NIFTY
Nifty
Historical option data for NIFTY
20 Dec 2024 04:11 PM IST
| NIFTY 26DEC2024 15000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 23587.50 | 8721 | -299.00 | - | 11.667 | -6 | 180 | |||
| 19 Dec | 23951.70 | 9020 | -236.95 | - | 5 | 0.333 | 186.667 | |||
| 18 Dec | 24198.85 | 9256.95 | -148.05 | - | 2 | -1.667 | 186.667 | |||
| 17 Dec | 24336.00 | 9405 | -270.00 | - | 17 | 3 | 189.333 | |||
| 16 Dec | 24668.25 | 9675 | -81.45 | - | 5 | -4.667 | 186.667 | |||
| 13 Dec | 24768.30 | 9756.45 | 131.45 | - | 1 | -0.333 | 191.333 | |||
| 12 Dec | 24548.70 | 9625 | 25.00 | - | 1.333 | -0.667 | 192 | |||
| 11 Dec | 24641.80 | 9600 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 10 Dec | 24610.05 | 9600 | -17.00 | - | 1.333 | -0.667 | 193 | |||
| 9 Dec | 24619.00 | 9617 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 24677.80 | 9617 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 24708.40 | 9617 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 4 Dec | 24467.45 | 9617 | 117.00 | - | 2 | 0 | 195.667 | |||
| 3 Dec | 24457.15 | 9500 | 87.10 | - | 5 | -4 | 196.667 | |||
| 2 Dec | 24276.05 | 9412.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 24131.10 | 9412.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 23914.15 | 9412.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 24274.90 | 9412.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 24194.50 | 9412.9 | 521.20 | - | 0.333 | 0 | 200.667 | |||
| 25 Nov | 24221.90 | 8891.7 | 0.00 | 0.00 | 0 | -4.667 | 0 | |||
| 22 Nov | 23907.25 | 8891.7 | 441.70 | - | 3.333 | -1.333 | 201.667 | |||
| 21 Nov | 23349.90 | 8450 | -178.70 | - | 4.667 | -3.667 | 204 | |||
| 19 Nov | 23518.50 | 8628.7 | 134.15 | - | 0.333 | 0 | 207.333 | |||
| 18 Nov | 23453.80 | 8494.55 | -102.80 | - | 2.667 | 1.333 | 207 | |||
| 14 Nov | 23532.70 | 8597.35 | -63.30 | - | 7.667 | 0.333 | 205.667 | |||
| 13 Nov | 23559.05 | 8660.65 | -864.35 | - | 5.667 | -2 | 204.333 | |||
| 12 Nov | 23883.45 | 9525 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 24141.30 | 9525 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 24148.20 | 9525 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 24199.35 | 9525 | 0.00 | 0.00 | 0 | -0.667 | 0 | |||
| 6 Nov | 24484.05 | 9525 | 542.95 | - | 1.333 | -0.667 | 206.333 | |||
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| 5 Nov | 24213.30 | 8982.05 | 36.05 | - | 2.667 | -2 | 206.333 | |||
| 4 Nov | 23995.35 | 8946 | -654.00 | - | 9 | 4.667 | 206.333 | |||
| 1 Nov | 24304.35 | 9600 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 24205.35 | 9600 | 0.00 | - | 0 | -5 | 0 | |||
| 30 Oct | 24340.85 | 9600 | 100.00 | - | 5 | 0 | 206.667 | |||
| 29 Oct | 24466.85 | 9500 | 0.00 | - | 0 | 5.333 | 0 | |||
| 28 Oct | 24339.15 | 9500 | 182.20 | - | 5.667 | 2.333 | 206.667 | |||
| 25 Oct | 24180.80 | 9317.8 | -257.20 | - | 3 | 0 | 204.333 | |||
| 24 Oct | 24399.40 | 9575 | 0.00 | - | 0 | -0.333 | 0 | |||
| 23 Oct | 24435.50 | 9575 | -125.00 | - | 1.333 | 0 | 204.667 | |||
| 22 Oct | 24472.10 | 9700 | -300.00 | - | 0.333 | 0 | 205 | |||
| 21 Oct | 24781.10 | 10000 | -79.85 | - | 6 | -0.333 | 205.333 | |||
| 18 Oct | 24854.05 | 10079.85 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 24749.85 | 10079.85 | 0.00 | - | 0 | -3 | 0 | |||
| 16 Oct | 24971.30 | 10079.85 | -490.25 | - | 3.333 | -1.667 | 207 | |||
| 15 Oct | 25057.35 | 10570.1 | 308.55 | - | 0.333 | 0 | 208.667 | |||
| 14 Oct | 25127.95 | 10261.55 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 24964.25 | 10261.55 | 0.00 | - | 0 | -0.333 | 0 | |||
| 10 Oct | 24998.45 | 10261.55 | 53.85 | - | 0.333 | 0 | 209 | |||
| 9 Oct | 24981.95 | 10207.7 | -11.80 | - | 1.667 | -1.333 | 209.333 | |||
| 8 Oct | 25013.15 | 10219.5 | 119.50 | - | 0.667 | -0.333 | 211 | |||
| 7 Oct | 24795.75 | 10100 | -499.65 | - | 3.333 | -2.667 | 211.667 | |||
| 4 Oct | 25014.60 | 10599.65 | 159.65 | - | 0.667 | 0 | 215 | |||
| 3 Oct | 25250.10 | 10440 | -760.00 | - | 11.333 | 4 | 214.667 | |||
| 1 Oct | 25796.90 | 11200 | 0.00 | - | 0 | 0 | 210.667 | |||
| 30 Sept | 25810.85 | 11200 | 0.00 | - | 0 | 0.667 | 0 | |||
| 27 Sept | 26173.35 | 11200.00 | - | 1.667 | 0.333 | 210.333 | ||||
For Nifty - strike price 15000 expiring on 26DEC2024
Delta for 15000 CE is -
Historical price for 15000 CE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 8721, which was -299.00 lower than the previous day. The implied volatity was -, the open interest changed by -18 which decreased total open position to 540
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 9020, which was -236.95 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 560
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 9256.95, which was -148.05 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 560
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 9405, which was -270.00 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 568
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 9675, which was -81.45 lower than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 560
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 9756.45, which was 131.45 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 574
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 9625, which was 25.00 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 576
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 9600, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 9600, which was -17.00 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 579
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 9617, 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 9617, 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 9617, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -6 which decreased total open position to 0
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 9617, which was 117.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 587
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 9500, which was 87.10 higher than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 590
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 9412.9, 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 9412.9, 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 9412.9, 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 9412.9, 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 9412.9, which was 521.20 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 602
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 8891.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -14 which decreased total open position to 0
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 8891.7, which was 441.70 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 605
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 8450, which was -178.70 lower than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 612
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 8628.7, which was 134.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 622
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 8494.55, which was -102.80 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 621
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 8597.35, which was -63.30 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 617
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 8660.65, which was -864.35 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 613
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 9525, 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 9525, 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 9525, 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 9525, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 9525, which was 542.95 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 619
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 8982.05, which was 36.05 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 619
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 8946, which was -654.00 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 619
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 9600, 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 9600, 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 9600, which was 100.00 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 9500, 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 9500, which was 182.20 higher 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 9317.8, which was -257.20 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 9575, 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 9575, which was -125.00 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 9700, which was -300.00 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 10000, which was -79.85 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 10079.85, 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 10079.85, 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 10079.85, which was -490.25 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 10570.1, which was 308.55 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 10261.55, 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 10261.55, 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 10261.55, which was 53.85 higher 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 10207.7, which was -11.80 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 10219.5, which was 119.50 higher 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 10100, which was -499.65 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 10599.65, which was 159.65 higher 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 10440, which was -760.00 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 11200, 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 11200, 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 11200.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 26DEC2024 15000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23587.50 | 0.35 | -0.10 | - | 30,836 | 3,946.333 | 5,795.333 |
| 19 Dec | 23951.70 | 0.45 | -0.05 | - | 1,847.667 | 752.667 | 1,877.333 |
| 18 Dec | 24198.85 | 0.5 | -0.65 | - | 175.667 | -9.333 | 1,125.667 |
| 17 Dec | 24336.00 | 1.15 | 0.60 | - | 323.667 | -93 | 1,142.667 |
| 16 Dec | 24668.25 | 0.55 | -0.10 | - | 172 | 0 | 1,237.667 |
| 13 Dec | 24768.30 | 0.65 | 0.05 | - | 349 | -82.333 | 1,241.333 |
| 12 Dec | 24548.70 | 0.6 | -0.15 | - | 532.667 | 29.667 | 1,326.333 |
| 11 Dec | 24641.80 | 0.75 | -0.15 | - | 291.667 | -17 | 1,299.333 |
| 10 Dec | 24610.05 | 0.9 | -0.55 | - | 196.667 | 53.333 | 1,316.333 |
| 9 Dec | 24619.00 | 1.45 | -0.20 | - | 67.667 | -4.333 | 1,263 |
| 6 Dec | 24677.80 | 1.65 | -0.35 | - | 147.333 | -30 | 1,261.667 |
| 5 Dec | 24708.40 | 2 | 0.20 | - | 250.333 | 28.667 | 1,291.333 |
| 4 Dec | 24467.45 | 1.8 | -0.20 | - | 257.333 | -31.333 | 1,262.667 |
| 3 Dec | 24457.15 | 2 | -0.05 | - | 198.333 | 13.333 | 1,294 |
| 2 Dec | 24276.05 | 2.05 | -0.60 | - | 208.333 | 42 | 1,280.667 |
| 29 Nov | 24131.10 | 2.65 | -0.05 | - | 393.667 | 100.667 | 1,238.667 |
| 28 Nov | 23914.15 | 2.7 | -0.30 | - | 130.333 | 12 | 1,138 |
| 27 Nov | 24274.90 | 3 | 0.05 | - | 119.333 | 21.667 | 1,126 |
| 26 Nov | 24194.50 | 2.95 | -0.40 | - | 30.667 | 0.667 | 1,104.333 |
| 25 Nov | 24221.90 | 3.35 | 0.45 | - | 342.667 | -9.667 | 1,105.333 |
| 22 Nov | 23907.25 | 2.9 | 0.35 | - | 274.333 | 8.667 | 1,123.667 |
| 21 Nov | 23349.90 | 2.55 | 0.20 | - | 295.333 | 25.667 | 1,115 |
| 19 Nov | 23518.50 | 2.35 | -0.75 | - | 199.333 | -11.667 | 1,089.333 |
| 18 Nov | 23453.80 | 3.1 | 0.50 | - | 52.667 | 21.333 | 1,101.333 |
| 14 Nov | 23532.70 | 2.6 | -0.45 | - | 130 | -11.333 | 1,080 |
| 13 Nov | 23559.05 | 3.05 | 0.05 | - | 115.667 | 33.333 | 1,089.667 |
| 12 Nov | 23883.45 | 3 | -0.40 | - | 15 | -12.333 | 1,067.667 |
| 11 Nov | 24141.30 | 3.4 | -0.10 | - | 59.333 | 8.333 | 1,080 |
| 8 Nov | 24148.20 | 3.5 | 0.45 | - | 40.667 | -1.667 | 1,072.333 |
| 7 Nov | 24199.35 | 3.05 | -1.25 | - | 315.667 | 35.333 | 1,063.333 |
| 6 Nov | 24484.05 | 4.3 | -0.60 | - | 101 | -17.333 | 1,028 |
| 5 Nov | 24213.30 | 4.9 | -0.40 | - | 52 | 1.333 | 1,054.333 |
| 4 Nov | 23995.35 | 5.3 | 0.30 | - | 398.333 | 315.333 | 1,370.333 |
| 1 Nov | 24304.35 | 5 | 0.00 | - | 31.667 | -0.333 | 1,054.667 |
| 31 Oct | 24205.35 | 5 | -1.10 | - | 435.667 | -375 | 1,058 |
| 30 Oct | 24340.85 | 6.1 | -0.95 | - | 642 | 34 | 1,901 |
| 29 Oct | 24466.85 | 7.05 | 0.00 | - | 54 | -23.667 | 1,867.333 |
| 28 Oct | 24339.15 | 7.05 | -1.15 | - | 46.667 | -10 | 1,904.667 |
| 25 Oct | 24180.80 | 8.2 | 0.15 | - | 203.333 | -27.333 | 1,914.667 |
| 24 Oct | 24399.40 | 8.05 | -2.70 | - | 424.333 | -149.333 | 1,970 |
| 23 Oct | 24435.50 | 10.75 | 1.45 | - | 159 | -4.667 | 2,119.333 |
| 22 Oct | 24472.10 | 9.3 | 0.10 | - | 78 | -0.667 | 2,122.667 |
| 21 Oct | 24781.10 | 9.2 | -0.95 | - | 70.667 | 1.667 | 2,157.333 |
| 18 Oct | 24854.05 | 10.15 | 0.65 | - | 336.333 | -67 | 2,156 |
| 17 Oct | 24749.85 | 9.5 | -1.85 | - | 1,220.333 | 91.333 | 2,817.333 |
| 16 Oct | 24971.30 | 11.35 | 0.75 | - | 33.667 | -5 | 2,726 |
| 15 Oct | 25057.35 | 10.6 | -1.90 | - | 151.667 | 11 | 2,732.333 |
| 14 Oct | 25127.95 | 12.5 | -0.70 | - | 5 | -0.333 | 2,721.333 |
| 11 Oct | 24964.25 | 13.2 | 0.20 | - | 25 | -6 | 2,721.667 |
| 10 Oct | 24998.45 | 13 | -1.80 | - | 49 | 1.333 | 2,723.333 |
| 9 Oct | 24981.95 | 14.8 | -0.90 | - | 83.667 | 2.667 | 2,723.333 |
| 8 Oct | 25013.15 | 15.7 | -0.50 | - | 258.333 | 3.333 | 2,720.667 |
| 7 Oct | 24795.75 | 16.2 | 0.50 | - | 320 | 28.667 | 2,717.333 |
| 4 Oct | 25014.60 | 15.7 | -0.80 | - | 282 | 4 | 2,688.667 |
| 3 Oct | 25250.10 | 16.5 | 0.00 | - | 158.333 | 18 | 2,684.667 |
| 1 Oct | 25796.90 | 16.5 | 0.25 | - | 36 | 20.667 | 2,653.333 |
| 30 Sept | 25810.85 | 16.25 | -0.75 | - | 66 | 24 | 2,632.667 |
| 27 Sept | 26173.35 | 17.00 | - | 182.333 | -10.667 | 2,608.667 | |
For Nifty - strike price 15000 expiring on 26DEC2024
Delta for 15000 PE is -
Historical price for 15000 PE is as follows
On 20 Dec NIFTY was trading at 23587.50. 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 11839 which increased total open position to 17386
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 2258 which increased total open position to 5632
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 0.5, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by -28 which decreased total open position to 3377
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 1.15, which was 0.60 higher than the previous day. The implied volatity was -, the open interest changed by -279 which decreased total open position to 3428
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 0.55, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3713
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 0.65, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by -247 which decreased total open position to 3724
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 89 which increased total open position to 3979
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 0.75, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by -51 which decreased total open position to 3898
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 0.9, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 160 which increased total open position to 3949
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 1.45, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 3789
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 1.65, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by -90 which decreased total open position to 3785
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 2, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by 86 which increased total open position to 3874
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 1.8, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by -94 which decreased total open position to 3788
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 2, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 40 which increased total open position to 3882
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 2.05, which was -0.60 lower than the previous day. The implied volatity was -, the open interest changed by 126 which increased total open position to 3842
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 2.65, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 302 which increased total open position to 3716
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 2.7, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by 36 which increased total open position to 3414
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 3, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 65 which increased total open position to 3378
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 2.95, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 3313
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 3.35, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by -29 which decreased total open position to 3316
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 2.9, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 26 which increased total open position to 3371
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 2.55, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by 77 which increased total open position to 3345
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 2.35, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by -35 which decreased total open position to 3268
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 3.1, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by 64 which increased total open position to 3304
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 2.6, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by -34 which decreased total open position to 3240
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 3.05, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 3269
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 3, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by -37 which decreased total open position to 3203
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 3.4, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 3240
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 3.5, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 3217
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 3.05, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by 106 which increased total open position to 3190
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 4.3, which was -0.60 lower than the previous day. The implied volatity was -, the open interest changed by -52 which decreased total open position to 3084
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 4.9, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 3163
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 5.3, which was 0.30 higher than the previous day. The implied volatity was -, the open interest changed by 946 which increased total open position to 4111
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 3164
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 5, which was -1.10 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 6.1, which was -0.95 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 7.05, 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 7.05, which was -1.15 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 8.2, which was 0.15 higher 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 8.05, which was -2.70 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 10.75, which was 1.45 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 9.3, which was 0.10 higher 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 9.2, which was -0.95 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 10.15, which was 0.65 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 9.5, which was -1.85 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 11.35, which was 0.75 higher 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 10.6, which was -1.90 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 12.5, which was -0.70 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 13.2, which was 0.20 higher 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 -1.80 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 14.8, which was -0.90 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 15.7, which was -0.50 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 16.2, which was 0.50 higher 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 15.7, 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 16.5, 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 1 Oct NIFTY was trading at 25796.90. The strike last trading price was 16.5, 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 30 Sept NIFTY was trading at 25810.85. The strike last trading price was 16.25, which was -0.75 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 17.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
