NIFTY
Nifty
Historical option data for NIFTY
20 Dec 2024 04:11 PM IST
| NIFTY 26DEC2024 22700 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 | 952.5 | -374.55 | - | 47 | 27.667 | 41 | |||
| 19 Dec | 23951.70 | 1327.05 | -247.95 | 26.00 | 8 | 27 | 41.667 | |||
| 18 Dec | 24198.85 | 1575 | -139.40 | 23.80 | 15 | 0 | 50 | |||
| 17 Dec | 24336.00 | 1714.4 | -312.95 | 31.46 | 6 | 2.333 | 49.333 | |||
| 16 Dec | 24668.25 | 2027.35 | 447.35 | 29.03 | 1.333 | 1.333 | 48.333 | |||
| 13 Dec | 24768.30 | 1580 | -409.40 | - | 3 | 2.333 | 49.333 | |||
| 12 Dec | 24548.70 | 1989.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 24641.80 | 1989.4 | 0.00 | 0.00 | 0 | 42 | 0 | |||
| 10 Dec | 24610.05 | 1989.4 | -19.90 | - | 2.667 | 51.667 | 51.667 | |||
| 9 Dec | 24619.00 | 2009.3 | -76.30 | - | 2.667 | 0 | 52.333 | |||
| 6 Dec | 24677.80 | 2085.6 | -94.85 | - | 2.667 | 38.667 | 53.667 | |||
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| 5 Dec | 24708.40 | 2180.45 | 315.25 | 25.91 | 1 | 37.667 | 54 | |||
| 4 Dec | 24467.45 | 1865.2 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 3 Dec | 24457.15 | 1865.2 | 118.20 | - | 3.667 | 0.667 | 55.333 | |||
| 2 Dec | 24276.05 | 1747 | 110.85 | 17.33 | 5 | -1.667 | 55 | |||
| 29 Nov | 24131.10 | 1636.15 | 142.80 | 18.31 | 2.333 | 44.667 | 56.333 | |||
| 28 Nov | 23914.15 | 1493.35 | -183.20 | 18.01 | 9.667 | 48.333 | 54.333 | |||
| 27 Nov | 24274.90 | 1676.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 24194.50 | 1676.55 | -37.15 | - | 3 | 1 | 54.667 | |||
| 25 Nov | 24221.90 | 1713.7 | 311.80 | - | 1.333 | 6 | 53.667 | |||
| 22 Nov | 23907.25 | 1401.9 | 454.00 | 11.83 | 35 | 3.333 | 51 | |||
| 21 Nov | 23349.90 | 947.9 | -316.10 | 12.89 | 51 | 49.333 | 49.667 | |||
| 19 Nov | 23518.50 | 1264 | 165.80 | 22.04 | 13.333 | 35.333 | 35.667 | |||
| 18 Nov | 23453.80 | 1098.2 | -547.05 | 14.29 | 45.667 | 23 | 23 | |||
| 14 Nov | 23532.70 | 1645.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 23559.05 | 1645.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 23883.45 | 1645.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 24141.30 | 1645.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 24148.20 | 1645.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 24199.35 | 1645.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 24484.05 | 1645.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 24213.30 | 1645.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 23995.35 | 1645.25 | -198.25 | 12.48 | 0.333 | 4 | 4 | |||
| 1 Nov | 24304.35 | 1843.5 | 0.00 | 0.00 | 0 | 0.667 | 0 | |||
| 31 Oct | 24205.35 | 1843.5 | -231.65 | - | 0.667 | 3.333 | 3.333 | |||
| 30 Oct | 24340.85 | 2075.15 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 24466.85 | 2075.15 | 255.15 | - | 0.667 | 0 | 2.667 | |||
| 28 Oct | 24339.15 | 1820 | 0.00 | - | 0 | 2.667 | 0 | |||
| 25 Oct | 24180.80 | 1820 | -2122.65 | - | 2.667 | 1.333 | 1.333 | |||
| 24 Oct | 24399.40 | 3942.65 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 24435.50 | 3942.65 | 3942.65 | - | 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 22700 expiring on 26DEC2024
Delta for 22700 CE is -
Historical price for 22700 CE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 952.5, which was -374.55 lower than the previous day. The implied volatity was -, the open interest changed by 83 which increased total open position to 123
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 1327.05, which was -247.95 lower than the previous day. The implied volatity was 26.00, the open interest changed by 81 which increased total open position to 125
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 1575, which was -139.40 lower than the previous day. The implied volatity was 23.80, the open interest changed by 0 which decreased total open position to 150
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 1714.4, which was -312.95 lower than the previous day. The implied volatity was 31.46, the open interest changed by 7 which increased total open position to 148
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 2027.35, which was 447.35 higher than the previous day. The implied volatity was 29.03, the open interest changed by 4 which increased total open position to 145
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 1580, which was -409.40 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 148
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 1989.4, 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 1989.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 126 which increased total open position to 0
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 1989.4, which was -19.90 lower than the previous day. The implied volatity was -, the open interest changed by 155 which increased total open position to 155
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 2009.3, which was -76.30 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 157
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 2085.6, which was -94.85 lower than the previous day. The implied volatity was -, the open interest changed by 116 which increased total open position to 161
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 2180.45, which was 315.25 higher than the previous day. The implied volatity was 25.91, the open interest changed by 113 which increased total open position to 162
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 1865.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 1865.2, which was 118.20 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 166
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 1747, which was 110.85 higher than the previous day. The implied volatity was 17.33, the open interest changed by -5 which decreased total open position to 165
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 1636.15, which was 142.80 higher than the previous day. The implied volatity was 18.31, the open interest changed by 134 which increased total open position to 169
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 1493.35, which was -183.20 lower than the previous day. The implied volatity was 18.01, the open interest changed by 145 which increased total open position to 163
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 1676.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 1676.55, which was -37.15 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 164
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 1713.7, which was 311.80 higher than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 161
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 1401.9, which was 454.00 higher than the previous day. The implied volatity was 11.83, the open interest changed by 10 which increased total open position to 153
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 947.9, which was -316.10 lower than the previous day. The implied volatity was 12.89, the open interest changed by 148 which increased total open position to 149
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1264, which was 165.80 higher than the previous day. The implied volatity was 22.04, the open interest changed by 106 which increased total open position to 107
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1098.2, which was -547.05 lower than the previous day. The implied volatity was 14.29, the open interest changed by 69 which increased total open position to 69
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1645.25, 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 Nov NIFTY was trading at 23559.05. The strike last trading price was 1645.25, 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 Nov NIFTY was trading at 23883.45. The strike last trading price was 1645.25, 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 Nov NIFTY was trading at 24141.30. The strike last trading price was 1645.25, 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 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 1645.25, 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 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 1645.25, 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 Nov NIFTY was trading at 24484.05. The strike last trading price was 1645.25, 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 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 1645.25, 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 Nov NIFTY was trading at 23995.35. The strike last trading price was 1645.25, which was -198.25 lower than the previous day. The implied volatity was 12.48, the open interest changed by 12 which increased total open position to 12
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 1843.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 1843.5, which was -231.65 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 2075.15, 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 2075.15, which was 255.15 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 1820, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct NIFTY was trading at 24180.80. The strike last trading price was 1820, which was -2122.65 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 3942.65, 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 3942.65, which was 3942.65 higher 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 22700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.05
Vega: 3.15
Theta: -4.93
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23587.50 | 12.95 | 7.05 | 20.05 | 2,24,061 | 13,437.333 | 22,346.667 |
| 19 Dec | 23951.70 | 5.9 | 2.05 | 20.43 | 50,280.667 | -1,549 | 14,428.333 |
| 18 Dec | 24198.85 | 3.85 | -0.50 | 20.82 | 6,353.667 | -15,184 | 3,743.333 |
| 17 Dec | 24336.00 | 4.35 | 0.25 | 21.13 | 8,222 | -12,252 | 3,349.667 |
| 16 Dec | 24668.25 | 4.1 | -0.90 | 23.09 | 8,702.333 | -12,316.333 | 5,274 |
| 13 Dec | 24768.30 | 5 | -1.50 | 22.11 | 11,024.333 | -770.333 | 4,260.667 |
| 12 Dec | 24548.70 | 6.5 | -0.55 | 20.15 | 2,687.333 | -3,563 | 2,395.667 |
| 11 Dec | 24641.80 | 7.05 | -1.80 | 20.51 | 3,638 | 1,374 | 2,512 |
| 10 Dec | 24610.05 | 8.85 | -2.30 | 20.54 | 6,178 | -17,080 | 2,869 |
| 9 Dec | 24619.00 | 11.15 | -3.55 | 20.79 | 6,929.333 | 4,730.333 | 4,971.333 |
| 6 Dec | 24677.80 | 14.7 | -3.25 | 20.60 | 7,617.667 | -3,038.333 | 7,217.333 |
| 5 Dec | 24708.40 | 17.95 | -3.60 | 21.14 | 10,330.333 | -3,120.667 | 7,432.333 |
| 4 Dec | 24467.45 | 21.55 | -2.30 | 19.56 | 8,685.667 | 5,257.333 | 7,563 |
| 3 Dec | 24457.15 | 23.85 | -4.20 | 19.44 | 8,362.667 | -1,191.667 | 8,085.667 |
| 2 Dec | 24276.05 | 28.05 | -6.40 | 18.41 | 8,367.667 | 8,402 | 9,282.667 |
| 29 Nov | 24131.10 | 34.45 | -10.60 | 17.12 | 11,689.667 | 7,360.333 | 7,688.333 |
| 28 Nov | 23914.15 | 45.05 | 14.80 | 16.65 | 10,316.667 | -79.333 | 5,621.667 |
| 27 Nov | 24274.90 | 30.25 | -14.50 | 17.27 | 5,834.667 | 1,673.667 | 5,705.667 |
| 26 Nov | 24194.50 | 44.75 | -1.70 | 18.00 | 3,128.667 | 5,055.333 | 5,357.333 |
| 25 Nov | 24221.90 | 46.45 | -36.25 | 18.36 | 11,254.667 | 4,773.667 | 4,877.667 |
| 22 Nov | 23907.25 | 82.7 | -69.55 | 17.56 | 7,087.667 | 4,387 | 4,491 |
| 21 Nov | 23349.90 | 152.25 | 8.35 | 16.28 | 4,031.333 | 3,629.333 | 3,964.667 |
| 19 Nov | 23518.50 | 143.9 | 19.65 | 16.81 | 5,355 | 3,655.333 | 3,655.333 |
| 18 Nov | 23453.80 | 124.25 | 12.65 | 15.63 | 2,269 | 3,194 | 3,246 |
| 14 Nov | 23532.70 | 111.6 | -12.60 | 15.27 | 1,754.667 | 2,912 | 2,961 |
| 13 Nov | 23559.05 | 124.2 | 37.00 | 16.13 | 3,403.333 | 2,781.333 | 2,796 |
| 12 Nov | 23883.45 | 87.2 | 24.40 | 15.94 | 1,547 | 2,600 | 2,607.333 |
| 11 Nov | 24141.30 | 62.8 | -20.70 | 16.25 | 1,901 | 2,200.667 | 2,208 |
| 8 Nov | 24148.20 | 83.5 | 1.80 | 17.10 | 645.667 | 166 | 1,709 |
| 7 Nov | 24199.35 | 81.7 | 16.15 | 17.42 | 606.667 | 1,543 | 1,543 |
| 6 Nov | 24484.05 | 65.55 | -40.85 | 18.08 | 1,312.333 | 1,430 | 1,430 |
| 5 Nov | 24213.30 | 106.4 | -29.45 | 18.59 | 455.333 | 1,025.667 | 1,025.667 |
| 4 Nov | 23995.35 | 135.85 | 25.60 | 18.50 | 1,018.333 | 965.333 | 965.333 |
| 1 Nov | 24304.35 | 110.25 | 0.35 | 18.94 | 35 | 839 | 839 |
| 31 Oct | 24205.35 | 109.9 | 4.90 | - | 205.667 | 168.333 | 823.333 |
| 30 Oct | 24340.85 | 105 | 14.00 | - | 161.333 | 654.667 | 654.667 |
| 29 Oct | 24466.85 | 91 | -3.00 | - | 183 | 99 | 506.667 |
| 28 Oct | 24339.15 | 94 | -31.50 | - | 234 | 88.667 | 407.333 |
| 25 Oct | 24180.80 | 125.5 | 26.35 | - | 240 | 174.333 | 318.667 |
| 24 Oct | 24399.40 | 99.15 | -0.85 | - | 146.333 | 108.667 | 145.667 |
| 23 Oct | 24435.50 | 100 | 100.00 | - | 37 | 33.667 | 33.667 |
| 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 22700 expiring on 26DEC2024
Delta for 22700 PE is -0.05
Historical price for 22700 PE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 12.95, which was 7.05 higher than the previous day. The implied volatity was 20.05, the open interest changed by 40312 which increased total open position to 67040
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 5.9, which was 2.05 higher than the previous day. The implied volatity was 20.43, the open interest changed by -4647 which decreased total open position to 43285
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 3.85, which was -0.50 lower than the previous day. The implied volatity was 20.82, the open interest changed by -45552 which decreased total open position to 11230
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 4.35, which was 0.25 higher than the previous day. The implied volatity was 21.13, the open interest changed by -36756 which decreased total open position to 10049
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 4.1, which was -0.90 lower than the previous day. The implied volatity was 23.09, the open interest changed by -36949 which decreased total open position to 15822
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 5, which was -1.50 lower than the previous day. The implied volatity was 22.11, the open interest changed by -2311 which decreased total open position to 12782
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 6.5, which was -0.55 lower than the previous day. The implied volatity was 20.15, the open interest changed by -10689 which decreased total open position to 7187
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 7.05, which was -1.80 lower than the previous day. The implied volatity was 20.51, the open interest changed by 4122 which increased total open position to 7536
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 8.85, which was -2.30 lower than the previous day. The implied volatity was 20.54, the open interest changed by -51240 which decreased total open position to 8607
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 11.15, which was -3.55 lower than the previous day. The implied volatity was 20.79, the open interest changed by 14191 which increased total open position to 14914
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 14.7, which was -3.25 lower than the previous day. The implied volatity was 20.60, the open interest changed by -9115 which decreased total open position to 21652
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 17.95, which was -3.60 lower than the previous day. The implied volatity was 21.14, the open interest changed by -9362 which decreased total open position to 22297
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 21.55, which was -2.30 lower than the previous day. The implied volatity was 19.56, the open interest changed by 15772 which increased total open position to 22689
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 23.85, which was -4.20 lower than the previous day. The implied volatity was 19.44, the open interest changed by -3575 which decreased total open position to 24257
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 28.05, which was -6.40 lower than the previous day. The implied volatity was 18.41, the open interest changed by 25206 which increased total open position to 27848
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 34.45, which was -10.60 lower than the previous day. The implied volatity was 17.12, the open interest changed by 22081 which increased total open position to 23065
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 45.05, which was 14.80 higher than the previous day. The implied volatity was 16.65, the open interest changed by -238 which decreased total open position to 16865
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 30.25, which was -14.50 lower than the previous day. The implied volatity was 17.27, the open interest changed by 5021 which increased total open position to 17117
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 44.75, which was -1.70 lower than the previous day. The implied volatity was 18.00, the open interest changed by 15166 which increased total open position to 16072
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 46.45, which was -36.25 lower than the previous day. The implied volatity was 18.36, the open interest changed by 14321 which increased total open position to 14633
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 82.7, which was -69.55 lower than the previous day. The implied volatity was 17.56, the open interest changed by 13161 which increased total open position to 13473
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 152.25, which was 8.35 higher than the previous day. The implied volatity was 16.28, the open interest changed by 10888 which increased total open position to 11894
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 143.9, which was 19.65 higher than the previous day. The implied volatity was 16.81, the open interest changed by 10966 which increased total open position to 10966
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 124.25, which was 12.65 higher than the previous day. The implied volatity was 15.63, the open interest changed by 9582 which increased total open position to 9738
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 111.6, which was -12.60 lower than the previous day. The implied volatity was 15.27, the open interest changed by 8736 which increased total open position to 8883
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 124.2, which was 37.00 higher than the previous day. The implied volatity was 16.13, the open interest changed by 8344 which increased total open position to 8388
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 87.2, which was 24.40 higher than the previous day. The implied volatity was 15.94, the open interest changed by 7800 which increased total open position to 7822
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 62.8, which was -20.70 lower than the previous day. The implied volatity was 16.25, the open interest changed by 6602 which increased total open position to 6624
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 83.5, which was 1.80 higher than the previous day. The implied volatity was 17.10, the open interest changed by 498 which increased total open position to 5127
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 81.7, which was 16.15 higher than the previous day. The implied volatity was 17.42, the open interest changed by 4629 which increased total open position to 4629
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 65.55, which was -40.85 lower than the previous day. The implied volatity was 18.08, the open interest changed by 4290 which increased total open position to 4290
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 106.4, which was -29.45 lower than the previous day. The implied volatity was 18.59, the open interest changed by 3077 which increased total open position to 3077
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 135.85, which was 25.60 higher than the previous day. The implied volatity was 18.50, the open interest changed by 2896 which increased total open position to 2896
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 110.25, which was 0.35 higher than the previous day. The implied volatity was 18.94, the open interest changed by 2517 which increased total open position to 2517
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 109.9, which was 4.90 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 105, which was 14.00 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 91, which was -3.00 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 94, which was -31.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct NIFTY was trading at 24180.80. The strike last trading price was 125.5, which was 26.35 higher 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 99.15, which was -0.85 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 100, which was 100.00 higher 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
