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NIFTY
Nifty
24708.4 240.95 (0.98%)

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Historical option data for NIFTY

05 Dec 2024 04:11 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
NIFTY 12DEC2024 22250 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
5 Dec 24708.40 2120.2 0.00 - 0 0 0
4 Dec 24467.45 2120.2 0.00 - 0 0 0
3 Dec 24457.15 2120.2 0.00 - 0 0 0
2 Dec 24276.05 2120.2 0.00 - 0 0 0
29 Nov 24131.10 2120.2 0.00 - 0 0 0
28 Nov 23914.15 2120.2 0.00 - 0 0 0
27 Nov 24274.90 2120.2 0.00 - 0 0 0
26 Nov 24194.50 2120.2 0.00 - 0 0 0
25 Nov 24221.90 2120.2 0.00 - 0 0 0
22 Nov 23907.25 2120.2 2120.20 - 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 22250 expiring on 12DEC2024

Delta for 22250 CE is -

Historical price for 22250 CE is as follows

On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 2120.2, 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 2120.2, 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 2120.2, 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 2120.2, 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 2120.2, 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 2120.2, 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 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 2120.2, 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 2120.2, 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 2120.2, 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 2120.2, which was 2120.20 higher 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 22250 PE
Delta: -0.01
Vega: 1.02
Theta: -2.41
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
5 Dec 24708.40 4.65 2.30 34.08 28,381 3,077 3,268
4 Dec 24467.45 2.35 -0.65 27.00 538 -121 191
3 Dec 24457.15 3 -0.35 26.14 632 284 312
2 Dec 24276.05 3.35 -12.70 23.63 182 28 28
29 Nov 24131.10 16.05 0.00 10.07 0 0 0
28 Nov 23914.15 16.05 0.00 9.10 0 0 0
27 Nov 24274.90 16.05 0.00 10.13 0 0 0
26 Nov 24194.50 16.05 0.00 9.56 0 0 0
25 Nov 24221.90 16.05 0.00 9.56 0 0 0
22 Nov 23907.25 16.05 0.00 7.60 0 0 0
21 Nov 23349.90 16.05 0.00 5.14 0 0 0
19 Nov 23518.50 16.05 0.00 5.46 0 0 0
18 Nov 23453.80 16.05 0.00 5.32 0 0 0
14 Nov 23532.70 16.05 5.38 0 0 0

For Nifty - strike price 22250 expiring on 12DEC2024

Delta for 22250 PE is -0.01

Historical price for 22250 PE is as follows

On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 4.65, which was 2.30 higher than the previous day. The implied volatity was 34.08, the open interest changed by 3077 which increased total open position to 3268


On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 2.35, which was -0.65 lower than the previous day. The implied volatity was 27.00, the open interest changed by -121 which decreased total open position to 191


On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 3, which was -0.35 lower than the previous day. The implied volatity was 26.14, the open interest changed by 284 which increased total open position to 312


On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 3.35, which was -12.70 lower than the previous day. The implied volatity was 23.63, the open interest changed by 28 which increased total open position to 28


On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 16.05, which was 0.00 lower than the previous day. The implied volatity was 10.07, 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 16.05, which was 0.00 lower than the previous day. The implied volatity was 9.10, 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 16.05, which was 0.00 lower than the previous day. The implied volatity was 10.13, 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 16.05, which was 0.00 lower than the previous day. The implied volatity was 9.56, 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 16.05, which was 0.00 lower than the previous day. The implied volatity was 9.56, 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 16.05, which was 0.00 lower than the previous day. The implied volatity was 7.60, 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 16.05, which was 0.00 lower than the previous day. The implied volatity was 5.14, 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 16.05, which was 0.00 lower than the previous day. The implied volatity was 5.46, 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 16.05, which was 0.00 lower than the previous day. The implied volatity was 5.32, 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 16.05, which was lower than the previous day. The implied volatity was 5.38, the open interest changed by 0 which decreased total open position to 0