NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:17 PM IST
| NIFTY 21NOV2024 22550 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23341.70 | 787.1 | -137.30 | - | 51 | 14 | 25 | |||
| 19 Nov | 23518.50 | 924.4 | 4.75 | - | 8 | 1 | 11 | |||
| 18 Nov | 23453.80 | 919.65 | -471.15 | - | 17 | 10 | 10 | |||
| 14 Nov | 23532.70 | 1390.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 23559.05 | 1390.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 23883.45 | 1390.8 | -976.60 | 28.11 | 3 | 0 | 0 | |||
| 11 Nov | 24141.30 | 2367.4 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 24148.20 | 2367.4 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 24199.35 | 2367.4 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 24484.05 | 2367.4 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 24213.30 | 2367.4 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 23995.35 | 2367.4 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 24304.35 | 2367.4 | 2367.40 | - | 0 | 0 | 0 | |||
| 31 Oct | 24205.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 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 22550 expiring on 21NOV2024
Delta for 22550 CE is -
Historical price for 22550 CE is as follows
On 21 Nov NIFTY was trading at 23341.70. The strike last trading price was 787.1, which was -137.30 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 25
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 924.4, which was 4.75 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 11
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 919.65, which was -471.15 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1390.8, 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 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 1390.8, 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 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1390.8, which was -976.60 lower than the previous day. The implied volatity was 28.11, 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 2367.4, 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 2367.4, 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 2367.4, 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 2367.4, 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 2367.4, 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 2367.4, 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 2367.4, which was 2367.40 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 22550 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23341.70 | 0.65 | -2.65 | - | 16,47,560 | 56,904 | 81,977 |
| 19 Nov | 23518.50 | 3.3 | 1.35 | 26.69 | 2,91,779 | 5,594 | 25,073 |
| 18 Nov | 23453.80 | 1.95 | -1.45 | 20.14 | 5,05,550 | 14,192 | 19,479 |
| 14 Nov | 23532.70 | 3.4 | -5.25 | 15.84 | 43,005 | 3,498 | 5,287 |
| 13 Nov | 23559.05 | 8.65 | 2.65 | 17.93 | 8,589 | 1,579 | 1,789 |
| 12 Nov | 23883.45 | 6 | 2.40 | 18.69 | 790 | 99 | 210 |
| 11 Nov | 24141.30 | 3.6 | -7.10 | 19.24 | 148 | 111 | 111 |
| 8 Nov | 24148.20 | 10.7 | 0.00 | 8.61 | 0 | 0 | 0 |
| 7 Nov | 24199.35 | 10.7 | 0.00 | 8.72 | 0 | 0 | 0 |
| 6 Nov | 24484.05 | 10.7 | 0.00 | 9.69 | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 10.7 | 0.00 | 8.35 | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 10.7 | 0.00 | 7.27 | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 10.7 | 0.00 | 7.98 | 0 | 0 | 0 |
| 31 Oct | 24205.35 | 10.7 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 24340.85 | 10.7 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 24466.85 | 10.7 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 24339.15 | 10.7 | - | 0 | 0 | 0 | |
For Nifty - strike price 22550 expiring on 21NOV2024
Delta for 22550 PE is -
Historical price for 22550 PE is as follows
On 21 Nov NIFTY was trading at 23341.70. The strike last trading price was 0.65, which was -2.65 lower than the previous day. The implied volatity was -, the open interest changed by 56904 which increased total open position to 81977
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 3.3, which was 1.35 higher than the previous day. The implied volatity was 26.69, the open interest changed by 5594 which increased total open position to 25073
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1.95, which was -1.45 lower than the previous day. The implied volatity was 20.14, the open interest changed by 14192 which increased total open position to 19479
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 3.4, which was -5.25 lower than the previous day. The implied volatity was 15.84, the open interest changed by 3498 which increased total open position to 5287
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 8.65, which was 2.65 higher than the previous day. The implied volatity was 17.93, the open interest changed by 1579 which increased total open position to 1789
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 6, which was 2.40 higher than the previous day. The implied volatity was 18.69, the open interest changed by 99 which increased total open position to 210
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 3.6, which was -7.10 lower than the previous day. The implied volatity was 19.24, the open interest changed by 111 which increased total open position to 111
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 10.7, which was 0.00 lower than the previous day. The implied volatity was 8.61, 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 10.7, which was 0.00 lower than the previous day. The implied volatity was 8.72, 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 10.7, which was 0.00 lower than the previous day. The implied volatity was 9.69, 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 10.7, which was 0.00 lower than the previous day. The implied volatity was 8.35, 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 10.7, which was 0.00 lower than the previous day. The implied volatity was 7.27, 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 10.7, which was 0.00 lower than the previous day. The implied volatity was 7.98, 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 10.7, 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 10.7, 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 10.7, 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 10.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
