NIFTY
Nifty
Historical option data for NIFTY
12 Nov 2024 04:11 PM IST
NIFTY 14NOV2024 25600 CE | ||||||||||
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Delta: 0.01
Vega: 0.37
Theta: -3.64
Gamma: 0.00
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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 | |||
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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 | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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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