NIFTY
Nifty
Historical option data for NIFTY
20 Dec 2024 04:11 PM IST
| NIFTY 26DEC2024 14000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 23587.50 | 9812.25 | 7.15 | - | 1.667 | 0.333 | 2 | |||
| 19 Dec | 23951.70 | 9805.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 24198.85 | 9805.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 24336.00 | 9805.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 24668.25 | 9805.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 24768.30 | 9805.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 24548.70 | 9805.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 24641.80 | 9805.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 24610.05 | 9805.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 24619.00 | 9805.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 24677.80 | 9805.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 24708.40 | 9805.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 24467.45 | 9805.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 24457.15 | 9805.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 24276.05 | 9805.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 24131.10 | 9805.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 23914.15 | 9805.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 24274.90 | 9805.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 24194.50 | 9805.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 24221.90 | 9805.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 23907.25 | 9805.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 23349.90 | 9805.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 23518.50 | 9805.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 23453.80 | 9805.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 23532.70 | 9805.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 23559.05 | 9805.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 23883.45 | 9805.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 24141.30 | 9805.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 24148.20 | 9805.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 24199.35 | 9805.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 24484.05 | 9805.1 | 0.00 | 0.00 | 0 | 0.333 | 0 | |||
| 5 Nov | 24213.30 | 9805.1 | -394.90 | - | 0.333 | 0 | 1.333 | |||
| 4 Nov | 23995.35 | 10200 | -300.00 | - | 0.667 | 0 | 2 | |||
| 1 Nov | 24304.35 | 10500 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 24205.35 | 10500 | 0.00 | - | 0 | 0 | 2 | |||
| 30 Oct | 24340.85 | 10500 | 0.00 | - | 0 | 0 | 2 | |||
| 29 Oct | 24466.85 | 10500 | 0.00 | - | 0 | 0 | 2 | |||
| 28 Oct | 24339.15 | 10500 | 0.00 | - | 0 | -0.333 | 0 | |||
| 25 Oct | 24180.80 | 10500 | -1535.35 | - | 0.333 | 0 | 2.333 | |||
| 24 Oct | 24399.40 | 12035.35 | 0.00 | - | 0 | 0 | 2.333 | |||
| 23 Oct | 24435.50 | 12035.35 | 0.00 | - | 0 | 0 | 2.333 | |||
| 22 Oct | 24472.10 | 12035.35 | 0.00 | - | 0 | 0 | 2.333 | |||
| 21 Oct | 24781.10 | 12035.35 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 24854.05 | 12035.35 | 0.00 | - | 0 | 0 | 2.333 | |||
| 17 Oct | 24749.85 | 12035.35 | 0.00 | - | 0 | 0 | 2.333 | |||
| 16 Oct | 24971.30 | 12035.35 | 0.00 | - | 0 | 0 | 2.333 | |||
| 15 Oct | 25057.35 | 12035.35 | 0.00 | - | 0 | 0 | 2.333 | |||
| 14 Oct | 25127.95 | 12035.35 | 0.00 | - | 0 | 0 | 2.333 | |||
| 11 Oct | 24964.25 | 12035.35 | 0.00 | - | 0 | 0 | 2.333 | |||
| 10 Oct | 24998.45 | 12035.35 | 0.00 | - | 0 | 0 | 2.333 | |||
| 9 Oct | 24981.95 | 12035.35 | 0.00 | - | 0 | 0 | 2.333 | |||
| 8 Oct | 25013.15 | 12035.35 | 0.00 | - | 0 | 0 | 2.333 | |||
| 7 Oct | 24795.75 | 12035.35 | 0.00 | - | 0 | 0 | 2.333 | |||
| 4 Oct | 25014.60 | 12035.35 | 0.00 | - | 0 | 0 | 2.333 | |||
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| 3 Oct | 25250.10 | 12035.35 | 1735.35 | - | 0.333 | 0 | 2.667 | |||
| 1 Oct | 25796.90 | 10300 | 0.00 | - | 0 | 0 | 2.667 | |||
| 30 Sept | 25810.85 | 10300 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 26173.35 | 10300.00 | - | 0 | 0 | 2.667 | ||||
For Nifty - strike price 14000 expiring on 26DEC2024
Delta for 14000 CE is -
Historical price for 14000 CE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 9812.25, which was 7.15 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 6
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 9805.1, 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 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 9805.1, 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 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 9805.1, 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 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 9805.1, 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 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 9805.1, 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 Dec NIFTY was trading at 24548.70. The strike last trading price was 9805.1, 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 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 9805.1, 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 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 9805.1, 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 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 9805.1, 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 Dec NIFTY was trading at 24677.80. The strike last trading price was 9805.1, 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 Dec NIFTY was trading at 24708.40. The strike last trading price was 9805.1, 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 Dec NIFTY was trading at 24467.45. The strike last trading price was 9805.1, 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 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 9805.1, 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 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 9805.1, 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 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 9805.1, 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 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 9805.1, 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 9805.1, 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 9805.1, 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 9805.1, 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 9805.1, 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 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 9805.1, 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 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 9805.1, 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 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 9805.1, 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 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 9805.1, 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 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 9805.1, 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 9805.1, 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 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 9805.1, 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 9805.1, 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 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 9805.1, 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 9805.1, 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 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 9805.1, which was -394.90 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 10200, which was -300.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 10500, 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 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 10500, 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 10500, 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 10500, 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 10500, 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 10500, which was -1535.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct NIFTY was trading at 24399.40. The strike last trading price was 12035.35, 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 23 Oct NIFTY was trading at 24435.50. The strike last trading price was 12035.35, 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 22 Oct NIFTY was trading at 24472.10. The strike last trading price was 12035.35, 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 21 Oct NIFTY was trading at 24781.10. The strike last trading price was 12035.35, 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 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 12035.35, 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 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 12035.35, 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 16 Oct NIFTY was trading at 24971.30. The strike last trading price was 12035.35, 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 15 Oct NIFTY was trading at 25057.35. The strike last trading price was 12035.35, 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 14 Oct NIFTY was trading at 25127.95. The strike last trading price was 12035.35, 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 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 12035.35, 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 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 12035.35, 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 9 Oct NIFTY was trading at 24981.95. The strike last trading price was 12035.35, 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 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 12035.35, 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 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 12035.35, 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 4 Oct NIFTY was trading at 25014.60. The strike last trading price was 12035.35, 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 3 Oct NIFTY was trading at 25250.10. The strike last trading price was 12035.35, which was 1735.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct NIFTY was trading at 25796.90. The strike last trading price was 10300, 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 Sept NIFTY was trading at 25810.85. The strike last trading price was 10300, 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 27 Sept NIFTY was trading at 26173.35. The strike last trading price was 10300.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 26DEC2024 14000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23587.50 | 0.3 | -0.05 | - | 3,10,891 | 18,411.667 | 49,032.667 |
| 19 Dec | 23951.70 | 0.35 | 0.00 | - | 90,100.333 | 9,731 | 30,827.333 |
| 18 Dec | 24198.85 | 0.35 | 0.00 | - | 28,974 | -5,220 | 22,047.667 |
| 17 Dec | 24336.00 | 0.35 | -0.10 | - | 40,873.667 | 14,898.333 | 27,496.333 |
| 16 Dec | 24668.25 | 0.45 | -0.25 | - | 8,440.667 | 2,322 | 12,598 |
| 13 Dec | 24768.30 | 0.7 | 0.05 | - | 15,401.333 | -4,160.667 | 11,999 |
| 12 Dec | 24548.70 | 0.65 | 0.30 | - | 30,904.667 | 2,616.667 | 18,081.333 |
| 11 Dec | 24641.80 | 0.35 | -0.20 | - | 21,024.333 | 6,936.667 | 15,501.667 |
| 10 Dec | 24610.05 | 0.55 | -0.85 | - | 4,586 | 2,837.333 | 8,565 |
| 9 Dec | 24619.00 | 1.4 | 0.00 | - | 138.667 | -16 | 5,727.667 |
| 6 Dec | 24677.80 | 1.4 | -0.25 | - | 368.667 | 67 | 5,729.333 |
| 5 Dec | 24708.40 | 1.65 | 0.05 | - | 693.333 | 231.333 | 5,667.667 |
| 4 Dec | 24467.45 | 1.6 | 0.00 | - | 1,025.333 | -430.333 | 5,436.333 |
| 3 Dec | 24457.15 | 1.6 | -0.30 | - | 745.333 | 216.333 | 5,872.667 |
| 2 Dec | 24276.05 | 1.9 | -0.40 | - | 1,089.333 | 543.667 | 5,657.667 |
| 29 Nov | 24131.10 | 2.3 | 0.25 | - | 1,134 | 399.333 | 5,124.667 |
| 28 Nov | 23914.15 | 2.05 | -0.95 | - | 749.333 | 197.333 | 4,726 |
| 27 Nov | 24274.90 | 3 | 0.25 | - | 217.667 | 26.667 | 4,526 |
| 26 Nov | 24194.50 | 2.75 | -0.25 | - | 333.667 | -1.333 | 4,502 |
| 25 Nov | 24221.90 | 3 | 0.50 | - | 1,114 | -180.333 | 4,527.333 |
| 22 Nov | 23907.25 | 2.5 | 0.00 | - | 140 | -43 | 4,664.667 |
| 21 Nov | 23349.90 | 2.5 | 0.10 | - | 754 | 94 | 4,709.667 |
| 19 Nov | 23518.50 | 2.4 | 0.30 | - | 483.667 | -81.667 | 4,610.667 |
| 18 Nov | 23453.80 | 2.1 | -0.50 | - | 268.333 | -40.333 | 4,692.333 |
| 14 Nov | 23532.70 | 2.6 | 0.40 | - | 455.667 | -135.333 | 4,733.333 |
| 13 Nov | 23559.05 | 2.2 | -0.20 | - | 358.667 | 111.667 | 4,868.667 |
| 12 Nov | 23883.45 | 2.4 | -0.30 | - | 287 | 182 | 4,783.333 |
| 11 Nov | 24141.30 | 2.7 | -0.45 | - | 118.333 | 79.667 | 4,601.333 |
| 8 Nov | 24148.20 | 3.15 | 0.25 | - | 109.667 | -14.333 | 4,522.667 |
| 7 Nov | 24199.35 | 2.9 | -1.30 | - | 1,630.333 | 315.333 | 4,638.667 |
| 6 Nov | 24484.05 | 4.2 | -0.15 | - | 146.333 | -14 | 4,322.333 |
| 5 Nov | 24213.30 | 4.35 | -0.60 | - | 578.333 | -30.667 | 4,712.667 |
| 4 Nov | 23995.35 | 4.95 | -0.35 | - | 535 | 66.667 | 5,114.333 |
| 1 Nov | 24304.35 | 5.3 | 0.25 | - | 67.333 | -1.667 | 5,047.667 |
| 31 Oct | 24205.35 | 5.05 | -1.00 | - | 638.667 | -277.333 | 5,240.667 |
| 30 Oct | 24340.85 | 6.05 | -1.55 | - | 829.667 | 35.333 | 6,212.667 |
| 29 Oct | 24466.85 | 7.6 | 0.45 | - | 212.333 | -26.333 | 6,177.333 |
| 28 Oct | 24339.15 | 7.15 | -0.20 | - | 140.667 | -47 | 6,205 |
| 25 Oct | 24180.80 | 7.35 | -0.35 | - | 101 | 19 | 6,252 |
| 24 Oct | 24399.40 | 7.7 | -2.30 | - | 434.333 | -375.667 | 6,236 |
| 23 Oct | 24435.50 | 10 | 1.85 | - | 93.667 | -12 | 6,611.667 |
| 22 Oct | 24472.10 | 8.15 | -0.55 | - | 228.333 | 66.333 | 6,614.667 |
| 21 Oct | 24781.10 | 8.7 | -1.20 | - | 21.333 | 0.667 | 6,547.667 |
| 18 Oct | 24854.05 | 9.9 | 1.70 | - | 342.667 | -83.667 | 6,546.667 |
| 17 Oct | 24749.85 | 8.2 | -2.80 | - | 1,302 | 83.333 | 7,027.333 |
| 16 Oct | 24971.30 | 11 | -0.40 | - | 209 | 18.667 | 6,938 |
| 15 Oct | 25057.35 | 11.4 | 0.25 | - | 209.333 | -20.667 | 6,919.333 |
| 14 Oct | 25127.95 | 11.15 | -0.85 | - | 21.333 | -0.667 | 6,937.333 |
| 11 Oct | 24964.25 | 12 | -1.00 | - | 85.667 | 21.333 | 6,938 |
| 10 Oct | 24998.45 | 13 | -1.35 | - | 31.333 | 4.333 | 6,902.333 |
| 9 Oct | 24981.95 | 14.35 | -0.65 | - | 335 | 28 | 6,900 |
| 8 Oct | 25013.15 | 15 | -0.20 | - | 86.333 | -3 | 6,875.333 |
| 7 Oct | 24795.75 | 15.2 | -0.35 | - | 1,916.333 | 181.667 | 6,883.667 |
| 4 Oct | 25014.60 | 15.55 | -0.80 | - | 1,106 | 57.333 | 6,702 |
| 3 Oct | 25250.10 | 16.35 | -0.15 | - | 2,043.667 | 1,626.333 | 6,646 |
| 1 Oct | 25796.90 | 16.5 | -0.10 | - | 665.333 | 246.667 | 5,019.667 |
| 30 Sept | 25810.85 | 16.6 | 0.60 | - | 635 | 200.667 | 4,773 |
| 27 Sept | 26173.35 | 16.00 | - | 339.333 | 119 | 4,553.667 | |
For Nifty - strike price 14000 expiring on 26DEC2024
Delta for 14000 PE is -
Historical price for 14000 PE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 55235 which increased total open position to 147098
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 29193 which increased total open position to 92482
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -15660 which decreased total open position to 66143
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 44695 which increased total open position to 82489
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 0.45, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 6966 which increased total open position to 37794
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 0.7, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by -12482 which decreased total open position to 35997
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 0.65, which was 0.30 higher than the previous day. The implied volatity was -, the open interest changed by 7850 which increased total open position to 54244
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 0.35, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by 20810 which increased total open position to 46505
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 0.55, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by 8512 which increased total open position to 25695
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 1.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -48 which decreased total open position to 17183
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 1.4, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 201 which increased total open position to 17188
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 1.65, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 694 which increased total open position to 17003
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 1.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -1291 which decreased total open position to 16309
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 1.6, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by 649 which increased total open position to 17618
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 1.9, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by 1631 which increased total open position to 16973
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 2.3, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 1198 which increased total open position to 15374
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 2.05, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 592 which increased total open position to 14178
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 3, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 80 which increased total open position to 13578
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 2.75, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 13506
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 3, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by -541 which decreased total open position to 13582
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 2.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -129 which decreased total open position to 13994
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 2.5, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by 282 which increased total open position to 14129
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 2.4, which was 0.30 higher than the previous day. The implied volatity was -, the open interest changed by -245 which decreased total open position to 13832
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 2.1, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by -121 which decreased total open position to 14077
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 2.6, which was 0.40 higher than the previous day. The implied volatity was -, the open interest changed by -406 which decreased total open position to 14200
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 2.2, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by 335 which increased total open position to 14606
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 2.4, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by 546 which increased total open position to 14350
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 2.7, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 239 which increased total open position to 13804
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 3.15, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by -43 which decreased total open position to 13568
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 2.9, which was -1.30 lower than the previous day. The implied volatity was -, the open interest changed by 946 which increased total open position to 13916
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 4.2, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by -42 which decreased total open position to 12967
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 4.35, which was -0.60 lower than the previous day. The implied volatity was -, the open interest changed by -92 which decreased total open position to 14138
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 4.95, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 15343
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 5.3, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 15143
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 5.05, which was -1.00 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 6.05, which was -1.55 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 7.6, which was 0.45 higher 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 7.15, which was -0.20 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 7.35, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct NIFTY was trading at 24399.40. The strike last trading price was 7.7, which was -2.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct NIFTY was trading at 24435.50. The strike last trading price was 10, which was 1.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct NIFTY was trading at 24472.10. The strike last trading price was 8.15, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct NIFTY was trading at 24781.10. The strike last trading price was 8.7, which was -1.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 9.9, which was 1.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 8.2, which was -2.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct NIFTY was trading at 24971.30. The strike last trading price was 11, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct NIFTY was trading at 25057.35. The strike last trading price was 11.4, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct NIFTY was trading at 25127.95. The strike last trading price was 11.15, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 12, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 13, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct NIFTY was trading at 24981.95. The strike last trading price was 14.35, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 15, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 15.2, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct NIFTY was trading at 25014.60. The strike last trading price was 15.55, which was -0.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct NIFTY was trading at 25250.10. The strike last trading price was 16.35, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct NIFTY was trading at 25796.90. The strike last trading price was 16.5, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept NIFTY was trading at 25810.85. The strike last trading price was 16.6, which was 0.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept NIFTY was trading at 26173.35. The strike last trading price was 16.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
