NIFTY
Nifty
Historical option data for NIFTY
05 Dec 2024 04:11 PM IST
| NIFTY 12DEC2024 22050 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| 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 | |||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 1.13
Theta: -2.98
Gamma: 0.00
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| 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
