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[--[65.84.65.76]--]
NIFTY
Nifty

24708.4 240.95 (0.98%)

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Historical option data for NIFTY

05 Dec 2024 04:11 PM IST
NIFTY 12DEC2024 22050 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
5 Dec 24708.40 2312.75 0.00 - 0 0 0
4 Dec 24467.45 2312.75 0.00 - 0 0 0
3 Dec 24457.15 2312.75 0.00 - 0 0 0
2 Dec 24276.05 2312.75 0.00 - 0 0 0
29 Nov 24131.10 2312.75 0.00 - 0 0 0
28 Nov 23914.15 2312.75 2312.75 - 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 0.00 - 0 0 0
18 Nov 23453.80 0 0.00 - 0 0 0
14 Nov 23532.70 0 - 0 0 0


For Nifty - strike price 22050 expiring on 12DEC2024

Delta for 22050 CE is -

Historical price for 22050 CE is as follows

On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 2312.75, 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 2312.75, 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 2312.75, 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 2312.75, 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 2312.75, 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 2312.75, which was 2312.75 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 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 18 Nov NIFTY was trading at 23453.80. 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 14 Nov NIFTY was trading at 23532.70. 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 22050 PE
Delta: -0.01
Vega: 1.13
Theta: -2.98
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
5 Dec 24708.40 5.9 3.60 37.84 1,02,399 28,476 28,869
4 Dec 24467.45 2.3 -0.40 29.15 564 -29 393
3 Dec 24457.15 2.7 -17.30 27.92 791 422 422
2 Dec 24276.05 20 0.00 0.00 0 1 0
29 Nov 24131.10 20 0.00 0.00 0 1 1
28 Nov 23914.15 20 0.00 0.00 0 0 0
27 Nov 24274.90 20 0.00 0.00 0 0 0
26 Nov 24194.50 20 0.00 0.00 0 0 0
25 Nov 24221.90 20 0.00 0.00 0 0 0
22 Nov 23907.25 20 10.00 21.17 1 0 0
21 Nov 23349.90 10 0.00 6.21 0 0 0
19 Nov 23518.50 10 0.00 6.25 0 0 0
18 Nov 23453.80 10 0.00 6.07 0 0 0
14 Nov 23532.70 10 5.99 0 0 0


For Nifty - strike price 22050 expiring on 12DEC2024

Delta for 22050 PE is -0.01

Historical price for 22050 PE is as follows

On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 5.9, which was 3.60 higher than the previous day. The implied volatity was 37.84, the open interest changed by 28476 which increased total open position to 28869


On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 2.3, which was -0.40 lower than the previous day. The implied volatity was 29.15, the open interest changed by -29 which decreased total open position to 393


On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 2.7, which was -17.30 lower than the previous day. The implied volatity was 27.92, the open interest changed by 422 which increased total open position to 422


On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 20, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 20, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 1


On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 20, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 20, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 20, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 20, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 20, which was 10.00 higher than the previous day. The implied volatity was 21.17, 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 10, which was 0.00 lower than the previous day. The implied volatity was 6.21, 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 10, which was 0.00 lower than the previous day. The implied volatity was 6.25, the open interest changed by 0 which decreased total open position to 0


On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 10, which was 0.00 lower than the previous day. The implied volatity was 6.07, the open interest changed by 0 which decreased total open position to 0


On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 10, which was lower than the previous day. The implied volatity was 5.99, the open interest changed by 0 which decreased total open position to 0