NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 03:51 PM IST
| NIFTY 21NOV2024 26150 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23349.90 | 0.05 | -0.55 | - | 1,08,640 | -3,458 | 7,006 | |||
| 19 Nov | 23518.50 | 0.6 | 0.00 | - | 24,800 | 9,637 | 10,464 | |||
| 18 Nov | 23453.80 | 0.6 | -0.80 | 41.65 | 2,337 | 176 | 827 | |||
| 14 Nov | 23532.70 | 1.4 | -0.85 | 28.41 | 1,613 | 304 | 651 | |||
| 13 Nov | 23559.05 | 2.25 | -0.50 | 27.55 | 630 | 65 | 347 | |||
| 12 Nov | 23883.45 | 2.75 | 0.40 | 24.10 | 96 | 48 | 282 | |||
| 11 Nov | 24141.30 | 2.35 | -1.00 | 19.78 | 240 | 39 | 234 | |||
| 8 Nov | 24148.20 | 3.35 | -1.40 | 18.07 | 168 | 67 | 195 | |||
| 7 Nov | 24199.35 | 4.75 | -1.30 | 17.49 | 50 | -5 | 128 | |||
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| 6 Nov | 24484.05 | 6.05 | -0.45 | 14.96 | 392 | 79 | 133 | |||
| 5 Nov | 24213.30 | 6.5 | -1.95 | 16.99 | 39 | 29 | 54 | |||
| 4 Nov | 23995.35 | 8.45 | -2.10 | 18.82 | 21 | 25 | 25 | |||
| 1 Nov | 24304.35 | 10.55 | 0.00 | 0.00 | 0 | 6 | 0 | |||
| 31 Oct | 24205.35 | 10.55 | 0.55 | - | 16 | 6 | 18 | |||
| 30 Oct | 24340.85 | 10 | -1.65 | - | 2 | 12 | 12 | |||
| 29 Oct | 24466.85 | 11.65 | 0.00 | - | 0 | 7 | 0 | |||
| 28 Oct | 24339.15 | 11.65 | -0.35 | - | 17 | 7 | 11 | |||
| 25 Oct | 24180.80 | 12 | -0.50 | - | 1 | 0 | 4 | |||
| 24 Oct | 24399.40 | 12.5 | -5.50 | - | 5 | 1 | 4 | |||
| 23 Oct | 24435.50 | 18 | -99.15 | - | 7 | 3 | 3 | |||
| 22 Oct | 24472.10 | 117.15 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 24781.10 | 117.15 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 24854.05 | 117.15 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 26150 expiring on 21NOV2024
Delta for 26150 CE is -
Historical price for 26150 CE is as follows
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 0.05, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by -3458 which decreased total open position to 7006
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 9637 which increased total open position to 10464
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 0.6, which was -0.80 lower than the previous day. The implied volatity was 41.65, the open interest changed by 176 which increased total open position to 827
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1.4, which was -0.85 lower than the previous day. The implied volatity was 28.41, the open interest changed by 304 which increased total open position to 651
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 2.25, which was -0.50 lower than the previous day. The implied volatity was 27.55, the open interest changed by 65 which increased total open position to 347
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 2.75, which was 0.40 higher than the previous day. The implied volatity was 24.10, the open interest changed by 48 which increased total open position to 282
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 2.35, which was -1.00 lower than the previous day. The implied volatity was 19.78, the open interest changed by 39 which increased total open position to 234
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 3.35, which was -1.40 lower than the previous day. The implied volatity was 18.07, the open interest changed by 67 which increased total open position to 195
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 4.75, which was -1.30 lower than the previous day. The implied volatity was 17.49, the open interest changed by -5 which decreased total open position to 128
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 6.05, which was -0.45 lower than the previous day. The implied volatity was 14.96, the open interest changed by 79 which increased total open position to 133
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 6.5, which was -1.95 lower than the previous day. The implied volatity was 16.99, the open interest changed by 29 which increased total open position to 54
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 8.45, which was -2.10 lower than the previous day. The implied volatity was 18.82, the open interest changed by 25 which increased total open position to 25
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 10.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 10.55, which was 0.55 higher 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 10, which was -1.65 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 11.65, 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 11.65, which was -0.35 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 12, which was -0.50 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 12.5, which was -5.50 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 -99.15 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 117.15, 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 117.15, 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 117.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 21NOV2024 26150 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23349.90 | 2416.3 | 0.00 | 0.00 | 0 | 4 | 0 |
| 19 Nov | 23518.50 | 2416.3 | 0.00 | 0.00 | 0 | 4 | 0 |
| 18 Nov | 23453.80 | 2416.3 | 0.00 | 0.00 | 0 | 4 | 0 |
| 14 Nov | 23532.70 | 2416.3 | 0.00 | 0.00 | 0 | 4 | 0 |
| 13 Nov | 23559.05 | 2416.3 | 213.10 | - | 8 | 4 | 4 |
| 12 Nov | 23883.45 | 2203.2 | 867.80 | - | 3 | 0 | 0 |
| 11 Nov | 24141.30 | 1335.4 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 24148.20 | 1335.4 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 24199.35 | 1335.4 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 24484.05 | 1335.4 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 1335.4 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 1335.4 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 1335.4 | 1335.40 | - | 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 26150 expiring on 21NOV2024
Delta for 26150 PE is 0.00
Historical price for 26150 PE is as follows
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 2416.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 2416.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 2416.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 2416.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 2416.3, which was 213.10 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 2203.2, which was 867.80 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 1335.4, 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 1335.4, 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 1335.4, 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 1335.4, 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 1335.4, 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 1335.4, 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 1335.4, which was 1335.40 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
