NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:02 PM IST
| NIFTY 21NOV2024 22450 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23339.50 | 893.9 | -120.15 | - | 16 | -4 | 10 | |||
| 19 Nov | 23518.50 | 1014.05 | 1.35 | - | 14 | -2 | 14 | |||
| 18 Nov | 23453.80 | 1012.7 | -213.60 | - | 25 | 12 | 16 | |||
| 14 Nov | 23532.70 | 1226.3 | 0.00 | 33.19 | 1 | 0 | 4 | |||
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| 13 Nov | 23559.05 | 1226.3 | -261.10 | 23.71 | 8 | 4 | 4 | |||
| 12 Nov | 23883.45 | 1487.4 | -977.05 | 28.37 | 1 | 0 | 0 | |||
| 11 Nov | 24141.30 | 2464.45 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 24148.20 | 2464.45 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 24199.35 | 2464.45 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 24484.05 | 2464.45 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 24213.30 | 2464.45 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 23995.35 | 2464.45 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 22450 expiring on 21NOV2024
Delta for 22450 CE is -
Historical price for 22450 CE is as follows
On 21 Nov NIFTY was trading at 23339.50. The strike last trading price was 893.9, which was -120.15 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 10
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1014.05, which was 1.35 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 14
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1012.7, which was -213.60 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 16
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1226.3, which was 0.00 lower than the previous day. The implied volatity was 33.19, the open interest changed by 0 which decreased total open position to 4
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 1226.3, which was -261.10 lower than the previous day. The implied volatity was 23.71, the open interest changed by 4 which increased total open position to 4
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1487.4, which was -977.05 lower than the previous day. The implied volatity was 28.37, 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 2464.45, 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 2464.45, 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 2464.45, 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 2464.45, 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 2464.45, 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 2464.45, 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 22450 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23339.50 | 0.55 | -3.25 | - | 17,56,227 | 62,509 | 78,487 |
| 19 Nov | 23518.50 | 3.8 | 2.25 | 29.69 | 1,65,512 | -154 | 15,978 |
| 18 Nov | 23453.80 | 1.55 | -1.55 | 21.44 | 2,74,935 | 10,777 | 16,132 |
| 14 Nov | 23532.70 | 3.1 | -3.35 | 16.87 | 33,149 | 3,869 | 5,355 |
| 13 Nov | 23559.05 | 6.45 | 2.80 | 18.35 | 12,119 | 749 | 1,486 |
| 12 Nov | 23883.45 | 3.65 | 0.35 | 18.46 | 3,339 | 432 | 737 |
| 11 Nov | 24141.30 | 3.3 | -2.60 | 20.05 | 525 | -41 | 305 |
| 8 Nov | 24148.20 | 5.9 | -0.60 | 19.18 | 1,370 | 235 | 346 |
| 7 Nov | 24199.35 | 6.5 | -1.10 | 19.54 | 168 | 78 | 111 |
| 6 Nov | 24484.05 | 7.6 | -18.35 | 21.87 | 104 | 26 | 33 |
| 5 Nov | 24213.30 | 25.95 | 5.00 | 23.53 | 6 | 5 | 7 |
| 4 Nov | 23995.35 | 20.95 | 19.95 | 4 | 2 | 2 | |
For Nifty - strike price 22450 expiring on 21NOV2024
Delta for 22450 PE is -
Historical price for 22450 PE is as follows
On 21 Nov NIFTY was trading at 23339.50. The strike last trading price was 0.55, which was -3.25 lower than the previous day. The implied volatity was -, the open interest changed by 62509 which increased total open position to 78487
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 3.8, which was 2.25 higher than the previous day. The implied volatity was 29.69, the open interest changed by -154 which decreased total open position to 15978
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1.55, which was -1.55 lower than the previous day. The implied volatity was 21.44, the open interest changed by 10777 which increased total open position to 16132
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 3.1, which was -3.35 lower than the previous day. The implied volatity was 16.87, the open interest changed by 3869 which increased total open position to 5355
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 6.45, which was 2.80 higher than the previous day. The implied volatity was 18.35, the open interest changed by 749 which increased total open position to 1486
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 3.65, which was 0.35 higher than the previous day. The implied volatity was 18.46, the open interest changed by 432 which increased total open position to 737
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 3.3, which was -2.60 lower than the previous day. The implied volatity was 20.05, the open interest changed by -41 which decreased total open position to 305
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 5.9, which was -0.60 lower than the previous day. The implied volatity was 19.18, the open interest changed by 235 which increased total open position to 346
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 6.5, which was -1.10 lower than the previous day. The implied volatity was 19.54, the open interest changed by 78 which increased total open position to 111
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 7.6, which was -18.35 lower than the previous day. The implied volatity was 21.87, the open interest changed by 26 which increased total open position to 33
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 25.95, which was 5.00 higher than the previous day. The implied volatity was 23.53, the open interest changed by 5 which increased total open position to 7
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 20.95, which was lower than the previous day. The implied volatity was 19.95, the open interest changed by 2 which increased total open position to 2
