NIFTY
Nifty
Historical option data for NIFTY
02 Dec 2024 04:11 PM IST
| NIFTY 05DEC2024 22700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 2 Dec | 24276.05 | 1595.6 | 109.85 | - | 3 | 1 | 36 | |||
| 29 Nov | 24131.10 | 1485.75 | 215.75 | 31.56 | 5 | 1 | 35 | |||
| 28 Nov | 23914.15 | 1270 | -390.70 | - | 40 | 17 | 34 | |||
| 27 Nov | 24274.90 | 1660.7 | 110.70 | 31.78 | 16 | 1 | 17 | |||
| 26 Nov | 24194.50 | 1550 | -101.40 | 15.94 | 1 | 0 | 16 | |||
| 25 Nov | 24221.90 | 1651.4 | 407.40 | 29.04 | 4 | 0 | 16 | |||
| 22 Nov | 23907.25 | 1244 | 350.20 | - | 71 | 16 | 16 | |||
| 21 Nov | 23349.90 | 893.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 19 Nov | 23518.50 | 893.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 23453.80 | 893.8 | 893.80 | 12.56 | 1 | 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 22700 expiring on 05DEC2024
Delta for 22700 CE is -
Historical price for 22700 CE is as follows
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 1595.6, which was 109.85 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 36
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 1485.75, which was 215.75 higher than the previous day. The implied volatity was 31.56, the open interest changed by 1 which increased total open position to 35
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 1270, which was -390.70 lower than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 34
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 1660.7, which was 110.70 higher than the previous day. The implied volatity was 31.78, the open interest changed by 1 which increased total open position to 17
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 1550, which was -101.40 lower than the previous day. The implied volatity was 15.94, the open interest changed by 0 which decreased total open position to 16
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 1651.4, which was 407.40 higher than the previous day. The implied volatity was 29.04, the open interest changed by 0 which decreased total open position to 16
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 1244, which was 350.20 higher than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 16
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 893.8, 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 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 893.8, 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 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 893.8, which was 893.80 higher than the previous day. The implied volatity was 12.56, 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 22700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.47
Theta: -2.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 2 Dec | 24276.05 | 1.8 | -0.90 | 31.23 | 5,31,596 | 7,419 | 82,679 |
| 29 Nov | 24131.10 | 2.7 | -1.80 | 21.60 | 4,07,378 | 31,059 | 75,260 |
| 28 Nov | 23914.15 | 4.5 | 1.20 | 19.56 | 1,85,927 | 20,733 | 44,201 |
| 27 Nov | 24274.90 | 3.3 | -4.75 | 21.03 | 58,255 | 11,353 | 23,468 |
| 26 Nov | 24194.50 | 8.05 | -3.55 | 21.77 | 26,192 | 5,452 | 12,115 |
| 25 Nov | 24221.90 | 11.6 | -19.15 | 22.70 | 34,743 | 2,159 | 6,663 |
| 22 Nov | 23907.25 | 30.75 | -37.75 | 20.11 | 43,540 | 1,390 | 4,504 |
| 21 Nov | 23349.90 | 68.5 | 2.15 | 16.97 | 10,809 | 2,108 | 3,114 |
| 19 Nov | 23518.50 | 66.35 | 14.60 | 17.53 | 4,404 | 576 | 1,006 |
| 18 Nov | 23453.80 | 51.75 | -0.30 | 15.69 | 1,007 | 273 | 430 |
| 14 Nov | 23532.70 | 52.05 | -1.15 | 15.40 | 375 | 15 | 157 |
| 13 Nov | 23559.05 | 53.2 | 19.50 | 15.67 | 537 | 105 | 142 |
| 12 Nov | 23883.45 | 33.7 | -1.20 | 15.75 | 34 | 37 | 37 |
| 11 Nov | 24141.30 | 34.9 | 0.00 | 0.00 | 0 | 3 | 0 |
| 8 Nov | 24148.20 | 34.9 | 2.90 | 17.08 | 2 | 3 | 21 |
| 7 Nov | 24199.35 | 32 | -9.50 | 17.13 | 24 | 18 | 18 |
| 4 Nov | 23995.35 | 41.5 | 5.04 | 0 | 0 | 0 | |
For Nifty - strike price 22700 expiring on 05DEC2024
Delta for 22700 PE is -0.01
Historical price for 22700 PE is as follows
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 1.8, which was -0.90 lower than the previous day. The implied volatity was 31.23, the open interest changed by 7419 which increased total open position to 82679
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 2.7, which was -1.80 lower than the previous day. The implied volatity was 21.60, the open interest changed by 31059 which increased total open position to 75260
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 4.5, which was 1.20 higher than the previous day. The implied volatity was 19.56, the open interest changed by 20733 which increased total open position to 44201
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 3.3, which was -4.75 lower than the previous day. The implied volatity was 21.03, the open interest changed by 11353 which increased total open position to 23468
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 8.05, which was -3.55 lower than the previous day. The implied volatity was 21.77, the open interest changed by 5452 which increased total open position to 12115
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 11.6, which was -19.15 lower than the previous day. The implied volatity was 22.70, the open interest changed by 2159 which increased total open position to 6663
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 30.75, which was -37.75 lower than the previous day. The implied volatity was 20.11, the open interest changed by 1390 which increased total open position to 4504
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 68.5, which was 2.15 higher than the previous day. The implied volatity was 16.97, the open interest changed by 2108 which increased total open position to 3114
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 66.35, which was 14.60 higher than the previous day. The implied volatity was 17.53, the open interest changed by 576 which increased total open position to 1006
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 51.75, which was -0.30 lower than the previous day. The implied volatity was 15.69, the open interest changed by 273 which increased total open position to 430
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 52.05, which was -1.15 lower than the previous day. The implied volatity was 15.40, the open interest changed by 15 which increased total open position to 157
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 53.2, which was 19.50 higher than the previous day. The implied volatity was 15.67, the open interest changed by 105 which increased total open position to 142
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 33.7, which was -1.20 lower than the previous day. The implied volatity was 15.75, the open interest changed by 37 which increased total open position to 37
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 34.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 34.9, which was 2.90 higher than the previous day. The implied volatity was 17.08, the open interest changed by 3 which increased total open position to 21
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 32, which was -9.50 lower than the previous day. The implied volatity was 17.13, the open interest changed by 18 which increased total open position to 18
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 41.5, which was lower than the previous day. The implied volatity was 5.04, the open interest changed by 0 which decreased total open position to 0
