NIFTY
Nifty
Historical option data for NIFTY
20 Dec 2024 04:11 PM IST
NIFTY 26DEC2024 19000 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 | 4654.5 | -348.55 | - | 86 | -21.667 | 932.667 | |||
19 Dec | 23951.70 | 5003.05 | -269.90 | - | 40.667 | -11.333 | 954 | |||
18 Dec | 24198.85 | 5272.95 | -145.10 | - | 25.333 | -4.333 | 965.333 | |||
17 Dec | 24336.00 | 5418.05 | -321.95 | - | 22.333 | -1.667 | 970 | |||
16 Dec | 24668.25 | 5740 | -74.00 | - | 21.333 | -1 | 971.667 | |||
13 Dec | 24768.30 | 5814 | 167.00 | - | 21.333 | -9 | 972.667 | |||
12 Dec | 24548.70 | 5647 | -87.00 | - | 20 | -12.333 | 981.667 | |||
11 Dec | 24641.80 | 5734 | 61.90 | - | 53 | -27 | 994 | |||
10 Dec | 24610.05 | 5672.1 | 0.60 | - | 23.333 | -14.667 | 1,021.333 | |||
9 Dec | 24619.00 | 5671.5 | -93.50 | - | 113 | -74.667 | 1,036 | |||
6 Dec | 24677.80 | 5765 | -121.35 | - | 26 | -24.333 | 1,110.333 | |||
5 Dec | 24708.40 | 5886.35 | 396.35 | - | 13.333 | -12.667 | 1,135 | |||
4 Dec | 24467.45 | 5490 | -25.00 | - | 5 | -2 | 1,148.333 | |||
3 Dec | 24457.15 | 5515 | 148.85 | - | 8.667 | -1.333 | 1,143.667 | |||
2 Dec | 24276.05 | 5366.15 | 96.25 | - | 54 | 22.667 | 1,144.333 | |||
29 Nov | 24131.10 | 5269.9 | 150.80 | 38.10 | 8.333 | 0.333 | 1,122 | |||
28 Nov | 23914.15 | 5119.1 | -277.20 | 40.67 | 27 | 1.333 | 1,126.667 | |||
27 Nov | 24274.90 | 5396.3 | 103.55 | - | 26.333 | 3.667 | 1,125.667 | |||
26 Nov | 24194.50 | 5292.75 | 9.05 | - | 42.333 | -39.333 | 1,122.667 | |||
25 Nov | 24221.90 | 5283.7 | 341.50 | - | 26 | -43 | 1,162 | |||
22 Nov | 23907.25 | 4942.2 | 460.60 | - | 62.333 | -21 | 1,184 | |||
21 Nov | 23349.90 | 4481.6 | -132.55 | - | 126 | 56.667 | 1,206 | |||
19 Nov | 23518.50 | 4614.15 | -9.85 | - | 7.333 | 0 | 1,149.333 | |||
18 Nov | 23453.80 | 4624 | -81.00 | - | 18.333 | 4 | 1,150.333 | |||
14 Nov | 23532.70 | 4705 | -106.20 | - | 18.667 | -4.667 | 1,146 | |||
13 Nov | 23559.05 | 4811.2 | -205.05 | - | 39.667 | 8 | 1,150.333 | |||
12 Nov | 23883.45 | 5016.25 | -303.75 | - | 15.333 | 7.667 | 1,142.333 | |||
11 Nov | 24141.30 | 5320 | 20.00 | - | 3 | -0.667 | 1,135 | |||
8 Nov | 24148.20 | 5300 | -65.00 | - | 12.333 | 0.333 | 1,136 | |||
7 Nov | 24199.35 | 5365 | -267.25 | - | 32.667 | 8.667 | 1,135 | |||
6 Nov | 24484.05 | 5632.25 | 286.00 | - | 16 | -0.667 | 1,125 | |||
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5 Nov | 24213.30 | 5346.25 | 167.80 | - | 15.667 | -5.667 | 1,126.333 | |||
4 Nov | 23995.35 | 5178.45 | -272.65 | - | 53.333 | -17.333 | 1,132.333 | |||
1 Nov | 24304.35 | 5451.1 | -3.30 | - | 6.667 | -5.667 | 1,149.667 | |||
31 Oct | 24205.35 | 5454.4 | -120.60 | - | 19.667 | 4.333 | 1,152.667 | |||
30 Oct | 24340.85 | 5575 | -85.35 | - | 14.667 | -5 | 1,149 | |||
29 Oct | 24466.85 | 5660.35 | 105.30 | - | 45.667 | -24.667 | 1,154.333 | |||
28 Oct | 24339.15 | 5555.05 | 146.40 | - | 85.667 | -41.667 | 1,180 | |||
25 Oct | 24180.80 | 5408.65 | -241.70 | - | 978.667 | -625 | 1,221.667 | |||
24 Oct | 24399.40 | 5650.35 | -26.75 | - | 22 | 17 | 1,847 | |||
23 Oct | 24435.50 | 5677.1 | -47.90 | - | 680 | 301.667 | 1,830.333 | |||
22 Oct | 24472.10 | 5725 | -259.95 | - | 1,040.667 | -47 | 1,530 | |||
21 Oct | 24781.10 | 5984.95 | -124.55 | - | 9 | -1 | 1,576.667 | |||
18 Oct | 24854.05 | 6109.5 | 59.50 | - | 470.667 | 401.667 | 1,577.667 | |||
17 Oct | 24749.85 | 6050 | -155.90 | - | 16.667 | -11 | 1,176.333 | |||
16 Oct | 24971.30 | 6205.9 | -100.10 | - | 3 | -2 | 1,187.333 | |||
15 Oct | 25057.35 | 6306 | -110.95 | - | 2.667 | -2.333 | 1,189.667 | |||
14 Oct | 25127.95 | 6416.95 | 182.00 | - | 18 | -11.667 | 1,192.667 | |||
11 Oct | 24964.25 | 6234.95 | -45.05 | - | 30.333 | 0 | 1,205.667 | |||
10 Oct | 24998.45 | 6280 | -7.00 | - | 28.333 | 4 | 1,206.667 | |||
9 Oct | 24981.95 | 6287 | 19.00 | - | 37.667 | 1.667 | 1,204 | |||
8 Oct | 25013.15 | 6268 | 103.60 | - | 13.667 | -6.667 | 1,202.667 | |||
7 Oct | 24795.75 | 6164.4 | -180.10 | - | 11 | -2.333 | 1,209.667 | |||
4 Oct | 25014.60 | 6344.5 | -261.45 | - | 39.333 | -33 | 1,213.333 | |||
3 Oct | 25250.10 | 6605.95 | -484.05 | - | 16.667 | -15.333 | 1,246.333 | |||
1 Oct | 25796.90 | 7090 | 58.35 | - | 5.667 | 0.333 | 1,261.667 | |||
30 Sept | 25810.85 | 7031.65 | -326.90 | - | 24.667 | -2.667 | 1,261.333 | |||
27 Sept | 26173.35 | 7358.55 | - | 8.333 | -1 | 1,264.333 |
For Nifty - strike price 19000 expiring on 26DEC2024
Delta for 19000 CE is -
Historical price for 19000 CE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 4654.5, which was -348.55 lower than the previous day. The implied volatity was -, the open interest changed by -65 which decreased total open position to 2798
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 5003.05, which was -269.90 lower than the previous day. The implied volatity was -, the open interest changed by -34 which decreased total open position to 2862
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 5272.95, which was -145.10 lower than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 2896
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 5418.05, which was -321.95 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 2910
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 5740, which was -74.00 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 2915
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 5814, which was 167.00 higher than the previous day. The implied volatity was -, the open interest changed by -27 which decreased total open position to 2918
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 5647, which was -87.00 lower than the previous day. The implied volatity was -, the open interest changed by -37 which decreased total open position to 2945
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 5734, which was 61.90 higher than the previous day. The implied volatity was -, the open interest changed by -81 which decreased total open position to 2982
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 5672.1, which was 0.60 higher than the previous day. The implied volatity was -, the open interest changed by -44 which decreased total open position to 3064
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 5671.5, which was -93.50 lower than the previous day. The implied volatity was -, the open interest changed by -224 which decreased total open position to 3108
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 5765, which was -121.35 lower than the previous day. The implied volatity was -, the open interest changed by -73 which decreased total open position to 3331
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 5886.35, which was 396.35 higher than the previous day. The implied volatity was -, the open interest changed by -38 which decreased total open position to 3405
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 5490, which was -25.00 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 3445
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 5515, which was 148.85 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 3431
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 5366.15, which was 96.25 higher than the previous day. The implied volatity was -, the open interest changed by 68 which increased total open position to 3433
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 5269.9, which was 150.80 higher than the previous day. The implied volatity was 38.10, the open interest changed by 1 which increased total open position to 3366
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 5119.1, which was -277.20 lower than the previous day. The implied volatity was 40.67, the open interest changed by 4 which increased total open position to 3380
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 5396.3, which was 103.55 higher than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 3377
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 5292.75, which was 9.05 higher than the previous day. The implied volatity was -, the open interest changed by -118 which decreased total open position to 3368
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 5283.7, which was 341.50 higher than the previous day. The implied volatity was -, the open interest changed by -129 which decreased total open position to 3486
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 4942.2, which was 460.60 higher than the previous day. The implied volatity was -, the open interest changed by -63 which decreased total open position to 3552
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 4481.6, which was -132.55 lower than the previous day. The implied volatity was -, the open interest changed by 170 which increased total open position to 3618
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 4614.15, which was -9.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3448
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 4624, which was -81.00 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 3451
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 4705, which was -106.20 lower than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 3438
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 4811.2, which was -205.05 lower than the previous day. The implied volatity was -, the open interest changed by 24 which increased total open position to 3451
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 5016.25, which was -303.75 lower than the previous day. The implied volatity was -, the open interest changed by 23 which increased total open position to 3427
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 5320, which was 20.00 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 3405
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 5300, which was -65.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 3408
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 5365, which was -267.25 lower than the previous day. The implied volatity was -, the open interest changed by 26 which increased total open position to 3405
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 5632.25, which was 286.00 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 3375
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 5346.25, which was 167.80 higher than the previous day. The implied volatity was -, the open interest changed by -17 which decreased total open position to 3379
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 5178.45, which was -272.65 lower than the previous day. The implied volatity was -, the open interest changed by -52 which decreased total open position to 3397
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 5451.1, which was -3.30 lower than the previous day. The implied volatity was -, the open interest changed by -17 which decreased total open position to 3449
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 5454.4, which was -120.60 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 5575, which was -85.35 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 5660.35, which was 105.30 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 5555.05, which was 146.40 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 5408.65, which was -241.70 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 5650.35, which was -26.75 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 5677.1, which was -47.90 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 5725, which was -259.95 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 5984.95, which was -124.55 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 6109.5, which was 59.50 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 6050, which was -155.90 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 6205.9, which was -100.10 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 6306, which was -110.95 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 6416.95, which was 182.00 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 6234.95, which was -45.05 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 6280, which was -7.00 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 6287, which was 19.00 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 6268, which was 103.60 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 6164.4, which was -180.10 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 6344.5, which was -261.45 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 6605.95, which was -484.05 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 7090, which was 58.35 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 7031.65, which was -326.90 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 7358.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
NIFTY 26DEC2024 19000 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 | -0.35 | - | 1,14,572.667 | 20,425.667 | 26,866.333 |
19 Dec | 23951.70 | 0.7 | -0.10 | - | 3,563.667 | 9.667 | 6,467.333 |
18 Dec | 24198.85 | 0.8 | -0.05 | - | 1,528.667 | -93.667 | 6,469.333 |
17 Dec | 24336.00 | 0.85 | -0.10 | - | 2,792.667 | -388 | 6,561.333 |
16 Dec | 24668.25 | 0.95 | -0.25 | - | 804.333 | -406.667 | 6,949.333 |
13 Dec | 24768.30 | 1.2 | 0.10 | - | 2,226.333 | -268.333 | 7,350.667 |
12 Dec | 24548.70 | 1.1 | -0.35 | 45.94 | 486.667 | -47.333 | 7,619 |
11 Dec | 24641.80 | 1.45 | -0.30 | 46.17 | 1,861.333 | -811.667 | 7,674.667 |
10 Dec | 24610.05 | 1.75 | -0.65 | 45.50 | 3,716.333 | 990.333 | 8,487.667 |
9 Dec | 24619.00 | 2.4 | -0.65 | 45.65 | 2,238 | 282.333 | 7,501.333 |
6 Dec | 24677.80 | 3.05 | -0.40 | 43.53 | 2,045.333 | -612.333 | 7,220.333 |
5 Dec | 24708.40 | 3.45 | -0.25 | 43.31 | 1,171.333 | 231.667 | 7,833.333 |
4 Dec | 24467.45 | 3.7 | 0.35 | 41.28 | 1,134 | -73.667 | 7,601.667 |
3 Dec | 24457.15 | 3.35 | -0.25 | 39.88 | 1,201.333 | 250.333 | 7,631 |
2 Dec | 24276.05 | 3.6 | -0.40 | 38.47 | 831.333 | -95 | 7,403 |
29 Nov | 24131.10 | 4 | -0.90 | 35.99 | 1,870 | -166.667 | 7,491.667 |
28 Nov | 23914.15 | 4.9 | -0.30 | 35.35 | 1,130.333 | -67.333 | 7,640.333 |
27 Nov | 24274.90 | 5.2 | -1.10 | 36.67 | 1,093 | -306.667 | 7,710.333 |
26 Nov | 24194.50 | 6.3 | 0.20 | 36.50 | 556 | 35.667 | 8,019.667 |
25 Nov | 24221.90 | 6.1 | -1.40 | 36.10 | 1,799 | -343 | 7,986.667 |
22 Nov | 23907.25 | 7.5 | -2.70 | 33.57 | 2,077 | -80 | 8,249.667 |
21 Nov | 23349.90 | 10.2 | 0.00 | 31.72 | 1,708.333 | -82.667 | 8,334.333 |
19 Nov | 23518.50 | 10.2 | -0.50 | 31.57 | 2,178.667 | 52.667 | 8,392.333 |
18 Nov | 23453.80 | 10.7 | -0.50 | 31.36 | 2,121.333 | 110.667 | 8,335.667 |
14 Nov | 23532.70 | 11.2 | -0.35 | 30.59 | 1,865.333 | 405.667 | 8,248 |
13 Nov | 23559.05 | 11.55 | 1.25 | 30.61 | 2,351.667 | 68 | 7,842 |
12 Nov | 23883.45 | 10.3 | -0.60 | 30.93 | 883.333 | -66.333 | 7,775.333 |
11 Nov | 24141.30 | 10.9 | 0.65 | 32.13 | 1,557 | -94.333 | 7,837.333 |
8 Nov | 24148.20 | 10.25 | -0.95 | 30.89 | 596 | -9 | 7,931.667 |
7 Nov | 24199.35 | 11.2 | -1.30 | 31.33 | 676 | -6.667 | 7,943.333 |
6 Nov | 24484.05 | 12.5 | -1.80 | 32.78 | 1,193.333 | -79 | 7,954.667 |
5 Nov | 24213.30 | 14.3 | -0.85 | 31.85 | 518.667 | 48.667 | 8,033.667 |
4 Nov | 23995.35 | 15.15 | 0.65 | 30.93 | 838.667 | -0.333 | 8,011.667 |
1 Nov | 24304.35 | 14.5 | -0.85 | 31.31 | 442.333 | 34.333 | 8,013.333 |
31 Oct | 24205.35 | 15.35 | -1.35 | - | 1,014 | -26 | 7,983 |
30 Oct | 24340.85 | 16.7 | -0.75 | - | 347 | 44.667 | 8,049.667 |
29 Oct | 24466.85 | 17.45 | 0.80 | - | 517.333 | -52 | 8,005 |
28 Oct | 24339.15 | 16.65 | -0.85 | - | 484.333 | 7.667 | 8,058 |
25 Oct | 24180.80 | 17.5 | 1.25 | - | 2,190 | 32 | 8,050.333 |
24 Oct | 24399.40 | 16.25 | -0.45 | - | 431.667 | -22.667 | 8,018.333 |
23 Oct | 24435.50 | 16.7 | -0.15 | - | 778 | -50 | 8,042.333 |
22 Oct | 24472.10 | 16.85 | 2.35 | - | 1,813.667 | -468.667 | 8,096.667 |
21 Oct | 24781.10 | 14.5 | 0.25 | - | 879 | -319.667 | 8,567.333 |
18 Oct | 24854.05 | 14.25 | -3.95 | - | 5,673.667 | 535.667 | 8,888.333 |
17 Oct | 24749.85 | 18.2 | -1.35 | - | 2,608.333 | 1,657 | 8,350 |
16 Oct | 24971.30 | 19.55 | 1.50 | - | 258.333 | 63 | 6,692.333 |
15 Oct | 25057.35 | 18.05 | -0.95 | - | 391.333 | -3 | 6,630.333 |
14 Oct | 25127.95 | 19 | -0.75 | - | 354.667 | -62 | 6,634.667 |
11 Oct | 24964.25 | 19.75 | -1.25 | - | 320.667 | -5.667 | 6,696.667 |
10 Oct | 24998.45 | 21 | -1.50 | - | 398.667 | -93.333 | 6,702 |
9 Oct | 24981.95 | 22.5 | -2.50 | - | 285.667 | -16.333 | 6,809.667 |
8 Oct | 25013.15 | 25 | -0.25 | - | 386.667 | -12.333 | 6,828.667 |
7 Oct | 24795.75 | 25.25 | 2.95 | - | 465 | -70 | 6,841 |
4 Oct | 25014.60 | 22.3 | 1.00 | - | 431 | -68.333 | 6,918.667 |
3 Oct | 25250.10 | 21.3 | -0.40 | - | 196.333 | -29 | 6,993.333 |
1 Oct | 25796.90 | 21.7 | 0.80 | - | 225.333 | -42.333 | 7,022.333 |
30 Sept | 25810.85 | 20.9 | -1.60 | - | 464.333 | -34.667 | 7,064.667 |
27 Sept | 26173.35 | 22.50 | - | 432.667 | -124 | 7,101.333 |
For Nifty - strike price 19000 expiring on 26DEC2024
Delta for 19000 PE is -
Historical price for 19000 PE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 0.35, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 61277 which increased total open position to 80599
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 0.7, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 29 which increased total open position to 19402
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 0.8, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -281 which decreased total open position to 19408
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 0.85, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by -1164 which decreased total open position to 19684
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 0.95, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by -1220 which decreased total open position to 20848
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 1.2, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by -805 which decreased total open position to 22052
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 1.1, which was -0.35 lower than the previous day. The implied volatity was 45.94, the open interest changed by -142 which decreased total open position to 22857
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 1.45, which was -0.30 lower than the previous day. The implied volatity was 46.17, the open interest changed by -2435 which decreased total open position to 23024
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 1.75, which was -0.65 lower than the previous day. The implied volatity was 45.50, the open interest changed by 2971 which increased total open position to 25463
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 2.4, which was -0.65 lower than the previous day. The implied volatity was 45.65, the open interest changed by 847 which increased total open position to 22504
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 3.05, which was -0.40 lower than the previous day. The implied volatity was 43.53, the open interest changed by -1837 which decreased total open position to 21661
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 3.45, which was -0.25 lower than the previous day. The implied volatity was 43.31, the open interest changed by 695 which increased total open position to 23500
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 3.7, which was 0.35 higher than the previous day. The implied volatity was 41.28, the open interest changed by -221 which decreased total open position to 22805
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 3.35, which was -0.25 lower than the previous day. The implied volatity was 39.88, the open interest changed by 751 which increased total open position to 22893
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 3.6, which was -0.40 lower than the previous day. The implied volatity was 38.47, the open interest changed by -285 which decreased total open position to 22209
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 4, which was -0.90 lower than the previous day. The implied volatity was 35.99, the open interest changed by -500 which decreased total open position to 22475
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 4.9, which was -0.30 lower than the previous day. The implied volatity was 35.35, the open interest changed by -202 which decreased total open position to 22921
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 5.2, which was -1.10 lower than the previous day. The implied volatity was 36.67, the open interest changed by -920 which decreased total open position to 23131
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 6.3, which was 0.20 higher than the previous day. The implied volatity was 36.50, the open interest changed by 107 which increased total open position to 24059
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 6.1, which was -1.40 lower than the previous day. The implied volatity was 36.10, the open interest changed by -1029 which decreased total open position to 23960
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 7.5, which was -2.70 lower than the previous day. The implied volatity was 33.57, the open interest changed by -240 which decreased total open position to 24749
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 10.2, which was 0.00 lower than the previous day. The implied volatity was 31.72, the open interest changed by -248 which decreased total open position to 25003
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 10.2, which was -0.50 lower than the previous day. The implied volatity was 31.57, the open interest changed by 158 which increased total open position to 25177
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 10.7, which was -0.50 lower than the previous day. The implied volatity was 31.36, the open interest changed by 332 which increased total open position to 25007
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 11.2, which was -0.35 lower than the previous day. The implied volatity was 30.59, the open interest changed by 1217 which increased total open position to 24744
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 11.55, which was 1.25 higher than the previous day. The implied volatity was 30.61, the open interest changed by 204 which increased total open position to 23526
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 10.3, which was -0.60 lower than the previous day. The implied volatity was 30.93, the open interest changed by -199 which decreased total open position to 23326
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 10.9, which was 0.65 higher than the previous day. The implied volatity was 32.13, the open interest changed by -283 which decreased total open position to 23512
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 10.25, which was -0.95 lower than the previous day. The implied volatity was 30.89, the open interest changed by -27 which decreased total open position to 23795
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 11.2, which was -1.30 lower than the previous day. The implied volatity was 31.33, the open interest changed by -20 which decreased total open position to 23830
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 12.5, which was -1.80 lower than the previous day. The implied volatity was 32.78, the open interest changed by -237 which decreased total open position to 23864
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 14.3, which was -0.85 lower than the previous day. The implied volatity was 31.85, the open interest changed by 146 which increased total open position to 24101
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 15.15, which was 0.65 higher than the previous day. The implied volatity was 30.93, the open interest changed by -1 which decreased total open position to 24035
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 14.5, which was -0.85 lower than the previous day. The implied volatity was 31.31, the open interest changed by 103 which increased total open position to 24040
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 15.35, 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 Oct NIFTY was trading at 24340.85. The strike last trading price was 16.7, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct NIFTY was trading at 24466.85. The strike last trading price was 17.45, 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 28 Oct NIFTY was trading at 24339.15. The strike last trading price was 16.65, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct NIFTY was trading at 24180.80. The strike last trading price was 17.5, 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 24 Oct NIFTY was trading at 24399.40. The strike last trading price was 16.25, 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 23 Oct NIFTY was trading at 24435.50. The strike last trading price was 16.7, 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 22 Oct NIFTY was trading at 24472.10. The strike last trading price was 16.85, which was 2.35 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 14.5, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 14.25, which was -3.95 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 18.2, 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 16 Oct NIFTY was trading at 24971.30. The strike last trading price was 19.55, 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 15 Oct NIFTY was trading at 25057.35. The strike last trading price was 18.05, 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 14 Oct NIFTY was trading at 25127.95. The strike last trading price was 19, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 19.75, 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 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 21, 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 9 Oct NIFTY was trading at 24981.95. The strike last trading price was 22.5, 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 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 25, 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 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 25.25, which was 2.95 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 22.3, which was 1.00 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 21.3, 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 1 Oct NIFTY was trading at 25796.90. The strike last trading price was 21.7, 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 30 Sept NIFTY was trading at 25810.85. The strike last trading price was 20.9, which was -1.60 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 22.50, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to