NIFTY
Nifty
Historical option data for NIFTY
05 Dec 2024 04:11 PM IST
| NIFTY 12DEC2024 21900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 5 Dec | 24708.40 | 2458.6 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 24467.45 | 2458.6 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 3 Dec | 24457.15 | 2458.6 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 24276.05 | 2458.6 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 24131.10 | 2458.6 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 23914.15 | 2458.6 | 2458.60 | - | 0 | 0 | 0 | |||
| 27 Nov | 24274.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 24194.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 24221.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 23907.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 23349.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 23518.50 | 0 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 21900 expiring on 12DEC2024
Delta for 21900 CE is -
Historical price for 21900 CE is as follows
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 2458.6, 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 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 2458.6, 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 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 2458.6, 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 2458.6, 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 2458.6, 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 2458.6, which was 2458.60 higher 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 0, 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 0, 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 0, 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 0, 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 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 0, 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 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 0, 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 12DEC2024 21900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.64
Theta: -1.59
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 5 Dec | 24708.40 | 2.7 | 0.40 | 36.04 | 2,10,827 | 41,940 | 43,730 |
| 4 Dec | 24467.45 | 2.3 | 0.20 | 30.81 | 10,920 | -1,522 | 1,790 |
| 3 Dec | 24457.15 | 2.1 | -1.30 | 28.66 | 2,862 | 284 | 3,312 |
| 2 Dec | 24276.05 | 3.4 | 0.40 | 27.33 | 8,285 | 3,020 | 3,028 |
| 29 Nov | 24131.10 | 3 | 0.00 | 22.52 | 20 | 5 | 8 |
| 28 Nov | 23914.15 | 3 | -3.90 | 20.47 | 5 | 3 | 3 |
| 27 Nov | 24274.90 | 6.9 | 0.00 | 12.14 | 0 | 0 | 0 |
| 26 Nov | 24194.50 | 6.9 | 0.00 | 11.54 | 0 | 0 | 0 |
| 25 Nov | 24221.90 | 6.9 | 0.00 | 10.95 | 0 | 0 | 0 |
| 22 Nov | 23907.25 | 6.9 | 0.00 | 8.99 | 0 | 0 | 0 |
| 21 Nov | 23349.90 | 6.9 | 0.00 | 6.87 | 0 | 0 | 0 |
| 19 Nov | 23518.50 | 6.9 | 7.10 | 0 | 0 | 0 | |
For Nifty - strike price 21900 expiring on 12DEC2024
Delta for 21900 PE is -0.01
Historical price for 21900 PE is as follows
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 2.7, which was 0.40 higher than the previous day. The implied volatity was 36.04, the open interest changed by 41940 which increased total open position to 43730
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 2.3, which was 0.20 higher than the previous day. The implied volatity was 30.81, the open interest changed by -1522 which decreased total open position to 1790
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 2.1, which was -1.30 lower than the previous day. The implied volatity was 28.66, the open interest changed by 284 which increased total open position to 3312
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 3.4, which was 0.40 higher than the previous day. The implied volatity was 27.33, the open interest changed by 3020 which increased total open position to 3028
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 3, which was 0.00 lower than the previous day. The implied volatity was 22.52, the open interest changed by 5 which increased total open position to 8
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 3, which was -3.90 lower than the previous day. The implied volatity was 20.47, the open interest changed by 3 which increased total open position to 3
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 6.9, which was 0.00 lower than the previous day. The implied volatity was 12.14, 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 6.9, which was 0.00 lower than the previous day. The implied volatity was 11.54, 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 6.9, which was 0.00 lower than the previous day. The implied volatity was 10.95, 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 6.9, which was 0.00 lower than the previous day. The implied volatity was 8.99, the open interest changed by 0 which decreased total open position to 0
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 6.9, which was 0.00 lower than the previous day. The implied volatity was 6.87, the open interest changed by 0 which decreased total open position to 0
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 6.9, which was lower than the previous day. The implied volatity was 7.10, the open interest changed by 0 which decreased total open position to 0
