`
[--[65.84.65.76]--]
NIFTY
Nifty

23883.45 -257.85 (-1.07%)

Back to Option Chain


Historical option data for NIFTY

12 Nov 2024 04:11 PM IST
NIFTY 14NOV2024 26350 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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
Delta: -
Vega: -
Theta: -
Gamma: -
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