NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:21 PM IST
NIFTY 21NOV2024 21700 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
21 Nov | 23345.85 | 1616.1 | -63.05 | - | 16 | 1 | 3 | |||
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19 Nov | 23518.50 | 1679.15 | - | 4 | 2 | 2 |
For Nifty - strike price 21700 expiring on 21NOV2024
Delta for 21700 CE is -
Historical price for 21700 CE is as follows
On 21 Nov NIFTY was trading at 23345.85. The strike last trading price was 1616.1, which was -63.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 3
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1679.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
NIFTY 21NOV2024 21700 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Nov | 23345.85 | 0.2 | -1.80 | - | 32,25,570 | 30,455 | 1,15,008 |
19 Nov | 23518.50 | 2 | 44.45 | 4,45,813 | 84,553 | 84,553 |
For Nifty - strike price 21700 expiring on 21NOV2024
Delta for 21700 PE is -
Historical price for 21700 PE is as follows
On 21 Nov NIFTY was trading at 23345.85. The strike last trading price was 0.2, which was -1.80 lower than the previous day. The implied volatity was -, the open interest changed by 30455 which increased total open position to 115008
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 2, which was lower than the previous day. The implied volatity was 44.45, the open interest changed by 84553 which increased total open position to 84553