NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 03:41 PM IST
| NIFTY 21NOV2024 22500 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23349.90 | 848.35 | -111.35 | - | 2,278 | -639 | 1,919 | |||
| 19 Nov | 23518.50 | 959.7 | 0.70 | - | 1,302 | 267 | 2,558 | |||
| 18 Nov | 23453.80 | 959 | -110.95 | - | 3,156 | 1,273 | 2,291 | |||
| 14 Nov | 23532.70 | 1069.95 | -92.30 | - | 989 | 802 | 1,018 | |||
| 13 Nov | 23559.05 | 1162.25 | -245.75 | 19.84 | 262 | 110 | 216 | |||
| 12 Nov | 23883.45 | 1408 | -253.00 | 20.86 | 104 | 106 | 106 | |||
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| 11 Nov | 24141.30 | 1661 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 8 Nov | 24148.20 | 1661 | -86.00 | - | 3 | 2 | 4 | |||
| 7 Nov | 24199.35 | 1747 | -668.85 | - | 3 | 2 | 2 | |||
| 6 Nov | 24484.05 | 2415.85 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 24213.30 | 2415.85 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 23995.35 | 2415.85 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 24304.35 | 2415.85 | 2415.85 | - | 0 | 0 | 0 | |||
| 31 Oct | 24205.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 24340.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 24466.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 24339.15 | 0 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 22500 expiring on 21NOV2024
Delta for 22500 CE is -
Historical price for 22500 CE is as follows
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 848.35, which was -111.35 lower than the previous day. The implied volatity was -, the open interest changed by -639 which decreased total open position to 1919
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 959.7, which was 0.70 higher than the previous day. The implied volatity was -, the open interest changed by 267 which increased total open position to 2558
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 959, which was -110.95 lower than the previous day. The implied volatity was -, the open interest changed by 1273 which increased total open position to 2291
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1069.95, which was -92.30 lower than the previous day. The implied volatity was -, the open interest changed by 802 which increased total open position to 1018
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 1162.25, which was -245.75 lower than the previous day. The implied volatity was 19.84, the open interest changed by 110 which increased total open position to 216
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1408, which was -253.00 lower than the previous day. The implied volatity was 20.86, the open interest changed by 106 which increased total open position to 106
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 1661, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 1661, which was -86.00 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 4
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 1747, which was -668.85 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 2415.85, 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 2415.85, 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 2415.85, 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 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 2415.85, which was 2415.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct NIFTY was trading at 24205.35. 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 which decreased total open position to
On 30 Oct NIFTY was trading at 24340.85. 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 which decreased total open position to
On 29 Oct NIFTY was trading at 24466.85. 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 which decreased total open position to
On 28 Oct NIFTY was trading at 24339.15. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 21NOV2024 22500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23349.90 | 0.05 | -3.15 | - | 55,05,937 | -16,984 | 2,09,740 |
| 19 Nov | 23518.50 | 3.2 | 1.60 | 27.80 | 21,81,803 | -33,499 | 2,26,724 |
| 18 Nov | 23453.80 | 1.6 | -1.75 | 20.60 | 17,61,758 | 1,24,244 | 2,60,223 |
| 14 Nov | 23532.70 | 3.35 | -4.05 | 16.45 | 3,93,686 | 1,06,189 | 1,35,979 |
| 13 Nov | 23559.05 | 7.4 | 3.30 | 18.09 | 1,39,506 | 15,950 | 29,790 |
| 12 Nov | 23883.45 | 4.1 | 0.80 | 18.20 | 31,104 | 3,908 | 13,840 |
| 11 Nov | 24141.30 | 3.3 | -2.90 | 19.54 | 22,965 | 2,223 | 9,932 |
| 8 Nov | 24148.20 | 6.2 | -1.25 | 18.83 | 22,522 | 2,645 | 7,709 |
| 7 Nov | 24199.35 | 7.45 | -0.70 | 19.47 | 6,986 | 2,125 | 5,064 |
| 6 Nov | 24484.05 | 8.15 | -12.40 | 21.65 | 8,543 | -33 | 2,939 |
| 5 Nov | 24213.30 | 20.55 | -9.40 | 21.94 | 7,638 | 1,589 | 2,972 |
| 4 Nov | 23995.35 | 29.95 | 11.50 | 21.06 | 2,848 | 1,026 | 1,383 |
| 1 Nov | 24304.35 | 18.45 | -2.95 | 20.33 | 170 | 15 | 357 |
| 31 Oct | 24205.35 | 21.4 | 1.40 | - | 347 | 130 | 342 |
| 30 Oct | 24340.85 | 20 | 1.50 | - | 198 | 135 | 212 |
| 29 Oct | 24466.85 | 18.5 | -10.65 | - | 497 | 65 | 77 |
| 28 Oct | 24339.15 | 29.15 | - | 13 | 12 | 12 | |
For Nifty - strike price 22500 expiring on 21NOV2024
Delta for 22500 PE is -
Historical price for 22500 PE is as follows
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 0.05, which was -3.15 lower than the previous day. The implied volatity was -, the open interest changed by -16984 which decreased total open position to 209740
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 3.2, which was 1.60 higher than the previous day. The implied volatity was 27.80, the open interest changed by -33499 which decreased total open position to 226724
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1.6, which was -1.75 lower than the previous day. The implied volatity was 20.60, the open interest changed by 124244 which increased total open position to 260223
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 3.35, which was -4.05 lower than the previous day. The implied volatity was 16.45, the open interest changed by 106189 which increased total open position to 135979
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 7.4, which was 3.30 higher than the previous day. The implied volatity was 18.09, the open interest changed by 15950 which increased total open position to 29790
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 4.1, which was 0.80 higher than the previous day. The implied volatity was 18.20, the open interest changed by 3908 which increased total open position to 13840
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 3.3, which was -2.90 lower than the previous day. The implied volatity was 19.54, the open interest changed by 2223 which increased total open position to 9932
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 6.2, which was -1.25 lower than the previous day. The implied volatity was 18.83, the open interest changed by 2645 which increased total open position to 7709
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 7.45, which was -0.70 lower than the previous day. The implied volatity was 19.47, the open interest changed by 2125 which increased total open position to 5064
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 8.15, which was -12.40 lower than the previous day. The implied volatity was 21.65, the open interest changed by -33 which decreased total open position to 2939
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 20.55, which was -9.40 lower than the previous day. The implied volatity was 21.94, the open interest changed by 1589 which increased total open position to 2972
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 29.95, which was 11.50 higher than the previous day. The implied volatity was 21.06, the open interest changed by 1026 which increased total open position to 1383
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 18.45, which was -2.95 lower than the previous day. The implied volatity was 20.33, the open interest changed by 15 which increased total open position to 357
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 21.4, which was 1.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct NIFTY was trading at 24340.85. The strike last trading price was 20, which was 1.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct NIFTY was trading at 24466.85. The strike last trading price was 18.5, which was -10.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct NIFTY was trading at 24339.15. The strike last trading price was 29.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
