NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:55 PM IST
| NIFTY 21NOV2024 22650 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23335.60 | 690.55 | -126.55 | - | 88 | -15 | 49 | |||
| 19 Nov | 23518.50 | 817.1 | 2.15 | - | 101 | 34 | 64 | |||
| 18 Nov | 23453.80 | 814.95 | -474.95 | - | 361 | 30 | 30 | |||
| 14 Nov | 23532.70 | 1289.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 23559.05 | 1289.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 23883.45 | 1289.9 | -981.00 | 25.81 | 1 | 0 | 0 | |||
| 11 Nov | 24141.30 | 2270.9 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 24148.20 | 2270.9 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 24199.35 | 2270.9 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 24484.05 | 2270.9 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 24213.30 | 2270.9 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 23995.35 | 2270.9 | 0.00 | - | 0 | 0 | 0 | |||
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| 1 Nov | 24304.35 | 2270.9 | 2270.90 | - | 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 22650 expiring on 21NOV2024
Delta for 22650 CE is -
Historical price for 22650 CE is as follows
On 21 Nov NIFTY was trading at 23335.60. The strike last trading price was 690.55, which was -126.55 lower than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 49
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 817.1, which was 2.15 higher than the previous day. The implied volatity was -, the open interest changed by 34 which increased total open position to 64
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 814.95, which was -474.95 lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 30
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1289.9, 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 1289.9, 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 1289.9, which was -981.00 lower than the previous day. The implied volatity was 25.81, 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 2270.9, 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 2270.9, 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 2270.9, 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 2270.9, 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 2270.9, 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 2270.9, 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 2270.9, which was 2270.90 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 22650 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23335.60 | 0.25 | -3.60 | - | 24,21,963 | 1,33,296 | 1,59,993 |
| 19 Nov | 23518.50 | 3.85 | 1.15 | 24.79 | 4,62,819 | 4,029 | 26,697 |
| 18 Nov | 23453.80 | 2.7 | -1.55 | 19.10 | 7,20,968 | 15,506 | 22,668 |
| 14 Nov | 23532.70 | 4.25 | -6.50 | 15.03 | 60,251 | 3,038 | 7,162 |
| 13 Nov | 23559.05 | 10.75 | 4.45 | 17.25 | 20,987 | 3,787 | 4,124 |
| 12 Nov | 23883.45 | 6.3 | 2.25 | 17.61 | 701 | 76 | 337 |
| 11 Nov | 24141.30 | 4.05 | -3.10 | 18.48 | 1,432 | 100 | 261 |
| 8 Nov | 24148.20 | 7.15 | -6.35 | 17.75 | 723 | 161 | 161 |
| 7 Nov | 24199.35 | 13.5 | 0.00 | 8.26 | 0 | 0 | 0 |
| 6 Nov | 24484.05 | 13.5 | 0.00 | 9.26 | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 13.5 | 0.00 | 7.91 | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 13.5 | 0.00 | 6.87 | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 13.5 | 0.00 | 7.71 | 0 | 0 | 0 |
| 31 Oct | 24205.35 | 13.5 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 24340.85 | 13.5 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 24466.85 | 13.5 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 24339.15 | 13.5 | - | 0 | 0 | 0 | |
For Nifty - strike price 22650 expiring on 21NOV2024
Delta for 22650 PE is -
Historical price for 22650 PE is as follows
On 21 Nov NIFTY was trading at 23335.60. The strike last trading price was 0.25, which was -3.60 lower than the previous day. The implied volatity was -, the open interest changed by 133296 which increased total open position to 159993
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 3.85, which was 1.15 higher than the previous day. The implied volatity was 24.79, the open interest changed by 4029 which increased total open position to 26697
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 2.7, which was -1.55 lower than the previous day. The implied volatity was 19.10, the open interest changed by 15506 which increased total open position to 22668
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 4.25, which was -6.50 lower than the previous day. The implied volatity was 15.03, the open interest changed by 3038 which increased total open position to 7162
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 10.75, which was 4.45 higher than the previous day. The implied volatity was 17.25, the open interest changed by 3787 which increased total open position to 4124
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 6.3, which was 2.25 higher than the previous day. The implied volatity was 17.61, the open interest changed by 76 which increased total open position to 337
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 4.05, which was -3.10 lower than the previous day. The implied volatity was 18.48, the open interest changed by 100 which increased total open position to 261
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 7.15, which was -6.35 lower than the previous day. The implied volatity was 17.75, the open interest changed by 161 which increased total open position to 161
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 13.5, which was 0.00 lower than the previous day. The implied volatity was 8.26, 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 13.5, which was 0.00 lower than the previous day. The implied volatity was 9.26, 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 13.5, 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 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 13.5, which was 0.00 lower than the previous day. The implied volatity was 6.87, 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 13.5, which was 0.00 lower than the previous day. The implied volatity was 7.71, 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 13.5, 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 13.5, 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 13.5, 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 13.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
