NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:09 PM IST
| NIFTY 21NOV2024 25450 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23342.70 | 0.1 | -0.50 | - | 1,20,057 | 2,869 | 4,033 | |||
| 19 Nov | 23518.50 | 0.6 | -0.10 | 39.21 | 7,429 | 75 | 1,164 | |||
| 18 Nov | 23453.80 | 0.7 | -0.95 | 32.55 | 5,140 | 601 | 1,089 | |||
| 14 Nov | 23532.70 | 1.65 | -0.60 | 22.02 | 2,319 | 23 | 488 | |||
| 13 Nov | 23559.05 | 2.25 | -0.80 | 20.86 | 1,289 | 17 | 465 | |||
| 12 Nov | 23883.45 | 3.05 | -0.55 | 17.89 | 2,380 | -391 | 448 | |||
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| 11 Nov | 24141.30 | 3.6 | -2.85 | 14.47 | 2,054 | 157 | 839 | |||
| 8 Nov | 24148.20 | 6.45 | -3.30 | 13.81 | 1,960 | 115 | 682 | |||
| 7 Nov | 24199.35 | 9.75 | -14.75 | 13.41 | 862 | 318 | 567 | |||
| 6 Nov | 24484.05 | 24.5 | 7.05 | 12.37 | 844 | -79 | 249 | |||
| 5 Nov | 24213.30 | 17.45 | 0.10 | 13.90 | 320 | 282 | 328 | |||
| 4 Nov | 23995.35 | 17.35 | -11.70 | 15.38 | 115 | 46 | 46 | |||
| 1 Nov | 24304.35 | 29.05 | -255.85 | 12.79 | 1 | 0 | 0 | |||
| 31 Oct | 24205.35 | 284.9 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 24340.85 | 284.9 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 24466.85 | 284.9 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 24339.15 | 284.9 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 24180.80 | 284.9 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 24399.40 | 284.9 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 24435.50 | 284.9 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 24472.10 | 284.9 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 24781.10 | 284.9 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 24854.05 | 284.9 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 25450 expiring on 21NOV2024
Delta for 25450 CE is -
Historical price for 25450 CE is as follows
On 21 Nov NIFTY was trading at 23342.70. The strike last trading price was 0.1, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by 2869 which increased total open position to 4033
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 0.6, which was -0.10 lower than the previous day. The implied volatity was 39.21, the open interest changed by 75 which increased total open position to 1164
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 0.7, which was -0.95 lower than the previous day. The implied volatity was 32.55, the open interest changed by 601 which increased total open position to 1089
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1.65, which was -0.60 lower than the previous day. The implied volatity was 22.02, the open interest changed by 23 which increased total open position to 488
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 2.25, which was -0.80 lower than the previous day. The implied volatity was 20.86, the open interest changed by 17 which increased total open position to 465
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 3.05, which was -0.55 lower than the previous day. The implied volatity was 17.89, the open interest changed by -391 which decreased total open position to 448
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 3.6, which was -2.85 lower than the previous day. The implied volatity was 14.47, the open interest changed by 157 which increased total open position to 839
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 6.45, which was -3.30 lower than the previous day. The implied volatity was 13.81, the open interest changed by 115 which increased total open position to 682
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 9.75, which was -14.75 lower than the previous day. The implied volatity was 13.41, the open interest changed by 318 which increased total open position to 567
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 24.5, which was 7.05 higher than the previous day. The implied volatity was 12.37, the open interest changed by -79 which decreased total open position to 249
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 17.45, which was 0.10 higher than the previous day. The implied volatity was 13.90, the open interest changed by 282 which increased total open position to 328
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 17.35, which was -11.70 lower than the previous day. The implied volatity was 15.38, the open interest changed by 46 which increased total open position to 46
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 29.05, which was -255.85 lower than the previous day. The implied volatity was 12.79, 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 284.9, 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 284.9, 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 284.9, 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 284.9, 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 284.9, 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 284.9, 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 284.9, 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 284.9, 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 284.9, 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 284.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 21NOV2024 25450 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 | 23342.70 | 1690 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 23518.50 | 1690 | -288.00 | - | 1 | 0 | 14 |
| 18 Nov | 23453.80 | 1978 | 88.00 | 47.55 | 3 | 3 | 14 |
| 14 Nov | 23532.70 | 1890 | 378.15 | 38.28 | 9 | 11 | 11 |
| 13 Nov | 23559.05 | 1511.85 | 0.00 | 0.00 | 0 | 5 | 0 |
| 12 Nov | 23883.45 | 1511.85 | 703.85 | - | 9 | 5 | 5 |
| 11 Nov | 24141.30 | 808 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 24148.20 | 808 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 24199.35 | 808 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 24484.05 | 808 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 808 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 808 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 808 | 808.00 | - | 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 | 0.00 | - | 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 25450 expiring on 21NOV2024
Delta for 25450 PE is 0.00
Historical price for 25450 PE is as follows
On 21 Nov NIFTY was trading at 23342.70. The strike last trading price was 1690, 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 1690, which was -288.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1978, which was 88.00 higher than the previous day. The implied volatity was 47.55, the open interest changed by 3 which increased total open position to 14
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1890, which was 378.15 higher than the previous day. The implied volatity was 38.28, the open interest changed by 11 which increased total open position to 11
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 1511.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1511.85, which was 703.85 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 5
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 808, 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 808, 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 808, 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 808, 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 808, 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 808, 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 808, which was 808.00 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
