NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:20 PM IST
| NIFTY 21NOV2024 22400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23343.25 | 937.9 | -134.85 | - | 64 | -6 | 81 | |||
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| 19 Nov | 23518.50 | 1072.75 | 12.65 | - | 27 | -8 | 87 | |||
| 18 Nov | 23453.80 | 1060.1 | -89.90 | - | 525 | 57 | 95 | |||
| 14 Nov | 23532.70 | 1150 | -30.00 | - | 9 | 10 | 38 | |||
| 13 Nov | 23559.05 | 1180 | -341.55 | - | 32 | 28 | 28 | |||
| 12 Nov | 23883.45 | 1521.55 | -991.55 | 26.36 | 1 | 0 | 0 | |||
| 11 Nov | 24141.30 | 2513.1 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 24148.20 | 2513.1 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 24199.35 | 2513.1 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 24484.05 | 2513.1 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 24213.30 | 2513.1 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 22400 expiring on 21NOV2024
Delta for 22400 CE is -
Historical price for 22400 CE is as follows
On 21 Nov NIFTY was trading at 23343.25. The strike last trading price was 937.9, which was -134.85 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 81
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1072.75, which was 12.65 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 87
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1060.1, which was -89.90 lower than the previous day. The implied volatity was -, the open interest changed by 57 which increased total open position to 95
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1150, which was -30.00 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 38
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 1180, which was -341.55 lower than the previous day. The implied volatity was -, the open interest changed by 28 which increased total open position to 28
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1521.55, which was -991.55 lower than the previous day. The implied volatity was 26.36, 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 2513.1, 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 2513.1, 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 2513.1, 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 2513.1, 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 2513.1, 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 22400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23343.25 | 0.55 | -2.00 | - | 19,20,285 | 90,143 | 1,39,149 |
| 19 Nov | 23518.50 | 2.55 | 1.15 | 29.29 | 5,02,949 | -2,506 | 49,006 |
| 18 Nov | 23453.80 | 1.4 | -1.60 | 22.08 | 5,07,243 | 24,885 | 51,512 |
| 14 Nov | 23532.70 | 3 | -1.35 | 17.44 | 1,59,665 | 19,648 | 26,627 |
| 13 Nov | 23559.05 | 4.35 | 0.35 | 17.85 | 35,509 | 5,697 | 6,979 |
| 12 Nov | 23883.45 | 4 | 1.10 | 19.28 | 3,165 | 1,052 | 1,282 |
| 11 Nov | 24141.30 | 2.9 | -2.30 | 20.24 | 639 | 69 | 230 |
| 8 Nov | 24148.20 | 5.2 | -2.25 | 19.30 | 359 | 161 | 161 |
| 7 Nov | 24199.35 | 7.45 | 0.00 | 9.41 | 0 | 0 | 0 |
| 6 Nov | 24484.05 | 7.45 | 0.00 | 10.32 | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 7.45 | 8.91 | 0 | 0 | 0 | |
For Nifty - strike price 22400 expiring on 21NOV2024
Delta for 22400 PE is -
Historical price for 22400 PE is as follows
On 21 Nov NIFTY was trading at 23343.25. The strike last trading price was 0.55, which was -2.00 lower than the previous day. The implied volatity was -, the open interest changed by 90143 which increased total open position to 139149
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 2.55, which was 1.15 higher than the previous day. The implied volatity was 29.29, the open interest changed by -2506 which decreased total open position to 49006
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1.4, which was -1.60 lower than the previous day. The implied volatity was 22.08, the open interest changed by 24885 which increased total open position to 51512
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 3, which was -1.35 lower than the previous day. The implied volatity was 17.44, the open interest changed by 19648 which increased total open position to 26627
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 4.35, which was 0.35 higher than the previous day. The implied volatity was 17.85, the open interest changed by 5697 which increased total open position to 6979
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 4, which was 1.10 higher than the previous day. The implied volatity was 19.28, the open interest changed by 1052 which increased total open position to 1282
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 2.9, which was -2.30 lower than the previous day. The implied volatity was 20.24, the open interest changed by 69 which increased total open position to 230
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 5.2, which was -2.25 lower than the previous day. The implied volatity was 19.30, the open interest changed by 161 which increased total open position to 161
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 7.45, which was 0.00 lower than the previous day. The implied volatity was 9.41, 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 7.45, which was 0.00 lower than the previous day. The implied volatity was 10.32, 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 7.45, which was lower than the previous day. The implied volatity was 8.91, the open interest changed by 0 which decreased total open position to 0
