NIFTY
Nifty
Historical option data for NIFTY
02 Dec 2024 04:11 PM IST
| NIFTY 05DEC2024 22950 CE | ||||||||||
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Delta: 0.97
Vega: 1.53
Theta: -14.73
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 2 Dec | 24276.05 | 1350.65 | 135.65 | 33.85 | 47 | 11 | 30 | |||
| 29 Nov | 24131.10 | 1215 | 502.50 | 19.08 | 36 | 19 | 19 | |||
| 28 Nov | 23914.15 | 712.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 24274.90 | 712.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 26 Nov | 24194.50 | 712.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 24221.90 | 712.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 23907.25 | 712.5 | 149.10 | - | 37 | 0 | 11 | |||
| 21 Nov | 23349.90 | 563.4 | -120.60 | 13.85 | 20 | 11 | 11 | |||
| 19 Nov | 23518.50 | 684 | 0.00 | 0.00 | 0 | 9 | 0 | |||
| 18 Nov | 23453.80 | 684 | -118.70 | 13.28 | 1 | 9 | 9 | |||
| 14 Nov | 23532.70 | 802.7 | 802.70 | 13.50 | 9 | 0 | 0 | |||
| 13 Nov | 23559.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 23883.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 24141.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 24148.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 24199.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 23995.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 24340.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 24466.85 | 0 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 22950 expiring on 05DEC2024
Delta for 22950 CE is 0.97
Historical price for 22950 CE is as follows
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 1350.65, which was 135.65 higher than the previous day. The implied volatity was 33.85, the open interest changed by 11 which increased total open position to 30
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 1215, which was 502.50 higher than the previous day. The implied volatity was 19.08, the open interest changed by 19 which increased total open position to 19
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 712.5, 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 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 712.5, 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 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 712.5, 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 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 712.5, 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 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 712.5, which was 149.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 563.4, which was -120.60 lower than the previous day. The implied volatity was 13.85, the open interest changed by 11 which increased total open position to 11
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 684, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 684, which was -118.70 lower than the previous day. The implied volatity was 13.28, the open interest changed by 9 which increased total open position to 9
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 802.7, which was 802.70 higher than the previous day. The implied volatity was 13.50, the open interest changed by 0 which decreased total open position to 0
On 13 Nov NIFTY was trading at 23559.05. 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 0 which decreased total open position to 0
On 12 Nov NIFTY was trading at 23883.45. 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 0 which decreased total open position to 0
On 11 Nov NIFTY was trading at 24141.30. 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 0 which decreased total open position to 0
On 8 Nov NIFTY was trading at 24148.20. 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 0 which decreased total open position to 0
On 7 Nov NIFTY was trading at 24199.35. 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 0 which decreased total open position to 0
On 4 Nov NIFTY was trading at 23995.35. 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 0 which decreased total open position to 0
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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 05DEC2024 22950 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.68
Theta: -3.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 2 Dec | 24276.05 | 2.55 | -1.10 | 27.96 | 2,68,627 | 9,380 | 33,053 |
| 29 Nov | 24131.10 | 3.65 | -4.35 | 19.07 | 2,06,753 | 17,159 | 23,673 |
| 28 Nov | 23914.15 | 8 | 3.40 | 17.90 | 44,376 | 4,595 | 6,514 |
| 27 Nov | 24274.90 | 4.6 | -7.75 | 19.02 | 8,939 | 684 | 1,919 |
| 26 Nov | 24194.50 | 12.35 | -3.55 | 20.20 | 3,101 | 422 | 1,235 |
| 25 Nov | 24221.90 | 15.9 | -29.05 | 20.90 | 4,351 | -486 | 813 |
| 22 Nov | 23907.25 | 44.95 | -63.30 | 18.77 | 11,830 | 425 | 1,299 |
| 21 Nov | 23349.90 | 108.25 | 3.55 | 15.95 | 2,366 | 526 | 874 |
| 19 Nov | 23518.50 | 104.7 | 15.20 | 16.84 | 548 | -94 | 348 |
| 18 Nov | 23453.80 | 89.5 | 1.50 | 15.28 | 651 | 424 | 442 |
| 14 Nov | 23532.70 | 88 | 23.80 | 15.13 | 22 | 18 | 18 |
| 13 Nov | 23559.05 | 64.2 | 0.00 | 3.23 | 0 | 0 | 0 |
| 12 Nov | 23883.45 | 64.2 | 0.00 | 4.20 | 0 | 0 | 0 |
| 11 Nov | 24141.30 | 64.2 | 0.00 | 5.04 | 0 | 0 | 0 |
| 8 Nov | 24148.20 | 64.2 | 0.00 | 4.91 | 0 | 0 | 0 |
| 7 Nov | 24199.35 | 64.2 | 0.00 | 5.00 | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 64.2 | 0.00 | 4.18 | 0 | 0 | 0 |
| 30 Oct | 24340.85 | 64.2 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 24466.85 | 64.2 | - | 0 | 0 | 0 | |
For Nifty - strike price 22950 expiring on 05DEC2024
Delta for 22950 PE is -0.01
Historical price for 22950 PE is as follows
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 2.55, which was -1.10 lower than the previous day. The implied volatity was 27.96, the open interest changed by 9380 which increased total open position to 33053
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 3.65, which was -4.35 lower than the previous day. The implied volatity was 19.07, the open interest changed by 17159 which increased total open position to 23673
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 8, which was 3.40 higher than the previous day. The implied volatity was 17.90, the open interest changed by 4595 which increased total open position to 6514
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 4.6, which was -7.75 lower than the previous day. The implied volatity was 19.02, the open interest changed by 684 which increased total open position to 1919
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 12.35, which was -3.55 lower than the previous day. The implied volatity was 20.20, the open interest changed by 422 which increased total open position to 1235
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 15.9, which was -29.05 lower than the previous day. The implied volatity was 20.90, the open interest changed by -486 which decreased total open position to 813
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 44.95, which was -63.30 lower than the previous day. The implied volatity was 18.77, the open interest changed by 425 which increased total open position to 1299
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 108.25, which was 3.55 higher than the previous day. The implied volatity was 15.95, the open interest changed by 526 which increased total open position to 874
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 104.7, which was 15.20 higher than the previous day. The implied volatity was 16.84, the open interest changed by -94 which decreased total open position to 348
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 89.5, which was 1.50 higher than the previous day. The implied volatity was 15.28, the open interest changed by 424 which increased total open position to 442
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 88, which was 23.80 higher than the previous day. The implied volatity was 15.13, the open interest changed by 18 which increased total open position to 18
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 64.2, which was 0.00 lower than the previous day. The implied volatity was 3.23, the open interest changed by 0 which decreased total open position to 0
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 64.2, which was 0.00 lower than the previous day. The implied volatity was 4.20, 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 64.2, which was 0.00 lower than the previous day. The implied volatity was 5.04, 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 64.2, which was 0.00 lower than the previous day. The implied volatity was 4.91, 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 64.2, which was 0.00 lower than the previous day. The implied volatity was 5.00, 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 64.2, which was 0.00 lower than the previous day. The implied volatity was 4.18, the open interest changed by 0 which decreased total open position to 0
On 30 Oct NIFTY was trading at 24340.85. The strike last trading price was 64.2, 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 29 Oct NIFTY was trading at 24466.85. The strike last trading price was 64.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
