NIFTY
Nifty
Historical option data for NIFTY
03 Dec 2024 04:11 PM IST
| NIFTY 05DEC2024 25550 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.25
Theta: -1.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 24457.15 | 0.6 | -0.10 | 22.55 | 1,18,355 | 3,889 | 12,006 | |||
| 2 Dec | 24276.05 | 0.7 | -0.30 | 21.38 | 84,896 | -1,164 | 8,117 | |||
| 29 Nov | 24131.10 | 1 | -0.90 | 17.27 | 57,465 | 4,772 | 9,281 | |||
| 28 Nov | 23914.15 | 1.9 | -0.25 | 18.98 | 18,985 | 3,153 | 4,509 | |||
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| 27 Nov | 24274.90 | 2.15 | -1.30 | 14.56 | 3,477 | 701 | 1,356 | |||
| 26 Nov | 24194.50 | 3.45 | -3.10 | 15.48 | 3,403 | -648 | 655 | |||
| 25 Nov | 24221.90 | 6.55 | 3.00 | 15.49 | 3,981 | 1,030 | 1,303 | |||
| 22 Nov | 23907.25 | 3.55 | 0.30 | 15.50 | 434 | 26 | 273 | |||
| 21 Nov | 23349.90 | 3.25 | -0.25 | 19.09 | 107 | 27 | 247 | |||
| 19 Nov | 23518.50 | 3.5 | -1.75 | 16.92 | 35 | 91 | 220 | |||
| 18 Nov | 23453.80 | 5.25 | -16.75 | 17.39 | 96 | 129 | 129 | |||
| 14 Nov | 23532.70 | 22 | 0.00 | 0.00 | 0 | 129 | 0 | |||
| 13 Nov | 23559.05 | 22 | 0.00 | 0.00 | 0 | 129 | 0 | |||
| 12 Nov | 23883.45 | 22 | -67.95 | 15.60 | 139 | 129 | 129 | |||
| 11 Nov | 24141.30 | 89.95 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 8 Nov | 24148.20 | 89.95 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 7 Nov | 24199.35 | 89.95 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 6 Nov | 24484.05 | 89.95 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 5 Nov | 24213.30 | 89.95 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 4 Nov | 23995.35 | 89.95 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 1 Nov | 24304.35 | 89.95 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 31 Oct | 24205.35 | 89.95 | -14.95 | - | 2 | 1 | 1 | |||
| 30 Oct | 24340.85 | 104.9 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 24466.85 | 104.9 | -97.50 | - | 1 | 0 | 0 | |||
| 28 Oct | 24339.15 | 202.4 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 24180.80 | 202.4 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 25550 expiring on 05DEC2024
Delta for 25550 CE is 0.00
Historical price for 25550 CE is as follows
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 0.6, which was -0.10 lower than the previous day. The implied volatity was 22.55, the open interest changed by 3889 which increased total open position to 12006
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 0.7, which was -0.30 lower than the previous day. The implied volatity was 21.38, the open interest changed by -1164 which decreased total open position to 8117
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 1, which was -0.90 lower than the previous day. The implied volatity was 17.27, the open interest changed by 4772 which increased total open position to 9281
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 1.9, which was -0.25 lower than the previous day. The implied volatity was 18.98, the open interest changed by 3153 which increased total open position to 4509
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 2.15, which was -1.30 lower than the previous day. The implied volatity was 14.56, the open interest changed by 701 which increased total open position to 1356
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 3.45, which was -3.10 lower than the previous day. The implied volatity was 15.48, the open interest changed by -648 which decreased total open position to 655
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 6.55, which was 3.00 higher than the previous day. The implied volatity was 15.49, the open interest changed by 1030 which increased total open position to 1303
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 3.55, which was 0.30 higher than the previous day. The implied volatity was 15.50, the open interest changed by 26 which increased total open position to 273
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 3.25, which was -0.25 lower than the previous day. The implied volatity was 19.09, the open interest changed by 27 which increased total open position to 247
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 3.5, which was -1.75 lower than the previous day. The implied volatity was 16.92, the open interest changed by 91 which increased total open position to 220
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 5.25, which was -16.75 lower than the previous day. The implied volatity was 17.39, the open interest changed by 129 which increased total open position to 129
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 22, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 129 which increased total open position to 0
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 22, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 129 which increased total open position to 0
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 22, which was -67.95 lower than the previous day. The implied volatity was 15.60, the open interest changed by 129 which increased total open position to 129
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 89.95, 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 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 89.95, 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 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 89.95, 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 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 89.95, 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 89.95, 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 89.95, 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 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 89.95, 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 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 89.95, which was -14.95 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 104.9, 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 104.9, which was -97.50 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 202.4, 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 202.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 05DEC2024 25550 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.91
Vega: 2.84
Theta: -23.93
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 24457.15 | 1121.45 | -379.75 | 42.72 | 4 | 28 | 28 |
| 2 Dec | 24276.05 | 1501.2 | 0.00 | 0.00 | 0 | 5 | 0 |
| 29 Nov | 24131.10 | 1501.2 | 0.00 | 0.00 | 0 | 5 | 26 |
| 28 Nov | 23914.15 | 1501.2 | 361.35 | - | 26 | 21 | 21 |
| 27 Nov | 24274.90 | 1139.85 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 24194.50 | 1139.85 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 24221.90 | 1139.85 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 23907.25 | 1139.85 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 23349.90 | 1139.85 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 23518.50 | 1139.85 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 23453.80 | 1139.85 | 1139.85 | - | 0 | 0 | 0 |
| 14 Nov | 23532.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 23559.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 23883.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 24141.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 24148.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 24199.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 24484.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 0 | 0.00 | - | 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 | 0 | 0 | |
For Nifty - strike price 25550 expiring on 05DEC2024
Delta for 25550 PE is -0.91
Historical price for 25550 PE is as follows
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 1121.45, which was -379.75 lower than the previous day. The implied volatity was 42.72, the open interest changed by 28 which increased total open position to 28
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 1501.2, 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 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 1501.2, 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 26
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 1501.2, which was 361.35 higher than the previous day. The implied volatity was -, the open interest changed by 21 which increased total open position to 21
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 1139.85, 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 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 1139.85, 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 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 1139.85, 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 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 1139.85, 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 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 1139.85, 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 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1139.85, 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 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1139.85, which was 1139.85 higher than the previous day. The implied volatity was -, 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 0, 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 13 Nov NIFTY was trading at 23559.05. 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 0 which decreased total open position to 0
On 12 Nov NIFTY was trading at 23883.45. 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 0 which decreased total open position to 0
On 11 Nov NIFTY was trading at 24141.30. 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 0 which decreased total open position to 0
On 8 Nov NIFTY was trading at 24148.20. 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 0 which decreased total open position to 0
On 7 Nov NIFTY was trading at 24199.35. 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 0 which decreased total open position to 0
On 6 Nov NIFTY was trading at 24484.05. 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 0 which decreased total open position to 0
On 5 Nov NIFTY was trading at 24213.30. 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 0 which decreased total open position to 0
On 4 Nov NIFTY was trading at 23995.35. 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 0 which decreased total open position to 0
On 1 Nov NIFTY was trading at 24304.35. 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 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
