NIFTY
Nifty
Historical option data for NIFTY
26 Dec 2024 03:41 PM IST
| NIFTY 26DEC2024 21650 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 23750.20 | 2246.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 24 Dec | 23727.65 | 2246.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 23 Dec | 23753.45 | 2246.9 | 0.00 | 0.00 | 0 | 12 | 0 | |||
| 20 Dec | 23587.50 | 2246.9 | -950.50 | 78.78 | 15 | 11 | 14 | |||
| 19 Dec | 23951.70 | 3197.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 24198.85 | 3197.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 24336.00 | 3197.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 24668.25 | 3197.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 24768.30 | 3197.4 | 121.70 | - | 5 | 1 | 3 | |||
| 12 Dec | 24548.70 | 3075.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 24641.80 | 3075.7 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 10 Dec | 24610.05 | 3075.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 24619.00 | 3075.7 | -1883.90 | - | 8 | 4 | 4 | |||
| 6 Dec | 24677.80 | 4959.6 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 24708.40 | 4959.6 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 24467.45 | 4959.6 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 24457.15 | 4959.6 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 24276.05 | 4959.6 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 24131.10 | 4959.6 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 23914.15 | 4959.6 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 24274.90 | 4959.6 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 24194.50 | 4959.6 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 24221.90 | 4959.6 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 23907.25 | 4959.6 | 4959.60 | - | 0 | 0 | 0 | |||
| 21 Nov | 23349.90 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 23518.50 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 23453.80 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 23532.70 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 23559.05 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 23883.45 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 24141.30 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 24148.20 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 24199.35 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 24484.05 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 24213.30 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 23995.35 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 24304.35 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 24205.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 24340.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 24466.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 24339.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 24180.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 24399.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 24435.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 24472.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 24781.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 24854.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 24749.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 24971.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 25057.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 25127.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 24964.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 24998.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 24981.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 25013.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 24795.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 4 Oct | 25014.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 25250.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 25796.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 25810.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 26173.35 | 0.00 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 21650 expiring on 26DEC2024
Delta for 21650 CE is 0.00
Historical price for 21650 CE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 2246.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 2246.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 2246.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 12 which increased total open position to 0
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 2246.9, which was -950.50 lower than the previous day. The implied volatity was 78.78, the open interest changed by 11 which increased total open position to 14
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 3197.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 3197.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 3197.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 3197.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 3197.4, which was 121.70 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 3
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 3075.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 3075.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 3075.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 3075.7, which was -1883.90 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 4959.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 4959.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 4959.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 4959.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 4959.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 4959.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 4959.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 4959.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 4959.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 4959.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 4959.6, which was 4959.60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct NIFTY was trading at 24340.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct NIFTY was trading at 24466.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct NIFTY was trading at 24339.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct NIFTY was trading at 24180.80. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct NIFTY was trading at 24399.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct NIFTY was trading at 24435.50. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct NIFTY was trading at 24472.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct NIFTY was trading at 24781.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct NIFTY was trading at 24971.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct NIFTY was trading at 25057.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct NIFTY was trading at 25127.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct NIFTY was trading at 24981.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct NIFTY was trading at 25014.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct NIFTY was trading at 25250.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct NIFTY was trading at 25796.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept NIFTY was trading at 25810.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept NIFTY was trading at 26173.35. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 26DEC2024 21650 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 23750.20 | 0.05 | -0.95 | - | 90,218 | -7,367 | 8,395 |
| 24 Dec | 23727.65 | 1 | -1.20 | 47.12 | 58,483 | 444 | 15,800 |
| 23 Dec | 23753.45 | 2.2 | -1.10 | 42.47 | 2,62,020 | 2,150 | 15,266 |
| 20 Dec | 23587.50 | 3.3 | 0.85 | 30.34 | 1,71,114 | 11,241 | 13,109 |
| 19 Dec | 23951.70 | 2.45 | 0.45 | 30.79 | 7,533 | -23,057 | 1,822 |
| 18 Dec | 24198.85 | 2 | 0.00 | 30.67 | 618 | 54 | 1,188 |
| 17 Dec | 24336.00 | 2 | 0.00 | 29.96 | 589 | -55,632 | 1,135 |
| 16 Dec | 24668.25 | 2 | -0.85 | 31.28 | 381 | 31 | 1,168 |
| 13 Dec | 24768.30 | 2.85 | -0.05 | 29.75 | 2,721 | -41,353 | 1,137 |
| 12 Dec | 24548.70 | 2.9 | -0.60 | 26.98 | 568 | -7,266 | 1,095 |
| 11 Dec | 24641.80 | 3.5 | 0.00 | 27.38 | 802 | 770 | 1,102 |
| 10 Dec | 24610.05 | 3.5 | -0.20 | 26.49 | 544 | -80,787 | 1,048 |
| 9 Dec | 24619.00 | 3.7 | -1.80 | 25.95 | 685 | -23 | 1,062 |
| 6 Dec | 24677.80 | 5.5 | -1.25 | 25.59 | 518 | -50,335 | 1,085 |
| 5 Dec | 24708.40 | 6.75 | 1.50 | 25.93 | 2,862 | -66,964 | 1,182 |
| 4 Dec | 24467.45 | 5.25 | -1.75 | 23.03 | 167 | -78,196 | 1,121 |
| 3 Dec | 24457.15 | 7 | -0.35 | 23.36 | 639 | 1,125 | 1,125 |
| 2 Dec | 24276.05 | 7.35 | -1.00 | 22.01 | 620 | -48,198 | 1,285 |
| 29 Nov | 24131.10 | 8.35 | -2.35 | 20.33 | 1,608 | -28,029 | 1,174 |
| 28 Nov | 23914.15 | 10.7 | -4.10 | 19.74 | 2,033 | -1,612 | 915 |
| 27 Nov | 24274.90 | 14.8 | 0.00 | 0.00 | 0 | 132 | 0 |
| 26 Nov | 24194.50 | 14.8 | -14.10 | 21.66 | 304 | 9 | 291 |
| 25 Nov | 24221.90 | 28.9 | 0.00 | 0.00 | 0 | 158 | 0 |
| 22 Nov | 23907.25 | 28.9 | 28.90 | 21.07 | 990 | 152 | 152 |
| 21 Nov | 23349.90 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 23518.50 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 23453.80 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 23532.70 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 23559.05 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 23883.45 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 24141.30 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 24148.20 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 24199.35 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 24484.05 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 24205.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 24340.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 24466.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 24339.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 24180.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 24399.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 24435.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 24472.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 24781.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 24854.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 24749.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 24971.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 25057.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 25127.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 24964.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 24998.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 24981.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 25013.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 24795.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 25014.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 25250.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 25796.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 25810.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 26173.35 | 0.00 | - | 0 | 0 | 0 | |
For Nifty - strike price 21650 expiring on 26DEC2024
Delta for 21650 PE is -
Historical price for 21650 PE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 0.05, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by -7367 which decreased total open position to 8395
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 1, which was -1.20 lower than the previous day. The implied volatity was 47.12, the open interest changed by 444 which increased total open position to 15800
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 2.2, which was -1.10 lower than the previous day. The implied volatity was 42.47, the open interest changed by 2150 which increased total open position to 15266
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 3.3, which was 0.85 higher than the previous day. The implied volatity was 30.34, the open interest changed by 11241 which increased total open position to 13109
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 2.45, which was 0.45 higher than the previous day. The implied volatity was 30.79, the open interest changed by -23057 which decreased total open position to 1822
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 2, which was 0.00 lower than the previous day. The implied volatity was 30.67, the open interest changed by 54 which increased total open position to 1188
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 2, which was 0.00 lower than the previous day. The implied volatity was 29.96, the open interest changed by -55632 which decreased total open position to 1135
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 2, which was -0.85 lower than the previous day. The implied volatity was 31.28, the open interest changed by 31 which increased total open position to 1168
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 2.85, which was -0.05 lower than the previous day. The implied volatity was 29.75, the open interest changed by -41353 which decreased total open position to 1137
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 2.9, which was -0.60 lower than the previous day. The implied volatity was 26.98, the open interest changed by -7266 which decreased total open position to 1095
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 3.5, which was 0.00 lower than the previous day. The implied volatity was 27.38, the open interest changed by 770 which increased total open position to 1102
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 3.5, which was -0.20 lower than the previous day. The implied volatity was 26.49, the open interest changed by -80787 which decreased total open position to 1048
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 3.7, which was -1.80 lower than the previous day. The implied volatity was 25.95, the open interest changed by -23 which decreased total open position to 1062
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 5.5, which was -1.25 lower than the previous day. The implied volatity was 25.59, the open interest changed by -50335 which decreased total open position to 1085
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 6.75, which was 1.50 higher than the previous day. The implied volatity was 25.93, the open interest changed by -66964 which decreased total open position to 1182
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 5.25, which was -1.75 lower than the previous day. The implied volatity was 23.03, the open interest changed by -78196 which decreased total open position to 1121
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 7, which was -0.35 lower than the previous day. The implied volatity was 23.36, the open interest changed by 1125 which increased total open position to 1125
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 7.35, which was -1.00 lower than the previous day. The implied volatity was 22.01, the open interest changed by -48198 which decreased total open position to 1285
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 8.35, which was -2.35 lower than the previous day. The implied volatity was 20.33, the open interest changed by -28029 which decreased total open position to 1174
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 10.7, which was -4.10 lower than the previous day. The implied volatity was 19.74, the open interest changed by -1612 which decreased total open position to 915
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 14.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 132 which increased total open position to 0
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 14.8, which was -14.10 lower than the previous day. The implied volatity was 21.66, the open interest changed by 9 which increased total open position to 291
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 28.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 158 which increased total open position to 0
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 28.9, which was 28.90 higher than the previous day. The implied volatity was 21.07, the open interest changed by 152 which increased total open position to 152
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct NIFTY was trading at 24340.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct NIFTY was trading at 24466.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct NIFTY was trading at 24339.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct NIFTY was trading at 24180.80. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct NIFTY was trading at 24399.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct NIFTY was trading at 24435.50. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct NIFTY was trading at 24472.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct NIFTY was trading at 24781.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct NIFTY was trading at 24971.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct NIFTY was trading at 25057.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct NIFTY was trading at 25127.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct NIFTY was trading at 24981.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct NIFTY was trading at 25014.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct NIFTY was trading at 25250.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct NIFTY was trading at 25796.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept NIFTY was trading at 25810.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept NIFTY was trading at 26173.35. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
