NIFTY
Nifty
Historical option data for NIFTY
20 Dec 2024 04:11 PM IST
| NIFTY 26DEC2024 21000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 23587.50 | 2640.9 | -375.30 | - | 1,716.333 | -808 | 6,430.333 | |||
| 19 Dec | 23951.70 | 3016.2 | -254.40 | 49.27 | 1,493 | -79 | 7,239 | |||
| 18 Dec | 24198.85 | 3270.6 | -137.45 | 45.45 | 356 | -69.667 | 7,318 | |||
| 17 Dec | 24336.00 | 3408.05 | -321.80 | 56.13 | 536.667 | -62.333 | 7,387.667 | |||
| 16 Dec | 24668.25 | 3729.85 | -132.25 | 53.00 | 200 | -24.333 | 7,450 | |||
| 13 Dec | 24768.30 | 3862.1 | 207.30 | 38.25 | 430.333 | -151.333 | 7,474.333 | |||
| 12 Dec | 24548.70 | 3654.8 | -80.45 | 47.12 | 93.333 | -53.333 | 7,626.333 | |||
| 11 Dec | 24641.80 | 3735.25 | 54.85 | 41.51 | 213.333 | -76.333 | 7,679.667 | |||
| 10 Dec | 24610.05 | 3680.4 | -14.20 | - | 84 | -39.667 | 7,757.333 | |||
| 9 Dec | 24619.00 | 3694.6 | -79.50 | - | 271.667 | -164.667 | 7,798.333 | |||
| 6 Dec | 24677.80 | 3774.1 | 4.10 | - | 99 | -23 | 7,963.667 | |||
| 5 Dec | 24708.40 | 3770 | 230.40 | - | 142.333 | -70.333 | 7,990.333 | |||
| 4 Dec | 24467.45 | 3539.6 | 15.20 | - | 208.333 | -54 | 8,061.667 | |||
| 3 Dec | 24457.15 | 3524.4 | 124.45 | - | 162.333 | -17.333 | 8,115 | |||
| 2 Dec | 24276.05 | 3399.95 | 116.00 | - | 265.667 | 47 | 8,132 | |||
| 29 Nov | 24131.10 | 3283.95 | 153.95 | 23.67 | 142.333 | 28.333 | 8,086.333 | |||
| 28 Nov | 23914.15 | 3130 | -292.25 | 24.12 | 266 | 34.333 | 8,060.333 | |||
| 27 Nov | 24274.90 | 3422.25 | 101.40 | - | 98.333 | -15 | 8,026.333 | |||
| 26 Nov | 24194.50 | 3320.85 | -87.20 | - | 255.667 | -24.333 | 8,041 | |||
| 25 Nov | 24221.90 | 3408.05 | 393.00 | - | 324 | 69.667 | 8,067 | |||
| 22 Nov | 23907.25 | 3015.05 | 510.05 | - | 277 | 24.333 | 8,021.667 | |||
| 21 Nov | 23349.90 | 2505 | -125.80 | - | 534.333 | 73 | 7,998.333 | |||
| 19 Nov | 23518.50 | 2630.8 | -27.60 | - | 1,108 | -256 | 7,924 | |||
| 18 Nov | 23453.80 | 2658.4 | -86.35 | - | 338 | 30.667 | 8,182.333 | |||
| 14 Nov | 23532.70 | 2744.75 | -90.25 | - | 635 | -108.333 | 8,150.667 | |||
| 13 Nov | 23559.05 | 2835 | -221.15 | - | 570 | -64 | 8,259 | |||
| 12 Nov | 23883.45 | 3056.15 | -303.25 | - | 116.333 | -8 | 8,343.333 | |||
| 11 Nov | 24141.30 | 3359.4 | 41.40 | - | 253.333 | 17 | 8,352 | |||
|
|
||||||||||
| 8 Nov | 24148.20 | 3318 | -99.75 | - | 97.667 | -27 | 8,335 | |||
| 7 Nov | 24199.35 | 3417.75 | -305.90 | - | 201.333 | -42.333 | 8,362 | |||
| 6 Nov | 24484.05 | 3723.65 | 313.35 | - | 180 | -8.333 | 8,404.667 | |||
| 5 Nov | 24213.30 | 3410.3 | 190.30 | - | 169 | -12.333 | 8,413 | |||
| 4 Nov | 23995.35 | 3220 | -267.20 | - | 517.667 | 139.667 | 8,429.333 | |||
| 1 Nov | 24304.35 | 3487.2 | -46.15 | - | 29 | -5.667 | 8,287 | |||
| 31 Oct | 24205.35 | 3533.35 | -104.20 | - | 180.667 | 25 | 8,292.667 | |||
| 30 Oct | 24340.85 | 3637.55 | -74.70 | - | 522.667 | -233.333 | 8,268.667 | |||
| 29 Oct | 24466.85 | 3712.25 | 109.70 | - | 127.667 | -33 | 8,502 | |||
| 28 Oct | 24339.15 | 3602.55 | 136.50 | - | 141.333 | -13.333 | 8,535 | |||
| 25 Oct | 24180.80 | 3466.05 | -242.90 | - | 348 | -132.667 | 8,548.333 | |||
| 24 Oct | 24399.40 | 3708.95 | -28.35 | - | 107.333 | -34.333 | 8,681.333 | |||
| 23 Oct | 24435.50 | 3737.3 | -52.60 | - | 399.667 | 119.333 | 8,713.667 | |||
| 22 Oct | 24472.10 | 3789.9 | -211.70 | - | 368.667 | 32 | 8,595.333 | |||
| 21 Oct | 24781.10 | 4001.6 | -204.05 | - | 38.333 | -3.667 | 8,563.333 | |||
| 18 Oct | 24854.05 | 4205.65 | 142.45 | - | 488.667 | 18.333 | 8,567.333 | |||
| 17 Oct | 24749.85 | 4063.2 | -190.75 | - | 533 | 48 | 8,550 | |||
| 16 Oct | 24971.30 | 4253.95 | -98.75 | - | 144.667 | 29 | 8,502.667 | |||
| 15 Oct | 25057.35 | 4352.7 | -73.30 | - | 113.333 | -20.667 | 8,474 | |||
| 14 Oct | 25127.95 | 4426 | 146.00 | - | 22.333 | 2.333 | 8,495 | |||
| 11 Oct | 24964.25 | 4280 | -68.85 | - | 105.667 | -6.667 | 8,492.667 | |||
| 10 Oct | 24998.45 | 4348.85 | 7.10 | - | 63.667 | 18 | 8,501 | |||
| 9 Oct | 24981.95 | 4341.75 | -9.25 | - | 204.333 | 59.333 | 8,482.667 | |||
| 8 Oct | 25013.15 | 4351 | 158.35 | - | 209 | -111.333 | 8,423.333 | |||
| 7 Oct | 24795.75 | 4192.65 | -219.75 | - | 605.667 | -87 | 8,535.333 | |||
| 4 Oct | 25014.60 | 4412.4 | -248.05 | - | 663.333 | -165.667 | 8,628.333 | |||
| 3 Oct | 25250.10 | 4660.45 | -453.85 | - | 1,621.333 | -1.667 | 8,795 | |||
| 1 Oct | 25796.90 | 5114.3 | 14.30 | - | 117 | 6 | 8,802 | |||
| 30 Sept | 25810.85 | 5100 | -324.30 | - | 473 | 319.667 | 8,797.667 | |||
| 27 Sept | 26173.35 | 5424.30 | - | 134.667 | 10.333 | 8,479.667 | ||||
For Nifty - strike price 21000 expiring on 26DEC2024
Delta for 21000 CE is -
Historical price for 21000 CE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 2640.9, which was -375.30 lower than the previous day. The implied volatity was -, the open interest changed by -2424 which decreased total open position to 19291
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 3016.2, which was -254.40 lower than the previous day. The implied volatity was 49.27, the open interest changed by -237 which decreased total open position to 21717
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 3270.6, which was -137.45 lower than the previous day. The implied volatity was 45.45, the open interest changed by -209 which decreased total open position to 21954
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 3408.05, which was -321.80 lower than the previous day. The implied volatity was 56.13, the open interest changed by -187 which decreased total open position to 22163
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 3729.85, which was -132.25 lower than the previous day. The implied volatity was 53.00, the open interest changed by -73 which decreased total open position to 22350
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 3862.1, which was 207.30 higher than the previous day. The implied volatity was 38.25, the open interest changed by -454 which decreased total open position to 22423
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 3654.8, which was -80.45 lower than the previous day. The implied volatity was 47.12, the open interest changed by -160 which decreased total open position to 22879
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 3735.25, which was 54.85 higher than the previous day. The implied volatity was 41.51, the open interest changed by -229 which decreased total open position to 23039
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 3680.4, which was -14.20 lower than the previous day. The implied volatity was -, the open interest changed by -119 which decreased total open position to 23272
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 3694.6, which was -79.50 lower than the previous day. The implied volatity was -, the open interest changed by -494 which decreased total open position to 23395
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 3774.1, which was 4.10 higher than the previous day. The implied volatity was -, the open interest changed by -69 which decreased total open position to 23891
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 3770, which was 230.40 higher than the previous day. The implied volatity was -, the open interest changed by -211 which decreased total open position to 23971
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 3539.6, which was 15.20 higher than the previous day. The implied volatity was -, the open interest changed by -162 which decreased total open position to 24185
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 3524.4, which was 124.45 higher than the previous day. The implied volatity was -, the open interest changed by -52 which decreased total open position to 24345
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 3399.95, which was 116.00 higher than the previous day. The implied volatity was -, the open interest changed by 141 which increased total open position to 24396
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 3283.95, which was 153.95 higher than the previous day. The implied volatity was 23.67, the open interest changed by 85 which increased total open position to 24259
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 3130, which was -292.25 lower than the previous day. The implied volatity was 24.12, the open interest changed by 103 which increased total open position to 24181
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 3422.25, which was 101.40 higher than the previous day. The implied volatity was -, the open interest changed by -45 which decreased total open position to 24079
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 3320.85, which was -87.20 lower than the previous day. The implied volatity was -, the open interest changed by -73 which decreased total open position to 24123
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 3408.05, which was 393.00 higher than the previous day. The implied volatity was -, the open interest changed by 209 which increased total open position to 24201
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 3015.05, which was 510.05 higher than the previous day. The implied volatity was -, the open interest changed by 73 which increased total open position to 24065
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 2505, which was -125.80 lower than the previous day. The implied volatity was -, the open interest changed by 219 which increased total open position to 23995
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 2630.8, which was -27.60 lower than the previous day. The implied volatity was -, the open interest changed by -768 which decreased total open position to 23772
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 2658.4, which was -86.35 lower than the previous day. The implied volatity was -, the open interest changed by 92 which increased total open position to 24547
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 2744.75, which was -90.25 lower than the previous day. The implied volatity was -, the open interest changed by -325 which decreased total open position to 24452
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 2835, which was -221.15 lower than the previous day. The implied volatity was -, the open interest changed by -192 which decreased total open position to 24777
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 3056.15, which was -303.25 lower than the previous day. The implied volatity was -, the open interest changed by -24 which decreased total open position to 25030
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 3359.4, which was 41.40 higher than the previous day. The implied volatity was -, the open interest changed by 51 which increased total open position to 25056
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 3318, which was -99.75 lower than the previous day. The implied volatity was -, the open interest changed by -81 which decreased total open position to 25005
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 3417.75, which was -305.90 lower than the previous day. The implied volatity was -, the open interest changed by -127 which decreased total open position to 25086
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 3723.65, which was 313.35 higher than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 25214
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 3410.3, which was 190.30 higher than the previous day. The implied volatity was -, the open interest changed by -37 which decreased total open position to 25239
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 3220, which was -267.20 lower than the previous day. The implied volatity was -, the open interest changed by 419 which increased total open position to 25288
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 3487.2, which was -46.15 lower than the previous day. The implied volatity was -, the open interest changed by -17 which decreased total open position to 24861
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 3533.35, which was -104.20 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 3637.55, which was -74.70 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 3712.25, which was 109.70 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 3602.55, which was 136.50 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 3466.05, which was -242.90 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 3708.95, which was -28.35 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 3737.3, which was -52.60 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 3789.9, which was -211.70 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 4001.6, which was -204.05 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 4205.65, which was 142.45 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 4063.2, which was -190.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct NIFTY was trading at 24971.30. The strike last trading price was 4253.95, which was -98.75 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 4352.7, which was -73.30 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 4426, which was 146.00 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 4280, which was -68.85 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 4348.85, which was 7.10 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 4341.75, which was -9.25 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 4351, which was 158.35 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 4192.65, which was -219.75 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 4412.4, which was -248.05 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 4660.45, which was -453.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct NIFTY was trading at 25796.90. The strike last trading price was 5114.3, which was 14.30 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 5100, which was -324.30 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 5424.30, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 26DEC2024 21000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.00
Vega: 0.33
Theta: -0.94
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23587.50 | 1.2 | -0.20 | 35.07 | 8,02,999.667 | 33,209.667 | 66,168 |
| 19 Dec | 23951.70 | 1.4 | -0.30 | 36.45 | 26,077 | 3,371 | 32,935 |
| 18 Dec | 24198.85 | 1.7 | 0.20 | 37.28 | 8,772.667 | 603 | 29,563.667 |
| 17 Dec | 24336.00 | 1.5 | -0.30 | 35.66 | 8,269.667 | -942 | 28,961.333 |
| 16 Dec | 24668.25 | 1.8 | -0.60 | 37.27 | 8,133.667 | -220 | 29,944 |
| 13 Dec | 24768.30 | 2.4 | -0.60 | 34.86 | 11,094 | -185.667 | 30,170 |
| 12 Dec | 24548.70 | 3 | -0.15 | 32.74 | 4,376 | -71 | 30,351.667 |
| 11 Dec | 24641.80 | 3.15 | -0.30 | 32.49 | 12,982.333 | -2,387 | 30,401 |
| 10 Dec | 24610.05 | 3.45 | -0.60 | 31.77 | 4,000.333 | 330 | 32,775.667 |
| 9 Dec | 24619.00 | 4.05 | -1.65 | 31.50 | 4,385 | 140 | 32,459 |
| 6 Dec | 24677.80 | 5.7 | 0.20 | 30.72 | 3,905.667 | 139 | 32,437.667 |
| 5 Dec | 24708.40 | 5.5 | -0.20 | 30.09 | 10,664.333 | -886.667 | 32,308.333 |
| 4 Dec | 24467.45 | 5.7 | -0.15 | 28.09 | 6,644 | 263.667 | 33,212.667 |
| 3 Dec | 24457.15 | 5.85 | -0.10 | 27.50 | 4,325.333 | -580.667 | 32,914 |
| 2 Dec | 24276.05 | 5.95 | -0.65 | 26.01 | 8,086.667 | -113.667 | 33,491.667 |
| 29 Nov | 24131.10 | 6.6 | -1.35 | 24.09 | 12,945 | -384.667 | 33,566 |
| 28 Nov | 23914.15 | 7.95 | -0.10 | 23.34 | 12,500.333 | 2,073 | 33,957.667 |
| 27 Nov | 24274.90 | 8.05 | -2.70 | 24.84 | 5,748 | 240.333 | 31,885.333 |
| 26 Nov | 24194.50 | 10.75 | -0.20 | 25.02 | 8,402.333 | -2,572.667 | 31,660.667 |
| 25 Nov | 24221.90 | 10.95 | -7.05 | 25.05 | 27,302.333 | 252.667 | 34,281.333 |
| 22 Nov | 23907.25 | 18 | -8.75 | 23.77 | 17,669.667 | -785.667 | 33,243 |
| 21 Nov | 23349.90 | 26.75 | -1.25 | 21.85 | 14,385.667 | 2,118.667 | 34,019.667 |
| 19 Nov | 23518.50 | 28 | 5.70 | 22.31 | 19,073.333 | -184.333 | 31,830.667 |
| 18 Nov | 23453.80 | 22.3 | 0.35 | 21.09 | 12,481.333 | 1,491 | 32,014.333 |
| 14 Nov | 23532.70 | 21.95 | -2.30 | 20.66 | 6,492 | 348.667 | 30,515 |
| 13 Nov | 23559.05 | 24.25 | 3.95 | 21.08 | 8,499 | 4.667 | 30,165 |
| 12 Nov | 23883.45 | 20.3 | 0.90 | 21.50 | 5,532.667 | 56.667 | 30,245.333 |
| 11 Nov | 24141.30 | 19.4 | -2.30 | 22.58 | 6,516.333 | 50 | 30,196.667 |
| 8 Nov | 24148.20 | 21.7 | 0.05 | 22.33 | 3,433.667 | -620.667 | 30,162.333 |
| 7 Nov | 24199.35 | 21.65 | -0.35 | 22.54 | 3,568 | 299.333 | 30,764 |
| 6 Nov | 24484.05 | 22 | -10.00 | 23.83 | 6,466.667 | 385.333 | 30,493.667 |
| 5 Nov | 24213.30 | 32 | -5.00 | 23.78 | 4,566 | -10.667 | 30,107.333 |
| 4 Nov | 23995.35 | 37 | 5.00 | 23.18 | 6,101.333 | 419.333 | 30,126.333 |
| 1 Nov | 24304.35 | 32 | -1.60 | 23.55 | 1,119.667 | 249.333 | 29,675.667 |
| 31 Oct | 24205.35 | 33.6 | -3.30 | - | 3,573.333 | 148.667 | 29,426 |
| 30 Oct | 24340.85 | 36.9 | 2.70 | - | 5,484.667 | 3,775.667 | 29,280.333 |
| 29 Oct | 24466.85 | 34.2 | 4.05 | - | 3,624 | 1,950 | 25,504.667 |
| 28 Oct | 24339.15 | 30.15 | -6.70 | - | 1,480.333 | 60.333 | 23,550 |
| 25 Oct | 24180.80 | 36.85 | 5.80 | - | 2,318.333 | -178.667 | 23,489.667 |
| 24 Oct | 24399.40 | 31.05 | -2.65 | - | 677 | -81 | 23,667.333 |
| 23 Oct | 24435.50 | 33.7 | 1.70 | - | 926.667 | 10.333 | 23,754 |
| 22 Oct | 24472.10 | 32 | -0.15 | - | 3,043 | -85.333 | 23,734.667 |
| 21 Oct | 24781.10 | 32.15 | 2.20 | - | 1,905.333 | -112.333 | 23,816 |
| 18 Oct | 24854.05 | 29.95 | -0.25 | - | 4,459.667 | 792 | 23,932.333 |
| 17 Oct | 24749.85 | 30.2 | 0.55 | - | 4,683.667 | 1,865.333 | 23,140.333 |
| 16 Oct | 24971.30 | 29.65 | 2.30 | - | 834 | -89 | 21,274.333 |
| 15 Oct | 25057.35 | 27.35 | -2.05 | - | 1,105.333 | -352.667 | 21,366 |
| 14 Oct | 25127.95 | 29.4 | -3.60 | - | 293 | 0.667 | 21,718.667 |
| 11 Oct | 24964.25 | 33 | 2.60 | - | 872.667 | -3.333 | 21,719.333 |
| 10 Oct | 24998.45 | 30.4 | -4.30 | - | 377.333 | 64.333 | 21,719.333 |
| 9 Oct | 24981.95 | 34.7 | -2.85 | - | 594 | 35 | 21,654 |
| 8 Oct | 25013.15 | 37.55 | -2.80 | - | 1,289.333 | -307.333 | 21,673.667 |
| 7 Oct | 24795.75 | 40.35 | 10.20 | - | 1,671.667 | 167.667 | 21,985 |
| 4 Oct | 25014.60 | 30.15 | -4.85 | - | 2,021 | -147.333 | 21,915 |
| 3 Oct | 25250.10 | 35 | 6.90 | - | 2,202.333 | 151.333 | 22,085.333 |
| 1 Oct | 25796.90 | 28.1 | -3.75 | - | 546.667 | -24 | 21,940.333 |
| 30 Sept | 25810.85 | 31.85 | -0.35 | - | 1,601.333 | -219 | 21,965 |
| 27 Sept | 26173.35 | 32.20 | - | 1,692.333 | -209 | 22,186.667 | |
For Nifty - strike price 21000 expiring on 26DEC2024
Delta for 21000 PE is -0.00
Historical price for 21000 PE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 1.2, which was -0.20 lower than the previous day. The implied volatity was 35.07, the open interest changed by 99629 which increased total open position to 198504
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 1.4, which was -0.30 lower than the previous day. The implied volatity was 36.45, the open interest changed by 10113 which increased total open position to 98805
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 1.7, which was 0.20 higher than the previous day. The implied volatity was 37.28, the open interest changed by 1809 which increased total open position to 88691
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 1.5, which was -0.30 lower than the previous day. The implied volatity was 35.66, the open interest changed by -2826 which decreased total open position to 86884
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 1.8, which was -0.60 lower than the previous day. The implied volatity was 37.27, the open interest changed by -660 which decreased total open position to 89832
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 2.4, which was -0.60 lower than the previous day. The implied volatity was 34.86, the open interest changed by -557 which decreased total open position to 90510
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 3, which was -0.15 lower than the previous day. The implied volatity was 32.74, the open interest changed by -213 which decreased total open position to 91055
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 3.15, which was -0.30 lower than the previous day. The implied volatity was 32.49, the open interest changed by -7161 which decreased total open position to 91203
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 3.45, which was -0.60 lower than the previous day. The implied volatity was 31.77, the open interest changed by 990 which increased total open position to 98327
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 4.05, which was -1.65 lower than the previous day. The implied volatity was 31.50, the open interest changed by 420 which increased total open position to 97377
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 5.7, which was 0.20 higher than the previous day. The implied volatity was 30.72, the open interest changed by 417 which increased total open position to 97313
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 5.5, which was -0.20 lower than the previous day. The implied volatity was 30.09, the open interest changed by -2660 which decreased total open position to 96925
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 5.7, which was -0.15 lower than the previous day. The implied volatity was 28.09, the open interest changed by 791 which increased total open position to 99638
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 5.85, which was -0.10 lower than the previous day. The implied volatity was 27.50, the open interest changed by -1742 which decreased total open position to 98742
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 5.95, which was -0.65 lower than the previous day. The implied volatity was 26.01, the open interest changed by -341 which decreased total open position to 100475
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 6.6, which was -1.35 lower than the previous day. The implied volatity was 24.09, the open interest changed by -1154 which decreased total open position to 100698
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 7.95, which was -0.10 lower than the previous day. The implied volatity was 23.34, the open interest changed by 6219 which increased total open position to 101873
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 8.05, which was -2.70 lower than the previous day. The implied volatity was 24.84, the open interest changed by 721 which increased total open position to 95656
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 10.75, which was -0.20 lower than the previous day. The implied volatity was 25.02, the open interest changed by -7718 which decreased total open position to 94982
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 10.95, which was -7.05 lower than the previous day. The implied volatity was 25.05, the open interest changed by 758 which increased total open position to 102844
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 18, which was -8.75 lower than the previous day. The implied volatity was 23.77, the open interest changed by -2357 which decreased total open position to 99729
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 26.75, which was -1.25 lower than the previous day. The implied volatity was 21.85, the open interest changed by 6356 which increased total open position to 102059
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 28, which was 5.70 higher than the previous day. The implied volatity was 22.31, the open interest changed by -553 which decreased total open position to 95492
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 22.3, which was 0.35 higher than the previous day. The implied volatity was 21.09, the open interest changed by 4473 which increased total open position to 96043
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 21.95, which was -2.30 lower than the previous day. The implied volatity was 20.66, the open interest changed by 1046 which increased total open position to 91545
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 24.25, which was 3.95 higher than the previous day. The implied volatity was 21.08, the open interest changed by 14 which increased total open position to 90495
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 20.3, which was 0.90 higher than the previous day. The implied volatity was 21.50, the open interest changed by 170 which increased total open position to 90736
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 19.4, which was -2.30 lower than the previous day. The implied volatity was 22.58, the open interest changed by 150 which increased total open position to 90590
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 21.7, which was 0.05 higher than the previous day. The implied volatity was 22.33, the open interest changed by -1862 which decreased total open position to 90487
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 21.65, which was -0.35 lower than the previous day. The implied volatity was 22.54, the open interest changed by 898 which increased total open position to 92292
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 22, which was -10.00 lower than the previous day. The implied volatity was 23.83, the open interest changed by 1156 which increased total open position to 91481
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 32, which was -5.00 lower than the previous day. The implied volatity was 23.78, the open interest changed by -32 which decreased total open position to 90322
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 37, which was 5.00 higher than the previous day. The implied volatity was 23.18, the open interest changed by 1258 which increased total open position to 90379
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 32, which was -1.60 lower than the previous day. The implied volatity was 23.55, the open interest changed by 748 which increased total open position to 89027
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 33.6, which was -3.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct NIFTY was trading at 24340.85. The strike last trading price was 36.9, which was 2.70 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 34.2, which was 4.05 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 30.15, which was -6.70 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 36.85, which was 5.80 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 31.05, which was -2.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct NIFTY was trading at 24435.50. The strike last trading price was 33.7, which was 1.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct NIFTY was trading at 24472.10. The strike last trading price was 32, 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 21 Oct NIFTY was trading at 24781.10. The strike last trading price was 32.15, which was 2.20 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 29.95, 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 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 30.2, which was 0.55 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 29.65, which was 2.30 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 27.35, 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 14 Oct NIFTY was trading at 25127.95. The strike last trading price was 29.4, 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 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 33, which was 2.60 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 30.4, which was -4.30 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 34.7, which was -2.85 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 37.55, which was -2.80 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 40.35, which was 10.20 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 30.15, which was -4.85 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 35, which was 6.90 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 28.1, which was -3.75 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 31.85, 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 27 Sept NIFTY was trading at 26173.35. The strike last trading price was 32.20, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
