NIFTY
Nifty
Historical option data for NIFTY
20 Dec 2024 04:11 PM IST
| NIFTY 26DEC2024 22000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 23587.50 | 1643.75 | -376.25 | - | 1,244 | 20.667 | 7,686.667 | |||
| 19 Dec | 23951.70 | 2020 | -246.60 | 35.04 | 519.667 | 7,663.667 | 7,668 | |||
| 18 Dec | 24198.85 | 2266.6 | -135.45 | 27.32 | 519.333 | 7,867 | 7,871.333 | |||
| 17 Dec | 24336.00 | 2402.05 | -320.55 | 39.14 | 347.667 | -115 | 7,963.667 | |||
| 16 Dec | 24668.25 | 2722.6 | -136.65 | 36.55 | 180.333 | 8,070 | 8,079 | |||
| 13 Dec | 24768.30 | 2859.25 | 218.10 | - | 384.667 | -146.667 | 8,149.333 | |||
| 12 Dec | 24548.70 | 2641.15 | -98.00 | 31.28 | 502.333 | -167.667 | 8,306.667 | |||
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| 11 Dec | 24641.80 | 2739.15 | 59.70 | 31.48 | 306.333 | -53.333 | 8,486.667 | |||
| 10 Dec | 24610.05 | 2679.45 | -11.55 | - | 378.667 | 8,492.667 | 8,541 | |||
| 9 Dec | 24619.00 | 2691 | -78.30 | - | 299 | -177.333 | 8,691 | |||
| 6 Dec | 24677.80 | 2769.3 | 0.65 | - | 310.333 | 8,868.667 | 8,868.667 | |||
| 5 Dec | 24708.40 | 2768.65 | 214.65 | - | 584.333 | -200.333 | 8,811 | |||
| 4 Dec | 24467.45 | 2554 | 24.70 | - | 339 | -19.667 | 9,017.667 | |||
| 3 Dec | 24457.15 | 2529.3 | 111.70 | - | 268 | -4.667 | 9,037 | |||
| 2 Dec | 24276.05 | 2417.6 | 112.60 | - | 394 | 97 | 9,041.667 | |||
| 29 Nov | 24131.10 | 2305 | 167.25 | 20.60 | 717.667 | 411.333 | 8,994.667 | |||
| 28 Nov | 23914.15 | 2137.75 | -308.40 | 17.08 | 1,390.667 | 8,545.333 | 8,584 | |||
| 27 Nov | 24274.90 | 2446.15 | 106.35 | - | 1,103.667 | 8,412.333 | 8,435.667 | |||
| 26 Nov | 24194.50 | 2339.8 | -100.00 | - | 977.667 | 8,095.333 | 8,126 | |||
| 25 Nov | 24221.90 | 2439.8 | 389.15 | 15.06 | 1,087 | 7,720.667 | 7,720.667 | |||
| 22 Nov | 23907.25 | 2050.65 | 489.75 | - | 1,020.667 | 7,530.333 | 7,530.333 | |||
| 21 Nov | 23349.90 | 1560.9 | -133.85 | 10.44 | 1,887.333 | 7,136.667 | 7,136.667 | |||
| 19 Nov | 23518.50 | 1694.75 | -12.60 | 10.74 | 463.333 | -122 | 6,292.333 | |||
| 18 Nov | 23453.80 | 1707.35 | -93.65 | 13.05 | 1,265.333 | 6,414.333 | 6,414.333 | |||
| 14 Nov | 23532.70 | 1801 | -79.00 | - | 684.667 | -41 | 6,328.333 | |||
| 13 Nov | 23559.05 | 1880 | -208.10 | 14.28 | 1,435.333 | 146 | 6,374.333 | |||
| 12 Nov | 23883.45 | 2088.1 | -286.00 | - | 247.333 | -18.667 | 6,227.333 | |||
| 11 Nov | 24141.30 | 2374.1 | 17.10 | - | 173 | -1.667 | 6,247.333 | |||
| 8 Nov | 24148.20 | 2357 | -96.95 | - | 554 | 147.667 | 6,247.333 | |||
| 7 Nov | 24199.35 | 2453.95 | -281.80 | - | 327.333 | -40.667 | 6,099.667 | |||
| 6 Nov | 24484.05 | 2735.75 | 292.25 | - | 279.333 | -10.667 | 6,141.667 | |||
| 5 Nov | 24213.30 | 2443.5 | 158.55 | - | 228.667 | 8 | 6,153.333 | |||
| 4 Nov | 23995.35 | 2284.95 | -270.90 | - | 542 | 121.667 | 6,145 | |||
| 1 Nov | 24304.35 | 2555.85 | -19.20 | - | 69.333 | 52 | 6,024.333 | |||
| 31 Oct | 24205.35 | 2575.05 | -104.95 | - | 385.667 | 72 | 5,973.667 | |||
| 30 Oct | 24340.85 | 2680 | -89.50 | - | 181.667 | 27.333 | 5,901.333 | |||
| 29 Oct | 24466.85 | 2769.5 | 121.80 | - | 177.667 | -42.667 | 5,874 | |||
| 28 Oct | 24339.15 | 2647.7 | 109.15 | - | 411 | 10.333 | 5,916.667 | |||
| 25 Oct | 24180.80 | 2538.55 | -231.45 | - | 405 | 19 | 5,906.333 | |||
| 24 Oct | 24399.40 | 2770 | -10.55 | - | 408 | 13.667 | 5,887 | |||
| 23 Oct | 24435.50 | 2780.55 | -52.45 | - | 321.333 | 116.667 | 5,873 | |||
| 22 Oct | 24472.10 | 2833 | -235.00 | - | 300.667 | -48.667 | 5,751 | |||
| 21 Oct | 24781.10 | 3068 | -168.85 | - | 107.667 | -21.333 | 5,805.667 | |||
| 18 Oct | 24854.05 | 3236.85 | 110.80 | - | 238.667 | -48.333 | 5,827 | |||
| 17 Oct | 24749.85 | 3126.05 | -169.75 | - | 317 | 13.333 | 5,875.333 | |||
| 16 Oct | 24971.30 | 3295.8 | -86.80 | - | 128.667 | 19 | 5,862.667 | |||
| 15 Oct | 25057.35 | 3382.6 | -110.20 | - | 222 | -12.667 | 5,844 | |||
| 14 Oct | 25127.95 | 3492.8 | 182.80 | - | 71 | 21.333 | 5,856.333 | |||
| 11 Oct | 24964.25 | 3310 | -88.55 | - | 75.667 | 2.333 | 5,834.667 | |||
| 10 Oct | 24998.45 | 3398.55 | 8.15 | - | 115 | 5.667 | 5,833 | |||
| 9 Oct | 24981.95 | 3390.4 | -30.35 | - | 119 | -12 | 5,827.667 | |||
| 8 Oct | 25013.15 | 3420.75 | 180.75 | - | 95.667 | -39.667 | 5,840 | |||
| 7 Oct | 24795.75 | 3240 | -219.20 | - | 236.667 | -20.667 | 5,879.333 | |||
| 4 Oct | 25014.60 | 3459.2 | -233.05 | - | 144.333 | -28.333 | 5,901.667 | |||
| 3 Oct | 25250.10 | 3692.25 | -449.55 | - | 316 | -89.667 | 5,931 | |||
| 1 Oct | 25796.90 | 4141.8 | -13.20 | - | 46.667 | -8.667 | 6,020.667 | |||
| 30 Sept | 25810.85 | 4155 | -287.95 | - | 962 | -93 | 6,049.667 | |||
| 27 Sept | 26173.35 | 4442.95 | - | 206.333 | 71 | 6,150.667 | ||||
For Nifty - strike price 22000 expiring on 26DEC2024
Delta for 22000 CE is -
Historical price for 22000 CE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 1643.75, which was -376.25 lower than the previous day. The implied volatity was -, the open interest changed by 62 which increased total open position to 23060
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 2020, which was -246.60 lower than the previous day. The implied volatity was 35.04, the open interest changed by 22991 which increased total open position to 23004
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 2266.6, which was -135.45 lower than the previous day. The implied volatity was 27.32, the open interest changed by 23601 which increased total open position to 23614
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 2402.05, which was -320.55 lower than the previous day. The implied volatity was 39.14, the open interest changed by -345 which decreased total open position to 23891
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 2722.6, which was -136.65 lower than the previous day. The implied volatity was 36.55, the open interest changed by 24210 which increased total open position to 24237
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 2859.25, which was 218.10 higher than the previous day. The implied volatity was -, the open interest changed by -440 which decreased total open position to 24448
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 2641.15, which was -98.00 lower than the previous day. The implied volatity was 31.28, the open interest changed by -503 which decreased total open position to 24920
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 2739.15, which was 59.70 higher than the previous day. The implied volatity was 31.48, the open interest changed by -160 which decreased total open position to 25460
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 2679.45, which was -11.55 lower than the previous day. The implied volatity was -, the open interest changed by 25478 which increased total open position to 25623
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 2691, which was -78.30 lower than the previous day. The implied volatity was -, the open interest changed by -532 which decreased total open position to 26073
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 2769.3, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by 26606 which increased total open position to 26606
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 2768.65, which was 214.65 higher than the previous day. The implied volatity was -, the open interest changed by -601 which decreased total open position to 26433
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 2554, which was 24.70 higher than the previous day. The implied volatity was -, the open interest changed by -59 which decreased total open position to 27053
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 2529.3, which was 111.70 higher than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 27111
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 2417.6, which was 112.60 higher than the previous day. The implied volatity was -, the open interest changed by 291 which increased total open position to 27125
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 2305, which was 167.25 higher than the previous day. The implied volatity was 20.60, the open interest changed by 1234 which increased total open position to 26984
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 2137.75, which was -308.40 lower than the previous day. The implied volatity was 17.08, the open interest changed by 25636 which increased total open position to 25752
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 2446.15, which was 106.35 higher than the previous day. The implied volatity was -, the open interest changed by 25237 which increased total open position to 25307
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 2339.8, which was -100.00 lower than the previous day. The implied volatity was -, the open interest changed by 24286 which increased total open position to 24378
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 2439.8, which was 389.15 higher than the previous day. The implied volatity was 15.06, the open interest changed by 23162 which increased total open position to 23162
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 2050.65, which was 489.75 higher than the previous day. The implied volatity was -, the open interest changed by 22591 which increased total open position to 22591
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 1560.9, which was -133.85 lower than the previous day. The implied volatity was 10.44, the open interest changed by 21410 which increased total open position to 21410
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1694.75, which was -12.60 lower than the previous day. The implied volatity was 10.74, the open interest changed by -366 which decreased total open position to 18877
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1707.35, which was -93.65 lower than the previous day. The implied volatity was 13.05, the open interest changed by 19243 which increased total open position to 19243
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1801, which was -79.00 lower than the previous day. The implied volatity was -, the open interest changed by -123 which decreased total open position to 18985
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 1880, which was -208.10 lower than the previous day. The implied volatity was 14.28, the open interest changed by 438 which increased total open position to 19123
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 2088.1, which was -286.00 lower than the previous day. The implied volatity was -, the open interest changed by -56 which decreased total open position to 18682
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 2374.1, which was 17.10 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 18742
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 2357, which was -96.95 lower than the previous day. The implied volatity was -, the open interest changed by 443 which increased total open position to 18742
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 2453.95, which was -281.80 lower than the previous day. The implied volatity was -, the open interest changed by -122 which decreased total open position to 18299
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 2735.75, which was 292.25 higher than the previous day. The implied volatity was -, the open interest changed by -32 which decreased total open position to 18425
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 2443.5, which was 158.55 higher than the previous day. The implied volatity was -, the open interest changed by 24 which increased total open position to 18460
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 2284.95, which was -270.90 lower than the previous day. The implied volatity was -, the open interest changed by 365 which increased total open position to 18435
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 2555.85, which was -19.20 lower than the previous day. The implied volatity was -, the open interest changed by 156 which increased total open position to 18073
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 2575.05, which was -104.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct NIFTY was trading at 24340.85. The strike last trading price was 2680, which was -89.50 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 2769.5, which was 121.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct NIFTY was trading at 24339.15. The strike last trading price was 2647.7, which was 109.15 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 2538.55, which was -231.45 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 2770, which was -10.55 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 2780.55, which was -52.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct NIFTY was trading at 24472.10. The strike last trading price was 2833, which was -235.00 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 3068, which was -168.85 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 3236.85, which was 110.80 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 3126.05, which was -169.75 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 3295.8, which was -86.80 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 3382.6, which was -110.20 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 3492.8, which was 182.80 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 3310, which was -88.55 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 3398.55, which was 8.15 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 3390.4, which was -30.35 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 3420.75, which was 180.75 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 3240, which was -219.20 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 3459.2, which was -233.05 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 3692.25, which was -449.55 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 4141.8, which was -13.20 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 4155, which was -287.95 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 4442.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 26DEC2024 22000 PE | |||||||
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Delta: -0.02
Vega: 1.19
Theta: -2.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23587.50 | 4.55 | 1.80 | 26.70 | 2,59,212.333 | 70,593 | 88,369.333 |
| 19 Dec | 23951.70 | 2.75 | 0.30 | 26.91 | 1,14,622.667 | 46,033.667 | 61,553 |
| 18 Dec | 24198.85 | 2.45 | 0.05 | 27.48 | 22,737 | 750.333 | 39,157.667 |
| 17 Dec | 24336.00 | 2.4 | -0.45 | 26.89 | 20,348.667 | 19,708 | 38,416.667 |
| 16 Dec | 24668.25 | 2.85 | -0.55 | 29.04 | 10,524 | -940 | 39,078.667 |
| 13 Dec | 24768.30 | 3.4 | -0.35 | 27.24 | 19,944 | 30,865.667 | 39,959 |
| 12 Dec | 24548.70 | 3.75 | -1.15 | 24.76 | 8,939.333 | 658.667 | 40,244.333 |
| 11 Dec | 24641.80 | 4.9 | 0.10 | 25.51 | 5,806.667 | -626.667 | 39,589.667 |
| 10 Dec | 24610.05 | 4.8 | -1.05 | 24.61 | 9,128.667 | -4,669.333 | 40,213.667 |
| 9 Dec | 24619.00 | 5.85 | -2.70 | 24.61 | 9,505 | -7,180.667 | 41,189 |
| 6 Dec | 24677.80 | 8.55 | -0.20 | 24.40 | 12,070.333 | 41,925 | 42,239.667 |
| 5 Dec | 24708.40 | 8.75 | -1.20 | 24.16 | 23,152 | 42,211.667 | 42,310.667 |
| 4 Dec | 24467.45 | 9.95 | -1.05 | 22.47 | 25,766 | 35,642.667 | 42,605.667 |
| 3 Dec | 24457.15 | 11 | -2.20 | 22.26 | 25,486 | -17,132.667 | 46,980 |
| 2 Dec | 24276.05 | 13.2 | -0.90 | 21.34 | 24,446.333 | 49,657 | 49,657 |
| 29 Nov | 24131.10 | 14.1 | -5.00 | 19.46 | 30,917.667 | 3,429.667 | 50,831.333 |
| 28 Nov | 23914.15 | 19.1 | 4.40 | 19.08 | 43,323.333 | 44,725.667 | 54,513.333 |
| 27 Nov | 24274.90 | 14.7 | -7.10 | 19.98 | 29,338 | 49,110.333 | 49,110.333 |
| 26 Nov | 24194.50 | 21.8 | -3.05 | 20.56 | 16,810.333 | 45,780.667 | 50,947 |
| 25 Nov | 24221.90 | 24.85 | -15.10 | 21.16 | 39,484.667 | 49,721.667 | 49,721.667 |
| 22 Nov | 23907.25 | 39.95 | -30.55 | 19.82 | 38,765.667 | 49,114 | 49,114 |
| 21 Nov | 23349.90 | 70.5 | 3.30 | 18.40 | 34,602 | 46,683 | 46,683 |
| 19 Nov | 23518.50 | 67.2 | 15.00 | 18.73 | 43,572.333 | 39,339 | 39,339 |
| 18 Nov | 23453.80 | 52.2 | 4.45 | 17.27 | 29,529.667 | 2,056.667 | 46,283 |
| 14 Nov | 23532.70 | 47.75 | -9.25 | 16.85 | 22,239.667 | 3,013.333 | 44,128.333 |
| 13 Nov | 23559.05 | 57 | 16.85 | 17.76 | 24,654.667 | 1,391.667 | 42,367.667 |
| 12 Nov | 23883.45 | 40.15 | 8.20 | 17.65 | 12,654.333 | 1,665.667 | 40,967 |
| 11 Nov | 24141.30 | 31.95 | -12.05 | 18.27 | 11,766 | 1,789.667 | 39,312 |
| 8 Nov | 24148.20 | 44 | 0.15 | 18.99 | 6,660.667 | 1,177 | 38,031.667 |
| 7 Nov | 24199.35 | 43.85 | 5.85 | 19.30 | 8,523.667 | -1,113.333 | 36,866 |
| 6 Nov | 24484.05 | 38 | -20.60 | 20.16 | 12,409 | 458.333 | 37,968.333 |
| 5 Nov | 24213.30 | 58.6 | -13.65 | 20.32 | 7,262 | 774.667 | 37,507.667 |
| 4 Nov | 23995.35 | 72.25 | 9.45 | 19.98 | 13,898.333 | 2,936.333 | 37,152.667 |
| 1 Nov | 24304.35 | 62.8 | 0.10 | 20.63 | 1,248 | 449.333 | 34,199.333 |
| 31 Oct | 24205.35 | 62.7 | -0.40 | - | 3,821 | 1,211.667 | 33,752 |
| 30 Oct | 24340.85 | 63.1 | 8.10 | - | 3,999 | 1,512.333 | 32,875.333 |
| 29 Oct | 24466.85 | 55 | 1.00 | - | 3,476.333 | 393.333 | 31,363 |
| 28 Oct | 24339.15 | 54 | -20.85 | - | 3,963 | 945.333 | 30,962.333 |
| 25 Oct | 24180.80 | 74.85 | 20.15 | - | 7,675.667 | 845.333 | 30,017 |
| 24 Oct | 24399.40 | 54.7 | -3.60 | - | 1,758.667 | 427.667 | 29,170 |
| 23 Oct | 24435.50 | 58.3 | 3.35 | - | 2,074.667 | 240.333 | 28,747.667 |
| 22 Oct | 24472.10 | 54.95 | 7.25 | - | 2,983.333 | 71.667 | 28,509 |
| 21 Oct | 24781.10 | 47.7 | 3.55 | - | 1,766.333 | 74 | 28,436 |
| 18 Oct | 24854.05 | 44.15 | 0.45 | - | 2,458 | -77 | 28,362 |
| 17 Oct | 24749.85 | 43.7 | 5.70 | - | 2,933 | 495.333 | 29,146.333 |
| 16 Oct | 24971.30 | 38 | 1.50 | - | 1,148.333 | 9.667 | 28,653.667 |
| 15 Oct | 25057.35 | 36.5 | -2.30 | - | 1,003 | 131 | 28,645 |
| 14 Oct | 25127.95 | 38.8 | -5.85 | - | 1,086.667 | 69.333 | 28,521.333 |
| 11 Oct | 24964.25 | 44.65 | 2.15 | - | 1,303 | 205.333 | 28,599 |
| 10 Oct | 24998.45 | 42.5 | -8.25 | - | 1,304 | 0.333 | 28,411 |
| 9 Oct | 24981.95 | 50.75 | -6.40 | - | 1,737.333 | -300 | 28,415.333 |
| 8 Oct | 25013.15 | 57.15 | -1.85 | - | 3,372 | 84.333 | 28,745 |
| 7 Oct | 24795.75 | 59 | 5.50 | - | 3,490 | 604.333 | 28,662.333 |
| 4 Oct | 25014.60 | 53.5 | 9.15 | - | 4,308.333 | 129.333 | 28,331 |
| 3 Oct | 25250.10 | 44.35 | 9.45 | - | 3,094.333 | -66.667 | 28,343.333 |
| 1 Oct | 25796.90 | 34.9 | -3.60 | - | 1,116 | -206 | 28,414.333 |
| 30 Sept | 25810.85 | 38.5 | -2.75 | - | 2,915.333 | -330.333 | 28,621.333 |
| 27 Sept | 26173.35 | 41.25 | - | 1,888.333 | -375.667 | 28,951 | |
For Nifty - strike price 22000 expiring on 26DEC2024
Delta for 22000 PE is -0.02
Historical price for 22000 PE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 4.55, which was 1.80 higher than the previous day. The implied volatity was 26.70, the open interest changed by 211779 which increased total open position to 265108
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 2.75, which was 0.30 higher than the previous day. The implied volatity was 26.91, the open interest changed by 138101 which increased total open position to 184659
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 2.45, which was 0.05 higher than the previous day. The implied volatity was 27.48, the open interest changed by 2251 which increased total open position to 117473
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 2.4, which was -0.45 lower than the previous day. The implied volatity was 26.89, the open interest changed by 59124 which increased total open position to 115250
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 2.85, which was -0.55 lower than the previous day. The implied volatity was 29.04, the open interest changed by -2820 which decreased total open position to 117236
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 3.4, which was -0.35 lower than the previous day. The implied volatity was 27.24, the open interest changed by 92597 which increased total open position to 119877
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 3.75, which was -1.15 lower than the previous day. The implied volatity was 24.76, the open interest changed by 1976 which increased total open position to 120733
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 4.9, which was 0.10 higher than the previous day. The implied volatity was 25.51, the open interest changed by -1880 which decreased total open position to 118769
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 4.8, which was -1.05 lower than the previous day. The implied volatity was 24.61, the open interest changed by -14008 which decreased total open position to 120641
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 5.85, which was -2.70 lower than the previous day. The implied volatity was 24.61, the open interest changed by -21542 which decreased total open position to 123567
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 8.55, which was -0.20 lower than the previous day. The implied volatity was 24.40, the open interest changed by 125775 which increased total open position to 126719
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 8.75, which was -1.20 lower than the previous day. The implied volatity was 24.16, the open interest changed by 126635 which increased total open position to 126932
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 9.95, which was -1.05 lower than the previous day. The implied volatity was 22.47, the open interest changed by 106928 which increased total open position to 127817
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 11, which was -2.20 lower than the previous day. The implied volatity was 22.26, the open interest changed by -51398 which decreased total open position to 140940
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 13.2, which was -0.90 lower than the previous day. The implied volatity was 21.34, the open interest changed by 148971 which increased total open position to 148971
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 14.1, which was -5.00 lower than the previous day. The implied volatity was 19.46, the open interest changed by 10289 which increased total open position to 152494
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 19.1, which was 4.40 higher than the previous day. The implied volatity was 19.08, the open interest changed by 134177 which increased total open position to 163540
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 14.7, which was -7.10 lower than the previous day. The implied volatity was 19.98, the open interest changed by 147331 which increased total open position to 147331
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 21.8, which was -3.05 lower than the previous day. The implied volatity was 20.56, the open interest changed by 137342 which increased total open position to 152841
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 24.85, which was -15.10 lower than the previous day. The implied volatity was 21.16, the open interest changed by 149165 which increased total open position to 149165
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 39.95, which was -30.55 lower than the previous day. The implied volatity was 19.82, the open interest changed by 147342 which increased total open position to 147342
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 70.5, which was 3.30 higher than the previous day. The implied volatity was 18.40, the open interest changed by 140049 which increased total open position to 140049
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 67.2, which was 15.00 higher than the previous day. The implied volatity was 18.73, the open interest changed by 118017 which increased total open position to 118017
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 52.2, which was 4.45 higher than the previous day. The implied volatity was 17.27, the open interest changed by 6170 which increased total open position to 138849
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 47.75, which was -9.25 lower than the previous day. The implied volatity was 16.85, the open interest changed by 9040 which increased total open position to 132385
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 57, which was 16.85 higher than the previous day. The implied volatity was 17.76, the open interest changed by 4175 which increased total open position to 127103
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 40.15, which was 8.20 higher than the previous day. The implied volatity was 17.65, the open interest changed by 4997 which increased total open position to 122901
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 31.95, which was -12.05 lower than the previous day. The implied volatity was 18.27, the open interest changed by 5369 which increased total open position to 117936
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 44, which was 0.15 higher than the previous day. The implied volatity was 18.99, the open interest changed by 3531 which increased total open position to 114095
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 43.85, which was 5.85 higher than the previous day. The implied volatity was 19.30, the open interest changed by -3340 which decreased total open position to 110598
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 38, which was -20.60 lower than the previous day. The implied volatity was 20.16, the open interest changed by 1375 which increased total open position to 113905
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 58.6, which was -13.65 lower than the previous day. The implied volatity was 20.32, the open interest changed by 2324 which increased total open position to 112523
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 72.25, which was 9.45 higher than the previous day. The implied volatity was 19.98, the open interest changed by 8809 which increased total open position to 111458
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 62.8, which was 0.10 higher than the previous day. The implied volatity was 20.63, the open interest changed by 1348 which increased total open position to 102598
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 62.7, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct NIFTY was trading at 24340.85. The strike last trading price was 63.1, which was 8.10 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 55, which was 1.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct NIFTY was trading at 24339.15. The strike last trading price was 54, which was -20.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct NIFTY was trading at 24180.80. The strike last trading price was 74.85, which was 20.15 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 54.7, 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 23 Oct NIFTY was trading at 24435.50. The strike last trading price was 58.3, which was 3.35 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 54.95, which was 7.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct NIFTY was trading at 24781.10. The strike last trading price was 47.7, which was 3.55 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 44.15, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 43.7, which was 5.70 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 38, which was 1.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct NIFTY was trading at 25057.35. The strike last trading price was 36.5, which was -2.30 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 38.8, which was -5.85 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 44.65, which was 2.15 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 42.5, which was -8.25 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 50.75, which was -6.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 57.15, which was -1.85 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 59, which was 5.50 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 53.5, which was 9.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct NIFTY was trading at 25250.10. The strike last trading price was 44.35, which was 9.45 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 34.9, 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 30 Sept NIFTY was trading at 25810.85. The strike last trading price was 38.5, which was -2.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept NIFTY was trading at 26173.35. The strike last trading price was 41.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
