Nov | 24213.30 | 18.2 | -0.20 | 13.56 | 554 | 64 | 536 | |||
| 4 Nov | 23995.35 | 18.4 | -14.05 | 15.13 | 591 | 215 | 472 | |||
| 1 Nov | 24304.35 | 32.45 | -4.60 | 12.69 | 63 | 20 | 257 | |||
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| 31 Oct | 24205.35 | 37.05 | -14.15 | - | 148 | -17 | 237 | |||
| 30 Oct | 24340.85 | 51.2 | -4.30 | - | 233 | 130 | 254 | |||
| 29 Oct | 24466.85 | 55.5 | 16.50 | - | 77 | 13 | 124 | |||
| 28 Oct | 24339.15 | 39 | -3.05 | - | 135 | 20 | 111 | |||
| 25 Oct | 24180.80 | 42.05 | -27.60 | - | 118 | 48 | 91 | |||
| 24 Oct | 24399.40 | 69.65 | -20.70 | - | 40 | 18 | 43 | |||
| 23 Oct | 24435.50 | 90.35 | -211.30 | - | 52 | 25 | 25 | |||
| 22 Oct | 24472.10 | 301.65 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 24781.10 | 301.65 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 24854.05 | 301.65 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 25400 expiring on 21NOV2024
Delta for 25400 CE is -
Historical price for 25400 CE is as follows
On 21 Nov NIFTY was trading at 23343.40. The strike last trading price was 0.1, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 3756 which increased total open position to 9380
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 37.34, the open interest changed by -2820 which decreased total open position to 5624
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 0.6, which was -0.80 lower than the previous day. The implied volatity was 31.32, the open interest changed by 3016 which increased total open position to 8444
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1.4, which was -1.15 lower than the previous day. The implied volatity was 21.14, the open interest changed by 959 which increased total open position to 5428
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 2.55, which was -1.55 lower than the previous day. The implied volatity was 20.71, the open interest changed by -241 which decreased total open position to 4469
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 4.1, which was 0.55 higher than the previous day. The implied volatity was 18.14, the open interest changed by 746 which increased total open position to 4710
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 3.55, which was -2.40 lower than the previous day. The implied volatity was 13.97, the open interest changed by 683 which increased total open position to 3964
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 5.95, which was -4.10 lower than the previous day. The implied volatity was 13.19, the open interest changed by 1064 which increased total open position to 3281
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 10.05, which was -17.15 lower than the previous day. The implied volatity was 13.06, the open interest changed by 895 which increased total open position to 2217
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 27.2, which was 9.00 higher than the previous day. The implied volatity was 12.16, the open interest changed by 786 which increased total open position to 1322
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 18.2, which was -0.20 lower than the previous day. The implied volatity was 13.56, the open interest changed by 64 which increased total open position to 536
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 18.4, which was -14.05 lower than the previous day. The implied volatity was 15.13, the open interest changed by 215 which increased total open position to 472
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 32.45, which was -4.60 lower than the previous day. The implied volatity was 12.69, the open interest changed by 20 which increased total open position to 257
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 37.05, which was -14.15 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 51.2, which was -4.30 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 55.5, which was 16.50 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 39, which was -3.05 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 42.05, which was -27.60 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 69.65, which was -20.70 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 90.35, which was -211.30 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 301.65, 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 301.65, 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 301.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 21NOV2024 25400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23343.40 | 2064 | 139.55 | - | 52 | -51 | 412 |
| 19 Nov | 23518.50 | 1924.45 | 54.45 | 55.70 | 55 | -43 | 463 |
| 18 Nov | 23453.80 | 1870 | 33.20 | - | 16 | 7 | 506 |
| 14 Nov | 23532.70 | 1836.8 | 46.80 | 36.86 | 460 | 451 | 499 |
| 13 Nov | 23559.05 | 1790 | 359.40 | 35.05 | 8 | 6 | 48 |
| 12 Nov | 23883.45 | 1430.6 | 230.60 | - | 3 | 1 | 42 |
| 11 Nov | 24141.30 | 1200 | -62.00 | - | 6 | 2 | 41 |
| 8 Nov | 24148.20 | 1262 | 182.00 | 22.16 | 1 | 1 | 39 |
| 7 Nov | 24199.35 | 1080 | -270.00 | - | 37 | 38 | 38 |
| 6 Nov | 24484.05 | 1350 | 0.00 | 0.00 | 0 | 1 | 0 |
| 5 Nov | 24213.30 | 1350 | 0.00 | 0.00 | 0 | 1 | 0 |
| 4 Nov | 23995.35 | 1350 | 574.90 | 20.05 | 2 | 1 | 1 |
| 1 Nov | 24304.35 | 775.1 | 775.10 | - | 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 25400 expiring on 21NOV2024
Delta for 25400 PE is -
Historical price for 25400 PE is as follows
On 21 Nov NIFTY was trading at 23343.40. The strike last trading price was 2064, which was 139.55 higher than the previous day. The implied volatity was -, the open interest changed by -51 which decreased total open position to 412
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1924.45, which was 54.45 higher than the previous day. The implied volatity was 55.70, the open interest changed by -43 which decreased total open position to 463
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1870, which was 33.20 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 506
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1836.8, which was 46.80 higher than the previous day. The implied volatity was 36.86, the open interest changed by 451 which increased total open position to 499
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 1790, which was 359.40 higher than the previous day. The implied volatity was 35.05, the open interest changed by 6 which increased total open position to 48
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1430.6, which was 230.60 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 42
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 1200, which was -62.00 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 41
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 1262, which was 182.00 higher than the previous day. The implied volatity was 22.16, the open interest changed by 1 which increased total open position to 39
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 1080, which was -270.00 lower than the previous day. The implied volatity was -, the open interest changed by 38 which increased total open position to 38
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 1350, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 1350, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 1350, which was 574.90 higher than the previous day. The implied volatity was 20.05, the open interest changed by 1 which increased total open position to 1
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 775.1, which was 775.10 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
