NIFTY
Nifty
Historical option data for NIFTY
26 Dec 2024 04:11 PM IST
| NIFTY 26DEC2024 21750 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 | 2140.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 24 Dec | 23727.65 | 2140.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 23 Dec | 23753.45 | 2140.3 | 0.00 | 0.00 | 0 | 2 | 0 | |||
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| 20 Dec | 23587.50 | 2140.3 | -957.85 | 76.52 | 2 | 0 | 2 | |||
| 19 Dec | 23951.70 | 3098.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 24198.85 | 3098.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 24336.00 | 3098.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 24668.25 | 3098.15 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 13 Dec | 24768.30 | 3098.15 | -1763.85 | - | 2 | 1 | 1 | |||
| 12 Dec | 24548.70 | 4862 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 24641.80 | 4862 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 24610.05 | 4862 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 24619.00 | 4862 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 24677.80 | 4862 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 24708.40 | 4862 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 24467.45 | 4862 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 24457.15 | 4862 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 24276.05 | 4862 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 24131.10 | 4862 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 23914.15 | 4862 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 24274.90 | 4862 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 24194.50 | 4862 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 24221.90 | 4862 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 23907.25 | 4862 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 23349.90 | 4862 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 23518.50 | 4862 | 4862.00 | - | 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 21750 expiring on 26DEC2024
Delta for 21750 CE is 0.00
Historical price for 21750 CE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 2140.3, 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 2140.3, 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 2140.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 2140.3, which was -957.85 lower than the previous day. The implied volatity was 76.52, the open interest changed by 0 which decreased total open position to 2
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 3098.15, 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 3098.15, 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 3098.15, 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 3098.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 3098.15, which was -1763.85 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 4862, 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 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 4862, 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 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 4862, 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 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 4862, 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 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 4862, 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 4862, 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 4862, 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 4862, 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 4862, 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 4862, 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 4862, 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 4862, 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 4862, 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 4862, 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 4862, 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 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 4862, 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 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 4862, which was 4862.00 higher than the previous day. The implied volatity was -, 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 21750 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 | -1.30 | - | 65,716 | -5,901 | 6,679 |
| 24 Dec | 23727.65 | 1.35 | -0.50 | 46.50 | 51,352 | -2,838 | 12,696 |
| 23 Dec | 23753.45 | 1.85 | -1.85 | 39.78 | 2,37,359 | 10,362 | 15,460 |
| 20 Dec | 23587.50 | 3.7 | 1.40 | 29.43 | 74,391 | 4,144 | 5,210 |
| 19 Dec | 23951.70 | 2.3 | 0.15 | 29.35 | 4,837 | -3,576 | 1,150 |
| 18 Dec | 24198.85 | 2.15 | 0.20 | 29.84 | 696 | -9,709 | 563 |
| 17 Dec | 24336.00 | 1.95 | -0.35 | 28.83 | 586 | -148 | 666 |
| 16 Dec | 24668.25 | 2.3 | -0.60 | 30.79 | 893 | -145 | 817 |
| 13 Dec | 24768.30 | 2.9 | -0.35 | 28.92 | 2,850 | 316 | 963 |
| 12 Dec | 24548.70 | 3.25 | -0.75 | 26.48 | 289 | 372 | 667 |
| 11 Dec | 24641.80 | 4 | -0.05 | 26.98 | 491 | 39 | 708 |
| 10 Dec | 24610.05 | 4.05 | -0.50 | 26.14 | 695 | -59,407 | 669 |
| 9 Dec | 24619.00 | 4.55 | -1.90 | 25.82 | 559 | -58,719 | 668 |
| 6 Dec | 24677.80 | 6.45 | -0.80 | 25.37 | 374 | -29,678 | 636 |
| 5 Dec | 24708.40 | 7.25 | 0.10 | 25.42 | 1,868 | 508 | 567 |
| 4 Dec | 24467.45 | 7.15 | -1.05 | 23.27 | 955 | 674 | 733 |
| 3 Dec | 24457.15 | 8.2 | -0.90 | 23.15 | 1,761 | 481 | 535 |
| 2 Dec | 24276.05 | 9.1 | -0.30 | 21.97 | 1,333 | 113 | 1,010 |
| 29 Nov | 24131.10 | 9.4 | -3.45 | 19.98 | 1,218 | -14,839 | 899 |
| 28 Nov | 23914.15 | 12.85 | 1.85 | 19.61 | 1,009 | 740 | 740 |
| 27 Nov | 24274.90 | 11 | -5.35 | 20.77 | 640 | 632 | 632 |
| 26 Nov | 24194.50 | 16.35 | -2.30 | 21.31 | 1,218 | -118 | 537 |
| 25 Nov | 24221.90 | 18.65 | -12.80 | 21.85 | 4,545 | 687 | 687 |
| 22 Nov | 23907.25 | 31.45 | -21.00 | 20.68 | 3,005 | 419 | 419 |
| 21 Nov | 23349.90 | 52.45 | 2.70 | 19.04 | 1,753 | 736 | 736 |
| 19 Nov | 23518.50 | 49.75 | 49.75 | 19.27 | 385 | 248 | 248 |
| 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 21750 expiring on 26DEC2024
Delta for 21750 PE is -
Historical price for 21750 PE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 0.05, which was -1.30 lower than the previous day. The implied volatity was -, the open interest changed by -5901 which decreased total open position to 6679
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 1.35, which was -0.50 lower than the previous day. The implied volatity was 46.50, the open interest changed by -2838 which decreased total open position to 12696
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 1.85, which was -1.85 lower than the previous day. The implied volatity was 39.78, the open interest changed by 10362 which increased total open position to 15460
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 3.7, which was 1.40 higher than the previous day. The implied volatity was 29.43, the open interest changed by 4144 which increased total open position to 5210
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 2.3, which was 0.15 higher than the previous day. The implied volatity was 29.35, the open interest changed by -3576 which decreased total open position to 1150
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 2.15, which was 0.20 higher than the previous day. The implied volatity was 29.84, the open interest changed by -9709 which decreased total open position to 563
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 1.95, which was -0.35 lower than the previous day. The implied volatity was 28.83, the open interest changed by -148 which decreased total open position to 666
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 2.3, which was -0.60 lower than the previous day. The implied volatity was 30.79, the open interest changed by -145 which decreased total open position to 817
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 2.9, which was -0.35 lower than the previous day. The implied volatity was 28.92, the open interest changed by 316 which increased total open position to 963
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 3.25, which was -0.75 lower than the previous day. The implied volatity was 26.48, the open interest changed by 372 which increased total open position to 667
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 4, which was -0.05 lower than the previous day. The implied volatity was 26.98, the open interest changed by 39 which increased total open position to 708
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 4.05, which was -0.50 lower than the previous day. The implied volatity was 26.14, the open interest changed by -59407 which decreased total open position to 669
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 4.55, which was -1.90 lower than the previous day. The implied volatity was 25.82, the open interest changed by -58719 which decreased total open position to 668
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 6.45, which was -0.80 lower than the previous day. The implied volatity was 25.37, the open interest changed by -29678 which decreased total open position to 636
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 7.25, which was 0.10 higher than the previous day. The implied volatity was 25.42, the open interest changed by 508 which increased total open position to 567
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 7.15, which was -1.05 lower than the previous day. The implied volatity was 23.27, the open interest changed by 674 which increased total open position to 733
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 8.2, which was -0.90 lower than the previous day. The implied volatity was 23.15, the open interest changed by 481 which increased total open position to 535
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 9.1, which was -0.30 lower than the previous day. The implied volatity was 21.97, the open interest changed by 113 which increased total open position to 1010
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 9.4, which was -3.45 lower than the previous day. The implied volatity was 19.98, the open interest changed by -14839 which decreased total open position to 899
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 12.85, which was 1.85 higher than the previous day. The implied volatity was 19.61, the open interest changed by 740 which increased total open position to 740
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 11, which was -5.35 lower than the previous day. The implied volatity was 20.77, the open interest changed by 632 which increased total open position to 632
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 16.35, which was -2.30 lower than the previous day. The implied volatity was 21.31, the open interest changed by -118 which decreased total open position to 537
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 18.65, which was -12.80 lower than the previous day. The implied volatity was 21.85, the open interest changed by 687 which increased total open position to 687
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 31.45, which was -21.00 lower than the previous day. The implied volatity was 20.68, the open interest changed by 419 which increased total open position to 419
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 52.45, which was 2.70 higher than the previous day. The implied volatity was 19.04, the open interest changed by 736 which increased total open position to 736
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 49.75, which was 49.75 higher than the previous day. The implied volatity was 19.27, the open interest changed by 248 which increased total open position to 248
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
