NIFTY
Nifty
Historical option data for NIFTY
02 Dec 2024 04:11 PM IST
| NIFTY 05DEC2024 25750 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.25
Theta: -1.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 2 Dec | 24276.05 | 0.6 | -0.35 | 23.88 | 50,536 | 6,146 | 17,802 | |||
| 29 Nov | 24131.10 | 0.95 | -0.85 | 19.22 | 85,686 | -2,960 | 11,656 | |||
| 28 Nov | 23914.15 | 1.8 | 0.30 | 20.90 | 48,127 | 6,719 | 14,616 | |||
| 27 Nov | 24274.90 | 1.5 | -1.35 | 15.81 | 16,855 | 7,070 | 7,897 | |||
| 26 Nov | 24194.50 | 2.85 | -1.55 | 16.97 | 2,156 | 294 | 827 | |||
| 25 Nov | 24221.90 | 4.4 | 1.50 | 16.47 | 1,229 | 445 | 533 | |||
| 22 Nov | 23907.25 | 2.9 | 0.20 | 16.64 | 162 | 12 | 88 | |||
| 21 Nov | 23349.90 | 2.7 | -1.10 | 20.11 | 74 | -11 | 76 | |||
| 19 Nov | 23518.50 | 3.8 | -1.70 | 18.53 | 231 | -31 | 87 | |||
| 18 Nov | 23453.80 | 5.5 | -2.40 | 18.94 | 29 | 21 | 118 | |||
| 14 Nov | 23532.70 | 7.9 | -4.10 | 17.11 | 31 | 22 | 97 | |||
| 13 Nov | 23559.05 | 12 | 1.00 | 17.49 | 55 | 28 | 75 | |||
| 12 Nov | 23883.45 | 11 | -4.95 | 15.03 | 8 | 7 | 47 | |||
| 11 Nov | 24141.30 | 15.95 | -9.25 | 13.48 | 14 | 14 | 40 | |||
| 8 Nov | 24148.20 | 25.2 | -6.30 | 13.95 | 8 | 3 | 26 | |||
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| 7 Nov | 24199.35 | 31.5 | 2.10 | 13.68 | 13 | 23 | 23 | |||
| 6 Nov | 24484.05 | 29.4 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 5 Nov | 24213.30 | 29.4 | -7.80 | 12.84 | 15 | -1 | 11 | |||
| 4 Nov | 23995.35 | 37.2 | -29.30 | 14.97 | 5 | 12 | 12 | |||
| 1 Nov | 24304.35 | 66.5 | 0.00 | 0.00 | 0 | 9 | 0 | |||
| 31 Oct | 24205.35 | 66.5 | -17.50 | - | 2 | 9 | 11 | |||
| 30 Oct | 24340.85 | 84 | -74.35 | - | 10 | 2 | 2 | |||
| 29 Oct | 24466.85 | 158.35 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 24339.15 | 158.35 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 24180.80 | 158.35 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 25750 expiring on 05DEC2024
Delta for 25750 CE is 0.00
Historical price for 25750 CE is as follows
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 0.6, which was -0.35 lower than the previous day. The implied volatity was 23.88, the open interest changed by 6146 which increased total open position to 17802
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 0.95, which was -0.85 lower than the previous day. The implied volatity was 19.22, the open interest changed by -2960 which decreased total open position to 11656
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 1.8, which was 0.30 higher than the previous day. The implied volatity was 20.90, the open interest changed by 6719 which increased total open position to 14616
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 1.5, which was -1.35 lower than the previous day. The implied volatity was 15.81, the open interest changed by 7070 which increased total open position to 7897
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 2.85, which was -1.55 lower than the previous day. The implied volatity was 16.97, the open interest changed by 294 which increased total open position to 827
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 4.4, which was 1.50 higher than the previous day. The implied volatity was 16.47, the open interest changed by 445 which increased total open position to 533
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 2.9, which was 0.20 higher than the previous day. The implied volatity was 16.64, the open interest changed by 12 which increased total open position to 88
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 2.7, which was -1.10 lower than the previous day. The implied volatity was 20.11, the open interest changed by -11 which decreased total open position to 76
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 3.8, which was -1.70 lower than the previous day. The implied volatity was 18.53, the open interest changed by -31 which decreased total open position to 87
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 5.5, which was -2.40 lower than the previous day. The implied volatity was 18.94, the open interest changed by 21 which increased total open position to 118
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 7.9, which was -4.10 lower than the previous day. The implied volatity was 17.11, the open interest changed by 22 which increased total open position to 97
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 12, which was 1.00 higher than the previous day. The implied volatity was 17.49, the open interest changed by 28 which increased total open position to 75
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 11, which was -4.95 lower than the previous day. The implied volatity was 15.03, the open interest changed by 7 which increased total open position to 47
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 15.95, which was -9.25 lower than the previous day. The implied volatity was 13.48, the open interest changed by 14 which increased total open position to 40
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 25.2, which was -6.30 lower than the previous day. The implied volatity was 13.95, the open interest changed by 3 which increased total open position to 26
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 31.5, which was 2.10 higher than the previous day. The implied volatity was 13.68, the open interest changed by 23 which increased total open position to 23
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 29.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 29.4, which was -7.80 lower than the previous day. The implied volatity was 12.84, the open interest changed by -1 which decreased total open position to 11
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 37.2, which was -29.30 lower than the previous day. The implied volatity was 14.97, the open interest changed by 12 which increased total open position to 12
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 66.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 66.5, which was -17.50 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 84, which was -74.35 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 158.35, 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 158.35, 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 158.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 05DEC2024 25750 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.86
Vega: 4.83
Theta: -40.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 2 Dec | 24276.05 | 1542 | -78.00 | 57.42 | 8 | 4 | 7 |
| 29 Nov | 24131.10 | 1620 | 0.00 | 0.00 | 0 | 3 | 3 |
| 28 Nov | 23914.15 | 1620 | 325.85 | - | 3 | 0 | 0 |
| 27 Nov | 24274.90 | 1294.15 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 24194.50 | 1294.15 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 24221.90 | 1294.15 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 23907.25 | 1294.15 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 23349.90 | 1294.15 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 23518.50 | 1294.15 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 23453.80 | 1294.15 | 1294.15 | - | 0 | 0 | 0 |
| 14 Nov | 23532.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 23559.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 23883.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 24141.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 24148.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 24199.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 24484.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 0 | 0.00 | - | 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 | 0 | 0 | |
For Nifty - strike price 25750 expiring on 05DEC2024
Delta for 25750 PE is -0.86
Historical price for 25750 PE is as follows
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 1542, which was -78.00 lower than the previous day. The implied volatity was 57.42, the open interest changed by 4 which increased total open position to 7
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 1620, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 3
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 1620, which was 325.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 1294.15, 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 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 1294.15, 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 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 1294.15, 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 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 1294.15, 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 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 1294.15, 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 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1294.15, 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 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1294.15, which was 1294.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov NIFTY was trading at 23532.70. 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 0 which decreased total open position to 0
On 13 Nov NIFTY was trading at 23559.05. 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 0 which decreased total open position to 0
On 12 Nov NIFTY was trading at 23883.45. 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 0 which decreased total open position to 0
On 11 Nov NIFTY was trading at 24141.30. 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 0 which decreased total open position to 0
On 8 Nov NIFTY was trading at 24148.20. 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 0 which decreased total open position to 0
On 7 Nov NIFTY was trading at 24199.35. 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 0 which decreased total open position to 0
On 6 Nov NIFTY was trading at 24484.05. 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 0 which decreased total open position to 0
On 5 Nov NIFTY was trading at 24213.30. 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 0 which decreased total open position to 0
On 4 Nov NIFTY was trading at 23995.35. 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 0 which decreased total open position to 0
On 1 Nov NIFTY was trading at 24304.35. 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 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
