NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:18 PM IST
| NIFTY 21NOV2024 26350 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23340.90 | 0.05 | -0.45 | - | 2,34,107 | 5,929 | 10,308 | |||
| 19 Nov | 23518.50 | 0.5 | -0.30 | - | 10,584 | 2,373 | 4,379 | |||
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| 18 Nov | 23453.80 | 0.8 | -0.60 | 45.53 | 4,253 | 368 | 2,006 | |||
| 14 Nov | 23532.70 | 1.4 | -1.00 | 30.28 | 7,085 | 335 | 1,638 | |||
| 13 Nov | 23559.05 | 2.4 | -0.30 | 29.51 | 2,374 | 1,238 | 1,303 | |||
| 12 Nov | 23883.45 | 2.7 | 0.00 | 25.78 | 3 | 1 | 65 | |||
| 11 Nov | 24141.30 | 2.7 | -0.30 | 21.83 | 9 | 7 | 64 | |||
| 8 Nov | 24148.20 | 3 | -2.00 | 19.32 | 76 | 57 | 57 | |||
| 7 Nov | 24199.35 | 5 | -83.05 | 19.16 | 1 | 0 | 0 | |||
| 6 Nov | 24484.05 | 88.05 | 0.00 | 7.92 | 0 | 0 | 0 | |||
| 5 Nov | 24213.30 | 88.05 | 0.00 | 8.86 | 0 | 0 | 0 | |||
| 4 Nov | 23995.35 | 88.05 | 0.00 | 9.41 | 0 | 0 | 0 | |||
| 1 Nov | 24304.35 | 88.05 | 0.00 | 7.59 | 0 | 0 | 0 | |||
| 31 Oct | 24205.35 | 88.05 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 24340.85 | 88.05 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 24466.85 | 88.05 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 24339.15 | 88.05 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 24180.80 | 88.05 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 24399.40 | 88.05 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 24435.50 | 88.05 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 24472.10 | 88.05 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 24781.10 | 88.05 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 24854.05 | 88.05 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 26350 expiring on 21NOV2024
Delta for 26350 CE is -
Historical price for 26350 CE is as follows
On 21 Nov NIFTY was trading at 23340.90. 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 5929 which increased total open position to 10308
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 0.5, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by 2373 which increased total open position to 4379
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 0.8, which was -0.60 lower than the previous day. The implied volatity was 45.53, the open interest changed by 368 which increased total open position to 2006
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1.4, which was -1.00 lower than the previous day. The implied volatity was 30.28, the open interest changed by 335 which increased total open position to 1638
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 2.4, which was -0.30 lower than the previous day. The implied volatity was 29.51, the open interest changed by 1238 which increased total open position to 1303
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 2.7, which was 0.00 lower than the previous day. The implied volatity was 25.78, the open interest changed by 1 which increased total open position to 65
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 2.7, which was -0.30 lower than the previous day. The implied volatity was 21.83, the open interest changed by 7 which increased total open position to 64
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 3, which was -2.00 lower than the previous day. The implied volatity was 19.32, the open interest changed by 57 which increased total open position to 57
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 5, which was -83.05 lower than the previous day. The implied volatity was 19.16, 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 88.05, which was 0.00 lower than the previous day. The implied volatity was 7.92, 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 88.05, which was 0.00 lower than the previous day. The implied volatity was 8.86, 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 88.05, which was 0.00 lower than the previous day. The implied volatity was 9.41, 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 88.05, which was 0.00 lower than the previous day. The implied volatity was 7.59, 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 88.05, 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 88.05, 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 88.05, 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 88.05, 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 88.05, 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 88.05, 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 88.05, 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 88.05, 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 88.05, 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 88.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 21NOV2024 26350 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 | 23340.90 | 2573.95 | 0.00 | 0.00 | 0 | 5 | 0 |
| 19 Nov | 23518.50 | 2573.95 | 0.00 | 0.00 | 0 | 5 | 0 |
| 18 Nov | 23453.80 | 2573.95 | 0.00 | 0.00 | 0 | 5 | 0 |
| 14 Nov | 23532.70 | 2573.95 | 0.00 | 0.00 | 0 | 5 | 0 |
| 13 Nov | 23559.05 | 2573.95 | 170.40 | - | 8 | 5 | 5 |
| 12 Nov | 23883.45 | 2403.55 | 898.65 | - | 5 | 0 | 0 |
| 11 Nov | 24141.30 | 1504.9 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 24148.20 | 1504.9 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 24199.35 | 1504.9 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 24484.05 | 1504.9 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 1504.9 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 1504.9 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 1504.9 | 1504.90 | - | 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 26350 expiring on 21NOV2024
Delta for 26350 PE is 0.00
Historical price for 26350 PE is as follows
On 21 Nov NIFTY was trading at 23340.90. The strike last trading price was 2573.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 2573.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 2573.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 2573.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 2573.95, which was 170.40 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 5
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 2403.55, which was 898.65 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 1504.9, 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 1504.9, 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 1504.9, 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 1504.9, 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 1504.9, 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 1504.9, 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 1504.9, which was 1504.90 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
