NIFTY
Nifty
Historical option data for NIFTY
03 Dec 2024 04:11 PM IST
| NIFTY 05DEC2024 22550 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 | 1606.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 24276.05 | 1606.05 | 577.45 | - | 7 | 0 | 2 | |||
| 29 Nov | 24131.10 | 1028.6 | 0.00 | 0.00 | 0 | 2 | 2 | |||
| 28 Nov | 23914.15 | 1028.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
|
|
||||||||||
| 27 Nov | 24274.90 | 1028.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 24194.50 | 1028.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 24221.90 | 1028.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 23907.25 | 1028.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 23349.90 | 1028.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 23518.50 | 1028.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 23453.80 | 1028.6 | 1028.60 | 11.58 | 2 | 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 22550 expiring on 05DEC2024
Delta for 22550 CE is 0.00
Historical price for 22550 CE is as follows
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 1606.05, 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 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 1606.05, which was 577.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 1028.6, 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 2
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 1028.6, 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 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 1028.6, 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 1028.6, 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 1028.6, 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 1028.6, 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 1028.6, 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 1028.6, 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 1028.6, which was 1028.60 higher than the previous day. The implied volatity was 11.58, 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 22550 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.00
Vega: 0.22
Theta: -2.32
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 24457.15 | 1 | -0.55 | 41.91 | 63,596 | -2,762 | 7,782 |
| 2 Dec | 24276.05 | 1.55 | -0.30 | 33.32 | 1,34,731 | -287 | 10,544 |
| 29 Nov | 24131.10 | 1.85 | -1.15 | 22.45 | 1,03,260 | 8,632 | 10,831 |
| 28 Nov | 23914.15 | 3 | 0.10 | 20.33 | 9,896 | 1,069 | 2,199 |
| 27 Nov | 24274.90 | 2.9 | -4.00 | 22.39 | 2,463 | 164 | 1,130 |
| 26 Nov | 24194.50 | 6.9 | -3.40 | 23.02 | 2,935 | 400 | 966 |
| 25 Nov | 24221.90 | 10.3 | -13.05 | 24.05 | 4,437 | -754 | 566 |
| 22 Nov | 23907.25 | 23.35 | 2.35 | 20.66 | 3,164 | 1,320 | 1,320 |
| 21 Nov | 23349.90 | 21 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 23518.50 | 21 | -10.40 | 14.33 | 1 | 0 | 0 |
| 18 Nov | 23453.80 | 31.4 | 0.00 | 4.98 | 0 | 0 | 0 |
| 14 Nov | 23532.70 | 31.4 | 0.00 | 4.74 | 0 | 0 | 0 |
| 13 Nov | 23559.05 | 31.4 | 0.00 | 4.82 | 0 | 0 | 0 |
| 12 Nov | 23883.45 | 31.4 | 0.00 | 5.62 | 0 | 0 | 0 |
| 11 Nov | 24141.30 | 31.4 | 0.00 | 6.50 | 0 | 0 | 0 |
| 8 Nov | 24148.20 | 31.4 | 0.00 | 6.18 | 0 | 0 | 0 |
| 7 Nov | 24199.35 | 31.4 | 0.00 | 6.39 | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 31.4 | 5.53 | 0 | 0 | 0 | |
For Nifty - strike price 22550 expiring on 05DEC2024
Delta for 22550 PE is -0.00
Historical price for 22550 PE is as follows
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 1, which was -0.55 lower than the previous day. The implied volatity was 41.91, the open interest changed by -2762 which decreased total open position to 7782
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 1.55, which was -0.30 lower than the previous day. The implied volatity was 33.32, the open interest changed by -287 which decreased total open position to 10544
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 1.85, which was -1.15 lower than the previous day. The implied volatity was 22.45, the open interest changed by 8632 which increased total open position to 10831
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 3, which was 0.10 higher than the previous day. The implied volatity was 20.33, the open interest changed by 1069 which increased total open position to 2199
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 2.9, which was -4.00 lower than the previous day. The implied volatity was 22.39, the open interest changed by 164 which increased total open position to 1130
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 6.9, which was -3.40 lower than the previous day. The implied volatity was 23.02, the open interest changed by 400 which increased total open position to 966
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 10.3, which was -13.05 lower than the previous day. The implied volatity was 24.05, the open interest changed by -754 which decreased total open position to 566
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 23.35, which was 2.35 higher than the previous day. The implied volatity was 20.66, the open interest changed by 1320 which increased total open position to 1320
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 21, 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 21, which was -10.40 lower than the previous day. The implied volatity was 14.33, 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 31.4, which was 0.00 lower than the previous day. The implied volatity was 4.98, 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 31.4, which was 0.00 lower than the previous day. The implied volatity was 4.74, 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 31.4, which was 0.00 lower than the previous day. The implied volatity was 4.82, 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 31.4, which was 0.00 lower than the previous day. The implied volatity was 5.62, 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 31.4, which was 0.00 lower than the previous day. The implied volatity was 6.50, 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 31.4, 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 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 31.4, which was 0.00 lower than the previous day. The implied volatity was 6.39, 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 31.4, which was lower than the previous day. The implied volatity was 5.53, the open interest changed by 0 which decreased total open position to 0
