NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:17 PM IST
| NIFTY 21NOV2024 25850 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23341.70 | 0.05 | -0.70 | - | 1,26,597 | 3,679 | 4,631 | |||
| 19 Nov | 23518.50 | 0.75 | 0.15 | 46.99 | 3,385 | -111 | 952 | |||
| 18 Nov | 23453.80 | 0.6 | -0.80 | 37.56 | 3,524 | 408 | 1,063 | |||
| 14 Nov | 23532.70 | 1.4 | -0.90 | 25.56 | 1,896 | 290 | 655 | |||
| 13 Nov | 23559.05 | 2.3 | -0.85 | 24.77 | 966 | 32 | 365 | |||
| 12 Nov | 23883.45 | 3.15 | 0.50 | 21.73 | 552 | 94 | 333 | |||
| 11 Nov | 24141.30 | 2.65 | -1.40 | 17.50 | 136 | 63 | 239 | |||
| 8 Nov | 24148.20 | 4.05 | -1.95 | 16.17 | 304 | 140 | 176 | |||
| 7 Nov | 24199.35 | 6 | -3.90 | 15.68 | 129 | 9 | 36 | |||
| 6 Nov | 24484.05 | 9.9 | -0.55 | 13.67 | 4 | 27 | 27 | |||
| 5 Nov | 24213.30 | 10.45 | 0.00 | 0.00 | 0 | 24 | 0 | |||
| 4 Nov | 23995.35 | 10.45 | -4.55 | 17.17 | 28 | 24 | 24 | |||
| 1 Nov | 24304.35 | 15 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 31 Oct | 24205.35 | 15 | -11.75 | - | 2 | 1 | 3 | |||
| 30 Oct | 24340.85 | 26.75 | 5.65 | - | 1 | 2 | 2 | |||
| 29 Oct | 24466.85 | 21.1 | -154.05 | - | 2 | 0 | 0 | |||
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| 28 Oct | 24339.15 | 175.15 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 24180.80 | 175.15 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 24399.40 | 175.15 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 24435.50 | 175.15 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 24472.10 | 175.15 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 24781.10 | 175.15 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 24854.05 | 175.15 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 25850 expiring on 21NOV2024
Delta for 25850 CE is -
Historical price for 25850 CE is as follows
On 21 Nov NIFTY was trading at 23341.70. The strike last trading price was 0.05, which was -0.70 lower than the previous day. The implied volatity was -, the open interest changed by 3679 which increased total open position to 4631
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 0.75, which was 0.15 higher than the previous day. The implied volatity was 46.99, the open interest changed by -111 which decreased total open position to 952
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 37.56, the open interest changed by 408 which increased total open position to 1063
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1.4, which was -0.90 lower than the previous day. The implied volatity was 25.56, the open interest changed by 290 which increased total open position to 655
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 2.3, which was -0.85 lower than the previous day. The implied volatity was 24.77, the open interest changed by 32 which increased total open position to 365
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 3.15, which was 0.50 higher than the previous day. The implied volatity was 21.73, the open interest changed by 94 which increased total open position to 333
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 2.65, which was -1.40 lower than the previous day. The implied volatity was 17.50, the open interest changed by 63 which increased total open position to 239
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 4.05, which was -1.95 lower than the previous day. The implied volatity was 16.17, the open interest changed by 140 which increased total open position to 176
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 6, which was -3.90 lower than the previous day. The implied volatity was 15.68, the open interest changed by 9 which increased total open position to 36
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 9.9, which was -0.55 lower than the previous day. The implied volatity was 13.67, the open interest changed by 27 which increased total open position to 27
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 10.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 24 which increased total open position to 0
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 10.45, which was -4.55 lower than the previous day. The implied volatity was 17.17, the open interest changed by 24 which increased total open position to 24
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 15, which was -11.75 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 26.75, which was 5.65 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 21.1, which was -154.05 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 175.15, 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 175.15, 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 175.15, 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 175.15, 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 175.15, 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 175.15, 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 175.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 21NOV2024 25850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23341.70 | 2550 | 350.00 | - | 2 | 3 | 3 |
| 19 Nov | 23518.50 | 2200 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 23453.80 | 2200 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 23532.70 | 2200 | 60.00 | - | 1 | 0 | 3 |
| 13 Nov | 23559.05 | 2140 | 235.70 | - | 9 | 3 | 3 |
| 12 Nov | 23883.45 | 1904.3 | 808.85 | - | 3 | 0 | 0 |
| 11 Nov | 24141.30 | 1095.45 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 24148.20 | 1095.45 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 24199.35 | 1095.45 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 24484.05 | 1095.45 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 1095.45 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 1095.45 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 1095.45 | 1095.45 | - | 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 25850 expiring on 21NOV2024
Delta for 25850 PE is -
Historical price for 25850 PE is as follows
On 21 Nov NIFTY was trading at 23341.70. The strike last trading price was 2550, which was 350.00 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 2200, 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 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 2200, 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 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 2200, which was 60.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 2140, which was 235.70 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1904.3, which was 808.85 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 1095.45, 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 1095.45, 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 1095.45, 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 1095.45, 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 1095.45, 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 1095.45, 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 1095.45, which was 1095.45 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
