NIFTY
Nifty
Historical option data for NIFTY
20 Dec 2024 04:11 PM IST
| NIFTY 26DEC2024 22600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 23587.50 | 1046.1 | -367.35 | - | 14 | -1 | 53.667 | |||
| 19 Dec | 23951.70 | 1413.45 | -280.25 | 22.98 | 12.667 | 2 | 55 | |||
| 18 Dec | 24198.85 | 1693.7 | -115.60 | 31.07 | 6.667 | 48 | 56.333 | |||
| 17 Dec | 24336.00 | 1809.3 | -385.80 | 31.96 | 14 | -4.333 | 59.667 | |||
| 16 Dec | 24668.25 | 2195.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 24768.30 | 2195.1 | 171.45 | - | 1.333 | 59.667 | 64 | |||
| 12 Dec | 24548.70 | 2023.65 | -109.20 | - | 0.333 | 56 | 63.667 | |||
| 11 Dec | 24641.80 | 2132.85 | 80.85 | 22.55 | 1.667 | 55.667 | 63.333 | |||
| 10 Dec | 24610.05 | 2052 | -4.00 | - | 0.333 | 55.667 | 63.333 | |||
| 9 Dec | 24619.00 | 2056 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 24677.80 | 2056 | 0.00 | 0.00 | 0 | 7.333 | 0 | |||
| 5 Dec | 24708.40 | 2056 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 24467.45 | 2056 | 60.40 | 25.53 | 0.667 | 63.333 | 63.667 | |||
| 3 Dec | 24457.15 | 1995.6 | 162.80 | 17.03 | 1.667 | 63.667 | 64 | |||
| 2 Dec | 24276.05 | 1832.8 | 242.80 | 15.14 | 62.667 | 63.667 | 64 | |||
| 29 Nov | 24131.10 | 1590 | -76.00 | - | 1 | 105.667 | 106 | |||
| 28 Nov | 23914.15 | 1666 | -79.85 | 24.25 | 29 | 105.667 | 105.667 | |||
| 27 Nov | 24274.90 | 1745.85 | -51.45 | - | 2.667 | 80.333 | 80.333 | |||
| 26 Nov | 24194.50 | 1797.3 | -84.50 | 15.64 | 4 | 80.667 | 80.667 | |||
| 25 Nov | 24221.90 | 1881.8 | 389.70 | 18.47 | 13.333 | 76 | 76 | |||
| 22 Nov | 23907.25 | 1492.1 | 461.10 | 10.96 | 50 | 70.667 | 70.667 | |||
| 21 Nov | 23349.90 | 1031 | -124.00 | 12.90 | 40 | 72.333 | 72.333 | |||
| 19 Nov | 23518.50 | 1155 | -5.00 | 12.77 | 1 | 63 | 63 | |||
| 18 Nov | 23453.80 | 1160 | -102.50 | 13.02 | 66.667 | 64.333 | 64.333 | |||
| 14 Nov | 23532.70 | 1262.5 | -2775.95 | 12.37 | 3.333 | 1 | 1 | |||
| 13 Nov | 23559.05 | 4038.45 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 23883.45 | 4038.45 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 24141.30 | 4038.45 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 24148.20 | 4038.45 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 24199.35 | 4038.45 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 24484.05 | 4038.45 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 24213.30 | 4038.45 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 23995.35 | 4038.45 | 0.00 | - | 0 | 0 | 0 | |||
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| 1 Nov | 24304.35 | 4038.45 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 24205.35 | 4038.45 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 24340.85 | 4038.45 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 24466.85 | 4038.45 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 24339.15 | 4038.45 | 4038.45 | - | 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 22600 expiring on 26DEC2024
Delta for 22600 CE is -
Historical price for 22600 CE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 1046.1, which was -367.35 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 161
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 1413.45, which was -280.25 lower than the previous day. The implied volatity was 22.98, the open interest changed by 6 which increased total open position to 165
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 1693.7, which was -115.60 lower than the previous day. The implied volatity was 31.07, the open interest changed by 144 which increased total open position to 169
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 1809.3, which was -385.80 lower than the previous day. The implied volatity was 31.96, the open interest changed by -13 which decreased total open position to 179
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 2195.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 2195.1, which was 171.45 higher than the previous day. The implied volatity was -, the open interest changed by 179 which increased total open position to 192
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 2023.65, which was -109.20 lower than the previous day. The implied volatity was -, the open interest changed by 168 which increased total open position to 191
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 2132.85, which was 80.85 higher than the previous day. The implied volatity was 22.55, the open interest changed by 167 which increased total open position to 190
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 2052, which was -4.00 lower than the previous day. The implied volatity was -, the open interest changed by 167 which increased total open position to 190
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 2056, 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 2056, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 22 which increased total open position to 0
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 2056, 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 2056, which was 60.40 higher than the previous day. The implied volatity was 25.53, the open interest changed by 190 which increased total open position to 191
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 1995.6, which was 162.80 higher than the previous day. The implied volatity was 17.03, the open interest changed by 191 which increased total open position to 192
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 1832.8, which was 242.80 higher than the previous day. The implied volatity was 15.14, the open interest changed by 191 which increased total open position to 192
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 1590, which was -76.00 lower than the previous day. The implied volatity was -, the open interest changed by 317 which increased total open position to 318
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 1666, which was -79.85 lower than the previous day. The implied volatity was 24.25, the open interest changed by 317 which increased total open position to 317
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 1745.85, which was -51.45 lower than the previous day. The implied volatity was -, the open interest changed by 241 which increased total open position to 241
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 1797.3, which was -84.50 lower than the previous day. The implied volatity was 15.64, the open interest changed by 242 which increased total open position to 242
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 1881.8, which was 389.70 higher than the previous day. The implied volatity was 18.47, the open interest changed by 228 which increased total open position to 228
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 1492.1, which was 461.10 higher than the previous day. The implied volatity was 10.96, the open interest changed by 212 which increased total open position to 212
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 1031, which was -124.00 lower than the previous day. The implied volatity was 12.90, the open interest changed by 217 which increased total open position to 217
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1155, which was -5.00 lower than the previous day. The implied volatity was 12.77, the open interest changed by 189 which increased total open position to 189
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1160, which was -102.50 lower than the previous day. The implied volatity was 13.02, the open interest changed by 193 which increased total open position to 193
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1262.5, which was -2775.95 lower than the previous day. The implied volatity was 12.37, the open interest changed by 3 which increased total open position to 3
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 4038.45, 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 4038.45, 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 4038.45, 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 4038.45, 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 4038.45, 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 4038.45, 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 4038.45, 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 4038.45, 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 4038.45, 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 4038.45, 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 4038.45, 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 4038.45, 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 4038.45, which was 4038.45 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 22600 PE | |||||||
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Delta: -0.04
Vega: 2.59
Theta: -4.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23587.50 | 10.15 | 3.10 | 20.73 | 1,37,498.667 | 3,952 | 13,227 |
| 19 Dec | 23951.70 | 7.05 | 3.20 | 22.41 | 37,128.667 | 3,682 | 9,016.667 |
| 18 Dec | 24198.85 | 3.85 | -0.20 | 22.00 | 11,024 | 1,394.333 | 5,310 |
| 17 Dec | 24336.00 | 4.05 | 0.25 | 22.03 | 5,671.667 | -71.667 | 3,907 |
| 16 Dec | 24668.25 | 3.8 | -0.90 | 23.89 | 3,434.667 | -275.333 | 3,972.333 |
| 13 Dec | 24768.30 | 4.7 | -0.60 | 22.84 | 13,985.333 | 398 | 4,256 |
| 12 Dec | 24548.70 | 5.3 | -1.60 | 20.46 | 8,342 | -672 | 3,858.667 |
| 11 Dec | 24641.80 | 6.9 | -0.80 | 21.34 | 7,563.333 | 1,760.333 | 4,540.333 |
| 10 Dec | 24610.05 | 7.7 | -2.30 | 20.99 | 2,554.667 | -377.667 | 2,769.667 |
| 9 Dec | 24619.00 | 10 | -2.95 | 21.31 | 5,002.333 | -679.333 | 3,151.333 |
| 6 Dec | 24677.80 | 12.95 | -3.25 | 20.99 | 5,086.667 | -314.333 | 3,809 |
| 5 Dec | 24708.40 | 16.2 | -2.10 | 21.59 | 7,999.333 | 625.333 | 4,160 |
| 4 Dec | 24467.45 | 18.3 | -1.05 | 19.79 | 7,685.667 | 3,516.667 | 3,539 |
| 3 Dec | 24457.15 | 19.35 | -6.65 | 19.49 | 6,869.667 | 348 | 4,813 |
| 2 Dec | 24276.05 | 26 | -3.50 | 18.98 | 5,092.333 | 251.667 | 4,476.667 |
| 29 Nov | 24131.10 | 29.5 | -11.70 | 17.36 | 5,078.667 | -2,218 | 4,226.333 |
| 28 Nov | 23914.15 | 41.2 | 14.75 | 17.16 | 10,404 | -170.667 | 4,203 |
| 27 Nov | 24274.90 | 26.45 | -13.25 | 17.56 | 6,239.333 | 410 | 4,451.333 |
| 26 Nov | 24194.50 | 39.7 | -2.55 | 18.31 | 1,924 | 99.667 | 4,061 |
| 25 Nov | 24221.90 | 42.25 | -28.70 | 18.76 | 6,856.333 | 1,563.667 | 3,919.333 |
| 22 Nov | 23907.25 | 70.95 | -63.35 | 17.63 | 7,549.667 | 840.333 | 3,196 |
| 21 Nov | 23349.90 | 134.3 | -2.95 | 16.49 | 3,346.667 | 88.333 | 2,367.667 |
| 19 Nov | 23518.50 | 137.25 | 29.85 | 17.49 | 4,956 | 623.667 | 2,282.667 |
| 18 Nov | 23453.80 | 107.4 | 7.85 | 15.73 | 3,007 | 226.667 | 1,657.667 |
| 14 Nov | 23532.70 | 99.55 | -3.60 | 15.52 | 829 | 159.667 | 1,433 |
| 13 Nov | 23559.05 | 103.15 | 25.15 | 15.94 | 1,240 | 1,273.333 | 1,273.333 |
| 12 Nov | 23883.45 | 78 | 19.85 | 16.18 | 371.667 | 857 | 857 |
| 11 Nov | 24141.30 | 58.15 | -18.00 | 16.64 | 1,164.667 | 804.667 | 804.667 |
| 8 Nov | 24148.20 | 76.15 | 3.60 | 17.37 | 308.333 | 619.333 | 619.333 |
| 7 Nov | 24199.35 | 72.55 | 11.80 | 17.55 | 360.333 | 66.667 | 507.333 |
| 6 Nov | 24484.05 | 60.75 | -39.55 | 18.39 | 789.333 | 206.333 | 429.667 |
| 5 Nov | 24213.30 | 100.3 | -26.85 | 18.98 | 250.667 | 120.333 | 223.333 |
| 4 Nov | 23995.35 | 127.15 | 24.65 | 18.86 | 258.667 | 58.667 | 103.667 |
| 1 Nov | 24304.35 | 102.5 | 1.50 | 19.23 | 4.333 | 0 | 40.667 |
| 31 Oct | 24205.35 | 101 | 38.30 | - | 43.333 | 36 | 38.333 |
| 30 Oct | 24340.85 | 62.7 | 26.60 | - | 1.667 | 0 | 0.667 |
| 29 Oct | 24466.85 | 36.1 | 21.30 | - | 0.667 | 0 | 0 |
| 28 Oct | 24339.15 | 14.8 | 14.80 | - | 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 22600 expiring on 26DEC2024
Delta for 22600 PE is -0.04
Historical price for 22600 PE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 10.15, which was 3.10 higher than the previous day. The implied volatity was 20.73, the open interest changed by 11856 which increased total open position to 39681
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 7.05, which was 3.20 higher than the previous day. The implied volatity was 22.41, the open interest changed by 11046 which increased total open position to 27050
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 3.85, which was -0.20 lower than the previous day. The implied volatity was 22.00, the open interest changed by 4183 which increased total open position to 15930
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 4.05, which was 0.25 higher than the previous day. The implied volatity was 22.03, the open interest changed by -215 which decreased total open position to 11721
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 3.8, which was -0.90 lower than the previous day. The implied volatity was 23.89, the open interest changed by -826 which decreased total open position to 11917
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 4.7, which was -0.60 lower than the previous day. The implied volatity was 22.84, the open interest changed by 1194 which increased total open position to 12768
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 5.3, which was -1.60 lower than the previous day. The implied volatity was 20.46, the open interest changed by -2016 which decreased total open position to 11576
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 6.9, which was -0.80 lower than the previous day. The implied volatity was 21.34, the open interest changed by 5281 which increased total open position to 13621
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 7.7, which was -2.30 lower than the previous day. The implied volatity was 20.99, the open interest changed by -1133 which decreased total open position to 8309
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 10, which was -2.95 lower than the previous day. The implied volatity was 21.31, the open interest changed by -2038 which decreased total open position to 9454
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 12.95, which was -3.25 lower than the previous day. The implied volatity was 20.99, the open interest changed by -943 which decreased total open position to 11427
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 16.2, which was -2.10 lower than the previous day. The implied volatity was 21.59, the open interest changed by 1876 which increased total open position to 12480
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 18.3, which was -1.05 lower than the previous day. The implied volatity was 19.79, the open interest changed by 10550 which increased total open position to 10617
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 19.35, which was -6.65 lower than the previous day. The implied volatity was 19.49, the open interest changed by 1044 which increased total open position to 14439
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 26, which was -3.50 lower than the previous day. The implied volatity was 18.98, the open interest changed by 755 which increased total open position to 13430
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 29.5, which was -11.70 lower than the previous day. The implied volatity was 17.36, the open interest changed by -6654 which decreased total open position to 12679
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 41.2, which was 14.75 higher than the previous day. The implied volatity was 17.16, the open interest changed by -512 which decreased total open position to 12609
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 26.45, which was -13.25 lower than the previous day. The implied volatity was 17.56, the open interest changed by 1230 which increased total open position to 13354
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 39.7, which was -2.55 lower than the previous day. The implied volatity was 18.31, the open interest changed by 299 which increased total open position to 12183
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 42.25, which was -28.70 lower than the previous day. The implied volatity was 18.76, the open interest changed by 4691 which increased total open position to 11758
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 70.95, which was -63.35 lower than the previous day. The implied volatity was 17.63, the open interest changed by 2521 which increased total open position to 9588
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 134.3, which was -2.95 lower than the previous day. The implied volatity was 16.49, the open interest changed by 265 which increased total open position to 7103
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 137.25, which was 29.85 higher than the previous day. The implied volatity was 17.49, the open interest changed by 1871 which increased total open position to 6848
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 107.4, which was 7.85 higher than the previous day. The implied volatity was 15.73, the open interest changed by 680 which increased total open position to 4973
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 99.55, which was -3.60 lower than the previous day. The implied volatity was 15.52, the open interest changed by 479 which increased total open position to 4299
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 103.15, which was 25.15 higher than the previous day. The implied volatity was 15.94, the open interest changed by 3820 which increased total open position to 3820
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 78, which was 19.85 higher than the previous day. The implied volatity was 16.18, the open interest changed by 2571 which increased total open position to 2571
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 58.15, which was -18.00 lower than the previous day. The implied volatity was 16.64, the open interest changed by 2414 which increased total open position to 2414
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 76.15, which was 3.60 higher than the previous day. The implied volatity was 17.37, the open interest changed by 1858 which increased total open position to 1858
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 72.55, which was 11.80 higher than the previous day. The implied volatity was 17.55, the open interest changed by 200 which increased total open position to 1522
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 60.75, which was -39.55 lower than the previous day. The implied volatity was 18.39, the open interest changed by 619 which increased total open position to 1289
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 100.3, which was -26.85 lower than the previous day. The implied volatity was 18.98, the open interest changed by 361 which increased total open position to 670
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 127.15, which was 24.65 higher than the previous day. The implied volatity was 18.86, the open interest changed by 176 which increased total open position to 311
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 102.5, which was 1.50 higher than the previous day. The implied volatity was 19.23, the open interest changed by 0 which decreased total open position to 122
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 101, which was 38.30 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 62.7, which was 26.60 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 36.1, which was 21.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct NIFTY was trading at 24339.15. The strike last trading price was 14.8, which was 14.80 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
