NIFTY
Nifty
Historical option data for NIFTY
03 Dec 2024 04:11 PM IST
| NIFTY 05DEC2024 25850 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.17
Theta: -1.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 24457.15 | 0.45 | -0.15 | 27.08 | 70,353 | 2,775 | 13,855 | |||
| 2 Dec | 24276.05 | 0.6 | -0.35 | 25.30 | 26,719 | 3,380 | 11,080 | |||
| 29 Nov | 24131.10 | 0.95 | -1.05 | 20.29 | 34,505 | 3,159 | 7,700 | |||
| 28 Nov | 23914.15 | 2 | 0.45 | 22.18 | 12,255 | 4,005 | 4,541 | |||
| 27 Nov | 24274.90 | 1.55 | -1.20 | 16.81 | 1,211 | 123 | 536 | |||
| 26 Nov | 24194.50 | 2.75 | -1.40 | 17.85 | 998 | 173 | 413 | |||
| 25 Nov | 24221.90 | 4.15 | 1.15 | 17.27 | 849 | 91 | 240 | |||
| 22 Nov | 23907.25 | 3 | 0.20 | 17.50 | 146 | -41 | 149 | |||
| 21 Nov | 23349.90 | 2.8 | -1.90 | 20.91 | 259 | 190 | 190 | |||
| 19 Nov | 23518.50 | 4.7 | 0.00 | 0.00 | 0 | -4 | 0 | |||
| 18 Nov | 23453.80 | 4.7 | -2.80 | 19.23 | 5 | -4 | 83 | |||
| 14 Nov | 23532.70 | 7.5 | -7.15 | 17.63 | 404 | 87 | 87 | |||
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| 13 Nov | 23559.05 | 14.65 | 0.00 | 0.00 | 0 | 15 | 0 | |||
| 12 Nov | 23883.45 | 14.65 | 1.80 | 16.52 | 3 | 15 | 58 | |||
| 11 Nov | 24141.30 | 12.85 | -62.55 | 13.62 | 69 | 43 | 43 | |||
| 8 Nov | 24148.20 | 75.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 24199.35 | 75.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 24484.05 | 75.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 24213.30 | 75.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 23995.35 | 75.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 24304.35 | 75.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 24205.35 | 75.4 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 24340.85 | 75.4 | -64.40 | - | 1 | 0 | 0 | |||
| 29 Oct | 24466.85 | 139.8 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 24339.15 | 139.8 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 24180.80 | 139.8 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 25850 expiring on 05DEC2024
Delta for 25850 CE is 0.00
Historical price for 25850 CE is as follows
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 27.08, the open interest changed by 2775 which increased total open position to 13855
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 25.30, the open interest changed by 3380 which increased total open position to 11080
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 0.95, which was -1.05 lower than the previous day. The implied volatity was 20.29, the open interest changed by 3159 which increased total open position to 7700
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 2, which was 0.45 higher than the previous day. The implied volatity was 22.18, the open interest changed by 4005 which increased total open position to 4541
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 1.55, which was -1.20 lower than the previous day. The implied volatity was 16.81, the open interest changed by 123 which increased total open position to 536
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 2.75, which was -1.40 lower than the previous day. The implied volatity was 17.85, the open interest changed by 173 which increased total open position to 413
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 4.15, which was 1.15 higher than the previous day. The implied volatity was 17.27, the open interest changed by 91 which increased total open position to 240
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 3, which was 0.20 higher than the previous day. The implied volatity was 17.50, the open interest changed by -41 which decreased total open position to 149
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 2.8, which was -1.90 lower than the previous day. The implied volatity was 20.91, the open interest changed by 190 which increased total open position to 190
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 4.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 4.7, which was -2.80 lower than the previous day. The implied volatity was 19.23, the open interest changed by -4 which decreased total open position to 83
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 7.5, which was -7.15 lower than the previous day. The implied volatity was 17.63, the open interest changed by 87 which increased total open position to 87
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 14.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 15 which increased total open position to 0
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 14.65, which was 1.80 higher than the previous day. The implied volatity was 16.52, the open interest changed by 15 which increased total open position to 58
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 12.85, which was -62.55 lower than the previous day. The implied volatity was 13.62, the open interest changed by 43 which increased total open position to 43
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 75.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 75.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 75.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 75.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 75.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 75.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 75.4, 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 30 Oct NIFTY was trading at 24340.85. The strike last trading price was 75.4, which was -64.40 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 139.8, 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 28 Oct NIFTY was trading at 24339.15. The strike last trading price was 139.8, 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 25 Oct NIFTY was trading at 24180.80. The strike last trading price was 139.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 05DEC2024 25850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 24457.15 | 1374.75 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 24276.05 | 1374.75 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 24131.10 | 1374.75 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 23914.15 | 1374.75 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 24274.90 | 1374.75 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 24194.50 | 1374.75 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 24221.90 | 1374.75 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 23907.25 | 1374.75 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 23349.90 | 1374.75 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 23518.50 | 1374.75 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 23453.80 | 1374.75 | 1374.75 | - | 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 25850 expiring on 05DEC2024
Delta for 25850 PE is -
Historical price for 25850 PE is as follows
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 1374.75, 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 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 1374.75, 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 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 1374.75, 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 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 1374.75, 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 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 1374.75, 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 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 1374.75, 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 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 1374.75, 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 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 1374.75, 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 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 1374.75, 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 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1374.75, 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 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1374.75, which was 1374.75 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
