NIFTY
Nifty
Historical option data for NIFTY
02 Dec 2024 04:11 PM IST
| NIFTY 05DEC2024 26150 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.19
Theta: -0.96
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 2 Dec | 24276.05 | 0.55 | -0.25 | 29.23 | 75,170 | 7,387 | 33,926 | |||
| 29 Nov | 24131.10 | 0.8 | -0.85 | 22.90 | 1,06,510 | 17,955 | 26,539 | |||
| 28 Nov | 23914.15 | 1.65 | 0.20 | 24.63 | 19,983 | 7,813 | 8,584 | |||
| 27 Nov | 24274.90 | 1.45 | -0.95 | 19.46 | 780 | 183 | 771 | |||
| 26 Nov | 24194.50 | 2.4 | -0.55 | 20.27 | 658 | 131 | 588 | |||
| 25 Nov | 24221.90 | 2.95 | 0.95 | 19.10 | 895 | 171 | 457 | |||
| 22 Nov | 23907.25 | 2 | -0.55 | 18.83 | 215 | 62 | 286 | |||
| 21 Nov | 23349.90 | 2.55 | -0.85 | 22.81 | 370 | -81 | 224 | |||
| 19 Nov | 23518.50 | 3.4 | 0.20 | 20.81 | 60 | 29 | 305 | |||
| 18 Nov | 23453.80 | 3.2 | -3.80 | 20.26 | 1,794 | -324 | 276 | |||
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| 14 Nov | 23532.70 | 7 | -1.80 | 19.39 | 3 | 5 | 600 | |||
| 13 Nov | 23559.05 | 8.8 | -1.45 | 19.23 | 23 | -6 | 595 | |||
| 12 Nov | 23883.45 | 10.25 | -0.75 | 17.49 | 539 | 454 | 601 | |||
| 11 Nov | 24141.30 | 11 | -0.80 | 15.25 | 41 | 18 | 147 | |||
| 8 Nov | 24148.20 | 11.8 | -6.70 | 14.51 | 26 | 9 | 129 | |||
| 7 Nov | 24199.35 | 18.5 | -5.50 | 14.82 | 49 | 22 | 120 | |||
| 6 Nov | 24484.05 | 24 | 1.10 | 13.13 | 18 | -6 | 98 | |||
| 5 Nov | 24213.30 | 22.9 | -1.05 | 14.82 | 21 | 10 | 104 | |||
| 4 Nov | 23995.35 | 23.95 | -6.55 | 16.12 | 32 | 94 | 94 | |||
| 31 Oct | 24205.35 | 30.5 | -8.35 | - | 14 | 9 | 68 | |||
| 30 Oct | 24340.85 | 38.85 | 10.00 | - | 59 | 58 | 59 | |||
| 29 Oct | 24466.85 | 28.85 | - | 3 | 1 | 1 | ||||
For Nifty - strike price 26150 expiring on 05DEC2024
Delta for 26150 CE is 0.00
Historical price for 26150 CE is as follows
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 0.55, which was -0.25 lower than the previous day. The implied volatity was 29.23, the open interest changed by 7387 which increased total open position to 33926
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 0.8, which was -0.85 lower than the previous day. The implied volatity was 22.90, the open interest changed by 17955 which increased total open position to 26539
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 1.65, which was 0.20 higher than the previous day. The implied volatity was 24.63, the open interest changed by 7813 which increased total open position to 8584
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 1.45, which was -0.95 lower than the previous day. The implied volatity was 19.46, the open interest changed by 183 which increased total open position to 771
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 2.4, which was -0.55 lower than the previous day. The implied volatity was 20.27, the open interest changed by 131 which increased total open position to 588
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 2.95, which was 0.95 higher than the previous day. The implied volatity was 19.10, the open interest changed by 171 which increased total open position to 457
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 2, which was -0.55 lower than the previous day. The implied volatity was 18.83, the open interest changed by 62 which increased total open position to 286
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 2.55, which was -0.85 lower than the previous day. The implied volatity was 22.81, the open interest changed by -81 which decreased total open position to 224
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 3.4, which was 0.20 higher than the previous day. The implied volatity was 20.81, the open interest changed by 29 which increased total open position to 305
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 3.2, which was -3.80 lower than the previous day. The implied volatity was 20.26, the open interest changed by -324 which decreased total open position to 276
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 7, which was -1.80 lower than the previous day. The implied volatity was 19.39, the open interest changed by 5 which increased total open position to 600
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 8.8, which was -1.45 lower than the previous day. The implied volatity was 19.23, the open interest changed by -6 which decreased total open position to 595
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 10.25, which was -0.75 lower than the previous day. The implied volatity was 17.49, the open interest changed by 454 which increased total open position to 601
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 11, which was -0.80 lower than the previous day. The implied volatity was 15.25, the open interest changed by 18 which increased total open position to 147
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 11.8, which was -6.70 lower than the previous day. The implied volatity was 14.51, the open interest changed by 9 which increased total open position to 129
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 18.5, which was -5.50 lower than the previous day. The implied volatity was 14.82, the open interest changed by 22 which increased total open position to 120
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 24, which was 1.10 higher than the previous day. The implied volatity was 13.13, the open interest changed by -6 which decreased total open position to 98
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 22.9, which was -1.05 lower than the previous day. The implied volatity was 14.82, the open interest changed by 10 which increased total open position to 104
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 23.95, which was -6.55 lower than the previous day. The implied volatity was 16.12, the open interest changed by 94 which increased total open position to 94
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 30.5, which was -8.35 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 38.85, which was 10.00 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 28.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 05DEC2024 26150 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 2 Dec | 24276.05 | 1626.9 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 24131.10 | 1626.9 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 23914.15 | 1626.9 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 24274.90 | 1626.9 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 24194.50 | 1626.9 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 24221.90 | 1626.9 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 23907.25 | 1626.9 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 23349.90 | 1626.9 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 23518.50 | 1626.9 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 23453.80 | 1626.9 | 1626.90 | - | 0 | 0 | 0 |
| 14 Nov | 23532.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 23559.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 23883.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 24141.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 24148.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 24199.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 24484.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 0 | 0.00 | - | 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 | 0 | 0 | |
For Nifty - strike price 26150 expiring on 05DEC2024
Delta for 26150 PE is -
Historical price for 26150 PE is as follows
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 1626.9, 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 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 1626.9, 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 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 1626.9, 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 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 1626.9, 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 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 1626.9, 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 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 1626.9, 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 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 1626.9, 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 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 1626.9, 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 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1626.9, 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 1626.9, which was 1626.90 higher 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
