NIFTY
Nifty
Historical option data for NIFTY
26 Dec 2024 03:31 PM IST
| NIFTY 26DEC2024 22750 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 | 1001.75 | -24.95 | - | 175 | 27 | 72 | |||
| 24 Dec | 23727.65 | 1026.7 | 4.95 | 44.35 | 141 | -85 | 45 | |||
| 23 Dec | 23753.45 | 1021.75 | 162.75 | 23.50 | 9 | 1 | 130 | |||
| 20 Dec | 23587.50 | 859 | -651.00 | - | 15 | 129 | 129 | |||
| 19 Dec | 23951.70 | 1510 | 0.00 | 0.00 | 0 | 120 | 0 | |||
| 18 Dec | 24198.85 | 1510 | -253.20 | - | 126 | 107 | 107 | |||
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| 17 Dec | 24336.00 | 1763.2 | -339.35 | 44.26 | 1 | 8 | 8 | |||
| 16 Dec | 24668.25 | 2102.55 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 13 Dec | 24768.30 | 2102.55 | 521.95 | - | 3 | 4 | 6 | |||
| 12 Dec | 24548.70 | 1580.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 24641.80 | 1580.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 24610.05 | 1580.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 24619.00 | 1580.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 24677.80 | 1580.6 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 5 Dec | 24708.40 | 1580.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 24467.45 | 1580.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 24457.15 | 1580.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 24276.05 | 1580.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 24131.10 | 1580.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 23914.15 | 1580.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 24274.90 | 1580.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 24194.50 | 1580.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 24221.90 | 1580.6 | 556.65 | - | 1 | 3 | 4 | |||
| 22 Nov | 23907.25 | 1023.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 23349.90 | 1023.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 23518.50 | 1023.95 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 18 Nov | 23453.80 | 1023.95 | -2870.90 | 12.48 | 4 | 0 | 0 | |||
| 14 Nov | 23532.70 | 3894.85 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 23559.05 | 3894.85 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 23883.45 | 3894.85 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 24141.30 | 3894.85 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 24148.20 | 3894.85 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 24199.35 | 3894.85 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 24484.05 | 3894.85 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 24213.30 | 3894.85 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 23995.35 | 3894.85 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 24304.35 | 3894.85 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 24205.35 | 3894.85 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 24340.85 | 3894.85 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 24466.85 | 3894.85 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 24339.15 | 3894.85 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 24180.80 | 3894.85 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 24399.40 | 3894.85 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 24435.50 | 3894.85 | 3894.85 | - | 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 22750 expiring on 26DEC2024
Delta for 22750 CE is -
Historical price for 22750 CE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 1001.75, which was -24.95 lower than the previous day. The implied volatity was -, the open interest changed by 27 which increased total open position to 72
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 1026.7, which was 4.95 higher than the previous day. The implied volatity was 44.35, the open interest changed by -85 which decreased total open position to 45
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 1021.75, which was 162.75 higher than the previous day. The implied volatity was 23.50, the open interest changed by 1 which increased total open position to 130
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 859, which was -651.00 lower than the previous day. The implied volatity was -, the open interest changed by 129 which increased total open position to 129
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 1510, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 120 which increased total open position to 0
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 1510, which was -253.20 lower than the previous day. The implied volatity was -, the open interest changed by 107 which increased total open position to 107
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 1763.2, which was -339.35 lower than the previous day. The implied volatity was 44.26, the open interest changed by 8 which increased total open position to 8
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 2102.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 2102.55, which was 521.95 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 6
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 1580.6, 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 1580.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 1580.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 1580.6, 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 1580.6, 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 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 1580.6, 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 1580.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 1580.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 1580.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 1580.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 1580.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 1580.6, 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 1580.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 1580.6, which was 556.65 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 4
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 1023.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 1023.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1023.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1023.95, which was -2870.90 lower than the previous day. The implied volatity was 12.48, the open interest changed by 0 which decreased total open position to 0
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 3894.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 3894.85, 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 3894.85, 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 3894.85, 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 3894.85, 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 3894.85, 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 3894.85, 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 3894.85, 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 3894.85, 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 3894.85, 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 3894.85, 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 3894.85, 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 3894.85, 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 3894.85, 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 3894.85, 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 3894.85, 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 3894.85, which was 3894.85 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 22750 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 23750.20 | 0.05 | -1.85 | - | 4,45,865 | -10,280 | 31,149 |
| 24 Dec | 23727.65 | 1.9 | -2.30 | 25.69 | 2,92,001 | 19,997 | 41,205 |
| 23 Dec | 23753.45 | 4.2 | -9.80 | 24.01 | 5,10,420 | 2,091 | 21,081 |
| 20 Dec | 23587.50 | 14 | 7.00 | 19.52 | 3,54,080 | 15,324 | 19,955 |
| 19 Dec | 23951.70 | 7 | 2.85 | 20.31 | 28,569 | 3,177 | 4,884 |
| 18 Dec | 24198.85 | 4.15 | -0.50 | 20.44 | 6,488 | -4,258 | 1,710 |
| 17 Dec | 24336.00 | 4.65 | 0.05 | 20.76 | 6,159 | -2,536 | 1,665 |
| 16 Dec | 24668.25 | 4.6 | -1.35 | 22.93 | 3,726 | -2,671 | 1,901 |
| 13 Dec | 24768.30 | 5.95 | -0.45 | 22.20 | 5,009 | 820 | 1,630 |
| 12 Dec | 24548.70 | 6.4 | -0.90 | 19.63 | 998 | -112 | 831 |
| 11 Dec | 24641.80 | 7.3 | -1.70 | 20.17 | 569 | -18 | 923 |
| 10 Dec | 24610.05 | 9 | -3.15 | 20.15 | 593 | 144 | 896 |
| 9 Dec | 24619.00 | 12.15 | -3.15 | 20.64 | 155 | 763 | 868 |
| 6 Dec | 24677.80 | 15.3 | -3.10 | 20.31 | 926 | 973 | 974 |
| 5 Dec | 24708.40 | 18.4 | -4.35 | 20.81 | 4,095 | -66 | 1,338 |
| 4 Dec | 24467.45 | 22.75 | -2.95 | 19.33 | 2,442 | 1,443 | 1,444 |
| 3 Dec | 24457.15 | 25.7 | -6.05 | 19.31 | 1,268 | -23,340 | 1,364 |
| 2 Dec | 24276.05 | 31.75 | -4.45 | 18.47 | 1,046 | 1,632 | 1,632 |
| 29 Nov | 24131.10 | 36.2 | -16.50 | 16.89 | 1,662 | 1,448 | 1,448 |
| 28 Nov | 23914.15 | 52.7 | 21.10 | 16.90 | 3,052 | 1,366 | 1,366 |
| 27 Nov | 24274.90 | 31.6 | -15.15 | 17.04 | 1,106 | -67 | 1,145 |
| 26 Nov | 24194.50 | 46.75 | -2.75 | 17.77 | 2,602 | 1,291 | 1,291 |
| 25 Nov | 24221.90 | 49.5 | -34.85 | 18.24 | 1,781 | 640 | 640 |
| 22 Nov | 23907.25 | 84.35 | -74.95 | 17.21 | 2,042 | 795 | 795 |
| 21 Nov | 23349.90 | 159.3 | 5.25 | 16.06 | 880 | 610 | 610 |
| 19 Nov | 23518.50 | 154.05 | 25.25 | 16.77 | 1,633 | 593 | 601 |
| 18 Nov | 23453.80 | 128.8 | 2.60 | 15.36 | 353 | 97 | 99 |
| 14 Nov | 23532.70 | 126.2 | 107.70 | 15.52 | 1 | 0 | 0 |
| 13 Nov | 23559.05 | 18.5 | 0.00 | 3.30 | 0 | 0 | 0 |
| 12 Nov | 23883.45 | 18.5 | 0.00 | 3.93 | 0 | 1 | 0 |
| 11 Nov | 24141.30 | 18.5 | 0.00 | 4.65 | 0 | 0 | 0 |
| 8 Nov | 24148.20 | 18.5 | 0.00 | 4.52 | 0 | 0 | 0 |
| 7 Nov | 24199.35 | 18.5 | 0.00 | 4.70 | 0 | 0 | 0 |
| 6 Nov | 24484.05 | 18.5 | 0.00 | 5.39 | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 18.5 | 0.00 | 4.66 | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 18.5 | 0.00 | 4.13 | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 18.5 | 0.00 | 4.79 | 0 | 0 | 0 |
| 31 Oct | 24205.35 | 18.5 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 24340.85 | 18.5 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 24466.85 | 18.5 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 24339.15 | 18.5 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 24180.80 | 18.5 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 24399.40 | 18.5 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 24435.50 | 18.5 | 18.50 | - | 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 22750 expiring on 26DEC2024
Delta for 22750 PE is -
Historical price for 22750 PE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 0.05, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by -10280 which decreased total open position to 31149
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 1.9, which was -2.30 lower than the previous day. The implied volatity was 25.69, the open interest changed by 19997 which increased total open position to 41205
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 4.2, which was -9.80 lower than the previous day. The implied volatity was 24.01, the open interest changed by 2091 which increased total open position to 21081
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 14, which was 7.00 higher than the previous day. The implied volatity was 19.52, the open interest changed by 15324 which increased total open position to 19955
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 7, which was 2.85 higher than the previous day. The implied volatity was 20.31, the open interest changed by 3177 which increased total open position to 4884
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 4.15, which was -0.50 lower than the previous day. The implied volatity was 20.44, the open interest changed by -4258 which decreased total open position to 1710
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 4.65, which was 0.05 higher than the previous day. The implied volatity was 20.76, the open interest changed by -2536 which decreased total open position to 1665
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 4.6, which was -1.35 lower than the previous day. The implied volatity was 22.93, the open interest changed by -2671 which decreased total open position to 1901
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 5.95, which was -0.45 lower than the previous day. The implied volatity was 22.20, the open interest changed by 820 which increased total open position to 1630
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 6.4, which was -0.90 lower than the previous day. The implied volatity was 19.63, the open interest changed by -112 which decreased total open position to 831
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 7.3, which was -1.70 lower than the previous day. The implied volatity was 20.17, the open interest changed by -18 which decreased total open position to 923
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 9, which was -3.15 lower than the previous day. The implied volatity was 20.15, the open interest changed by 144 which increased total open position to 896
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 12.15, which was -3.15 lower than the previous day. The implied volatity was 20.64, the open interest changed by 763 which increased total open position to 868
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 15.3, which was -3.10 lower than the previous day. The implied volatity was 20.31, the open interest changed by 973 which increased total open position to 974
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 18.4, which was -4.35 lower than the previous day. The implied volatity was 20.81, the open interest changed by -66 which decreased total open position to 1338
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 22.75, which was -2.95 lower than the previous day. The implied volatity was 19.33, the open interest changed by 1443 which increased total open position to 1444
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 25.7, which was -6.05 lower than the previous day. The implied volatity was 19.31, the open interest changed by -23340 which decreased total open position to 1364
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 31.75, which was -4.45 lower than the previous day. The implied volatity was 18.47, the open interest changed by 1632 which increased total open position to 1632
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 36.2, which was -16.50 lower than the previous day. The implied volatity was 16.89, the open interest changed by 1448 which increased total open position to 1448
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 52.7, which was 21.10 higher than the previous day. The implied volatity was 16.90, the open interest changed by 1366 which increased total open position to 1366
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 31.6, which was -15.15 lower than the previous day. The implied volatity was 17.04, the open interest changed by -67 which decreased total open position to 1145
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 46.75, which was -2.75 lower than the previous day. The implied volatity was 17.77, the open interest changed by 1291 which increased total open position to 1291
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 49.5, which was -34.85 lower than the previous day. The implied volatity was 18.24, the open interest changed by 640 which increased total open position to 640
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 84.35, which was -74.95 lower than the previous day. The implied volatity was 17.21, the open interest changed by 795 which increased total open position to 795
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 159.3, which was 5.25 higher than the previous day. The implied volatity was 16.06, the open interest changed by 610 which increased total open position to 610
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 154.05, which was 25.25 higher than the previous day. The implied volatity was 16.77, the open interest changed by 593 which increased total open position to 601
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 128.8, which was 2.60 higher than the previous day. The implied volatity was 15.36, the open interest changed by 97 which increased total open position to 99
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 126.2, which was 107.70 higher than the previous day. The implied volatity was 15.52, 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 18.5, which was 0.00 lower than the previous day. The implied volatity was 3.30, 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 18.5, which was 0.00 lower than the previous day. The implied volatity was 3.93, the open interest changed by 1 which increased total open position to 0
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 18.5, which was 0.00 lower than the previous day. The implied volatity was 4.65, 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 18.5, which was 0.00 lower than the previous day. The implied volatity was 4.52, 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 18.5, which was 0.00 lower than the previous day. The implied volatity was 4.70, 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 18.5, which was 0.00 lower than the previous day. The implied volatity was 5.39, 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 18.5, which was 0.00 lower than the previous day. The implied volatity was 4.66, 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 18.5, which was 0.00 lower than the previous day. The implied volatity was 4.13, 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 18.5, which was 0.00 lower than the previous day. The implied volatity was 4.79, 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 18.5, 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 18.5, 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 18.5, 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 18.5, 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 18.5, 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 18.5, 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 18.5, which was 18.50 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
