NIFTY
Nifty
Historical option data for NIFTY
03 Dec 2024 04:11 PM IST
| NIFTY 05DEC2024 22800 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 24457.15 | 1615 | 92.85 | - | 2 | 0 | 204 | |||
| 2 Dec | 24276.05 | 1522.15 | 147.15 | 45.63 | 3 | 0 | 204 | |||
| 29 Nov | 24131.10 | 1375 | 141.75 | 26.47 | 8 | -4 | 204 | |||
| 28 Nov | 23914.15 | 1233.25 | -316.75 | 26.26 | 336 | 71 | 208 | |||
| 27 Nov | 24274.90 | 1550 | 41.00 | 27.73 | 27 | 27 | 137 | |||
| 26 Nov | 24194.50 | 1509 | -64.70 | 31.60 | 6 | -1 | 110 | |||
| 25 Nov | 24221.90 | 1573.7 | 408.05 | 31.04 | 6 | 1 | 111 | |||
| 22 Nov | 23907.25 | 1165.65 | 478.10 | 14.89 | 327 | 44 | 110 | |||
| 21 Nov | 23349.90 | 687.55 | -375.65 | 14.13 | 106 | 64 | 66 | |||
| 19 Nov | 23518.50 | 1063.2 | 261.65 | 31.09 | 5 | 2 | 2 | |||
| 18 Nov | 23453.80 | 801.55 | 801.55 | 12.30 | 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 | |||
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| 7 Nov | 24199.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 23995.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 24340.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 24466.85 | 0 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 22800 expiring on 05DEC2024
Delta for 22800 CE is -
Historical price for 22800 CE is as follows
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 1615, which was 92.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 204
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 1522.15, which was 147.15 higher than the previous day. The implied volatity was 45.63, the open interest changed by 0 which decreased total open position to 204
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 1375, which was 141.75 higher than the previous day. The implied volatity was 26.47, the open interest changed by -4 which decreased total open position to 204
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 1233.25, which was -316.75 lower than the previous day. The implied volatity was 26.26, the open interest changed by 71 which increased total open position to 208
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 1550, which was 41.00 higher than the previous day. The implied volatity was 27.73, the open interest changed by 27 which increased total open position to 137
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 1509, which was -64.70 lower than the previous day. The implied volatity was 31.60, the open interest changed by -1 which decreased total open position to 110
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 1573.7, which was 408.05 higher than the previous day. The implied volatity was 31.04, the open interest changed by 1 which increased total open position to 111
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 1165.65, which was 478.10 higher than the previous day. The implied volatity was 14.89, the open interest changed by 44 which increased total open position to 110
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 687.55, which was -375.65 lower than the previous day. The implied volatity was 14.13, the open interest changed by 64 which increased total open position to 66
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1063.2, which was 261.65 higher than the previous day. The implied volatity was 31.09, the open interest changed by 2 which increased total open position to 2
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 801.55, which was 801.55 higher than the previous day. The implied volatity was 12.30, 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 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 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 05DEC2024 22800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.30
Theta: -2.81
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 24457.15 | 1.3 | -0.70 | 37.86 | 7,97,367 | -89,785 | 67,054 |
| 2 Dec | 24276.05 | 2 | -1.10 | 29.83 | 8,90,878 | 22,882 | 1,56,839 |
| 29 Nov | 24131.10 | 3.1 | -2.50 | 20.66 | 7,46,898 | 74,164 | 1,33,957 |
| 28 Nov | 23914.15 | 5.6 | 2.20 | 18.88 | 2,36,135 | 45,280 | 59,793 |
| 27 Nov | 24274.90 | 3.4 | -5.75 | 19.95 | 63,156 | 5,751 | 14,513 |
| 26 Nov | 24194.50 | 9.15 | -4.10 | 21.00 | 19,704 | 1,738 | 8,762 |
| 25 Nov | 24221.90 | 13.25 | -22.35 | 22.02 | 40,430 | -5 | 7,024 |
| 22 Nov | 23907.25 | 35.6 | -46.20 | 19.56 | 48,960 | 1,838 | 7,029 |
| 21 Nov | 23349.90 | 81.8 | -1.00 | 16.52 | 18,227 | 2,284 | 5,191 |
| 19 Nov | 23518.50 | 82.8 | 19.90 | 17.49 | 10,384 | 1,719 | 2,907 |
| 18 Nov | 23453.80 | 62.9 | 2.65 | 15.37 | 2,558 | 53 | 1,188 |
| 14 Nov | 23532.70 | 60.25 | -8.25 | 14.95 | 1,426 | 798 | 1,135 |
| 13 Nov | 23559.05 | 68.5 | 23.50 | 15.80 | 1,277 | 128 | 337 |
| 12 Nov | 23883.45 | 45 | 23.50 | 15.95 | 335 | 155 | 209 |
| 11 Nov | 24141.30 | 21.5 | -23.50 | 15.37 | 12 | 6 | 54 |
| 8 Nov | 24148.20 | 45 | -14.00 | 17.26 | 6 | 48 | 48 |
| 7 Nov | 24199.35 | 59 | 0.00 | 0.00 | 0 | 2 | 0 |
| 4 Nov | 23995.35 | 59 | 0.00 | 0.00 | 0 | 2 | 0 |
| 30 Oct | 24340.85 | 59 | 1.00 | - | 37 | 2 | 7 |
| 29 Oct | 24466.85 | 58 | - | 6 | 5 | 5 | |
For Nifty - strike price 22800 expiring on 05DEC2024
Delta for 22800 PE is -0.01
Historical price for 22800 PE is as follows
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 1.3, which was -0.70 lower than the previous day. The implied volatity was 37.86, the open interest changed by -89785 which decreased total open position to 67054
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 2, which was -1.10 lower than the previous day. The implied volatity was 29.83, the open interest changed by 22882 which increased total open position to 156839
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 3.1, which was -2.50 lower than the previous day. The implied volatity was 20.66, the open interest changed by 74164 which increased total open position to 133957
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 5.6, which was 2.20 higher than the previous day. The implied volatity was 18.88, the open interest changed by 45280 which increased total open position to 59793
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 3.4, which was -5.75 lower than the previous day. The implied volatity was 19.95, the open interest changed by 5751 which increased total open position to 14513
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 9.15, which was -4.10 lower than the previous day. The implied volatity was 21.00, the open interest changed by 1738 which increased total open position to 8762
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 13.25, which was -22.35 lower than the previous day. The implied volatity was 22.02, the open interest changed by -5 which decreased total open position to 7024
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 35.6, which was -46.20 lower than the previous day. The implied volatity was 19.56, the open interest changed by 1838 which increased total open position to 7029
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 81.8, which was -1.00 lower than the previous day. The implied volatity was 16.52, the open interest changed by 2284 which increased total open position to 5191
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 82.8, which was 19.90 higher than the previous day. The implied volatity was 17.49, the open interest changed by 1719 which increased total open position to 2907
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 62.9, which was 2.65 higher than the previous day. The implied volatity was 15.37, the open interest changed by 53 which increased total open position to 1188
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 60.25, which was -8.25 lower than the previous day. The implied volatity was 14.95, the open interest changed by 798 which increased total open position to 1135
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 68.5, which was 23.50 higher than the previous day. The implied volatity was 15.80, the open interest changed by 128 which increased total open position to 337
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 45, which was 23.50 higher than the previous day. The implied volatity was 15.95, the open interest changed by 155 which increased total open position to 209
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 21.5, which was -23.50 lower than the previous day. The implied volatity was 15.37, the open interest changed by 6 which increased total open position to 54
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 45, which was -14.00 lower than the previous day. The implied volatity was 17.26, the open interest changed by 48 which increased total open position to 48
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 59, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 59, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 30 Oct NIFTY was trading at 24340.85. The strike last trading price was 59, which was 1.00 higher 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 58, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
