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[--[65.84.65.76]--]
NIFTY
Nifty

23883.45 -257.85 (-1.07%)

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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