NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:44 PM IST
| NIFTY 21NOV2024 26050 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23338.35 | 0.1 | -0.20 | - | 55,069 | 3,743 | 4,459 | |||
| 19 Nov | 23518.50 | 0.3 | -0.35 | 46.34 | 3,965 | 185 | 716 | |||
| 18 Nov | 23453.80 | 0.65 | -0.55 | 40.64 | 1,750 | 95 | 531 | |||
| 14 Nov | 23532.70 | 1.2 | -1.05 | 27.04 | 1,601 | 188 | 436 | |||
| 13 Nov | 23559.05 | 2.25 | -0.80 | 26.62 | 599 | 42 | 248 | |||
| 12 Nov | 23883.45 | 3.05 | 0.55 | 23.51 | 98 | 23 | 206 | |||
| 11 Nov | 24141.30 | 2.5 | -1.20 | 19.06 | 145 | 27 | 183 | |||
| 8 Nov | 24148.20 | 3.7 | -1.30 | 17.53 | 116 | 74 | 156 | |||
| 7 Nov | 24199.35 | 5 | -1.85 | 16.84 | 149 | 2 | 82 | |||
| 6 Nov | 24484.05 | 6.85 | 0.30 | 14.45 | 44 | 14 | 80 | |||
| 5 Nov | 24213.30 | 6.55 | -0.45 | 16.26 | 24 | 14 | 66 | |||
| 4 Nov | 23995.35 | 7 | -4.50 | 17.56 | 5 | 52 | 52 | |||
| 1 Nov | 24304.35 | 11.5 | 0.00 | 0.00 | 0 | -7 | 0 | |||
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| 31 Oct | 24205.35 | 11.5 | -0.20 | - | 6 | -7 | 50 | |||
| 30 Oct | 24340.85 | 11.7 | 2.70 | - | 53 | 23 | 57 | |||
| 29 Oct | 24466.85 | 9 | -4.95 | - | 36 | 17 | 34 | |||
| 28 Oct | 24339.15 | 13.95 | 2.05 | - | 17 | 11 | 17 | |||
| 25 Oct | 24180.80 | 11.9 | -14.20 | - | 12 | 6 | 6 | |||
| 24 Oct | 24399.40 | 26.1 | 0.00 | - | 0 | -2 | 0 | |||
| 23 Oct | 24435.50 | 26.1 | -6.75 | - | 38 | -2 | 12 | |||
| 22 Oct | 24472.10 | 32.85 | -7.15 | - | 15 | -1 | 14 | |||
| 21 Oct | 24781.10 | 40 | -28.00 | - | 10 | 8 | 15 | |||
| 18 Oct | 24854.05 | 68 | - | 9 | 7 | 7 | ||||
For Nifty - strike price 26050 expiring on 21NOV2024
Delta for 26050 CE is -
Historical price for 26050 CE is as follows
On 21 Nov NIFTY was trading at 23338.35. The strike last trading price was 0.1, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by 3743 which increased total open position to 4459
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 0.3, which was -0.35 lower than the previous day. The implied volatity was 46.34, the open interest changed by 185 which increased total open position to 716
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 0.65, which was -0.55 lower than the previous day. The implied volatity was 40.64, the open interest changed by 95 which increased total open position to 531
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1.2, which was -1.05 lower than the previous day. The implied volatity was 27.04, the open interest changed by 188 which increased total open position to 436
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 2.25, which was -0.80 lower than the previous day. The implied volatity was 26.62, the open interest changed by 42 which increased total open position to 248
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 3.05, which was 0.55 higher than the previous day. The implied volatity was 23.51, the open interest changed by 23 which increased total open position to 206
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 19.06, the open interest changed by 27 which increased total open position to 183
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 3.7, which was -1.30 lower than the previous day. The implied volatity was 17.53, the open interest changed by 74 which increased total open position to 156
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 5, which was -1.85 lower than the previous day. The implied volatity was 16.84, the open interest changed by 2 which increased total open position to 82
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 6.85, which was 0.30 higher than the previous day. The implied volatity was 14.45, the open interest changed by 14 which increased total open position to 80
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 6.55, which was -0.45 lower than the previous day. The implied volatity was 16.26, the open interest changed by 14 which increased total open position to 66
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 7, which was -4.50 lower than the previous day. The implied volatity was 17.56, the open interest changed by 52 which increased total open position to 52
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 11.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -7 which decreased total open position to 0
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 11.5, which was -0.20 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 11.7, which was 2.70 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 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 28 Oct NIFTY was trading at 24339.15. The strike last trading price was 13.95, which was 2.05 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 11.9, which was -14.20 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 26.1, 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 26.1, which was -6.75 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 32.85, which was -7.15 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 40, which was -28.00 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 68, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 21NOV2024 26050 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23338.35 | 2743.95 | 370.60 | - | 134 | 76 | 76 |
| 19 Nov | 23518.50 | 2373.35 | 0.00 | 0.00 | 0 | 132 | 0 |
| 18 Nov | 23453.80 | 2373.35 | 0.00 | 0.00 | 0 | 132 | 0 |
| 14 Nov | 23532.70 | 2373.35 | 0.00 | 0.00 | 0 | 132 | 0 |
| 13 Nov | 23559.05 | 2373.35 | 270.70 | - | 144 | 132 | 132 |
| 12 Nov | 23883.45 | 2102.65 | 849.30 | - | 5 | 0 | 0 |
| 11 Nov | 24141.30 | 1253.35 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 24148.20 | 1253.35 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 24199.35 | 1253.35 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 24484.05 | 1253.35 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 1253.35 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 1253.35 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 1253.35 | 1253.35 | - | 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 26050 expiring on 21NOV2024
Delta for 26050 PE is -
Historical price for 26050 PE is as follows
On 21 Nov NIFTY was trading at 23338.35. The strike last trading price was 2743.95, which was 370.60 higher than the previous day. The implied volatity was -, the open interest changed by 76 which increased total open position to 76
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 2373.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 132 which increased total open position to 0
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 2373.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 132 which increased total open position to 0
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 2373.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 132 which increased total open position to 0
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 2373.35, which was 270.70 higher than the previous day. The implied volatity was -, the open interest changed by 132 which increased total open position to 132
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 2102.65, which was 849.30 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 1253.35, 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 1253.35, 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 1253.35, 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 1253.35, 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 1253.35, 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 1253.35, 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 1253.35, which was 1253.35 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
