NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:21 PM IST
| NIFTY 21NOV2024 22150 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 | 23345.85 | 1311.4 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 19 Nov | 23518.50 | 1311.4 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 18 Nov | 23453.80 | 1311.4 | -87.65 | - | 3 | 2 | 2 | |||
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| 14 Nov | 23532.70 | 1399.05 | -1358.80 | - | 2 | 0 | 0 | |||
| 13 Nov | 23559.05 | 2757.85 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 22150 expiring on 21NOV2024
Delta for 22150 CE is 0.00
Historical price for 22150 CE is as follows
On 21 Nov NIFTY was trading at 23345.85. The strike last trading price was 1311.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1311.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1311.4, which was -87.65 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1399.05, which was -1358.80 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 2757.85, 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 22150 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23345.85 | 0.35 | -1.80 | - | 8,21,719 | 21,837 | 30,064 |
| 19 Nov | 23518.50 | 2.15 | 1.10 | 34.36 | 1,16,604 | -6,561 | 8,227 |
| 18 Nov | 23453.80 | 1.05 | -1.60 | 25.76 | 64,445 | 5,325 | 14,788 |
| 14 Nov | 23532.70 | 2.65 | -0.80 | 20.30 | 25,249 | 6,401 | 9,463 |
| 13 Nov | 23559.05 | 3.45 | 20.29 | 12,752 | 3,062 | 3,062 | |
For Nifty - strike price 22150 expiring on 21NOV2024
Delta for 22150 PE is -
Historical price for 22150 PE is as follows
On 21 Nov NIFTY was trading at 23345.85. The strike last trading price was 0.35, which was -1.80 lower than the previous day. The implied volatity was -, the open interest changed by 21837 which increased total open position to 30064
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 2.15, which was 1.10 higher than the previous day. The implied volatity was 34.36, the open interest changed by -6561 which decreased total open position to 8227
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1.05, which was -1.60 lower than the previous day. The implied volatity was 25.76, the open interest changed by 5325 which increased total open position to 14788
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 2.65, which was -0.80 lower than the previous day. The implied volatity was 20.30, the open interest changed by 6401 which increased total open position to 9463
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 3.45, which was lower than the previous day. The implied volatity was 20.29, the open interest changed by 3062 which increased total open position to 3062
