NIFTY
Nifty
Historical option data for NIFTY
26 Dec 2024 03:31 PM IST
| NIFTY 26DEC2024 22400 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 | 1352.3 | -20.55 | - | 93 | 3 | 43 | |||
| 24 Dec | 23727.65 | 1372.85 | 52.65 | 54.49 | 24 | -16 | 39 | |||
| 23 Dec | 23753.45 | 1320.2 | 129.65 | - | 35 | 0 | 55 | |||
| 20 Dec | 23587.50 | 1190.55 | -362.45 | - | 12 | 40 | 53 | |||
| 19 Dec | 23951.70 | 1553 | -400.00 | - | 2 | 39 | 52 | |||
| 18 Dec | 24198.85 | 1953 | -43.00 | 45.22 | 12 | 10 | 51 | |||
| 17 Dec | 24336.00 | 1996 | -449.35 | 31.60 | 24 | 4 | 38 | |||
| 16 Dec | 24668.25 | 2445.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 24768.30 | 2445.35 | 19.80 | - | 1 | -33 | 34 | |||
| 12 Dec | 24548.70 | 2425.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 24641.80 | 2425.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 24610.05 | 2425.55 | 0.00 | 0.00 | 0 | 60 | 0 | |||
| 9 Dec | 24619.00 | 2425.55 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 6 Dec | 24677.80 | 2425.55 | 162.65 | 27.08 | 5 | 13 | 34 | |||
| 5 Dec | 24708.40 | 2262.9 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 4 Dec | 24467.45 | 2262.9 | 372.90 | 28.44 | 10 | 0 | 32 | |||
| 3 Dec | 24457.15 | 1890 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 24276.05 | 1890 | 0.00 | 0.00 | 0 | 10 | 0 | |||
| 29 Nov | 24131.10 | 1890 | 684.20 | 11.99 | 18 | 32 | 33 | |||
| 28 Nov | 23914.15 | 1205.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 24274.90 | 1205.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 24194.50 | 1205.8 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 25 Nov | 24221.90 | 1205.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 23907.25 | 1205.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 23349.90 | 1205.8 | -115.00 | 13.05 | 21 | 11 | 12 | |||
| 19 Nov | 23518.50 | 1320.8 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 18 Nov | 23453.80 | 1320.8 | -2910.15 | 11.57 | 4 | 0 | 0 | |||
| 14 Nov | 23532.70 | 4230.95 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 23559.05 | 4230.95 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 23883.45 | 4230.95 | 0.00 | - | 0 | 1 | 0 | |||
| 11 Nov | 24141.30 | 4230.95 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 24148.20 | 4230.95 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 24199.35 | 4230.95 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 24484.05 | 4230.95 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 24213.30 | 4230.95 | 4230.95 | - | 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 | |||
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| 30 Sept | 25810.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 26173.35 | 0.00 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 22400 expiring on 26DEC2024
Delta for 22400 CE is -
Historical price for 22400 CE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 1352.3, which was -20.55 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 43
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 1372.85, which was 52.65 higher than the previous day. The implied volatity was 54.49, the open interest changed by -16 which decreased total open position to 39
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 1320.2, which was 129.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 55
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 1190.55, which was -362.45 lower than the previous day. The implied volatity was -, the open interest changed by 40 which increased total open position to 53
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 1553, which was -400.00 lower than the previous day. The implied volatity was -, the open interest changed by 39 which increased total open position to 52
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 1953, which was -43.00 lower than the previous day. The implied volatity was 45.22, the open interest changed by 10 which increased total open position to 51
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 1996, which was -449.35 lower than the previous day. The implied volatity was 31.60, the open interest changed by 4 which increased total open position to 38
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 2445.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 2445.35, which was 19.80 higher than the previous day. The implied volatity was -, the open interest changed by -33 which decreased total open position to 34
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 2425.55, 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 2425.55, 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 2425.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 60 which increased total open position to 0
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 2425.55, 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 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 2425.55, which was 162.65 higher than the previous day. The implied volatity was 27.08, the open interest changed by 13 which increased total open position to 34
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 2262.9, 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 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 2262.9, which was 372.90 higher than the previous day. The implied volatity was 28.44, the open interest changed by 0 which decreased total open position to 32
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 1890, 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 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 1890, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 1890, which was 684.20 higher than the previous day. The implied volatity was 11.99, the open interest changed by 32 which increased total open position to 33
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 1205.8, 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 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 1205.8, 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 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 1205.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 1205.8, 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 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 1205.8, 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 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 1205.8, which was -115.00 lower than the previous day. The implied volatity was 13.05, the open interest changed by 11 which increased total open position to 12
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1320.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1320.8, which was -2910.15 lower than the previous day. The implied volatity was 11.57, 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 4230.95, 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 4230.95, 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 4230.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 4230.95, 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 4230.95, 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 4230.95, 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 4230.95, 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 4230.95, which was 4230.95 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 22400 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 | -1.45 | - | 4,93,799 | -86,030 | 51,125 |
| 24 Dec | 23727.65 | 1.5 | -1.80 | 32.73 | 4,25,524 | 1,758 | 1,37,348 |
| 23 Dec | 23753.45 | 3.3 | -3.95 | 30.09 | 5,18,722 | 77,528 | 1,35,537 |
| 20 Dec | 23587.50 | 7.25 | 2.85 | 22.56 | 3,45,100 | 46,082 | 58,550 |
| 19 Dec | 23951.70 | 4.4 | 1.75 | 23.44 | 61,126 | 5,191 | 16,207 |
| 18 Dec | 24198.85 | 2.65 | -0.60 | 23.20 | 26,396 | 6,659 | 15,380 |
| 17 Dec | 24336.00 | 3.25 | -0.20 | 23.56 | 19,941 | -7,905 | 7,077 |
| 16 Dec | 24668.25 | 3.45 | -0.90 | 25.63 | 16,204 | 3,398 | 13,262 |
| 13 Dec | 24768.30 | 4.35 | -0.75 | 24.44 | 44,477 | 7,784 | 13,456 |
| 12 Dec | 24548.70 | 5.1 | -0.90 | 22.16 | 28,916 | 7,792 | 10,179 |
| 11 Dec | 24641.80 | 6 | -0.50 | 22.68 | 11,245 | -10,957 | 10,102 |
| 10 Dec | 24610.05 | 6.5 | -2.15 | 22.19 | 10,291 | 9,315 | 9,907 |
| 9 Dec | 24619.00 | 8.65 | -2.10 | 22.56 | 18,173 | 3,553 | 10,195 |
| 6 Dec | 24677.80 | 10.75 | -1.75 | 21.98 | 11,519 | 6,167 | 6,639 |
| 5 Dec | 24708.40 | 12.5 | -2.15 | 22.27 | 31,926 | -33,221 | 8,773 |
| 4 Dec | 24467.45 | 14.65 | -1.85 | 20.64 | 23,381 | 11,966 | 15,394 |
| 3 Dec | 24457.15 | 16.5 | -3.80 | 20.55 | 20,490 | 11,526 | 15,178 |
| 2 Dec | 24276.05 | 20.3 | -1.70 | 19.70 | 9,883 | -17,273 | 13,728 |
| 29 Nov | 24131.10 | 22 | -7.00 | 17.91 | 13,223 | 12,677 | 13,422 |
| 28 Nov | 23914.15 | 29 | 7.30 | 17.44 | 18,044 | 11,698 | 12,108 |
| 27 Nov | 24274.90 | 21.7 | -9.75 | 18.39 | 11,488 | -790 | 10,496 |
| 26 Nov | 24194.50 | 31.45 | -3.20 | 18.95 | 5,675 | 11,286 | 11,286 |
| 25 Nov | 24221.90 | 34.65 | -25.95 | 19.49 | 15,705 | 9,314 | 11,706 |
| 22 Nov | 23907.25 | 60.6 | -45.40 | 18.56 | 22,451 | 8,281 | 10,673 |
| 21 Nov | 23349.90 | 106 | 2.80 | 17.00 | 11,276 | 8,948 | 8,959 |
| 19 Nov | 23518.50 | 103.2 | 18.80 | 17.59 | 10,654 | 5,859 | 5,859 |
| 18 Nov | 23453.80 | 84.4 | 10.15 | 16.24 | 9,786 | 5,377 | 5,377 |
| 14 Nov | 23532.70 | 74.25 | -7.40 | 15.73 | 7,004 | 2,026 | 4,026 |
| 13 Nov | 23559.05 | 81.65 | 19.40 | 16.38 | 3,716 | 2,000 | 2,000 |
| 12 Nov | 23883.45 | 62.25 | 15.25 | 16.65 | 1,297 | 1,177 | 1,177 |
| 11 Nov | 24141.30 | 47 | -16.85 | 17.14 | 1,550 | 886 | 886 |
| 8 Nov | 24148.20 | 63.85 | 1.75 | 17.95 | 523 | 614 | 614 |
| 7 Nov | 24199.35 | 62.1 | 10.75 | 18.20 | 462 | 349 | 349 |
| 6 Nov | 24484.05 | 51.35 | -32.65 | 18.94 | 916 | 352 | 470 |
| 5 Nov | 24213.30 | 84 | 84.00 | 19.44 | 237 | 112 | 112 |
| 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 22400 expiring on 26DEC2024
Delta for 22400 PE is -
Historical price for 22400 PE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 0.05, which was -1.45 lower than the previous day. The implied volatity was -, the open interest changed by -86030 which decreased total open position to 51125
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 1.5, which was -1.80 lower than the previous day. The implied volatity was 32.73, the open interest changed by 1758 which increased total open position to 137348
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 3.3, which was -3.95 lower than the previous day. The implied volatity was 30.09, the open interest changed by 77528 which increased total open position to 135537
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 7.25, which was 2.85 higher than the previous day. The implied volatity was 22.56, the open interest changed by 46082 which increased total open position to 58550
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 4.4, which was 1.75 higher than the previous day. The implied volatity was 23.44, the open interest changed by 5191 which increased total open position to 16207
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 2.65, which was -0.60 lower than the previous day. The implied volatity was 23.20, the open interest changed by 6659 which increased total open position to 15380
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 3.25, which was -0.20 lower than the previous day. The implied volatity was 23.56, the open interest changed by -7905 which decreased total open position to 7077
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 3.45, which was -0.90 lower than the previous day. The implied volatity was 25.63, the open interest changed by 3398 which increased total open position to 13262
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 4.35, which was -0.75 lower than the previous day. The implied volatity was 24.44, the open interest changed by 7784 which increased total open position to 13456
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 5.1, which was -0.90 lower than the previous day. The implied volatity was 22.16, the open interest changed by 7792 which increased total open position to 10179
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 6, which was -0.50 lower than the previous day. The implied volatity was 22.68, the open interest changed by -10957 which decreased total open position to 10102
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 6.5, which was -2.15 lower than the previous day. The implied volatity was 22.19, the open interest changed by 9315 which increased total open position to 9907
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 8.65, which was -2.10 lower than the previous day. The implied volatity was 22.56, the open interest changed by 3553 which increased total open position to 10195
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 10.75, which was -1.75 lower than the previous day. The implied volatity was 21.98, the open interest changed by 6167 which increased total open position to 6639
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 12.5, which was -2.15 lower than the previous day. The implied volatity was 22.27, the open interest changed by -33221 which decreased total open position to 8773
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 14.65, which was -1.85 lower than the previous day. The implied volatity was 20.64, the open interest changed by 11966 which increased total open position to 15394
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 16.5, which was -3.80 lower than the previous day. The implied volatity was 20.55, the open interest changed by 11526 which increased total open position to 15178
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 20.3, which was -1.70 lower than the previous day. The implied volatity was 19.70, the open interest changed by -17273 which decreased total open position to 13728
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 22, which was -7.00 lower than the previous day. The implied volatity was 17.91, the open interest changed by 12677 which increased total open position to 13422
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 29, which was 7.30 higher than the previous day. The implied volatity was 17.44, the open interest changed by 11698 which increased total open position to 12108
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 21.7, which was -9.75 lower than the previous day. The implied volatity was 18.39, the open interest changed by -790 which decreased total open position to 10496
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 31.45, which was -3.20 lower than the previous day. The implied volatity was 18.95, the open interest changed by 11286 which increased total open position to 11286
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 34.65, which was -25.95 lower than the previous day. The implied volatity was 19.49, the open interest changed by 9314 which increased total open position to 11706
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 60.6, which was -45.40 lower than the previous day. The implied volatity was 18.56, the open interest changed by 8281 which increased total open position to 10673
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 106, which was 2.80 higher than the previous day. The implied volatity was 17.00, the open interest changed by 8948 which increased total open position to 8959
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 103.2, which was 18.80 higher than the previous day. The implied volatity was 17.59, the open interest changed by 5859 which increased total open position to 5859
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 84.4, which was 10.15 higher than the previous day. The implied volatity was 16.24, the open interest changed by 5377 which increased total open position to 5377
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 74.25, which was -7.40 lower than the previous day. The implied volatity was 15.73, the open interest changed by 2026 which increased total open position to 4026
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 81.65, which was 19.40 higher than the previous day. The implied volatity was 16.38, the open interest changed by 2000 which increased total open position to 2000
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 62.25, which was 15.25 higher than the previous day. The implied volatity was 16.65, the open interest changed by 1177 which increased total open position to 1177
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 47, which was -16.85 lower than the previous day. The implied volatity was 17.14, the open interest changed by 886 which increased total open position to 886
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 63.85, which was 1.75 higher than the previous day. The implied volatity was 17.95, the open interest changed by 614 which increased total open position to 614
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 62.1, which was 10.75 higher than the previous day. The implied volatity was 18.20, the open interest changed by 349 which increased total open position to 349
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 51.35, which was -32.65 lower than the previous day. The implied volatity was 18.94, the open interest changed by 352 which increased total open position to 470
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 84, which was 84.00 higher than the previous day. The implied volatity was 19.44, the open interest changed by 112 which increased total open position to 112
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
