`
[--[65.84.65.76]--]
NIFTY
Nifty

24141.3 -6.90 (-0.03%)

Back to Option Chain


Historical option data for NIFTY

11 Nov 2024 04:11 PM IST
NIFTY 14NOV2024 22900 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
11 Nov 24141.30 1200 -59.15 - 3 1 9
8 Nov 24148.20 1259.15 129.15 23.52 26 8 8
7 Nov 24199.35 1130 0.00 0.00 0 0 0
6 Nov 24484.05 1130 0.00 0.00 0 0 0
5 Nov 24213.30 1130 0.00 0.00 0 0 0
4 Nov 23995.35 1130 -1142.95 - 4 0 0
1 Nov 24304.35 2272.95 0.00 - 0 0 0
31 Oct 24205.35 2272.95 0.00 - 0 0 0
30 Oct 24340.85 2272.95 0.00 - 0 0 0
29 Oct 24466.85 2272.95 0.00 - 0 0 0
28 Oct 24339.15 2272.95 0.00 - 0 0 0
25 Oct 24180.80 2272.95 - 0 0 0


For Nifty - strike price 22900 expiring on 14NOV2024

Delta for 22900 CE is -

Historical price for 22900 CE is as follows

On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 1200, which was -59.15 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 9


On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 1259.15, which was 129.15 higher than the previous day. The implied volatity was 23.52, the open interest changed by 8 which increased total open position to 8


On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 1130, 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 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 1130, 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 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 1130, 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 1130, which was -1142.95 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 2272.95, 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 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 2272.95, 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 2272.95, 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 2272.95, 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 2272.95, 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 25 Oct NIFTY was trading at 24180.80. The strike last trading price was 2272.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


NIFTY 14NOV2024 22900 PE
Delta: -0.01
Vega: 0.58
Theta: -2.35
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Nov 24141.30 1.85 -2.25 25.12 3,40,508 32,970 75,137
8 Nov 24148.20 4.1 -1.35 19.93 2,57,663 17,104 42,167
7 Nov 24199.35 5.45 0.00 20.41 1,17,591 17,948 25,063
6 Nov 24484.05 5.45 -15.55 22.55 36,785 4,455 7,115
5 Nov 24213.30 21 -10.45 23.25 14,691 1,108 2,660
4 Nov 23995.35 31.45 15.70 21.47 10,516 1,055 1,552
1 Nov 24304.35 15.75 -1.05 19.66 228 66 497
31 Oct 24205.35 16.8 -2.40 - 1,810 268 431
30 Oct 24340.85 19.2 4.00 - 200 163 163
29 Oct 24466.85 15.2 0.00 - 0 0 0
28 Oct 24339.15 15.2 0.00 - 0 0 0
25 Oct 24180.80 15.2 - 0 0 0


For Nifty - strike price 22900 expiring on 14NOV2024

Delta for 22900 PE is -0.01

Historical price for 22900 PE is as follows

On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 1.85, which was -2.25 lower than the previous day. The implied volatity was 25.12, the open interest changed by 32970 which increased total open position to 75137


On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 4.1, which was -1.35 lower than the previous day. The implied volatity was 19.93, the open interest changed by 17104 which increased total open position to 42167


On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 5.45, which was 0.00 lower than the previous day. The implied volatity was 20.41, the open interest changed by 17948 which increased total open position to 25063


On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 5.45, which was -15.55 lower than the previous day. The implied volatity was 22.55, the open interest changed by 4455 which increased total open position to 7115


On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 21, which was -10.45 lower than the previous day. The implied volatity was 23.25, the open interest changed by 1108 which increased total open position to 2660


On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 31.45, which was 15.70 higher than the previous day. The implied volatity was 21.47, the open interest changed by 1055 which increased total open position to 1552


On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 15.75, which was -1.05 lower than the previous day. The implied volatity was 19.66, the open interest changed by 66 which increased total open position to 497


On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 16.8, which was -2.40 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 19.2, which was 4.00 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 15.2, 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 15.2, 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 25 Oct NIFTY was trading at 24180.80. The strike last trading price was 15.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to