NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:09 PM IST
| NIFTY 21NOV2024 22250 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23342.70 | 1060.9 | -430.25 | - | 35 | -2 | 31 | |||
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| 19 Nov | 23518.50 | 1491.15 | 361.90 | 105.12 | 32 | -1 | 33 | |||
| 18 Nov | 23453.80 | 1129.25 | -167.15 | - | 9 | 1 | 34 | |||
| 14 Nov | 23532.70 | 1296.4 | -138.60 | - | 31 | 29 | 33 | |||
| 13 Nov | 23559.05 | 1435 | -250.95 | 28.67 | 12 | 4 | 4 | |||
| 12 Nov | 23883.45 | 1685.95 | -973.80 | 31.48 | 1 | 0 | 0 | |||
| 11 Nov | 24141.30 | 2659.75 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 24148.20 | 2659.75 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 24199.35 | 2659.75 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 24484.05 | 2659.75 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 24213.30 | 2659.75 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 22250 expiring on 21NOV2024
Delta for 22250 CE is -
Historical price for 22250 CE is as follows
On 21 Nov NIFTY was trading at 23342.70. The strike last trading price was 1060.9, which was -430.25 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 31
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1491.15, which was 361.90 higher than the previous day. The implied volatity was 105.12, the open interest changed by -1 which decreased total open position to 33
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1129.25, which was -167.15 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 34
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1296.4, which was -138.60 lower than the previous day. The implied volatity was -, the open interest changed by 29 which increased total open position to 33
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 1435, which was -250.95 lower than the previous day. The implied volatity was 28.67, the open interest changed by 4 which increased total open position to 4
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1685.95, which was -973.80 lower than the previous day. The implied volatity was 31.48, the open interest changed by 0 which decreased total open position to 0
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 2659.75, 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 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 2659.75, 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 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 2659.75, 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 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 2659.75, 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 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 2659.75, 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 22250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23342.70 | 0.45 | -2.30 | - | 9,47,729 | 33,088 | 71,045 |
| 19 Nov | 23518.50 | 2.75 | 1.55 | 33.20 | 2,01,075 | -12,914 | 37,957 |
| 18 Nov | 23453.80 | 1.2 | -1.60 | 24.30 | 1,59,219 | 7,364 | 50,871 |
| 14 Nov | 23532.70 | 2.8 | -1.60 | 19.22 | 1,02,902 | 3,878 | 43,507 |
| 13 Nov | 23559.05 | 4.4 | 1.55 | 19.75 | 17,067 | 2 | 39,629 |
| 12 Nov | 23883.45 | 2.85 | 0.05 | 20.04 | 45,988 | 28,550 | 39,627 |
| 11 Nov | 24141.30 | 2.8 | -1.80 | 21.66 | 15,739 | 10,658 | 11,077 |
| 8 Nov | 24148.20 | 4.6 | -0.60 | 20.39 | 352 | 126 | 419 |
| 7 Nov | 24199.35 | 5.2 | -0.80 | 20.75 | 437 | 216 | 293 |
| 6 Nov | 24484.05 | 6 | -10.30 | 22.90 | 177 | 57 | 77 |
| 5 Nov | 24213.30 | 16.3 | 23.46 | 43 | 20 | 20 | |
For Nifty - strike price 22250 expiring on 21NOV2024
Delta for 22250 PE is -
Historical price for 22250 PE is as follows
On 21 Nov NIFTY was trading at 23342.70. The strike last trading price was 0.45, which was -2.30 lower than the previous day. The implied volatity was -, the open interest changed by 33088 which increased total open position to 71045
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 2.75, which was 1.55 higher than the previous day. The implied volatity was 33.20, the open interest changed by -12914 which decreased total open position to 37957
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1.2, which was -1.60 lower than the previous day. The implied volatity was 24.30, the open interest changed by 7364 which increased total open position to 50871
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 2.8, which was -1.60 lower than the previous day. The implied volatity was 19.22, the open interest changed by 3878 which increased total open position to 43507
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 4.4, which was 1.55 higher than the previous day. The implied volatity was 19.75, the open interest changed by 2 which increased total open position to 39629
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 2.85, which was 0.05 higher than the previous day. The implied volatity was 20.04, the open interest changed by 28550 which increased total open position to 39627
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 2.8, which was -1.80 lower than the previous day. The implied volatity was 21.66, the open interest changed by 10658 which increased total open position to 11077
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 4.6, which was -0.60 lower than the previous day. The implied volatity was 20.39, the open interest changed by 126 which increased total open position to 419
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 5.2, which was -0.80 lower than the previous day. The implied volatity was 20.75, the open interest changed by 216 which increased total open position to 293
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 6, which was -10.30 lower than the previous day. The implied volatity was 22.90, the open interest changed by 57 which increased total open position to 77
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 16.3, which was lower than the previous day. The implied volatity was 23.46, the open interest changed by 20 which increased total open position to 20
