NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:05 PM IST
| NIFTY 21NOV2024 26550 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23340.60 | 0.05 | -0.50 | - | 8,77,742 | -79,028 | 59,451 | |||
| 19 Nov | 23518.50 | 0.55 | -0.15 | - | 1,41,260 | -57 | 1,38,479 | |||
| 18 Nov | 23453.80 | 0.7 | -0.60 | 47.61 | 1,81,520 | 42,627 | 1,38,536 | |||
| 14 Nov | 23532.70 | 1.3 | -0.45 | 31.84 | 2,17,381 | 89,582 | 95,909 | |||
| 13 Nov | 23559.05 | 1.75 | -0.55 | 30.23 | 15,579 | 4,268 | 6,327 | |||
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| 12 Nov | 23883.45 | 2.3 | 0.20 | 27.01 | 1,493 | 233 | 2,059 | |||
| 11 Nov | 24141.30 | 2.1 | -0.70 | 22.79 | 4,285 | 1,718 | 1,826 | |||
| 8 Nov | 24148.20 | 2.8 | -2.65 | 20.63 | 301 | 108 | 108 | |||
| 7 Nov | 24199.35 | 5.45 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 6 Nov | 24484.05 | 5.45 | 0.00 | 17.75 | 4 | 4 | 13 | |||
| 5 Nov | 24213.30 | 5.45 | -59.75 | 19.44 | 14 | 9 | 9 | |||
| 31 Oct | 24205.35 | 65.2 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 24180.80 | 65.2 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 24399.40 | 65.2 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 26550 expiring on 21NOV2024
Delta for 26550 CE is -
Historical price for 26550 CE is as follows
On 21 Nov NIFTY was trading at 23340.60. 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 -79028 which decreased total open position to 59451
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by -57 which decreased total open position to 138479
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 0.7, which was -0.60 lower than the previous day. The implied volatity was 47.61, the open interest changed by 42627 which increased total open position to 138536
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1.3, which was -0.45 lower than the previous day. The implied volatity was 31.84, the open interest changed by 89582 which increased total open position to 95909
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 1.75, which was -0.55 lower than the previous day. The implied volatity was 30.23, the open interest changed by 4268 which increased total open position to 6327
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 2.3, which was 0.20 higher than the previous day. The implied volatity was 27.01, the open interest changed by 233 which increased total open position to 2059
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 2.1, which was -0.70 lower than the previous day. The implied volatity was 22.79, the open interest changed by 1718 which increased total open position to 1826
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 2.8, which was -2.65 lower than the previous day. The implied volatity was 20.63, the open interest changed by 108 which increased total open position to 108
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 5.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 5.45, which was 0.00 lower than the previous day. The implied volatity was 17.75, the open interest changed by 4 which increased total open position to 13
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 5.45, which was -59.75 lower than the previous day. The implied volatity was 19.44, the open interest changed by 9 which increased total open position to 9
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 65.2, 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 65.2, 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 65.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 21NOV2024 26550 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 | 23340.60 | 3109.2 | 0.00 | 0.00 | 0 | 8 | 0 |
| 19 Nov | 23518.50 | 3109.2 | 0.00 | 0.00 | 0 | 8 | 0 |
| 18 Nov | 23453.80 | 3109.2 | 362.75 | - | 5 | 8 | 8 |
| 14 Nov | 23532.70 | 2746.45 | 0.00 | 0.00 | 0 | 7 | 0 |
| 13 Nov | 23559.05 | 2746.45 | 104.15 | - | 8 | 7 | 7 |
| 12 Nov | 23883.45 | 2642.3 | 961.65 | 20.02 | 7 | 0 | 0 |
| 11 Nov | 24141.30 | 1680.65 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 24148.20 | 1680.65 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 24199.35 | 1680.65 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 24484.05 | 1680.65 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 1680.65 | 1680.65 | - | 0 | 0 | 0 |
| 31 Oct | 24205.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 24180.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 24399.40 | 0 | - | 0 | 0 | 0 | |
For Nifty - strike price 26550 expiring on 21NOV2024
Delta for 26550 PE is 0.00
Historical price for 26550 PE is as follows
On 21 Nov NIFTY was trading at 23340.60. The strike last trading price was 3109.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 3109.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 3109.2, which was 362.75 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 8
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 2746.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 2746.45, which was 104.15 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 7
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 2642.3, which was 961.65 higher than the previous day. The implied volatity was 20.02, 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 1680.65, 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 1680.65, 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 1680.65, 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 1680.65, 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 1680.65, which was 1680.65 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 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
