NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:27 PM IST
| NIFTY 21NOV2024 26100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23342.35 | 0.05 | -0.30 | - | 1,33,570 | 5,798 | 13,853 | |||
| 19 Nov | 23518.50 | 0.35 | -0.25 | - | 18,052 | -1,549 | 8,055 | |||
| 18 Nov | 23453.80 | 0.6 | -0.70 | 40.94 | 23,872 | 5,180 | 9,604 | |||
| 14 Nov | 23532.70 | 1.3 | -0.85 | 27.68 | 16,990 | 3,853 | 4,424 | |||
| 13 Nov | 23559.05 | 2.15 | -0.85 | 26.86 | 2,755 | 140 | 571 | |||
| 12 Nov | 23883.45 | 3 | 0.55 | 23.88 | 606 | 38 | 431 | |||
| 11 Nov | 24141.30 | 2.45 | -1.05 | 19.44 | 250 | -32 | 393 | |||
| 8 Nov | 24148.20 | 3.5 | -1.35 | 17.75 | 313 | 3 | 425 | |||
| 7 Nov | 24199.35 | 4.85 | -2.75 | 17.16 | 704 | -59 | 422 | |||
| 6 Nov | 24484.05 | 7.6 | 0.60 | 15.10 | 357 | 59 | 481 | |||
| 5 Nov | 24213.30 | 7 | -1.35 | 16.81 | 129 | 12 | 422 | |||
| 4 Nov | 23995.35 | 8.35 | -1.15 | 18.42 | 416 | 15 | 410 | |||
| 1 Nov | 24304.35 | 9.5 | -2.85 | 14.86 | 35 | 4 | 395 | |||
| 31 Oct | 24205.35 | 12.35 | 0.00 | - | 22 | 20 | 391 | |||
| 30 Oct | 24340.85 | 12.35 | -0.85 | - | 127 | 6 | 371 | |||
| 29 Oct | 24466.85 | 13.2 | 2.15 | - | 39 | -2 | 365 | |||
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| 28 Oct | 24339.15 | 11.05 | -3.45 | - | 325 | 202 | 367 | |||
| 25 Oct | 24180.80 | 14.5 | -1.45 | - | 112 | 43 | 165 | |||
| 24 Oct | 24399.40 | 15.95 | -2.05 | - | 124 | 103 | 122 | |||
| 23 Oct | 24435.50 | 18 | -18.70 | - | 4 | 1 | 19 | |||
| 22 Oct | 24472.10 | 36.7 | -6.85 | - | 8 | 7 | 18 | |||
| 21 Oct | 24781.10 | 43.55 | -24.45 | - | 13 | 10 | 11 | |||
| 18 Oct | 24854.05 | 68 | - | 2 | 1 | 1 | ||||
For Nifty - strike price 26100 expiring on 21NOV2024
Delta for 26100 CE is -
Historical price for 26100 CE is as follows
On 21 Nov NIFTY was trading at 23342.35. The strike last trading price was 0.05, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by 5798 which increased total open position to 13853
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 0.35, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by -1549 which decreased total open position to 8055
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 0.6, which was -0.70 lower than the previous day. The implied volatity was 40.94, the open interest changed by 5180 which increased total open position to 9604
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1.3, which was -0.85 lower than the previous day. The implied volatity was 27.68, the open interest changed by 3853 which increased total open position to 4424
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 2.15, which was -0.85 lower than the previous day. The implied volatity was 26.86, the open interest changed by 140 which increased total open position to 571
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 3, which was 0.55 higher than the previous day. The implied volatity was 23.88, the open interest changed by 38 which increased total open position to 431
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 2.45, which was -1.05 lower than the previous day. The implied volatity was 19.44, the open interest changed by -32 which decreased total open position to 393
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 3.5, which was -1.35 lower than the previous day. The implied volatity was 17.75, the open interest changed by 3 which increased total open position to 425
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 4.85, which was -2.75 lower than the previous day. The implied volatity was 17.16, the open interest changed by -59 which decreased total open position to 422
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 7.6, which was 0.60 higher than the previous day. The implied volatity was 15.10, the open interest changed by 59 which increased total open position to 481
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 7, which was -1.35 lower than the previous day. The implied volatity was 16.81, the open interest changed by 12 which increased total open position to 422
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 8.35, which was -1.15 lower than the previous day. The implied volatity was 18.42, the open interest changed by 15 which increased total open position to 410
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 9.5, which was -2.85 lower than the previous day. The implied volatity was 14.86, the open interest changed by 4 which increased total open position to 395
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 12.35, 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 12.35, which was -0.85 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 13.2, which was 2.15 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 11.05, which was -3.45 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 14.5, which was -1.45 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 15.95, which was -2.05 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 18, which was -18.70 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 36.7, which was -6.85 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 43.55, which was -24.45 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 26100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23342.35 | 2785 | 247.70 | - | 47 | 58 | 58 |
| 19 Nov | 23518.50 | 2537.3 | 0.00 | 0.00 | 0 | 55 | 0 |
| 18 Nov | 23453.80 | 2537.3 | 0.00 | 0.00 | 0 | 55 | 0 |
| 14 Nov | 23532.70 | 2537.3 | 202.30 | 47.31 | 56 | 55 | 82 |
| 13 Nov | 23559.05 | 2335 | 170.10 | - | 28 | 27 | 27 |
| 12 Nov | 23883.45 | 2164.9 | 870.75 | - | 2 | 0 | 0 |
| 11 Nov | 24141.30 | 1294.15 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 24148.20 | 1294.15 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 24199.35 | 1294.15 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 24484.05 | 1294.15 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 1294.15 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 1294.15 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 1294.15 | 1294.15 | - | 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 26100 expiring on 21NOV2024
Delta for 26100 PE is -
Historical price for 26100 PE is as follows
On 21 Nov NIFTY was trading at 23342.35. The strike last trading price was 2785, which was 247.70 higher than the previous day. The implied volatity was -, the open interest changed by 58 which increased total open position to 58
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 2537.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 55 which increased total open position to 0
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 2537.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 55 which increased total open position to 0
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 2537.3, which was 202.30 higher than the previous day. The implied volatity was 47.31, the open interest changed by 55 which increased total open position to 82
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 2335, which was 170.10 higher than the previous day. The implied volatity was -, the open interest changed by 27 which increased total open position to 27
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 2164.9, which was 870.75 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 1294.15, 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 1294.15, 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 1294.15, 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 1294.15, 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 1294.15, 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 1294.15, 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 1294.15, which was 1294.15 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
