NIFTY
Nifty
Historical option data for NIFTY
20 Dec 2024 04:11 PM IST
| NIFTY 26DEC2024 22800 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 | 857.65 | -356.85 | - | 186 | 14 | 104.333 | |||
| 19 Dec | 23951.70 | 1214.5 | -244.40 | 20.43 | 39 | -9.667 | 91.667 | |||
| 18 Dec | 24198.85 | 1458.9 | -146.40 | - | 13.667 | -3.333 | 101.333 | |||
| 17 Dec | 24336.00 | 1605.3 | -324.60 | 28.09 | 16.333 | -8.667 | 104.333 | |||
| 16 Dec | 24668.25 | 1929.9 | -90.10 | 28.44 | 5 | -4 | 113 | |||
| 13 Dec | 24768.30 | 2020 | 180.00 | - | 24.667 | 115.333 | 117 | |||
| 12 Dec | 24548.70 | 1840 | -104.35 | 21.77 | 4.333 | -4 | 138.333 | |||
| 11 Dec | 24641.80 | 1944.35 | 104.35 | 23.57 | 0.667 | 0 | 143 | |||
| 10 Dec | 24610.05 | 1840 | -60.00 | - | 3.667 | -0.333 | 143.333 | |||
| 9 Dec | 24619.00 | 1900 | -80.55 | - | 0.667 | -0.333 | 144 | |||
| 6 Dec | 24677.80 | 1980.55 | -19.45 | - | 3 | -0.333 | 144.333 | |||
| 5 Dec | 24708.40 | 2000 | 226.95 | - | 11.667 | 83.333 | 144.667 | |||
| 4 Dec | 24467.45 | 1773.05 | 12.05 | - | 17.333 | 145.333 | 145.333 | |||
| 3 Dec | 24457.15 | 1761 | 104.75 | - | 9 | 2 | 158.667 | |||
| 2 Dec | 24276.05 | 1656.25 | 138.25 | 17.74 | 11.667 | 1.333 | 156.333 | |||
| 29 Nov | 24131.10 | 1518 | 131.60 | 15.32 | 60.333 | 46 | 155 | |||
| 28 Nov | 23914.15 | 1386.4 | -268.05 | 16.43 | 32.333 | 20.667 | 109 | |||
| 27 Nov | 24274.90 | 1654.45 | 64.45 | - | 7.333 | 50 | 88 | |||
| 26 Nov | 24194.50 | 1590 | -10.00 | 12.58 | 24.333 | 49.333 | 86 | |||
| 25 Nov | 24221.90 | 1600 | 301.25 | - | 11 | 2.333 | 62.667 | |||
| 22 Nov | 23907.25 | 1298.75 | 429.25 | 10.54 | 72.667 | 0.667 | 61 | |||
| 21 Nov | 23349.90 | 869.5 | -105.05 | 12.97 | 109.333 | 28 | 62.667 | |||
| 19 Nov | 23518.50 | 974.55 | -17.35 | 12.13 | 49.333 | -13.667 | 33.667 | |||
| 18 Nov | 23453.80 | 991.9 | -101.25 | 12.98 | 65.333 | 47.333 | 47.333 | |||
| 14 Nov | 23532.70 | 1093.15 | -86.85 | 12.53 | 7.667 | 14 | 14 | |||
| 13 Nov | 23559.05 | 1180 | -560.00 | 14.66 | 10 | 8.667 | 8.667 | |||
| 12 Nov | 23883.45 | 1740 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 24141.30 | 1740 | 0.00 | 19.78 | 0.667 | 3.333 | 3.333 | |||
| 8 Nov | 24148.20 | 1740 | 0.00 | 0.00 | 0 | 2.667 | 0 | |||
| 7 Nov | 24199.35 | 1740 | -50.40 | 14.01 | 2.667 | 1.667 | 1.667 | |||
| 6 Nov | 24484.05 | 1790.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 24213.30 | 1790.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 23995.35 | 1790.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 24304.35 | 1790.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 24205.35 | 1790.4 | -2056.70 | - | 0.333 | 0 | 0 | |||
| 30 Oct | 24340.85 | 3847.1 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 24466.85 | 3847.1 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 24339.15 | 3847.1 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 24180.80 | 3847.1 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 24399.40 | 3847.1 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 24435.50 | 3847.1 | 3847.10 | - | 0 | 0 | 0 | |||
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| 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 22800 expiring on 26DEC2024
Delta for 22800 CE is -
Historical price for 22800 CE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 857.65, which was -356.85 lower than the previous day. The implied volatity was -, the open interest changed by 42 which increased total open position to 313
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 1214.5, which was -244.40 lower than the previous day. The implied volatity was 20.43, the open interest changed by -29 which decreased total open position to 275
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 1458.9, which was -146.40 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 304
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 1605.3, which was -324.60 lower than the previous day. The implied volatity was 28.09, the open interest changed by -26 which decreased total open position to 313
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 1929.9, which was -90.10 lower than the previous day. The implied volatity was 28.44, the open interest changed by -12 which decreased total open position to 339
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 2020, which was 180.00 higher than the previous day. The implied volatity was -, the open interest changed by 346 which increased total open position to 351
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 1840, which was -104.35 lower than the previous day. The implied volatity was 21.77, the open interest changed by -12 which decreased total open position to 415
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 1944.35, which was 104.35 higher than the previous day. The implied volatity was 23.57, the open interest changed by 0 which decreased total open position to 429
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 1840, which was -60.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 430
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 1900, which was -80.55 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 432
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 1980.55, which was -19.45 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 433
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 2000, which was 226.95 higher than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 434
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 1773.05, which was 12.05 higher than the previous day. The implied volatity was -, the open interest changed by 436 which increased total open position to 436
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 1761, which was 104.75 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 476
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 1656.25, which was 138.25 higher than the previous day. The implied volatity was 17.74, the open interest changed by 4 which increased total open position to 469
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 1518, which was 131.60 higher than the previous day. The implied volatity was 15.32, the open interest changed by 138 which increased total open position to 465
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 1386.4, which was -268.05 lower than the previous day. The implied volatity was 16.43, the open interest changed by 62 which increased total open position to 327
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 1654.45, which was 64.45 higher than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 264
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 1590, which was -10.00 lower than the previous day. The implied volatity was 12.58, the open interest changed by 148 which increased total open position to 258
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 1600, which was 301.25 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 188
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 1298.75, which was 429.25 higher than the previous day. The implied volatity was 10.54, the open interest changed by 2 which increased total open position to 183
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 869.5, which was -105.05 lower than the previous day. The implied volatity was 12.97, the open interest changed by 84 which increased total open position to 188
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 974.55, which was -17.35 lower than the previous day. The implied volatity was 12.13, the open interest changed by -41 which decreased total open position to 101
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 991.9, which was -101.25 lower than the previous day. The implied volatity was 12.98, the open interest changed by 142 which increased total open position to 142
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1093.15, which was -86.85 lower than the previous day. The implied volatity was 12.53, the open interest changed by 42 which increased total open position to 42
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 1180, which was -560.00 lower than the previous day. The implied volatity was 14.66, the open interest changed by 26 which increased total open position to 26
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1740, 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 1740, which was 0.00 lower than the previous day. The implied volatity was 19.78, the open interest changed by 10 which increased total open position to 10
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 1740, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 1740, which was -50.40 lower than the previous day. The implied volatity was 14.01, the open interest changed by 5 which increased total open position to 5
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 1790.4, 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 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 1790.4, 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 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 1790.4, 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 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 1790.4, 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 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 1790.4, which was -2056.70 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 3847.1, 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 3847.1, 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 3847.1, 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 3847.1, 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 3847.1, 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 3847.1, which was 3847.10 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 22800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.06
Vega: 3.74
Theta: -5.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23587.50 | 16 | 8.30 | 19.22 | 2,94,525.667 | 6,088.333 | 27,291 |
| 19 Dec | 23951.70 | 7.7 | 3.40 | 19.93 | 65,926.333 | 10,605.333 | 21,057.667 |
| 18 Dec | 24198.85 | 4.3 | -1.00 | 19.94 | 23,609.333 | 5,093.333 | 12,369 |
| 17 Dec | 24336.00 | 5.3 | 0.25 | 20.59 | 14,496.667 | -2,929.333 | 11,105.333 |
| 16 Dec | 24668.25 | 5.05 | -1.15 | 22.70 | 6,946.667 | -9,005.333 | 10,614 |
| 13 Dec | 24768.30 | 6.2 | -3.30 | 21.85 | 20,480.333 | 5,963 | 10,167 |
| 12 Dec | 24548.70 | 9.5 | 1.50 | 20.40 | 8,506.667 | 6,919.333 | 9,332.333 |
| 11 Dec | 24641.80 | 8 | -1.95 | 20.00 | 6,056.667 | 8,699.667 | 10,074.667 |
| 10 Dec | 24610.05 | 9.95 | -2.80 | 20.02 | 10,687.667 | 9,438 | 10,623.667 |
| 9 Dec | 24619.00 | 12.75 | -3.10 | 20.36 | 8,687 | 11,773.333 | 12,212.333 |
| 6 Dec | 24677.80 | 15.85 | -3.40 | 20.01 | 9,745 | 11,022.333 | 11,476 |
| 5 Dec | 24708.40 | 19.25 | -4.95 | 20.56 | 18,234 | 3,322.667 | 11,134 |
| 4 Dec | 24467.45 | 24.2 | -3.50 | 19.13 | 12,022 | 14,684 | 14,822.667 |
| 3 Dec | 24457.15 | 27.7 | -5.85 | 19.17 | 10,460 | 13,188.667 | 13,292.333 |
| 2 Dec | 24276.05 | 33.55 | -5.50 | 18.26 | 8,490.333 | 12,378.333 | 12,382 |
| 29 Nov | 24131.10 | 39.05 | -12.95 | 16.76 | 8,533.333 | 10,963 | 12,007.333 |
| 28 Nov | 23914.15 | 52 | 18.20 | 16.38 | 21,270 | 10,844.333 | 10,844.333 |
| 27 Nov | 24274.90 | 33.8 | -15.80 | 16.89 | 8,753 | 147 | 8,300 |
| 26 Nov | 24194.50 | 49.6 | -2.25 | 17.61 | 4,091 | 8,163 | 8,163 |
| 25 Nov | 24221.90 | 51.85 | -48.10 | 18.03 | 13,787.333 | 7,976.667 | 7,976.667 |
| 22 Nov | 23907.25 | 99.95 | -72.05 | 17.71 | 11,060 | 7,708 | 7,708 |
| 21 Nov | 23349.90 | 172 | 9.85 | 16.07 | 7,008 | -156.667 | 5,483.667 |
| 19 Nov | 23518.50 | 162.15 | 20.15 | 16.62 | 10,135 | 5,663 | 5,663 |
| 18 Nov | 23453.80 | 142 | 16.55 | 15.48 | 4,060 | 4,144 | 4,165 |
| 14 Nov | 23532.70 | 125.45 | -9.05 | 15.03 | 3,249.333 | 3,589.333 | 3,606.333 |
| 13 Nov | 23559.05 | 134.5 | 34.75 | 15.70 | 3,722.667 | 3,186 | 3,190 |
| 12 Nov | 23883.45 | 99.75 | 30.15 | 15.82 | 1,591.333 | 2,584.333 | 2,585 |
| 11 Nov | 24141.30 | 69.6 | -18.95 | 15.98 | 2,211.333 | 2,355.333 | 2,355.333 |
| 8 Nov | 24148.20 | 88.55 | -2.45 | 16.65 | 643 | 348 | 1,953 |
| 7 Nov | 24199.35 | 91 | 18.15 | 17.24 | 275 | 110 | 1,604.667 |
| 6 Nov | 24484.05 | 72.85 | -45.95 | 17.90 | 1,100.333 | 263.333 | 1,492.333 |
| 5 Nov | 24213.30 | 118.8 | -31.00 | 18.49 | 318.667 | 103 | 1,229 |
| 4 Nov | 23995.35 | 149.8 | 28.30 | 18.35 | 1,446.333 | 131.333 | 1,123.333 |
| 1 Nov | 24304.35 | 121.5 | 1.50 | 18.81 | 43.667 | 21.333 | 985.333 |
| 31 Oct | 24205.35 | 120 | 5.55 | - | 244 | 181.667 | 964 |
| 30 Oct | 24340.85 | 114.45 | 17.45 | - | 544.667 | 168.333 | 782.333 |
| 29 Oct | 24466.85 | 97 | -5.50 | - | 260 | 149 | 617.667 |
| 28 Oct | 24339.15 | 102.5 | -33.55 | - | 262.333 | 104.667 | 468.667 |
| 25 Oct | 24180.80 | 136.05 | 35.55 | - | 426.333 | 220 | 364 |
| 24 Oct | 24399.40 | 100.5 | -9.50 | - | 178 | 81.667 | 143.667 |
| 23 Oct | 24435.50 | 110 | 110.00 | - | 65.333 | 61.667 | 61.667 |
| 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 22800 expiring on 26DEC2024
Delta for 22800 PE is -0.06
Historical price for 22800 PE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 16, which was 8.30 higher than the previous day. The implied volatity was 19.22, the open interest changed by 18265 which increased total open position to 81873
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 7.7, which was 3.40 higher than the previous day. The implied volatity was 19.93, the open interest changed by 31816 which increased total open position to 63173
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 4.3, which was -1.00 lower than the previous day. The implied volatity was 19.94, the open interest changed by 15280 which increased total open position to 37107
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 5.3, which was 0.25 higher than the previous day. The implied volatity was 20.59, the open interest changed by -8788 which decreased total open position to 33316
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 5.05, which was -1.15 lower than the previous day. The implied volatity was 22.70, the open interest changed by -27016 which decreased total open position to 31842
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 6.2, which was -3.30 lower than the previous day. The implied volatity was 21.85, the open interest changed by 17889 which increased total open position to 30501
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 9.5, which was 1.50 higher than the previous day. The implied volatity was 20.40, the open interest changed by 20758 which increased total open position to 27997
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 8, which was -1.95 lower than the previous day. The implied volatity was 20.00, the open interest changed by 26099 which increased total open position to 30224
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 9.95, which was -2.80 lower than the previous day. The implied volatity was 20.02, the open interest changed by 28314 which increased total open position to 31871
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 12.75, which was -3.10 lower than the previous day. The implied volatity was 20.36, the open interest changed by 35320 which increased total open position to 36637
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 15.85, which was -3.40 lower than the previous day. The implied volatity was 20.01, the open interest changed by 33067 which increased total open position to 34428
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 19.25, which was -4.95 lower than the previous day. The implied volatity was 20.56, the open interest changed by 9968 which increased total open position to 33402
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 24.2, which was -3.50 lower than the previous day. The implied volatity was 19.13, the open interest changed by 44052 which increased total open position to 44468
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 27.7, which was -5.85 lower than the previous day. The implied volatity was 19.17, the open interest changed by 39566 which increased total open position to 39877
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 33.55, which was -5.50 lower than the previous day. The implied volatity was 18.26, the open interest changed by 37135 which increased total open position to 37146
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 39.05, which was -12.95 lower than the previous day. The implied volatity was 16.76, the open interest changed by 32889 which increased total open position to 36022
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 52, which was 18.20 higher than the previous day. The implied volatity was 16.38, the open interest changed by 32533 which increased total open position to 32533
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 33.8, which was -15.80 lower than the previous day. The implied volatity was 16.89, the open interest changed by 441 which increased total open position to 24900
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 49.6, which was -2.25 lower than the previous day. The implied volatity was 17.61, the open interest changed by 24489 which increased total open position to 24489
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 51.85, which was -48.10 lower than the previous day. The implied volatity was 18.03, the open interest changed by 23930 which increased total open position to 23930
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 99.95, which was -72.05 lower than the previous day. The implied volatity was 17.71, the open interest changed by 23124 which increased total open position to 23124
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 172, which was 9.85 higher than the previous day. The implied volatity was 16.07, the open interest changed by -470 which decreased total open position to 16451
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 162.15, which was 20.15 higher than the previous day. The implied volatity was 16.62, the open interest changed by 16989 which increased total open position to 16989
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 142, which was 16.55 higher than the previous day. The implied volatity was 15.48, the open interest changed by 12432 which increased total open position to 12495
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 125.45, which was -9.05 lower than the previous day. The implied volatity was 15.03, the open interest changed by 10768 which increased total open position to 10819
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 134.5, which was 34.75 higher than the previous day. The implied volatity was 15.70, the open interest changed by 9558 which increased total open position to 9570
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 99.75, which was 30.15 higher than the previous day. The implied volatity was 15.82, the open interest changed by 7753 which increased total open position to 7755
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 69.6, which was -18.95 lower than the previous day. The implied volatity was 15.98, the open interest changed by 7066 which increased total open position to 7066
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 88.55, which was -2.45 lower than the previous day. The implied volatity was 16.65, the open interest changed by 1044 which increased total open position to 5859
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 91, which was 18.15 higher than the previous day. The implied volatity was 17.24, the open interest changed by 330 which increased total open position to 4814
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 72.85, which was -45.95 lower than the previous day. The implied volatity was 17.90, the open interest changed by 790 which increased total open position to 4477
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 118.8, which was -31.00 lower than the previous day. The implied volatity was 18.49, the open interest changed by 309 which increased total open position to 3687
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 149.8, which was 28.30 higher than the previous day. The implied volatity was 18.35, the open interest changed by 394 which increased total open position to 3370
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 121.5, which was 1.50 higher than the previous day. The implied volatity was 18.81, the open interest changed by 64 which increased total open position to 2956
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 120, which was 5.55 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 114.45, which was 17.45 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 97, which was -5.50 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 102.5, which was -33.55 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 136.05, which was 35.55 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 100.5, which was -9.50 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 110, which was 110.00 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
