NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:26 PM IST
| NIFTY 21NOV2024 26250 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23341.60 | 0.1 | -0.55 | - | 1,68,522 | -5,405 | 5,295 | |||
| 19 Nov | 23518.50 | 0.65 | 0.05 | - | 21,297 | 9,784 | 10,700 | |||
| 18 Nov | 23453.80 | 0.6 | -0.65 | 42.97 | 2,367 | 268 | 916 | |||
| 14 Nov | 23532.70 | 1.25 | -0.90 | 29.00 | 2,447 | 518 | 648 | |||
| 13 Nov | 23559.05 | 2.15 | -0.35 | 28.28 | 484 | -5 | 130 | |||
| 12 Nov | 23883.45 | 2.5 | 0.10 | 24.70 | 107 | 26 | 135 | |||
| 11 Nov | 24141.30 | 2.4 | -0.90 | 20.68 | 124 | 30 | 109 | |||
| 8 Nov | 24148.20 | 3.3 | -0.95 | 18.80 | 66 | 63 | 79 | |||
| 7 Nov | 24199.35 | 4.25 | -2.40 | 17.98 | 5 | 3 | 16 | |||
| 6 Nov | 24484.05 | 6.65 | -20.00 | 15.93 | 12 | 13 | 13 | |||
| 5 Nov | 24213.30 | 26.65 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 4 Nov | 23995.35 | 26.65 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 1 Nov | 24304.35 | 26.65 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 31 Oct | 24205.35 | 26.65 | 0.00 | - | 0 | 1 | 0 | |||
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| 30 Oct | 24340.85 | 26.65 | 0.00 | - | 0 | 1 | 0 | |||
| 29 Oct | 24466.85 | 26.65 | 0.00 | - | 0 | 1 | 0 | |||
| 28 Oct | 24339.15 | 26.65 | 0.00 | - | 0 | 1 | 0 | |||
| 25 Oct | 24180.80 | 26.65 | 0.00 | - | 0 | 1 | 0 | |||
| 24 Oct | 24399.40 | 26.65 | 0.00 | - | 0 | 1 | 0 | |||
| 23 Oct | 24435.50 | 26.65 | 0.00 | - | 0 | 1 | 0 | |||
| 22 Oct | 24472.10 | 26.65 | -75.10 | - | 8 | 1 | 1 | |||
| 21 Oct | 24781.10 | 101.75 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 24854.05 | 101.75 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 26250 expiring on 21NOV2024
Delta for 26250 CE is -
Historical price for 26250 CE is as follows
On 21 Nov NIFTY was trading at 23341.60. The strike last trading price was 0.1, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by -5405 which decreased total open position to 5295
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 0.65, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 9784 which increased total open position to 10700
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 0.6, which was -0.65 lower than the previous day. The implied volatity was 42.97, the open interest changed by 268 which increased total open position to 916
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1.25, which was -0.90 lower than the previous day. The implied volatity was 29.00, the open interest changed by 518 which increased total open position to 648
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 2.15, which was -0.35 lower than the previous day. The implied volatity was 28.28, the open interest changed by -5 which decreased total open position to 130
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 2.5, which was 0.10 higher than the previous day. The implied volatity was 24.70, the open interest changed by 26 which increased total open position to 135
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 2.4, which was -0.90 lower than the previous day. The implied volatity was 20.68, the open interest changed by 30 which increased total open position to 109
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 3.3, which was -0.95 lower than the previous day. The implied volatity was 18.80, the open interest changed by 63 which increased total open position to 79
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 4.25, which was -2.40 lower than the previous day. The implied volatity was 17.98, the open interest changed by 3 which increased total open position to 16
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 6.65, which was -20.00 lower than the previous day. The implied volatity was 15.93, the open interest changed by 13 which increased total open position to 13
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 26.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 26.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 26.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 26.65, 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 30 Oct NIFTY was trading at 24340.85. The strike last trading price was 26.65, 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 29 Oct NIFTY was trading at 24466.85. The strike last trading price was 26.65, 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 26.65, 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 25 Oct NIFTY was trading at 24180.80. The strike last trading price was 26.65, 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 24 Oct NIFTY was trading at 24399.40. The strike last trading price was 26.65, 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 23 Oct NIFTY was trading at 24435.50. The strike last trading price was 26.65, 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 22 Oct NIFTY was trading at 24472.10. The strike last trading price was 26.65, which was -75.10 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 101.75, 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 101.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 21NOV2024 26250 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 | 23341.60 | 2674.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 23518.50 | 2674.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 23453.80 | 2674.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 23532.70 | 2674.9 | 102.40 | 46.99 | 1 | 0 | 62 |
| 13 Nov | 23559.05 | 2572.5 | 321.20 | - | 8 | 2 | 62 |
| 12 Nov | 23883.45 | 2251.3 | 832.00 | - | 62 | 60 | 60 |
| 11 Nov | 24141.30 | 1419.3 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 24148.20 | 1419.3 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 24199.35 | 1419.3 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 24484.05 | 1419.3 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 1419.3 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 1419.3 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 1419.3 | 1419.30 | - | 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 26250 expiring on 21NOV2024
Delta for 26250 PE is 0.00
Historical price for 26250 PE is as follows
On 21 Nov NIFTY was trading at 23341.60. The strike last trading price was 2674.9, 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 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 2674.9, 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 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 2674.9, 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 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 2674.9, which was 102.40 higher than the previous day. The implied volatity was 46.99, the open interest changed by 0 which decreased total open position to 62
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 2572.5, which was 321.20 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 62
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 2251.3, which was 832.00 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 1419.3, 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 1419.3, 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 1419.3, 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 1419.3, 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 1419.3, 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 1419.3, 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 1419.3, which was 1419.30 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
