NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 03:41 PM IST
| NIFTY 21NOV2024 26300 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 | -0.45 | - | 3,37,066 | -1,379 | 17,301 | |||
| 19 Nov | 23518.50 | 0.5 | -0.15 | - | 39,864 | 7,891 | 18,680 | |||
| 18 Nov | 23453.80 | 0.65 | -0.55 | 43.93 | 45,552 | 6,198 | 10,789 | |||
| 14 Nov | 23532.70 | 1.2 | -1.00 | 29.30 | 10,819 | 4,237 | 4,591 | |||
| 13 Nov | 23559.05 | 2.2 | -0.55 | 28.79 | 1,341 | -127 | 354 | |||
| 12 Nov | 23883.45 | 2.75 | 0.45 | 25.44 | 1,146 | -24 | 481 | |||
| 11 Nov | 24141.30 | 2.3 | -0.75 | 20.97 | 1,540 | 238 | 505 | |||
| 8 Nov | 24148.20 | 3.05 | -1.40 | 18.99 | 483 | 86 | 267 | |||
| 7 Nov | 24199.35 | 4.45 | -1.60 | 18.47 | 205 | 17 | 181 | |||
| 6 Nov | 24484.05 | 6.05 | 0.55 | 16.12 | 66 | 29 | 164 | |||
| 5 Nov | 24213.30 | 5.5 | -1.40 | 17.67 | 130 | 49 | 135 | |||
| 4 Nov | 23995.35 | 6.9 | -0.70 | 19.32 | 96 | 69 | 86 | |||
| 1 Nov | 24304.35 | 7.6 | 1.00 | 15.70 | 1 | 0 | 17 | |||
| 31 Oct | 24205.35 | 6.6 | -2.35 | - | 9 | 0 | 17 | |||
| 30 Oct | 24340.85 | 8.95 | 0.00 | - | 4 | 2 | 17 | |||
| 29 Oct | 24466.85 | 8.95 | 1.75 | - | 9 | 3 | 15 | |||
| 28 Oct | 24339.15 | 7.2 | -8.35 | - | 25 | 12 | 12 | |||
| 25 Oct | 24180.80 | 15.55 | 0.00 | - | 0 | 1 | 0 | |||
| 24 Oct | 24399.40 | 15.55 | -3.45 | - | 1 | 1 | 1 | |||
| 23 Oct | 24435.50 | 19 | -75.70 | - | 1 | 0 | 0 | |||
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| 22 Oct | 24472.10 | 94.7 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 24781.10 | 94.7 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 24854.05 | 94.7 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 26300 expiring on 21NOV2024
Delta for 26300 CE is -
Historical price for 26300 CE is as follows
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 0.05, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by -1379 which decreased total open position to 17301
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 7891 which increased total open position to 18680
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 0.65, which was -0.55 lower than the previous day. The implied volatity was 43.93, the open interest changed by 6198 which increased total open position to 10789
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1.2, which was -1.00 lower than the previous day. The implied volatity was 29.30, the open interest changed by 4237 which increased total open position to 4591
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 2.2, which was -0.55 lower than the previous day. The implied volatity was 28.79, the open interest changed by -127 which decreased total open position to 354
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 2.75, which was 0.45 higher than the previous day. The implied volatity was 25.44, the open interest changed by -24 which decreased total open position to 481
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 2.3, which was -0.75 lower than the previous day. The implied volatity was 20.97, the open interest changed by 238 which increased total open position to 505
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 3.05, which was -1.40 lower than the previous day. The implied volatity was 18.99, the open interest changed by 86 which increased total open position to 267
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 4.45, which was -1.60 lower than the previous day. The implied volatity was 18.47, the open interest changed by 17 which increased total open position to 181
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 6.05, which was 0.55 higher than the previous day. The implied volatity was 16.12, the open interest changed by 29 which increased total open position to 164
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 5.5, which was -1.40 lower than the previous day. The implied volatity was 17.67, the open interest changed by 49 which increased total open position to 135
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 6.9, which was -0.70 lower than the previous day. The implied volatity was 19.32, the open interest changed by 69 which increased total open position to 86
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 7.6, which was 1.00 higher than the previous day. The implied volatity was 15.70, the open interest changed by 0 which decreased total open position to 17
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 6.6, which was -2.35 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 8.95, 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 8.95, which was 1.75 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 7.2, which was -8.35 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 15.55, 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 15.55, which was -3.45 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 19, which was -75.70 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 94.7, 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 21 Oct NIFTY was trading at 24781.10. The strike last trading price was 94.7, 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 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 94.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 21NOV2024 26300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23349.90 | 2973.35 | 153.30 | - | 8 | 11 | 11 |
| 19 Nov | 23518.50 | 2820.05 | 0.00 | 0.00 | 0 | 8 | 0 |
| 18 Nov | 23453.80 | 2820.05 | 101.15 | - | 11 | 8 | 13 |
| 14 Nov | 23532.70 | 2718.9 | 365.05 | 44.97 | 1 | 5 | 5 |
| 13 Nov | 23559.05 | 2353.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 23883.45 | 2353.85 | 891.95 | - | 5 | 0 | 0 |
| 11 Nov | 24141.30 | 1461.9 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 24148.20 | 1461.9 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 24199.35 | 1461.9 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 24484.05 | 1461.9 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 1461.9 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 1461.9 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 1461.9 | 1461.90 | - | 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 26300 expiring on 21NOV2024
Delta for 26300 PE is -
Historical price for 26300 PE is as follows
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 2973.35, which was 153.30 higher than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 11
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 2820.05, 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 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 2820.05, which was 101.15 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 13
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 2718.9, which was 365.05 higher than the previous day. The implied volatity was 44.97, the open interest changed by 5 which increased total open position to 5
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 2353.85, 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 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 2353.85, which was 891.95 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 1461.9, 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 1461.9, 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 1461.9, 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 1461.9, 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 1461.9, 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 1461.9, 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 1461.9, which was 1461.90 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
