NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:55 PM IST
| NIFTY 21NOV2024 25800 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23335.60 | 0.05 | -0.45 | - | 1,42,097 | -2,883 | 6,621 | |||
| 19 Nov | 23518.50 | 0.5 | -0.10 | 44.42 | 38,366 | -2,141 | 9,504 | |||
| 18 Nov | 23453.80 | 0.6 | -0.80 | 36.88 | 50,262 | 6,165 | 11,645 | |||
| 14 Nov | 23532.70 | 1.4 | -0.80 | 25.07 | 17,498 | 2,710 | 5,480 | |||
| 13 Nov | 23559.05 | 2.2 | -0.90 | 24.15 | 8,331 | 1,148 | 2,770 | |||
| 12 Nov | 23883.45 | 3.1 | 0.45 | 21.26 | 3,370 | -348 | 1,622 | |||
| 11 Nov | 24141.30 | 2.65 | -1.35 | 17.02 | 6,930 | 1,142 | 1,970 | |||
| 8 Nov | 24148.20 | 4 | -2.00 | 15.72 | 2,280 | 126 | 828 | |||
| 7 Nov | 24199.35 | 6 | -4.95 | 15.27 | 997 | 217 | 702 | |||
| 6 Nov | 24484.05 | 10.95 | 1.65 | 13.49 | 386 | 123 | 485 | |||
| 5 Nov | 24213.30 | 9.3 | -1.45 | 15.19 | 270 | 97 | 362 | |||
| 4 Nov | 23995.35 | 10.75 | -3.20 | 16.85 | 494 | 18 | 265 | |||
| 1 Nov | 24304.35 | 13.95 | -2.70 | 13.61 | 3 | -1 | 247 | |||
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| 31 Oct | 24205.35 | 16.65 | -4.20 | - | 46 | 20 | 248 | |||
| 30 Oct | 24340.85 | 20.85 | -0.30 | - | 20 | 2 | 228 | |||
| 29 Oct | 24466.85 | 21.15 | 4.80 | - | 182 | 23 | 226 | |||
| 28 Oct | 24339.15 | 16.35 | -4.05 | - | 129 | 56 | 203 | |||
| 25 Oct | 24180.80 | 20.4 | -9.15 | - | 83 | 36 | 147 | |||
| 24 Oct | 24399.40 | 29.55 | -8.90 | - | 144 | 22 | 111 | |||
| 23 Oct | 24435.50 | 38.45 | -12.00 | - | 28 | 8 | 89 | |||
| 22 Oct | 24472.10 | 50.45 | -20.40 | - | 86 | 26 | 81 | |||
| 21 Oct | 24781.10 | 70.85 | -99.15 | - | 84 | 54 | 55 | |||
| 18 Oct | 24854.05 | 170 | - | 16 | 1 | 1 | ||||
For Nifty - strike price 25800 expiring on 21NOV2024
Delta for 25800 CE is -
Historical price for 25800 CE is as follows
On 21 Nov NIFTY was trading at 23335.60. The strike last trading price was 0.05, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by -2883 which decreased total open position to 6621
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was 44.42, the open interest changed by -2141 which decreased total open position to 9504
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 0.6, which was -0.80 lower than the previous day. The implied volatity was 36.88, the open interest changed by 6165 which increased total open position to 11645
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1.4, which was -0.80 lower than the previous day. The implied volatity was 25.07, the open interest changed by 2710 which increased total open position to 5480
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 2.2, which was -0.90 lower than the previous day. The implied volatity was 24.15, the open interest changed by 1148 which increased total open position to 2770
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 3.1, which was 0.45 higher than the previous day. The implied volatity was 21.26, the open interest changed by -348 which decreased total open position to 1622
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 2.65, which was -1.35 lower than the previous day. The implied volatity was 17.02, the open interest changed by 1142 which increased total open position to 1970
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 4, which was -2.00 lower than the previous day. The implied volatity was 15.72, the open interest changed by 126 which increased total open position to 828
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 6, which was -4.95 lower than the previous day. The implied volatity was 15.27, the open interest changed by 217 which increased total open position to 702
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 10.95, which was 1.65 higher than the previous day. The implied volatity was 13.49, the open interest changed by 123 which increased total open position to 485
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 9.3, which was -1.45 lower than the previous day. The implied volatity was 15.19, the open interest changed by 97 which increased total open position to 362
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 10.75, which was -3.20 lower than the previous day. The implied volatity was 16.85, the open interest changed by 18 which increased total open position to 265
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 13.95, which was -2.70 lower than the previous day. The implied volatity was 13.61, the open interest changed by -1 which decreased total open position to 247
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 16.65, which was -4.20 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 20.85, which was -0.30 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 21.15, which was 4.80 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 16.35, which was -4.05 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 20.4, which was -9.15 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 29.55, which was -8.90 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 38.45, which was -12.00 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 50.45, which was -20.40 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 70.85, which was -99.15 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 170, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 21NOV2024 25800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23335.60 | 2468.45 | 254.70 | - | 271 | -111 | 182 |
| 19 Nov | 23518.50 | 2213.75 | -115.50 | - | 257 | -230 | 293 |
| 18 Nov | 23453.80 | 2329.25 | 124.80 | 56.08 | 10 | 5 | 523 |
| 14 Nov | 23532.70 | 2204.45 | 9.45 | 34.39 | 232 | 225 | 518 |
| 13 Nov | 23559.05 | 2195 | 458.30 | 41.19 | 327 | 289 | 293 |
| 12 Nov | 23883.45 | 1736.7 | 678.35 | - | 5 | 4 | 4 |
| 11 Nov | 24141.30 | 1058.35 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 24148.20 | 1058.35 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 24199.35 | 1058.35 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 24484.05 | 1058.35 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 1058.35 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 1058.35 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 1058.35 | 1058.35 | - | 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 25800 expiring on 21NOV2024
Delta for 25800 PE is -
Historical price for 25800 PE is as follows
On 21 Nov NIFTY was trading at 23335.60. The strike last trading price was 2468.45, which was 254.70 higher than the previous day. The implied volatity was -, the open interest changed by -111 which decreased total open position to 182
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 2213.75, which was -115.50 lower than the previous day. The implied volatity was -, the open interest changed by -230 which decreased total open position to 293
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 2329.25, which was 124.80 higher than the previous day. The implied volatity was 56.08, the open interest changed by 5 which increased total open position to 523
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 2204.45, which was 9.45 higher than the previous day. The implied volatity was 34.39, the open interest changed by 225 which increased total open position to 518
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 2195, which was 458.30 higher than the previous day. The implied volatity was 41.19, the open interest changed by 289 which increased total open position to 293
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1736.7, which was 678.35 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 1058.35, 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 1058.35, 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 1058.35, 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 1058.35, 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 1058.35, 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 1058.35, 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 1058.35, which was 1058.35 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
