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[--[65.84.65.76]--]
NIFTY
Nifty

24276.05 144.95 (0.60%)

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Historical option data for NIFTY

02 Dec 2024 04:11 PM IST
NIFTY 05DEC2024 26150 CE
Delta: 0.00
Vega: 0.19
Theta: -0.96
Gamma: 0.00
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
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
Delta: -
Vega: -
Theta: -
Gamma: -
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