NIFTY
Nifty
Historical option data for NIFTY
03 Dec 2024 04:11 PM IST
| NIFTY 05DEC2024 22400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 24457.15 | 2025.55 | 237.25 | - | 15 | 46 | 46 | |||
| 2 Dec | 24276.05 | 1788.3 | 0.00 | 0.00 | 0 | 14 | 0 | |||
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| 29 Nov | 24131.10 | 1788.3 | 138.30 | 37.69 | 58 | 14 | 41 | |||
| 28 Nov | 23914.15 | 1650 | -310.00 | 37.12 | 27 | 27 | 27 | |||
| 27 Nov | 24274.90 | 1960 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 26 Nov | 24194.50 | 1960 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 25 Nov | 24221.90 | 1960 | 792.35 | 33.97 | 4 | 3 | 3 | |||
| 22 Nov | 23907.25 | 1167.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 23349.90 | 1167.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 23518.50 | 1167.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 23453.80 | 1167.65 | 1167.65 | - | 3 | 0 | 0 | |||
| 14 Nov | 23532.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 23559.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 23883.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 24141.30 | 0 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 22400 expiring on 05DEC2024
Delta for 22400 CE is -
Historical price for 22400 CE is as follows
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 2025.55, which was 237.25 higher than the previous day. The implied volatity was -, the open interest changed by 46 which increased total open position to 46
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 1788.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 14 which increased total open position to 0
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 1788.3, which was 138.30 higher than the previous day. The implied volatity was 37.69, the open interest changed by 14 which increased total open position to 41
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 1650, which was -310.00 lower than the previous day. The implied volatity was 37.12, the open interest changed by 27 which increased total open position to 27
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 1960, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 1960, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 1960, which was 792.35 higher than the previous day. The implied volatity was 33.97, the open interest changed by 3 which increased total open position to 3
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 1167.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 1167.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 1167.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 1167.65, which was 1167.65 higher 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 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 13 Nov NIFTY was trading at 23559.05. 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 12 Nov NIFTY was trading at 23883.45. 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 11 Nov NIFTY was trading at 24141.30. 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 05DEC2024 22400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.00
Vega: 0.20
Theta: -2.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 24457.15 | 0.95 | -0.65 | 44.73 | 1,68,687 | -1,744 | 45,445 |
| 2 Dec | 24276.05 | 1.6 | 0.10 | 36.09 | 2,87,918 | 15,984 | 47,189 |
| 29 Nov | 24131.10 | 1.5 | -1.35 | 23.81 | 2,35,999 | 18,605 | 31,205 |
| 28 Nov | 23914.15 | 2.85 | -0.25 | 22.05 | 63,269 | 6,310 | 12,600 |
| 27 Nov | 24274.90 | 3.1 | -3.05 | 24.31 | 20,594 | 1,060 | 6,290 |
| 26 Nov | 24194.50 | 6.15 | -3.00 | 24.38 | 11,032 | 1,108 | 5,230 |
| 25 Nov | 24221.90 | 9.15 | -9.70 | 25.29 | 24,540 | 261 | 4,122 |
| 22 Nov | 23907.25 | 18.85 | -20.15 | 21.48 | 27,517 | 1,466 | 3,861 |
| 21 Nov | 23349.90 | 39 | 0.25 | 18.13 | 8,298 | 684 | 2,395 |
| 19 Nov | 23518.50 | 38.75 | 7.95 | 18.52 | 2,966 | 1,529 | 1,711 |
| 18 Nov | 23453.80 | 30.8 | 7.35 | 16.94 | 309 | 182 | 182 |
| 14 Nov | 23532.70 | 23.45 | 0.00 | 5.34 | 0 | 0 | 0 |
| 13 Nov | 23559.05 | 23.45 | 0.00 | 5.41 | 0 | 0 | 0 |
| 12 Nov | 23883.45 | 23.45 | 0.00 | 6.18 | 0 | 0 | 0 |
| 11 Nov | 24141.30 | 23.45 | 7.39 | 0 | 0 | 0 | |
For Nifty - strike price 22400 expiring on 05DEC2024
Delta for 22400 PE is -0.00
Historical price for 22400 PE is as follows
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 0.95, which was -0.65 lower than the previous day. The implied volatity was 44.73, the open interest changed by -1744 which decreased total open position to 45445
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 1.6, which was 0.10 higher than the previous day. The implied volatity was 36.09, the open interest changed by 15984 which increased total open position to 47189
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 1.5, which was -1.35 lower than the previous day. The implied volatity was 23.81, the open interest changed by 18605 which increased total open position to 31205
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 2.85, which was -0.25 lower than the previous day. The implied volatity was 22.05, the open interest changed by 6310 which increased total open position to 12600
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 3.1, which was -3.05 lower than the previous day. The implied volatity was 24.31, the open interest changed by 1060 which increased total open position to 6290
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 6.15, which was -3.00 lower than the previous day. The implied volatity was 24.38, the open interest changed by 1108 which increased total open position to 5230
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 9.15, which was -9.70 lower than the previous day. The implied volatity was 25.29, the open interest changed by 261 which increased total open position to 4122
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 18.85, which was -20.15 lower than the previous day. The implied volatity was 21.48, the open interest changed by 1466 which increased total open position to 3861
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 39, which was 0.25 higher than the previous day. The implied volatity was 18.13, the open interest changed by 684 which increased total open position to 2395
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 38.75, which was 7.95 higher than the previous day. The implied volatity was 18.52, the open interest changed by 1529 which increased total open position to 1711
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 30.8, which was 7.35 higher than the previous day. The implied volatity was 16.94, the open interest changed by 182 which increased total open position to 182
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 23.45, which was 0.00 lower than the previous day. The implied volatity was 5.34, 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 23.45, which was 0.00 lower than the previous day. The implied volatity was 5.41, the open interest changed by 0 which decreased total open position to 0
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 23.45, which was 0.00 lower than the previous day. The implied volatity was 6.18, 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 23.45, which was lower than the previous day. The implied volatity was 7.39, the open interest changed by 0 which decreased total open position to 0
