NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:07 PM IST
| NIFTY 21NOV2024 25950 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23339.65 | 0.05 | -0.55 | - | 1,02,447 | 2,001 | 2,917 | |||
| 19 Nov | 23518.50 | 0.6 | -0.15 | 47.65 | 6,774 | -131 | 916 | |||
| 18 Nov | 23453.80 | 0.75 | -0.85 | 39.79 | 1,895 | 29 | 1,047 | |||
| 14 Nov | 23532.70 | 1.6 | -0.70 | 26.93 | 2,696 | 278 | 1,018 | |||
| 13 Nov | 23559.05 | 2.3 | -0.75 | 25.68 | 2,004 | 396 | 740 | |||
| 12 Nov | 23883.45 | 3.05 | 0.40 | 22.57 | 102 | 38 | 344 | |||
| 11 Nov | 24141.30 | 2.65 | -0.85 | 18.34 | 85 | 17 | 306 | |||
| 8 Nov | 24148.20 | 3.5 | -2.05 | 16.61 | 373 | 5 | 289 | |||
| 7 Nov | 24199.35 | 5.55 | -1.35 | 16.30 | 99 | 45 | 284 | |||
| 6 Nov | 24484.05 | 6.9 | -3.00 | 13.66 | 173 | 21 | 239 | |||
| 5 Nov | 24213.30 | 9.9 | 1.40 | 16.57 | 109 | 56 | 218 | |||
|
|
||||||||||
| 4 Nov | 23995.35 | 8.5 | -5.45 | 17.35 | 84 | 162 | 162 | |||
| 1 Nov | 24304.35 | 13.95 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 31 Oct | 24205.35 | 13.95 | -11.00 | - | 13 | -1 | 124 | |||
| 30 Oct | 24340.85 | 24.95 | 10.95 | - | 12 | -1 | 125 | |||
| 29 Oct | 24466.85 | 14 | -5.95 | - | 170 | -24 | 126 | |||
| 28 Oct | 24339.15 | 19.95 | 4.95 | - | 6 | 4 | 150 | |||
| 25 Oct | 24180.80 | 15 | -6.50 | - | 26 | 3 | 146 | |||
| 24 Oct | 24399.40 | 21.5 | -13.10 | - | 44 | 42 | 143 | |||
| 23 Oct | 24435.50 | 34.6 | -5.50 | - | 6 | -2 | 101 | |||
| 22 Oct | 24472.10 | 40.1 | -21.40 | - | 7 | 2 | 103 | |||
| 21 Oct | 24781.10 | 61.5 | -16.20 | - | 31 | -3 | 101 | |||
| 18 Oct | 24854.05 | 77.7 | - | 191 | 104 | 104 | ||||
For Nifty - strike price 25950 expiring on 21NOV2024
Delta for 25950 CE is -
Historical price for 25950 CE is as follows
On 21 Nov NIFTY was trading at 23339.65. The strike last trading price was 0.05, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 2001 which increased total open position to 2917
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 47.65, the open interest changed by -131 which decreased total open position to 916
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 0.75, which was -0.85 lower than the previous day. The implied volatity was 39.79, the open interest changed by 29 which increased total open position to 1047
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1.6, which was -0.70 lower than the previous day. The implied volatity was 26.93, the open interest changed by 278 which increased total open position to 1018
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 2.3, which was -0.75 lower than the previous day. The implied volatity was 25.68, the open interest changed by 396 which increased total open position to 740
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 3.05, which was 0.40 higher than the previous day. The implied volatity was 22.57, the open interest changed by 38 which increased total open position to 344
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 2.65, which was -0.85 lower than the previous day. The implied volatity was 18.34, the open interest changed by 17 which increased total open position to 306
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 3.5, which was -2.05 lower than the previous day. The implied volatity was 16.61, the open interest changed by 5 which increased total open position to 289
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 5.55, which was -1.35 lower than the previous day. The implied volatity was 16.30, the open interest changed by 45 which increased total open position to 284
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 6.9, which was -3.00 lower than the previous day. The implied volatity was 13.66, the open interest changed by 21 which increased total open position to 239
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 9.9, which was 1.40 higher than the previous day. The implied volatity was 16.57, the open interest changed by 56 which increased total open position to 218
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 8.5, which was -5.45 lower than the previous day. The implied volatity was 17.35, the open interest changed by 162 which increased total open position to 162
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 13.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 13.95, which was -11.00 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 24.95, which was 10.95 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 14, which was -5.95 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 19.95, which was 4.95 higher 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 15, which was -6.50 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 21.5, which was -13.10 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 34.6, which was -5.50 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 40.1, which was -21.40 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 61.5, which was -16.20 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 77.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 21NOV2024 25950 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23339.65 | 2610 | 230.00 | - | 12 | 12 | 12 |
| 19 Nov | 23518.50 | 2380 | 0.00 | 0.00 | 0 | 8 | 0 |
| 18 Nov | 23453.80 | 2380 | 0.00 | 0.00 | 0 | 8 | 0 |
| 14 Nov | 23532.70 | 2380 | 286.95 | 44.25 | 14 | 8 | 13 |
| 13 Nov | 23559.05 | 2093.05 | 89.70 | - | 8 | 5 | 5 |
| 12 Nov | 23883.45 | 2003.35 | 830.00 | - | 5 | 0 | 0 |
| 11 Nov | 24141.30 | 1173.35 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 24148.20 | 1173.35 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 24199.35 | 1173.35 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 24484.05 | 1173.35 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 1173.35 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 1173.35 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 1173.35 | 1173.35 | - | 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 25950 expiring on 21NOV2024
Delta for 25950 PE is -
Historical price for 25950 PE is as follows
On 21 Nov NIFTY was trading at 23339.65. The strike last trading price was 2610, which was 230.00 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 2380, 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 2380, 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 2380, which was 286.95 higher than the previous day. The implied volatity was 44.25, the open interest changed by 8 which increased total open position to 13
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 2093.05, which was 89.70 higher than the previous day. The implied volatity was -, 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 2003.35, which was 830.00 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 1173.35, 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 1173.35, 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 1173.35, 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 1173.35, 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 1173.35, 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 1173.35, 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 1173.35, which was 1173.35 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
