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[--[65.84.65.76]--]
NIFTY
Nifty

24457.15 181.10 (0.75%)

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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