NIFTY
Nifty
Historical option data for NIFTY
20 Dec 2024 04:11 PM IST
| NIFTY 26DEC2024 22950 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 1.00
Vega: 0.15
Theta: -6.37
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 23587.50 | 719.15 | -580.30 | 8.13 | 33.333 | 108.667 | 109.333 | |||
| 19 Dec | 23951.70 | 1299.45 | 0.00 | 0.00 | 0 | 0.333 | 0 | |||
| 18 Dec | 24198.85 | 1299.45 | -166.10 | - | 0.333 | 104 | 104 | |||
| 17 Dec | 24336.00 | 1465.55 | -36.40 | 28.27 | 41.333 | 105.333 | 105.333 | |||
| 16 Dec | 24668.25 | 1501.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 24768.30 | 1501.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 24548.70 | 1501.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 24641.80 | 1501.95 | 0.00 | 0.00 | 0 | -0.333 | 0 | |||
| 10 Dec | 24610.05 | 1501.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 24619.00 | 1501.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 24677.80 | 1501.95 | 0.00 | 0.00 | 0 | 6.667 | 0 | |||
| 5 Dec | 24708.40 | 1501.95 | 0.00 | 0.00 | 0 | -0.333 | 0 | |||
| 4 Dec | 24467.45 | 1501.95 | 0.00 | 0.00 | 0 | 0.667 | 0 | |||
| 3 Dec | 24457.15 | 1501.95 | 0.00 | 0.00 | 0 | 5 | 0 | |||
| 2 Dec | 24276.05 | 1501.95 | 0.00 | 0.00 | 0 | 1.667 | 0 | |||
| 29 Nov | 24131.10 | 1501.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 23914.15 | 1501.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 24274.90 | 1501.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 24194.50 | 1501.95 | -44.20 | 18.02 | 0.667 | 122 | 125.667 | |||
| 25 Nov | 24221.90 | 1546.15 | 519.75 | 16.68 | 118.333 | 124.333 | 126 | |||
| 22 Nov | 23907.25 | 1026.4 | 273.55 | - | 0.667 | 168.333 | 170 | |||
| 21 Nov | 23349.90 | 752.85 | -143.25 | 12.84 | 243.667 | 170.667 | 170.667 | |||
| 19 Nov | 23518.50 | 896.1 | 29.15 | 14.12 | 31.333 | 13.667 | 17 | |||
| 18 Nov | 23453.80 | 866.95 | -2837.55 | 12.68 | 1.333 | -3 | 0 | |||
| 14 Nov | 23532.70 | 3704.5 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 23559.05 | 3704.5 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 23883.45 | 3704.5 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 24141.30 | 3704.5 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 24148.20 | 3704.5 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 7 Nov | 24199.35 | 3704.5 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 24484.05 | 3704.5 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 24213.30 | 3704.5 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 23995.35 | 3704.5 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 24304.35 | 3704.5 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 24205.35 | 3704.5 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 24340.85 | 3704.5 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 24466.85 | 3704.5 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 24339.15 | 3704.5 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 24180.80 | 3704.5 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 24399.40 | 3704.5 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 24435.50 | 3704.5 | 3704.50 | - | 0 | 0 | 0 | |||
| 22 Oct | 24472.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 24781.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 24854.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 24749.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 24971.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 25057.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 25127.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 24964.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 24998.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 24981.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 25013.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 24795.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 25014.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 25250.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 25796.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 25810.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 26173.35 | 0.00 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 22950 expiring on 26DEC2024
Delta for 22950 CE is 1.00
Historical price for 22950 CE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 719.15, which was -580.30 lower than the previous day. The implied volatity was 8.13, the open interest changed by 326 which increased total open position to 328
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 1299.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 1299.45, which was -166.10 lower than the previous day. The implied volatity was -, the open interest changed by 312 which increased total open position to 312
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 1465.55, which was -36.40 lower than the previous day. The implied volatity was 28.27, the open interest changed by 316 which increased total open position to 316
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 1501.95, 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 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 1501.95, 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 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 1501.95, 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 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 1501.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 1501.95, 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 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 1501.95, 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 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 1501.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 20 which increased total open position to 0
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 1501.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 1501.95, 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 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 1501.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 15 which increased total open position to 0
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 1501.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 1501.95, 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 1501.95, 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 1501.95, 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 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 1501.95, which was -44.20 lower than the previous day. The implied volatity was 18.02, the open interest changed by 366 which increased total open position to 377
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 1546.15, which was 519.75 higher than the previous day. The implied volatity was 16.68, the open interest changed by 373 which increased total open position to 378
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 1026.4, which was 273.55 higher than the previous day. The implied volatity was -, the open interest changed by 505 which increased total open position to 510
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 752.85, which was -143.25 lower than the previous day. The implied volatity was 12.84, the open interest changed by 512 which increased total open position to 512
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 896.1, which was 29.15 higher than the previous day. The implied volatity was 14.12, the open interest changed by 41 which increased total open position to 51
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 866.95, which was -2837.55 lower than the previous day. The implied volatity was 12.68, the open interest changed by -9 which decreased total open position to 0
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 3704.5, 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 3704.5, 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 3704.5, 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 3704.5, 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 3704.5, 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 3704.5, 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 3704.5, 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 3704.5, 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 3704.5, 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 3704.5, 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 3704.5, 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 3704.5, 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 3704.5, 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 3704.5, 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 3704.5, 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 3704.5, 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 3704.5, which was 3704.50 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 22950 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.10
Vega: 5.18
Theta: -7.43
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23587.50 | 25.9 | 14.15 | 18.68 | 1,84,484.333 | 2,463.667 | 6,194.667 |
| 19 Dec | 23951.70 | 11.75 | 4.70 | 19.27 | 24,451 | -4,112.333 | 3,689.667 |
| 18 Dec | 24198.85 | 7.05 | 1.35 | 19.57 | 1,952.667 | -3,470.667 | 1,132 |
| 17 Dec | 24336.00 | 5.7 | -0.30 | 19.07 | 2,473 | -1,610 | 771.667 |
| 16 Dec | 24668.25 | 6 | -1.35 | 21.65 | 1,722 | 164.333 | 748.333 |
| 13 Dec | 24768.30 | 7.35 | -0.90 | 20.96 | 3,555.667 | -784.667 | 581.333 |
| 12 Dec | 24548.70 | 8.25 | -1.25 | 18.50 | 530 | -2,431.333 | 301 |
| 11 Dec | 24641.80 | 9.5 | -3.00 | 19.15 | 337.333 | -2,439.667 | 426 |
| 10 Dec | 24610.05 | 12.5 | -3.35 | 19.40 | 327 | 20.667 | 456.333 |
| 9 Dec | 24619.00 | 15.85 | -3.45 | 19.75 | 498.667 | -83.333 | 437 |
| 6 Dec | 24677.80 | 19.3 | -3.95 | 19.43 | 672.667 | -64.333 | 520.667 |
| 5 Dec | 24708.40 | 23.25 | -6.90 | 19.99 | 1,394.667 | 546.667 | 586.333 |
| 4 Dec | 24467.45 | 30.15 | -3.90 | 18.68 | 933 | 190.667 | 833.667 |
| 3 Dec | 24457.15 | 34.05 | -6.60 | 18.69 | 1,477 | 628.333 | 645.333 |
| 2 Dec | 24276.05 | 40.65 | -6.70 | 17.71 | 853 | 136.333 | 585 |
| 29 Nov | 24131.10 | 47.35 | -21.90 | 16.23 | 647.333 | 99.667 | 449.333 |
| 28 Nov | 23914.15 | 69.25 | 28.65 | 16.31 | 892.333 | 146.667 | 357.333 |
| 27 Nov | 24274.90 | 40.6 | -19.55 | 16.37 | 280.333 | 27 | 210.667 |
| 26 Nov | 24194.50 | 60.15 | -0.95 | 17.20 | 164 | 9 | 183.667 |
| 25 Nov | 24221.90 | 61.1 | -44.25 | 17.52 | 471.333 | -156.667 | 178.333 |
| 22 Nov | 23907.25 | 105.35 | -98.00 | 16.60 | 428.333 | -67.667 | 267.333 |
| 21 Nov | 23349.90 | 203.35 | 11.50 | 15.64 | 478.333 | 219 | 335 |
| 19 Nov | 23518.50 | 191.85 | 19.20 | 16.27 | 558.667 | 128 | 276 |
| 18 Nov | 23453.80 | 172.65 | 12.65 | 15.24 | 268 | 40.667 | 124 |
| 14 Nov | 23532.70 | 160 | 2.25 | 15.11 | 31 | 10.333 | 83.333 |
| 13 Nov | 23559.05 | 157.75 | 37.60 | 15.31 | 127 | 71.333 | 71.333 |
| 12 Nov | 23883.45 | 120.15 | 95.60 | 15.57 | 28 | 2.667 | 2.667 |
| 11 Nov | 24141.30 | 24.55 | 0.00 | 4.10 | 0 | 0 | 0 |
| 8 Nov | 24148.20 | 24.55 | 0.00 | 3.99 | 0 | 0 | 0 |
| 7 Nov | 24199.35 | 24.55 | 0.00 | 4.18 | 0 | 0 | 0 |
| 6 Nov | 24484.05 | 24.55 | 0.00 | 4.88 | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 24.55 | 0.00 | 4.14 | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 24.55 | 0.00 | 3.61 | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 24.55 | 0.00 | 4.30 | 0 | 0 | 0 |
| 31 Oct | 24205.35 | 24.55 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 24340.85 | 24.55 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 24466.85 | 24.55 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 24339.15 | 24.55 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 24180.80 | 24.55 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 24399.40 | 24.55 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 24435.50 | 24.55 | 24.55 | - | 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 22950 expiring on 26DEC2024
Delta for 22950 PE is -0.10
Historical price for 22950 PE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 25.9, which was 14.15 higher than the previous day. The implied volatity was 18.68, the open interest changed by 7391 which increased total open position to 18584
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 11.75, which was 4.70 higher than the previous day. The implied volatity was 19.27, the open interest changed by -12337 which decreased total open position to 11069
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 7.05, which was 1.35 higher than the previous day. The implied volatity was 19.57, the open interest changed by -10412 which decreased total open position to 3396
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 5.7, which was -0.30 lower than the previous day. The implied volatity was 19.07, the open interest changed by -4830 which decreased total open position to 2315
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 6, which was -1.35 lower than the previous day. The implied volatity was 21.65, the open interest changed by 493 which increased total open position to 2245
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 7.35, which was -0.90 lower than the previous day. The implied volatity was 20.96, the open interest changed by -2354 which decreased total open position to 1744
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 8.25, which was -1.25 lower than the previous day. The implied volatity was 18.50, the open interest changed by -7294 which decreased total open position to 903
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 9.5, which was -3.00 lower than the previous day. The implied volatity was 19.15, the open interest changed by -7319 which decreased total open position to 1278
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 12.5, which was -3.35 lower than the previous day. The implied volatity was 19.40, the open interest changed by 62 which increased total open position to 1369
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 15.85, which was -3.45 lower than the previous day. The implied volatity was 19.75, the open interest changed by -250 which decreased total open position to 1311
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 19.3, which was -3.95 lower than the previous day. The implied volatity was 19.43, the open interest changed by -193 which decreased total open position to 1562
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 23.25, which was -6.90 lower than the previous day. The implied volatity was 19.99, the open interest changed by 1640 which increased total open position to 1759
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 30.15, which was -3.90 lower than the previous day. The implied volatity was 18.68, the open interest changed by 572 which increased total open position to 2501
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 34.05, which was -6.60 lower than the previous day. The implied volatity was 18.69, the open interest changed by 1885 which increased total open position to 1936
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 40.65, which was -6.70 lower than the previous day. The implied volatity was 17.71, the open interest changed by 409 which increased total open position to 1755
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 47.35, which was -21.90 lower than the previous day. The implied volatity was 16.23, the open interest changed by 299 which increased total open position to 1348
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 69.25, which was 28.65 higher than the previous day. The implied volatity was 16.31, the open interest changed by 440 which increased total open position to 1072
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 40.6, which was -19.55 lower than the previous day. The implied volatity was 16.37, the open interest changed by 81 which increased total open position to 632
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 60.15, which was -0.95 lower than the previous day. The implied volatity was 17.20, the open interest changed by 27 which increased total open position to 551
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 61.1, which was -44.25 lower than the previous day. The implied volatity was 17.52, the open interest changed by -470 which decreased total open position to 535
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 105.35, which was -98.00 lower than the previous day. The implied volatity was 16.60, the open interest changed by -203 which decreased total open position to 802
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 203.35, which was 11.50 higher than the previous day. The implied volatity was 15.64, the open interest changed by 657 which increased total open position to 1005
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 191.85, which was 19.20 higher than the previous day. The implied volatity was 16.27, the open interest changed by 384 which increased total open position to 828
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 172.65, which was 12.65 higher than the previous day. The implied volatity was 15.24, the open interest changed by 122 which increased total open position to 372
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 160, which was 2.25 higher than the previous day. The implied volatity was 15.11, the open interest changed by 31 which increased total open position to 250
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 157.75, which was 37.60 higher than the previous day. The implied volatity was 15.31, the open interest changed by 214 which increased total open position to 214
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 120.15, which was 95.60 higher than the previous day. The implied volatity was 15.57, the open interest changed by 8 which increased total open position to 8
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 24.55, which was 0.00 lower than the previous day. The implied volatity was 4.10, 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 24.55, which was 0.00 lower than the previous day. The implied volatity was 3.99, 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 24.55, which was 0.00 lower than the previous day. The implied volatity was 4.18, 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 24.55, which was 0.00 lower than the previous day. The implied volatity was 4.88, 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 24.55, which was 0.00 lower than the previous day. The implied volatity was 4.14, 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 24.55, which was 0.00 lower than the previous day. The implied volatity was 3.61, 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 24.55, which was 0.00 lower than the previous day. The implied volatity was 4.30, 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 24.55, 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 24.55, 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 24.55, 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 24.55, 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 24.55, 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 24.55, 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 24.55, which was 24.55 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
