NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:32 PM IST
| NIFTY 21NOV2024 25500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23329.70 | 0.1 | -0.35 | - | 9,79,533 | -28,419 | 57,307 | |||
| 19 Nov | 23518.50 | 0.45 | -0.25 | 38.98 | 4,45,360 | -942 | 85,726 | |||
| 18 Nov | 23453.80 | 0.7 | -0.55 | 33.27 | 2,63,034 | 4,673 | 86,668 | |||
| 14 Nov | 23532.70 | 1.25 | -1.45 | 21.86 | 2,01,741 | 64,301 | 81,995 | |||
| 13 Nov | 23559.05 | 2.7 | -0.80 | 21.85 | 49,562 | 2,693 | 17,694 | |||
| 12 Nov | 23883.45 | 3.5 | 0.35 | 18.73 | 20,159 | -504 | 15,001 | |||
| 11 Nov | 24141.30 | 3.15 | -2.30 | 14.67 | 31,254 | 3,695 | 15,505 | |||
| 8 Nov | 24148.20 | 5.45 | -3.05 | 13.88 | 26,238 | 4,827 | 11,810 | |||
| 7 Nov | 24199.35 | 8.5 | -11.40 | 13.53 | 12,236 | 1,034 | 6,983 | |||
| 6 Nov | 24484.05 | 19.9 | 4.90 | 12.26 | 14,827 | 2,773 | 5,949 | |||
| 5 Nov | 24213.30 | 15 | -1.05 | 13.92 | 3,722 | 298 | 3,176 | |||
| 4 Nov | 23995.35 | 16.05 | -8.10 | 15.58 | 3,678 | 1,306 | 2,878 | |||
| 1 Nov | 24304.35 | 24.15 | -4.55 | 12.67 | 476 | 98 | 1,572 | |||
| 31 Oct | 24205.35 | 28.7 | -9.65 | - | 1,204 | 211 | 1,474 | |||
| 30 Oct | 24340.85 | 38.35 | -0.35 | - | 1,197 | 154 | 1,263 | |||
| 29 Oct | 24466.85 | 38.7 | 8.15 | - | 1,530 | 326 | 1,109 | |||
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| 28 Oct | 24339.15 | 30.55 | -2.50 | - | 892 | 4 | 783 | |||
| 25 Oct | 24180.80 | 33.05 | -19.95 | - | 1,702 | 363 | 779 | |||
| 24 Oct | 24399.40 | 53 | -19.85 | - | 644 | 210 | 416 | |||
| 23 Oct | 24435.50 | 72.85 | -25.00 | - | 349 | 74 | 206 | |||
| 22 Oct | 24472.10 | 97.85 | -28.55 | - | 194 | 92 | 132 | |||
| 21 Oct | 24781.10 | 126.4 | -142.45 | - | 77 | 40 | 40 | |||
| 18 Oct | 24854.05 | 268.85 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 25500 expiring on 21NOV2024
Delta for 25500 CE is -
Historical price for 25500 CE is as follows
On 21 Nov NIFTY was trading at 23329.70. 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 -28419 which decreased total open position to 57307
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 0.45, which was -0.25 lower than the previous day. The implied volatity was 38.98, the open interest changed by -942 which decreased total open position to 85726
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 0.7, which was -0.55 lower than the previous day. The implied volatity was 33.27, the open interest changed by 4673 which increased total open position to 86668
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1.25, which was -1.45 lower than the previous day. The implied volatity was 21.86, the open interest changed by 64301 which increased total open position to 81995
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 2.7, which was -0.80 lower than the previous day. The implied volatity was 21.85, the open interest changed by 2693 which increased total open position to 17694
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 3.5, which was 0.35 higher than the previous day. The implied volatity was 18.73, the open interest changed by -504 which decreased total open position to 15001
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 3.15, which was -2.30 lower than the previous day. The implied volatity was 14.67, the open interest changed by 3695 which increased total open position to 15505
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 5.45, which was -3.05 lower than the previous day. The implied volatity was 13.88, the open interest changed by 4827 which increased total open position to 11810
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 8.5, which was -11.40 lower than the previous day. The implied volatity was 13.53, the open interest changed by 1034 which increased total open position to 6983
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 19.9, which was 4.90 higher than the previous day. The implied volatity was 12.26, the open interest changed by 2773 which increased total open position to 5949
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 15, which was -1.05 lower than the previous day. The implied volatity was 13.92, the open interest changed by 298 which increased total open position to 3176
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 16.05, which was -8.10 lower than the previous day. The implied volatity was 15.58, the open interest changed by 1306 which increased total open position to 2878
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 24.15, which was -4.55 lower than the previous day. The implied volatity was 12.67, the open interest changed by 98 which increased total open position to 1572
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 28.7, which was -9.65 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 38.35, which was -0.35 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 38.7, which was 8.15 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 30.55, which was -2.50 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 33.05, which was -19.95 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 53, which was -19.85 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 72.85, which was -25.00 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 97.85, which was -28.55 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 126.4, which was -142.45 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 268.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 21NOV2024 25500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23329.70 | 2167.4 | 134.70 | - | 1,529 | -1,517 | 573 |
| 19 Nov | 23518.50 | 2032.7 | -0.65 | 64.04 | 412 | -245 | 2,090 |
| 18 Nov | 23453.80 | 2033.35 | 121.35 | 52.41 | 412 | 302 | 2,335 |
| 14 Nov | 23532.70 | 1912 | 86.70 | 31.87 | 1,874 | 1,808 | 2,033 |
| 13 Nov | 23559.05 | 1825.3 | 320.30 | - | 152 | 145 | 225 |
| 12 Nov | 23883.45 | 1505 | 199.50 | - | 35 | 24 | 80 |
| 11 Nov | 24141.30 | 1305.5 | -5.50 | - | 27 | 15 | 56 |
| 8 Nov | 24148.20 | 1311 | 62.00 | 15.89 | 21 | 11 | 41 |
| 7 Nov | 24199.35 | 1249 | 284.40 | 19.00 | 18 | 15 | 30 |
| 6 Nov | 24484.05 | 964.6 | -363.50 | 16.56 | 66 | 8 | 15 |
| 5 Nov | 24213.30 | 1328.1 | -254.00 | 25.85 | 3 | 3 | 7 |
| 4 Nov | 23995.35 | 1582.1 | 782.55 | 31.47 | 4 | 4 | 4 |
| 1 Nov | 24304.35 | 799.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 24205.35 | 799.55 | 799.55 | - | 1 | 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 25500 expiring on 21NOV2024
Delta for 25500 PE is -
Historical price for 25500 PE is as follows
On 21 Nov NIFTY was trading at 23329.70. The strike last trading price was 2167.4, which was 134.70 higher than the previous day. The implied volatity was -, the open interest changed by -1517 which decreased total open position to 573
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 2032.7, which was -0.65 lower than the previous day. The implied volatity was 64.04, the open interest changed by -245 which decreased total open position to 2090
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 2033.35, which was 121.35 higher than the previous day. The implied volatity was 52.41, the open interest changed by 302 which increased total open position to 2335
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1912, which was 86.70 higher than the previous day. The implied volatity was 31.87, the open interest changed by 1808 which increased total open position to 2033
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 1825.3, which was 320.30 higher than the previous day. The implied volatity was -, the open interest changed by 145 which increased total open position to 225
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1505, which was 199.50 higher than the previous day. The implied volatity was -, the open interest changed by 24 which increased total open position to 80
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 1305.5, which was -5.50 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 56
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 1311, which was 62.00 higher than the previous day. The implied volatity was 15.89, the open interest changed by 11 which increased total open position to 41
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 1249, which was 284.40 higher than the previous day. The implied volatity was 19.00, the open interest changed by 15 which increased total open position to 30
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 964.6, which was -363.50 lower than the previous day. The implied volatity was 16.56, the open interest changed by 8 which increased total open position to 15
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 1328.1, which was -254.00 lower than the previous day. The implied volatity was 25.85, the open interest changed by 3 which increased total open position to 7
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 1582.1, which was 782.55 higher than the previous day. The implied volatity was 31.47, the open interest changed by 4 which increased total open position to 4
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 799.55, 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 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 799.55, which was 799.55 higher 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
