NIFTY
Nifty
Historical option data for NIFTY
20 Dec 2024 04:11 PM IST
| NIFTY 26DEC2024 17000 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 | 6673.95 | -376.05 | - | 95 | -2.333 | 314.333 | |||
| 19 Dec | 23951.70 | 7050 | -200.00 | - | 3 | -0.667 | 316.667 | |||
| 18 Dec | 24198.85 | 7250 | -126.00 | - | 1.333 | 0 | 317.333 | |||
| 17 Dec | 24336.00 | 7376 | -440.40 | - | 4.333 | 0 | 318 | |||
| 16 Dec | 24668.25 | 7816.4 | 0.00 | 0.00 | 0 | -0.333 | 0 | |||
| 13 Dec | 24768.30 | 7816.4 | 140.40 | - | 1.333 | 0 | 318.333 | |||
| 12 Dec | 24548.70 | 7676 | -64.00 | - | 5 | 0 | 318.333 | |||
| 11 Dec | 24641.80 | 7740 | 0.00 | - | 0.333 | 0 | 318.667 | |||
| 10 Dec | 24610.05 | 7740 | 0.00 | 0.00 | 0 | -0.333 | 0 | |||
| 9 Dec | 24619.00 | 7740 | -50.00 | - | 8 | 0 | 319 | |||
| 6 Dec | 24677.80 | 7790 | -1.00 | - | 12 | -0.667 | 320 | |||
| 5 Dec | 24708.40 | 7791 | 270.00 | - | 1.333 | 0 | 321 | |||
| 4 Dec | 24467.45 | 7521 | 22.05 | - | 0.667 | -0.333 | 321 | |||
| 3 Dec | 24457.15 | 7498.95 | 117.10 | - | 2 | 0 | 322.667 | |||
| 2 Dec | 24276.05 | 7381.85 | 186.85 | - | 7 | -4 | 323 | |||
| 29 Nov | 24131.10 | 7195 | 125.50 | - | 4.333 | 0 | 330 | |||
| 28 Nov | 23914.15 | 7069.5 | -329.40 | - | 7.667 | 0 | 330 | |||
| 27 Nov | 24274.90 | 7398.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 24194.50 | 7398.9 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 25 Nov | 24221.90 | 7398.9 | 405.70 | 47.87 | 2 | -0.333 | 332 | |||
| 22 Nov | 23907.25 | 6993.2 | 548.20 | - | 3 | 1 | 333.333 | |||
| 21 Nov | 23349.90 | 6445 | -228.30 | - | 6.333 | -5.333 | 332.333 | |||
| 19 Nov | 23518.50 | 6673.3 | 95.55 | - | 1 | 0 | 338 | |||
| 18 Nov | 23453.80 | 6577.75 | -183.80 | - | 20.333 | 1.667 | 338.333 | |||
| 14 Nov | 23532.70 | 6761.55 | 0.00 | 0.00 | 0 | -2.333 | 0 | |||
| 13 Nov | 23559.05 | 6761.55 | -338.70 | - | 7.667 | -0.667 | 338.333 | |||
| 12 Nov | 23883.45 | 7100.25 | -228.45 | 56.19 | 0.333 | 0 | 339.333 | |||
| 11 Nov | 24141.30 | 7328.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 24148.20 | 7328.7 | 0.00 | 0.00 | 0 | -0.667 | 0 | |||
| 7 Nov | 24199.35 | 7328.7 | -291.90 | - | 1.333 | 0 | 340 | |||
| 6 Nov | 24484.05 | 7620.6 | 470.60 | - | 4.333 | 0 | 340.333 | |||
| 5 Nov | 24213.30 | 7150 | 100.00 | - | 1 | 0 | 340.667 | |||
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| 4 Nov | 23995.35 | 7050 | -484.50 | - | 1.667 | -0.333 | 340.667 | |||
| 1 Nov | 24304.35 | 7534.5 | 144.50 | - | 0.333 | 0 | 341.333 | |||
| 31 Oct | 24205.35 | 7390 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 24340.85 | 7390 | 0.00 | - | 0 | -1.667 | 0 | |||
| 29 Oct | 24466.85 | 7390 | -538.95 | - | 2.667 | -1.667 | 341.333 | |||
| 28 Oct | 24339.15 | 7928.95 | 500.70 | - | 9.667 | -9.333 | 343.333 | |||
| 25 Oct | 24180.80 | 7428.25 | -322.20 | - | 5.333 | -4.667 | 352.667 | |||
| 24 Oct | 24399.40 | 7750.45 | -64.65 | - | 1 | -0.333 | 358 | |||
| 23 Oct | 24435.50 | 7815.1 | 124.40 | - | 3.667 | -3 | 358.667 | |||
| 22 Oct | 24472.10 | 7690.7 | -333.75 | - | 9.667 | -6.667 | 364 | |||
| 21 Oct | 24781.10 | 8024.45 | -36.55 | - | 0.333 | 0 | 370.667 | |||
| 18 Oct | 24854.05 | 8061 | -65.00 | - | 2.667 | -1 | 371.333 | |||
| 17 Oct | 24749.85 | 8126 | 0.00 | - | 0 | 0.667 | 0 | |||
| 16 Oct | 24971.30 | 8126 | 1.70 | - | 0.667 | 0 | 371.667 | |||
| 15 Oct | 25057.35 | 8124.3 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 25127.95 | 8124.3 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 24964.25 | 8124.3 | -75.70 | - | 0.667 | 0 | 371.667 | |||
| 10 Oct | 24998.45 | 8200 | 0.00 | - | 0 | -0.667 | 0 | |||
| 9 Oct | 24981.95 | 8200 | 117.25 | - | 0.667 | 0 | 372.333 | |||
| 8 Oct | 25013.15 | 8082.75 | 0.00 | - | 0 | -3.667 | 0 | |||
| 7 Oct | 24795.75 | 8082.75 | -216.50 | - | 6 | -3.333 | 372.667 | |||
| 4 Oct | 25014.60 | 8299.25 | -100.75 | - | 70.667 | 2 | 376 | |||
| 3 Oct | 25250.10 | 8400 | -870.85 | - | 2.333 | -2 | 373.667 | |||
| 1 Oct | 25796.90 | 9270.85 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 25810.85 | 9270.85 | 0.00 | - | 0 | -6 | 0 | |||
| 27 Sept | 26173.35 | 9270.85 | - | 18.667 | -6.333 | 375.333 | ||||
For Nifty - strike price 17000 expiring on 26DEC2024
Delta for 17000 CE is -
Historical price for 17000 CE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 6673.95, which was -376.05 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 943
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 7050, which was -200.00 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 950
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 7250, which was -126.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 952
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 7376, which was -440.40 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 954
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 7816.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 7816.4, which was 140.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 955
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 7676, which was -64.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 955
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 7740, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 956
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 7740, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 7740, which was -50.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 957
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 7790, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 960
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 7791, which was 270.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 963
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 7521, which was 22.05 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 963
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 7498.95, which was 117.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 968
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 7381.85, which was 186.85 higher than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 969
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 7195, which was 125.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 990
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 7069.5, which was -329.40 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 990
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 7398.9, 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 7398.9, 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 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 7398.9, which was 405.70 higher than the previous day. The implied volatity was 47.87, the open interest changed by -1 which decreased total open position to 996
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 6993.2, which was 548.20 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 1000
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 6445, which was -228.30 lower than the previous day. The implied volatity was -, the open interest changed by -16 which decreased total open position to 997
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 6673.3, which was 95.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1014
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 6577.75, which was -183.80 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 1015
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 6761.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -7 which decreased total open position to 0
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 6761.55, which was -338.70 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 1015
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 7100.25, which was -228.45 lower than the previous day. The implied volatity was 56.19, the open interest changed by 0 which decreased total open position to 1018
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 7328.7, 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 7328.7, 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 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 7328.7, which was -291.90 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1020
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 7620.6, which was 470.60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1021
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 7150, which was 100.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1022
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 7050, which was -484.50 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 1022
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 7534.5, which was 144.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1024
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 7390, 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 7390, 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 7390, which was -538.95 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 7928.95, which was 500.70 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 7428.25, which was -322.20 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 7750.45, which was -64.65 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 7815.1, which was 124.40 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 7690.7, which was -333.75 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 8024.45, which was -36.55 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 8061, which was -65.00 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 8126, 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 8126, 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 15 Oct NIFTY was trading at 25057.35. The strike last trading price was 8124.3, 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 8124.3, 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 8124.3, which was -75.70 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 8200, 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 8200, which was 117.25 higher 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 8082.75, 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 8082.75, which was -216.50 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 8299.25, which was -100.75 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 8400, which was -870.85 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 9270.85, 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 30 Sept NIFTY was trading at 25810.85. The strike last trading price was 9270.85, 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 27 Sept NIFTY was trading at 26173.35. The strike last trading price was 9270.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 26DEC2024 17000 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 | -0.15 | - | 29,831 | 569.667 | 6,644.667 |
| 19 Dec | 23951.70 | 0.5 | 0.10 | - | 8,629.667 | -70 | 6,075 |
| 18 Dec | 24198.85 | 0.4 | 0.00 | - | 2,269 | 8.333 | 6,145 |
| 17 Dec | 24336.00 | 0.4 | -0.10 | - | 3,038 | -400.333 | 6,135 |
| 16 Dec | 24668.25 | 0.5 | -0.20 | - | 5,768.667 | 95.667 | 6,535.333 |
| 13 Dec | 24768.30 | 0.7 | 0.00 | - | 9,728.333 | -3,365.333 | 6,466.667 |
| 12 Dec | 24548.70 | 0.7 | 0.25 | - | 14,677.667 | -325 | 11,290.667 |
| 11 Dec | 24641.80 | 0.45 | -0.25 | - | 10,797.667 | 5,830.667 | 11,615.667 |
| 10 Dec | 24610.05 | 0.7 | -0.85 | - | 4,942.333 | 3,535.667 | 5,785 |
| 9 Dec | 24619.00 | 1.55 | -0.40 | - | 310.667 | -7.333 | 2,251 |
| 6 Dec | 24677.80 | 1.95 | -0.70 | - | 357.333 | 36 | 2,261.333 |
| 5 Dec | 24708.40 | 2.65 | 0.45 | - | 315.333 | -63 | 2,225.333 |
| 4 Dec | 24467.45 | 2.2 | -0.15 | - | 219.667 | 41.333 | 2,305.667 |
| 3 Dec | 24457.15 | 2.35 | -0.20 | - | 202.333 | -11 | 2,264 |
| 2 Dec | 24276.05 | 2.55 | -0.40 | - | 206.333 | -14.333 | 2,280.333 |
| 29 Nov | 24131.10 | 2.95 | -0.40 | - | 297.333 | -4.667 | 2,281.333 |
| 28 Nov | 23914.15 | 3.35 | -0.75 | - | 328.667 | 32 | 2,277.667 |
| 27 Nov | 24274.90 | 4.1 | -0.40 | - | 249.667 | -103.667 | 2,245.667 |
| 26 Nov | 24194.50 | 4.5 | -0.65 | - | 60.667 | -2 | 2,352.333 |
| 25 Nov | 24221.90 | 5.15 | -0.10 | - | 186.667 | 13.667 | 2,354.333 |
| 22 Nov | 23907.25 | 5.25 | -0.95 | 45.40 | 437 | 13.333 | 2,354 |
| 21 Nov | 23349.90 | 6.2 | 0.75 | 43.10 | 570.333 | -105 | 2,355.333 |
| 19 Nov | 23518.50 | 5.45 | 0.10 | 41.95 | 209.333 | 42 | 2,458.667 |
| 18 Nov | 23453.80 | 5.35 | -0.45 | 41.30 | 168 | 15.667 | 2,416.667 |
| 14 Nov | 23532.70 | 5.8 | 0.30 | 40.17 | 429.667 | 206.667 | 2,402.667 |
| 13 Nov | 23559.05 | 5.5 | 0.40 | 39.67 | 239.667 | -2.333 | 2,196 |
| 12 Nov | 23883.45 | 5.1 | -0.40 | 39.92 | 59.667 | -16.333 | 2,199.667 |
| 11 Nov | 24141.30 | 5.5 | 0.20 | 41.00 | 51.667 | 17 | 2,217.667 |
| 8 Nov | 24148.20 | 5.3 | -0.60 | 39.56 | 30 | 0.667 | 2,203.333 |
| 7 Nov | 24199.35 | 5.9 | -0.25 | 39.99 | 331 | 8 | 2,202.667 |
| 6 Nov | 24484.05 | 6.15 | -0.75 | 40.94 | 127 | -24.667 | 2,196.667 |
| 5 Nov | 24213.30 | 6.9 | -0.20 | 39.99 | 102.333 | -5.333 | 2,222.667 |
| 4 Nov | 23995.35 | 7.1 | 0.10 | 38.96 | 49 | -9.667 | 2,228.333 |
| 1 Nov | 24304.35 | 7 | -0.50 | 39.10 | 13 | -2.667 | 2,238 |
| 31 Oct | 24205.35 | 7.5 | -1.30 | - | 261.333 | 77.333 | 2,240.667 |
| 30 Oct | 24340.85 | 8.8 | -1.25 | - | 90.667 | -15 | 2,164 |
| 29 Oct | 24466.85 | 10.05 | -0.45 | - | 149.333 | -45 | 2,179 |
| 28 Oct | 24339.15 | 10.5 | -1.50 | - | 135 | -4.667 | 2,224 |
| 25 Oct | 24180.80 | 12 | 0.50 | - | 270.333 | -1 | 2,228.667 |
| 24 Oct | 24399.40 | 11.5 | 0.35 | - | 164 | -27.667 | 2,229.667 |
| 23 Oct | 24435.50 | 11.15 | 0.05 | - | 30.667 | -6 | 2,263 |
| 22 Oct | 24472.10 | 11.1 | 0.65 | - | 54 | 1.667 | 2,266.667 |
| 21 Oct | 24781.10 | 10.45 | -1.40 | - | 19.667 | -5.333 | 2,266 |
| 18 Oct | 24854.05 | 11.85 | -0.55 | - | 113.333 | -4 | 2,271.333 |
| 17 Oct | 24749.85 | 12.4 | -0.10 | - | 840 | -32 | 2,482.333 |
| 16 Oct | 24971.30 | 12.5 | -0.90 | - | 36 | -2 | 2,508.333 |
| 15 Oct | 25057.35 | 13.4 | -0.25 | - | 10.667 | 0.333 | 2,510.333 |
| 14 Oct | 25127.95 | 13.65 | -0.30 | - | 23 | 2 | 2,510 |
| 11 Oct | 24964.25 | 13.95 | 0.15 | - | 115.333 | 56.333 | 2,509.333 |
| 10 Oct | 24998.45 | 13.8 | -3.80 | - | 49.667 | 8.333 | 2,448.667 |
| 9 Oct | 24981.95 | 17.6 | 0.60 | - | 28.667 | 11.333 | 2,440.333 |
| 8 Oct | 25013.15 | 17 | -2.25 | - | 166.667 | 0 | 2,439.333 |
| 7 Oct | 24795.75 | 19.25 | 2.25 | - | 26.333 | 1.667 | 2,439.667 |
| 4 Oct | 25014.60 | 17 | 0.30 | - | 133 | -4.667 | 2,440.667 |
| 3 Oct | 25250.10 | 16.7 | -0.70 | - | 59.333 | 15.667 | 2,445.333 |
| 1 Oct | 25796.90 | 17.4 | 0.90 | - | 69 | 2.667 | 2,431 |
| 30 Sept | 25810.85 | 16.5 | -2.50 | - | 64.333 | 1.667 | 2,429.667 |
| 27 Sept | 26173.35 | 19.00 | - | 82 | -2.333 | 2,428.333 | |
For Nifty - strike price 17000 expiring on 26DEC2024
Delta for 17000 PE is -
Historical price for 17000 PE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 1709 which increased total open position to 19934
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 0.5, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by -210 which decreased total open position to 18225
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 18435
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by -1201 which decreased total open position to 18405
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 0.5, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by 287 which increased total open position to 19606
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 0.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -10096 which decreased total open position to 19400
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 0.7, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by -975 which decreased total open position to 33872
On 11 Dec NIFTY was trading at 24641.80. 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 17492 which increased total open position to 34847
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 0.7, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by 10607 which increased total open position to 17355
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 1.55, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by -22 which decreased total open position to 6753
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 1.95, which was -0.70 lower than the previous day. The implied volatity was -, the open interest changed by 108 which increased total open position to 6784
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 2.65, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by -189 which decreased total open position to 6676
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 2.2, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 124 which increased total open position to 6917
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 2.35, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by -33 which decreased total open position to 6792
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 2.55, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by -43 which decreased total open position to 6841
On 29 Nov NIFTY was trading at 24131.10. 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 -14 which decreased total open position to 6844
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 3.35, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by 96 which increased total open position to 6833
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 4.1, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by -311 which decreased total open position to 6737
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 4.5, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 7057
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 5.15, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 41 which increased total open position to 7063
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 5.25, which was -0.95 lower than the previous day. The implied volatity was 45.40, the open interest changed by 40 which increased total open position to 7062
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 6.2, which was 0.75 higher than the previous day. The implied volatity was 43.10, the open interest changed by -315 which decreased total open position to 7066
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 5.45, which was 0.10 higher than the previous day. The implied volatity was 41.95, the open interest changed by 126 which increased total open position to 7376
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 5.35, which was -0.45 lower than the previous day. The implied volatity was 41.30, the open interest changed by 47 which increased total open position to 7250
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 5.8, which was 0.30 higher than the previous day. The implied volatity was 40.17, the open interest changed by 620 which increased total open position to 7208
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 5.5, which was 0.40 higher than the previous day. The implied volatity was 39.67, the open interest changed by -7 which decreased total open position to 6588
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 5.1, which was -0.40 lower than the previous day. The implied volatity was 39.92, the open interest changed by -49 which decreased total open position to 6599
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 5.5, which was 0.20 higher than the previous day. The implied volatity was 41.00, the open interest changed by 51 which increased total open position to 6653
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 5.3, which was -0.60 lower than the previous day. The implied volatity was 39.56, the open interest changed by 2 which increased total open position to 6610
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 5.9, which was -0.25 lower than the previous day. The implied volatity was 39.99, the open interest changed by 24 which increased total open position to 6608
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 6.15, which was -0.75 lower than the previous day. The implied volatity was 40.94, the open interest changed by -74 which decreased total open position to 6590
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 6.9, which was -0.20 lower than the previous day. The implied volatity was 39.99, the open interest changed by -16 which decreased total open position to 6668
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 7.1, which was 0.10 higher than the previous day. The implied volatity was 38.96, the open interest changed by -29 which decreased total open position to 6685
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 7, which was -0.50 lower than the previous day. The implied volatity was 39.10, the open interest changed by -8 which decreased total open position to 6714
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 7.5, which was -1.30 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 8.8, 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 10.05, which was -0.45 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 10.5, which was -1.50 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 12, 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 24 Oct NIFTY was trading at 24399.40. The strike last trading price was 11.5, which was 0.35 higher 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 11.15, which was 0.05 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 11.1, 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 21 Oct NIFTY was trading at 24781.10. The strike last trading price was 10.45, which was -1.40 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 11.85, 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 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 12.4, 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 16 Oct NIFTY was trading at 24971.30. The strike last trading price was 12.5, 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 15 Oct NIFTY was trading at 25057.35. The strike last trading price was 13.4, which was -0.25 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 13.65, 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 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 13.95, 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 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 13.8, which was -3.80 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 17.6, 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 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 17, which was -2.25 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 19.25, which was 2.25 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 17, which was 0.30 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 16.7, 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 1 Oct NIFTY was trading at 25796.90. The strike last trading price was 17.4, 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 30 Sept NIFTY was trading at 25810.85. The strike last trading price was 16.5, which was -2.50 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 19.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
