NIFTY
Nifty
Historical option data for NIFTY
20 Dec 2024 04:11 PM IST
| NIFTY 26DEC2024 20000 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 | 3648.6 | -367.75 | - | 425.667 | -2.333 | 3,906.333 | |||
| 19 Dec | 23951.70 | 4016.35 | -241.60 | - | 150.333 | -33 | 3,909.667 | |||
| 18 Dec | 24198.85 | 4257.95 | -144.05 | - | 269 | -15.667 | 3,943.667 | |||
| 17 Dec | 24336.00 | 4402 | -317.00 | - | 179.667 | -2 | 3,959.333 | |||
| 16 Dec | 24668.25 | 4719 | -142.15 | - | 477.667 | -17.667 | 3,964.667 | |||
| 13 Dec | 24768.30 | 4861.15 | 223.45 | - | 166.333 | -28.333 | 3,982 | |||
| 12 Dec | 24548.70 | 4637.7 | -97.05 | - | 59.667 | -5.667 | 4,010.333 | |||
| 11 Dec | 24641.80 | 4734.75 | 58.65 | 53.66 | 188.333 | -10 | 4,016 | |||
| 10 Dec | 24610.05 | 4676.1 | 6.05 | - | 164.333 | -29 | 4,026 | |||
| 9 Dec | 24619.00 | 4670.05 | -80.70 | - | 138.667 | 0.667 | 4,055 | |||
| 6 Dec | 24677.80 | 4750.75 | -10.90 | - | 141.667 | -41 | 4,054 | |||
| 5 Dec | 24708.40 | 4761.65 | 219.70 | - | 172 | 6.333 | 4,095 | |||
| 4 Dec | 24467.45 | 4541.95 | 38.00 | - | 123.667 | 17.333 | 4,088.333 | |||
| 3 Dec | 24457.15 | 4503.95 | 96.40 | - | 56 | -0.667 | 4,070.667 | |||
| 2 Dec | 24276.05 | 4407.55 | 132.45 | - | 144 | 1 | 4,071 | |||
| 29 Nov | 24131.10 | 4275.1 | 174.30 | 29.44 | 199.333 | 27.667 | 4,070 | |||
| 28 Nov | 23914.15 | 4100.8 | -311.20 | 17.57 | 333.333 | 16.333 | 4,042 | |||
| 27 Nov | 24274.90 | 4412 | 102.00 | - | 137.333 | -0.333 | 4,025.333 | |||
| 26 Nov | 24194.50 | 4310 | -95.75 | - | 178 | 26.333 | 4,027 | |||
| 25 Nov | 24221.90 | 4405.75 | 419.80 | - | 141.333 | 67.667 | 4,002 | |||
| 22 Nov | 23907.25 | 3985.95 | 513.05 | - | 264 | 41 | 3,975.333 | |||
| 21 Nov | 23349.90 | 3472.9 | -137.40 | - | 355.333 | -119 | 3,935.333 | |||
| 19 Nov | 23518.50 | 3610.3 | -21.00 | - | 319.667 | -79 | 4,055.667 | |||
| 18 Nov | 23453.80 | 3631.3 | -96.15 | - | 295.333 | -42.667 | 4,135 | |||
| 14 Nov | 23532.70 | 3727.45 | -64.85 | - | 422.333 | -206.333 | 4,179 | |||
| 13 Nov | 23559.05 | 3792.3 | -230.50 | - | 456.333 | 138 | 4,385.667 | |||
| 12 Nov | 23883.45 | 4022.8 | -297.15 | - | 178 | 52.333 | 4,265 | |||
| 11 Nov | 24141.30 | 4319.95 | 28.70 | - | 65.667 | 0 | 4,213.667 | |||
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| 8 Nov | 24148.20 | 4291.25 | -116.50 | - | 55.667 | -6.333 | 4,214.333 | |||
| 7 Nov | 24199.35 | 4407.75 | -272.25 | - | 72.333 | -13.333 | 4,221 | |||
| 6 Nov | 24484.05 | 4680 | 282.80 | - | 66.333 | 3.333 | 4,234.333 | |||
| 5 Nov | 24213.30 | 4397.2 | 208.85 | - | 112.333 | -6.667 | 4,232.333 | |||
| 4 Nov | 23995.35 | 4188.35 | -259.80 | - | 357 | 43 | 4,246.333 | |||
| 1 Nov | 24304.35 | 4448.15 | -51.85 | - | 11.333 | 4.333 | 4,203.333 | |||
| 31 Oct | 24205.35 | 4500 | -82.75 | - | 120.667 | -16.667 | 4,199 | |||
| 30 Oct | 24340.85 | 4582.75 | -97.25 | - | 429.667 | 178 | 4,216.667 | |||
| 29 Oct | 24466.85 | 4680 | 87.50 | - | 129.667 | -42.667 | 4,039.667 | |||
| 28 Oct | 24339.15 | 4592.5 | 158.30 | - | 109.333 | -47.667 | 4,083.667 | |||
| 25 Oct | 24180.80 | 4434.2 | -245.80 | - | 341 | 111 | 4,131.333 | |||
| 24 Oct | 24399.40 | 4680 | -6.40 | - | 47.333 | -8 | 4,020.333 | |||
| 23 Oct | 24435.50 | 4686.4 | -47.45 | - | 521.333 | -157 | 4,029 | |||
| 22 Oct | 24472.10 | 4733.85 | -253.00 | - | 751 | -102.667 | 4,186.667 | |||
| 21 Oct | 24781.10 | 4986.85 | -167.80 | - | 68 | -16 | 4,290 | |||
| 18 Oct | 24854.05 | 5154.65 | 104.70 | - | 1,046.667 | -231.667 | 4,305.667 | |||
| 17 Oct | 24749.85 | 5049.95 | -164.70 | - | 1,198 | 8.667 | 4,538 | |||
| 16 Oct | 24971.30 | 5214.65 | -95.35 | - | 313.667 | 217.333 | 4,529.333 | |||
| 15 Oct | 25057.35 | 5310 | -106.40 | - | 8.667 | -2.333 | 4,311.333 | |||
| 14 Oct | 25127.95 | 5416.4 | 175.05 | - | 46.333 | -4.667 | 4,314 | |||
| 11 Oct | 24964.25 | 5241.35 | -93.85 | - | 78.667 | 2.333 | 4,321 | |||
| 10 Oct | 24998.45 | 5335.2 | 16.25 | - | 67.667 | 13 | 4,321 | |||
| 9 Oct | 24981.95 | 5318.95 | 12.75 | - | 105.333 | -0.667 | 4,308.333 | |||
| 8 Oct | 25013.15 | 5306.2 | 225.65 | - | 357.333 | -174 | 4,309 | |||
| 7 Oct | 24795.75 | 5080.55 | -268.40 | - | 926 | 36.667 | 4,483 | |||
| 4 Oct | 25014.60 | 5348.95 | -261.10 | - | 1,308 | 269 | 4,446.667 | |||
| 3 Oct | 25250.10 | 5610.05 | -459.95 | - | 634.333 | -47.333 | 4,177.333 | |||
| 1 Oct | 25796.90 | 6070 | 15.25 | - | 8.333 | -6 | 4,224.333 | |||
| 30 Sept | 25810.85 | 6054.75 | -349.85 | - | 120.333 | 62.667 | 4,230.333 | |||
| 27 Sept | 26173.35 | 6404.60 | - | 84 | -27.667 | 4,168.333 | ||||
For Nifty - strike price 20000 expiring on 26DEC2024
Delta for 20000 CE is -
Historical price for 20000 CE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 3648.6, which was -367.75 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 11719
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 4016.35, which was -241.60 lower than the previous day. The implied volatity was -, the open interest changed by -99 which decreased total open position to 11729
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 4257.95, which was -144.05 lower than the previous day. The implied volatity was -, the open interest changed by -47 which decreased total open position to 11831
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 4402, which was -317.00 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 11878
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 4719, which was -142.15 lower than the previous day. The implied volatity was -, the open interest changed by -53 which decreased total open position to 11894
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 4861.15, which was 223.45 higher than the previous day. The implied volatity was -, the open interest changed by -85 which decreased total open position to 11946
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 4637.7, which was -97.05 lower than the previous day. The implied volatity was -, the open interest changed by -17 which decreased total open position to 12031
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 4734.75, which was 58.65 higher than the previous day. The implied volatity was 53.66, the open interest changed by -30 which decreased total open position to 12048
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 4676.1, which was 6.05 higher than the previous day. The implied volatity was -, the open interest changed by -87 which decreased total open position to 12078
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 4670.05, which was -80.70 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 12165
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 4750.75, which was -10.90 lower than the previous day. The implied volatity was -, the open interest changed by -123 which decreased total open position to 12162
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 4761.65, which was 219.70 higher than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 12285
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 4541.95, which was 38.00 higher than the previous day. The implied volatity was -, the open interest changed by 52 which increased total open position to 12265
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 4503.95, which was 96.40 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 12212
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 4407.55, which was 132.45 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 12213
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 4275.1, which was 174.30 higher than the previous day. The implied volatity was 29.44, the open interest changed by 83 which increased total open position to 12210
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 4100.8, which was -311.20 lower than the previous day. The implied volatity was 17.57, the open interest changed by 49 which increased total open position to 12126
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 4412, which was 102.00 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 12076
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 4310, which was -95.75 lower than the previous day. The implied volatity was -, the open interest changed by 79 which increased total open position to 12081
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 4405.75, which was 419.80 higher than the previous day. The implied volatity was -, the open interest changed by 203 which increased total open position to 12006
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 3985.95, which was 513.05 higher than the previous day. The implied volatity was -, the open interest changed by 123 which increased total open position to 11926
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 3472.9, which was -137.40 lower than the previous day. The implied volatity was -, the open interest changed by -357 which decreased total open position to 11806
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 3610.3, which was -21.00 lower than the previous day. The implied volatity was -, the open interest changed by -237 which decreased total open position to 12167
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 3631.3, which was -96.15 lower than the previous day. The implied volatity was -, the open interest changed by -128 which decreased total open position to 12405
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 3727.45, which was -64.85 lower than the previous day. The implied volatity was -, the open interest changed by -619 which decreased total open position to 12537
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 3792.3, which was -230.50 lower than the previous day. The implied volatity was -, the open interest changed by 414 which increased total open position to 13157
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 4022.8, which was -297.15 lower than the previous day. The implied volatity was -, the open interest changed by 157 which increased total open position to 12795
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 4319.95, which was 28.70 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12641
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 4291.25, which was -116.50 lower than the previous day. The implied volatity was -, the open interest changed by -19 which decreased total open position to 12643
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 4407.75, which was -272.25 lower than the previous day. The implied volatity was -, the open interest changed by -40 which decreased total open position to 12663
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 4680, which was 282.80 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 12703
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 4397.2, which was 208.85 higher than the previous day. The implied volatity was -, the open interest changed by -20 which decreased total open position to 12697
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 4188.35, which was -259.80 lower than the previous day. The implied volatity was -, the open interest changed by 129 which increased total open position to 12739
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 4448.15, which was -51.85 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 12610
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 4500, which was -82.75 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 4582.75, which was -97.25 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 4680, which was 87.50 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 4592.5, which was 158.30 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 4434.2, which was -245.80 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 4680, which was -6.40 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 4686.4, which was -47.45 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 4733.85, which was -253.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct NIFTY was trading at 24781.10. The strike last trading price was 4986.85, which was -167.80 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 5154.65, which was 104.70 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 5049.95, which was -164.70 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 5214.65, which was -95.35 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 5310, which was -106.40 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 5416.4, which was 175.05 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 5241.35, which was -93.85 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 5335.2, which was 16.25 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 5318.95, which was 12.75 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 5306.2, which was 225.65 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 5080.55, which was -268.40 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 5348.95, which was -261.10 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 5610.05, which was -459.95 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 6070, which was 15.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept NIFTY was trading at 25810.85. The strike last trading price was 6054.75, which was -349.85 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 6404.60, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 26DEC2024 20000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.00
Vega: 0.11
Theta: -0.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23587.50 | 0.4 | -0.50 | 43.24 | 2,82,527.333 | 32,387 | 55,732.333 |
| 19 Dec | 23951.70 | 0.9 | -0.65 | 46.28 | 21,043.333 | 2,502.667 | 23,329 |
| 18 Dec | 24198.85 | 1.55 | 0.00 | 48.04 | 7,446 | -174 | 20,827.333 |
| 17 Dec | 24336.00 | 1.55 | 0.10 | 46.24 | 7,947.333 | -367.333 | 21,004.333 |
| 16 Dec | 24668.25 | 1.45 | -0.60 | - | 3,045 | 115 | 21,377 |
| 13 Dec | 24768.30 | 2.05 | -0.05 | 43.11 | 9,434.333 | -253.667 | 21,237.333 |
| 12 Dec | 24548.70 | 2.1 | -0.30 | 40.02 | 3,446.667 | -221.333 | 21,457.333 |
| 11 Dec | 24641.80 | 2.4 | -0.40 | 39.87 | 5,029.333 | -2,369.667 | 21,703.333 |
| 10 Dec | 24610.05 | 2.8 | -0.45 | 39.23 | 2,013 | 66 | 24,100.667 |
| 9 Dec | 24619.00 | 3.25 | -1.15 | 38.78 | 7,729 | 366.667 | 24,034.667 |
| 6 Dec | 24677.80 | 4.4 | -0.25 | 37.40 | 4,940.667 | 187.333 | 23,665 |
| 5 Dec | 24708.40 | 4.65 | -0.10 | 36.98 | 5,525 | -232.667 | 23,342.667 |
| 4 Dec | 24467.45 | 4.75 | 0.30 | 34.83 | 2,884.667 | -647.333 | 23,575.333 |
| 3 Dec | 24457.15 | 4.45 | -0.45 | 33.75 | 3,184.667 | -28.667 | 24,224 |
| 2 Dec | 24276.05 | 4.9 | -0.30 | 32.49 | 3,069 | -53.333 | 24,255.333 |
| 29 Nov | 24131.10 | 5.2 | -0.65 | 30.12 | 5,080 | 483.667 | 24,309.333 |
| 28 Nov | 23914.15 | 5.85 | -0.15 | 29.15 | 8,323.333 | -308.333 | 23,839.333 |
| 27 Nov | 24274.90 | 6 | -1.05 | 30.49 | 10,488 | -717.667 | 24,200.667 |
| 26 Nov | 24194.50 | 7.05 | 0.00 | 30.19 | 2,267.667 | -143.667 | 24,938 |
| 25 Nov | 24221.90 | 7.05 | -3.20 | 30.04 | 10,638 | -103 | 25,071 |
| 22 Nov | 23907.25 | 10.25 | -3.90 | 28.27 | 7,830.667 | 300.333 | 25,474.333 |
| 21 Nov | 23349.90 | 14.15 | -1.55 | 26.29 | 6,321.333 | 845.667 | 25,077.667 |
| 19 Nov | 23518.50 | 15.7 | 3.30 | 26.77 | 6,792 | -354.667 | 24,253 |
| 18 Nov | 23453.80 | 12.4 | -1.35 | 25.47 | 9,231 | 1,041.333 | 24,597.667 |
| 14 Nov | 23532.70 | 13.75 | -1.70 | 25.21 | 2,859.667 | 257.667 | 23,558 |
| 13 Nov | 23559.05 | 15.45 | 1.95 | 25.63 | 7,200.333 | 406 | 23,300 |
| 12 Nov | 23883.45 | 13.5 | -0.15 | 26.03 | 2,839 | -103 | 22,800.333 |
| 11 Nov | 24141.30 | 13.65 | -0.05 | 27.16 | 4,681 | -272.667 | 22,899.333 |
| 8 Nov | 24148.20 | 13.7 | -1.10 | 26.35 | 2,455.667 | 102 | 23,163.333 |
| 7 Nov | 24199.35 | 14.8 | -0.35 | 26.79 | 3,572 | -165.667 | 22,943.333 |
| 6 Nov | 24484.05 | 15.15 | -4.75 | 27.97 | 4,460.667 | -228.333 | 23,122 |
| 5 Nov | 24213.30 | 19.9 | -2.60 | 27.57 | 2,996.333 | 92.333 | 23,352 |
| 4 Nov | 23995.35 | 22.5 | 0.95 | 26.91 | 4,657.667 | 621.667 | 23,256.333 |
| 1 Nov | 24304.35 | 21.55 | -0.25 | 27.50 | 982 | -229 | 22,637 |
| 31 Oct | 24205.35 | 21.8 | -2.95 | - | 7,666 | 4,749 | 22,866 |
| 30 Oct | 24340.85 | 24.75 | 1.50 | - | 1,063.667 | 319.333 | 18,119 |
| 29 Oct | 24466.85 | 23.25 | 2.25 | - | 3,627 | 1,323 | 17,795.667 |
| 28 Oct | 24339.15 | 21 | -2.40 | - | 871.333 | 131.333 | 16,472.667 |
| 25 Oct | 24180.80 | 23.4 | 1.90 | - | 4,050.667 | 648 | 16,341.333 |
| 24 Oct | 24399.40 | 21.5 | -1.50 | - | 927 | 235.333 | 15,695 |
| 23 Oct | 24435.50 | 23 | 0.60 | - | 1,240.333 | -87.667 | 15,458 |
| 22 Oct | 24472.10 | 22.4 | 1.10 | - | 2,788.333 | 4.333 | 15,721.667 |
| 21 Oct | 24781.10 | 21.3 | 2.00 | - | 1,533.333 | -68.667 | 15,716 |
| 18 Oct | 24854.05 | 19.3 | -3.60 | - | 8,828 | 1,091 | 15,801.333 |
| 17 Oct | 24749.85 | 22.9 | -0.20 | - | 6,809 | 1,438 | 14,710 |
| 16 Oct | 24971.30 | 23.1 | 0.80 | - | 1,008.333 | 36 | 13,268.667 |
| 15 Oct | 25057.35 | 22.3 | -1.15 | - | 702.333 | -9 | 13,234 |
| 14 Oct | 25127.95 | 23.45 | -2.05 | - | 362.333 | -71.333 | 13,243 |
| 11 Oct | 24964.25 | 25.5 | 0.45 | - | 402.333 | 13 | 13,317 |
| 10 Oct | 24998.45 | 25.05 | -2.75 | - | 382.667 | 65.667 | 13,304.333 |
| 9 Oct | 24981.95 | 27.8 | -2.00 | - | 453 | 80.667 | 13,241.667 |
| 8 Oct | 25013.15 | 29.8 | -0.20 | - | 893.667 | -196.667 | 13,159.667 |
| 7 Oct | 24795.75 | 30 | 4.75 | - | 1,830 | -11.667 | 13,357.333 |
| 4 Oct | 25014.60 | 25.25 | -4.15 | - | 3,197.333 | -221.667 | 13,677.667 |
| 3 Oct | 25250.10 | 29.4 | 4.40 | - | 1,717.333 | -20 | 14,002 |
| 1 Oct | 25796.90 | 25 | -3.00 | - | 318.333 | 3.333 | 14,018.667 |
| 30 Sept | 25810.85 | 28 | 0.25 | - | 861.333 | 15.667 | 14,005 |
| 27 Sept | 26173.35 | 27.75 | - | 661.667 | -133.667 | 13,992.333 | |
For Nifty - strike price 20000 expiring on 26DEC2024
Delta for 20000 PE is -0.00
Historical price for 20000 PE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 0.4, which was -0.50 lower than the previous day. The implied volatity was 43.24, the open interest changed by 97161 which increased total open position to 167197
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 0.9, which was -0.65 lower than the previous day. The implied volatity was 46.28, the open interest changed by 7508 which increased total open position to 69987
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 1.55, which was 0.00 lower than the previous day. The implied volatity was 48.04, the open interest changed by -522 which decreased total open position to 62482
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 1.55, which was 0.10 higher than the previous day. The implied volatity was 46.24, the open interest changed by -1102 which decreased total open position to 63013
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 1.45, which was -0.60 lower than the previous day. The implied volatity was -, the open interest changed by 345 which increased total open position to 64131
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 2.05, which was -0.05 lower than the previous day. The implied volatity was 43.11, the open interest changed by -761 which decreased total open position to 63712
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 2.1, which was -0.30 lower than the previous day. The implied volatity was 40.02, the open interest changed by -664 which decreased total open position to 64372
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 2.4, which was -0.40 lower than the previous day. The implied volatity was 39.87, the open interest changed by -7109 which decreased total open position to 65110
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 2.8, which was -0.45 lower than the previous day. The implied volatity was 39.23, the open interest changed by 198 which increased total open position to 72302
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 3.25, which was -1.15 lower than the previous day. The implied volatity was 38.78, the open interest changed by 1100 which increased total open position to 72104
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 4.4, which was -0.25 lower than the previous day. The implied volatity was 37.40, the open interest changed by 562 which increased total open position to 70995
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 4.65, which was -0.10 lower than the previous day. The implied volatity was 36.98, the open interest changed by -698 which decreased total open position to 70028
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 4.75, which was 0.30 higher than the previous day. The implied volatity was 34.83, the open interest changed by -1942 which decreased total open position to 70726
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 4.45, which was -0.45 lower than the previous day. The implied volatity was 33.75, the open interest changed by -86 which decreased total open position to 72672
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 4.9, which was -0.30 lower than the previous day. The implied volatity was 32.49, the open interest changed by -160 which decreased total open position to 72766
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 5.2, which was -0.65 lower than the previous day. The implied volatity was 30.12, the open interest changed by 1451 which increased total open position to 72928
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 5.85, which was -0.15 lower than the previous day. The implied volatity was 29.15, the open interest changed by -925 which decreased total open position to 71518
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 6, which was -1.05 lower than the previous day. The implied volatity was 30.49, the open interest changed by -2153 which decreased total open position to 72602
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 7.05, which was 0.00 lower than the previous day. The implied volatity was 30.19, the open interest changed by -431 which decreased total open position to 74814
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 7.05, which was -3.20 lower than the previous day. The implied volatity was 30.04, the open interest changed by -309 which decreased total open position to 75213
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 10.25, which was -3.90 lower than the previous day. The implied volatity was 28.27, the open interest changed by 901 which increased total open position to 76423
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 14.15, which was -1.55 lower than the previous day. The implied volatity was 26.29, the open interest changed by 2537 which increased total open position to 75233
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 15.7, which was 3.30 higher than the previous day. The implied volatity was 26.77, the open interest changed by -1064 which decreased total open position to 72759
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 12.4, which was -1.35 lower than the previous day. The implied volatity was 25.47, the open interest changed by 3124 which increased total open position to 73793
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 13.75, which was -1.70 lower than the previous day. The implied volatity was 25.21, the open interest changed by 773 which increased total open position to 70674
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 15.45, which was 1.95 higher than the previous day. The implied volatity was 25.63, the open interest changed by 1218 which increased total open position to 69900
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 13.5, which was -0.15 lower than the previous day. The implied volatity was 26.03, the open interest changed by -309 which decreased total open position to 68401
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 13.65, which was -0.05 lower than the previous day. The implied volatity was 27.16, the open interest changed by -818 which decreased total open position to 68698
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 13.7, which was -1.10 lower than the previous day. The implied volatity was 26.35, the open interest changed by 306 which increased total open position to 69490
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 14.8, which was -0.35 lower than the previous day. The implied volatity was 26.79, the open interest changed by -497 which decreased total open position to 68830
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 15.15, which was -4.75 lower than the previous day. The implied volatity was 27.97, the open interest changed by -685 which decreased total open position to 69366
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 19.9, which was -2.60 lower than the previous day. The implied volatity was 27.57, the open interest changed by 277 which increased total open position to 70056
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 22.5, which was 0.95 higher than the previous day. The implied volatity was 26.91, the open interest changed by 1865 which increased total open position to 69769
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 21.55, which was -0.25 lower than the previous day. The implied volatity was 27.50, the open interest changed by -687 which decreased total open position to 67911
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 21.8, which was -2.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct NIFTY was trading at 24340.85. The strike last trading price was 24.75, 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 29 Oct NIFTY was trading at 24466.85. The strike last trading price was 23.25, 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 28 Oct NIFTY was trading at 24339.15. The strike last trading price was 21, which was -2.40 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 23.4, which was 1.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct NIFTY was trading at 24399.40. The strike last trading price was 21.5, 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 23 Oct NIFTY was trading at 24435.50. The strike last trading price was 23, 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 22 Oct NIFTY was trading at 24472.10. The strike last trading price was 22.4, 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 21 Oct NIFTY was trading at 24781.10. The strike last trading price was 21.3, which was 2.00 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 19.3, which was -3.60 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 22.9, which was -0.20 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 23.1, 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 15 Oct NIFTY was trading at 25057.35. The strike last trading price was 22.3, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct NIFTY was trading at 25127.95. The strike last trading price was 23.45, which was -2.05 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 25.5, 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 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 25.05, which was -2.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct NIFTY was trading at 24981.95. The strike last trading price was 27.8, which was -2.00 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 29.8, which was -0.20 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 30, which was 4.75 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 25.25, which was -4.15 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 29.4, which was 4.40 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 25, which was -3.00 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 28, 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 27 Sept NIFTY was trading at 26173.35. The strike last trading price was 27.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
