NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:48 PM IST
| NIFTY 21NOV2024 25550 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23326.60 | 0.1 | -0.55 | - | 1,41,648 | 3,495 | 5,476 | |||
| 19 Nov | 23518.50 | 0.65 | 0.05 | 41.24 | 11,976 | -379 | 1,981 | |||
| 18 Nov | 23453.80 | 0.6 | -0.70 | 33.43 | 5,044 | 528 | 2,360 | |||
| 14 Nov | 23532.70 | 1.3 | -1.10 | 22.41 | 4,390 | 1,232 | 1,832 | |||
| 13 Nov | 23559.05 | 2.4 | -1.15 | 22.01 | 806 | 194 | 600 | |||
| 12 Nov | 23883.45 | 3.55 | 0.55 | 19.23 | 1,942 | -214 | 406 | |||
| 11 Nov | 24141.30 | 3 | -2.10 | 15.03 | 1,020 | 359 | 620 | |||
| 8 Nov | 24148.20 | 5.1 | -3.00 | 14.17 | 1,079 | 59 | 261 | |||
| 7 Nov | 24199.35 | 8.1 | -10.25 | 13.86 | 143 | 87 | 202 | |||
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| 6 Nov | 24484.05 | 18.35 | 1.25 | 12.53 | 72 | 16 | 115 | |||
| 5 Nov | 24213.30 | 17.1 | 2.50 | 14.76 | 1 | 0 | 99 | |||
| 4 Nov | 23995.35 | 14.6 | -10.30 | 15.72 | 115 | 76 | 99 | |||
| 1 Nov | 24304.35 | 24.9 | -2.10 | 13.20 | 1 | 0 | 23 | |||
| 31 Oct | 24205.35 | 27 | -9.75 | - | 20 | 10 | 23 | |||
| 30 Oct | 24340.85 | 36.75 | 10.70 | - | 17 | 11 | 13 | |||
| 29 Oct | 24466.85 | 26.05 | -227.45 | - | 3 | 2 | 2 | |||
| 28 Oct | 24339.15 | 253.5 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 24180.80 | 253.5 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 24399.40 | 253.5 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 24435.50 | 253.5 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 24472.10 | 253.5 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 24781.10 | 253.5 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 24854.05 | 253.5 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 25550 expiring on 21NOV2024
Delta for 25550 CE is -
Historical price for 25550 CE is as follows
On 21 Nov NIFTY was trading at 23326.60. The strike last trading price was 0.1, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 3495 which increased total open position to 5476
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 0.65, which was 0.05 higher than the previous day. The implied volatity was 41.24, the open interest changed by -379 which decreased total open position to 1981
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 0.6, which was -0.70 lower than the previous day. The implied volatity was 33.43, the open interest changed by 528 which increased total open position to 2360
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1.3, which was -1.10 lower than the previous day. The implied volatity was 22.41, the open interest changed by 1232 which increased total open position to 1832
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 2.4, which was -1.15 lower than the previous day. The implied volatity was 22.01, the open interest changed by 194 which increased total open position to 600
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 3.55, which was 0.55 higher than the previous day. The implied volatity was 19.23, the open interest changed by -214 which decreased total open position to 406
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 3, which was -2.10 lower than the previous day. The implied volatity was 15.03, the open interest changed by 359 which increased total open position to 620
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 5.1, which was -3.00 lower than the previous day. The implied volatity was 14.17, the open interest changed by 59 which increased total open position to 261
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 8.1, which was -10.25 lower than the previous day. The implied volatity was 13.86, the open interest changed by 87 which increased total open position to 202
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 18.35, which was 1.25 higher than the previous day. The implied volatity was 12.53, the open interest changed by 16 which increased total open position to 115
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 17.1, which was 2.50 higher than the previous day. The implied volatity was 14.76, the open interest changed by 0 which decreased total open position to 99
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 14.6, which was -10.30 lower than the previous day. The implied volatity was 15.72, the open interest changed by 76 which increased total open position to 99
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 24.9, which was -2.10 lower than the previous day. The implied volatity was 13.20, the open interest changed by 0 which decreased total open position to 23
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 27, which was -9.75 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 36.75, which was 10.70 higher 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 26.05, which was -227.45 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 253.5, 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 253.5, 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 253.5, 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 253.5, 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 253.5, 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 253.5, 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 253.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 21NOV2024 25550 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23326.60 | 2214.45 | 389.45 | - | 15 | -13 | 14 |
| 19 Nov | 23518.50 | 1825 | -325.00 | - | 1 | -1 | 27 |
| 18 Nov | 23453.80 | 2150 | 150.00 | - | 2 | 3 | 28 |
| 14 Nov | 23532.70 | 2000 | 38.15 | 41.79 | 7 | 1 | 25 |
| 13 Nov | 23559.05 | 1961.85 | 383.20 | 40.46 | 27 | 23 | 24 |
| 12 Nov | 23883.45 | 1578.65 | 313.65 | - | 5 | 1 | 1 |
| 11 Nov | 24141.30 | 1265 | 389.10 | - | 1 | 0 | 0 |
| 8 Nov | 24148.20 | 875.9 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 24199.35 | 875.9 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 24484.05 | 875.9 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 875.9 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 875.9 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 875.9 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 24205.35 | 875.9 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 24340.85 | 875.9 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 24466.85 | 875.9 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 24339.15 | 875.9 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 24180.80 | 875.9 | 875.90 | - | 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 25550 expiring on 21NOV2024
Delta for 25550 PE is -
Historical price for 25550 PE is as follows
On 21 Nov NIFTY was trading at 23326.60. The strike last trading price was 2214.45, which was 389.45 higher than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 14
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1825, which was -325.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 27
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 2150, which was 150.00 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 28
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 2000, which was 38.15 higher than the previous day. The implied volatity was 41.79, the open interest changed by 1 which increased total open position to 25
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 1961.85, which was 383.20 higher than the previous day. The implied volatity was 40.46, the open interest changed by 23 which increased total open position to 24
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1578.65, which was 313.65 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 1265, which was 389.10 higher 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 875.9, 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 875.9, 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 875.9, 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 875.9, 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 875.9, 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 875.9, 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 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 875.9, 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 875.9, 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 875.9, 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 875.9, 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 875.9, which was 875.90 higher 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
