NIFTY
Nifty
Historical option data for NIFTY
03 Dec 2024 04:11 PM IST
| NIFTY 05DEC2024 21650 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| 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 | |||
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| 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: -
|
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| 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
