NIFTY
Nifty
Historical option data for NIFTY
20 Dec 2024 04:11 PM IST
| NIFTY 26DEC2024 22900 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 | 760.4 | -366.75 | - | 121 | 55.333 | 58.667 | |||
| 19 Dec | 23951.70 | 1127.15 | -232.55 | 22.68 | 27.333 | 48 | 50.333 | |||
| 18 Dec | 24198.85 | 1359.7 | -168.40 | - | 3.667 | 52.667 | 55 | |||
| 17 Dec | 24336.00 | 1528.1 | -446.85 | 30.68 | 1.333 | 0 | 53.333 | |||
| 16 Dec | 24668.25 | 1974.95 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 13 Dec | 24768.30 | 1974.95 | 70.10 | 23.28 | 3.333 | 48.333 | 51.333 | |||
| 12 Dec | 24548.70 | 1904.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 24641.80 | 1904.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 24610.05 | 1904.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 24619.00 | 1904.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 24677.80 | 1904.85 | 0.00 | 0.00 | 0 | 0.333 | 0 | |||
| 5 Dec | 24708.40 | 1904.85 | 207.95 | - | 4 | -0.333 | 50.667 | |||
| 4 Dec | 24467.45 | 1696.9 | 28.25 | - | 10.667 | -5.333 | 52 | |||
| 3 Dec | 24457.15 | 1668.65 | 130.90 | - | 2.333 | -0.333 | 57.667 | |||
| 2 Dec | 24276.05 | 1537.75 | 135.75 | 13.71 | 6.667 | 58 | 58 | |||
| 29 Nov | 24131.10 | 1402 | 86.00 | 11.84 | 5 | 0.333 | 63 | |||
| 28 Nov | 23914.15 | 1316 | -266.00 | 17.68 | 20.333 | 0.667 | 62.667 | |||
| 27 Nov | 24274.90 | 1582 | 42.00 | 14.90 | 12 | 56.667 | 56.667 | |||
| 26 Nov | 24194.50 | 1540 | -46.65 | 17.57 | 2.333 | 0.333 | 56 | |||
| 25 Nov | 24221.90 | 1586.65 | 364.50 | 16.27 | 85 | 57 | 57 | |||
| 22 Nov | 23907.25 | 1222.15 | 433.45 | 12.33 | 32.333 | 110.667 | 110.667 | |||
| 21 Nov | 23349.90 | 788.7 | -131.30 | 12.78 | 186 | 68.333 | 119.667 | |||
| 19 Nov | 23518.50 | 920 | -10.00 | 13.47 | 2 | 51.667 | 51.667 | |||
| 18 Nov | 23453.80 | 930 | -69.00 | 13.81 | 6 | 0 | 52 | |||
| 14 Nov | 23532.70 | 999 | -82.75 | 11.93 | 1 | 0.333 | 52 | |||
| 13 Nov | 23559.05 | 1081.75 | -228.25 | 13.80 | 32 | 1 | 52.333 | |||
| 12 Nov | 23883.45 | 1310 | -154.20 | 14.76 | 1 | 0.333 | 51.667 | |||
| 11 Nov | 24141.30 | 1464.2 | -75.80 | - | 1.333 | 0 | 51 | |||
| 8 Nov | 24148.20 | 1540 | -77.35 | 11.97 | 1 | -0.333 | 51.333 | |||
| 7 Nov | 24199.35 | 1617.35 | -332.90 | 11.01 | 52.667 | 33.667 | 35 | |||
| 6 Nov | 24484.05 | 1950.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 24213.30 | 1950.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 23995.35 | 1950.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 24304.35 | 1950.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 24205.35 | 1950.25 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 24340.85 | 1950.25 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 24466.85 | 1950.25 | 0.00 | - | 0 | -0.333 | 0 | |||
| 28 Oct | 24339.15 | 1950.25 | 300.25 | - | 0.333 | 0 | 1.667 | |||
| 25 Oct | 24180.80 | 1650 | -2101.95 | - | 5 | 1.667 | 1.667 | |||
| 24 Oct | 24399.40 | 3751.95 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 24435.50 | 3751.95 | 3751.95 | - | 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 22900 expiring on 26DEC2024
Delta for 22900 CE is -
Historical price for 22900 CE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 760.4, which was -366.75 lower than the previous day. The implied volatity was -, the open interest changed by 166 which increased total open position to 176
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 1127.15, which was -232.55 lower than the previous day. The implied volatity was 22.68, the open interest changed by 144 which increased total open position to 151
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 1359.7, which was -168.40 lower than the previous day. The implied volatity was -, the open interest changed by 158 which increased total open position to 165
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 1528.1, which was -446.85 lower than the previous day. The implied volatity was 30.68, the open interest changed by 0 which decreased total open position to 160
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 1974.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 1974.95, which was 70.10 higher than the previous day. The implied volatity was 23.28, the open interest changed by 145 which increased total open position to 154
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 1904.85, 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 1904.85, 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 1904.85, 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 1904.85, 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 1904.85, 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 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 1904.85, which was 207.95 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 152
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 1696.9, which was 28.25 higher than the previous day. The implied volatity was -, the open interest changed by -16 which decreased total open position to 156
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 1668.65, which was 130.90 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 173
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 1537.75, which was 135.75 higher than the previous day. The implied volatity was 13.71, the open interest changed by 174 which increased total open position to 174
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 1402, which was 86.00 higher than the previous day. The implied volatity was 11.84, the open interest changed by 1 which increased total open position to 189
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 1316, which was -266.00 lower than the previous day. The implied volatity was 17.68, the open interest changed by 2 which increased total open position to 188
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 1582, which was 42.00 higher than the previous day. The implied volatity was 14.90, the open interest changed by 170 which increased total open position to 170
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 1540, which was -46.65 lower than the previous day. The implied volatity was 17.57, the open interest changed by 1 which increased total open position to 168
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 1586.65, which was 364.50 higher than the previous day. The implied volatity was 16.27, the open interest changed by 171 which increased total open position to 171
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 1222.15, which was 433.45 higher than the previous day. The implied volatity was 12.33, the open interest changed by 332 which increased total open position to 332
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 788.7, which was -131.30 lower than the previous day. The implied volatity was 12.78, the open interest changed by 205 which increased total open position to 359
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 920, which was -10.00 lower than the previous day. The implied volatity was 13.47, the open interest changed by 155 which increased total open position to 155
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 930, which was -69.00 lower than the previous day. The implied volatity was 13.81, the open interest changed by 0 which decreased total open position to 156
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 999, which was -82.75 lower than the previous day. The implied volatity was 11.93, the open interest changed by 1 which increased total open position to 156
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 1081.75, which was -228.25 lower than the previous day. The implied volatity was 13.80, the open interest changed by 3 which increased total open position to 157
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1310, which was -154.20 lower than the previous day. The implied volatity was 14.76, the open interest changed by 1 which increased total open position to 155
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 1464.2, which was -75.80 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 153
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 1540, which was -77.35 lower than the previous day. The implied volatity was 11.97, the open interest changed by -1 which decreased total open position to 154
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 1617.35, which was -332.90 lower than the previous day. The implied volatity was 11.01, the open interest changed by 101 which increased total open position to 105
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 1950.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 1950.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 1950.25, 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 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 1950.25, 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 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 1950.25, 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 1950.25, 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 1950.25, 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 1950.25, which was 300.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct NIFTY was trading at 24180.80. The strike last trading price was 1650, which was -2101.95 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 3751.95, 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 3751.95, which was 3751.95 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 22900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.08
Vega: 4.56
Theta: -6.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23587.50 | 21.1 | 11.30 | 18.64 | 2,88,580 | 3,552 | 22,008 |
| 19 Dec | 23951.70 | 9.8 | 4.70 | 19.34 | 62,974.333 | 10,999.667 | 18,385.667 |
| 18 Dec | 24198.85 | 5.1 | -0.75 | 19.23 | 14,124.333 | 475.333 | 7,403.333 |
| 17 Dec | 24336.00 | 5.85 | 0.00 | 19.73 | 16,620 | -1,148.333 | 6,917.333 |
| 16 Dec | 24668.25 | 5.85 | -0.50 | 22.11 | 5,902.333 | -3,403 | 4,289 |
| 13 Dec | 24768.30 | 6.35 | -1.15 | 20.98 | 16,357.667 | -133.667 | 3,717 |
| 12 Dec | 24548.70 | 7.5 | -1.35 | 18.69 | 5,231.333 | 2,346 | 3,859.667 |
| 11 Dec | 24641.80 | 8.85 | -2.30 | 19.39 | 4,998 | 3,279.667 | 4,273.667 |
| 10 Dec | 24610.05 | 11.15 | -3.65 | 19.48 | 5,728.667 | 2,979 | 3,910 |
| 9 Dec | 24619.00 | 14.8 | -2.80 | 19.97 | 5,054 | 501.667 | 3,932 |
| 6 Dec | 24677.80 | 17.6 | -3.70 | 19.53 | 5,108 | 3,378.667 | 3,451.667 |
| 5 Dec | 24708.40 | 21.3 | -4.75 | 20.08 | 13,666 | 4,156.333 | 4,156.667 |
| 4 Dec | 24467.45 | 26.05 | -5.05 | 18.54 | 7,833.333 | 6,017 | 6,017.333 |
| 3 Dec | 24457.15 | 31.1 | -8.30 | 18.76 | 7,300 | 6,350.667 | 6,351 |
| 2 Dec | 24276.05 | 39.4 | -5.40 | 18.03 | 6,797.333 | -14,696 | 5,954 |
| 29 Nov | 24131.10 | 44.8 | -21.70 | 16.45 | 8,798 | 6,034.667 | 6,034.667 |
| 28 Nov | 23914.15 | 66.5 | 28.50 | 16.60 | 15,083.667 | 8,660 | 8,660 |
| 27 Nov | 24274.90 | 38 | -18.00 | 16.52 | 7,644.333 | 791 | 7,046.333 |
| 26 Nov | 24194.50 | 56 | -0.15 | 17.30 | 3,504.667 | 6,257.667 | 6,257.667 |
| 25 Nov | 24221.90 | 56.15 | -42.10 | 17.55 | 8,325.333 | 5,802.333 | 5,802.333 |
| 22 Nov | 23907.25 | 98.25 | -96.15 | 16.67 | 5,839 | 5,730.333 | 5,730.333 |
| 21 Nov | 23349.90 | 194.4 | 7.75 | 15.87 | 6,109.333 | 5,158 | 5,158 |
| 19 Nov | 23518.50 | 186.65 | 28.95 | 16.61 | 4,602 | 336.333 | 2,020.667 |
| 18 Nov | 23453.80 | 157.7 | 13.05 | 15.14 | 2,115.667 | 59.667 | 1,700.667 |
| 14 Nov | 23532.70 | 144.65 | -5.80 | 14.95 | 1,442 | 121.333 | 1,643 |
| 13 Nov | 23559.05 | 150.45 | 37.95 | 15.48 | 1,466.333 | 1,523.667 | 1,523.667 |
| 12 Nov | 23883.45 | 112.5 | 31.70 | 15.63 | 864.667 | 206 | 1,543.333 |
| 11 Nov | 24141.30 | 80.8 | -25.65 | 15.92 | 682 | 227 | 1,341 |
| 8 Nov | 24148.20 | 106.45 | 8.30 | 16.86 | 216.667 | 1,116 | 1,116 |
| 7 Nov | 24199.35 | 98.15 | 16.70 | 16.89 | 241 | 1,017.333 | 1,017.333 |
| 6 Nov | 24484.05 | 81.45 | -46.95 | 17.76 | 703.333 | 901.667 | 901.667 |
| 5 Nov | 24213.30 | 128.4 | -38.30 | 18.20 | 172.667 | 30.333 | 719.667 |
| 4 Nov | 23995.35 | 166.7 | 33.60 | 18.27 | 782 | 689.333 | 689.333 |
| 1 Nov | 24304.35 | 133.1 | 39.20 | 18.63 | 44 | 562.667 | 562.667 |
| 31 Oct | 24205.35 | 93.9 | -34.00 | - | 77.333 | 542.333 | 542.333 |
| 30 Oct | 24340.85 | 127.9 | 21.90 | - | 106.333 | 477.667 | 477.667 |
| 29 Oct | 24466.85 | 106 | -12.35 | - | 120 | 77.333 | 375.667 |
| 28 Oct | 24339.15 | 118.35 | -27.90 | - | 102.667 | 74.667 | 299.667 |
| 25 Oct | 24180.80 | 146.25 | 38.10 | - | 208.667 | 123.333 | 225 |
| 24 Oct | 24399.40 | 108.15 | -9.85 | - | 119.333 | 77 | 103 |
| 23 Oct | 24435.50 | 118 | 118.00 | - | 26 | 24.667 | 24.667 |
| 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 22900 expiring on 26DEC2024
Delta for 22900 PE is -0.08
Historical price for 22900 PE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 21.1, which was 11.30 higher than the previous day. The implied volatity was 18.64, the open interest changed by 10656 which increased total open position to 66024
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 9.8, which was 4.70 higher than the previous day. The implied volatity was 19.34, the open interest changed by 32999 which increased total open position to 55157
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 5.1, which was -0.75 lower than the previous day. The implied volatity was 19.23, the open interest changed by 1426 which increased total open position to 22210
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 5.85, which was 0.00 lower than the previous day. The implied volatity was 19.73, the open interest changed by -3445 which decreased total open position to 20752
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 5.85, which was -0.50 lower than the previous day. The implied volatity was 22.11, the open interest changed by -10209 which decreased total open position to 12867
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 6.35, which was -1.15 lower than the previous day. The implied volatity was 20.98, the open interest changed by -401 which decreased total open position to 11151
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 7.5, which was -1.35 lower than the previous day. The implied volatity was 18.69, the open interest changed by 7038 which increased total open position to 11579
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 8.85, which was -2.30 lower than the previous day. The implied volatity was 19.39, the open interest changed by 9839 which increased total open position to 12821
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 11.15, which was -3.65 lower than the previous day. The implied volatity was 19.48, the open interest changed by 8937 which increased total open position to 11730
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 14.8, which was -2.80 lower than the previous day. The implied volatity was 19.97, the open interest changed by 1505 which increased total open position to 11796
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 17.6, which was -3.70 lower than the previous day. The implied volatity was 19.53, the open interest changed by 10136 which increased total open position to 10355
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 21.3, which was -4.75 lower than the previous day. The implied volatity was 20.08, the open interest changed by 12469 which increased total open position to 12470
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 26.05, which was -5.05 lower than the previous day. The implied volatity was 18.54, the open interest changed by 18051 which increased total open position to 18052
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 31.1, which was -8.30 lower than the previous day. The implied volatity was 18.76, the open interest changed by 19052 which increased total open position to 19053
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 39.4, which was -5.40 lower than the previous day. The implied volatity was 18.03, the open interest changed by -44088 which decreased total open position to 17862
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 44.8, which was -21.70 lower than the previous day. The implied volatity was 16.45, the open interest changed by 18104 which increased total open position to 18104
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 66.5, which was 28.50 higher than the previous day. The implied volatity was 16.60, the open interest changed by 25980 which increased total open position to 25980
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 38, which was -18.00 lower than the previous day. The implied volatity was 16.52, the open interest changed by 2373 which increased total open position to 21139
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 56, which was -0.15 lower than the previous day. The implied volatity was 17.30, the open interest changed by 18773 which increased total open position to 18773
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 56.15, which was -42.10 lower than the previous day. The implied volatity was 17.55, the open interest changed by 17407 which increased total open position to 17407
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 98.25, which was -96.15 lower than the previous day. The implied volatity was 16.67, the open interest changed by 17191 which increased total open position to 17191
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 194.4, which was 7.75 higher than the previous day. The implied volatity was 15.87, the open interest changed by 15474 which increased total open position to 15474
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 186.65, which was 28.95 higher than the previous day. The implied volatity was 16.61, the open interest changed by 1009 which increased total open position to 6062
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 157.7, which was 13.05 higher than the previous day. The implied volatity was 15.14, the open interest changed by 179 which increased total open position to 5102
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 144.65, which was -5.80 lower than the previous day. The implied volatity was 14.95, the open interest changed by 364 which increased total open position to 4929
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 150.45, which was 37.95 higher than the previous day. The implied volatity was 15.48, the open interest changed by 4571 which increased total open position to 4571
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 112.5, which was 31.70 higher than the previous day. The implied volatity was 15.63, the open interest changed by 618 which increased total open position to 4630
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 80.8, which was -25.65 lower than the previous day. The implied volatity was 15.92, the open interest changed by 681 which increased total open position to 4023
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 106.45, which was 8.30 higher than the previous day. The implied volatity was 16.86, the open interest changed by 3348 which increased total open position to 3348
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 98.15, which was 16.70 higher than the previous day. The implied volatity was 16.89, the open interest changed by 3052 which increased total open position to 3052
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 81.45, which was -46.95 lower than the previous day. The implied volatity was 17.76, the open interest changed by 2705 which increased total open position to 2705
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 128.4, which was -38.30 lower than the previous day. The implied volatity was 18.20, the open interest changed by 91 which increased total open position to 2159
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 166.7, which was 33.60 higher than the previous day. The implied volatity was 18.27, the open interest changed by 2068 which increased total open position to 2068
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 133.1, which was 39.20 higher than the previous day. The implied volatity was 18.63, the open interest changed by 1688 which increased total open position to 1688
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 93.9, which was -34.00 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 127.9, which was 21.90 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 106, which was -12.35 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 118.35, which was -27.90 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 146.25, which was 38.10 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 108.15, which was -9.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct NIFTY was trading at 24435.50. The strike last trading price was 118, which was 118.00 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
