NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:27 PM IST
| NIFTY 21NOV2024 22700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23342.35 | 642.3 | -120.80 | - | 278 | -35 | 184 | |||
| 19 Nov | 23518.50 | 763.1 | 1.45 | - | 369 | 11 | 219 | |||
| 18 Nov | 23453.80 | 761.65 | -93.05 | - | 523 | 64 | 208 | |||
| 14 Nov | 23532.70 | 854.7 | -114.65 | - | 40 | 80 | 144 | |||
| 13 Nov | 23559.05 | 969.35 | -274.20 | 18.61 | 152 | 64 | 64 | |||
| 12 Nov | 23883.45 | 1243.55 | -979.30 | 26.06 | 1 | 0 | 0 | |||
| 11 Nov | 24141.30 | 2222.85 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 24148.20 | 2222.85 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 24199.35 | 2222.85 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 24484.05 | 2222.85 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 24213.30 | 2222.85 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 23995.35 | 2222.85 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 24304.35 | 2222.85 | 2222.85 | - | 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 22700 expiring on 21NOV2024
Delta for 22700 CE is -
Historical price for 22700 CE is as follows
On 21 Nov NIFTY was trading at 23342.35. The strike last trading price was 642.3, which was -120.80 lower than the previous day. The implied volatity was -, the open interest changed by -35 which decreased total open position to 184
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 763.1, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 219
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 761.65, which was -93.05 lower than the previous day. The implied volatity was -, the open interest changed by 64 which increased total open position to 208
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 854.7, which was -114.65 lower than the previous day. The implied volatity was -, the open interest changed by 80 which increased total open position to 144
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 969.35, which was -274.20 lower than the previous day. The implied volatity was 18.61, the open interest changed by 64 which increased total open position to 64
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1243.55, which was -979.30 lower than the previous day. The implied volatity was 26.06, 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 2222.85, 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 2222.85, 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 2222.85, 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 2222.85, 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 2222.85, 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 2222.85, 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 2222.85, which was 2222.85 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 22700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23342.35 | 0.8 | -3.20 | - | 39,67,396 | 2,38,357 | 3,43,113 |
| 19 Nov | 23518.50 | 4 | 1.00 | 23.66 | 18,41,089 | 15,884 | 1,04,756 |
| 18 Nov | 23453.80 | 3 | -2.50 | 18.44 | 13,76,355 | 43,271 | 88,872 |
| 14 Nov | 23532.70 | 5.5 | -5.55 | 14.93 | 1,93,483 | 34,555 | 45,601 |
| 13 Nov | 23559.05 | 11.05 | 4.10 | 16.63 | 63,551 | 7,876 | 11,046 |
| 12 Nov | 23883.45 | 6.95 | 2.50 | 17.28 | 11,753 | 1,187 | 3,170 |
| 11 Nov | 24141.30 | 4.45 | -3.70 | 18.21 | 10,071 | 1,185 | 1,983 |
| 8 Nov | 24148.20 | 8.15 | -6.95 | 17.62 | 1,310 | 798 | 798 |
| 7 Nov | 24199.35 | 15.1 | 0.00 | 8.03 | 0 | 0 | 0 |
| 6 Nov | 24484.05 | 15.1 | 0.00 | 9.04 | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 15.1 | 0.00 | 7.63 | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 15.1 | 0.00 | 6.37 | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 15.1 | 0.00 | 7.51 | 0 | 0 | 0 |
| 31 Oct | 24205.35 | 15.1 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 24340.85 | 15.1 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 24466.85 | 15.1 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 24339.15 | 15.1 | - | 0 | 0 | 0 | |
For Nifty - strike price 22700 expiring on 21NOV2024
Delta for 22700 PE is -
Historical price for 22700 PE is as follows
On 21 Nov NIFTY was trading at 23342.35. The strike last trading price was 0.8, which was -3.20 lower than the previous day. The implied volatity was -, the open interest changed by 238357 which increased total open position to 343113
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 4, which was 1.00 higher than the previous day. The implied volatity was 23.66, the open interest changed by 15884 which increased total open position to 104756
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 3, which was -2.50 lower than the previous day. The implied volatity was 18.44, the open interest changed by 43271 which increased total open position to 88872
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 5.5, which was -5.55 lower than the previous day. The implied volatity was 14.93, the open interest changed by 34555 which increased total open position to 45601
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 11.05, which was 4.10 higher than the previous day. The implied volatity was 16.63, the open interest changed by 7876 which increased total open position to 11046
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 6.95, which was 2.50 higher than the previous day. The implied volatity was 17.28, the open interest changed by 1187 which increased total open position to 3170
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 4.45, which was -3.70 lower than the previous day. The implied volatity was 18.21, the open interest changed by 1185 which increased total open position to 1983
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 8.15, which was -6.95 lower than the previous day. The implied volatity was 17.62, the open interest changed by 798 which increased total open position to 798
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 15.1, which was 0.00 lower than the previous day. The implied volatity was 8.03, 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 15.1, which was 0.00 lower than the previous day. The implied volatity was 9.04, 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 15.1, which was 0.00 lower than the previous day. The implied volatity was 7.63, 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 15.1, which was 0.00 lower than the previous day. The implied volatity was 6.37, 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 15.1, which was 0.00 lower than the previous day. The implied volatity was 7.51, 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 15.1, 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 15.1, 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 15.1, 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 15.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
