NIFTY
Nifty
Historical option data for NIFTY
12 Nov 2024 04:11 PM IST
NIFTY 14NOV2024 26350 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Nov | 23883.45 | 1.7 | 0.85 | - | 5,890 | -644 | 18,147 | |||
11 Nov | 24141.30 | 0.85 | -0.65 | 35.69 | 10,786 | 305 | 18,791 | |||
8 Nov | 24148.20 | 1.5 | -0.80 | 26.70 | 35,872 | 1,176 | 18,486 | |||
7 Nov | 24199.35 | 2.3 | 0.25 | 24.99 | 47,759 | 17,168 | 17,310 | |||
6 Nov | 24484.05 | 2.05 | 0.00 | 20.01 | 604 | 7 | 142 | |||
5 Nov | 24213.30 | 2.05 | -0.65 | 21.65 | 73 | 22 | 135 | |||
4 Nov | 23995.35 | 2.7 | -0.60 | 22.97 | 165 | 112 | 113 | |||
1 Nov | 24304.35 | 3.3 | -79.05 | 18.09 | 2 | 1 | 1 | |||
31 Oct | 24205.35 | 82.35 | 0.00 | - | 0 | 0 | 0 | |||
30 Oct | 24340.85 | 82.35 | 0.00 | - | 0 | 0 | 0 | |||
29 Oct | 24466.85 | 82.35 | 0.00 | - | 0 | 0 | 0 | |||
28 Oct | 24339.15 | 82.35 | 0.00 | - | 0 | 0 | 0 | |||
25 Oct | 24180.80 | 82.35 | 0.00 | - | 0 | 0 | 0 | |||
24 Oct | 24399.40 | 82.35 | 0.00 | - | 0 | 0 | 0 | |||
23 Oct | 24435.50 | 82.35 | 0.00 | - | 0 | 0 | 0 | |||
22 Oct | 24472.10 | 82.35 | 0.00 | - | 0 | 0 | 0 | |||
21 Oct | 24781.10 | 82.35 | 0.00 | - | 0 | 0 | 0 | |||
18 Oct | 24854.05 | 82.35 | 0.00 | - | 0 | 0 | 0 | |||
17 Oct | 24749.85 | 82.35 | 0.00 | - | 0 | 0 | 0 | |||
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16 Oct | 24971.30 | 82.35 | 0.00 | - | 0 | 0 | 0 | |||
15 Oct | 25057.35 | 82.35 | -50.20 | - | 1 | 0 | 0 | |||
14 Oct | 25127.95 | 132.55 | 0.00 | - | 0 | 0 | 0 | |||
11 Oct | 24964.25 | 132.55 | - | 0 | 0 | 0 |
For Nifty - strike price 26350 expiring on 14NOV2024
Delta for 26350 CE is -
Historical price for 26350 CE is as follows
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1.7, which was 0.85 higher than the previous day. The implied volatity was -, the open interest changed by -644 which decreased total open position to 18147
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 0.85, which was -0.65 lower than the previous day. The implied volatity was 35.69, the open interest changed by 305 which increased total open position to 18791
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 1.5, which was -0.80 lower than the previous day. The implied volatity was 26.70, the open interest changed by 1176 which increased total open position to 18486
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 2.3, which was 0.25 higher than the previous day. The implied volatity was 24.99, the open interest changed by 17168 which increased total open position to 17310
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 2.05, which was 0.00 lower than the previous day. The implied volatity was 20.01, the open interest changed by 7 which increased total open position to 142
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 2.05, which was -0.65 lower than the previous day. The implied volatity was 21.65, the open interest changed by 22 which increased total open position to 135
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 2.7, which was -0.60 lower than the previous day. The implied volatity was 22.97, the open interest changed by 112 which increased total open position to 113
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 3.3, which was -79.05 lower than the previous day. The implied volatity was 18.09, the open interest changed by 1 which increased total open position to 1
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 82.35, 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 82.35, 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 82.35, 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 82.35, 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 82.35, 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 82.35, 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 82.35, 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 82.35, 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 82.35, 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 82.35, 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 82.35, 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 82.35, 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 82.35, which was -50.20 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 132.55, 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 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 132.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
NIFTY 14NOV2024 26350 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Nov | 23883.45 | 2414.75 | 574.75 | - | 11 | 71 | 71 |
11 Nov | 24141.30 | 1840 | 0.00 | 0.00 | 0 | 1 | 0 |
8 Nov | 24148.20 | 1840 | 0.00 | 0.00 | 0 | 1 | 0 |
7 Nov | 24199.35 | 1840 | 0.00 | 0.00 | 0 | 1 | 0 |
6 Nov | 24484.05 | 1840 | -280.00 | 32.86 | 1 | 1 | 74 |
5 Nov | 24213.30 | 2120 | -184.90 | 33.37 | 9 | 6 | 73 |
4 Nov | 23995.35 | 2304.9 | 1004.10 | 29.88 | 73 | 67 | 67 |
1 Nov | 24304.35 | 1300.8 | 0.00 | - | 0 | 0 | 0 |
31 Oct | 24205.35 | 1300.8 | 0.00 | - | 0 | 0 | 0 |
30 Oct | 24340.85 | 1300.8 | 0.00 | - | 0 | 0 | 0 |
29 Oct | 24466.85 | 1300.8 | 0.00 | - | 0 | 0 | 0 |
28 Oct | 24339.15 | 1300.8 | 0.00 | - | 0 | 0 | 0 |
25 Oct | 24180.80 | 1300.8 | 1300.80 | - | 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 26350 expiring on 14NOV2024
Delta for 26350 PE is -
Historical price for 26350 PE is as follows
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 2414.75, which was 574.75 higher than the previous day. The implied volatity was -, the open interest changed by 71 which increased total open position to 71
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 1840, 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 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 1840, 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 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 1840, 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 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 1840, which was -280.00 lower than the previous day. The implied volatity was 32.86, the open interest changed by 1 which increased total open position to 74
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 2120, which was -184.90 lower than the previous day. The implied volatity was 33.37, the open interest changed by 6 which increased total open position to 73
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 2304.9, which was 1004.10 higher than the previous day. The implied volatity was 29.88, the open interest changed by 67 which increased total open position to 67
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 1300.8, 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 1300.8, 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 1300.8, 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 1300.8, 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 1300.8, 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 1300.8, which was 1300.80 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