NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:18 PM IST
| NIFTY 21NOV2024 22750 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23340.90 | 586.2 | -126.50 | - | 248 | 21 | 48 | |||
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| 19 Nov | 23518.50 | 712.7 | 0.70 | - | 60 | -9 | 27 | |||
| 18 Nov | 23453.80 | 712 | -91.95 | - | 135 | 35 | 36 | |||
| 14 Nov | 23532.70 | 803.95 | -409.30 | - | 2 | 1 | 1 | |||
| 13 Nov | 23559.05 | 1213.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 23883.45 | 1213.25 | -961.75 | 27.55 | 1 | 0 | 0 | |||
| 11 Nov | 24141.30 | 2175 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 24148.20 | 2175 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 24199.35 | 2175 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 24484.05 | 2175 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 24213.30 | 2175 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 23995.35 | 2175 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 24304.35 | 2175 | 2175.00 | - | 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 22750 expiring on 21NOV2024
Delta for 22750 CE is -
Historical price for 22750 CE is as follows
On 21 Nov NIFTY was trading at 23340.90. The strike last trading price was 586.2, which was -126.50 lower than the previous day. The implied volatity was -, the open interest changed by 21 which increased total open position to 48
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 712.7, which was 0.70 higher than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 27
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 712, which was -91.95 lower than the previous day. The implied volatity was -, the open interest changed by 35 which increased total open position to 36
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 803.95, which was -409.30 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 1213.25, 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 1213.25, which was -961.75 lower than the previous day. The implied volatity was 27.55, 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 2175, 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 2175, 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 2175, 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 2175, 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 2175, 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 2175, 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 2175, which was 2175.00 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 22750 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23340.90 | 0.9 | -4.15 | - | 27,47,445 | 2,27,863 | 2,65,231 |
| 19 Nov | 23518.50 | 5.05 | 1.55 | 23.28 | 6,62,987 | 2,409 | 37,368 |
| 18 Nov | 23453.80 | 3.5 | -2.65 | 17.85 | 7,81,487 | 22,030 | 34,959 |
| 14 Nov | 23532.70 | 6.15 | -8.50 | 14.50 | 73,658 | 10,544 | 12,929 |
| 13 Nov | 23559.05 | 14.65 | -0.35 | 16.86 | 28,249 | 2,025 | 2,385 |
| 12 Nov | 23883.45 | 15 | -1.90 | 19.23 | 1,122 | 360 | 360 |
| 11 Nov | 24141.30 | 16.9 | 0.00 | 8.53 | 0 | 0 | 0 |
| 8 Nov | 24148.20 | 16.9 | 0.00 | 7.62 | 0 | 0 | 0 |
| 7 Nov | 24199.35 | 16.9 | 0.00 | 7.79 | 0 | 0 | 0 |
| 6 Nov | 24484.05 | 16.9 | 0.00 | 8.82 | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 16.9 | 0.00 | 7.46 | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 16.9 | 0.00 | 6.34 | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 16.9 | 0.00 | 7.31 | 0 | 0 | 0 |
| 31 Oct | 24205.35 | 16.9 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 24340.85 | 16.9 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 24466.85 | 16.9 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 24339.15 | 16.9 | - | 0 | 0 | 0 | |
For Nifty - strike price 22750 expiring on 21NOV2024
Delta for 22750 PE is -
Historical price for 22750 PE is as follows
On 21 Nov NIFTY was trading at 23340.90. The strike last trading price was 0.9, which was -4.15 lower than the previous day. The implied volatity was -, the open interest changed by 227863 which increased total open position to 265231
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 5.05, which was 1.55 higher than the previous day. The implied volatity was 23.28, the open interest changed by 2409 which increased total open position to 37368
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 3.5, which was -2.65 lower than the previous day. The implied volatity was 17.85, the open interest changed by 22030 which increased total open position to 34959
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 6.15, which was -8.50 lower than the previous day. The implied volatity was 14.50, the open interest changed by 10544 which increased total open position to 12929
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 14.65, which was -0.35 lower than the previous day. The implied volatity was 16.86, the open interest changed by 2025 which increased total open position to 2385
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 15, which was -1.90 lower than the previous day. The implied volatity was 19.23, the open interest changed by 360 which increased total open position to 360
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 16.9, which was 0.00 lower than the previous day. The implied volatity was 8.53, 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 16.9, which was 0.00 lower than the previous day. The implied volatity was 7.62, 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 16.9, which was 0.00 lower than the previous day. The implied volatity was 7.79, 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 16.9, which was 0.00 lower than the previous day. The implied volatity was 8.82, 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 16.9, which was 0.00 lower than the previous day. The implied volatity was 7.46, 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 16.9, which was 0.00 lower than the previous day. The implied volatity was 6.34, 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 16.9, which was 0.00 lower than the previous day. The implied volatity was 7.31, 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 16.9, 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 16.9, 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 16.9, 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 16.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
