NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:01 PM IST
| NIFTY 21NOV2024 22000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23345.65 | 1328 | -146.25 | - | 116 | -53 | 249 | |||
|
|
||||||||||
| 19 Nov | 23518.50 | 1474.25 | -20.95 | - | 246 | 111 | 302 | |||
| 18 Nov | 23453.80 | 1495.2 | -60.70 | 40.14 | 357 | 40 | 191 | |||
| 14 Nov | 23532.70 | 1555.9 | - | 158 | 151 | 151 | ||||
For Nifty - strike price 22000 expiring on 21NOV2024
Delta for 22000 CE is -
Historical price for 22000 CE is as follows
On 21 Nov NIFTY was trading at 23345.65. The strike last trading price was 1328, which was -146.25 lower than the previous day. The implied volatity was -, the open interest changed by -53 which decreased total open position to 249
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1474.25, which was -20.95 lower than the previous day. The implied volatity was -, the open interest changed by 111 which increased total open position to 302
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1495.2, which was -60.70 lower than the previous day. The implied volatity was 40.14, the open interest changed by 40 which increased total open position to 191
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1555.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 151 which increased total open position to 151
| NIFTY 21NOV2024 22000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23345.65 | 0.3 | -1.70 | - | 23,29,011 | -46,100 | 1,45,430 |
| 19 Nov | 23518.50 | 2 | 1.10 | 37.58 | 6,56,209 | 5,248 | 1,91,530 |
| 18 Nov | 23453.80 | 0.9 | -1.60 | 27.93 | 6,55,476 | 86,930 | 1,86,282 |
| 14 Nov | 23532.70 | 2.5 | 22.01 | 2,34,671 | 99,352 | 99,352 | |
For Nifty - strike price 22000 expiring on 21NOV2024
Delta for 22000 PE is -
Historical price for 22000 PE is as follows
On 21 Nov NIFTY was trading at 23345.65. The strike last trading price was 0.3, which was -1.70 lower than the previous day. The implied volatity was -, the open interest changed by -46100 which decreased total open position to 145430
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 2, which was 1.10 higher than the previous day. The implied volatity was 37.58, the open interest changed by 5248 which increased total open position to 191530
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 0.9, which was -1.60 lower than the previous day. The implied volatity was 27.93, the open interest changed by 86930 which increased total open position to 186282
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 2.5, which was lower than the previous day. The implied volatity was 22.01, the open interest changed by 99352 which increased total open position to 99352
