NIFTY
Nifty
Historical option data for NIFTY
21 Nov 2024 02:14 PM IST
| NIFTY 21NOV2024 22950 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23339.50 | 391.45 | -124.55 | - | 3,996 | 92 | 322 | |||
| 19 Nov | 23518.50 | 516 | -3.65 | - | 457 | -36 | 230 | |||
| 18 Nov | 23453.80 | 519.65 | -110.30 | - | 2,003 | 262 | 266 | |||
| 14 Nov | 23532.70 | 629.95 | -392.10 | - | 10 | 4 | 4 | |||
| 13 Nov | 23559.05 | 1022.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 23883.45 | 1022.05 | -963.35 | 25.05 | 2 | 0 | 0 | |||
| 11 Nov | 24141.30 | 1985.4 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 24148.20 | 1985.4 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 24199.35 | 1985.4 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 24484.05 | 1985.4 | 0.00 | - | 0 | 0 | 0 | |||
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| 5 Nov | 24213.30 | 1985.4 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 23995.35 | 1985.4 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 24304.35 | 1985.4 | 1985.40 | - | 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 22950 expiring on 21NOV2024
Delta for 22950 CE is -
Historical price for 22950 CE is as follows
On 21 Nov NIFTY was trading at 23339.50. The strike last trading price was 391.45, which was -124.55 lower than the previous day. The implied volatity was -, the open interest changed by 92 which increased total open position to 322
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 516, which was -3.65 lower than the previous day. The implied volatity was -, the open interest changed by -36 which decreased total open position to 230
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 519.65, which was -110.30 lower than the previous day. The implied volatity was -, the open interest changed by 262 which increased total open position to 266
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 629.95, which was -392.10 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 1022.05, 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 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1022.05, which was -963.35 lower than the previous day. The implied volatity was 25.05, 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 1985.4, 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 1985.4, 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 1985.4, 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 1985.4, 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 1985.4, 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 1985.4, 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 1985.4, which was 1985.40 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 22950 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23339.50 | 1 | -9.50 | - | 42,30,791 | 93,582 | 1,27,901 |
| 19 Nov | 23518.50 | 10.5 | 1.25 | 20.80 | 12,71,171 | -21,210 | 34,319 |
| 18 Nov | 23453.80 | 9.25 | -4.00 | 16.48 | 11,40,733 | 42,982 | 55,529 |
| 14 Nov | 23532.70 | 13.25 | -11.90 | 13.61 | 74,944 | 6,903 | 12,547 |
| 13 Nov | 23559.05 | 25.15 | 11.40 | 15.77 | 31,787 | 3,035 | 5,644 |
| 12 Nov | 23883.45 | 13.75 | -12.15 | 16.16 | 10,391 | 2,609 | 2,609 |
| 11 Nov | 24141.30 | 25.9 | 0.00 | 7.43 | 0 | 0 | 0 |
| 8 Nov | 24148.20 | 25.9 | 0.00 | 6.63 | 0 | 0 | 0 |
| 7 Nov | 24199.35 | 25.9 | 0.00 | 6.84 | 0 | 0 | 0 |
| 6 Nov | 24484.05 | 25.9 | 0.00 | 7.94 | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 25.9 | 0.00 | 6.44 | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 25.9 | 0.00 | 5.52 | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 25.9 | 0.00 | 6.50 | 0 | 0 | 0 |
| 31 Oct | 24205.35 | 25.9 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 24340.85 | 25.9 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 24466.85 | 25.9 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 24339.15 | 25.9 | - | 0 | 0 | 0 | |
For Nifty - strike price 22950 expiring on 21NOV2024
Delta for 22950 PE is -
Historical price for 22950 PE is as follows
On 21 Nov NIFTY was trading at 23339.50. The strike last trading price was 1, which was -9.50 lower than the previous day. The implied volatity was -, the open interest changed by 93582 which increased total open position to 127901
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 10.5, which was 1.25 higher than the previous day. The implied volatity was 20.80, the open interest changed by -21210 which decreased total open position to 34319
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 9.25, which was -4.00 lower than the previous day. The implied volatity was 16.48, the open interest changed by 42982 which increased total open position to 55529
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 13.25, which was -11.90 lower than the previous day. The implied volatity was 13.61, the open interest changed by 6903 which increased total open position to 12547
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 25.15, which was 11.40 higher than the previous day. The implied volatity was 15.77, the open interest changed by 3035 which increased total open position to 5644
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 13.75, which was -12.15 lower than the previous day. The implied volatity was 16.16, the open interest changed by 2609 which increased total open position to 2609
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 25.9, which was 0.00 lower than the previous day. The implied volatity was 7.43, 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 25.9, which was 0.00 lower than the previous day. The implied volatity was 6.63, 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 25.9, which was 0.00 lower than the previous day. The implied volatity was 6.84, 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 25.9, which was 0.00 lower than the previous day. The implied volatity was 7.94, 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 25.9, which was 0.00 lower than the previous day. The implied volatity was 6.44, 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 25.9, which was 0.00 lower than the previous day. The implied volatity was 5.52, 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 25.9, which was 0.00 lower than the previous day. The implied volatity was 6.50, 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 25.9, 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 25.9, 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 25.9, 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 25.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
