NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:03 PM IST
| NIFTY 21NOV2024 25650 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23342.15 | 0.1 | -0.40 | - | 1,58,727 | 2,600 | 3,405 | |||
| 19 Nov | 23518.50 | 0.5 | -0.30 | 41.89 | 4,720 | -122 | 805 | |||
| 18 Nov | 23453.80 | 0.8 | -0.55 | 35.92 | 6,413 | 247 | 927 | |||
| 14 Nov | 23532.70 | 1.35 | -1.10 | 23.53 | 1,175 | 244 | 680 | |||
| 13 Nov | 23559.05 | 2.45 | -0.75 | 23.04 | 765 | -23 | 436 | |||
| 12 Nov | 23883.45 | 3.2 | 0.25 | 19.92 | 488 | 94 | 459 | |||
| 11 Nov | 24141.30 | 2.95 | -1.75 | 15.91 | 376 | -10 | 365 | |||
| 8 Nov | 24148.20 | 4.7 | -2.40 | 14.83 | 783 | 107 | 375 | |||
| 7 Nov | 24199.35 | 7.1 | -7.85 | 14.41 | 348 | 213 | 268 | |||
| 6 Nov | 24484.05 | 14.95 | 0.40 | 12.93 | 87 | 55 | 55 | |||
| 5 Nov | 24213.30 | 14.55 | 0.00 | 0.00 | 0 | 8 | 0 | |||
| 4 Nov | 23995.35 | 14.55 | -13.60 | 16.55 | 10 | 8 | 8 | |||
|
|
||||||||||
| 1 Nov | 24304.35 | 28.15 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 31 Oct | 24205.35 | 28.15 | -48.00 | - | 1 | 1 | 1 | |||
| 30 Oct | 24340.85 | 76.15 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 24466.85 | 76.15 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 24339.15 | 76.15 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 24180.80 | 76.15 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 24399.40 | 76.15 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 24435.50 | 76.15 | -148.65 | - | 1 | 0 | 0 | |||
| 22 Oct | 24472.10 | 224.8 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 24781.10 | 224.8 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 24854.05 | 224.8 | - | 0 | 0 | 0 | ||||
| 11 Oct | 25020.50 | - | - | 0 | 0 | 0 | 0 | |||
For Nifty - strike price 25650 expiring on 21NOV2024
Delta for 25650 CE is -
Historical price for 25650 CE is as follows
On 21 Nov NIFTY was trading at 23342.15. The strike last trading price was 0.1, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by 2600 which increased total open position to 3405
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 0.5, which was -0.30 lower than the previous day. The implied volatity was 41.89, the open interest changed by -122 which decreased total open position to 805
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 0.8, which was -0.55 lower than the previous day. The implied volatity was 35.92, the open interest changed by 247 which increased total open position to 927
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1.35, which was -1.10 lower than the previous day. The implied volatity was 23.53, the open interest changed by 244 which increased total open position to 680
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 2.45, which was -0.75 lower than the previous day. The implied volatity was 23.04, the open interest changed by -23 which decreased total open position to 436
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 3.2, which was 0.25 higher than the previous day. The implied volatity was 19.92, the open interest changed by 94 which increased total open position to 459
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 2.95, which was -1.75 lower than the previous day. The implied volatity was 15.91, the open interest changed by -10 which decreased total open position to 365
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 4.7, which was -2.40 lower than the previous day. The implied volatity was 14.83, the open interest changed by 107 which increased total open position to 375
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 7.1, which was -7.85 lower than the previous day. The implied volatity was 14.41, the open interest changed by 213 which increased total open position to 268
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 14.95, which was 0.40 higher than the previous day. The implied volatity was 12.93, the open interest changed by 55 which increased total open position to 55
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 14.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 14.55, which was -13.60 lower than the previous day. The implied volatity was 16.55, the open interest changed by 8 which increased total open position to 8
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 28.15, 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 28.15, which was -48.00 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 76.15, 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 76.15, 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 76.15, 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 76.15, 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 76.15, 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 76.15, which was -148.65 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 224.8, 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 224.8, 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 224.8, which was 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 25020.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was 0, the open interest changed by which decreased total open position to
| NIFTY 21NOV2024 25650 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23342.15 | 1810.8 | 0.00 | 0.00 | 0 | 5 | 0 |
| 19 Nov | 23518.50 | 1810.8 | 0.00 | 0.00 | 0 | 5 | 0 |
| 18 Nov | 23453.80 | 1810.8 | 0.00 | 0.00 | 0 | 5 | 0 |
| 14 Nov | 23532.70 | 1810.8 | 0.00 | 0.00 | 0 | 5 | 0 |
| 13 Nov | 23559.05 | 1810.8 | 105.90 | - | 8 | 5 | 5 |
| 12 Nov | 23883.45 | 1704.9 | 758.40 | - | 5 | 0 | 0 |
| 11 Nov | 24141.30 | 946.5 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 24148.20 | 946.5 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 24199.35 | 946.5 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 24484.05 | 946.5 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 946.5 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 946.5 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 946.5 | 946.50 | - | 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 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 25020.50 | 0.00 | - | 0 | 0 | 0 | |
For Nifty - strike price 25650 expiring on 21NOV2024
Delta for 25650 PE is 0.00
Historical price for 25650 PE is as follows
On 21 Nov NIFTY was trading at 23342.15. The strike last trading price was 1810.8, 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 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1810.8, 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 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1810.8, 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 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1810.8, 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 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 1810.8, which was 105.90 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 5
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1704.9, which was 758.40 higher 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 946.5, 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 946.5, 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 946.5, 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 946.5, 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 946.5, 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 946.5, 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 946.5, which was 946.50 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 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 25020.50. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
