`
[--[65.84.65.76]--]
NIFTY
Nifty

24457.15 181.10 (0.75%)

Back to Option Chain


Historical option data for NIFTY

03 Dec 2024 04:11 PM IST
NIFTY 05DEC2024 21650 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
3 Dec 24457.15 2934.4 0.00 - 0 0 0
2 Dec 24276.05 2934.4 0.00 - 0 0 0
29 Nov 24131.10 2934.4 0.00 - 0 0 0
28 Nov 23914.15 2934.4 0.00 - 0 0 0
27 Nov 24274.90 2934.4 0.00 - 0 0 0
26 Nov 24194.50 2934.4 0.00 - 0 0 0
25 Nov 24221.90 2934.4 0.00 - 0 0 0
22 Nov 23907.25 2934.4 - 0 0 0


For Nifty - strike price 21650 expiring on 05DEC2024

Delta for 21650 CE is -

Historical price for 21650 CE is as follows

On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 2934.4, 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 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 2934.4, 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 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 2934.4, 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 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 2934.4, 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 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 2934.4, 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 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 2934.4, 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 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 2934.4, 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 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 2934.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


NIFTY 05DEC2024 21650 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
3 Dec 24457.15 0.75 0.00 - 1,30,360 -7,604 79,237
2 Dec 24276.05 0.75 -0.40 45.63 2,52,389 37,088 86,841
29 Nov 24131.10 1.15 -0.10 32.23 1,49,885 20,527 49,753
28 Nov 23914.15 1.25 -0.95 28.49 62,434 26,695 29,226
27 Nov 24274.90 2.2 -0.90 31.63 3,811 2,115 2,531
26 Nov 24194.50 3.1 -0.90 30.32 556 130 416
25 Nov 24221.90 4 -2.45 30.30 413 98 286
22 Nov 23907.25 6.45 25.22 461 188 188


For Nifty - strike price 21650 expiring on 05DEC2024

Delta for 21650 PE is -

Historical price for 21650 PE is as follows

On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -7604 which decreased total open position to 79237


On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 0.75, which was -0.40 lower than the previous day. The implied volatity was 45.63, the open interest changed by 37088 which increased total open position to 86841


On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 1.15, which was -0.10 lower than the previous day. The implied volatity was 32.23, the open interest changed by 20527 which increased total open position to 49753


On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 1.25, which was -0.95 lower than the previous day. The implied volatity was 28.49, the open interest changed by 26695 which increased total open position to 29226


On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 2.2, which was -0.90 lower than the previous day. The implied volatity was 31.63, the open interest changed by 2115 which increased total open position to 2531


On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 3.1, which was -0.90 lower than the previous day. The implied volatity was 30.32, the open interest changed by 130 which increased total open position to 416


On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 4, which was -2.45 lower than the previous day. The implied volatity was 30.30, the open interest changed by 98 which increased total open position to 286


On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 6.45, which was lower than the previous day. The implied volatity was 25.22, the open interest changed by 188 which increased total open position to 188