NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:15 PM IST
| NIFTY 21NOV2024 22850 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23339.25 | 488.7 | -135.25 | - | 1,434 | 81 | 171 | |||
| 19 Nov | 23518.50 | 623.95 | 5.40 | - | 331 | 6 | 90 | |||
| 18 Nov | 23453.80 | 618.55 | -120.95 | - | 399 | 72 | 84 | |||
| 14 Nov | 23532.70 | 739.5 | -81.45 | - | 25 | 9 | 12 | |||
| 13 Nov | 23559.05 | 820.95 | -275.20 | 16.09 | 2 | 3 | 3 | |||
| 12 Nov | 23883.45 | 1096.15 | -983.65 | 23.91 | 3 | 0 | 0 | |||
| 11 Nov | 24141.30 | 2079.8 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 24148.20 | 2079.8 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 24199.35 | 2079.8 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 24484.05 | 2079.8 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 24213.30 | 2079.8 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 23995.35 | 2079.8 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 24304.35 | 2079.8 | 2079.80 | - | 0 | 0 | 0 | |||
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| 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 22850 expiring on 21NOV2024
Delta for 22850 CE is -
Historical price for 22850 CE is as follows
On 21 Nov NIFTY was trading at 23339.25. The strike last trading price was 488.7, which was -135.25 lower than the previous day. The implied volatity was -, the open interest changed by 81 which increased total open position to 171
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 623.95, which was 5.40 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 90
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 618.55, which was -120.95 lower than the previous day. The implied volatity was -, the open interest changed by 72 which increased total open position to 84
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 739.5, which was -81.45 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 12
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 820.95, which was -275.20 lower than the previous day. The implied volatity was 16.09, the open interest changed by 3 which increased total open position to 3
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1096.15, which was -983.65 lower than the previous day. The implied volatity was 23.91, 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 2079.8, 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 2079.8, 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 2079.8, 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 2079.8, 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 2079.8, 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 2079.8, 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 2079.8, which was 2079.80 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 22850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23339.25 | 1 | -5.75 | - | 31,12,473 | 1,36,874 | 1,72,474 |
| 19 Nov | 23518.50 | 6.75 | 1.35 | 21.75 | 10,84,381 | 3,699 | 35,600 |
| 18 Nov | 23453.80 | 5.4 | -3.40 | 17.01 | 9,32,187 | 18,630 | 31,901 |
| 14 Nov | 23532.70 | 8.8 | -9.40 | 13.98 | 69,223 | 11,092 | 13,271 |
| 13 Nov | 23559.05 | 18.2 | 7.20 | 16.10 | 14,650 | 1,805 | 2,179 |
| 12 Nov | 23883.45 | 11 | -10.00 | 16.77 | 1,300 | 374 | 374 |
| 11 Nov | 24141.30 | 21 | 0.00 | 8.00 | 0 | 0 | 0 |
| 8 Nov | 24148.20 | 21 | 0.00 | 7.13 | 0 | 0 | 0 |
| 7 Nov | 24199.35 | 21 | 0.00 | 7.32 | 0 | 0 | 0 |
| 6 Nov | 24484.05 | 21 | 0.00 | 8.38 | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 21 | 0.00 | 7.01 | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 21 | 0.00 | 5.99 | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 21 | 0.00 | 6.90 | 0 | 0 | 0 |
| 31 Oct | 24205.35 | 21 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 24340.85 | 21 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 24466.85 | 21 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 24339.15 | 21 | - | 0 | 0 | 0 | |
For Nifty - strike price 22850 expiring on 21NOV2024
Delta for 22850 PE is -
Historical price for 22850 PE is as follows
On 21 Nov NIFTY was trading at 23339.25. The strike last trading price was 1, which was -5.75 lower than the previous day. The implied volatity was -, the open interest changed by 136874 which increased total open position to 172474
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 6.75, which was 1.35 higher than the previous day. The implied volatity was 21.75, the open interest changed by 3699 which increased total open position to 35600
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 5.4, which was -3.40 lower than the previous day. The implied volatity was 17.01, the open interest changed by 18630 which increased total open position to 31901
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 8.8, which was -9.40 lower than the previous day. The implied volatity was 13.98, the open interest changed by 11092 which increased total open position to 13271
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 18.2, which was 7.20 higher than the previous day. The implied volatity was 16.10, the open interest changed by 1805 which increased total open position to 2179
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 11, which was -10.00 lower than the previous day. The implied volatity was 16.77, the open interest changed by 374 which increased total open position to 374
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 21, which was 0.00 lower than the previous day. The implied volatity was 8.00, 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 21, which was 0.00 lower than the previous day. The implied volatity was 7.13, 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 21, which was 0.00 lower than the previous day. The implied volatity was 7.32, 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 21, which was 0.00 lower than the previous day. The implied volatity was 8.38, 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 21, which was 0.00 lower than the previous day. The implied volatity was 7.01, 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 21, which was 0.00 lower than the previous day. The implied volatity was 5.99, 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 21, which was 0.00 lower than the previous day. The implied volatity was 6.90, 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 21, 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 21, 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 21, 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 21, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
