NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:18 PM IST
| NIFTY 21NOV2024 25600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23340.90 | 0.05 | -0.55 | - | 2,00,831 | 591 | 12,245 | |||
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| 19 Nov | 23518.50 | 0.6 | 0.00 | 41.81 | 37,729 | -5,978 | 11,654 | |||
| 18 Nov | 23453.80 | 0.6 | -0.75 | 34.13 | 63,465 | 945 | 17,632 | |||
| 14 Nov | 23532.70 | 1.35 | -4.35 | 23.03 | 66,056 | 3,150 | 16,687 | |||
| 13 Nov | 23559.05 | 5.7 | 2.05 | 25.24 | 20,588 | -59 | 13,537 | |||
| 12 Nov | 23883.45 | 3.65 | 0.80 | 19.81 | 9,627 | 1 | 13,596 | |||
| 11 Nov | 24141.30 | 2.85 | -1.95 | 15.38 | 37,383 | 10,683 | 13,595 | |||
| 8 Nov | 24148.20 | 4.8 | -2.30 | 14.46 | 7,371 | 1,870 | 2,912 | |||
| 7 Nov | 24199.35 | 7.1 | -7.65 | 14.02 | 1,715 | 714 | 1,042 | |||
| 6 Nov | 24484.05 | 14.75 | 1.40 | 12.42 | 599 | 104 | 328 | |||
| 5 Nov | 24213.30 | 13.35 | -1.45 | 14.48 | 301 | 157 | 224 | |||
| 4 Nov | 23995.35 | 14.8 | -4.85 | 16.18 | 86 | 59 | 67 | |||
| 1 Nov | 24304.35 | 19.65 | -219.15 | 12.93 | 24 | 8 | 8 | |||
| 31 Oct | 24205.35 | 238.8 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 24340.85 | 238.8 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 24466.85 | 238.8 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 24339.15 | 238.8 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 24180.80 | 238.8 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 24399.40 | 238.8 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 24435.50 | 238.8 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 24472.10 | 238.8 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 24781.10 | 238.8 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 24854.05 | 238.8 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 25600 expiring on 21NOV2024
Delta for 25600 CE is -
Historical price for 25600 CE is as follows
On 21 Nov NIFTY was trading at 23340.90. The strike last trading price was 0.05, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 591 which increased total open position to 12245
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 41.81, the open interest changed by -5978 which decreased total open position to 11654
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 0.6, which was -0.75 lower than the previous day. The implied volatity was 34.13, the open interest changed by 945 which increased total open position to 17632
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1.35, which was -4.35 lower than the previous day. The implied volatity was 23.03, the open interest changed by 3150 which increased total open position to 16687
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 5.7, which was 2.05 higher than the previous day. The implied volatity was 25.24, the open interest changed by -59 which decreased total open position to 13537
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 3.65, which was 0.80 higher than the previous day. The implied volatity was 19.81, the open interest changed by 1 which increased total open position to 13596
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 2.85, which was -1.95 lower than the previous day. The implied volatity was 15.38, the open interest changed by 10683 which increased total open position to 13595
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 4.8, which was -2.30 lower than the previous day. The implied volatity was 14.46, the open interest changed by 1870 which increased total open position to 2912
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 7.1, which was -7.65 lower than the previous day. The implied volatity was 14.02, the open interest changed by 714 which increased total open position to 1042
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 14.75, which was 1.40 higher than the previous day. The implied volatity was 12.42, the open interest changed by 104 which increased total open position to 328
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 13.35, which was -1.45 lower than the previous day. The implied volatity was 14.48, the open interest changed by 157 which increased total open position to 224
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 14.8, which was -4.85 lower than the previous day. The implied volatity was 16.18, the open interest changed by 59 which increased total open position to 67
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 19.65, which was -219.15 lower than the previous day. The implied volatity was 12.93, the open interest changed by 8 which increased total open position to 8
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 238.8, 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 238.8, 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 238.8, 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 238.8, 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 238.8, 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 238.8, 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 238.8, 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 238.8, 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 238.8, 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 238.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 21NOV2024 25600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23340.90 | 2262.65 | 403.00 | - | 273 | -196 | 112 |
| 19 Nov | 23518.50 | 1859.65 | -247.45 | - | 9 | -5 | 308 |
| 18 Nov | 23453.80 | 2107.1 | 83.30 | - | 13 | 8 | 313 |
| 14 Nov | 23532.70 | 2023.8 | 146.80 | 37.68 | 371 | 271 | 305 |
| 13 Nov | 23559.05 | 1877 | 274.85 | - | 2 | 1 | 34 |
| 12 Nov | 23883.45 | 1602.15 | 233.15 | - | 31 | 31 | 33 |
| 11 Nov | 24141.30 | 1369 | 458.15 | - | 3 | 2 | 2 |
| 8 Nov | 24148.20 | 910.85 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 24199.35 | 910.85 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 24484.05 | 910.85 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 910.85 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 910.85 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 910.85 | 910.85 | - | 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 | 0.00 | - | 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 25600 expiring on 21NOV2024
Delta for 25600 PE is -
Historical price for 25600 PE is as follows
On 21 Nov NIFTY was trading at 23340.90. The strike last trading price was 2262.65, which was 403.00 higher than the previous day. The implied volatity was -, the open interest changed by -196 which decreased total open position to 112
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1859.65, which was -247.45 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 308
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 2107.1, which was 83.30 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 313
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 2023.8, which was 146.80 higher than the previous day. The implied volatity was 37.68, the open interest changed by 271 which increased total open position to 305
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 1877, which was 274.85 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 34
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1602.15, which was 233.15 higher than the previous day. The implied volatity was -, the open interest changed by 31 which increased total open position to 33
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 1369, which was 458.15 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 910.85, 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 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 910.85, 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 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 910.85, 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 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 910.85, 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 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 910.85, 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 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 910.85, which was 910.85 higher 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 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
