NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:53 PM IST
| NIFTY 21NOV2024 26200 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23338.35 | 0.05 | -0.50 | - | 1,89,924 | -2,698 | 20,297 | |||
| 19 Nov | 23518.50 | 0.55 | -0.10 | - | 78,302 | 7,408 | 22,995 | |||
| 18 Nov | 23453.80 | 0.65 | -0.60 | 42.59 | 56,554 | 13,631 | 15,587 | |||
| 14 Nov | 23532.70 | 1.25 | -1.00 | 28.53 | 7,979 | 1,097 | 1,956 | |||
| 13 Nov | 23559.05 | 2.25 | -0.65 | 27.97 | 3,320 | 585 | 859 | |||
| 12 Nov | 23883.45 | 2.9 | 0.45 | 24.69 | 264 | -9 | 274 | |||
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| 11 Nov | 24141.30 | 2.45 | -0.80 | 20.29 | 301 | -2 | 283 | |||
| 8 Nov | 24148.20 | 3.25 | -0.85 | 18.38 | 493 | 80 | 285 | |||
| 7 Nov | 24199.35 | 4.1 | -2.15 | 17.52 | 116 | -15 | 205 | |||
| 6 Nov | 24484.05 | 6.25 | -0.25 | 15.43 | 13 | 1 | 220 | |||
| 5 Nov | 24213.30 | 6.5 | -0.70 | 17.37 | 96 | 42 | 219 | |||
| 4 Nov | 23995.35 | 7.2 | -1.20 | 18.73 | 164 | 59 | 177 | |||
| 1 Nov | 24304.35 | 8.4 | -1.05 | 15.26 | 48 | 17 | 118 | |||
| 31 Oct | 24205.35 | 9.45 | -1.10 | - | 105 | 70 | 101 | |||
| 30 Oct | 24340.85 | 10.55 | -0.45 | - | 33 | -1 | 31 | |||
| 29 Oct | 24466.85 | 11 | 2.85 | - | 14 | -4 | 32 | |||
| 28 Oct | 24339.15 | 8.15 | -3.90 | - | 228 | -84 | 36 | |||
| 25 Oct | 24180.80 | 12.05 | -7.55 | - | 181 | 47 | 120 | |||
| 24 Oct | 24399.40 | 19.6 | -4.40 | - | 4 | 48 | 73 | |||
| 23 Oct | 24435.50 | 24 | -28.45 | - | 72 | 25 | 25 | |||
| 22 Oct | 24472.10 | 52.45 | -56.80 | - | 1 | 0 | 0 | |||
| 21 Oct | 24781.10 | 109.25 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 24854.05 | 109.25 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 26200 expiring on 21NOV2024
Delta for 26200 CE is -
Historical price for 26200 CE is as follows
On 21 Nov NIFTY was trading at 23338.35. The strike last trading price was 0.05, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by -2698 which decreased total open position to 20297
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 0.55, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 7408 which increased total open position to 22995
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 0.65, which was -0.60 lower than the previous day. The implied volatity was 42.59, the open interest changed by 13631 which increased total open position to 15587
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1.25, which was -1.00 lower than the previous day. The implied volatity was 28.53, the open interest changed by 1097 which increased total open position to 1956
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 2.25, which was -0.65 lower than the previous day. The implied volatity was 27.97, the open interest changed by 585 which increased total open position to 859
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 2.9, which was 0.45 higher than the previous day. The implied volatity was 24.69, the open interest changed by -9 which decreased total open position to 274
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 2.45, which was -0.80 lower than the previous day. The implied volatity was 20.29, the open interest changed by -2 which decreased total open position to 283
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 3.25, which was -0.85 lower than the previous day. The implied volatity was 18.38, the open interest changed by 80 which increased total open position to 285
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 4.1, which was -2.15 lower than the previous day. The implied volatity was 17.52, the open interest changed by -15 which decreased total open position to 205
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 6.25, which was -0.25 lower than the previous day. The implied volatity was 15.43, the open interest changed by 1 which increased total open position to 220
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 6.5, which was -0.70 lower than the previous day. The implied volatity was 17.37, the open interest changed by 42 which increased total open position to 219
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 7.2, which was -1.20 lower than the previous day. The implied volatity was 18.73, the open interest changed by 59 which increased total open position to 177
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 8.4, which was -1.05 lower than the previous day. The implied volatity was 15.26, the open interest changed by 17 which increased total open position to 118
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 9.45, which was -1.10 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 10.55, which was -0.45 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, which was 2.85 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 8.15, which was -3.90 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 12.05, which was -7.55 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 19.6, which was -4.40 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 24, which was -28.45 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 52.45, which was -56.80 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 109.25, 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 109.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 21NOV2024 26200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23338.35 | 2880 | 130.00 | - | 24 | 87 | 87 |
| 19 Nov | 23518.50 | 2750 | 0.00 | 0.00 | 0 | 23 | 0 |
| 18 Nov | 23453.80 | 2750 | 103.80 | - | 1 | 23 | 106 |
| 14 Nov | 23532.70 | 2646.2 | 112.35 | 50.78 | 51 | 14 | 83 |
| 13 Nov | 23559.05 | 2533.85 | 280.80 | - | 17 | 9 | 69 |
| 12 Nov | 23883.45 | 2253.05 | 243.05 | - | 3 | 60 | 60 |
| 11 Nov | 24141.30 | 2010 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 24148.20 | 2010 | 632.90 | 22.80 | 60 | 0 | 0 |
| 7 Nov | 24199.35 | 1377.1 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 24484.05 | 1377.1 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 1377.1 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 1377.1 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 1377.1 | 1377.10 | - | 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 26200 expiring on 21NOV2024
Delta for 26200 PE is -
Historical price for 26200 PE is as follows
On 21 Nov NIFTY was trading at 23338.35. The strike last trading price was 2880, which was 130.00 higher than the previous day. The implied volatity was -, the open interest changed by 87 which increased total open position to 87
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 2750, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 23 which increased total open position to 0
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 2750, which was 103.80 higher than the previous day. The implied volatity was -, the open interest changed by 23 which increased total open position to 106
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 2646.2, which was 112.35 higher than the previous day. The implied volatity was 50.78, the open interest changed by 14 which increased total open position to 83
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 2533.85, which was 280.80 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 69
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 2253.05, which was 243.05 higher than the previous day. The implied volatity was -, the open interest changed by 60 which increased total open position to 60
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 2010, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 2010, which was 632.90 higher than the previous day. The implied volatity was 22.80, 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 1377.1, 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 1377.1, 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 1377.1, 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 1377.1, 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 1377.1, which was 1377.10 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
