NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:06 PM IST
| NIFTY 21NOV2024 22100 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23338.50 | 1236.75 | -1570.25 | - | 4 | 0 | 0 | |||
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| 19 Nov | 23518.50 | 2807 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 23453.80 | 2807 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 23532.70 | 2807 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 22100 expiring on 21NOV2024
Delta for 22100 CE is -
Historical price for 22100 CE is as follows
On 21 Nov NIFTY was trading at 23338.50. The strike last trading price was 1236.75, which was -1570.25 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 2807, 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 2807, 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 2807, 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 22100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23338.50 | 0.25 | -2.10 | - | 11,65,729 | 23,270 | 57,325 |
| 19 Nov | 23518.50 | 2.35 | 1.35 | 36.02 | 2,43,341 | 6,128 | 34,055 |
| 18 Nov | 23453.80 | 1 | -1.45 | 26.50 | 1,92,888 | 9,641 | 27,927 |
| 14 Nov | 23532.70 | 2.45 | 20.71 | 68,366 | 18,286 | 18,286 | |
For Nifty - strike price 22100 expiring on 21NOV2024
Delta for 22100 PE is -
Historical price for 22100 PE is as follows
On 21 Nov NIFTY was trading at 23338.50. The strike last trading price was 0.25, which was -2.10 lower than the previous day. The implied volatity was -, the open interest changed by 23270 which increased total open position to 57325
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 2.35, which was 1.35 higher than the previous day. The implied volatity was 36.02, the open interest changed by 6128 which increased total open position to 34055
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1, which was -1.45 lower than the previous day. The implied volatity was 26.50, the open interest changed by 9641 which increased total open position to 27927
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 2.45, which was lower than the previous day. The implied volatity was 20.71, the open interest changed by 18286 which increased total open position to 18286
