NIFTY
Nifty
Historical option data for NIFTY
12 Nov 2024 04:11 PM IST
NIFTY 14NOV2024 26200 CE | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Delta: 0.00
Vega: 0.20
Theta: -2.35
Gamma: 0.00
|
||||||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Nov | 23883.45 | 0.95 | 0.00 | 47.10 | 76,997 | -3,114 | 17,804 | |||
11 Nov | 24141.30 | 0.95 | -0.30 | 34.01 | 64,123 | -31 | 20,918 | |||
8 Nov | 24148.20 | 1.25 | -0.90 | 24.66 | 44,109 | 2,160 | 20,949 | |||
7 Nov | 24199.35 | 2.15 | 0.25 | 23.30 | 72,273 | 11,123 | 18,789 | |||
6 Nov | 24484.05 | 1.9 | -0.30 | 18.41 | 15,294 | 1,058 | 7,666 | |||
5 Nov | 24213.30 | 2.2 | -0.35 | 20.48 | 8,240 | 153 | 6,608 | |||
4 Nov | 23995.35 | 2.55 | -1.05 | 21.63 | 18,210 | 5,846 | 6,455 | |||
1 Nov | 24304.35 | 3.6 | -1.15 | 17.12 | 282 | 12 | 609 | |||
31 Oct | 24205.35 | 4.75 | -0.20 | - | 762 | -233 | 597 | |||
30 Oct | 24340.85 | 4.95 | -0.85 | - | 458 | -67 | 830 | |||
29 Oct | 24466.85 | 5.8 | 0.55 | - | 553 | 2 | 897 | |||
28 Oct | 24339.15 | 5.25 | -2.55 | - | 1,870 | 692 | 895 | |||
25 Oct | 24180.80 | 7.8 | -1.30 | - | 265 | 7 | 203 | |||
|
||||||||||
24 Oct | 24399.40 | 9.1 | -3.40 | - | 134 | -12 | 196 | |||
23 Oct | 24435.50 | 12.5 | -4.25 | - | 71 | 15 | 208 | |||
22 Oct | 24472.10 | 16.75 | -6.55 | - | 297 | 127 | 193 | |||
21 Oct | 24781.10 | 23.3 | -5.20 | - | 33 | 9 | 66 | |||
18 Oct | 24854.05 | 28.5 | -7.70 | - | 59 | 47 | 57 | |||
17 Oct | 24749.85 | 36.2 | -125.20 | - | 24 | 10 | 10 | |||
16 Oct | 24971.30 | 161.4 | 0.00 | - | 0 | 0 | 0 | |||
15 Oct | 25057.35 | 161.4 | 0.00 | - | 0 | 0 | 0 | |||
14 Oct | 25127.95 | 161.4 | 0.00 | - | 0 | 0 | 0 | |||
11 Oct | 24964.25 | 161.4 | - | 0 | 0 | 0 |
For Nifty - strike price 26200 expiring on 14NOV2024
Delta for 26200 CE is 0.00
Historical price for 26200 CE is as follows
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 0.95, which was 0.00 lower than the previous day. The implied volatity was 47.10, the open interest changed by -3114 which decreased total open position to 17804
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 0.95, which was -0.30 lower than the previous day. The implied volatity was 34.01, the open interest changed by -31 which decreased total open position to 20918
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 1.25, which was -0.90 lower than the previous day. The implied volatity was 24.66, the open interest changed by 2160 which increased total open position to 20949
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 2.15, which was 0.25 higher than the previous day. The implied volatity was 23.30, the open interest changed by 11123 which increased total open position to 18789
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 1.9, which was -0.30 lower than the previous day. The implied volatity was 18.41, the open interest changed by 1058 which increased total open position to 7666
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 2.2, which was -0.35 lower than the previous day. The implied volatity was 20.48, the open interest changed by 153 which increased total open position to 6608
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 2.55, which was -1.05 lower than the previous day. The implied volatity was 21.63, the open interest changed by 5846 which increased total open position to 6455
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 3.6, which was -1.15 lower than the previous day. The implied volatity was 17.12, the open interest changed by 12 which increased total open position to 609
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 4.75, 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 4.95, 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 5.8, 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 28 Oct NIFTY was trading at 24339.15. The strike last trading price was 5.25, which was -2.55 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 7.8, which was -1.30 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 9.1, which was -3.40 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 12.5, which was -4.25 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 16.75, which was -6.55 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 23.3, which was -5.20 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 28.5, which was -7.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 36.2, which was -125.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct NIFTY was trading at 24971.30. The strike last trading price was 161.4, 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 15 Oct NIFTY was trading at 25057.35. The strike last trading price was 161.4, 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 14 Oct NIFTY was trading at 25127.95. The strike last trading price was 161.4, 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 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 161.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
NIFTY 14NOV2024 26200 PE | |||||||
---|---|---|---|---|---|---|---|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Nov | 23883.45 | 2221.65 | 231.65 | - | 11 | 149 | 149 |
11 Nov | 24141.30 | 1990 | 0.00 | 0.00 | 0 | 8 | 0 |
8 Nov | 24148.20 | 1990 | 17.20 | - | 1 | 8 | 147 |
7 Nov | 24199.35 | 1972.8 | -285.95 | 31.91 | 74 | 139 | 139 |
6 Nov | 24484.05 | 2258.75 | 0.00 | 0.00 | 0 | 12 | 0 |
5 Nov | 24213.30 | 2258.75 | 48.40 | 63.96 | 8 | 12 | 84 |
4 Nov | 23995.35 | 2210.35 | 1029.65 | 39.33 | 80 | 72 | 72 |
1 Nov | 24304.35 | 1180.7 | 0.00 | - | 0 | 0 | 0 |
31 Oct | 24205.35 | 1180.7 | 0.00 | - | 0 | 0 | 0 |
30 Oct | 24340.85 | 1180.7 | 0.00 | - | 0 | 0 | 0 |
29 Oct | 24466.85 | 1180.7 | 0.00 | - | 0 | 0 | 0 |
28 Oct | 24339.15 | 1180.7 | 0.00 | - | 0 | 0 | 0 |
25 Oct | 24180.80 | 1180.7 | 1180.70 | - | 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 | 0.00 | - | 0 | 0 | 0 |
17 Oct | 24749.85 | 0 | 0.00 | - | 0 | 0 | 0 |
16 Oct | 24971.30 | 0 | 0.00 | - | 0 | 0 | 0 |
15 Oct | 25057.35 | 0 | 0.00 | - | 0 | 0 | 0 |
14 Oct | 25127.95 | 0 | 0.00 | - | 0 | 0 | 0 |
11 Oct | 24964.25 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 26200 expiring on 14NOV2024
Delta for 26200 PE is -
Historical price for 26200 PE is as follows
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 2221.65, which was 231.65 higher than the previous day. The implied volatity was -, the open interest changed by 149 which increased total open position to 149
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 1990, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 1990, which was 17.20 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 147
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 1972.8, which was -285.95 lower than the previous day. The implied volatity was 31.91, the open interest changed by 139 which increased total open position to 139
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 2258.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 12 which increased total open position to 0
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 2258.75, which was 48.40 higher than the previous day. The implied volatity was 63.96, the open interest changed by 12 which increased total open position to 84
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 2210.35, which was 1029.65 higher than the previous day. The implied volatity was 39.33, the open interest changed by 72 which increased total open position to 72
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 1180.7, 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 1180.7, 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 1180.7, 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 1180.7, 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 1180.7, 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 1180.7, which was 1180.70 higher 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct NIFTY was trading at 24749.85. 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 16 Oct NIFTY was trading at 24971.30. 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 which decreased total open position to
On 15 Oct NIFTY was trading at 25057.35. 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 14 Oct NIFTY was trading at 25127.95. 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 11 Oct NIFTY was trading at 24964.25. 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