NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:17 PM IST
| NIFTY 21NOV2024 26000 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 | -0.45 | - | 5,61,577 | -50,039 | 76,995 | |||
| 19 Nov | 23518.50 | 0.5 | -0.25 | 47.70 | 2,41,434 | -42,606 | 1,27,034 | |||
| 18 Nov | 23453.80 | 0.75 | -0.50 | 40.54 | 2,68,970 | 15,387 | 1,69,640 | |||
| 14 Nov | 23532.70 | 1.25 | -0.90 | 26.67 | 3,41,599 | 1,10,369 | 1,54,253 | |||
| 13 Nov | 23559.05 | 2.15 | -0.90 | 25.99 | 86,934 | 32,088 | 43,884 | |||
| 12 Nov | 23883.45 | 3.05 | 0.70 | 23.06 | 21,811 | 5,665 | 11,796 | |||
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| 11 Nov | 24141.30 | 2.35 | -1.30 | 18.48 | 9,271 | 1,594 | 6,131 | |||
| 8 Nov | 24148.20 | 3.65 | -1.65 | 17.10 | 7,722 | 1,121 | 4,537 | |||
| 7 Nov | 24199.35 | 5.3 | -1.70 | 16.59 | 4,792 | -97 | 3,416 | |||
| 6 Nov | 24484.05 | 7 | -1.00 | 14.10 | 5,931 | -58 | 3,513 | |||
| 5 Nov | 24213.30 | 8 | 0.05 | 16.39 | 1,783 | -141 | 3,571 | |||
| 4 Nov | 23995.35 | 7.95 | -2.85 | 17.54 | 3,395 | 802 | 3,712 | |||
| 1 Nov | 24304.35 | 10.8 | -2.10 | 14.46 | 441 | 289 | 2,910 | |||
| 31 Oct | 24205.35 | 12.9 | -0.25 | - | 1,534 | -87 | 2,621 | |||
| 30 Oct | 24340.85 | 13.15 | -2.15 | - | 2,294 | 1,186 | 2,708 | |||
| 29 Oct | 24466.85 | 15.3 | 1.20 | - | 1,415 | 476 | 1,522 | |||
| 28 Oct | 24339.15 | 14.1 | -2.35 | - | 636 | 152 | 1,046 | |||
| 25 Oct | 24180.80 | 16.45 | -4.45 | - | 1,379 | 269 | 894 | |||
| 24 Oct | 24399.40 | 20.9 | -4.95 | - | 565 | 311 | 625 | |||
| 23 Oct | 24435.50 | 25.85 | -9.40 | - | 363 | 149 | 314 | |||
| 22 Oct | 24472.10 | 35.25 | -14.75 | - | 396 | 133 | 165 | |||
| 21 Oct | 24781.10 | 50 | -93.80 | - | 57 | 32 | 32 | |||
| 18 Oct | 24854.05 | 143.8 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 26000 expiring on 21NOV2024
Delta for 26000 CE is -
Historical price for 26000 CE is as follows
On 21 Nov NIFTY was trading at 23341.70. The strike last trading price was 0.05, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by -50039 which decreased total open position to 76995
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was 47.70, the open interest changed by -42606 which decreased total open position to 127034
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 0.75, which was -0.50 lower than the previous day. The implied volatity was 40.54, the open interest changed by 15387 which increased total open position to 169640
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1.25, which was -0.90 lower than the previous day. The implied volatity was 26.67, the open interest changed by 110369 which increased total open position to 154253
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 2.15, which was -0.90 lower than the previous day. The implied volatity was 25.99, the open interest changed by 32088 which increased total open position to 43884
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 3.05, which was 0.70 higher than the previous day. The implied volatity was 23.06, the open interest changed by 5665 which increased total open position to 11796
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 2.35, which was -1.30 lower than the previous day. The implied volatity was 18.48, the open interest changed by 1594 which increased total open position to 6131
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 3.65, which was -1.65 lower than the previous day. The implied volatity was 17.10, the open interest changed by 1121 which increased total open position to 4537
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 5.3, which was -1.70 lower than the previous day. The implied volatity was 16.59, the open interest changed by -97 which decreased total open position to 3416
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 7, which was -1.00 lower than the previous day. The implied volatity was 14.10, the open interest changed by -58 which decreased total open position to 3513
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 8, which was 0.05 higher than the previous day. The implied volatity was 16.39, the open interest changed by -141 which decreased total open position to 3571
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 7.95, which was -2.85 lower than the previous day. The implied volatity was 17.54, the open interest changed by 802 which increased total open position to 3712
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 10.8, which was -2.10 lower than the previous day. The implied volatity was 14.46, the open interest changed by 289 which increased total open position to 2910
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 12.9, which was -0.25 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 13.15, which was -2.15 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 15.3, which was 1.20 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 14.1, which was -2.35 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 16.45, which was -4.45 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 20.9, which was -4.95 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 25.85, which was -9.40 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 35.25, which was -14.75 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 50, which was -93.80 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 143.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 21NOV2024 26000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23341.70 | 2660 | 135.25 | - | 2,624 | -2,558 | 2,158 |
| 19 Nov | 23518.50 | 2524.75 | -9.00 | - | 484 | -344 | 4,716 |
| 18 Nov | 23453.80 | 2533.75 | 129.85 | 62.63 | 1,403 | 1,370 | 5,060 |
| 14 Nov | 23532.70 | 2403.9 | 69.60 | 34.97 | 3,069 | 2,992 | 3,690 |
| 13 Nov | 23559.05 | 2334.3 | 314.30 | - | 668 | 612 | 698 |
| 12 Nov | 23883.45 | 2020 | 202.80 | - | 33 | 32 | 86 |
| 11 Nov | 24141.30 | 1817.2 | -12.80 | 23.29 | 34 | 25 | 54 |
| 8 Nov | 24148.20 | 1830 | 380.00 | 25.03 | 33 | 29 | 29 |
| 7 Nov | 24199.35 | 1450 | 0.00 | 0.00 | 0 | 1 | 0 |
| 6 Nov | 24484.05 | 1450 | -189.00 | 20.90 | 1 | 1 | 1 |
| 5 Nov | 24213.30 | 1639 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 1639 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 1639 | 1639.00 | 22.81 | 1 | 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 26000 expiring on 21NOV2024
Delta for 26000 PE is -
Historical price for 26000 PE is as follows
On 21 Nov NIFTY was trading at 23341.70. The strike last trading price was 2660, which was 135.25 higher than the previous day. The implied volatity was -, the open interest changed by -2558 which decreased total open position to 2158
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 2524.75, which was -9.00 lower than the previous day. The implied volatity was -, the open interest changed by -344 which decreased total open position to 4716
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 2533.75, which was 129.85 higher than the previous day. The implied volatity was 62.63, the open interest changed by 1370 which increased total open position to 5060
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 2403.9, which was 69.60 higher than the previous day. The implied volatity was 34.97, the open interest changed by 2992 which increased total open position to 3690
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 2334.3, which was 314.30 higher than the previous day. The implied volatity was -, the open interest changed by 612 which increased total open position to 698
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 2020, which was 202.80 higher than the previous day. The implied volatity was -, the open interest changed by 32 which increased total open position to 86
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 1817.2, which was -12.80 lower than the previous day. The implied volatity was 23.29, the open interest changed by 25 which increased total open position to 54
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 1830, which was 380.00 higher than the previous day. The implied volatity was 25.03, the open interest changed by 29 which increased total open position to 29
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 1450, 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 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 1450, which was -189.00 lower than the previous day. The implied volatity was 20.90, the open interest changed by 1 which increased total open position to 1
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 1639, 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 1639, 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 1639, which was 1639.00 higher than the previous day. The implied volatity was 22.81, 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
