NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:25 PM IST
| NIFTY 21NOV2024 26450 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23340.35 | 0.05 | -0.55 | - | 5,21,031 | -35,739 | 35,575 | |||
| 19 Nov | 23518.50 | 0.6 | 0.00 | - | 94,756 | 9,668 | 71,314 | |||
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| 18 Nov | 23453.80 | 0.6 | -0.65 | 45.66 | 1,33,167 | 47,756 | 61,646 | |||
| 14 Nov | 23532.70 | 1.25 | -1.05 | 30.82 | 39,659 | 12,515 | 13,890 | |||
| 13 Nov | 23559.05 | 2.3 | -0.60 | 30.27 | 1,953 | 1,251 | 1,375 | |||
| 12 Nov | 23883.45 | 2.9 | 0.55 | 26.91 | 102 | 19 | 124 | |||
| 11 Nov | 24141.30 | 2.35 | -0.80 | 22.28 | 46 | 23 | 105 | |||
| 8 Nov | 24148.20 | 3.15 | -72.75 | 20.17 | 96 | 82 | 82 | |||
| 7 Nov | 24199.35 | 75.9 | 0.00 | 9.85 | 0 | 0 | 0 | |||
| 6 Nov | 24484.05 | 75.9 | 0.00 | 8.31 | 0 | 0 | 0 | |||
| 5 Nov | 24213.30 | 75.9 | 0.00 | 9.23 | 0 | 0 | 0 | |||
| 4 Nov | 23995.35 | 75.9 | 0.00 | 9.75 | 0 | 0 | 0 | |||
| 1 Nov | 24304.35 | 75.9 | 0.00 | 7.93 | 0 | 0 | 0 | |||
| 31 Oct | 24205.35 | 75.9 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 24340.85 | 75.9 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 24466.85 | 75.9 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 24339.15 | 75.9 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 24180.80 | 75.9 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 24399.40 | 75.9 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 24435.50 | 75.9 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 24472.10 | 75.9 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 24781.10 | 75.9 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 24854.05 | 75.9 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 26450 expiring on 21NOV2024
Delta for 26450 CE is -
Historical price for 26450 CE is as follows
On 21 Nov NIFTY was trading at 23340.35. The strike last trading price was 0.05, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by -35739 which decreased total open position to 35575
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 9668 which increased total open position to 71314
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 0.6, which was -0.65 lower than the previous day. The implied volatity was 45.66, the open interest changed by 47756 which increased total open position to 61646
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1.25, which was -1.05 lower than the previous day. The implied volatity was 30.82, the open interest changed by 12515 which increased total open position to 13890
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 2.3, which was -0.60 lower than the previous day. The implied volatity was 30.27, the open interest changed by 1251 which increased total open position to 1375
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 2.9, which was 0.55 higher than the previous day. The implied volatity was 26.91, the open interest changed by 19 which increased total open position to 124
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 2.35, which was -0.80 lower than the previous day. The implied volatity was 22.28, the open interest changed by 23 which increased total open position to 105
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 3.15, which was -72.75 lower than the previous day. The implied volatity was 20.17, the open interest changed by 82 which increased total open position to 82
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 75.9, which was 0.00 lower than the previous day. The implied volatity was 9.85, 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 75.9, which was 0.00 lower than the previous day. The implied volatity was 8.31, 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 75.9, which was 0.00 lower than the previous day. The implied volatity was 9.23, 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 75.9, which was 0.00 lower than the previous day. The implied volatity was 9.75, 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 75.9, which was 0.00 lower than the previous day. The implied volatity was 7.93, 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 75.9, 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 75.9, 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 75.9, 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 75.9, 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 75.9, 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 75.9, 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 75.9, 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 75.9, 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 75.9, 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 75.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 21NOV2024 26450 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 | 23340.35 | 2594.1 | 0.00 | 0.00 | 0 | 5 | 0 |
| 19 Nov | 23518.50 | 2594.1 | 0.00 | 0.00 | 0 | 5 | 0 |
| 18 Nov | 23453.80 | 2594.1 | 0.00 | 0.00 | 0 | 5 | 0 |
| 14 Nov | 23532.70 | 2594.1 | 0.00 | 0.00 | 0 | 5 | 0 |
| 13 Nov | 23559.05 | 2594.1 | 90.85 | - | 8 | 5 | 5 |
| 12 Nov | 23883.45 | 2503.25 | 911.20 | - | 5 | 0 | 0 |
| 11 Nov | 24141.30 | 1592.05 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 24148.20 | 1592.05 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 24199.35 | 1592.05 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 24484.05 | 1592.05 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 1592.05 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 1592.05 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 1592.05 | 1592.05 | - | 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 26450 expiring on 21NOV2024
Delta for 26450 PE is 0.00
Historical price for 26450 PE is as follows
On 21 Nov NIFTY was trading at 23340.35. The strike last trading price was 2594.1, 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 2594.1, 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 2594.1, 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 2594.1, 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 2594.1, which was 90.85 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 2503.25, which was 911.20 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 1592.05, 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 1592.05, 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 1592.05, 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 1592.05, 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 1592.05, 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 1592.05, 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 1592.05, which was 1592.05 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
