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[--[65.84.65.76]--]
NIFTY
Nifty

23883.45 -257.85 (-1.07%)

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Historical option data for NIFTY

12 Nov 2024 04:11 PM IST
NIFTY 14NOV2024 25600 CE
Delta: 0.01
Vega: 0.37
Theta: -3.64
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Nov 23883.45 1.7 0.70 38.96 1,69,772 -6,523 34,379
11 Nov 24141.30 1 -0.45 25.43 1,37,455 -463 40,902
8 Nov 24148.20 1.45 -1.05 18.67 1,78,687 1,240 41,365
7 Nov 24199.35 2.5 -1.60 17.46 1,38,812 26,921 40,125
6 Nov 24484.05 4.1 0.25 14.03 36,873 6,073 13,204
5 Nov 24213.30 3.85 -2.10 16.16 10,957 2,624 7,131
4 Nov 23995.35 5.95 -1.15 18.51 11,604 1,162 4,507
1 Nov 24304.35 7.1 -2.00 13.65 2,630 838 3,345
31 Oct 24205.35 9.1 -4.80 - 5,643 237 2,507
30 Oct 24340.85 13.9 -2.45 - 2,434 892 2,270
29 Oct 24466.85 16.35 2.55 - 2,075 794 1,378
28 Oct 24339.15 13.8 -3.25 - 1,447 34 584
25 Oct 24180.80 17.05 -10.10 - 650 -110 550
24 Oct 24399.40 27.15 -8.35 - 505 356 660
23 Oct 24435.50 35.5 -18.80 - 347 116 304
22 Oct 24472.10 54.3 -29.10 - 295 104 188
21 Oct 24781.10 83.4 -39.80 - 187 -1 84
18 Oct 24854.05 123.2 5.85 - 57 19 85
17 Oct 24749.85 117.35 -40.65 - 105 29 66
16 Oct 24971.30 158 -40.95 - 40 18 37
15 Oct 25057.35 198.95 -21.75 - 24 7 19
14 Oct 25127.95 220.7 22.15 - 18 7 12
11 Oct 24964.25 198.55 - 10 5 5


For Nifty - strike price 25600 expiring on 14NOV2024

Delta for 25600 CE is 0.01

Historical price for 25600 CE is as follows

On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1.7, which was 0.70 higher than the previous day. The implied volatity was 38.96, the open interest changed by -6523 which decreased total open position to 34379


On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 1, which was -0.45 lower than the previous day. The implied volatity was 25.43, the open interest changed by -463 which decreased total open position to 40902


On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 1.45, which was -1.05 lower than the previous day. The implied volatity was 18.67, the open interest changed by 1240 which increased total open position to 41365


On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 2.5, which was -1.60 lower than the previous day. The implied volatity was 17.46, the open interest changed by 26921 which increased total open position to 40125


On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 4.1, which was 0.25 higher than the previous day. The implied volatity was 14.03, the open interest changed by 6073 which increased total open position to 13204


On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 3.85, which was -2.10 lower than the previous day. The implied volatity was 16.16, the open interest changed by 2624 which increased total open position to 7131


On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 5.95, which was -1.15 lower than the previous day. The implied volatity was 18.51, the open interest changed by 1162 which increased total open position to 4507


On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 7.1, which was -2.00 lower than the previous day. The implied volatity was 13.65, the open interest changed by 838 which increased total open position to 3345


On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 9.1, which was -4.80 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 13.9, which was -2.45 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 16.35, which was 2.55 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 13.8, which was -3.25 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 17.05, which was -10.10 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 27.15, which was -8.35 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 35.5, which was -18.80 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 54.3, which was -29.10 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 83.4, which was -39.80 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 123.2, which was 5.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 117.35, which was -40.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct NIFTY was trading at 24971.30. The strike last trading price was 158, which was -40.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct NIFTY was trading at 25057.35. The strike last trading price was 198.95, which was -21.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct NIFTY was trading at 25127.95. The strike last trading price was 220.7, which was 22.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 198.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


NIFTY 14NOV2024 25600 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
12 Nov 23883.45 1720.6 265.60 - 33 -21 1,135
11 Nov 24141.30 1455 15.90 - 42 -23 1,156
8 Nov 24148.20 1439.1 59.65 - 44 -5 1,179
7 Nov 24199.35 1379.45 304.85 25.47 881 874 1,184
6 Nov 24484.05 1074.6 -300.30 19.71 212 215 310
5 Nov 24213.30 1374.9 -241.65 24.82 75 55 95
4 Nov 23995.35 1616.55 342.55 31.93 45 40 40
1 Nov 24304.35 1274 0.00 0.00 0 2 0
31 Oct 24205.35 1274 521.55 - 3 2 2
30 Oct 24340.85 752.45 0.00 - 0 0 0
29 Oct 24466.85 752.45 0.00 - 0 0 0
28 Oct 24339.15 752.45 0.00 - 0 0 0
25 Oct 24180.80 752.45 752.45 - 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 0.00 - 0 0 0
17 Oct 24749.85 0 0.00 - 0 0 0
16 Oct 24971.30 0 0.00 - 0 0 0
15 Oct 25057.35 0 0.00 - 0 0 0
14 Oct 25127.95 0 0.00 - 0 0 0
11 Oct 24964.25 0 - 0 0 0


For Nifty - strike price 25600 expiring on 14NOV2024

Delta for 25600 PE is -

Historical price for 25600 PE is as follows

On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1720.6, which was 265.60 higher than the previous day. The implied volatity was -, the open interest changed by -21 which decreased total open position to 1135


On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 1455, which was 15.90 higher than the previous day. The implied volatity was -, the open interest changed by -23 which decreased total open position to 1156


On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 1439.1, which was 59.65 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 1179


On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 1379.45, which was 304.85 higher than the previous day. The implied volatity was 25.47, the open interest changed by 874 which increased total open position to 1184


On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 1074.6, which was -300.30 lower than the previous day. The implied volatity was 19.71, the open interest changed by 215 which increased total open position to 310


On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 1374.9, which was -241.65 lower than the previous day. The implied volatity was 24.82, the open interest changed by 55 which increased total open position to 95


On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 1616.55, which was 342.55 higher than the previous day. The implied volatity was 31.93, the open interest changed by 40 which increased total open position to 40


On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 1274, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 1274, which was 521.55 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 752.45, 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 752.45, 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 752.45, 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 752.45, which was 752.45 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct NIFTY was trading at 24749.85. 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 16 Oct NIFTY was trading at 24971.30. 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 which decreased total open position to


On 15 Oct NIFTY was trading at 25057.35. 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 14 Oct NIFTY was trading at 25127.95. 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 11 Oct NIFTY was trading at 24964.25. 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