NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:21 PM IST
| NIFTY 21NOV2024 21800 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 | 1560.45 | -189.35 | - | 8 | 0 | 8 | |||
| 19 Nov | 23518.50 | 1749.8 | 149.80 | 80.18 | 6 | 0 | 8 | |||
| 18 Nov | 23453.80 | 1600 | -140.00 | - | 8 | 4 | 8 | |||
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| 14 Nov | 23532.70 | 1740 | - | 5 | 4 | 4 | ||||
For Nifty - strike price 21800 expiring on 21NOV2024
Delta for 21800 CE is -
Historical price for 21800 CE is as follows
On 21 Nov NIFTY was trading at 23345.85. The strike last trading price was 1560.45, which was -189.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1749.8, which was 149.80 higher than the previous day. The implied volatity was 80.18, the open interest changed by 0 which decreased total open position to 8
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1600, which was -140.00 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 8
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1740, which was lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4
| NIFTY 21NOV2024 21800 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 | 0.25 | -1.45 | - | 12,15,687 | -50,958 | 1,59,753 |
| 19 Nov | 23518.50 | 1.7 | 1.10 | 41.34 | 6,69,404 | -76,265 | 2,10,711 |
| 18 Nov | 23453.80 | 0.6 | -1.45 | 30.08 | 11,29,887 | 1,65,250 | 2,86,976 |
| 14 Nov | 23532.70 | 2.05 | 23.94 | 2,71,011 | 1,21,726 | 1,21,726 | |
For Nifty - strike price 21800 expiring on 21NOV2024
Delta for 21800 PE is -
Historical price for 21800 PE is as follows
On 21 Nov NIFTY was trading at 23345.85. The strike last trading price was 0.25, which was -1.45 lower than the previous day. The implied volatity was -, the open interest changed by -50958 which decreased total open position to 159753
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1.7, which was 1.10 higher than the previous day. The implied volatity was 41.34, the open interest changed by -76265 which decreased total open position to 210711
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 0.6, which was -1.45 lower than the previous day. The implied volatity was 30.08, the open interest changed by 165250 which increased total open position to 286976
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 2.05, which was lower than the previous day. The implied volatity was 23.94, the open interest changed by 121726 which increased total open position to 121726
