NIFTY
Nifty
Historical option data for NIFTY
03 Dec 2024 04:11 PM IST
| NIFTY 05DEC2024 22450 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 24457.15 | 1841.05 | 0.00 | 0.00 | 0 | 6 | 0 | |||
| 2 Dec | 24276.05 | 1841.05 | 165.45 | - | 44 | 6 | 9 | |||
| 29 Nov | 24131.10 | 1675.6 | 0.00 | 0.00 | 0 | -4 | 3 | |||
| 28 Nov | 23914.15 | 1675.6 | 554.90 | 47.84 | 8 | 7 | 7 | |||
| 27 Nov | 24274.90 | 1120.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 24194.50 | 1120.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 24221.90 | 1120.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 23907.25 | 1120.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 23349.90 | 1120.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 23518.50 | 1120.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 23453.80 | 1120.7 | 1120.70 | 9.40 | 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 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 24148.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 7 Nov | 24199.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 23995.35 | 0 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 22450 expiring on 05DEC2024
Delta for 22450 CE is 0.00
Historical price for 22450 CE is as follows
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 1841.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 1841.05, which was 165.45 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 9
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 1675.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 3
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 1675.6, which was 554.90 higher than the previous day. The implied volatity was 47.84, the open interest changed by 7 which increased total open position to 7
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 1120.7, 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 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 1120.7, 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 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 1120.7, 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 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 1120.7, 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 1120.7, 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 1120.7, 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 1120.7, which was 1120.70 higher than the previous day. The implied volatity was 9.40, 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 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 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 7 Nov NIFTY was trading at 24199.35. 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 4 Nov NIFTY was trading at 23995.35. 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 22450 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.00
Vega: 0.21
Theta: -2.24
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 24457.15 | 0.95 | -0.50 | 43.71 | 47,473 | -282 | 9,003 |
| 2 Dec | 24276.05 | 1.45 | -0.20 | 34.81 | 90,007 | 2,844 | 9,285 |
| 29 Nov | 24131.10 | 1.65 | -1.15 | 23.44 | 83,112 | 4,006 | 6,441 |
| 28 Nov | 23914.15 | 2.8 | 0.10 | 21.36 | 12,618 | 1,101 | 2,435 |
| 27 Nov | 24274.90 | 2.7 | -3.35 | 23.32 | 2,297 | 22 | 1,334 |
| 26 Nov | 24194.50 | 6.05 | -3.05 | 23.73 | 1,884 | 330 | 1,312 |
| 25 Nov | 24221.90 | 9.1 | -11.60 | 24.69 | 1,976 | 64 | 982 |
| 22 Nov | 23907.25 | 20.7 | -22.05 | 21.31 | 2,619 | 506 | 918 |
| 21 Nov | 23349.90 | 42.75 | 2.20 | 17.92 | 923 | -5 | 412 |
| 19 Nov | 23518.50 | 40.55 | 7.20 | 18.14 | 373 | -47 | 417 |
| 18 Nov | 23453.80 | 33.35 | 1.35 | 16.71 | 214 | 45 | 464 |
| 14 Nov | 23532.70 | 32 | -5.20 | 16.00 | 90 | 14 | 419 |
| 13 Nov | 23559.05 | 37.2 | 14.90 | 16.71 | 114 | 42 | 405 |
| 12 Nov | 23883.45 | 22.3 | 5.30 | 16.54 | 205 | 100 | 363 |
| 11 Nov | 24141.30 | 17 | -10.00 | 17.52 | 164 | 132 | 263 |
| 8 Nov | 24148.20 | 27 | 5.90 | 18.17 | 117 | 88 | 131 |
| 7 Nov | 24199.35 | 21.1 | -24.15 | 17.67 | 45 | 43 | 43 |
| 4 Nov | 23995.35 | 45.25 | 18.34 | 41 | 21 | 21 | |
For Nifty - strike price 22450 expiring on 05DEC2024
Delta for 22450 PE is -0.00
Historical price for 22450 PE is as follows
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 0.95, which was -0.50 lower than the previous day. The implied volatity was 43.71, the open interest changed by -282 which decreased total open position to 9003
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 1.45, which was -0.20 lower than the previous day. The implied volatity was 34.81, the open interest changed by 2844 which increased total open position to 9285
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 1.65, which was -1.15 lower than the previous day. The implied volatity was 23.44, the open interest changed by 4006 which increased total open position to 6441
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 2.8, which was 0.10 higher than the previous day. The implied volatity was 21.36, the open interest changed by 1101 which increased total open position to 2435
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 2.7, which was -3.35 lower than the previous day. The implied volatity was 23.32, the open interest changed by 22 which increased total open position to 1334
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 6.05, which was -3.05 lower than the previous day. The implied volatity was 23.73, the open interest changed by 330 which increased total open position to 1312
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 9.1, which was -11.60 lower than the previous day. The implied volatity was 24.69, the open interest changed by 64 which increased total open position to 982
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 20.7, which was -22.05 lower than the previous day. The implied volatity was 21.31, the open interest changed by 506 which increased total open position to 918
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 42.75, which was 2.20 higher than the previous day. The implied volatity was 17.92, the open interest changed by -5 which decreased total open position to 412
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 40.55, which was 7.20 higher than the previous day. The implied volatity was 18.14, the open interest changed by -47 which decreased total open position to 417
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 33.35, which was 1.35 higher than the previous day. The implied volatity was 16.71, the open interest changed by 45 which increased total open position to 464
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 32, which was -5.20 lower than the previous day. The implied volatity was 16.00, the open interest changed by 14 which increased total open position to 419
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 37.2, which was 14.90 higher than the previous day. The implied volatity was 16.71, the open interest changed by 42 which increased total open position to 405
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 22.3, which was 5.30 higher than the previous day. The implied volatity was 16.54, the open interest changed by 100 which increased total open position to 363
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 17, which was -10.00 lower than the previous day. The implied volatity was 17.52, the open interest changed by 132 which increased total open position to 263
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 27, which was 5.90 higher than the previous day. The implied volatity was 18.17, the open interest changed by 88 which increased total open position to 131
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 21.1, which was -24.15 lower than the previous day. The implied volatity was 17.67, the open interest changed by 43 which increased total open position to 43
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 45.25, which was lower than the previous day. The implied volatity was 18.34, the open interest changed by 21 which increased total open position to 21
