NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:16 PM IST
| NIFTY 21NOV2024 22900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23342.55 | 441.55 | -126.95 | - | 7,410 | 318 | 884 | |||
| 19 Nov | 23518.50 | 568.5 | 1.00 | - | 832 | -144 | 566 | |||
| 18 Nov | 23453.80 | 567.5 | -122.00 | - | 3,780 | 282 | 710 | |||
| 14 Nov | 23532.70 | 689.5 | -18.50 | - | 771 | 373 | 428 | |||
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| 13 Nov | 23559.05 | 708 | -532.00 | - | 61 | 51 | 55 | |||
| 12 Nov | 23883.45 | 1240 | -30.00 | 42.08 | 2 | 4 | 4 | |||
| 11 Nov | 24141.30 | 1270 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 24148.20 | 1270 | -762.50 | - | 4 | 0 | 0 | |||
| 7 Nov | 24199.35 | 2032.5 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 24484.05 | 2032.5 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 24213.30 | 2032.5 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 23995.35 | 2032.5 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 24304.35 | 2032.5 | 2032.50 | - | 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 22900 expiring on 21NOV2024
Delta for 22900 CE is -
Historical price for 22900 CE is as follows
On 21 Nov NIFTY was trading at 23342.55. The strike last trading price was 441.55, which was -126.95 lower than the previous day. The implied volatity was -, the open interest changed by 318 which increased total open position to 884
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 568.5, which was 1.00 higher than the previous day. The implied volatity was -, the open interest changed by -144 which decreased total open position to 566
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 567.5, which was -122.00 lower than the previous day. The implied volatity was -, the open interest changed by 282 which increased total open position to 710
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 689.5, which was -18.50 lower than the previous day. The implied volatity was -, the open interest changed by 373 which increased total open position to 428
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 708, which was -532.00 lower than the previous day. The implied volatity was -, the open interest changed by 51 which increased total open position to 55
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1240, which was -30.00 lower than the previous day. The implied volatity was 42.08, the open interest changed by 4 which increased total open position to 4
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 1270, 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 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 1270, which was -762.50 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 2032.5, 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 2032.5, 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 2032.5, 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 2032.5, 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 2032.5, which was 2032.50 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 22900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23342.55 | 1.05 | -7.00 | - | 49,70,358 | 1,30,337 | 2,37,986 |
| 19 Nov | 23518.50 | 8.05 | 0.75 | 21.08 | 25,98,124 | 28,371 | 1,07,649 |
| 18 Nov | 23453.80 | 7.3 | -3.60 | 16.85 | 16,40,665 | 48,435 | 79,278 |
| 14 Nov | 23532.70 | 10.9 | -10.60 | 13.82 | 1,39,811 | 15,593 | 30,843 |
| 13 Nov | 23559.05 | 21.5 | 10.25 | 15.95 | 62,541 | 5,301 | 15,250 |
| 12 Nov | 23883.45 | 11.25 | 4.90 | 16.18 | 27,994 | 3,903 | 9,949 |
| 11 Nov | 24141.30 | 6.35 | -5.00 | 16.95 | 19,506 | 2,446 | 6,046 |
| 8 Nov | 24148.20 | 11.35 | -4.80 | 16.52 | 10,298 | 3,216 | 3,600 |
| 7 Nov | 24199.35 | 16.15 | 2.20 | 17.96 | 258 | 161 | 384 |
| 6 Nov | 24484.05 | 13.95 | 6.95 | 19.68 | 525 | 223 | 223 |
| 5 Nov | 24213.30 | 7 | 0.00 | 0.00 | 0 | 1 | 0 |
| 4 Nov | 23995.35 | 7 | 0.00 | 0.00 | 0 | 1 | 0 |
| 1 Nov | 24304.35 | 7 | 0.00 | 0.00 | 0 | 1 | 1 |
| 31 Oct | 24205.35 | 7 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 24340.85 | 7 | -16.35 | - | 1 | 0 | 0 |
| 29 Oct | 24466.85 | 23.35 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 24339.15 | 23.35 | - | 0 | 0 | 0 | |
For Nifty - strike price 22900 expiring on 21NOV2024
Delta for 22900 PE is -
Historical price for 22900 PE is as follows
On 21 Nov NIFTY was trading at 23342.55. The strike last trading price was 1.05, which was -7.00 lower than the previous day. The implied volatity was -, the open interest changed by 130337 which increased total open position to 237986
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 8.05, which was 0.75 higher than the previous day. The implied volatity was 21.08, the open interest changed by 28371 which increased total open position to 107649
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 7.3, which was -3.60 lower than the previous day. The implied volatity was 16.85, the open interest changed by 48435 which increased total open position to 79278
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 10.9, which was -10.60 lower than the previous day. The implied volatity was 13.82, the open interest changed by 15593 which increased total open position to 30843
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 21.5, which was 10.25 higher than the previous day. The implied volatity was 15.95, the open interest changed by 5301 which increased total open position to 15250
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 11.25, which was 4.90 higher than the previous day. The implied volatity was 16.18, the open interest changed by 3903 which increased total open position to 9949
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 6.35, which was -5.00 lower than the previous day. The implied volatity was 16.95, the open interest changed by 2446 which increased total open position to 6046
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 11.35, which was -4.80 lower than the previous day. The implied volatity was 16.52, the open interest changed by 3216 which increased total open position to 3600
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 16.15, which was 2.20 higher than the previous day. The implied volatity was 17.96, the open interest changed by 161 which increased total open position to 384
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 13.95, which was 6.95 higher than the previous day. The implied volatity was 19.68, the open interest changed by 223 which increased total open position to 223
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 1
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 7, 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 7, which was -16.35 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 23.35, 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 23.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
