NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:22 PM IST
| NIFTY 21NOV2024 26500 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23343.80 | 0.05 | -0.50 | - | 11,51,269 | -1,14,347 | 80,298 | |||
| 19 Nov | 23518.50 | 0.55 | -0.10 | - | 2,74,066 | -23,803 | 1,94,645 | |||
| 18 Nov | 23453.80 | 0.65 | -0.65 | - | 3,95,229 | 12,120 | 2,18,448 | |||
| 14 Nov | 23532.70 | 1.3 | -0.60 | 31.41 | 4,95,810 | 2,00,273 | 2,06,328 | |||
| 13 Nov | 23559.05 | 1.9 | -0.85 | 30.10 | 12,065 | 1,941 | 6,055 | |||
| 12 Nov | 23883.45 | 2.75 | 0.55 | 27.15 | 4,828 | 345 | 4,114 | |||
| 11 Nov | 24141.30 | 2.2 | -0.65 | 22.50 | 5,621 | 1,156 | 3,769 | |||
| 8 Nov | 24148.20 | 2.85 | -0.65 | 20.30 | 3,947 | 876 | 2,613 | |||
| 7 Nov | 24199.35 | 3.5 | -1.05 | 19.35 | 1,807 | 743 | 1,737 | |||
| 6 Nov | 24484.05 | 4.55 | 0.05 | 16.94 | 539 | 199 | 994 | |||
| 5 Nov | 24213.30 | 4.5 | -1.10 | 18.58 | 404 | 103 | 795 | |||
| 4 Nov | 23995.35 | 5.6 | -1.05 | 20.13 | 482 | -25 | 692 | |||
| 1 Nov | 24304.35 | 6.65 | -1.65 | 16.71 | 193 | 87 | 717 | |||
| 31 Oct | 24205.35 | 8.3 | -1.05 | - | 1,062 | -342 | 630 | |||
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| 30 Oct | 24340.85 | 9.35 | 0.75 | - | 162 | 54 | 972 | |||
| 29 Oct | 24466.85 | 8.6 | 0.30 | - | 166 | 47 | 918 | |||
| 28 Oct | 24339.15 | 8.3 | -1.15 | - | 331 | 105 | 871 | |||
| 25 Oct | 24180.80 | 9.45 | -0.90 | - | 309 | 187 | 766 | |||
| 24 Oct | 24399.40 | 10.35 | -1.20 | - | 258 | 71 | 579 | |||
| 23 Oct | 24435.50 | 11.55 | -6.85 | - | 253 | 112 | 508 | |||
| 22 Oct | 24472.10 | 18.4 | -0.30 | - | 463 | 281 | 396 | |||
| 21 Oct | 24781.10 | 18.7 | -11.05 | - | 144 | 5 | 115 | |||
| 18 Oct | 24854.05 | 29.75 | - | 168 | 110 | 110 | ||||
For Nifty - strike price 26500 expiring on 21NOV2024
Delta for 26500 CE is -
Historical price for 26500 CE is as follows
On 21 Nov NIFTY was trading at 23343.80. The strike last trading price was 0.05, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by -114347 which decreased total open position to 80298
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 0.55, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by -23803 which decreased total open position to 194645
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 0.65, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 12120 which increased total open position to 218448
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1.3, which was -0.60 lower than the previous day. The implied volatity was 31.41, the open interest changed by 200273 which increased total open position to 206328
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 1.9, which was -0.85 lower than the previous day. The implied volatity was 30.10, the open interest changed by 1941 which increased total open position to 6055
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 2.75, which was 0.55 higher than the previous day. The implied volatity was 27.15, the open interest changed by 345 which increased total open position to 4114
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 2.2, which was -0.65 lower than the previous day. The implied volatity was 22.50, the open interest changed by 1156 which increased total open position to 3769
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 2.85, which was -0.65 lower than the previous day. The implied volatity was 20.30, the open interest changed by 876 which increased total open position to 2613
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 3.5, which was -1.05 lower than the previous day. The implied volatity was 19.35, the open interest changed by 743 which increased total open position to 1737
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 4.55, which was 0.05 higher than the previous day. The implied volatity was 16.94, the open interest changed by 199 which increased total open position to 994
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 4.5, which was -1.10 lower than the previous day. The implied volatity was 18.58, the open interest changed by 103 which increased total open position to 795
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 5.6, which was -1.05 lower than the previous day. The implied volatity was 20.13, the open interest changed by -25 which decreased total open position to 692
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 6.65, which was -1.65 lower than the previous day. The implied volatity was 16.71, the open interest changed by 87 which increased total open position to 717
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 8.3, which was -1.05 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 9.35, which was 0.75 higher 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 8.6, which was 0.30 higher 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 8.3, which was -1.15 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 9.45, which was -0.90 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 10.35, which was -1.20 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 11.55, which was -6.85 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 18.4, which was -0.30 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 18.7, which was -11.05 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 29.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 21NOV2024 26500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23343.80 | 3160 | 345.00 | - | 86 | -25 | 167 |
| 19 Nov | 23518.50 | 2815 | -285.00 | - | 10 | -4 | 192 |
| 18 Nov | 23453.80 | 3100 | 179.55 | - | 2 | 0 | 196 |
| 14 Nov | 23532.70 | 2920.45 | 120.45 | 48.13 | 194 | 187 | 196 |
| 13 Nov | 23559.05 | 2800 | 201.40 | - | 14 | 9 | 9 |
| 12 Nov | 23883.45 | 2598.6 | 962.40 | 28.68 | 6 | 0 | 0 |
| 11 Nov | 24141.30 | 1636.2 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 24148.20 | 1636.2 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 24199.35 | 1636.2 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 24484.05 | 1636.2 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 1636.2 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 1636.2 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 1636.2 | 1636.20 | - | 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 26500 expiring on 21NOV2024
Delta for 26500 PE is -
Historical price for 26500 PE is as follows
On 21 Nov NIFTY was trading at 23343.80. The strike last trading price was 3160, which was 345.00 higher than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 167
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 2815, which was -285.00 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 192
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 3100, which was 179.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 196
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 2920.45, which was 120.45 higher than the previous day. The implied volatity was 48.13, the open interest changed by 187 which increased total open position to 196
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 2800, which was 201.40 higher than the previous day. The implied volatity was -, 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 2598.6, which was 962.40 higher than the previous day. The implied volatity was 28.68, 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 1636.2, 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 1636.2, 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 1636.2, 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 1636.2, 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 1636.2, 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 1636.2, 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 1636.2, which was 1636.20 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
