NIFTY
Nifty
Historical option data for NIFTY
20 Dec 2024 04:11 PM IST
NIFTY 26DEC2024 18000 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 | 5626.1 | -402.90 | - | 398.333 | 126.333 | 826.667 | |||
19 Dec | 23951.70 | 6029 | -251.00 | - | 54.667 | -23.333 | 701 | |||
18 Dec | 24198.85 | 6280 | -143.15 | - | 30.333 | -3 | 725.667 | |||
17 Dec | 24336.00 | 6423.15 | -295.85 | - | 52.333 | -13.333 | 728.667 | |||
16 Dec | 24668.25 | 6719 | -132.25 | - | 34.333 | -8 | 742 | |||
13 Dec | 24768.30 | 6851.25 | 187.80 | - | 709.667 | -5.333 | 751.333 | |||
12 Dec | 24548.70 | 6663.45 | -76.55 | - | 6.333 | -1.333 | 756.667 | |||
11 Dec | 24641.80 | 6740 | 61.15 | - | 2 | 0 | 758 | |||
10 Dec | 24610.05 | 6678.85 | -6.55 | - | 3.333 | -0.333 | 758 | |||
9 Dec | 24619.00 | 6685.4 | -99.60 | - | 58 | 0 | 804.333 | |||
6 Dec | 24677.80 | 6785 | 10.60 | - | 20 | -2.667 | 807 | |||
5 Dec | 24708.40 | 6774.4 | 224.40 | - | 16.667 | -4.333 | 809.667 | |||
4 Dec | 24467.45 | 6550 | 10.00 | - | 23.333 | -4 | 814 | |||
3 Dec | 24457.15 | 6540 | 129.40 | - | 8.333 | 0 | 818 | |||
2 Dec | 24276.05 | 6410.6 | 134.70 | - | 75.667 | 56 | 818 | |||
29 Nov | 24131.10 | 6275.9 | 210.15 | 52.83 | 44.333 | 19.333 | 762 | |||
28 Nov | 23914.15 | 6065.75 | -325.45 | - | 22.667 | 7 | 742.667 | |||
27 Nov | 24274.90 | 6391.2 | 60.40 | - | 22.667 | -2 | 737.333 | |||
26 Nov | 24194.50 | 6330.8 | -72.05 | - | 53.667 | -2 | 739.333 | |||
25 Nov | 24221.90 | 6402.85 | 460.30 | - | 41.667 | -43.667 | 741.333 | |||
22 Nov | 23907.25 | 5942.55 | 495.60 | - | 34.333 | -27 | 758 | |||
21 Nov | 23349.90 | 5446.95 | -146.05 | - | 41.667 | -18.333 | 786.333 | |||
19 Nov | 23518.50 | 5593 | 0.30 | - | 12.667 | -5.333 | 805 | |||
18 Nov | 23453.80 | 5592.7 | -98.30 | - | 28.667 | -15.667 | 810.667 | |||
14 Nov | 23532.70 | 5691 | -106.05 | - | 41 | -12 | 827.667 | |||
13 Nov | 23559.05 | 5797.05 | -202.95 | - | 1,006 | -733 | 840.333 | |||
12 Nov | 23883.45 | 6000 | -310.00 | - | 800 | 767.667 | 1,573.667 | |||
11 Nov | 24141.30 | 6310 | 10.00 | - | 3.667 | 0.667 | 806 | |||
8 Nov | 24148.20 | 6300 | -48.15 | - | 12 | -5 | 805.667 | |||
7 Nov | 24199.35 | 6348.15 | -332.20 | - | 112.667 | -20.333 | 811.667 | |||
6 Nov | 24484.05 | 6680.35 | 351.70 | - | 85 | -21 | 833.333 | |||
5 Nov | 24213.30 | 6328.65 | 144.95 | - | 45 | -9.333 | 855 | |||
4 Nov | 23995.35 | 6183.7 | -72.75 | - | 725.333 | -603 | 864.667 | |||
1 Nov | 24304.35 | 6256.45 | -163.55 | - | 16.333 | 4.333 | 1,467 | |||
31 Oct | 24205.35 | 6420 | -110.00 | - | 20 | -3.333 | 1,462.667 | |||
30 Oct | 24340.85 | 6530 | -65.95 | - | 17.333 | 13 | 1,466 | |||
29 Oct | 24466.85 | 6595.95 | 48.65 | - | 46 | 37.667 | 1,453 | |||
28 Oct | 24339.15 | 6547.3 | 147.30 | - | 53 | 49 | 1,416.333 | |||
25 Oct | 24180.80 | 6400 | -215.00 | - | 636.333 | 542.667 | 1,367.333 | |||
24 Oct | 24399.40 | 6615 | -47.10 | - | 5.667 | -4.667 | 824.667 | |||
23 Oct | 24435.50 | 6662.1 | -17.55 | - | 75 | -43.333 | 830 | |||
22 Oct | 24472.10 | 6679.65 | -221.45 | - | 186 | 51.333 | 873 | |||
21 Oct | 24781.10 | 6901.1 | 1.10 | - | 2 | -0.667 | 821.333 | |||
18 Oct | 24854.05 | 6900 | -46.00 | - | 5.667 | -2.667 | 822 | |||
17 Oct | 24749.85 | 6946 | -263.85 | - | 3 | -0.667 | 823.333 | |||
16 Oct | 24971.30 | 7209.85 | -30.15 | - | 1 | -0.333 | 824.667 | |||
15 Oct | 25057.35 | 7240 | -100.00 | - | 7.667 | -2 | 825 | |||
14 Oct | 25127.95 | 7340 | 127.00 | - | 2 | 1 | 826.667 | |||
11 Oct | 24964.25 | 7213 | -75.60 | - | 15 | -8.333 | 827.667 | |||
10 Oct | 24998.45 | 7288.6 | 88.60 | - | 1 | 0 | 836 | |||
9 Oct | 24981.95 | 7200 | 0.00 | - | 4 | -1.333 | 836.333 | |||
8 Oct | 25013.15 | 7200 | 83.00 | - | 5.667 | -1.333 | 838 | |||
7 Oct | 24795.75 | 7117 | -182.95 | - | 9.667 | 3.333 | 839.667 | |||
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4 Oct | 25014.60 | 7299.95 | -300.05 | - | 4.667 | -2.667 | 836.667 | |||
3 Oct | 25250.10 | 7600 | -440.00 | - | 13.667 | -10.667 | 839.667 | |||
1 Oct | 25796.90 | 8040 | 58.00 | - | 8 | 1 | 850.333 | |||
30 Sept | 25810.85 | 7982 | -299.00 | - | 19.667 | 11 | 848 | |||
27 Sept | 26173.35 | 8281.00 | - | 10 | 7.667 | 836.667 |
For Nifty - strike price 18000 expiring on 26DEC2024
Delta for 18000 CE is -
Historical price for 18000 CE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 5626.1, which was -402.90 lower than the previous day. The implied volatity was -, the open interest changed by 379 which increased total open position to 2480
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 6029, which was -251.00 lower than the previous day. The implied volatity was -, the open interest changed by -70 which decreased total open position to 2103
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 6280, which was -143.15 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 2177
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 6423.15, which was -295.85 lower than the previous day. The implied volatity was -, the open interest changed by -40 which decreased total open position to 2186
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 6719, which was -132.25 lower than the previous day. The implied volatity was -, the open interest changed by -24 which decreased total open position to 2226
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 6851.25, which was 187.80 higher than the previous day. The implied volatity was -, the open interest changed by -16 which decreased total open position to 2254
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 6663.45, which was -76.55 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 2270
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 6740, which was 61.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2274
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 6678.85, which was -6.55 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 2274
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 6685.4, which was -99.60 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2413
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 6785, which was 10.60 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 2421
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 6774.4, which was 224.40 higher than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 2429
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 6550, which was 10.00 higher than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 2442
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 6540, which was 129.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2454
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 6410.6, which was 134.70 higher than the previous day. The implied volatity was -, the open interest changed by 168 which increased total open position to 2454
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 6275.9, which was 210.15 higher than the previous day. The implied volatity was 52.83, the open interest changed by 58 which increased total open position to 2286
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 6065.75, which was -325.45 lower than the previous day. The implied volatity was -, the open interest changed by 21 which increased total open position to 2228
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 6391.2, which was 60.40 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 2212
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 6330.8, which was -72.05 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 2218
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 6402.85, which was 460.30 higher than the previous day. The implied volatity was -, the open interest changed by -131 which decreased total open position to 2224
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 5942.55, which was 495.60 higher than the previous day. The implied volatity was -, the open interest changed by -81 which decreased total open position to 2274
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 5446.95, which was -146.05 lower than the previous day. The implied volatity was -, the open interest changed by -55 which decreased total open position to 2359
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 5593, which was 0.30 higher than the previous day. The implied volatity was -, the open interest changed by -16 which decreased total open position to 2415
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 5592.7, which was -98.30 lower than the previous day. The implied volatity was -, the open interest changed by -47 which decreased total open position to 2432
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 5691, which was -106.05 lower than the previous day. The implied volatity was -, the open interest changed by -36 which decreased total open position to 2483
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 5797.05, which was -202.95 lower than the previous day. The implied volatity was -, the open interest changed by -2199 which decreased total open position to 2521
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 6000, which was -310.00 lower than the previous day. The implied volatity was -, the open interest changed by 2303 which increased total open position to 4721
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 6310, which was 10.00 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2418
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 6300, which was -48.15 lower than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 2417
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 6348.15, which was -332.20 lower than the previous day. The implied volatity was -, the open interest changed by -61 which decreased total open position to 2435
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 6680.35, which was 351.70 higher than the previous day. The implied volatity was -, the open interest changed by -63 which decreased total open position to 2500
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 6328.65, which was 144.95 higher than the previous day. The implied volatity was -, the open interest changed by -28 which decreased total open position to 2565
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 6183.7, which was -72.75 lower than the previous day. The implied volatity was -, the open interest changed by -1809 which decreased total open position to 2594
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 6256.45, which was -163.55 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 4401
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 6420, which was -110.00 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 6530, which was -65.95 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 6595.95, which was 48.65 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 6547.3, which was 147.30 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 6400, which was -215.00 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 6615, which was -47.10 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 6662.1, which was -17.55 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 6679.65, which was -221.45 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 6901.1, which was 1.10 higher 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 6900, which was -46.00 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 6946, which was -263.85 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 7209.85, which was -30.15 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 7240, which was -100.00 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 7340, which was 127.00 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 7213, which was -75.60 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 7288.6, which was 88.60 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 7200, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 7200, which was 83.00 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 7117, which was -182.95 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 7299.95, which was -300.05 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 7600, which was -440.00 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 8040, which was 58.00 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 7982, which was -299.00 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 8281.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
NIFTY 26DEC2024 18000 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 | -0.30 | - | 19,250.333 | 2,051 | 7,234.667 |
19 Dec | 23951.70 | 0.65 | 0.05 | - | 1,764.667 | -35 | 5,189 |
18 Dec | 24198.85 | 0.6 | -0.10 | - | 545 | 151 | 5,238.667 |
17 Dec | 24336.00 | 0.7 | -0.20 | - | 1,004.667 | 89.667 | 5,088.667 |
16 Dec | 24668.25 | 0.9 | -0.20 | - | 353.333 | -84.333 | 5,001 |
13 Dec | 24768.30 | 1.1 | -0.15 | - | 1,601 | 4.333 | 5,091.667 |
12 Dec | 24548.70 | 1.25 | 0.30 | - | 1,096.333 | 65 | 5,092.667 |
11 Dec | 24641.80 | 0.95 | -0.55 | - | 1,041.333 | -6.667 | 5,028 |
10 Dec | 24610.05 | 1.5 | -0.50 | - | 685 | -65.333 | 5,034.667 |
9 Dec | 24619.00 | 2 | -0.30 | - | 379.667 | -109 | 5,100.333 |
6 Dec | 24677.80 | 2.3 | -0.70 | - | 1,115 | 184.333 | 5,210.667 |
5 Dec | 24708.40 | 3 | 0.15 | - | 2,008 | -331.667 | 5,026.333 |
4 Dec | 24467.45 | 2.85 | -0.05 | - | 845.333 | 12.667 | 5,358 |
3 Dec | 24457.15 | 2.9 | -0.10 | 46.68 | 853.333 | -60 | 5,346.667 |
2 Dec | 24276.05 | 3 | -0.55 | 45.01 | 522 | 78.333 | 5,406.667 |
29 Nov | 24131.10 | 3.55 | -0.55 | 42.51 | 624.333 | -24.333 | 5,329.667 |
28 Nov | 23914.15 | 4.1 | -0.35 | 41.60 | 1,135 | 60.667 | 5,330 |
27 Nov | 24274.90 | 4.45 | -1.25 | 42.90 | 836.667 | -269.333 | 5,270.667 |
26 Nov | 24194.50 | 5.7 | -0.35 | 43.00 | 326 | 16.667 | 5,540 |
25 Nov | 24221.90 | 6.05 | 0.05 | 42.93 | 1,299 | -524 | 5,523.333 |
22 Nov | 23907.25 | 6 | -2.40 | 39.23 | 1,419.667 | -334 | 5,713.333 |
21 Nov | 23349.90 | 8.4 | 0.40 | 37.67 | 922.333 | 193 | 6,231 |
19 Nov | 23518.50 | 8 | 0.25 | 37.08 | 692 | -33.667 | 6,038.333 |
18 Nov | 23453.80 | 7.75 | -0.55 | 36.45 | 641.667 | 6.333 | 6,072 |
14 Nov | 23532.70 | 8.3 | 0.85 | 35.52 | 4,064.667 | -879 | 6,369.667 |
13 Nov | 23559.05 | 7.45 | 1.45 | 34.86 | 1,881.333 | -548.667 | 7,251.333 |
12 Nov | 23883.45 | 6 | -1.00 | 34.63 | 982 | 573 | 7,799.333 |
11 Nov | 24141.30 | 7 | 0.35 | 36.12 | 769.333 | 160.667 | 7,226.333 |
8 Nov | 24148.20 | 6.65 | -0.40 | 34.79 | 180.333 | -59.333 | 7,066.667 |
7 Nov | 24199.35 | 7.05 | -0.80 | 35.04 | 569.333 | 98.333 | 7,426.667 |
6 Nov | 24484.05 | 7.85 | -0.80 | 36.36 | 555.667 | -8.667 | 7,333.667 |
5 Nov | 24213.30 | 8.65 | -0.95 | 35.29 | 368 | -91.667 | 7,343.667 |
4 Nov | 23995.35 | 9.6 | 0.65 | 34.60 | 1,020 | -409.333 | 7,428.667 |
1 Nov | 24304.35 | 8.95 | 0.00 | 34.67 | 115.667 | 33 | 7,839 |
31 Oct | 24205.35 | 8.95 | -1.80 | - | 1,093.667 | 447.333 | 8,324 |
30 Oct | 24340.85 | 10.75 | -0.70 | - | 301 | 106.333 | 7,876.667 |
29 Oct | 24466.85 | 11.45 | -1.00 | - | 149.333 | 14.333 | 7,770.333 |
28 Oct | 24339.15 | 12.45 | -0.35 | - | 166 | -2.333 | 7,745.667 |
25 Oct | 24180.80 | 12.8 | 0.25 | - | 1,305.667 | 147.333 | 7,748 |
24 Oct | 24399.40 | 12.55 | -0.95 | - | 85 | 26.667 | 7,602 |
23 Oct | 24435.50 | 13.5 | 0.30 | - | 316.667 | 33 | 7,607.667 |
22 Oct | 24472.10 | 13.2 | 0.80 | - | 511.333 | -51.667 | 7,577 |
21 Oct | 24781.10 | 12.4 | -0.55 | - | 565 | -80 | 7,630.667 |
18 Oct | 24854.05 | 12.95 | -2.50 | - | 1,263.333 | 26.333 | 7,713 |
17 Oct | 24749.85 | 15.45 | 0.45 | - | 283.667 | -51.667 | 7,686.667 |
16 Oct | 24971.30 | 15 | 0.30 | - | 136.333 | -44.333 | 7,754 |
15 Oct | 25057.35 | 14.7 | -0.10 | - | 72.667 | 34.667 | 7,799 |
14 Oct | 25127.95 | 14.8 | -1.95 | - | 106.333 | -2 | 7,764.333 |
11 Oct | 24964.25 | 16.75 | 0.40 | - | 262.333 | 52.667 | 7,765.333 |
10 Oct | 24998.45 | 16.35 | -3.15 | - | 249 | 22.667 | 7,710.333 |
9 Oct | 24981.95 | 19.5 | -0.45 | - | 121.333 | -43 | 7,687.667 |
8 Oct | 25013.15 | 19.95 | 0.35 | - | 357 | -95.667 | 7,732 |
7 Oct | 24795.75 | 19.6 | -0.15 | - | 418.333 | 41 | 7,829 |
4 Oct | 25014.60 | 19.75 | 0.25 | - | 490.667 | -51.667 | 7,794.333 |
3 Oct | 25250.10 | 19.5 | 1.50 | - | 279.667 | -30.667 | 7,847.333 |
1 Oct | 25796.90 | 18 | 0.75 | - | 76.333 | 7 | 7,878 |
30 Sept | 25810.85 | 17.25 | -0.95 | - | 497 | -96.333 | 7,869.667 |
27 Sept | 26173.35 | 18.20 | - | 177.667 | -5.667 | 7,971.667 |
For Nifty - strike price 18000 expiring on 26DEC2024
Delta for 18000 PE is -
Historical price for 18000 PE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 0.35, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by 6153 which increased total open position to 21704
On 19 Dec NIFTY was trading at 23951.70. 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 -105 which decreased total open position to 15567
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 0.6, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 453 which increased total open position to 15716
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 0.7, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by 269 which increased total open position to 15266
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 0.9, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by -253 which decreased total open position to 15003
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 1.1, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 15275
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 1.25, which was 0.30 higher than the previous day. The implied volatity was -, the open interest changed by 195 which increased total open position to 15278
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 0.95, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by -20 which decreased total open position to 15084
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 1.5, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by -196 which decreased total open position to 15104
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 2, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by -327 which decreased total open position to 15301
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 2.3, which was -0.70 lower than the previous day. The implied volatity was -, the open interest changed by 553 which increased total open position to 15632
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 3, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by -995 which decreased total open position to 15079
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 2.85, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 38 which increased total open position to 16074
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 2.9, which was -0.10 lower than the previous day. The implied volatity was 46.68, the open interest changed by -180 which decreased total open position to 16040
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 3, which was -0.55 lower than the previous day. The implied volatity was 45.01, the open interest changed by 235 which increased total open position to 16220
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 3.55, which was -0.55 lower than the previous day. The implied volatity was 42.51, the open interest changed by -73 which decreased total open position to 15989
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 4.1, which was -0.35 lower than the previous day. The implied volatity was 41.60, the open interest changed by 182 which increased total open position to 15990
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 4.45, which was -1.25 lower than the previous day. The implied volatity was 42.90, the open interest changed by -808 which decreased total open position to 15812
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 5.7, which was -0.35 lower than the previous day. The implied volatity was 43.00, the open interest changed by 50 which increased total open position to 16620
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 6.05, which was 0.05 higher than the previous day. The implied volatity was 42.93, the open interest changed by -1572 which decreased total open position to 16570
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 6, which was -2.40 lower than the previous day. The implied volatity was 39.23, the open interest changed by -1002 which decreased total open position to 17140
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 8.4, which was 0.40 higher than the previous day. The implied volatity was 37.67, the open interest changed by 579 which increased total open position to 18693
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 8, which was 0.25 higher than the previous day. The implied volatity was 37.08, the open interest changed by -101 which decreased total open position to 18115
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 7.75, which was -0.55 lower than the previous day. The implied volatity was 36.45, the open interest changed by 19 which increased total open position to 18216
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 8.3, which was 0.85 higher than the previous day. The implied volatity was 35.52, the open interest changed by -2637 which decreased total open position to 19109
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 7.45, which was 1.45 higher than the previous day. The implied volatity was 34.86, the open interest changed by -1646 which decreased total open position to 21754
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 6, which was -1.00 lower than the previous day. The implied volatity was 34.63, the open interest changed by 1719 which increased total open position to 23398
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 7, which was 0.35 higher than the previous day. The implied volatity was 36.12, the open interest changed by 482 which increased total open position to 21679
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 6.65, which was -0.40 lower than the previous day. The implied volatity was 34.79, the open interest changed by -178 which decreased total open position to 21200
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 7.05, which was -0.80 lower than the previous day. The implied volatity was 35.04, the open interest changed by 295 which increased total open position to 22280
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 7.85, which was -0.80 lower than the previous day. The implied volatity was 36.36, the open interest changed by -26 which decreased total open position to 22001
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 8.65, which was -0.95 lower than the previous day. The implied volatity was 35.29, the open interest changed by -275 which decreased total open position to 22031
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 9.6, which was 0.65 higher than the previous day. The implied volatity was 34.60, the open interest changed by -1228 which decreased total open position to 22286
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 8.95, which was 0.00 lower than the previous day. The implied volatity was 34.67, the open interest changed by 99 which increased total open position to 23517
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 8.95, 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 30 Oct NIFTY was trading at 24340.85. The strike last trading price was 10.75, 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 29 Oct NIFTY was trading at 24466.85. The strike last trading price was 11.45, 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 12.45, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct NIFTY was trading at 24180.80. The strike last trading price was 12.8, 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 24 Oct NIFTY was trading at 24399.40. The strike last trading price was 12.55, 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 23 Oct NIFTY was trading at 24435.50. The strike last trading price was 13.5, 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 22 Oct NIFTY was trading at 24472.10. The strike last trading price was 13.2, which was 0.80 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 12.4, 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 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 12.95, 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 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 15.45, 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 16 Oct NIFTY was trading at 24971.30. The strike last trading price was 15, 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 15 Oct NIFTY was trading at 25057.35. The strike last trading price was 14.7, 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 14.8, which was -1.95 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 16.75, which was 0.40 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 16.35, which was -3.15 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 19.5, 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 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 19.95, 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 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 19.6, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct NIFTY was trading at 25014.60. The strike last trading price was 19.75, 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 3 Oct NIFTY was trading at 25250.10. The strike last trading price was 19.5, 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 1 Oct NIFTY was trading at 25796.90. The strike last trading price was 18, 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 30 Sept NIFTY was trading at 25810.85. The strike last trading price was 17.25, 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 27 Sept NIFTY was trading at 26173.35. The strike last trading price was 18.20, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to