NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:32 PM IST
| NIFTY 21NOV2024 25750 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23329.70 | 0.1 | -0.25 | - | 2,13,959 | 5,252 | 6,230 | |||
| 19 Nov | 23518.50 | 0.35 | -0.45 | 42.15 | 4,258 | 127 | 978 | |||
| 18 Nov | 23453.80 | 0.8 | -0.50 | 37.26 | 3,145 | 114 | 851 | |||
| 14 Nov | 23532.70 | 1.3 | -1.20 | 24.41 | 1,998 | 411 | 737 | |||
| 13 Nov | 23559.05 | 2.5 | -0.70 | 24.09 | 760 | 12 | 326 | |||
| 12 Nov | 23883.45 | 3.2 | 0.45 | 20.86 | 320 | -16 | 314 | |||
| 11 Nov | 24141.30 | 2.75 | -1.70 | 16.66 | 758 | 132 | 330 | |||
| 8 Nov | 24148.20 | 4.45 | -1.65 | 15.54 | 410 | -40 | 198 | |||
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| 7 Nov | 24199.35 | 6.1 | -4.40 | 14.90 | 124 | -19 | 238 | |||
| 6 Nov | 24484.05 | 10.5 | -3.15 | 12.94 | 580 | 145 | 257 | |||
| 5 Nov | 24213.30 | 13.65 | 1.70 | 15.84 | 222 | 62 | 112 | |||
| 4 Nov | 23995.35 | 11.95 | -5.05 | 16.77 | 51 | 50 | 50 | |||
| 1 Nov | 24304.35 | 17 | 0.00 | 0.00 | 0 | 6 | 0 | |||
| 31 Oct | 24205.35 | 17 | -6.85 | - | 10 | 6 | 23 | |||
| 30 Oct | 24340.85 | 23.85 | 2.95 | - | 10 | -4 | 17 | |||
| 29 Oct | 24466.85 | 20.9 | -3.35 | - | 27 | 18 | 21 | |||
| 28 Oct | 24339.15 | 24.25 | -29.35 | - | 14 | 3 | 3 | |||
| 25 Oct | 24180.80 | 53.6 | 0.00 | - | 0 | 1 | 0 | |||
| 24 Oct | 24399.40 | 53.6 | -9.05 | - | 1 | 1 | 1 | |||
| 23 Oct | 24435.50 | 62.65 | -137.05 | - | 1 | 0 | 0 | |||
| 22 Oct | 24472.10 | 199.7 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 24781.10 | 199.7 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 24854.05 | 199.7 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 25750 expiring on 21NOV2024
Delta for 25750 CE is -
Historical price for 25750 CE is as follows
On 21 Nov NIFTY was trading at 23329.70. 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 5252 which increased total open position to 6230
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 0.35, which was -0.45 lower than the previous day. The implied volatity was 42.15, the open interest changed by 127 which increased total open position to 978
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 0.8, which was -0.50 lower than the previous day. The implied volatity was 37.26, the open interest changed by 114 which increased total open position to 851
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1.3, which was -1.20 lower than the previous day. The implied volatity was 24.41, the open interest changed by 411 which increased total open position to 737
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 2.5, which was -0.70 lower than the previous day. The implied volatity was 24.09, the open interest changed by 12 which increased total open position to 326
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 3.2, which was 0.45 higher than the previous day. The implied volatity was 20.86, the open interest changed by -16 which decreased total open position to 314
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 2.75, which was -1.70 lower than the previous day. The implied volatity was 16.66, the open interest changed by 132 which increased total open position to 330
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 4.45, which was -1.65 lower than the previous day. The implied volatity was 15.54, the open interest changed by -40 which decreased total open position to 198
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 6.1, which was -4.40 lower than the previous day. The implied volatity was 14.90, the open interest changed by -19 which decreased total open position to 238
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 10.5, which was -3.15 lower than the previous day. The implied volatity was 12.94, the open interest changed by 145 which increased total open position to 257
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 13.65, which was 1.70 higher than the previous day. The implied volatity was 15.84, the open interest changed by 62 which increased total open position to 112
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 11.95, which was -5.05 lower than the previous day. The implied volatity was 16.77, the open interest changed by 50 which increased total open position to 50
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 17, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 17, which was -6.85 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 23.85, which was 2.95 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 20.9, which was -3.35 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 24.25, which was -29.35 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 53.6, 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 53.6, which was -9.05 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 62.65, which was -137.05 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 199.7, 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 199.7, 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 199.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 21NOV2024 25750 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23329.70 | 2410 | 202.00 | - | 19 | 12 | 12 |
| 19 Nov | 23518.50 | 2208 | 0.00 | 0.00 | 0 | 8 | 0 |
| 18 Nov | 23453.80 | 2208 | 0.00 | 0.00 | 0 | 8 | 0 |
| 14 Nov | 23532.70 | 2208 | 178.00 | 46.40 | 15 | 8 | 19 |
| 13 Nov | 23559.05 | 2030 | 230.45 | - | 14 | 11 | 11 |
| 12 Nov | 23883.45 | 1799.55 | 778.85 | - | 10 | 0 | 0 |
| 11 Nov | 24141.30 | 1020.7 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 24148.20 | 1020.7 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 24199.35 | 1020.7 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 24484.05 | 1020.7 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 1020.7 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 1020.7 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 1020.7 | 1020.70 | - | 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 25750 expiring on 21NOV2024
Delta for 25750 PE is -
Historical price for 25750 PE is as follows
On 21 Nov NIFTY was trading at 23329.70. The strike last trading price was 2410, which was 202.00 higher than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 12
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 2208, 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 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 2208, 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 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 2208, which was 178.00 higher than the previous day. The implied volatity was 46.40, the open interest changed by 8 which increased total open position to 19
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 2030, which was 230.45 higher than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 11
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1799.55, which was 778.85 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 1020.7, 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 1020.7, 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 1020.7, 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 1020.7, 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 1020.7, 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 1020.7, 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 1020.7, which was 1020.70 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
