NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:19 PM IST
| NIFTY 21NOV2024 22350 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23343.40 | 987.85 | -486.40 | - | 42 | 17 | 17 | |||
| 19 Nov | 23518.50 | 1474.25 | 0.00 | 0.00 | 0 | 5 | 0 | |||
| 18 Nov | 23453.80 | 1474.25 | 0.00 | 0.00 | 0 | 5 | 0 | |||
| 14 Nov | 23532.70 | 1474.25 | 0.00 | 0.00 | 0 | 5 | 0 | |||
| 13 Nov | 23559.05 | 1474.25 | -112.55 | 45.85 | 8 | 5 | 5 | |||
|
|
||||||||||
| 12 Nov | 23883.45 | 1586.8 | -975.10 | 29.83 | 1 | 0 | 0 | |||
| 11 Nov | 24141.30 | 2561.9 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 24148.20 | 2561.9 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 24199.35 | 2561.9 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 24484.05 | 2561.9 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 24213.30 | 2561.9 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 22350 expiring on 21NOV2024
Delta for 22350 CE is -
Historical price for 22350 CE is as follows
On 21 Nov NIFTY was trading at 23343.40. The strike last trading price was 987.85, which was -486.40 lower than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 17
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1474.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1474.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1474.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 1474.25, which was -112.55 lower than the previous day. The implied volatity was 45.85, the open interest changed by 5 which increased total open position to 5
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1586.8, which was -975.10 lower than the previous day. The implied volatity was 29.83, 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 2561.9, 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 2561.9, 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 2561.9, 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 2561.9, 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 2561.9, 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 22350 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23343.40 | 0.5 | -0.10 | - | 10,18,661 | 49,532 | 65,906 |
| 19 Nov | 23518.50 | 0.6 | -0.80 | 25.58 | 1,42,244 | 6,523 | 16,374 |
| 18 Nov | 23453.80 | 1.4 | -1.50 | 22.97 | 1,10,587 | 7,234 | 9,851 |
| 14 Nov | 23532.70 | 2.9 | -1.55 | 18.00 | 22,542 | 1,846 | 2,617 |
| 13 Nov | 23559.05 | 4.45 | 1.15 | 18.55 | 5,312 | 645 | 771 |
| 12 Nov | 23883.45 | 3.3 | -3.25 | 19.33 | 718 | 126 | 126 |
| 11 Nov | 24141.30 | 6.55 | 0.00 | 11.16 | 0 | 0 | 0 |
| 8 Nov | 24148.20 | 6.55 | 0.00 | 9.54 | 0 | 0 | 0 |
| 7 Nov | 24199.35 | 6.55 | 0.00 | 9.63 | 0 | 0 | 0 |
| 6 Nov | 24484.05 | 6.55 | 0.00 | 10.53 | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 6.55 | 9.17 | 0 | 0 | 0 | |
For Nifty - strike price 22350 expiring on 21NOV2024
Delta for 22350 PE is -
Historical price for 22350 PE is as follows
On 21 Nov NIFTY was trading at 23343.40. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 49532 which increased total open position to 65906
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 0.6, which was -0.80 lower than the previous day. The implied volatity was 25.58, the open interest changed by 6523 which increased total open position to 16374
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1.4, which was -1.50 lower than the previous day. The implied volatity was 22.97, the open interest changed by 7234 which increased total open position to 9851
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 2.9, which was -1.55 lower than the previous day. The implied volatity was 18.00, the open interest changed by 1846 which increased total open position to 2617
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 4.45, which was 1.15 higher than the previous day. The implied volatity was 18.55, the open interest changed by 645 which increased total open position to 771
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 3.3, which was -3.25 lower than the previous day. The implied volatity was 19.33, the open interest changed by 126 which increased total open position to 126
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 6.55, which was 0.00 lower than the previous day. The implied volatity was 11.16, 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 6.55, which was 0.00 lower than the previous day. The implied volatity was 9.54, 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 6.55, which was 0.00 lower than the previous day. The implied volatity was 9.63, 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 6.55, which was 0.00 lower than the previous day. The implied volatity was 10.53, 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 6.55, which was lower than the previous day. The implied volatity was 9.17, the open interest changed by 0 which decreased total open position to 0
