NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:02 PM IST
| NIFTY 21NOV2024 22800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23339.50 | 542.15 | -122.10 | - | 13,191 | 488 | 740 | |||
| 19 Nov | 23518.50 | 664.25 | -0.70 | - | 477 | -302 | 252 | |||
| 18 Nov | 23453.80 | 664.95 | -109.25 | - | 2,802 | 435 | 554 | |||
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| 14 Nov | 23532.70 | 774.2 | -148.80 | - | 273 | 110 | 119 | |||
| 13 Nov | 23559.05 | 923 | -250.05 | 24.98 | 10 | 9 | 9 | |||
| 12 Nov | 23883.45 | 1173.05 | -954.25 | 27.99 | 1 | 0 | 0 | |||
| 11 Nov | 24141.30 | 2127.3 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 24148.20 | 2127.3 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 24199.35 | 2127.3 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 24484.05 | 2127.3 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 24213.30 | 2127.3 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 23995.35 | 2127.3 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 24304.35 | 2127.3 | 2127.30 | - | 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 22800 expiring on 21NOV2024
Delta for 22800 CE is -
Historical price for 22800 CE is as follows
On 21 Nov NIFTY was trading at 23339.50. The strike last trading price was 542.15, which was -122.10 lower than the previous day. The implied volatity was -, the open interest changed by 488 which increased total open position to 740
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 664.25, which was -0.70 lower than the previous day. The implied volatity was -, the open interest changed by -302 which decreased total open position to 252
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 664.95, which was -109.25 lower than the previous day. The implied volatity was -, the open interest changed by 435 which increased total open position to 554
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 774.2, which was -148.80 lower than the previous day. The implied volatity was -, the open interest changed by 110 which increased total open position to 119
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 923, which was -250.05 lower than the previous day. The implied volatity was 24.98, the open interest changed by 9 which increased total open position to 9
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1173.05, which was -954.25 lower than the previous day. The implied volatity was 27.99, 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 2127.3, 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 2127.3, 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 2127.3, 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 2127.3, 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 2127.3, 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 2127.3, 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 2127.3, which was 2127.30 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 22800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23339.50 | 0.95 | -4.95 | - | 43,57,580 | 2,57,724 | 3,82,489 |
| 19 Nov | 23518.50 | 5.9 | 1.40 | 22.57 | 22,17,550 | -19,208 | 1,24,765 |
| 18 Nov | 23453.80 | 4.5 | -3.40 | 17.54 | 16,61,822 | 54,418 | 1,43,973 |
| 14 Nov | 23532.70 | 7.9 | -8.00 | 14.44 | 3,02,948 | 68,488 | 89,555 |
| 13 Nov | 23559.05 | 15.9 | 6.70 | 16.40 | 98,961 | 14,198 | 21,067 |
| 12 Nov | 23883.45 | 9.2 | 3.85 | 16.86 | 19,753 | 1,363 | 6,869 |
| 11 Nov | 24141.30 | 5.35 | -3.55 | 17.60 | 19,545 | 4,009 | 5,506 |
| 8 Nov | 24148.20 | 8.9 | -3.05 | 16.85 | 5,142 | 969 | 1,497 |
| 7 Nov | 24199.35 | 11.95 | -6.90 | 17.98 | 750 | 528 | 528 |
| 6 Nov | 24484.05 | 18.85 | 0.00 | 8.60 | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 18.85 | 0.00 | 7.19 | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 18.85 | 0.00 | 6.09 | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 18.85 | 0.00 | 7.00 | 0 | 0 | 0 |
| 31 Oct | 24205.35 | 18.85 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 24340.85 | 18.85 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 24466.85 | 18.85 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 24339.15 | 18.85 | - | 0 | 0 | 0 | |
For Nifty - strike price 22800 expiring on 21NOV2024
Delta for 22800 PE is -
Historical price for 22800 PE is as follows
On 21 Nov NIFTY was trading at 23339.50. The strike last trading price was 0.95, which was -4.95 lower than the previous day. The implied volatity was -, the open interest changed by 257724 which increased total open position to 382489
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 5.9, which was 1.40 higher than the previous day. The implied volatity was 22.57, the open interest changed by -19208 which decreased total open position to 124765
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 4.5, which was -3.40 lower than the previous day. The implied volatity was 17.54, the open interest changed by 54418 which increased total open position to 143973
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 7.9, which was -8.00 lower than the previous day. The implied volatity was 14.44, the open interest changed by 68488 which increased total open position to 89555
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 15.9, which was 6.70 higher than the previous day. The implied volatity was 16.40, the open interest changed by 14198 which increased total open position to 21067
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 9.2, which was 3.85 higher than the previous day. The implied volatity was 16.86, the open interest changed by 1363 which increased total open position to 6869
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 5.35, which was -3.55 lower than the previous day. The implied volatity was 17.60, the open interest changed by 4009 which increased total open position to 5506
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 8.9, which was -3.05 lower than the previous day. The implied volatity was 16.85, the open interest changed by 969 which increased total open position to 1497
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 11.95, which was -6.90 lower than the previous day. The implied volatity was 17.98, the open interest changed by 528 which increased total open position to 528
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 18.85, which was 0.00 lower than the previous day. The implied volatity was 8.60, 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 18.85, which was 0.00 lower than the previous day. The implied volatity was 7.19, 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 18.85, which was 0.00 lower than the previous day. The implied volatity was 6.09, 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 18.85, which was 0.00 lower than the previous day. The implied volatity was 7.00, 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 18.85, 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 18.85, 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 18.85, 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 18.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
