NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:24 PM IST
| NIFTY 21NOV2024 25700 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23342.90 | 0.1 | -0.25 | - | 2,31,564 | 813 | 9,958 | |||
| 19 Nov | 23518.50 | 0.35 | -0.35 | 41.35 | 30,746 | 1,056 | 9,145 | |||
| 18 Nov | 23453.80 | 0.7 | -0.60 | 36.05 | 23,721 | 56 | 8,089 | |||
| 14 Nov | 23532.70 | 1.3 | -1.80 | 23.87 | 35,179 | 6,267 | 8,033 | |||
| 13 Nov | 23559.05 | 3.1 | -0.25 | 24.23 | 4,942 | 507 | 1,766 | |||
| 12 Nov | 23883.45 | 3.35 | 0.85 | 20.54 | 1,968 | 90 | 1,259 | |||
| 11 Nov | 24141.30 | 2.5 | -1.90 | 16.01 | 5,088 | 425 | 1,169 | |||
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| 8 Nov | 24148.20 | 4.4 | -2.60 | 15.11 | 1,739 | -76 | 744 | |||
| 7 Nov | 24199.35 | 7 | -4.55 | 14.80 | 685 | 222 | 820 | |||
| 6 Nov | 24484.05 | 11.55 | 0.00 | 12.73 | 844 | 25 | 598 | |||
| 5 Nov | 24213.30 | 11.55 | -0.85 | 14.94 | 606 | 330 | 573 | |||
| 4 Nov | 23995.35 | 12.4 | -4.10 | 16.47 | 79 | 83 | 243 | |||
| 1 Nov | 24304.35 | 16.5 | -1.70 | 13.27 | 70 | 34 | 160 | |||
| 31 Oct | 24205.35 | 18.2 | -7.60 | - | 230 | -11 | 126 | |||
| 30 Oct | 24340.85 | 25.8 | 1.20 | - | 129 | 101 | 137 | |||
| 29 Oct | 24466.85 | 24.6 | 4.55 | - | 17 | 1 | 36 | |||
| 28 Oct | 24339.15 | 20.05 | -9.90 | - | 27 | 4 | 35 | |||
| 25 Oct | 24180.80 | 29.95 | -5.05 | - | 18 | 13 | 31 | |||
| 24 Oct | 24399.40 | 35 | -15.85 | - | 11 | 8 | 18 | |||
| 23 Oct | 24435.50 | 50.85 | -24.15 | - | 15 | 2 | 10 | |||
| 22 Oct | 24472.10 | 75 | -136.40 | - | 9 | 8 | 8 | |||
| 21 Oct | 24781.10 | 211.4 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 24854.05 | 211.4 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 25700 expiring on 21NOV2024
Delta for 25700 CE is -
Historical price for 25700 CE is as follows
On 21 Nov NIFTY was trading at 23342.90. The strike last trading price was 0.1, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 813 which increased total open position to 9958
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 0.35, which was -0.35 lower than the previous day. The implied volatity was 41.35, the open interest changed by 1056 which increased total open position to 9145
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 0.7, which was -0.60 lower than the previous day. The implied volatity was 36.05, the open interest changed by 56 which increased total open position to 8089
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1.3, which was -1.80 lower than the previous day. The implied volatity was 23.87, the open interest changed by 6267 which increased total open position to 8033
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 3.1, which was -0.25 lower than the previous day. The implied volatity was 24.23, the open interest changed by 507 which increased total open position to 1766
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 3.35, which was 0.85 higher than the previous day. The implied volatity was 20.54, the open interest changed by 90 which increased total open position to 1259
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 2.5, which was -1.90 lower than the previous day. The implied volatity was 16.01, the open interest changed by 425 which increased total open position to 1169
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 4.4, which was -2.60 lower than the previous day. The implied volatity was 15.11, the open interest changed by -76 which decreased total open position to 744
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 7, which was -4.55 lower than the previous day. The implied volatity was 14.80, the open interest changed by 222 which increased total open position to 820
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 11.55, which was 0.00 lower than the previous day. The implied volatity was 12.73, the open interest changed by 25 which increased total open position to 598
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 11.55, which was -0.85 lower than the previous day. The implied volatity was 14.94, the open interest changed by 330 which increased total open position to 573
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 12.4, which was -4.10 lower than the previous day. The implied volatity was 16.47, the open interest changed by 83 which increased total open position to 243
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 16.5, which was -1.70 lower than the previous day. The implied volatity was 13.27, the open interest changed by 34 which increased total open position to 160
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 18.2, which was -7.60 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 25.8, which was 1.20 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 24.6, which was 4.55 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 20.05, which was -9.90 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 29.95, which was -5.05 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 35, which was -15.85 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 50.85, which was -24.15 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 75, which was -136.40 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 211.4, 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 211.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 21NOV2024 25700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23342.90 | 2361.25 | 135.25 | - | 136 | -95 | 103 |
| 19 Nov | 23518.50 | 2226 | -80.25 | - | 185 | -167 | 198 |
| 18 Nov | 23453.80 | 2306.25 | 203.65 | 78.68 | 12 | 13 | 365 |
| 14 Nov | 23532.70 | 2102.6 | 33.60 | 30.45 | 299 | 269 | 352 |
| 13 Nov | 23559.05 | 2069 | 499.00 | 34.09 | 81 | 78 | 83 |
| 12 Nov | 23883.45 | 1570 | 88.00 | - | 4 | 4 | 5 |
| 11 Nov | 24141.30 | 1482 | 499.25 | - | 2 | 1 | 1 |
| 8 Nov | 24148.20 | 982.75 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 24199.35 | 982.75 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 24484.05 | 982.75 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 982.75 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 982.75 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 982.75 | 982.75 | - | 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 25700 expiring on 21NOV2024
Delta for 25700 PE is -
Historical price for 25700 PE is as follows
On 21 Nov NIFTY was trading at 23342.90. The strike last trading price was 2361.25, which was 135.25 higher than the previous day. The implied volatity was -, the open interest changed by -95 which decreased total open position to 103
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 2226, which was -80.25 lower than the previous day. The implied volatity was -, the open interest changed by -167 which decreased total open position to 198
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 2306.25, which was 203.65 higher than the previous day. The implied volatity was 78.68, the open interest changed by 13 which increased total open position to 365
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 2102.6, which was 33.60 higher than the previous day. The implied volatity was 30.45, the open interest changed by 269 which increased total open position to 352
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 2069, which was 499.00 higher than the previous day. The implied volatity was 34.09, the open interest changed by 78 which increased total open position to 83
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1570, which was 88.00 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 5
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 1482, which was 499.25 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 982.75, 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 982.75, 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 982.75, 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 982.75, 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 982.75, 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 982.75, which was 982.75 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
