NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:20 PM IST
| NIFTY 21NOV2024 22600 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23343.25 | 738.6 | -137.65 | - | 267 | 22 | 98 | |||
| 19 Nov | 23518.50 | 876.25 | 18.25 | - | 148 | 10 | 76 | |||
| 18 Nov | 23453.80 | 858 | -111.95 | - | 181 | 41 | 66 | |||
| 14 Nov | 23532.70 | 969.95 | -97.25 | - | 39 | 10 | 25 | |||
| 13 Nov | 23559.05 | 1067.2 | -271.85 | 19.68 | 27 | 15 | 15 | |||
| 12 Nov | 23883.45 | 1339.05 | -225.95 | 26.61 | 1 | 0 | 0 | |||
| 11 Nov | 24141.30 | 1565 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 8 Nov | 24148.20 | 1565 | 73.50 | - | 2 | 1 | 1 | |||
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| 7 Nov | 24199.35 | 1491.5 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 6 Nov | 24484.05 | 1491.5 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 5 Nov | 24213.30 | 1491.5 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 4 Nov | 23995.35 | 1491.5 | -827.60 | - | 2 | 1 | 1 | |||
| 1 Nov | 24304.35 | 2319.1 | 2319.10 | - | 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 22600 expiring on 21NOV2024
Delta for 22600 CE is -
Historical price for 22600 CE is as follows
On 21 Nov NIFTY was trading at 23343.25. The strike last trading price was 738.6, which was -137.65 lower than the previous day. The implied volatity was -, the open interest changed by 22 which increased total open position to 98
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 876.25, which was 18.25 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 76
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 858, which was -111.95 lower than the previous day. The implied volatity was -, the open interest changed by 41 which increased total open position to 66
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 969.95, which was -97.25 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 25
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 1067.2, which was -271.85 lower than the previous day. The implied volatity was 19.68, the open interest changed by 15 which increased total open position to 15
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1339.05, which was -225.95 lower than the previous day. The implied volatity was 26.61, 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 1565, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 1565, which was 73.50 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 1491.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 1491.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 1491.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 1491.5, which was -827.60 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 2319.1, which was 2319.10 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 22600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23343.25 | 0.75 | -2.60 | - | 29,53,156 | 1,78,507 | 2,44,761 |
| 19 Nov | 23518.50 | 3.35 | 1.05 | 25.51 | 11,14,286 | -11,462 | 66,254 |
| 18 Nov | 23453.80 | 2.3 | -1.70 | 19.68 | 9,51,236 | 47,291 | 77,716 |
| 14 Nov | 23532.70 | 4 | -5.10 | 15.51 | 1,63,987 | 18,781 | 30,425 |
| 13 Nov | 23559.05 | 9.1 | 2.10 | 17.40 | 53,556 | 9,401 | 11,644 |
| 12 Nov | 23883.45 | 7 | 3.10 | 18.53 | 7,404 | 1,251 | 2,243 |
| 11 Nov | 24141.30 | 3.9 | -3.40 | 18.92 | 3,612 | 535 | 992 |
| 8 Nov | 24148.20 | 7.3 | -4.70 | 18.31 | 1,088 | 457 | 457 |
| 7 Nov | 24199.35 | 12 | 0.00 | 8.49 | 0 | 0 | 0 |
| 6 Nov | 24484.05 | 12 | 0.00 | 9.48 | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 12 | 0.00 | 8.12 | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 12 | 0.00 | 7.03 | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 12 | 0.00 | 7.91 | 0 | 0 | 0 |
| 31 Oct | 24205.35 | 12 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 24340.85 | 12 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 24466.85 | 12 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 24339.15 | 12 | - | 0 | 0 | 0 | |
For Nifty - strike price 22600 expiring on 21NOV2024
Delta for 22600 PE is -
Historical price for 22600 PE is as follows
On 21 Nov NIFTY was trading at 23343.25. The strike last trading price was 0.75, which was -2.60 lower than the previous day. The implied volatity was -, the open interest changed by 178507 which increased total open position to 244761
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 3.35, which was 1.05 higher than the previous day. The implied volatity was 25.51, the open interest changed by -11462 which decreased total open position to 66254
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 2.3, which was -1.70 lower than the previous day. The implied volatity was 19.68, the open interest changed by 47291 which increased total open position to 77716
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 4, which was -5.10 lower than the previous day. The implied volatity was 15.51, the open interest changed by 18781 which increased total open position to 30425
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 9.1, which was 2.10 higher than the previous day. The implied volatity was 17.40, the open interest changed by 9401 which increased total open position to 11644
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 7, which was 3.10 higher than the previous day. The implied volatity was 18.53, the open interest changed by 1251 which increased total open position to 2243
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 3.9, which was -3.40 lower than the previous day. The implied volatity was 18.92, the open interest changed by 535 which increased total open position to 992
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 7.3, which was -4.70 lower than the previous day. The implied volatity was 18.31, the open interest changed by 457 which increased total open position to 457
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 12, which was 0.00 lower than the previous day. The implied volatity was 8.49, 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 12, which was 0.00 lower than the previous day. The implied volatity was 9.48, 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 12, which was 0.00 lower than the previous day. The implied volatity was 8.12, 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 12, which was 0.00 lower than the previous day. The implied volatity was 7.03, 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 12, which was 0.00 lower than the previous day. The implied volatity was 7.91, 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 12, 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 12, 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 12, 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 12, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
