NIFTY
Nifty
Historical option data for NIFTY
20 Dec 2024 04:11 PM IST
| NIFTY 26DEC2024 22850 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.72
Vega: 10.17
Theta: -46.27
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 23587.50 | 1085.2 | -506.45 | 49.45 | 8.333 | 1 | 2.667 | |||
| 19 Dec | 23951.70 | 1591.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 24198.85 | 1591.65 | 0.00 | 0.00 | 0 | -0.667 | 0 | |||
| 17 Dec | 24336.00 | 1591.65 | -403.60 | 33.55 | 0.667 | 2 | 2 | |||
| 16 Dec | 24668.25 | 1995.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 24768.30 | 1995.25 | 51.50 | - | 0.667 | 2 | 2 | |||
| 12 Dec | 24548.70 | 1943.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 24641.80 | 1943.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 24610.05 | 1943.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 24619.00 | 1943.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 24677.80 | 1943.75 | 0.00 | 0.00 | 0 | 0.667 | 0 | |||
| 5 Dec | 24708.40 | 1943.75 | 999.80 | - | 0.333 | 1.333 | 1.333 | |||
| 4 Dec | 24467.45 | 943.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 24457.15 | 943.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 24276.05 | 943.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 24131.10 | 943.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 23914.15 | 943.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 24274.90 | 943.95 | 0.00 | 0.00 | 0 | 0.333 | 0 | |||
| 26 Nov | 24194.50 | 943.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 24221.90 | 943.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 23907.25 | 943.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 23349.90 | 943.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 23518.50 | 943.95 | 0.00 | 0.00 | 0 | 1.333 | 0 | |||
| 18 Nov | 23453.80 | 943.95 | -2855.55 | 12.59 | 1.333 | 0 | 0 | |||
| 14 Nov | 23532.70 | 3799.5 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 23559.05 | 3799.5 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 23883.45 | 3799.5 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 24141.30 | 3799.5 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 24148.20 | 3799.5 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 24199.35 | 3799.5 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 24484.05 | 3799.5 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 24213.30 | 3799.5 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 23995.35 | 3799.5 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 24304.35 | 3799.5 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 24205.35 | 3799.5 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 24340.85 | 3799.5 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 24466.85 | 3799.5 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 24339.15 | 3799.5 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 24180.80 | 3799.5 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 24399.40 | 3799.5 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 24435.50 | 3799.5 | 3799.50 | - | 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 | |||
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| 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 22850 expiring on 26DEC2024
Delta for 22850 CE is 0.72
Historical price for 22850 CE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 1085.2, which was -506.45 lower than the previous day. The implied volatity was 49.45, the open interest changed by 3 which increased total open position to 8
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 1591.65, 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 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 1591.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 1591.65, which was -403.60 lower than the previous day. The implied volatity was 33.55, the open interest changed by 6 which increased total open position to 6
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 1995.25, 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 Dec NIFTY was trading at 24768.30. The strike last trading price was 1995.25, which was 51.50 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 6
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 1943.75, 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 1943.75, 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 1943.75, 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 1943.75, 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 1943.75, 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 1943.75, which was 999.80 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 943.95, 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 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 943.95, 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 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 943.95, 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 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 943.95, 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 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 943.95, 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 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 943.95, 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 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 943.95, 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 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 943.95, 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 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 943.95, 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 943.95, 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 943.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 943.95, which was -2855.55 lower than the previous day. The implied volatity was 12.59, 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 3799.5, 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 3799.5, 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 3799.5, 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 3799.5, 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 3799.5, 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 3799.5, 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 3799.5, 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 3799.5, 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 3799.5, 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 3799.5, 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 3799.5, 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 3799.5, 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 3799.5, 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 3799.5, 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 3799.5, 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 3799.5, 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 3799.5, which was 3799.50 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
| NIFTY 26DEC2024 22850 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.07
Vega: 4.07
Theta: -5.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23587.50 | 17.8 | 8.90 | 18.79 | 1,52,658.667 | 986.333 | 4,474 |
| 19 Dec | 23951.70 | 8.9 | 3.75 | 19.73 | 13,103.333 | 1,245 | 1,985.333 |
| 18 Dec | 24198.85 | 5.15 | 0.55 | 19.85 | 1,623.333 | 111 | 749.667 |
| 17 Dec | 24336.00 | 4.6 | -0.85 | 19.59 | 2,296.333 | -1,175.667 | 633 |
| 16 Dec | 24668.25 | 5.45 | -1.50 | 22.41 | 864.333 | 28.667 | 596.333 |
| 13 Dec | 24768.30 | 6.95 | -0.50 | 21.75 | 3,455 | 385 | 560.667 |
| 12 Dec | 24548.70 | 7.45 | -1.00 | 19.15 | 899 | 97.333 | 319.333 |
| 11 Dec | 24641.80 | 8.45 | -2.60 | 19.71 | 556.667 | 110.667 | 345.667 |
| 10 Dec | 24610.05 | 11.05 | -2.75 | 19.91 | 240 | 66.333 | 391 |
| 9 Dec | 24619.00 | 13.8 | -3.60 | 20.18 | 272 | -3,073.333 | 399 |
| 6 Dec | 24677.80 | 17.4 | -3.65 | 19.92 | 825.333 | -1,934.333 | 453 |
| 5 Dec | 24708.40 | 21.05 | -4.90 | 20.47 | 1,258 | -1,233 | 395 |
| 4 Dec | 24467.45 | 25.95 | -3.50 | 18.97 | 863.667 | -748 | 343.667 |
| 3 Dec | 24457.15 | 29.45 | -6.75 | 18.98 | 778.667 | -124.333 | 309.667 |
| 2 Dec | 24276.05 | 36.2 | -5.30 | 18.13 | 826.667 | -5,614.667 | 434 |
| 29 Nov | 24131.10 | 41.5 | -19.15 | 16.57 | 644 | 99 | 545.333 |
| 28 Nov | 23914.15 | 60.65 | 24.75 | 16.62 | 932 | 79.333 | 455.333 |
| 27 Nov | 24274.90 | 35.9 | -17.00 | 16.71 | 595.333 | 13 | 376.333 |
| 26 Nov | 24194.50 | 52.9 | -2.05 | 17.47 | 125.667 | 0 | 235.667 |
| 25 Nov | 24221.90 | 54.95 | -39.80 | 17.88 | 500.333 | 0.667 | 236 |
| 22 Nov | 23907.25 | 94.75 | -85.90 | 16.94 | 673.333 | 45.667 | 281 |
| 21 Nov | 23349.90 | 180.65 | 11.25 | 15.87 | 448.333 | 232.667 | 232.667 |
| 19 Nov | 23518.50 | 169.4 | 22.35 | 16.41 | 271.333 | 194.333 | 194.333 |
| 18 Nov | 23453.80 | 147.05 | 2.60 | 15.20 | 181.667 | 76 | 91 |
| 14 Nov | 23532.70 | 144.45 | 5.05 | 15.42 | 25 | 15.333 | 15.333 |
| 13 Nov | 23559.05 | 139.4 | 118.05 | 15.46 | 4.333 | 0.333 | 0.333 |
| 12 Nov | 23883.45 | 21.35 | 0.00 | 3.65 | 0 | 0 | 0 |
| 11 Nov | 24141.30 | 21.35 | 0.00 | 4.37 | 0 | 0 | 0 |
| 8 Nov | 24148.20 | 21.35 | 0.00 | 4.26 | 0 | 0 | 0 |
| 7 Nov | 24199.35 | 21.35 | 0.00 | 4.44 | 0 | 0 | 0 |
| 6 Nov | 24484.05 | 21.35 | 0.00 | 5.13 | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 21.35 | 0.00 | 4.40 | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 21.35 | 0.00 | 3.87 | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 21.35 | 0.00 | 4.66 | 0 | 0 | 0 |
| 31 Oct | 24205.35 | 21.35 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 24340.85 | 21.35 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 24466.85 | 21.35 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 24339.15 | 21.35 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 24180.80 | 21.35 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 24399.40 | 21.35 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 24435.50 | 21.35 | 21.35 | - | 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 22850 expiring on 26DEC2024
Delta for 22850 PE is -0.07
Historical price for 22850 PE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 17.8, which was 8.90 higher than the previous day. The implied volatity was 18.79, the open interest changed by 2959 which increased total open position to 13422
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 8.9, which was 3.75 higher than the previous day. The implied volatity was 19.73, the open interest changed by 3735 which increased total open position to 5956
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 5.15, which was 0.55 higher than the previous day. The implied volatity was 19.85, the open interest changed by 333 which increased total open position to 2249
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 4.6, which was -0.85 lower than the previous day. The implied volatity was 19.59, the open interest changed by -3527 which decreased total open position to 1899
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 5.45, which was -1.50 lower than the previous day. The implied volatity was 22.41, the open interest changed by 86 which increased total open position to 1789
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 6.95, which was -0.50 lower than the previous day. The implied volatity was 21.75, the open interest changed by 1155 which increased total open position to 1682
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 7.45, which was -1.00 lower than the previous day. The implied volatity was 19.15, the open interest changed by 292 which increased total open position to 958
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 8.45, which was -2.60 lower than the previous day. The implied volatity was 19.71, the open interest changed by 332 which increased total open position to 1037
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 11.05, which was -2.75 lower than the previous day. The implied volatity was 19.91, the open interest changed by 199 which increased total open position to 1173
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 13.8, which was -3.60 lower than the previous day. The implied volatity was 20.18, the open interest changed by -9220 which decreased total open position to 1197
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 17.4, which was -3.65 lower than the previous day. The implied volatity was 19.92, the open interest changed by -5803 which decreased total open position to 1359
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 21.05, which was -4.90 lower than the previous day. The implied volatity was 20.47, the open interest changed by -3699 which decreased total open position to 1185
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 25.95, which was -3.50 lower than the previous day. The implied volatity was 18.97, the open interest changed by -2244 which decreased total open position to 1031
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 29.45, which was -6.75 lower than the previous day. The implied volatity was 18.98, the open interest changed by -373 which decreased total open position to 929
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 36.2, which was -5.30 lower than the previous day. The implied volatity was 18.13, the open interest changed by -16844 which decreased total open position to 1302
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 41.5, which was -19.15 lower than the previous day. The implied volatity was 16.57, the open interest changed by 297 which increased total open position to 1636
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 60.65, which was 24.75 higher than the previous day. The implied volatity was 16.62, the open interest changed by 238 which increased total open position to 1366
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 35.9, which was -17.00 lower than the previous day. The implied volatity was 16.71, the open interest changed by 39 which increased total open position to 1129
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 52.9, which was -2.05 lower than the previous day. The implied volatity was 17.47, the open interest changed by 0 which decreased total open position to 707
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 54.95, which was -39.80 lower than the previous day. The implied volatity was 17.88, the open interest changed by 2 which increased total open position to 708
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 94.75, which was -85.90 lower than the previous day. The implied volatity was 16.94, the open interest changed by 137 which increased total open position to 843
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 180.65, which was 11.25 higher than the previous day. The implied volatity was 15.87, the open interest changed by 698 which increased total open position to 698
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 169.4, which was 22.35 higher than the previous day. The implied volatity was 16.41, the open interest changed by 583 which increased total open position to 583
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 147.05, which was 2.60 higher than the previous day. The implied volatity was 15.20, the open interest changed by 228 which increased total open position to 273
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 144.45, which was 5.05 higher than the previous day. The implied volatity was 15.42, the open interest changed by 46 which increased total open position to 46
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 139.4, which was 118.05 higher than the previous day. The implied volatity was 15.46, the open interest changed by 1 which increased total open position to 1
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 21.35, which was 0.00 lower than the previous day. The implied volatity was 3.65, 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 21.35, which was 0.00 lower than the previous day. The implied volatity was 4.37, 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 21.35, which was 0.00 lower than the previous day. The implied volatity was 4.26, 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 21.35, which was 0.00 lower than the previous day. The implied volatity was 4.44, 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 21.35, which was 0.00 lower than the previous day. The implied volatity was 5.13, 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 21.35, which was 0.00 lower than the previous day. The implied volatity was 4.40, 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 21.35, which was 0.00 lower than the previous day. The implied volatity was 3.87, 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 21.35, 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 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 21.35, 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 21.35, 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 21.35, 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 21.35, 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 21.35, 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 21.35, 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 21.35, which was 21.35 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
