NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:48 PM IST
| NIFTY 21NOV2024 21850 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 23326.60 | 1447.25 | -169.55 | - | 2 | 4 | 4 | |||
| 19 Nov | 23518.50 | 1616.8 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 18 Nov | 23453.80 | 1616.8 | -1436.75 | - | 8 | 4 | 4 | |||
| 14 Nov | 23532.70 | 3053.55 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 21850 expiring on 21NOV2024
Delta for 21850 CE is -
Historical price for 21850 CE is as follows
On 21 Nov NIFTY was trading at 23326.60. The strike last trading price was 1447.25, which was -169.55 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1616.8, 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 1616.8, which was -1436.75 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 3053.55, 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 21NOV2024 21850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23326.60 | 0.1 | -1.85 | - | 6,20,473 | -4,932 | 49,435 |
| 19 Nov | 23518.50 | 1.95 | 1.30 | 40.89 | 1,84,059 | -2,592 | 54,367 |
| 18 Nov | 23453.80 | 0.65 | -1.55 | 29.49 | 2,28,646 | 43,957 | 56,959 |
| 14 Nov | 23532.70 | 2.2 | 23.50 | 26,941 | 13,002 | 13,002 | |
For Nifty - strike price 21850 expiring on 21NOV2024
Delta for 21850 PE is -
Historical price for 21850 PE is as follows
On 21 Nov NIFTY was trading at 23326.60. The strike last trading price was 0.1, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by -4932 which decreased total open position to 49435
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1.95, which was 1.30 higher than the previous day. The implied volatity was 40.89, the open interest changed by -2592 which decreased total open position to 54367
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 0.65, which was -1.55 lower than the previous day. The implied volatity was 29.49, the open interest changed by 43957 which increased total open position to 56959
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 2.2, which was lower than the previous day. The implied volatity was 23.50, the open interest changed by 13002 which increased total open position to 13002
