NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:08 PM IST
| NIFTY 21NOV2024 21900 CE | ||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23340.90 | 1566.95 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 19 Nov | 23518.50 | 1566.95 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 18 Nov | 23453.80 | 1566.95 | -1437.20 | - | 8 | 4 | 4 | |||
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| 14 Nov | 23532.70 | 3004.15 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 21900 expiring on 21NOV2024
Delta for 21900 CE is 0.00
Historical price for 21900 CE is as follows
On 21 Nov NIFTY was trading at 23340.90. The strike last trading price was 1566.95, 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 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1566.95, 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 1566.95, which was -1437.20 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 3004.15, 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 21900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23340.90 | 0.25 | -0.90 | - | 7,02,962 | -20,542 | 55,138 |
| 19 Nov | 23518.50 | 1.15 | 0.45 | 37.35 | 2,02,792 | -8,017 | 75,680 |
| 18 Nov | 23453.80 | 0.7 | -1.60 | 28.86 | 2,89,558 | 38,001 | 83,697 |
| 14 Nov | 23532.70 | 2.3 | 23.02 | 99,139 | 45,696 | 45,696 | |
For Nifty - strike price 21900 expiring on 21NOV2024
Delta for 21900 PE is -
Historical price for 21900 PE is as follows
On 21 Nov NIFTY was trading at 23340.90. The strike last trading price was 0.25, which was -0.90 lower than the previous day. The implied volatity was -, the open interest changed by -20542 which decreased total open position to 55138
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1.15, which was 0.45 higher than the previous day. The implied volatity was 37.35, the open interest changed by -8017 which decreased total open position to 75680
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 0.7, which was -1.60 lower than the previous day. The implied volatity was 28.86, the open interest changed by 38001 which increased total open position to 83697
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 2.3, which was lower than the previous day. The implied volatity was 23.02, the open interest changed by 45696 which increased total open position to 45696
