NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:40 PM IST
| NIFTY 21NOV2024 25900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23329.85 | 0.05 | -0.75 | - | 1,37,842 | -3,879 | 4,866 | |||
| 19 Nov | 23518.50 | 0.8 | 0.20 | 48.14 | 27,853 | -892 | 8,745 | |||
| 18 Nov | 23453.80 | 0.6 | -0.75 | 38.24 | 15,237 | 19 | 9,637 | |||
| 14 Nov | 23532.70 | 1.35 | -0.75 | 25.89 | 29,708 | 7,582 | 9,618 | |||
| 13 Nov | 23559.05 | 2.1 | -0.80 | 24.97 | 8,335 | 849 | 2,036 | |||
| 12 Nov | 23883.45 | 2.9 | 0.40 | 21.96 | 2,464 | 123 | 1,187 | |||
| 11 Nov | 24141.30 | 2.5 | -1.20 | 17.77 | 3,051 | 279 | 1,064 | |||
| 8 Nov | 24148.20 | 3.7 | -1.60 | 16.34 | 4,889 | -522 | 785 | |||
| 7 Nov | 24199.35 | 5.3 | -4.10 | 15.79 | 1,959 | 563 | 1,307 | |||
| 6 Nov | 24484.05 | 9.4 | 0.30 | 13.97 | 985 | 142 | 744 | |||
| 5 Nov | 24213.30 | 9.1 | -0.40 | 15.94 | 306 | 77 | 602 | |||
| 4 Nov | 23995.35 | 9.5 | -3.25 | 17.28 | 371 | 122 | 525 | |||
| 1 Nov | 24304.35 | 12.75 | -1.40 | 14.15 | 19 | 15 | 403 | |||
| 31 Oct | 24205.35 | 14.15 | -2.75 | - | 486 | 274 | 388 | |||
| 30 Oct | 24340.85 | 16.9 | 0.05 | - | 134 | 113 | 114 | |||
| 29 Oct | 24466.85 | 16.85 | 0.00 | - | 1 | 1 | 1 | |||
| 28 Oct | 24339.15 | 16.85 | -147.30 | - | 1 | 0 | 0 | |||
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| 25 Oct | 24180.80 | 164.15 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 24399.40 | 164.15 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 24435.50 | 164.15 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 24472.10 | 164.15 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 24781.10 | 164.15 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 24854.05 | 164.15 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 25900 expiring on 21NOV2024
Delta for 25900 CE is -
Historical price for 25900 CE is as follows
On 21 Nov NIFTY was trading at 23329.85. The strike last trading price was 0.05, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by -3879 which decreased total open position to 4866
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 0.8, which was 0.20 higher than the previous day. The implied volatity was 48.14, the open interest changed by -892 which decreased total open position to 8745
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 0.6, which was -0.75 lower than the previous day. The implied volatity was 38.24, the open interest changed by 19 which increased total open position to 9637
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1.35, which was -0.75 lower than the previous day. The implied volatity was 25.89, the open interest changed by 7582 which increased total open position to 9618
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 2.1, which was -0.80 lower than the previous day. The implied volatity was 24.97, the open interest changed by 849 which increased total open position to 2036
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 2.9, which was 0.40 higher than the previous day. The implied volatity was 21.96, the open interest changed by 123 which increased total open position to 1187
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 2.5, which was -1.20 lower than the previous day. The implied volatity was 17.77, the open interest changed by 279 which increased total open position to 1064
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 3.7, which was -1.60 lower than the previous day. The implied volatity was 16.34, the open interest changed by -522 which decreased total open position to 785
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 5.3, which was -4.10 lower than the previous day. The implied volatity was 15.79, the open interest changed by 563 which increased total open position to 1307
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 9.4, which was 0.30 higher than the previous day. The implied volatity was 13.97, the open interest changed by 142 which increased total open position to 744
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 9.1, which was -0.40 lower than the previous day. The implied volatity was 15.94, the open interest changed by 77 which increased total open position to 602
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 9.5, which was -3.25 lower than the previous day. The implied volatity was 17.28, the open interest changed by 122 which increased total open position to 525
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 12.75, which was -1.40 lower than the previous day. The implied volatity was 14.15, the open interest changed by 15 which increased total open position to 403
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 14.15, which was -2.75 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 16.9, which was 0.05 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 16.85, 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 16.85, which was -147.30 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 164.15, 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 164.15, 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 164.15, 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 164.15, 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 164.15, 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 164.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 21NOV2024 25900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23329.85 | 2571.35 | 389.20 | - | 342 | -275 | 170 |
| 19 Nov | 23518.50 | 2182.15 | -257.85 | - | 5 | -5 | 445 |
| 18 Nov | 23453.80 | 2440 | 103.60 | 63.75 | 1 | -4 | 450 |
| 14 Nov | 23532.70 | 2336.4 | 87.40 | 44.22 | 463 | 449 | 454 |
| 13 Nov | 23559.05 | 2249 | 295.40 | 30.74 | 9 | 5 | 5 |
| 12 Nov | 23883.45 | 1953.6 | 819.50 | - | 5 | 0 | 0 |
| 11 Nov | 24141.30 | 1134.1 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 24148.20 | 1134.1 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 24199.35 | 1134.1 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 24484.05 | 1134.1 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 1134.1 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 1134.1 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 1134.1 | 1134.10 | - | 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 25900 expiring on 21NOV2024
Delta for 25900 PE is -
Historical price for 25900 PE is as follows
On 21 Nov NIFTY was trading at 23329.85. The strike last trading price was 2571.35, which was 389.20 higher than the previous day. The implied volatity was -, the open interest changed by -275 which decreased total open position to 170
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 2182.15, which was -257.85 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 445
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 2440, which was 103.60 higher than the previous day. The implied volatity was 63.75, the open interest changed by -4 which decreased total open position to 450
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 2336.4, which was 87.40 higher than the previous day. The implied volatity was 44.22, the open interest changed by 449 which increased total open position to 454
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 2249, which was 295.40 higher than the previous day. The implied volatity was 30.74, the open interest changed by 5 which increased total open position to 5
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1953.6, which was 819.50 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 1134.1, 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 1134.1, 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 1134.1, 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 1134.1, 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 1134.1, 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 1134.1, 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 1134.1, which was 1134.10 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
