NIFTY
Nifty
Historical option data for NIFTY
26 Dec 2024 04:11 PM IST
| NIFTY 26DEC2024 22450 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 | 1291.5 | -23.50 | - | 16 | 0 | 13 | |||
| 24 Dec | 23727.65 | 1315 | -546.15 | 49.43 | 65 | -41 | 13 | |||
| 23 Dec | 23753.45 | 1861.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Dec | 23587.50 | 1861.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 23951.70 | 1861.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 24198.85 | 1861.15 | -127.40 | 37.28 | 7 | 53 | 54 | |||
| 17 Dec | 24336.00 | 1988.55 | -133.75 | 39.73 | 1 | 54 | 54 | |||
| 16 Dec | 24668.25 | 2122.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 24768.30 | 2122.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 24548.70 | 2122.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 24641.80 | 2122.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 24610.05 | 2122.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 24619.00 | 2122.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 24677.80 | 2122.3 | 0.00 | 0.00 | 0 | 6 | 0 | |||
| 5 Dec | 24708.40 | 2122.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 24467.45 | 2122.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 24457.15 | 2122.3 | 461.10 | - | 4 | 50 | 56 | |||
| 2 Dec | 24276.05 | 1661.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 24131.10 | 1661.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 23914.15 | 1661.2 | -374.10 | - | 14 | 38 | 41 | |||
| 27 Nov | 24274.90 | 2035.3 | 427.60 | 19.36 | 29 | 38 | 41 | |||
| 26 Nov | 24194.50 | 1607.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 24221.90 | 1607.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 23907.25 | 1607.7 | 330.20 | - | 9 | 9 | 12 | |||
| 21 Nov | 23349.90 | 1277.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 23518.50 | 1277.5 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 18 Nov | 23453.80 | 1277.5 | -2905.25 | 11.83 | 4 | 0 | 0 | |||
| 14 Nov | 23532.70 | 4182.75 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 23559.05 | 4182.75 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 23883.45 | 4182.75 | 0.00 | - | 0 | 0 | 0 | |||
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| 11 Nov | 24141.30 | 4182.75 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 24148.20 | 4182.75 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 24199.35 | 4182.75 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 24484.05 | 4182.75 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 24213.30 | 4182.75 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 23995.35 | 4182.75 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 24304.35 | 4182.75 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 24205.35 | 4182.75 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 24340.85 | 4182.75 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 24466.85 | 4182.75 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 24339.15 | 4182.75 | 4182.75 | - | 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 22450 expiring on 26DEC2024
Delta for 22450 CE is -
Historical price for 22450 CE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 1291.5, which was -23.50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 1315, which was -546.15 lower than the previous day. The implied volatity was 49.43, the open interest changed by -41 which decreased total open position to 13
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 1861.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 1861.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 1861.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 1861.15, which was -127.40 lower than the previous day. The implied volatity was 37.28, the open interest changed by 53 which increased total open position to 54
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 1988.55, which was -133.75 lower than the previous day. The implied volatity was 39.73, the open interest changed by 54 which increased total open position to 54
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 2122.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 2122.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 2122.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 2122.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 2122.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 2122.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 2122.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 2122.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 2122.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 2122.3, which was 461.10 higher than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 56
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 1661.2, 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 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 1661.2, 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 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 1661.2, which was -374.10 lower than the previous day. The implied volatity was -, the open interest changed by 38 which increased total open position to 41
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 2035.3, which was 427.60 higher than the previous day. The implied volatity was 19.36, the open interest changed by 38 which increased total open position to 41
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 1607.7, 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 1607.7, 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 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 1607.7, which was 330.20 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 12
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 1277.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1277.5, 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 1277.5, which was -2905.25 lower than the previous day. The implied volatity was 11.83, 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 4182.75, 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 4182.75, 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 4182.75, 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 4182.75, 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 4182.75, 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 4182.75, 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 4182.75, 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 4182.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 4182.75, 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 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 4182.75, 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 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 4182.75, 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 4182.75, 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 4182.75, 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 4182.75, which was 4182.75 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 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 22450 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 | -1.65 | - | 2,94,025 | -12,973 | 30,824 |
| 24 Dec | 23727.65 | 1.7 | -1.80 | 32.10 | 1,30,256 | 3,986 | 44,122 |
| 23 Dec | 23753.45 | 3.5 | -4.10 | 29.35 | 2,34,329 | 28,349 | 40,306 |
| 20 Dec | 23587.50 | 7.6 | 3.35 | 21.99 | 1,17,062 | 4,843 | 11,151 |
| 19 Dec | 23951.70 | 4.25 | 1.30 | 22.66 | 13,153 | 1,351 | 3,619 |
| 18 Dec | 24198.85 | 2.95 | 0.25 | 22.95 | 2,782 | -1,181 | 1,313 |
| 17 Dec | 24336.00 | 2.7 | -0.85 | 22.47 | 2,005 | -24 | 1,267 |
| 16 Dec | 24668.25 | 3.55 | -0.80 | 25.21 | 1,196 | -1,042 | 1,291 |
| 13 Dec | 24768.30 | 4.35 | -0.25 | 23.98 | 2,865 | 365 | 1,349 |
| 12 Dec | 24548.70 | 4.6 | -1.25 | 21.40 | 10,543 | 218 | 591 |
| 11 Dec | 24641.80 | 5.85 | -0.85 | 22.16 | 868 | 874 | 1,338 |
| 10 Dec | 24610.05 | 6.7 | -1.80 | 21.85 | 655 | 1,038 | 1,345 |
| 9 Dec | 24619.00 | 8.5 | -2.40 | 22.07 | 1,243 | 1,054 | 1,273 |
| 6 Dec | 24677.80 | 10.9 | -2.00 | 21.62 | 1,427 | -115 | 1,287 |
| 5 Dec | 24708.40 | 12.9 | -2.20 | 21.98 | 4,021 | -22 | 1,417 |
| 4 Dec | 24467.45 | 15.1 | -2.35 | 20.34 | 3,378 | 1,426 | 1,450 |
| 3 Dec | 24457.15 | 17.45 | -3.70 | 20.35 | 2,562 | 1,299 | 1,323 |
| 2 Dec | 24276.05 | 21.15 | -2.65 | 19.44 | 869 | -4,890 | 1,288 |
| 29 Nov | 24131.10 | 23.8 | -10.05 | 17.79 | 4,218 | 1,103 | 1,103 |
| 28 Nov | 23914.15 | 33.85 | 11.60 | 17.63 | 2,869 | 708 | 995 |
| 27 Nov | 24274.90 | 22.25 | -11.60 | 18.10 | 627 | -126 | 287 |
| 26 Nov | 24194.50 | 33.85 | -1.95 | 18.85 | 378 | 413 | 413 |
| 25 Nov | 24221.90 | 35.8 | -24.50 | 19.24 | 934 | 342 | 342 |
| 22 Nov | 23907.25 | 60.3 | -49.80 | 18.11 | 574 | 348 | 348 |
| 21 Nov | 23349.90 | 110.1 | 2.80 | 16.74 | 539 | 231 | 231 |
| 19 Nov | 23518.50 | 107.3 | 20.50 | 17.36 | 621 | -259 | 205 |
| 18 Nov | 23453.80 | 86.8 | 3.80 | 15.94 | 492 | -49 | 175 |
| 14 Nov | 23532.70 | 83 | 71.20 | 15.86 | 243 | -185 | 224 |
| 13 Nov | 23559.05 | 11.8 | 0.00 | 4.16 | 0 | 99 | 0 |
| 12 Nov | 23883.45 | 11.8 | 0.00 | 4.77 | 0 | 0 | 0 |
| 11 Nov | 24141.30 | 11.8 | 0.00 | 5.51 | 0 | 102 | 0 |
| 8 Nov | 24148.20 | 11.8 | 0.00 | 5.32 | 0 | 3 | 0 |
| 7 Nov | 24199.35 | 11.8 | 0.00 | 5.49 | 0 | 0 | 0 |
| 6 Nov | 24484.05 | 11.8 | 0.00 | 6.15 | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 11.8 | 0.00 | 5.42 | 0 | 41 | 0 |
| 4 Nov | 23995.35 | 11.8 | 0.00 | 4.90 | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 11.8 | 0.00 | 5.53 | 0 | 0 | 0 |
| 31 Oct | 24205.35 | 11.8 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 24340.85 | 11.8 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 24466.85 | 11.8 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 24339.15 | 11.8 | 11.80 | - | 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 22450 expiring on 26DEC2024
Delta for 22450 PE is -
Historical price for 22450 PE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 0.05, which was -1.65 lower than the previous day. The implied volatity was -, the open interest changed by -12973 which decreased total open position to 30824
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 1.7, which was -1.80 lower than the previous day. The implied volatity was 32.10, the open interest changed by 3986 which increased total open position to 44122
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 3.5, which was -4.10 lower than the previous day. The implied volatity was 29.35, the open interest changed by 28349 which increased total open position to 40306
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 7.6, which was 3.35 higher than the previous day. The implied volatity was 21.99, the open interest changed by 4843 which increased total open position to 11151
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 4.25, which was 1.30 higher than the previous day. The implied volatity was 22.66, the open interest changed by 1351 which increased total open position to 3619
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 2.95, which was 0.25 higher than the previous day. The implied volatity was 22.95, the open interest changed by -1181 which decreased total open position to 1313
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 2.7, which was -0.85 lower than the previous day. The implied volatity was 22.47, the open interest changed by -24 which decreased total open position to 1267
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 3.55, which was -0.80 lower than the previous day. The implied volatity was 25.21, the open interest changed by -1042 which decreased total open position to 1291
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 4.35, which was -0.25 lower than the previous day. The implied volatity was 23.98, the open interest changed by 365 which increased total open position to 1349
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 4.6, which was -1.25 lower than the previous day. The implied volatity was 21.40, the open interest changed by 218 which increased total open position to 591
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 5.85, which was -0.85 lower than the previous day. The implied volatity was 22.16, the open interest changed by 874 which increased total open position to 1338
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 6.7, which was -1.80 lower than the previous day. The implied volatity was 21.85, the open interest changed by 1038 which increased total open position to 1345
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 8.5, which was -2.40 lower than the previous day. The implied volatity was 22.07, the open interest changed by 1054 which increased total open position to 1273
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 10.9, which was -2.00 lower than the previous day. The implied volatity was 21.62, the open interest changed by -115 which decreased total open position to 1287
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 12.9, which was -2.20 lower than the previous day. The implied volatity was 21.98, the open interest changed by -22 which decreased total open position to 1417
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 15.1, which was -2.35 lower than the previous day. The implied volatity was 20.34, the open interest changed by 1426 which increased total open position to 1450
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 17.45, which was -3.70 lower than the previous day. The implied volatity was 20.35, the open interest changed by 1299 which increased total open position to 1323
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 21.15, which was -2.65 lower than the previous day. The implied volatity was 19.44, the open interest changed by -4890 which decreased total open position to 1288
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 23.8, which was -10.05 lower than the previous day. The implied volatity was 17.79, the open interest changed by 1103 which increased total open position to 1103
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 33.85, which was 11.60 higher than the previous day. The implied volatity was 17.63, the open interest changed by 708 which increased total open position to 995
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 22.25, which was -11.60 lower than the previous day. The implied volatity was 18.10, the open interest changed by -126 which decreased total open position to 287
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 33.85, which was -1.95 lower than the previous day. The implied volatity was 18.85, the open interest changed by 413 which increased total open position to 413
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 35.8, which was -24.50 lower than the previous day. The implied volatity was 19.24, the open interest changed by 342 which increased total open position to 342
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 60.3, which was -49.80 lower than the previous day. The implied volatity was 18.11, the open interest changed by 348 which increased total open position to 348
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 110.1, which was 2.80 higher than the previous day. The implied volatity was 16.74, the open interest changed by 231 which increased total open position to 231
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 107.3, which was 20.50 higher than the previous day. The implied volatity was 17.36, the open interest changed by -259 which decreased total open position to 205
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 86.8, which was 3.80 higher than the previous day. The implied volatity was 15.94, the open interest changed by -49 which decreased total open position to 175
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 83, which was 71.20 higher than the previous day. The implied volatity was 15.86, the open interest changed by -185 which decreased total open position to 224
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 11.8, which was 0.00 lower than the previous day. The implied volatity was 4.16, the open interest changed by 99 which increased total open position to 0
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 11.8, which was 0.00 lower than the previous day. The implied volatity was 4.77, 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 11.8, which was 0.00 lower than the previous day. The implied volatity was 5.51, the open interest changed by 102 which increased total open position to 0
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 11.8, which was 0.00 lower than the previous day. The implied volatity was 5.32, the open interest changed by 3 which increased total open position to 0
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 11.8, which was 0.00 lower than the previous day. The implied volatity was 5.49, 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 11.8, which was 0.00 lower than the previous day. The implied volatity was 6.15, 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 11.8, which was 0.00 lower than the previous day. The implied volatity was 5.42, the open interest changed by 41 which increased total open position to 0
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 11.8, which was 0.00 lower than the previous day. The implied volatity was 4.90, 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 11.8, which was 0.00 lower than the previous day. The implied volatity was 5.53, 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 11.8, 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 11.8, 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 11.8, 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 11.8, which was 11.80 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 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
