NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:24 PM IST
| NIFTY 21NOV2024 26400 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23342.90 | 0.05 | -0.45 | - | 5,74,633 | -54,178 | 48,629 | |||
| 19 Nov | 23518.50 | 0.5 | -0.20 | - | 1,61,782 | 3,383 | 1,02,807 | |||
| 18 Nov | 23453.80 | 0.7 | -0.50 | 45.57 | 2,47,467 | 85,014 | 99,424 | |||
| 14 Nov | 23532.70 | 1.2 | -1.20 | 30.25 | 39,263 | 12,861 | 14,410 | |||
| 13 Nov | 23559.05 | 2.4 | -0.30 | 29.98 | 2,890 | 1,296 | 1,549 | |||
| 12 Nov | 23883.45 | 2.7 | 0.65 | 26.26 | 133 | 51 | 253 | |||
| 11 Nov | 24141.30 | 2.05 | -0.90 | 21.50 | 385 | -7 | 202 | |||
| 8 Nov | 24148.20 | 2.95 | -1.50 | 19.64 | 201 | 57 | 209 | |||
| 7 Nov | 24199.35 | 4.45 | -0.80 | 19.23 | 61 | -3 | 152 | |||
| 6 Nov | 24484.05 | 5.25 | -0.55 | 16.54 | 178 | 19 | 155 | |||
| 5 Nov | 24213.30 | 5.8 | -0.60 | 18.53 | 54 | 55 | 136 | |||
| 4 Nov | 23995.35 | 6.4 | -2.55 | 19.81 | 100 | 81 | 81 | |||
| 1 Nov | 24304.35 | 8.95 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 31 Oct | 24205.35 | 8.95 | 0.00 | - | 0 | 2 | 0 | |||
| 30 Oct | 24340.85 | 8.95 | -7.05 | - | 6 | 2 | 2 | |||
| 29 Oct | 24466.85 | 16 | 0.00 | - | 0 | 1 | 0 | |||
| 28 Oct | 24339.15 | 16 | 0.00 | - | 0 | 1 | 0 | |||
| 25 Oct | 24180.80 | 16 | 0.00 | - | 0 | 1 | 0 | |||
| 24 Oct | 24399.40 | 16 | 0.00 | - | 0 | 1 | 0 | |||
| 23 Oct | 24435.50 | 16 | -65.80 | - | 4 | 1 | 1 | |||
| 22 Oct | 24472.10 | 81.8 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 24781.10 | 81.8 | 0.00 | - | 0 | 0 | 0 | |||
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| 18 Oct | 24854.05 | 81.8 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 26400 expiring on 21NOV2024
Delta for 26400 CE is -
Historical price for 26400 CE is as follows
On 21 Nov NIFTY was trading at 23342.90. 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 -54178 which decreased total open position to 48629
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 0.5, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by 3383 which increased total open position to 102807
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 0.7, which was -0.50 lower than the previous day. The implied volatity was 45.57, the open interest changed by 85014 which increased total open position to 99424
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1.2, which was -1.20 lower than the previous day. The implied volatity was 30.25, the open interest changed by 12861 which increased total open position to 14410
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 29.98, the open interest changed by 1296 which increased total open position to 1549
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 2.7, which was 0.65 higher than the previous day. The implied volatity was 26.26, the open interest changed by 51 which increased total open position to 253
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 2.05, which was -0.90 lower than the previous day. The implied volatity was 21.50, the open interest changed by -7 which decreased total open position to 202
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 2.95, which was -1.50 lower than the previous day. The implied volatity was 19.64, the open interest changed by 57 which increased total open position to 209
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 4.45, which was -0.80 lower than the previous day. The implied volatity was 19.23, the open interest changed by -3 which decreased total open position to 152
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 5.25, which was -0.55 lower than the previous day. The implied volatity was 16.54, the open interest changed by 19 which increased total open position to 155
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 5.8, which was -0.60 lower than the previous day. The implied volatity was 18.53, the open interest changed by 55 which increased total open position to 136
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 6.4, which was -2.55 lower than the previous day. The implied volatity was 19.81, the open interest changed by 81 which increased total open position to 81
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 8.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 31 Oct NIFTY was trading at 24205.35. 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 30 Oct NIFTY was trading at 24340.85. The strike last trading price was 8.95, which was -7.05 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 16, 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 16, 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 16, 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 16, 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 16, which was -65.80 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 81.8, 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 21 Oct NIFTY was trading at 24781.10. The strike last trading price was 81.8, 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 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 81.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 21NOV2024 26400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23342.90 | 3060 | 236.45 | - | 19 | 55 | 55 |
| 19 Nov | 23518.50 | 2823.55 | 0.00 | 0.00 | 0 | 51 | 0 |
| 18 Nov | 23453.80 | 2823.55 | 0.00 | 0.00 | 0 | 51 | 0 |
| 14 Nov | 23532.70 | 2823.55 | 72.20 | 47.78 | 75 | 51 | 60 |
| 13 Nov | 23559.05 | 2751.35 | 297.95 | 36.15 | 8 | 9 | 9 |
| 12 Nov | 23883.45 | 2453.4 | 905.10 | - | 5 | 0 | 0 |
| 11 Nov | 24141.30 | 1548.3 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 24148.20 | 1548.3 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 24199.35 | 1548.3 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 24484.05 | 1548.3 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 1548.3 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 1548.3 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 1548.3 | 1548.30 | - | 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 26400 expiring on 21NOV2024
Delta for 26400 PE is -
Historical price for 26400 PE is as follows
On 21 Nov NIFTY was trading at 23342.90. The strike last trading price was 3060, which was 236.45 higher than the previous day. The implied volatity was -, the open interest changed by 55 which increased total open position to 55
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 2823.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 51 which increased total open position to 0
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 2823.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 51 which increased total open position to 0
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 2823.55, which was 72.20 higher than the previous day. The implied volatity was 47.78, the open interest changed by 51 which increased total open position to 60
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 2751.35, which was 297.95 higher than the previous day. The implied volatity was 36.15, the open interest changed by 9 which increased total open position to 9
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 2453.4, which was 905.10 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 1548.3, 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 1548.3, 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 1548.3, 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 1548.3, 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 1548.3, 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 1548.3, 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 1548.3, which was 1548.30 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
