NIFTY
Nifty
Historical option data for NIFTY
03 Dec 2024 04:11 PM IST
| NIFTY 05DEC2024 26000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.17
Theta: -1.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 24457.15 | 0.5 | -0.10 | 30.01 | 6,74,351 | -45,733 | 2,69,101 | |||
| 2 Dec | 24276.05 | 0.6 | -0.20 | 27.38 | 7,55,348 | 19,420 | 3,14,834 | |||
| 29 Nov | 24131.10 | 0.8 | -1.00 | 21.40 | 14,62,231 | -1,11,209 | 2,95,414 | |||
| 28 Nov | 23914.15 | 1.8 | 0.35 | 23.38 | 8,60,409 | 3,56,931 | 4,06,623 | |||
| 27 Nov | 24274.90 | 1.45 | -0.80 | 18.11 | 71,387 | 27,590 | 49,692 | |||
| 26 Nov | 24194.50 | 2.25 | -1.50 | 18.77 | 36,048 | 1,171 | 22,102 | |||
| 25 Nov | 24221.90 | 3.75 | 1.10 | 18.39 | 56,946 | 16,702 | 20,931 | |||
| 22 Nov | 23907.25 | 2.65 | -0.15 | 18.35 | 4,866 | 1,065 | 4,229 | |||
| 21 Nov | 23349.90 | 2.8 | -0.20 | 22.00 | 1,974 | 6 | 3,164 | |||
| 19 Nov | 23518.50 | 3 | -1.20 | 19.70 | 2,963 | 463 | 3,158 | |||
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| 18 Nov | 23453.80 | 4.2 | -2.25 | 19.96 | 1,256 | -141 | 2,695 | |||
| 14 Nov | 23532.70 | 6.45 | -2.85 | 18.21 | 635 | 78 | 2,836 | |||
| 13 Nov | 23559.05 | 9.3 | 0.15 | 18.42 | 1,602 | -2 | 2,758 | |||
| 12 Nov | 23883.45 | 9.15 | -2.25 | 16.21 | 1,639 | -28 | 2,760 | |||
| 11 Nov | 24141.30 | 11.4 | -5.55 | 14.37 | 2,922 | 434 | 2,788 | |||
| 8 Nov | 24148.20 | 16.95 | -3.05 | 14.51 | 580 | -11 | 2,354 | |||
| 7 Nov | 24199.35 | 20 | -12.60 | 14.06 | 1,910 | 488 | 2,365 | |||
| 6 Nov | 24484.05 | 32.6 | 8.15 | 13.00 | 1,900 | 412 | 1,877 | |||
| 5 Nov | 24213.30 | 24.45 | -0.85 | 14.03 | 1,430 | 855 | 1,465 | |||
| 4 Nov | 23995.35 | 25.3 | -8.90 | 15.34 | 525 | 155 | 610 | |||
| 1 Nov | 24304.35 | 34.2 | -1.80 | 13.32 | 118 | 71 | 455 | |||
| 31 Oct | 24205.35 | 36 | -9.00 | - | 205 | 33 | 384 | |||
| 30 Oct | 24340.85 | 45 | -0.55 | - | 219 | 68 | 351 | |||
| 29 Oct | 24466.85 | 45.55 | 2.20 | - | 254 | 76 | 283 | |||
| 28 Oct | 24339.15 | 43.35 | -0.45 | - | 266 | 11 | 207 | |||
| 25 Oct | 24180.80 | 43.8 | - | 414 | 196 | 196 | ||||
For Nifty - strike price 26000 expiring on 05DEC2024
Delta for 26000 CE is 0.00
Historical price for 26000 CE is as follows
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was 30.01, the open interest changed by -45733 which decreased total open position to 269101
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 0.6, which was -0.20 lower than the previous day. The implied volatity was 27.38, the open interest changed by 19420 which increased total open position to 314834
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 0.8, which was -1.00 lower than the previous day. The implied volatity was 21.40, the open interest changed by -111209 which decreased total open position to 295414
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 1.8, which was 0.35 higher than the previous day. The implied volatity was 23.38, the open interest changed by 356931 which increased total open position to 406623
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 1.45, which was -0.80 lower than the previous day. The implied volatity was 18.11, the open interest changed by 27590 which increased total open position to 49692
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 2.25, which was -1.50 lower than the previous day. The implied volatity was 18.77, the open interest changed by 1171 which increased total open position to 22102
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 3.75, which was 1.10 higher than the previous day. The implied volatity was 18.39, the open interest changed by 16702 which increased total open position to 20931
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 2.65, which was -0.15 lower than the previous day. The implied volatity was 18.35, the open interest changed by 1065 which increased total open position to 4229
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 2.8, which was -0.20 lower than the previous day. The implied volatity was 22.00, the open interest changed by 6 which increased total open position to 3164
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 3, which was -1.20 lower than the previous day. The implied volatity was 19.70, the open interest changed by 463 which increased total open position to 3158
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 4.2, which was -2.25 lower than the previous day. The implied volatity was 19.96, the open interest changed by -141 which decreased total open position to 2695
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 6.45, which was -2.85 lower than the previous day. The implied volatity was 18.21, the open interest changed by 78 which increased total open position to 2836
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 9.3, which was 0.15 higher than the previous day. The implied volatity was 18.42, the open interest changed by -2 which decreased total open position to 2758
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 9.15, which was -2.25 lower than the previous day. The implied volatity was 16.21, the open interest changed by -28 which decreased total open position to 2760
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 11.4, which was -5.55 lower than the previous day. The implied volatity was 14.37, the open interest changed by 434 which increased total open position to 2788
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 16.95, which was -3.05 lower than the previous day. The implied volatity was 14.51, the open interest changed by -11 which decreased total open position to 2354
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 20, which was -12.60 lower than the previous day. The implied volatity was 14.06, the open interest changed by 488 which increased total open position to 2365
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 32.6, which was 8.15 higher than the previous day. The implied volatity was 13.00, the open interest changed by 412 which increased total open position to 1877
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 24.45, which was -0.85 lower than the previous day. The implied volatity was 14.03, the open interest changed by 855 which increased total open position to 1465
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 25.3, which was -8.90 lower than the previous day. The implied volatity was 15.34, the open interest changed by 155 which increased total open position to 610
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 34.2, which was -1.80 lower than the previous day. The implied volatity was 13.32, the open interest changed by 71 which increased total open position to 455
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 36, which was -9.00 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 45, which was -0.55 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 45.55, which was 2.20 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 43.35, which was -0.45 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 43.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 05DEC2024 26000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.93
Vega: 2.31
Theta: -24.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 24457.15 | 1568.5 | -128.85 | 53.95 | 713 | -595 | 3,967 |
| 2 Dec | 24276.05 | 1697.35 | -102.85 | - | 375 | -130 | 4,562 |
| 29 Nov | 24131.10 | 1800.2 | -165.40 | - | 168 | 57 | 4,692 |
| 28 Nov | 23914.15 | 1965.6 | 330.60 | - | 3,861 | 3,576 | 4,635 |
| 27 Nov | 24274.90 | 1635 | -102.00 | - | 880 | 810 | 1,059 |
| 26 Nov | 24194.50 | 1737 | 77.00 | - | 198 | 181 | 249 |
| 25 Nov | 24221.90 | 1660 | -459.00 | - | 49 | 41 | 68 |
| 22 Nov | 23907.25 | 2119 | -424.60 | 35.21 | 26 | 25 | 27 |
| 21 Nov | 23349.90 | 2543.6 | 1044.60 | - | 8 | 2 | 2 |
| 19 Nov | 23518.50 | 1499 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 23453.80 | 1499 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 23532.70 | 1499 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 23559.05 | 1499 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 23883.45 | 1499 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 24141.30 | 1499 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 24148.20 | 1499 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 24199.35 | 1499 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 24484.05 | 1499 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 1499 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 1499 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 1499 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 24205.35 | 1499 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 24340.85 | 1499 | 1499.00 | - | 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 26000 expiring on 05DEC2024
Delta for 26000 PE is -0.93
Historical price for 26000 PE is as follows
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 1568.5, which was -128.85 lower than the previous day. The implied volatity was 53.95, the open interest changed by -595 which decreased total open position to 3967
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 1697.35, which was -102.85 lower than the previous day. The implied volatity was -, the open interest changed by -130 which decreased total open position to 4562
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 1800.2, which was -165.40 lower than the previous day. The implied volatity was -, the open interest changed by 57 which increased total open position to 4692
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 1965.6, which was 330.60 higher than the previous day. The implied volatity was -, the open interest changed by 3576 which increased total open position to 4635
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 1635, which was -102.00 lower than the previous day. The implied volatity was -, the open interest changed by 810 which increased total open position to 1059
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 1737, which was 77.00 higher than the previous day. The implied volatity was -, the open interest changed by 181 which increased total open position to 249
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 1660, which was -459.00 lower than the previous day. The implied volatity was -, the open interest changed by 41 which increased total open position to 68
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 2119, which was -424.60 lower than the previous day. The implied volatity was 35.21, the open interest changed by 25 which increased total open position to 27
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 2543.6, which was 1044.60 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1499, 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 1499, 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 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1499, 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 1499, 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 1499, 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 1499, 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 1499, 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 1499, 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 1499, 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 1499, 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 1499, 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 1499, 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 1499, 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 1499, which was 1499.00 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 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
