NIFTY
Nifty
Historical option data for NIFTY
11 Nov 2024 04:11 PM IST
NIFTY 14NOV2024 22900 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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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 | |||
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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 | |||||||
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Delta: -0.01
Vega: 0.58
Theta: -2.35
Gamma: 0.00
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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