NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:24 PM IST
| NIFTY 21NOV2024 22300 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23342.90 | 1037.9 | -130.55 | - | 34 | -15 | 11 | |||
| 19 Nov | 23518.50 | 1168.45 | 16.60 | - | 26 | -1 | 26 | |||
| 18 Nov | 23453.80 | 1151.85 | -116.15 | - | 17 | 6 | 27 | |||
| 14 Nov | 23532.70 | 1268 | -92.00 | - | 6 | 1 | 21 | |||
| 13 Nov | 23559.05 | 1360 | -243.95 | 22.03 | 36 | 20 | 20 | |||
| 12 Nov | 23883.45 | 1603.95 | -1006.80 | 22.96 | 8 | 0 | 0 | |||
| 11 Nov | 24141.30 | 2610.75 | 0.00 | - | 0 | 0 | 0 | |||
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| 8 Nov | 24148.20 | 2610.75 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 24199.35 | 2610.75 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 24484.05 | 2610.75 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 24213.30 | 2610.75 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 22300 expiring on 21NOV2024
Delta for 22300 CE is -
Historical price for 22300 CE is as follows
On 21 Nov NIFTY was trading at 23342.90. The strike last trading price was 1037.9, which was -130.55 lower than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 11
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1168.45, which was 16.60 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 26
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1151.85, which was -116.15 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 27
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1268, which was -92.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 21
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 1360, which was -243.95 lower than the previous day. The implied volatity was 22.03, the open interest changed by 20 which increased total open position to 20
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1603.95, which was -1006.80 lower than the previous day. The implied volatity was 22.96, 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 2610.75, 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 2610.75, 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 2610.75, 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 2610.75, 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 2610.75, 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 22300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23342.90 | 0.45 | -2.45 | - | 18,79,371 | 48,656 | 1,35,917 |
| 19 Nov | 23518.50 | 2.9 | 1.60 | 32.24 | 5,31,145 | -2,565 | 87,261 |
| 18 Nov | 23453.80 | 1.3 | -1.35 | 23.70 | 5,73,150 | 49,130 | 89,826 |
| 14 Nov | 23532.70 | 2.65 | -1.40 | 18.41 | 2,04,990 | 35,169 | 40,696 |
| 13 Nov | 23559.05 | 4.05 | 0.85 | 18.87 | 24,656 | 2,255 | 5,527 |
| 12 Nov | 23883.45 | 3.2 | 0.40 | 19.83 | 3,739 | 929 | 3,272 |
| 11 Nov | 24141.30 | 2.8 | -2.10 | 21.17 | 3,393 | 1,441 | 2,343 |
| 8 Nov | 24148.20 | 4.9 | 0.00 | 20.09 | 712 | 176 | 902 |
| 7 Nov | 24199.35 | 4.9 | -1.70 | 20.12 | 804 | 267 | 726 |
| 6 Nov | 24484.05 | 6.6 | -7.90 | 22.77 | 641 | 416 | 459 |
| 5 Nov | 24213.30 | 14.5 | 22.49 | 91 | 43 | 43 | |
For Nifty - strike price 22300 expiring on 21NOV2024
Delta for 22300 PE is -
Historical price for 22300 PE is as follows
On 21 Nov NIFTY was trading at 23342.90. The strike last trading price was 0.45, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by 48656 which increased total open position to 135917
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 2.9, which was 1.60 higher than the previous day. The implied volatity was 32.24, the open interest changed by -2565 which decreased total open position to 87261
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1.3, which was -1.35 lower than the previous day. The implied volatity was 23.70, the open interest changed by 49130 which increased total open position to 89826
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 2.65, which was -1.40 lower than the previous day. The implied volatity was 18.41, the open interest changed by 35169 which increased total open position to 40696
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 4.05, which was 0.85 higher than the previous day. The implied volatity was 18.87, the open interest changed by 2255 which increased total open position to 5527
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 3.2, which was 0.40 higher than the previous day. The implied volatity was 19.83, the open interest changed by 929 which increased total open position to 3272
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 2.8, which was -2.10 lower than the previous day. The implied volatity was 21.17, the open interest changed by 1441 which increased total open position to 2343
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 4.9, which was 0.00 lower than the previous day. The implied volatity was 20.09, the open interest changed by 176 which increased total open position to 902
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 4.9, which was -1.70 lower than the previous day. The implied volatity was 20.12, the open interest changed by 267 which increased total open position to 726
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 6.6, which was -7.90 lower than the previous day. The implied volatity was 22.77, the open interest changed by 416 which increased total open position to 459
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 14.5, which was lower than the previous day. The implied volatity was 22.49, the open interest changed by 43 which increased total open position to 43
