NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:39 PM IST
| NIFTY 21NOV2024 26600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23331.25 | 0.05 | -0.35 | - | 21,30,688 | -1,22,095 | 1,35,292 | |||
| 19 Nov | 23518.50 | 0.4 | -0.25 | - | 3,60,445 | -20,212 | 2,57,387 | |||
| 18 Nov | 23453.80 | 0.65 | -0.60 | 47.87 | 6,45,774 | 70,521 | 2,77,599 | |||
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| 14 Nov | 23532.70 | 1.25 | -0.70 | 32.19 | 4,87,544 | 1,77,895 | 2,07,078 | |||
| 13 Nov | 23559.05 | 1.95 | -0.65 | 31.08 | 34,592 | 9,431 | 29,183 | |||
| 12 Nov | 23883.45 | 2.6 | 0.15 | 27.87 | 17,213 | 31 | 19,752 | |||
| 11 Nov | 24141.30 | 2.45 | -0.95 | 23.45 | 27,357 | 9,730 | 19,721 | |||
| 8 Nov | 24148.20 | 3.4 | -0.25 | 21.50 | 16,691 | 9,816 | 9,991 | |||
| 7 Nov | 24199.35 | 3.65 | -0.65 | 20.18 | 196 | 107 | 175 | |||
| 6 Nov | 24484.05 | 4.3 | -1.70 | 17.53 | 123 | 59 | 68 | |||
| 5 Nov | 24213.30 | 6 | 1.70 | 20.06 | 35 | 9 | 9 | |||
| 31 Oct | 24205.35 | 4.3 | -1.95 | - | 7 | 5 | 5 | |||
| 25 Oct | 24180.80 | 6.25 | -5.25 | - | 1 | 0 | 3 | |||
| 24 Oct | 24399.40 | 11.5 | - | 4 | 3 | 3 | ||||
For Nifty - strike price 26600 expiring on 21NOV2024
Delta for 26600 CE is -
Historical price for 26600 CE is as follows
On 21 Nov NIFTY was trading at 23331.25. The strike last trading price was 0.05, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by -122095 which decreased total open position to 135292
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 0.4, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by -20212 which decreased total open position to 257387
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 0.65, which was -0.60 lower than the previous day. The implied volatity was 47.87, the open interest changed by 70521 which increased total open position to 277599
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1.25, which was -0.70 lower than the previous day. The implied volatity was 32.19, the open interest changed by 177895 which increased total open position to 207078
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 1.95, which was -0.65 lower than the previous day. The implied volatity was 31.08, the open interest changed by 9431 which increased total open position to 29183
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 2.6, which was 0.15 higher than the previous day. The implied volatity was 27.87, the open interest changed by 31 which increased total open position to 19752
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 2.45, which was -0.95 lower than the previous day. The implied volatity was 23.45, the open interest changed by 9730 which increased total open position to 19721
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 3.4, which was -0.25 lower than the previous day. The implied volatity was 21.50, the open interest changed by 9816 which increased total open position to 9991
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 3.65, which was -0.65 lower than the previous day. The implied volatity was 20.18, the open interest changed by 107 which increased total open position to 175
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 4.3, which was -1.70 lower than the previous day. The implied volatity was 17.53, the open interest changed by 59 which increased total open position to 68
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 6, which was 1.70 higher than the previous day. The implied volatity was 20.06, 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 4.3, which was -1.95 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 6.25, which was -5.25 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 11.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 21NOV2024 26600 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 | 23331.25 | 3142.15 | 0.00 | 0.00 | 0 | 4 | 0 |
| 19 Nov | 23518.50 | 3142.15 | 0.00 | 0.00 | 0 | 4 | 0 |
| 18 Nov | 23453.80 | 3142.15 | 107.15 | - | 9 | 4 | 14 |
| 14 Nov | 23532.70 | 3035 | 1309.55 | 53.72 | 17 | 10 | 10 |
| 13 Nov | 23559.05 | 1725.45 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 23883.45 | 1725.45 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 24141.30 | 1725.45 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 24148.20 | 1725.45 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 24199.35 | 1725.45 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 24484.05 | 1725.45 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 1725.45 | 1725.45 | - | 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 26600 expiring on 21NOV2024
Delta for 26600 PE is 0.00
Historical price for 26600 PE is as follows
On 21 Nov NIFTY was trading at 23331.25. The strike last trading price was 3142.15, 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 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 3142.15, 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 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 3142.15, which was 107.15 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 14
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 3035, which was 1309.55 higher than the previous day. The implied volatity was 53.72, the open interest changed by 10 which increased total open position to 10
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 1725.45, 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 1725.45, 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 1725.45, 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 1725.45, 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 1725.45, 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 1725.45, 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 1725.45, which was 1725.45 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
