NIFTY
Nifty
Historical option data for NIFTY
20 Dec 2024 04:11 PM IST
NIFTY 26DEC2024 16000 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 | 7685 | -324.80 | - | 221.667 | -4.333 | 4,391.333 | |||
19 Dec | 23951.70 | 8009.8 | -248.50 | - | 36.333 | -20.333 | 4,396.333 | |||
18 Dec | 24198.85 | 8258.3 | -134.00 | - | 3 | -0.667 | 4,416.333 | |||
17 Dec | 24336.00 | 8392.3 | -322.75 | - | 16 | -4 | 4,412.667 | |||
16 Dec | 24668.25 | 8715.05 | -149.95 | - | 9.333 | 0 | 4,414 | |||
13 Dec | 24768.30 | 8865 | 205.00 | - | 853.667 | 10.333 | 4,414.667 | |||
12 Dec | 24548.70 | 8660 | -51.65 | - | 6.667 | 0.667 | 4,404.333 | |||
11 Dec | 24641.80 | 8711.65 | 36.60 | - | 3.667 | -0.667 | 4,403.667 | |||
10 Dec | 24610.05 | 8675.05 | 5.30 | - | 10.333 | 0.667 | 4,403.667 | |||
9 Dec | 24619.00 | 8669.75 | -90.75 | - | 14.333 | 0.667 | 4,401.333 | |||
6 Dec | 24677.80 | 8760.5 | 12.30 | - | 5.667 | 0.333 | 4,399.333 | |||
5 Dec | 24708.40 | 8748.2 | 228.20 | - | 9.667 | -4.667 | 4,399 | |||
4 Dec | 24467.45 | 8520 | 20.00 | - | 6.667 | -1.333 | 4,404.667 | |||
3 Dec | 24457.15 | 8500 | 98.00 | - | 48.667 | -11.333 | 4,406 | |||
2 Dec | 24276.05 | 8402 | 127.00 | - | 27 | -1.333 | 4,417.333 | |||
29 Nov | 24131.10 | 8275 | 181.50 | - | 50.667 | -3.667 | 4,418.667 | |||
28 Nov | 23914.15 | 8093.5 | -288.00 | - | 38.667 | -4.333 | 4,422.333 | |||
27 Nov | 24274.90 | 8381.5 | 91.35 | - | 7.333 | 3 | 4,426.667 | |||
26 Nov | 24194.50 | 8290.15 | -54.45 | - | 1.667 | -1 | 4,423.667 | |||
25 Nov | 24221.90 | 8344.6 | 410.60 | - | 84.667 | -658.667 | 4,424.667 | |||
22 Nov | 23907.25 | 7934 | 504.75 | - | 796 | -665.333 | 4,418 | |||
21 Nov | 23349.90 | 7429.25 | -141.50 | - | 1,355.333 | -21 | 5,081.667 | |||
19 Nov | 23518.50 | 7570.75 | -15.80 | - | 75.667 | -5 | 5,102.667 | |||
18 Nov | 23453.80 | 7586.55 | -69.55 | - | 381.333 | 27.333 | 5,109 | |||
14 Nov | 23532.70 | 7656.1 | -91.40 | - | 1,205.667 | 18.667 | 5,081.667 | |||
13 Nov | 23559.05 | 7747.5 | -234.55 | - | 1,042.667 | 601.667 | 5,064.333 | |||
12 Nov | 23883.45 | 7982.05 | -309.70 | - | 63.333 | 43 | 4,462.667 | |||
11 Nov | 24141.30 | 8291.75 | 11.75 | - | 11.333 | 1 | 4,419.667 | |||
8 Nov | 24148.20 | 8280 | -36.35 | - | 16.333 | 3.333 | 4,418.667 | |||
7 Nov | 24199.35 | 8316.35 | -307.55 | - | 19.333 | -2.333 | 4,415 | |||
6 Nov | 24484.05 | 8623.9 | 303.90 | - | 57 | 1.333 | 4,417.333 | |||
5 Nov | 24213.30 | 8320 | 180.00 | - | 22 | -4 | 4,416 | |||
4 Nov | 23995.35 | 8140 | -271.80 | - | 125.333 | -16 | 4,420 | |||
1 Nov | 24304.35 | 8411.8 | -6.20 | - | 26 | -10.333 | 4,431.667 | |||
31 Oct | 24205.35 | 8418 | -112.45 | - | 40.667 | 2.333 | 4,431.667 | |||
30 Oct | 24340.85 | 8530.45 | -99.55 | - | 10.667 | 4 | 4,428.667 | |||
29 Oct | 24466.85 | 8630 | 110.00 | - | 20.667 | 3.333 | 4,423 | |||
28 Oct | 24339.15 | 8520 | 174.65 | - | 12.333 | 2 | 4,419.667 | |||
25 Oct | 24180.80 | 8345.35 | -264.65 | - | 241 | 6 | 4,417.667 | |||
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24 Oct | 24399.40 | 8610 | 0.00 | - | 5 | -0.667 | 4,411.667 | |||
23 Oct | 24435.50 | 8610 | -57.10 | - | 154.333 | -0.667 | 4,412.333 | |||
22 Oct | 24472.10 | 8667.1 | -257.90 | - | 46 | -5 | 4,412.667 | |||
21 Oct | 24781.10 | 8925 | -136.45 | - | 12 | 0 | 4,417.667 | |||
18 Oct | 24854.05 | 9061.45 | 104.85 | - | 8.667 | 0 | 4,417.667 | |||
17 Oct | 24749.85 | 8956.6 | -202.15 | - | 149.667 | 1.667 | 4,417.333 | |||
16 Oct | 24971.30 | 9158.75 | -91.25 | - | 10.667 | -0.333 | 4,415.667 | |||
15 Oct | 25057.35 | 9250 | -80.00 | - | 36.667 | -1.333 | 4,416 | |||
14 Oct | 25127.95 | 9330 | 201.20 | - | 119.667 | -1.667 | 4,417 | |||
11 Oct | 24964.25 | 9128.8 | -36.20 | - | 59.667 | 0 | 4,418.667 | |||
10 Oct | 24998.45 | 9165 | -5.00 | - | 68.333 | 6 | 4,427.333 | |||
9 Oct | 24981.95 | 9170 | -30.00 | - | 18 | -2 | 4,421.333 | |||
8 Oct | 25013.15 | 9200 | 123.85 | - | 9.667 | -0.333 | 4,423.333 | |||
7 Oct | 24795.75 | 9076.15 | -179.05 | - | 15.333 | 0 | 4,421 | |||
4 Oct | 25014.60 | 9255.2 | -279.80 | - | 94.667 | -0.667 | 4,421 | |||
3 Oct | 25250.10 | 9535 | -435.00 | - | 25.333 | 3.333 | 4,421.667 | |||
1 Oct | 25796.90 | 9970 | -12.80 | - | 118.667 | -30.667 | 4,420.333 | |||
30 Sept | 25810.85 | 9982.8 | -290.65 | - | 82.333 | -43.667 | 4,449.667 | |||
27 Sept | 26173.35 | 10273.45 | - | 382.667 | -0.667 | 4,493.333 |
For Nifty - strike price 16000 expiring on 26DEC2024
Delta for 16000 CE is -
Historical price for 16000 CE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 7685, which was -324.80 lower than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 13174
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 8009.8, which was -248.50 lower than the previous day. The implied volatity was -, the open interest changed by -61 which decreased total open position to 13189
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 8258.3, which was -134.00 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 13249
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 8392.3, which was -322.75 lower than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 13238
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 8715.05, which was -149.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13242
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 8865, which was 205.00 higher than the previous day. The implied volatity was -, the open interest changed by 31 which increased total open position to 13244
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 8660, which was -51.65 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 13213
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 8711.65, which was 36.60 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 13211
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 8675.05, which was 5.30 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 13211
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 8669.75, which was -90.75 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 13204
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 8760.5, which was 12.30 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 13198
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 8748.2, which was 228.20 higher than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 13197
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 8520, which was 20.00 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 13214
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 8500, which was 98.00 higher than the previous day. The implied volatity was -, the open interest changed by -34 which decreased total open position to 13218
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 8402, which was 127.00 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 13252
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 8275, which was 181.50 higher than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 13256
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 8093.5, which was -288.00 lower than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 13267
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 8381.5, which was 91.35 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 13280
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 8290.15, which was -54.45 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 13271
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 8344.6, which was 410.60 higher than the previous day. The implied volatity was -, the open interest changed by -1976 which decreased total open position to 13274
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 7934, which was 504.75 higher than the previous day. The implied volatity was -, the open interest changed by -1996 which decreased total open position to 13254
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 7429.25, which was -141.50 lower than the previous day. The implied volatity was -, the open interest changed by -63 which decreased total open position to 15245
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 7570.75, which was -15.80 lower than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 15308
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 7586.55, which was -69.55 lower than the previous day. The implied volatity was -, the open interest changed by 82 which increased total open position to 15327
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 7656.1, which was -91.40 lower than the previous day. The implied volatity was -, the open interest changed by 56 which increased total open position to 15245
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 7747.5, which was -234.55 lower than the previous day. The implied volatity was -, the open interest changed by 1805 which increased total open position to 15193
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 7982.05, which was -309.70 lower than the previous day. The implied volatity was -, the open interest changed by 129 which increased total open position to 13388
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 8291.75, which was 11.75 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 13259
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 8280, which was -36.35 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 13256
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 8316.35, which was -307.55 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 13245
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 8623.9, which was 303.90 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 13252
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 8320, which was 180.00 higher than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 13248
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 8140, which was -271.80 lower than the previous day. The implied volatity was -, the open interest changed by -48 which decreased total open position to 13260
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 8411.8, which was -6.20 lower than the previous day. The implied volatity was -, the open interest changed by -31 which decreased total open position to 13295
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 8418, which was -112.45 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 8530.45, which was -99.55 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 8630, which was 110.00 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 8520, which was 174.65 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 8345.35, which was -264.65 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 8610, 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 8610, which was -57.10 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 8667.1, which was -257.90 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 8925, which was -136.45 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 9061.45, which was 104.85 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 8956.6, which was -202.15 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 9158.75, which was -91.25 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 9250, which was -80.00 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 9330, which was 201.20 higher 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 9128.8, which was -36.20 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 9165, which was -5.00 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 9170, which was -30.00 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 9200, which was 123.85 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 9076.15, which was -179.05 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 9255.2, which was -279.80 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 9535, which was -435.00 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 9970, which was -12.80 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 9982.8, which was -290.65 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 10273.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
NIFTY 26DEC2024 16000 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 | 0.3 | -0.05 | - | 60,841 | -1,075.667 | 8,041 |
19 Dec | 23951.70 | 0.35 | 0.00 | - | 17,168 | 335 | 9,118.333 |
18 Dec | 24198.85 | 0.35 | 0.00 | - | 3,867.667 | 23 | 8,783.333 |
17 Dec | 24336.00 | 0.35 | -0.20 | - | 5,834.333 | 1,078 | 8,759 |
16 Dec | 24668.25 | 0.55 | -0.10 | - | 4,840.667 | 57 | 7,686.667 |
13 Dec | 24768.30 | 0.65 | -0.05 | - | 12,825.667 | 703 | 7,956.333 |
12 Dec | 24548.70 | 0.7 | 0.30 | - | 10,167.667 | 370 | 8,278.333 |
11 Dec | 24641.80 | 0.4 | -0.25 | - | 8,495.333 | 4,069.667 | 7,898.667 |
10 Dec | 24610.05 | 0.65 | -1.10 | - | 2,334.667 | 1,710 | 3,844.667 |
9 Dec | 24619.00 | 1.75 | 0.05 | - | 195 | -15.333 | 2,146.333 |
6 Dec | 24677.80 | 1.7 | -0.40 | - | 305.667 | 39.667 | 2,161.667 |
5 Dec | 24708.40 | 2.1 | 0.25 | - | 348.667 | 70.333 | 2,122 |
4 Dec | 24467.45 | 1.85 | -0.05 | - | 151.667 | -18.333 | 2,052 |
3 Dec | 24457.15 | 1.9 | -0.25 | - | 201.667 | -1.667 | 2,070.333 |
2 Dec | 24276.05 | 2.15 | -0.70 | - | 221.333 | 9.667 | 2,082.667 |
29 Nov | 24131.10 | 2.85 | -0.45 | - | 312 | -26.667 | 2,073 |
28 Nov | 23914.15 | 3.3 | -0.65 | - | 239 | 32 | 2,101 |
27 Nov | 24274.90 | 3.95 | 0.50 | - | 487 | -106.667 | 2,069.333 |
26 Nov | 24194.50 | 3.45 | -0.40 | - | 86.667 | -16.333 | 2,177.333 |
25 Nov | 24221.90 | 3.85 | -0.10 | - | 907.667 | -269.333 | 2,193.333 |
22 Nov | 23907.25 | 3.95 | -0.05 | - | 1,145 | -321.667 | 2,141 |
21 Nov | 23349.90 | 4 | 0.25 | - | 1,836.333 | 88.333 | 2,461.667 |
19 Nov | 23518.50 | 3.75 | 0.45 | 46.88 | 569 | 3 | 2,375.667 |
18 Nov | 23453.80 | 3.3 | -0.70 | - | 730.333 | 183.333 | 2,549.667 |
14 Nov | 23532.70 | 4 | 0.80 | 44.79 | 1,677 | -47.667 | 2,367.333 |
13 Nov | 23559.05 | 3.2 | -0.35 | 43.46 | 1,453.667 | 526 | 2,424.333 |
12 Nov | 23883.45 | 3.55 | 0.05 | 44.41 | 130.333 | 40.333 | 1,901 |
11 Nov | 24141.30 | 3.5 | 0.30 | 44.97 | 106.333 | -3.333 | 1,862 |
8 Nov | 24148.20 | 3.2 | -0.65 | 43.18 | 70.333 | -2.667 | 1,865.667 |
7 Nov | 24199.35 | 3.85 | -0.80 | 43.90 | 530.667 | 26.333 | 1,961 |
6 Nov | 24484.05 | 4.65 | -0.25 | 45.46 | 238.333 | -53 | 1,935 |
5 Nov | 24213.30 | 4.9 | -0.50 | 44.21 | 135 | 60 | 1,988 |
4 Nov | 23995.35 | 5.4 | 0.00 | 43.50 | 291.333 | 62.667 | 1,930.667 |
1 Nov | 24304.35 | 5.4 | -0.15 | 43.55 | 55.333 | 8 | 1,870 |
31 Oct | 24205.35 | 5.55 | -0.95 | - | 531.667 | -148 | 1,865 |
30 Oct | 24340.85 | 6.5 | -1.25 | - | 532.667 | 294.333 | 2,443 |
29 Oct | 24466.85 | 7.75 | -1.00 | - | 279.667 | -19 | 2,154.667 |
28 Oct | 24339.15 | 8.75 | -0.90 | - | 7.667 | -22.333 | 2,173.667 |
25 Oct | 24180.80 | 9.65 | 0.90 | - | 413.667 | -127 | 2,196 |
24 Oct | 24399.40 | 8.75 | -2.45 | - | 65.667 | -17.333 | 2,325.333 |
23 Oct | 24435.50 | 11.2 | 0.70 | - | 144.667 | -28 | 2,344 |
22 Oct | 24472.10 | 10.5 | 1.50 | - | 113.667 | -7.667 | 2,374.333 |
21 Oct | 24781.10 | 9 | -1.75 | - | 47.333 | 2 | 2,394.667 |
18 Oct | 24854.05 | 10.75 | 1.25 | - | 384.667 | -74.667 | 2,396 |
17 Oct | 24749.85 | 9.5 | -2.75 | - | 711.667 | 135.667 | 2,837.333 |
16 Oct | 24971.30 | 12.25 | -0.40 | - | 12.667 | -2.333 | 2,701.333 |
15 Oct | 25057.35 | 12.65 | -0.10 | - | 30.333 | -4.333 | 2,704 |
14 Oct | 25127.95 | 12.75 | -1.00 | - | 267.667 | -8.667 | 2,709 |
11 Oct | 24964.25 | 13.75 | 0.25 | - | 175.667 | -72.333 | 2,719 |
10 Oct | 24998.45 | 13.5 | -1.00 | - | 118 | 5.667 | 2,791.333 |
9 Oct | 24981.95 | 14.5 | -0.95 | - | 85.333 | -8 | 2,786.667 |
8 Oct | 25013.15 | 15.45 | -1.05 | - | 87 | -0.667 | 2,797 |
7 Oct | 24795.75 | 16.5 | -0.30 | - | 184.333 | 5 | 2,798.333 |
4 Oct | 25014.60 | 16.8 | 0.45 | - | 282 | 113.333 | 2,794.667 |
3 Oct | 25250.10 | 16.35 | 1.05 | - | 164.667 | 124 | 2,673.667 |
1 Oct | 25796.90 | 15.3 | -1.35 | - | 141 | 28.333 | 2,549.667 |
30 Sept | 25810.85 | 16.65 | 0.65 | - | 196.667 | -3.333 | 2,519.667 |
27 Sept | 26173.35 | 16.00 | - | 554 | 161.667 | 2,523 |
For Nifty - strike price 16000 expiring on 26DEC2024
Delta for 16000 PE is -
Historical price for 16000 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 -3227 which decreased total open position to 24123
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 1005 which increased total open position to 27355
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 69 which increased total open position to 26350
On 17 Dec NIFTY was trading at 24336.00. 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 3234 which increased total open position to 26277
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 171 which increased total open position to 23060
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 2109 which increased total open position to 23869
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 0.7, which was 0.30 higher than the previous day. The implied volatity was -, the open interest changed by 1110 which increased total open position to 24835
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 0.4, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 12209 which increased total open position to 23696
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 0.65, which was -1.10 lower than the previous day. The implied volatity was -, the open interest changed by 5130 which increased total open position to 11534
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 1.75, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by -46 which decreased total open position to 6439
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 1.7, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by 119 which increased total open position to 6485
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 2.1, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 211 which increased total open position to 6366
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 1.85, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -55 which decreased total open position to 6156
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 1.9, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 6211
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 2.15, which was -0.70 lower than the previous day. The implied volatity was -, the open interest changed by 29 which increased total open position to 6248
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 2.85, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by -80 which decreased total open position to 6219
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 3.3, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 96 which increased total open position to 6303
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 3.95, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by -320 which decreased total open position to 6208
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 3.45, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by -49 which decreased total open position to 6532
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 3.85, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by -808 which decreased total open position to 6580
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 3.95, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -965 which decreased total open position to 6423
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 4, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 265 which increased total open position to 7385
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 3.75, which was 0.45 higher than the previous day. The implied volatity was 46.88, the open interest changed by 9 which increased total open position to 7127
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 3.3, which was -0.70 lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 7649
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 4, which was 0.80 higher than the previous day. The implied volatity was 44.79, the open interest changed by -143 which decreased total open position to 7102
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 3.2, which was -0.35 lower than the previous day. The implied volatity was 43.46, the open interest changed by 1578 which increased total open position to 7273
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 3.55, which was 0.05 higher than the previous day. The implied volatity was 44.41, the open interest changed by 121 which increased total open position to 5703
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 3.5, which was 0.30 higher than the previous day. The implied volatity was 44.97, the open interest changed by -10 which decreased total open position to 5586
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 3.2, which was -0.65 lower than the previous day. The implied volatity was 43.18, the open interest changed by -8 which decreased total open position to 5597
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 3.85, which was -0.80 lower than the previous day. The implied volatity was 43.90, the open interest changed by 79 which increased total open position to 5883
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 4.65, which was -0.25 lower than the previous day. The implied volatity was 45.46, the open interest changed by -159 which decreased total open position to 5805
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 4.9, which was -0.50 lower than the previous day. The implied volatity was 44.21, the open interest changed by 180 which increased total open position to 5964
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 5.4, which was 0.00 lower than the previous day. The implied volatity was 43.50, the open interest changed by 188 which increased total open position to 5792
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 5.4, which was -0.15 lower than the previous day. The implied volatity was 43.55, the open interest changed by 24 which increased total open position to 5610
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 5.55, 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 30 Oct NIFTY was trading at 24340.85. The strike last trading price was 6.5, which was -1.25 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 7.75, 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 28 Oct NIFTY was trading at 24339.15. The strike last trading price was 8.75, 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 25 Oct NIFTY was trading at 24180.80. The strike last trading price was 9.65, which was 0.90 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 8.75, which was -2.45 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 11.2, which was 0.70 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 10.5, which was 1.50 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, which was -1.75 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 10.75, which was 1.25 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 -2.75 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 12.25, 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 12.65, 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 14 Oct NIFTY was trading at 25127.95. The strike last trading price was 12.75, 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 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 13.75, 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 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 13.5, 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 9 Oct NIFTY was trading at 24981.95. The strike last trading price was 14.5, 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 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 15.45, which was -1.05 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 16.5, which was -0.30 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 16.8, 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 3 Oct NIFTY was trading at 25250.10. The strike last trading price was 16.35, which was 1.05 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 15.3, 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 30 Sept NIFTY was trading at 25810.85. The strike last trading price was 16.65, 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 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