NIFTY
Nifty
Historical option data for NIFTY
26 Dec 2024 04:01 PM IST
| NIFTY 26DEC2024 22300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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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 | 1450.85 | -26.00 | - | 467 | -386 | 376 | |||
| 24 Dec | 23727.65 | 1476.85 | -0.05 | 59.40 | 371 | -319 | 774 | |||
| 23 Dec | 23753.45 | 1476.9 | 164.50 | 37.46 | 6,405 | 999 | 1,097 | |||
| 20 Dec | 23587.50 | 1312.4 | -747.60 | - | 15 | 1 | 98 | |||
| 19 Dec | 23951.70 | 2060 | 0.00 | 0.00 | 0 | 8 | 0 | |||
| 18 Dec | 24198.85 | 2060 | -35.00 | 48.12 | 11 | 8 | 97 | |||
| 17 Dec | 24336.00 | 2095 | -459.95 | 32.72 | 85 | -58 | 86 | |||
| 16 Dec | 24668.25 | 2554.95 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 13 Dec | 24768.30 | 2554.95 | -45.05 | - | 5 | 137 | 143 | |||
| 12 Dec | 24548.70 | 2600 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 24641.80 | 2600 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 24610.05 | 2600 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 24619.00 | 2600 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 24677.80 | 2600 | 0.00 | 0.00 | 0 | -4 | 0 | |||
| 5 Dec | 24708.40 | 2600 | 349.20 | 32.59 | 4 | 0 | 146 | |||
| 4 Dec | 24467.45 | 2250.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 24457.15 | 2250.8 | 74.90 | - | 6 | 0 | 146 | |||
| 2 Dec | 24276.05 | 2175.9 | 289.85 | 25.15 | 4 | 146 | 146 | |||
| 29 Nov | 24131.10 | 1886.05 | -63.95 | - | 13 | 0 | 147 | |||
| 28 Nov | 23914.15 | 1950 | 657.30 | 26.50 | 12 | 142 | 147 | |||
| 27 Nov | 24274.90 | 1292.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 24194.50 | 1292.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 24221.90 | 1292.7 | 0.00 | 0.00 | 0 | 137 | 0 | |||
| 22 Nov | 23907.25 | 1292.7 | 0.00 | 0.00 | 0 | 137 | 0 | |||
| 21 Nov | 23349.90 | 1292.7 | -119.40 | 12.82 | 149 | 125 | 130 | |||
| 19 Nov | 23518.50 | 1412.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 23453.80 | 1412.1 | -2915.45 | 11.30 | 5 | 4 | 4 | |||
| 14 Nov | 23532.70 | 4327.55 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 23559.05 | 4327.55 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 23883.45 | 4327.55 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 24141.30 | 4327.55 | 0.00 | - | 0 | 0 | 0 | |||
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| 8 Nov | 24148.20 | 4327.55 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 24199.35 | 4327.55 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 24484.05 | 4327.55 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 24213.30 | 4327.55 | 4327.55 | - | 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 22300 expiring on 26DEC2024
Delta for 22300 CE is -
Historical price for 22300 CE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 1450.85, which was -26.00 lower than the previous day. The implied volatity was -, the open interest changed by -386 which decreased total open position to 376
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 1476.85, which was -0.05 lower than the previous day. The implied volatity was 59.40, the open interest changed by -319 which decreased total open position to 774
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 1476.9, which was 164.50 higher than the previous day. The implied volatity was 37.46, the open interest changed by 999 which increased total open position to 1097
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 1312.4, which was -747.60 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 98
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 2060, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 2060, which was -35.00 lower than the previous day. The implied volatity was 48.12, the open interest changed by 8 which increased total open position to 97
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 2095, which was -459.95 lower than the previous day. The implied volatity was 32.72, the open interest changed by -58 which decreased total open position to 86
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 2554.95, 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 2554.95, which was -45.05 lower than the previous day. The implied volatity was -, the open interest changed by 137 which increased total open position to 143
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 2600, 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 2600, 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 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 2600, 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 2600, 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 Dec NIFTY was trading at 24677.80. The strike last trading price was 2600, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 2600, which was 349.20 higher than the previous day. The implied volatity was 32.59, the open interest changed by 0 which decreased total open position to 146
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 2250.8, 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 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 2250.8, which was 74.90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 146
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 2175.9, which was 289.85 higher than the previous day. The implied volatity was 25.15, the open interest changed by 146 which increased total open position to 146
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 1886.05, which was -63.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 147
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 1950, which was 657.30 higher than the previous day. The implied volatity was 26.50, the open interest changed by 142 which increased total open position to 147
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 1292.7, 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 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 1292.7, 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 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 1292.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 137 which increased total open position to 0
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 1292.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 137 which increased total open position to 0
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 1292.7, which was -119.40 lower than the previous day. The implied volatity was 12.82, the open interest changed by 125 which increased total open position to 130
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1412.1, 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 1412.1, which was -2915.45 lower than the previous day. The implied volatity was 11.30, the open interest changed by 4 which increased total open position to 4
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 4327.55, 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 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 4327.55, 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 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 4327.55, 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 Nov NIFTY was trading at 24141.30. The strike last trading price was 4327.55, 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 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 4327.55, 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 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 4327.55, 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 Nov NIFTY was trading at 24484.05. The strike last trading price was 4327.55, 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 Nov NIFTY was trading at 24213.30. The strike last trading price was 4327.55, which was 4327.55 higher than the previous day. The implied volatity was -, 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 22300 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 | 0.1 | -1.50 | - | 4,03,956 | -67,069 | 65,305 |
| 24 Dec | 23727.65 | 1.6 | -1.30 | 35.20 | 3,33,659 | 15,970 | 1,31,937 |
| 23 Dec | 23753.45 | 2.9 | -3.50 | 31.48 | 5,00,766 | 77,571 | 1,16,148 |
| 20 Dec | 23587.50 | 6.4 | 3.40 | 23.62 | 3,07,043 | 17,689 | 38,669 |
| 19 Dec | 23951.70 | 3 | -5.20 | 23.48 | 94,559 | 22,719 | 28,435 |
| 18 Dec | 24198.85 | 8.2 | 5.35 | 28.51 | 22,625 | 473 | 11,105 |
| 17 Dec | 24336.00 | 2.85 | -0.35 | 24.23 | 11,419 | -7,269 | 6,051 |
| 16 Dec | 24668.25 | 3.2 | -0.80 | 26.40 | 9,660 | -5,077 | 8,664 |
| 13 Dec | 24768.30 | 4 | -0.25 | 25.07 | 35,629 | 553 | 9,172 |
| 12 Dec | 24548.70 | 4.25 | -1.45 | 22.50 | 9,014 | -9,348 | 8,494 |
| 11 Dec | 24641.80 | 5.7 | -0.70 | 23.40 | 4,169 | -21,103 | 8,362 |
| 10 Dec | 24610.05 | 6.4 | -1.70 | 23.00 | 12,793 | -21,359 | 9,053 |
| 9 Dec | 24619.00 | 8.1 | -2.55 | 23.19 | 7,322 | -18,030 | 13,590 |
| 6 Dec | 24677.80 | 10.65 | -1.50 | 22.77 | 16,555 | -1,038 | 13,702 |
| 5 Dec | 24708.40 | 12.15 | 1.15 | 22.98 | 46,730 | 4,834 | 14,740 |
| 4 Dec | 24467.45 | 11 | -4.95 | 20.46 | 24,283 | -37,405 | 9,941 |
| 3 Dec | 24457.15 | 15.95 | -1.65 | 21.23 | 17,472 | -45,896 | 11,186 |
| 2 Dec | 24276.05 | 17.6 | -2.30 | 19.99 | 9,469 | 318 | 7,376 |
| 29 Nov | 24131.10 | 19.9 | -5.15 | 18.34 | 8,549 | -5,299 | 7,045 |
| 28 Nov | 23914.15 | 25.05 | 6.15 | 17.71 | 11,811 | 464 | 6,681 |
| 27 Nov | 24274.90 | 18.9 | -9.95 | 18.65 | 9,942 | 571 | 6,266 |
| 26 Nov | 24194.50 | 28.85 | -1.75 | 19.38 | 2,884 | -172 | 6,476 |
| 25 Nov | 24221.90 | 30.6 | -21.40 | 19.75 | 18,812 | 3,692 | 6,608 |
| 22 Nov | 23907.25 | 52 | -42.65 | 18.64 | 14,959 | 6,516 | 9,432 |
| 21 Nov | 23349.90 | 94.65 | 5.00 | 17.30 | 12,390 | 8,765 | 9,657 |
| 19 Nov | 23518.50 | 89.65 | 13.80 | 17.69 | 13,401 | 6,743 | 6,743 |
| 18 Nov | 23453.80 | 75.85 | 8.05 | 16.56 | 10,033 | 7,090 | 7,090 |
| 14 Nov | 23532.70 | 67.8 | -10.05 | 16.10 | 9,324 | 6,720 | 6,720 |
| 13 Nov | 23559.05 | 77.85 | 29.10 | 16.94 | 8,946 | 5,541 | 5,541 |
| 12 Nov | 23883.45 | 48.75 | 5.65 | 16.34 | 6,907 | 3,152 | 3,775 |
| 11 Nov | 24141.30 | 43.1 | 33.80 | 17.47 | 1,930 | 623 | 623 |
| 8 Nov | 24148.20 | 9.3 | 0.00 | 5.72 | 0 | 0 | 0 |
| 7 Nov | 24199.35 | 9.3 | 0.00 | 5.88 | 0 | 0 | 0 |
| 6 Nov | 24484.05 | 9.3 | 0.00 | 6.53 | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 9.3 | 9.30 | 5.81 | 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 22300 expiring on 26DEC2024
Delta for 22300 PE is -
Historical price for 22300 PE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 0.1, which was -1.50 lower than the previous day. The implied volatity was -, the open interest changed by -67069 which decreased total open position to 65305
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 1.6, which was -1.30 lower than the previous day. The implied volatity was 35.20, the open interest changed by 15970 which increased total open position to 131937
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 2.9, which was -3.50 lower than the previous day. The implied volatity was 31.48, the open interest changed by 77571 which increased total open position to 116148
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 6.4, which was 3.40 higher than the previous day. The implied volatity was 23.62, the open interest changed by 17689 which increased total open position to 38669
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 3, which was -5.20 lower than the previous day. The implied volatity was 23.48, the open interest changed by 22719 which increased total open position to 28435
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 8.2, which was 5.35 higher than the previous day. The implied volatity was 28.51, the open interest changed by 473 which increased total open position to 11105
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 2.85, which was -0.35 lower than the previous day. The implied volatity was 24.23, the open interest changed by -7269 which decreased total open position to 6051
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 3.2, which was -0.80 lower than the previous day. The implied volatity was 26.40, the open interest changed by -5077 which decreased total open position to 8664
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 4, which was -0.25 lower than the previous day. The implied volatity was 25.07, the open interest changed by 553 which increased total open position to 9172
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 4.25, which was -1.45 lower than the previous day. The implied volatity was 22.50, the open interest changed by -9348 which decreased total open position to 8494
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 5.7, which was -0.70 lower than the previous day. The implied volatity was 23.40, the open interest changed by -21103 which decreased total open position to 8362
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 6.4, which was -1.70 lower than the previous day. The implied volatity was 23.00, the open interest changed by -21359 which decreased total open position to 9053
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 8.1, which was -2.55 lower than the previous day. The implied volatity was 23.19, the open interest changed by -18030 which decreased total open position to 13590
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 10.65, which was -1.50 lower than the previous day. The implied volatity was 22.77, the open interest changed by -1038 which decreased total open position to 13702
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 12.15, which was 1.15 higher than the previous day. The implied volatity was 22.98, the open interest changed by 4834 which increased total open position to 14740
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 11, which was -4.95 lower than the previous day. The implied volatity was 20.46, the open interest changed by -37405 which decreased total open position to 9941
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 15.95, which was -1.65 lower than the previous day. The implied volatity was 21.23, the open interest changed by -45896 which decreased total open position to 11186
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 17.6, which was -2.30 lower than the previous day. The implied volatity was 19.99, the open interest changed by 318 which increased total open position to 7376
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 19.9, which was -5.15 lower than the previous day. The implied volatity was 18.34, the open interest changed by -5299 which decreased total open position to 7045
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 25.05, which was 6.15 higher than the previous day. The implied volatity was 17.71, the open interest changed by 464 which increased total open position to 6681
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 18.9, which was -9.95 lower than the previous day. The implied volatity was 18.65, the open interest changed by 571 which increased total open position to 6266
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 28.85, which was -1.75 lower than the previous day. The implied volatity was 19.38, the open interest changed by -172 which decreased total open position to 6476
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 30.6, which was -21.40 lower than the previous day. The implied volatity was 19.75, the open interest changed by 3692 which increased total open position to 6608
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 52, which was -42.65 lower than the previous day. The implied volatity was 18.64, the open interest changed by 6516 which increased total open position to 9432
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 94.65, which was 5.00 higher than the previous day. The implied volatity was 17.30, the open interest changed by 8765 which increased total open position to 9657
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 89.65, which was 13.80 higher than the previous day. The implied volatity was 17.69, the open interest changed by 6743 which increased total open position to 6743
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 75.85, which was 8.05 higher than the previous day. The implied volatity was 16.56, the open interest changed by 7090 which increased total open position to 7090
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 67.8, which was -10.05 lower than the previous day. The implied volatity was 16.10, the open interest changed by 6720 which increased total open position to 6720
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 77.85, which was 29.10 higher than the previous day. The implied volatity was 16.94, the open interest changed by 5541 which increased total open position to 5541
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 48.75, which was 5.65 higher than the previous day. The implied volatity was 16.34, the open interest changed by 3152 which increased total open position to 3775
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 43.1, which was 33.80 higher than the previous day. The implied volatity was 17.47, the open interest changed by 623 which increased total open position to 623
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 9.3, which was 0.00 lower than the previous day. The implied volatity was 5.72, 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 9.3, which was 0.00 lower than the previous day. The implied volatity was 5.88, 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 9.3, which was 0.00 lower than the previous day. The implied volatity was 6.53, 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 9.3, which was 9.30 higher than the previous day. The implied volatity was 5.81, 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
