NIFTY
Nifty
Historical option data for NIFTY
26 Dec 2024 04:11 PM IST
| NIFTY 26DEC2024 22500 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 | 1252.6 | -28.30 | - | 3,270 | -531 | 4,674 | |||
| 24 Dec | 23727.65 | 1280.9 | 10.80 | 54.29 | 3,984 | -2,611 | 5,208 | |||
| 23 Dec | 23753.45 | 1270.1 | 119.60 | 26.55 | 2,721 | -542 | 7,819 | |||
| 20 Dec | 23587.50 | 1150.5 | -369.55 | - | 4,140 | -958 | 8,361 | |||
| 19 Dec | 23951.70 | 1520.05 | -239.30 | 27.15 | 2,392 | -1,084 | 9,323 | |||
| 18 Dec | 24198.85 | 1759.35 | -136.60 | - | 5,078 | -3,274 | 10,493 | |||
| 17 Dec | 24336.00 | 1895.95 | -319.30 | 30.35 | 619 | 13,514 | 13,768 | |||
| 16 Dec | 24668.25 | 2215.25 | -152.95 | 26.46 | 98 | -43 | 14,002 | |||
| 13 Dec | 24768.30 | 2368.2 | 212.25 | 24.62 | 470 | 71 | 14,045 | |||
| 12 Dec | 24548.70 | 2155.95 | -72.70 | 28.93 | 429 | -363 | 13,977 | |||
| 11 Dec | 24641.80 | 2228.65 | 43.05 | 21.83 | 758 | -347 | 14,340 | |||
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| 10 Dec | 24610.05 | 2185.6 | -4.85 | - | 211 | 11 | 14,687 | |||
| 9 Dec | 24619.00 | 2190.45 | -88.80 | - | 229 | -85 | 14,676 | |||
| 6 Dec | 24677.80 | 2279.25 | -10.50 | - | 944 | -770 | 14,763 | |||
| 5 Dec | 24708.40 | 2289.75 | 227.75 | - | 1,217 | 15,522 | 15,522 | |||
| 4 Dec | 24467.45 | 2062 | 21.55 | - | 362 | 195 | 16,311 | |||
| 3 Dec | 24457.15 | 2040.45 | 108.90 | - | 1,749 | 15,751 | 16,115 | |||
| 2 Dec | 24276.05 | 1931.55 | 105.10 | 15.67 | 633 | -249 | 15,163 | |||
| 29 Nov | 24131.10 | 1826.45 | 175.90 | 19.16 | 1,750 | 1,077 | 15,409 | |||
| 28 Nov | 23914.15 | 1650.55 | -307.05 | 15.22 | 4,723 | 2,099 | 14,323 | |||
| 27 Nov | 24274.90 | 1957.6 | 94.45 | 12.80 | 4,657 | 3,873 | 12,182 | |||
| 26 Nov | 24194.50 | 1863.15 | -100.35 | - | 3,726 | 2,492 | 8,309 | |||
| 25 Nov | 24221.90 | 1963.5 | 375.85 | 17.03 | 3,243 | 5,817 | 5,819 | |||
| 22 Nov | 23907.25 | 1587.65 | 480.30 | 10.63 | 2,252 | 4,338 | 4,340 | |||
| 21 Nov | 23349.90 | 1107.35 | -142.25 | 12.25 | 2,492 | 4,109 | 4,144 | |||
| 19 Nov | 23518.50 | 1249.6 | 7.65 | 13.29 | 2,746 | 1,778 | 3,028 | |||
| 18 Nov | 23453.80 | 1241.95 | -95.60 | 12.64 | 1,547 | 464 | 1,246 | |||
| 14 Nov | 23532.70 | 1337.55 | -86.90 | 11.07 | 936 | 311 | 781 | |||
| 13 Nov | 23559.05 | 1424.45 | -190.40 | 14.23 | 334 | 470 | 470 | |||
| 12 Nov | 23883.45 | 1614.85 | -235.15 | 9.57 | 63 | 45 | 349 | |||
| 11 Nov | 24141.30 | 1850 | -73.65 | - | 31 | 8 | 303 | |||
| 8 Nov | 24148.20 | 1923.65 | -76.35 | 13.19 | 40 | 21 | 292 | |||
| 7 Nov | 24199.35 | 2000 | -280.00 | 10.97 | 18 | 277 | 277 | |||
| 6 Nov | 24484.05 | 2280 | 272.35 | - | 13 | 4 | 267 | |||
| 5 Nov | 24213.30 | 2007.65 | 142.30 | - | 86 | 272 | 272 | |||
| 4 Nov | 23995.35 | 1865.35 | -202.80 | 15.52 | 247 | 252 | 252 | |||
| 1 Nov | 24304.35 | 2068.15 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 31 Oct | 24205.35 | 2068.15 | -221.85 | - | 5 | 3 | 12 | |||
| 30 Oct | 24340.85 | 2290 | -1844.60 | - | 9 | 5 | 5 | |||
| 29 Oct | 24466.85 | 4134.6 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 24339.15 | 4134.6 | 4134.60 | - | 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 22500 expiring on 26DEC2024
Delta for 22500 CE is -
Historical price for 22500 CE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 1252.6, which was -28.30 lower than the previous day. The implied volatity was -, the open interest changed by -531 which decreased total open position to 4674
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 1280.9, which was 10.80 higher than the previous day. The implied volatity was 54.29, the open interest changed by -2611 which decreased total open position to 5208
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 1270.1, which was 119.60 higher than the previous day. The implied volatity was 26.55, the open interest changed by -542 which decreased total open position to 7819
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 1150.5, which was -369.55 lower than the previous day. The implied volatity was -, the open interest changed by -958 which decreased total open position to 8361
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 1520.05, which was -239.30 lower than the previous day. The implied volatity was 27.15, the open interest changed by -1084 which decreased total open position to 9323
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 1759.35, which was -136.60 lower than the previous day. The implied volatity was -, the open interest changed by -3274 which decreased total open position to 10493
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 1895.95, which was -319.30 lower than the previous day. The implied volatity was 30.35, the open interest changed by 13514 which increased total open position to 13768
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 2215.25, which was -152.95 lower than the previous day. The implied volatity was 26.46, the open interest changed by -43 which decreased total open position to 14002
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 2368.2, which was 212.25 higher than the previous day. The implied volatity was 24.62, the open interest changed by 71 which increased total open position to 14045
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 2155.95, which was -72.70 lower than the previous day. The implied volatity was 28.93, the open interest changed by -363 which decreased total open position to 13977
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 2228.65, which was 43.05 higher than the previous day. The implied volatity was 21.83, the open interest changed by -347 which decreased total open position to 14340
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 2185.6, which was -4.85 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 14687
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 2190.45, which was -88.80 lower than the previous day. The implied volatity was -, the open interest changed by -85 which decreased total open position to 14676
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 2279.25, which was -10.50 lower than the previous day. The implied volatity was -, the open interest changed by -770 which decreased total open position to 14763
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 2289.75, which was 227.75 higher than the previous day. The implied volatity was -, the open interest changed by 15522 which increased total open position to 15522
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 2062, which was 21.55 higher than the previous day. The implied volatity was -, the open interest changed by 195 which increased total open position to 16311
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 2040.45, which was 108.90 higher than the previous day. The implied volatity was -, the open interest changed by 15751 which increased total open position to 16115
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 1931.55, which was 105.10 higher than the previous day. The implied volatity was 15.67, the open interest changed by -249 which decreased total open position to 15163
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 1826.45, which was 175.90 higher than the previous day. The implied volatity was 19.16, the open interest changed by 1077 which increased total open position to 15409
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 1650.55, which was -307.05 lower than the previous day. The implied volatity was 15.22, the open interest changed by 2099 which increased total open position to 14323
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 1957.6, which was 94.45 higher than the previous day. The implied volatity was 12.80, the open interest changed by 3873 which increased total open position to 12182
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 1863.15, which was -100.35 lower than the previous day. The implied volatity was -, the open interest changed by 2492 which increased total open position to 8309
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 1963.5, which was 375.85 higher than the previous day. The implied volatity was 17.03, the open interest changed by 5817 which increased total open position to 5819
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 1587.65, which was 480.30 higher than the previous day. The implied volatity was 10.63, the open interest changed by 4338 which increased total open position to 4340
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 1107.35, which was -142.25 lower than the previous day. The implied volatity was 12.25, the open interest changed by 4109 which increased total open position to 4144
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1249.6, which was 7.65 higher than the previous day. The implied volatity was 13.29, the open interest changed by 1778 which increased total open position to 3028
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1241.95, which was -95.60 lower than the previous day. The implied volatity was 12.64, the open interest changed by 464 which increased total open position to 1246
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1337.55, which was -86.90 lower than the previous day. The implied volatity was 11.07, the open interest changed by 311 which increased total open position to 781
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 1424.45, which was -190.40 lower than the previous day. The implied volatity was 14.23, the open interest changed by 470 which increased total open position to 470
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1614.85, which was -235.15 lower than the previous day. The implied volatity was 9.57, the open interest changed by 45 which increased total open position to 349
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 1850, which was -73.65 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 303
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 1923.65, which was -76.35 lower than the previous day. The implied volatity was 13.19, the open interest changed by 21 which increased total open position to 292
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 2000, which was -280.00 lower than the previous day. The implied volatity was 10.97, the open interest changed by 277 which increased total open position to 277
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 2280, which was 272.35 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 267
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 2007.65, which was 142.30 higher than the previous day. The implied volatity was -, the open interest changed by 272 which increased total open position to 272
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 1865.35, which was -202.80 lower than the previous day. The implied volatity was 15.52, the open interest changed by 252 which increased total open position to 252
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 2068.15, 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 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 2068.15, which was -221.85 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 2290, which was -1844.60 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 4134.6, 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 4134.6, which was 4134.60 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 22500 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 | - | 12,03,171 | -1,52,529 | 1,74,193 |
| 24 Dec | 23727.65 | 1.6 | -1.65 | 30.74 | 10,09,538 | 97,566 | 3,27,613 |
| 23 Dec | 23753.45 | 3.25 | -5.25 | 28.07 | 11,62,423 | 52,919 | 2,32,286 |
| 20 Dec | 23587.50 | 8.5 | 3.80 | 21.63 | 8,58,366 | 46,639 | 1,76,746 |
| 19 Dec | 23951.70 | 4.7 | 1.15 | 22.35 | 3,00,420 | 22,247 | 1,28,419 |
| 18 Dec | 24198.85 | 3.55 | 0.35 | 22.93 | 82,723 | 11,577 | 71,233 |
| 17 Dec | 24336.00 | 3.2 | -0.50 | 22.42 | 67,209 | -40,749 | 59,554 |
| 16 Dec | 24668.25 | 3.7 | -0.75 | 24.83 | 46,338 | -70,997 | 53,911 |
| 13 Dec | 24768.30 | 4.45 | -0.35 | 23.60 | 72,899 | -43,929 | 54,308 |
| 12 Dec | 24548.70 | 4.8 | -0.70 | 21.07 | 36,514 | -60,080 | 48,498 |
| 11 Dec | 24641.80 | 5.5 | -1.20 | 21.53 | 41,851 | 36,270 | 53,698 |
| 10 Dec | 24610.05 | 6.7 | -1.95 | 21.42 | 62,318 | 50,088 | 59,008 |
| 9 Dec | 24619.00 | 8.65 | -2.85 | 21.69 | 36,704 | -1,29,445 | 70,925 |
| 6 Dec | 24677.80 | 11.5 | -2.30 | 21.40 | 56,504 | 68,878 | 72,873 |
| 5 Dec | 24708.40 | 13.8 | -2.70 | 21.82 | 1,24,690 | 13,888 | 75,198 |
| 4 Dec | 24467.45 | 16.5 | -2.50 | 20.25 | 1,02,475 | 71,152 | 73,340 |
| 3 Dec | 24457.15 | 19 | -3.55 | 20.25 | 64,160 | 61,365 | 95,032 |
| 2 Dec | 24276.05 | 22.55 | -3.25 | 19.27 | 71,090 | 93,229 | 94,354 |
| 29 Nov | 24131.10 | 25.8 | -12.15 | 17.68 | 86,982 | 85,647 | 86,101 |
| 28 Nov | 23914.15 | 37.95 | 14.80 | 17.68 | 1,00,116 | 79,496 | 79,969 |
| 27 Nov | 24274.90 | 23.15 | -11.75 | 17.86 | 80,283 | 71,267 | 71,490 |
| 26 Nov | 24194.50 | 34.9 | -4.40 | 18.58 | 40,440 | 58,913 | 58,972 |
| 25 Nov | 24221.90 | 39.3 | -24.40 | 19.24 | 1,07,408 | 48,122 | 56,274 |
| 22 Nov | 23907.25 | 63.7 | -56.30 | 17.96 | 1,12,885 | 51,962 | 60,114 |
| 21 Nov | 23349.90 | 120 | 5.00 | 16.78 | 68,845 | 55,168 | 58,196 |
| 19 Nov | 23518.50 | 115 | 18.00 | 17.31 | 1,00,466 | 50,275 | 50,275 |
| 18 Nov | 23453.80 | 97 | 6.50 | 16.09 | 56,247 | 41,165 | 41,421 |
| 14 Nov | 23532.70 | 90.5 | -7.80 | 15.88 | 45,421 | 35,929 | 36,496 |
| 13 Nov | 23559.05 | 98.3 | 28.10 | 16.52 | 50,638 | 3,945 | 41,275 |
| 12 Nov | 23883.45 | 70.2 | 17.50 | 16.45 | 45,303 | 37,323 | 37,323 |
| 11 Nov | 24141.30 | 52.7 | -19.10 | 16.92 | 32,397 | 30,464 | 30,464 |
| 8 Nov | 24148.20 | 71.8 | -1.20 | 17.81 | 18,995 | 4,669 | 26,454 |
| 7 Nov | 24199.35 | 73 | 15.00 | 18.28 | 19,221 | 3,410 | 21,745 |
| 6 Nov | 24484.05 | 58 | -33.00 | 18.84 | 24,675 | 2,153 | 18,707 |
| 5 Nov | 24213.30 | 91 | -27.40 | 19.16 | 14,726 | 16,228 | 16,228 |
| 4 Nov | 23995.35 | 118.4 | 18.30 | 19.17 | 16,515 | 3,185 | 13,226 |
| 1 Nov | 24304.35 | 100.1 | 4.10 | 19.79 | 1,575 | 225 | 9,947 |
| 31 Oct | 24205.35 | 96 | 2.20 | - | 17,718 | 9,725 | 9,725 |
| 30 Oct | 24340.85 | 93.8 | 17.90 | - | 5,301 | 5,406 | 5,406 |
| 29 Oct | 24466.85 | 75.9 | -6.00 | - | 4,504 | 4,004 | 4,004 |
| 28 Oct | 24339.15 | 81.9 | 81.90 | - | 4,117 | 2,353 | 2,353 |
| 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 22500 expiring on 26DEC2024
Delta for 22500 PE is -
Historical price for 22500 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 -152529 which decreased total open position to 174193
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 1.6, which was -1.65 lower than the previous day. The implied volatity was 30.74, the open interest changed by 97566 which increased total open position to 327613
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 3.25, which was -5.25 lower than the previous day. The implied volatity was 28.07, the open interest changed by 52919 which increased total open position to 232286
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 8.5, which was 3.80 higher than the previous day. The implied volatity was 21.63, the open interest changed by 46639 which increased total open position to 176746
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 4.7, which was 1.15 higher than the previous day. The implied volatity was 22.35, the open interest changed by 22247 which increased total open position to 128419
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 3.55, which was 0.35 higher than the previous day. The implied volatity was 22.93, the open interest changed by 11577 which increased total open position to 71233
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 3.2, which was -0.50 lower than the previous day. The implied volatity was 22.42, the open interest changed by -40749 which decreased total open position to 59554
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 3.7, which was -0.75 lower than the previous day. The implied volatity was 24.83, the open interest changed by -70997 which decreased total open position to 53911
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 4.45, which was -0.35 lower than the previous day. The implied volatity was 23.60, the open interest changed by -43929 which decreased total open position to 54308
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 4.8, which was -0.70 lower than the previous day. The implied volatity was 21.07, the open interest changed by -60080 which decreased total open position to 48498
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 5.5, which was -1.20 lower than the previous day. The implied volatity was 21.53, the open interest changed by 36270 which increased total open position to 53698
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 6.7, which was -1.95 lower than the previous day. The implied volatity was 21.42, the open interest changed by 50088 which increased total open position to 59008
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 8.65, which was -2.85 lower than the previous day. The implied volatity was 21.69, the open interest changed by -129445 which decreased total open position to 70925
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 11.5, which was -2.30 lower than the previous day. The implied volatity was 21.40, the open interest changed by 68878 which increased total open position to 72873
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 13.8, which was -2.70 lower than the previous day. The implied volatity was 21.82, the open interest changed by 13888 which increased total open position to 75198
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 16.5, which was -2.50 lower than the previous day. The implied volatity was 20.25, the open interest changed by 71152 which increased total open position to 73340
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 19, which was -3.55 lower than the previous day. The implied volatity was 20.25, the open interest changed by 61365 which increased total open position to 95032
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 22.55, which was -3.25 lower than the previous day. The implied volatity was 19.27, the open interest changed by 93229 which increased total open position to 94354
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 25.8, which was -12.15 lower than the previous day. The implied volatity was 17.68, the open interest changed by 85647 which increased total open position to 86101
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 37.95, which was 14.80 higher than the previous day. The implied volatity was 17.68, the open interest changed by 79496 which increased total open position to 79969
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 23.15, which was -11.75 lower than the previous day. The implied volatity was 17.86, the open interest changed by 71267 which increased total open position to 71490
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 34.9, which was -4.40 lower than the previous day. The implied volatity was 18.58, the open interest changed by 58913 which increased total open position to 58972
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 39.3, which was -24.40 lower than the previous day. The implied volatity was 19.24, the open interest changed by 48122 which increased total open position to 56274
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 63.7, which was -56.30 lower than the previous day. The implied volatity was 17.96, the open interest changed by 51962 which increased total open position to 60114
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 120, which was 5.00 higher than the previous day. The implied volatity was 16.78, the open interest changed by 55168 which increased total open position to 58196
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 115, which was 18.00 higher than the previous day. The implied volatity was 17.31, the open interest changed by 50275 which increased total open position to 50275
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 97, which was 6.50 higher than the previous day. The implied volatity was 16.09, the open interest changed by 41165 which increased total open position to 41421
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 90.5, which was -7.80 lower than the previous day. The implied volatity was 15.88, the open interest changed by 35929 which increased total open position to 36496
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 98.3, which was 28.10 higher than the previous day. The implied volatity was 16.52, the open interest changed by 3945 which increased total open position to 41275
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 70.2, which was 17.50 higher than the previous day. The implied volatity was 16.45, the open interest changed by 37323 which increased total open position to 37323
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 52.7, which was -19.10 lower than the previous day. The implied volatity was 16.92, the open interest changed by 30464 which increased total open position to 30464
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 71.8, which was -1.20 lower than the previous day. The implied volatity was 17.81, the open interest changed by 4669 which increased total open position to 26454
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 73, which was 15.00 higher than the previous day. The implied volatity was 18.28, the open interest changed by 3410 which increased total open position to 21745
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 58, which was -33.00 lower than the previous day. The implied volatity was 18.84, the open interest changed by 2153 which increased total open position to 18707
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 91, which was -27.40 lower than the previous day. The implied volatity was 19.16, the open interest changed by 16228 which increased total open position to 16228
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 118.4, which was 18.30 higher than the previous day. The implied volatity was 19.17, the open interest changed by 3185 which increased total open position to 13226
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 100.1, which was 4.10 higher than the previous day. The implied volatity was 19.79, the open interest changed by 225 which increased total open position to 9947
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 96, which was 2.20 higher 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 93.8, which was 17.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct NIFTY was trading at 24466.85. The strike last trading price was 75.9, which was -6.00 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 81.9, which was 81.90 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
