NIFTY
Nifty
Historical option data for NIFTY
14 Nov 2024 04:11 PM IST
NIFTY 14NOV2024 26550 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
14 Nov | 23532.70 | 0.05 | -0.40 | - | 87,013 | -12,991 | 13,759 | |||
13 Nov | 23559.05 | 0.45 | -0.90 | - | 19,877 | 11,211 | 26,750 | |||
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12 Nov | 23883.45 | 1.35 | 0.50 | - | 7,584 | -572 | 15,539 | |||
11 Nov | 24141.30 | 0.85 | -0.60 | 38.42 | 3,877 | -61 | 16,111 | |||
8 Nov | 24148.20 | 1.45 | -0.70 | 28.65 | 17,631 | 1,046 | 16,172 | |||
7 Nov | 24199.35 | 2.15 | 0.45 | 26.79 | 37,994 | 14,769 | 15,126 | |||
6 Nov | 24484.05 | 1.7 | -0.40 | 21.34 | 457 | 60 | 357 | |||
5 Nov | 24213.30 | 2.1 | -0.55 | 23.40 | 208 | -6 | 297 | |||
4 Nov | 23995.35 | 2.65 | -0.55 | 24.58 | 601 | 19 | 303 | |||
1 Nov | 24304.35 | 3.2 | -0.55 | 19.52 | 409 | 149 | 284 | |||
31 Oct | 24205.35 | 3.75 | 0.05 | - | 103 | 6 | 135 | |||
30 Oct | 24340.85 | 3.7 | -2.30 | - | 193 | 129 | 129 | |||
29 Oct | 24466.85 | 6 | 0.00 | - | 0 | -2 | 0 | |||
28 Oct | 24339.15 | 6 | 0.00 | - | 0 | -2 | 0 | |||
25 Oct | 24180.80 | 6 | -0.55 | - | 27 | -2 | 19 | |||
24 Oct | 24399.40 | 6.55 | -2.65 | - | 11 | 10 | 21 | |||
23 Oct | 24435.50 | 9.2 | -5.20 | - | 12 | 1 | 11 | |||
22 Oct | 24472.10 | 14.4 | -0.55 | - | 11 | 6 | 10 | |||
21 Oct | 24781.10 | 14.95 | -2.80 | - | 6 | 4 | 4 | |||
18 Oct | 24854.05 | 17.75 | -83.00 | - | 1 | 0 | 0 | |||
17 Oct | 24749.85 | 100.75 | 0.00 | - | 0 | 0 | 0 | |||
16 Oct | 24971.30 | 100.75 | 0.00 | - | 0 | 0 | 0 | |||
15 Oct | 25057.35 | 100.75 | 0.00 | - | 0 | 0 | 0 | |||
14 Oct | 25127.95 | 100.75 | 0.00 | - | 0 | 0 | 0 | |||
11 Oct | 24964.25 | 100.75 | - | 0 | 0 | 0 |
For Nifty - strike price 26550 expiring on 14NOV2024
Delta for 26550 CE is -
Historical price for 26550 CE is as follows
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 0.05, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by -12991 which decreased total open position to 13759
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 0.45, which was -0.90 lower than the previous day. The implied volatity was -, the open interest changed by 11211 which increased total open position to 26750
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1.35, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by -572 which decreased total open position to 15539
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 0.85, which was -0.60 lower than the previous day. The implied volatity was 38.42, the open interest changed by -61 which decreased total open position to 16111
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 1.45, which was -0.70 lower than the previous day. The implied volatity was 28.65, the open interest changed by 1046 which increased total open position to 16172
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 2.15, which was 0.45 higher than the previous day. The implied volatity was 26.79, the open interest changed by 14769 which increased total open position to 15126
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 1.7, which was -0.40 lower than the previous day. The implied volatity was 21.34, the open interest changed by 60 which increased total open position to 357
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 2.1, which was -0.55 lower than the previous day. The implied volatity was 23.40, the open interest changed by -6 which decreased total open position to 297
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 2.65, which was -0.55 lower than the previous day. The implied volatity was 24.58, the open interest changed by 19 which increased total open position to 303
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 3.2, which was -0.55 lower than the previous day. The implied volatity was 19.52, the open interest changed by 149 which increased total open position to 284
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 3.75, which was 0.05 higher 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 3.7, which was -2.30 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 6, 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 6, 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 6, which was -0.55 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 6.55, which was -2.65 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 9.2, which was -5.20 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 14.4, which was -0.55 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 14.95, which was -2.80 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 17.75, which was -83.00 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 100.75, 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 100.75, 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 100.75, 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 100.75, 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 100.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
NIFTY 14NOV2024 26550 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
14 Nov | 23532.70 | 1467.6 | 0.00 | - | 0 | 0 | 0 |
13 Nov | 23559.05 | 1467.6 | 0.00 | - | 0 | 0 | 0 |
12 Nov | 23883.45 | 1467.6 | 0.00 | - | 0 | 0 | 0 |
11 Nov | 24141.30 | 1467.6 | 0.00 | - | 0 | 0 | 0 |
8 Nov | 24148.20 | 1467.6 | 0.00 | - | 0 | 0 | 0 |
7 Nov | 24199.35 | 1467.6 | 0.00 | - | 0 | 0 | 0 |
6 Nov | 24484.05 | 1467.6 | 0.00 | - | 0 | 0 | 0 |
5 Nov | 24213.30 | 1467.6 | 0.00 | - | 0 | 0 | 0 |
4 Nov | 23995.35 | 1467.6 | 0.00 | - | 0 | 0 | 0 |
1 Nov | 24304.35 | 1467.6 | 0.00 | - | 0 | 0 | 0 |
31 Oct | 24205.35 | 1467.6 | 0.00 | - | 0 | 0 | 0 |
30 Oct | 24340.85 | 1467.6 | 0.00 | - | 0 | 0 | 0 |
29 Oct | 24466.85 | 1467.6 | 0.00 | - | 0 | 0 | 0 |
28 Oct | 24339.15 | 1467.6 | 0.00 | - | 0 | 0 | 0 |
25 Oct | 24180.80 | 1467.6 | 1467.60 | - | 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 26550 expiring on 14NOV2024
Delta for 26550 PE is -
Historical price for 26550 PE is as follows
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1467.6, 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 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 1467.6, 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 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1467.6, 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 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 1467.6, 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 1467.6, 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 1467.6, 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 1467.6, 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 1467.6, 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 1467.6, 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 1467.6, 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 1467.6, 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 1467.6, 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 1467.6, 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 1467.6, 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 1467.6, which was 1467.60 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