NIFTY
Nifty
Historical option data for NIFTY
04 Dec 2024 09:09 AM IST
| NIFTY 05DEC2024 22750 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Dec | 24488.75 | 1360 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 24457.15 | 1360 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 24276.05 | 1360 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 24131.10 | 1360 | 0.00 | 0.00 | 0 | 0 | 1 | |||
| 28 Nov | 23914.15 | 1360 | 507.35 | 39.27 | 1 | 1 | 1 | |||
| 27 Nov | 24274.90 | 852.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 24194.50 | 852.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 24221.90 | 852.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 23907.25 | 852.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 23349.90 | 852.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 23518.50 | 852.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 23453.80 | 852.65 | 852.65 | 13.04 | 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 | |||
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| 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 22750 expiring on 05DEC2024
Delta for 22750 CE is 0.00
Historical price for 22750 CE is as follows
On 4 Dec NIFTY was trading at 24488.75. The strike last trading price was 1360, 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 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 1360, 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 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 1360, 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 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 1360, 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 1
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 1360, which was 507.35 higher than the previous day. The implied volatity was 39.27, the open interest changed by 1 which increased total open position to 1
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 852.65, 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 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 852.65, 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 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 852.65, 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 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 852.65, 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 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 852.65, 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 852.65, 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 852.65, which was 852.65 higher than the previous day. The implied volatity was 13.04, 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 22750 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.29
Theta: -2.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Dec | 24488.75 | 1.25 | 0.00 | 38.72 | 1,43,901 | -4,517 | 20,388 |
| 3 Dec | 24457.15 | 1.25 | -0.45 | 38.72 | 1,43,901 | -4,517 | 20,388 |
| 2 Dec | 24276.05 | 1.7 | -1.10 | 30.10 | 2,41,472 | 7,707 | 24,905 |
| 29 Nov | 24131.10 | 2.8 | -2.15 | 21.04 | 1,60,692 | 11,894 | 17,198 |
| 28 Nov | 23914.15 | 4.95 | 1.45 | 19.18 | 30,141 | 2,559 | 5,304 |
| 27 Nov | 24274.90 | 3.5 | -5.50 | 20.62 | 6,606 | 1,561 | 2,745 |
| 26 Nov | 24194.50 | 9 | -3.85 | 21.56 | 5,597 | 798 | 1,184 |
| 25 Nov | 24221.90 | 12.85 | -19.80 | 22.51 | 1,694 | -206 | 386 |
| 22 Nov | 23907.25 | 32.65 | -42.35 | 19.76 | 10,580 | -126 | 592 |
| 21 Nov | 23349.90 | 75 | 23.15 | 16.76 | 1,911 | 711 | 718 |
| 19 Nov | 23518.50 | 51.85 | -9.45 | 15.54 | 32 | 0 | 7 |
| 18 Nov | 23453.80 | 61.3 | 31.30 | 15.90 | 10 | 7 | 7 |
| 14 Nov | 23532.70 | 30 | 0.00 | 0.00 | 0 | 1 | 0 |
| 13 Nov | 23559.05 | 30 | 0.00 | 0.00 | 0 | 1 | 0 |
| 12 Nov | 23883.45 | 30 | 0.00 | 0.00 | 0 | 1 | 0 |
| 11 Nov | 24141.30 | 30 | 21.90 | 16.98 | 3 | 1 | 1 |
| 8 Nov | 24148.20 | 8.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 24199.35 | 8.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 8.1 | 0.00 | 0 | 0 | 0 | |
For Nifty - strike price 22750 expiring on 05DEC2024
Delta for 22750 PE is -0.01
Historical price for 22750 PE is as follows
On 4 Dec NIFTY was trading at 24488.75. The strike last trading price was 1.25, which was 0.00 lower than the previous day. The implied volatity was 38.72, the open interest changed by -4517 which decreased total open position to 20388
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 1.25, which was -0.45 lower than the previous day. The implied volatity was 38.72, the open interest changed by -4517 which decreased total open position to 20388
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 1.7, which was -1.10 lower than the previous day. The implied volatity was 30.10, the open interest changed by 7707 which increased total open position to 24905
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 2.8, which was -2.15 lower than the previous day. The implied volatity was 21.04, the open interest changed by 11894 which increased total open position to 17198
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 4.95, which was 1.45 higher than the previous day. The implied volatity was 19.18, the open interest changed by 2559 which increased total open position to 5304
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 3.5, which was -5.50 lower than the previous day. The implied volatity was 20.62, the open interest changed by 1561 which increased total open position to 2745
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 9, which was -3.85 lower than the previous day. The implied volatity was 21.56, the open interest changed by 798 which increased total open position to 1184
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 12.85, which was -19.80 lower than the previous day. The implied volatity was 22.51, the open interest changed by -206 which decreased total open position to 386
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 32.65, which was -42.35 lower than the previous day. The implied volatity was 19.76, the open interest changed by -126 which decreased total open position to 592
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 75, which was 23.15 higher than the previous day. The implied volatity was 16.76, the open interest changed by 711 which increased total open position to 718
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 51.85, which was -9.45 lower than the previous day. The implied volatity was 15.54, the open interest changed by 0 which decreased total open position to 7
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 61.3, which was 31.30 higher than the previous day. The implied volatity was 15.90, the open interest changed by 7 which increased total open position to 7
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 30, 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 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 30, 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 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 30, 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 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 30, which was 21.90 higher than the previous day. The implied volatity was 16.98, the open interest changed by 1 which increased total open position to 1
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 8.1, 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 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 8.1, 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 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 8.1, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
