NIFTY
Nifty
Historical option data for NIFTY
29 Oct 2024 04:11 PM IST
NIFTY 23000 CE | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
29 Oct | 24466.85 | 1476.25 | 110.80 | 1,19,675 | -29,950 | 5,37,700 | ||||
28 Oct | 24339.15 | 1365.45 | 145.30 | 1,65,500 | -3,925 | 5,67,700 | ||||
25 Oct | 24180.80 | 1220.15 | -239.25 | 88,400 | 5,25,975 | 5,71,625 | ||||
24 Oct | 24399.40 | 1459.4 | -19.80 | 69,825 | 3,875 | 5,74,275 | ||||
23 Oct | 24435.50 | 1479.2 | -48.30 | 1,11,325 | 5,23,025 | 5,70,450 | ||||
22 Oct | 24472.10 | 1527.5 | -234.50 | 49,625 | 2,100 | 5,74,225 | ||||
21 Oct | 24781.10 | 1762 | -206.50 | 30,750 | 5,875 | 5,72,400 | ||||
18 Oct | 24854.05 | 1968.5 | 116.25 | 45,075 | -1,250 | 5,66,675 | ||||
17 Oct | 24749.85 | 1852.25 | -183.55 | 41,800 | -7,550 | 5,68,025 | ||||
16 Oct | 24971.30 | 2035.8 | -96.20 | 28,000 | 600 | 5,75,650 | ||||
15 Oct | 25057.35 | 2132 | -101.60 | 31,475 | -12,025 | 5,75,150 | ||||
14 Oct | 25127.95 | 2233.6 | 186.70 | 18,575 | -4,100 | 5,87,275 | ||||
11 Oct | 24964.25 | 2046.9 | -83.10 | 20,900 | 1,575 | 5,91,375 | ||||
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10 Oct | 24998.45 | 2130 | 10.65 | 58,000 | 7,025 | 5,89,900 | ||||
9 Oct | 24981.95 | 2119.35 | -36.30 | 93,225 | 8,400 | 5,82,875 | ||||
8 Oct | 25013.15 | 2155.65 | 131.65 | 41,675 | 500 | 5,74,450 | ||||
7 Oct | 24795.75 | 2024 | -177.00 | 70,925 | -4,800 | 5,73,825 | ||||
4 Oct | 25014.60 | 2201 | -278.65 | 38,500 | -3,500 | 5,78,750 | ||||
3 Oct | 25250.10 | 2479.65 | -486.95 | 60,725 | -23,250 | 5,82,450 | ||||
1 Oct | 25796.90 | 2966.6 | -13.10 | 49,975 | -29,300 | 6,05,800 | ||||
30 Sept | 25810.85 | 2979.7 | -339.30 | 48,725 | 20,750 | 6,36,675 | ||||
27 Sept | 26178.95 | 3319 | 66.05 | 90,875 | 54,900 | 6,16,150 | ||||
26 Sept | 26216.05 | 3252.95 | 139.30 | 2,09,575 | 1,31,825 | 5,60,125 | ||||
25 Sept | 26004.15 | 3113.65 | 51.15 | 1,35,800 | 89,275 | 4,28,200 | ||||
24 Sept | 25940.40 | 3062.5 | 43.20 | 1,20,200 | 90,600 | 3,38,925 | ||||
23 Sept | 25939.05 | 3019.3 | 123.50 | 1,08,950 | 77,725 | 2,48,250 | ||||
20 Sept | 25790.95 | 2895.8 | 272.80 | 1,04,850 | 60,500 | 1,70,525 | ||||
19 Sept | 25415.80 | 2623 | 114.65 | 46,925 | 32,200 | 1,10,000 | ||||
18 Sept | 25377.55 | 2508.35 | -68.35 | 13,850 | 3,825 | 77,875 | ||||
17 Sept | 25418.55 | 2576.7 | 13.15 | 8,925 | 5,075 | 74,050 | ||||
16 Sept | 25383.75 | 2563.55 | 69.55 | 13,825 | 6,250 | 69,000 | ||||
13 Sept | 25356.50 | 2494 | 34.00 | 14,450 | 8,900 | 62,600 | ||||
12 Sept | 25388.90 | 2460 | 362.60 | 8,825 | 3,600 | 53,675 | ||||
11 Sept | 24918.45 | 2097.4 | -147.60 | 8,500 | 2,275 | 50,050 | ||||
10 Sept | 25041.10 | 2245 | 107.10 | 9,925 | 1,975 | 47,775 | ||||
9 Sept | 24936.40 | 2137.9 | 40.05 | 3,775 | 1,075 | 45,750 | ||||
6 Sept | 24852.15 | 2097.85 | -289.45 | 10,775 | -475 | 44,800 | ||||
5 Sept | 25145.10 | 2387.3 | -23.30 | 5,800 | 975 | 45,375 | ||||
4 Sept | 25198.70 | 2410.6 | -64.80 | 1,575 | 500 | 44,425 | ||||
3 Sept | 25279.85 | 2475.4 | -4.60 | 12,550 | 7,525 | 43,925 | ||||
2 Sept | 25278.70 | 2480 | -40.00 | 1,775 | 1,050 | 36,375 | ||||
30 Aug | 25235.90 | 2520 | 133.05 | 925 | 25 | 35,200 | ||||
29 Aug | 25151.95 | 2386.95 | 87.00 | 11,025 | 9,000 | 35,175 | ||||
28 Aug | 25052.35 | 2299.95 | 31.90 | 4,250 | 2,850 | 26,175 | ||||
27 Aug | 25017.75 | 2268.05 | -36.95 | 5,200 | 675 | 23,325 | ||||
26 Aug | 25010.60 | 2305 | 155.00 | 4,225 | 50 | 22,650 | ||||
23 Aug | 24823.15 | 2150 | 20.00 | 5,125 | 3,475 | 22,550 | ||||
22 Aug | 24811.50 | 2130 | 30.00 | 2,350 | 350 | 19,075 | ||||
21 Aug | 24770.20 | 2100 | 61.05 | 800 | -250 | 18,725 | ||||
20 Aug | 24698.85 | 2038.95 | 90.95 | 1,900 | -150 | 18,975 | ||||
19 Aug | 24572.65 | 1948 | 18.00 | 600 | -75 | 19,125 | ||||
16 Aug | 24541.15 | 1930 | 320.00 | 18,000 | 14,525 | 19,200 | ||||
14 Aug | 24143.75 | 1610 | -5.40 | 275 | 0 | 4,675 | ||||
13 Aug | 24139.00 | 1615.4 | -187.60 | 4,675 | 1,525 | 4,625 | ||||
12 Aug | 24347.00 | 1803 | 42.20 | 650 | 25 | 3,100 | ||||
9 Aug | 24367.50 | 1760.8 | 160.80 | 700 | 375 | 3,075 | ||||
8 Aug | 24117.00 | 1600 | -160.00 | 925 | -100 | 2,675 | ||||
7 Aug | 24297.50 | 1760 | 210.00 | 825 | 325 | 2,575 | ||||
6 Aug | 23992.55 | 1550 | -63.80 | 450 | 100 | 2,300 | ||||
5 Aug | 24055.60 | 1613.8 | -990.55 | 6,300 | 1,875 | 2,225 | ||||
2 Aug | 24702.00 | 2604.35 | 0 | 0 | 0 |
For Nifty - strike price 23000 expiring on 31OCT2024
Delta for 23000 CE is -
Historical price for 23000 CE is as follows
On 29 Oct NIFTY was trading at 24466.85. The strike last trading price was 1476.25, which was 110.80 higher than the previous day. The implied volatity was -, the open interest changed by -29950 which decreased total open position to 537700
On 28 Oct NIFTY was trading at 24339.15. The strike last trading price was 1365.45, which was 145.30 higher than the previous day. The implied volatity was -, the open interest changed by -3925 which decreased total open position to 567700
On 25 Oct NIFTY was trading at 24180.80. The strike last trading price was 1220.15, which was -239.25 lower than the previous day. The implied volatity was -, the open interest changed by 525975 which increased total open position to 571625
On 24 Oct NIFTY was trading at 24399.40. The strike last trading price was 1459.4, which was -19.80 lower than the previous day. The implied volatity was -, the open interest changed by 3875 which increased total open position to 574275
On 23 Oct NIFTY was trading at 24435.50. The strike last trading price was 1479.2, which was -48.30 lower than the previous day. The implied volatity was -, the open interest changed by 523025 which increased total open position to 570450
On 22 Oct NIFTY was trading at 24472.10. The strike last trading price was 1527.5, which was -234.50 lower than the previous day. The implied volatity was -, the open interest changed by 2100 which increased total open position to 574225
On 21 Oct NIFTY was trading at 24781.10. The strike last trading price was 1762, which was -206.50 lower than the previous day. The implied volatity was -, the open interest changed by 5875 which increased total open position to 572400
On 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 1968.5, which was 116.25 higher than the previous day. The implied volatity was -, the open interest changed by -1250 which decreased total open position to 566675
On 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 1852.25, which was -183.55 lower than the previous day. The implied volatity was -, the open interest changed by -7550 which decreased total open position to 568025
On 16 Oct NIFTY was trading at 24971.30. The strike last trading price was 2035.8, which was -96.20 lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 575650
On 15 Oct NIFTY was trading at 25057.35. The strike last trading price was 2132, which was -101.60 lower than the previous day. The implied volatity was -, the open interest changed by -12025 which decreased total open position to 575150
On 14 Oct NIFTY was trading at 25127.95. The strike last trading price was 2233.6, which was 186.70 higher than the previous day. The implied volatity was -, the open interest changed by -4100 which decreased total open position to 587275
On 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 2046.9, which was -83.10 lower than the previous day. The implied volatity was -, the open interest changed by 1575 which increased total open position to 591375
On 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 2130, which was 10.65 higher than the previous day. The implied volatity was -, the open interest changed by 7025 which increased total open position to 589900
On 9 Oct NIFTY was trading at 24981.95. The strike last trading price was 2119.35, which was -36.30 lower than the previous day. The implied volatity was -, the open interest changed by 8400 which increased total open position to 582875
On 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 2155.65, which was 131.65 higher than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 574450
On 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 2024, which was -177.00 lower than the previous day. The implied volatity was -, the open interest changed by -4800 which decreased total open position to 573825
On 4 Oct NIFTY was trading at 25014.60. The strike last trading price was 2201, which was -278.65 lower than the previous day. The implied volatity was -, the open interest changed by -3500 which decreased total open position to 578750
On 3 Oct NIFTY was trading at 25250.10. The strike last trading price was 2479.65, which was -486.95 lower than the previous day. The implied volatity was -, the open interest changed by -23250 which decreased total open position to 582450
On 1 Oct NIFTY was trading at 25796.90. The strike last trading price was 2966.6, which was -13.10 lower than the previous day. The implied volatity was -, the open interest changed by -29300 which decreased total open position to 605800
On 30 Sept NIFTY was trading at 25810.85. The strike last trading price was 2979.7, which was -339.30 lower than the previous day. The implied volatity was -, the open interest changed by 20750 which increased total open position to 636675
On 27 Sept NIFTY was trading at 26178.95. The strike last trading price was 3319, which was 66.05 higher than the previous day. The implied volatity was -, the open interest changed by 54900 which increased total open position to 616150
On 26 Sept NIFTY was trading at 26216.05. The strike last trading price was 3252.95, which was 139.30 higher than the previous day. The implied volatity was -, the open interest changed by 131825 which increased total open position to 560125
On 25 Sept NIFTY was trading at 26004.15. The strike last trading price was 3113.65, which was 51.15 higher than the previous day. The implied volatity was -, the open interest changed by 89275 which increased total open position to 428200
On 24 Sept NIFTY was trading at 25940.40. The strike last trading price was 3062.5, which was 43.20 higher than the previous day. The implied volatity was -, the open interest changed by 90600 which increased total open position to 338925
On 23 Sept NIFTY was trading at 25939.05. The strike last trading price was 3019.3, which was 123.50 higher than the previous day. The implied volatity was -, the open interest changed by 77725 which increased total open position to 248250
On 20 Sept NIFTY was trading at 25790.95. The strike last trading price was 2895.8, which was 272.80 higher than the previous day. The implied volatity was -, the open interest changed by 60500 which increased total open position to 170525
On 19 Sept NIFTY was trading at 25415.80. The strike last trading price was 2623, which was 114.65 higher than the previous day. The implied volatity was -, the open interest changed by 32200 which increased total open position to 110000
On 18 Sept NIFTY was trading at 25377.55. The strike last trading price was 2508.35, which was -68.35 lower than the previous day. The implied volatity was -, the open interest changed by 3825 which increased total open position to 77875
On 17 Sept NIFTY was trading at 25418.55. The strike last trading price was 2576.7, which was 13.15 higher than the previous day. The implied volatity was -, the open interest changed by 5075 which increased total open position to 74050
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 2563.55, which was 69.55 higher than the previous day. The implied volatity was -, the open interest changed by 6250 which increased total open position to 69000
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 2494, which was 34.00 higher than the previous day. The implied volatity was -, the open interest changed by 8900 which increased total open position to 62600
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 2460, which was 362.60 higher than the previous day. The implied volatity was -, the open interest changed by 3600 which increased total open position to 53675
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 2097.4, which was -147.60 lower than the previous day. The implied volatity was -, the open interest changed by 2275 which increased total open position to 50050
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 2245, which was 107.10 higher than the previous day. The implied volatity was -, the open interest changed by 1975 which increased total open position to 47775
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 2137.9, which was 40.05 higher than the previous day. The implied volatity was -, the open interest changed by 1075 which increased total open position to 45750
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 2097.85, which was -289.45 lower than the previous day. The implied volatity was -, the open interest changed by -475 which decreased total open position to 44800
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 2387.3, which was -23.30 lower than the previous day. The implied volatity was -, the open interest changed by 975 which increased total open position to 45375
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 2410.6, which was -64.80 lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 44425
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 2475.4, which was -4.60 lower than the previous day. The implied volatity was -, the open interest changed by 7525 which increased total open position to 43925
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 2480, which was -40.00 lower than the previous day. The implied volatity was -, the open interest changed by 1050 which increased total open position to 36375
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 2520, which was 133.05 higher than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 35200
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 2386.95, which was 87.00 higher than the previous day. The implied volatity was -, the open interest changed by 9000 which increased total open position to 35175
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 2299.95, which was 31.90 higher than the previous day. The implied volatity was -, the open interest changed by 2850 which increased total open position to 26175
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 2268.05, which was -36.95 lower than the previous day. The implied volatity was -, the open interest changed by 675 which increased total open position to 23325
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 2305, which was 155.00 higher than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 22650
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 2150, which was 20.00 higher than the previous day. The implied volatity was -, the open interest changed by 3475 which increased total open position to 22550
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 2130, which was 30.00 higher than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 19075
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 2100, which was 61.05 higher than the previous day. The implied volatity was -, the open interest changed by -250 which decreased total open position to 18725
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 2038.95, which was 90.95 higher than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 18975
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 1948, which was 18.00 higher than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 19125
On 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 1930, which was 320.00 higher than the previous day. The implied volatity was -, the open interest changed by 14525 which increased total open position to 19200
On 14 Aug NIFTY was trading at 24143.75. The strike last trading price was 1610, which was -5.40 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4675
On 13 Aug NIFTY was trading at 24139.00. The strike last trading price was 1615.4, which was -187.60 lower than the previous day. The implied volatity was -, the open interest changed by 1525 which increased total open position to 4625
On 12 Aug NIFTY was trading at 24347.00. The strike last trading price was 1803, which was 42.20 higher than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 3100
On 9 Aug NIFTY was trading at 24367.50. The strike last trading price was 1760.8, which was 160.80 higher than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 3075
On 8 Aug NIFTY was trading at 24117.00. The strike last trading price was 1600, which was -160.00 lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 2675
On 7 Aug NIFTY was trading at 24297.50. The strike last trading price was 1760, which was 210.00 higher than the previous day. The implied volatity was -, the open interest changed by 325 which increased total open position to 2575
On 6 Aug NIFTY was trading at 23992.55. The strike last trading price was 1550, which was -63.80 lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 2300
On 5 Aug NIFTY was trading at 24055.60. The strike last trading price was 1613.8, which was -990.55 lower than the previous day. The implied volatity was -, the open interest changed by 1875 which increased total open position to 2225
On 2 Aug NIFTY was trading at 24702.00. The strike last trading price was 2604.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
NIFTY 23000 PE | ||||||
---|---|---|---|---|---|---|
Date | Close | Ltp | Change | Volume | Change OI | OI |
29 Oct | 24466.85 | 2.55 | 0.40 | 1,94,78,050 | -3,11,750 | 69,05,450 |
28 Oct | 24339.15 | 2.15 | -3.55 | 2,68,68,875 | -2,90,375 | 74,43,675 |
25 Oct | 24180.80 | 5.7 | 2.95 | 2,46,18,525 | 46,69,000 | 77,34,050 |
24 Oct | 24399.40 | 2.75 | -2.40 | 89,51,475 | 12,23,300 | 51,62,975 |
23 Oct | 24435.50 | 5.15 | -1.10 | 40,11,225 | -1,61,775 | 38,00,975 |
22 Oct | 24472.10 | 6.25 | 1.45 | 23,01,900 | 1,90,525 | 27,88,750 |
21 Oct | 24781.10 | 4.8 | -1.00 | 16,33,425 | -5,26,425 | 25,96,000 |
18 Oct | 24854.05 | 5.8 | -1.90 | 19,37,675 | 94,325 | 24,47,700 |
17 Oct | 24749.85 | 7.7 | 2.05 | 12,45,725 | 40,550 | 23,48,975 |
16 Oct | 24971.30 | 5.65 | -0.45 | 7,37,875 | 21,275 | 23,08,050 |
15 Oct | 25057.35 | 6.1 | -1.90 | 7,43,025 | 88,775 | 22,84,900 |
14 Oct | 25127.95 | 8 | -3.95 | 6,77,625 | -44,525 | 21,96,525 |
11 Oct | 24964.25 | 11.95 | 0.55 | 6,86,900 | 45,800 | 22,71,000 |
10 Oct | 24998.45 | 11.4 | -6.10 | 11,82,400 | -99,725 | 22,27,775 |
9 Oct | 24981.95 | 17.5 | -7.25 | 18,10,950 | -2,51,400 | 23,27,675 |
8 Oct | 25013.15 | 24.75 | -12.10 | 19,27,600 | 1,79,625 | 25,75,900 |
7 Oct | 24795.75 | 36.85 | 11.00 | 24,37,250 | 94,000 | 24,48,950 |
4 Oct | 25014.60 | 25.85 | 6.70 | 20,65,900 | 23,850 | 23,54,350 |
3 Oct | 25250.10 | 19.15 | 6.15 | 13,20,875 | 48,700 | 23,29,625 |
1 Oct | 25796.90 | 13 | -4.20 | 4,36,650 | 11,025 | 22,74,325 |
30 Sept | 25810.85 | 17.2 | -0.25 | 9,79,600 | 2,225 | 22,66,425 |
27 Sept | 26178.95 | 17.45 | 2.00 | 7,83,250 | 2,88,675 | 22,57,300 |
26 Sept | 26216.05 | 15.45 | 0.35 | 16,77,900 | 4,33,400 | 19,78,025 |
25 Sept | 26004.15 | 15.1 | -2.75 | 9,08,850 | 1,95,225 | 15,85,175 |
24 Sept | 25940.40 | 17.85 | -7.00 | 8,67,025 | 28,600 | 14,05,200 |
23 Sept | 25939.05 | 24.85 | 0.20 | 9,66,225 | 53,825 | 13,79,250 |
20 Sept | 25790.95 | 24.65 | -2.40 | 11,28,975 | -14,850 | 13,47,950 |
19 Sept | 25415.80 | 27.05 | -9.15 | 8,96,500 | 1,05,800 | 13,69,025 |
18 Sept | 25377.55 | 36.2 | 7.65 | 10,24,575 | 74,050 | 12,63,850 |
17 Sept | 25418.55 | 28.55 | 0.20 | 4,05,375 | 63,900 | 11,90,275 |
16 Sept | 25383.75 | 28.35 | -7.55 | 4,26,000 | 36,600 | 11,27,475 |
13 Sept | 25356.50 | 35.9 | -3.10 | 6,94,975 | 2,12,175 | 10,95,925 |
12 Sept | 25388.90 | 39 | -18.90 | 3,97,100 | -16,175 | 8,83,725 |
11 Sept | 24918.45 | 57.9 | 11.80 | 3,77,725 | 92,675 | 8,98,475 |
10 Sept | 25041.10 | 46.1 | -15.85 | 4,34,450 | -5,000 | 8,04,375 |
9 Sept | 24936.40 | 61.95 | -15.60 | 2,06,900 | 39,775 | 8,07,825 |
6 Sept | 24852.15 | 77.55 | 20.65 | 4,12,650 | 27,400 | 7,69,025 |
5 Sept | 25145.10 | 56.9 | -1.80 | 1,57,375 | 60,400 | 7,41,175 |
4 Sept | 25198.70 | 58.7 | 6.90 | 1,48,650 | 21,425 | 6,80,900 |
3 Sept | 25279.85 | 51.8 | -1.75 | 2,22,675 | 48,250 | 6,59,700 |
2 Sept | 25278.70 | 53.55 | 2.20 | 1,09,600 | 26,525 | 6,11,675 |
30 Aug | 25235.90 | 51.35 | -3.65 | 1,38,250 | 22,000 | 5,92,475 |
29 Aug | 25151.95 | 55 | -5.00 | 1,26,325 | -6,950 | 5,69,800 |
28 Aug | 25052.35 | 60 | -1.25 | 64,025 | 16,500 | 5,76,700 |
27 Aug | 25017.75 | 61.25 | -4.10 | 1,09,075 | 11,475 | 5,60,475 |
26 Aug | 25010.60 | 65.35 | -12.65 | 1,49,225 | 35,850 | 5,49,025 |
23 Aug | 24823.15 | 78 | 3.20 | 1,03,575 | 45,575 | 5,31,275 |
22 Aug | 24811.50 | 74.8 | -12.65 | 1,04,675 | 31,800 | 4,86,175 |
21 Aug | 24770.20 | 87.45 | -13.65 | 1,17,750 | 31,125 | 4,55,400 |
20 Aug | 24698.85 | 101.1 | -18.25 | 1,15,200 | 42,425 | 4,24,500 |
19 Aug | 24572.65 | 119.35 | -16.25 | 99,000 | 38,600 | 3,81,825 |
16 Aug | 24541.15 | 135.6 | -66.40 | 89,275 | 15,625 | 3,42,325 |
14 Aug | 24143.75 | 202 | -16.85 | 81,200 | 8,600 | 3,27,525 |
13 Aug | 24139.00 | 218.85 | 16.55 | 1,23,750 | -750 | 3,20,600 |
12 Aug | 24347.00 | 202.3 | 6.55 | 74,175 | 450 | 3,35,225 |
9 Aug | 24367.50 | 195.75 | -60.80 | 70,575 | -3,000 | 3,40,250 |
8 Aug | 24117.00 | 256.55 | 40.55 | 81,525 | -14,075 | 3,43,525 |
7 Aug | 24297.50 | 216 | -69.30 | 2,06,475 | 79,775 | 3,57,625 |
6 Aug | 23992.55 | 285.3 | -32.40 | 1,27,700 | 6,175 | 2,83,475 |
5 Aug | 24055.60 | 317.7 | 181.05 | 3,28,850 | 94,400 | 2,78,025 |
2 Aug | 24702.00 | 136.65 | 88,450 | 47,525 | 1,83,600 |
For Nifty - strike price 23000 expiring on 31OCT2024
Delta for 23000 PE is -
Historical price for 23000 PE is as follows
On 29 Oct NIFTY was trading at 24466.85. The strike last trading price was 2.55, which was 0.40 higher than the previous day. The implied volatity was -, the open interest changed by -311750 which decreased total open position to 6905450
On 28 Oct NIFTY was trading at 24339.15. The strike last trading price was 2.15, which was -3.55 lower than the previous day. The implied volatity was -, the open interest changed by -290375 which decreased total open position to 7443675
On 25 Oct NIFTY was trading at 24180.80. The strike last trading price was 5.7, which was 2.95 higher than the previous day. The implied volatity was -, the open interest changed by 4669000 which increased total open position to 7734050
On 24 Oct NIFTY was trading at 24399.40. The strike last trading price was 2.75, which was -2.40 lower than the previous day. The implied volatity was -, the open interest changed by 1223300 which increased total open position to 5162975
On 23 Oct NIFTY was trading at 24435.50. The strike last trading price was 5.15, which was -1.10 lower than the previous day. The implied volatity was -, the open interest changed by -161775 which decreased total open position to 3800975
On 22 Oct NIFTY was trading at 24472.10. The strike last trading price was 6.25, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by 190525 which increased total open position to 2788750
On 21 Oct NIFTY was trading at 24781.10. The strike last trading price was 4.8, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by -526425 which decreased total open position to 2596000
On 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 5.8, which was -1.90 lower than the previous day. The implied volatity was -, the open interest changed by 94325 which increased total open position to 2447700
On 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 7.7, which was 2.05 higher than the previous day. The implied volatity was -, the open interest changed by 40550 which increased total open position to 2348975
On 16 Oct NIFTY was trading at 24971.30. The strike last trading price was 5.65, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 21275 which increased total open position to 2308050
On 15 Oct NIFTY was trading at 25057.35. The strike last trading price was 6.1, which was -1.90 lower than the previous day. The implied volatity was -, the open interest changed by 88775 which increased total open position to 2284900
On 14 Oct NIFTY was trading at 25127.95. The strike last trading price was 8, which was -3.95 lower than the previous day. The implied volatity was -, the open interest changed by -44525 which decreased total open position to 2196525
On 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 11.95, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 45800 which increased total open position to 2271000
On 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 11.4, which was -6.10 lower than the previous day. The implied volatity was -, the open interest changed by -99725 which decreased total open position to 2227775
On 9 Oct NIFTY was trading at 24981.95. The strike last trading price was 17.5, which was -7.25 lower than the previous day. The implied volatity was -, the open interest changed by -251400 which decreased total open position to 2327675
On 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 24.75, which was -12.10 lower than the previous day. The implied volatity was -, the open interest changed by 179625 which increased total open position to 2575900
On 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 36.85, which was 11.00 higher than the previous day. The implied volatity was -, the open interest changed by 94000 which increased total open position to 2448950
On 4 Oct NIFTY was trading at 25014.60. The strike last trading price was 25.85, which was 6.70 higher than the previous day. The implied volatity was -, the open interest changed by 23850 which increased total open position to 2354350
On 3 Oct NIFTY was trading at 25250.10. The strike last trading price was 19.15, which was 6.15 higher than the previous day. The implied volatity was -, the open interest changed by 48700 which increased total open position to 2329625
On 1 Oct NIFTY was trading at 25796.90. The strike last trading price was 13, which was -4.20 lower than the previous day. The implied volatity was -, the open interest changed by 11025 which increased total open position to 2274325
On 30 Sept NIFTY was trading at 25810.85. The strike last trading price was 17.2, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 2225 which increased total open position to 2266425
On 27 Sept NIFTY was trading at 26178.95. The strike last trading price was 17.45, which was 2.00 higher than the previous day. The implied volatity was -, the open interest changed by 288675 which increased total open position to 2257300
On 26 Sept NIFTY was trading at 26216.05. The strike last trading price was 15.45, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 433400 which increased total open position to 1978025
On 25 Sept NIFTY was trading at 26004.15. The strike last trading price was 15.1, which was -2.75 lower than the previous day. The implied volatity was -, the open interest changed by 195225 which increased total open position to 1585175
On 24 Sept NIFTY was trading at 25940.40. The strike last trading price was 17.85, which was -7.00 lower than the previous day. The implied volatity was -, the open interest changed by 28600 which increased total open position to 1405200
On 23 Sept NIFTY was trading at 25939.05. The strike last trading price was 24.85, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by 53825 which increased total open position to 1379250
On 20 Sept NIFTY was trading at 25790.95. The strike last trading price was 24.65, which was -2.40 lower than the previous day. The implied volatity was -, the open interest changed by -14850 which decreased total open position to 1347950
On 19 Sept NIFTY was trading at 25415.80. The strike last trading price was 27.05, which was -9.15 lower than the previous day. The implied volatity was -, the open interest changed by 105800 which increased total open position to 1369025
On 18 Sept NIFTY was trading at 25377.55. The strike last trading price was 36.2, which was 7.65 higher than the previous day. The implied volatity was -, the open interest changed by 74050 which increased total open position to 1263850
On 17 Sept NIFTY was trading at 25418.55. The strike last trading price was 28.55, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by 63900 which increased total open position to 1190275
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 28.35, which was -7.55 lower than the previous day. The implied volatity was -, the open interest changed by 36600 which increased total open position to 1127475
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 35.9, which was -3.10 lower than the previous day. The implied volatity was -, the open interest changed by 212175 which increased total open position to 1095925
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 39, which was -18.90 lower than the previous day. The implied volatity was -, the open interest changed by -16175 which decreased total open position to 883725
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 57.9, which was 11.80 higher than the previous day. The implied volatity was -, the open interest changed by 92675 which increased total open position to 898475
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 46.1, which was -15.85 lower than the previous day. The implied volatity was -, the open interest changed by -5000 which decreased total open position to 804375
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 61.95, which was -15.60 lower than the previous day. The implied volatity was -, the open interest changed by 39775 which increased total open position to 807825
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 77.55, which was 20.65 higher than the previous day. The implied volatity was -, the open interest changed by 27400 which increased total open position to 769025
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 56.9, which was -1.80 lower than the previous day. The implied volatity was -, the open interest changed by 60400 which increased total open position to 741175
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 58.7, which was 6.90 higher than the previous day. The implied volatity was -, the open interest changed by 21425 which increased total open position to 680900
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 51.8, which was -1.75 lower than the previous day. The implied volatity was -, the open interest changed by 48250 which increased total open position to 659700
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 53.55, which was 2.20 higher than the previous day. The implied volatity was -, the open interest changed by 26525 which increased total open position to 611675
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 51.35, which was -3.65 lower than the previous day. The implied volatity was -, the open interest changed by 22000 which increased total open position to 592475
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 55, which was -5.00 lower than the previous day. The implied volatity was -, the open interest changed by -6950 which decreased total open position to 569800
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 60, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by 16500 which increased total open position to 576700
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 61.25, which was -4.10 lower than the previous day. The implied volatity was -, the open interest changed by 11475 which increased total open position to 560475
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 65.35, which was -12.65 lower than the previous day. The implied volatity was -, the open interest changed by 35850 which increased total open position to 549025
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 78, which was 3.20 higher than the previous day. The implied volatity was -, the open interest changed by 45575 which increased total open position to 531275
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 74.8, which was -12.65 lower than the previous day. The implied volatity was -, the open interest changed by 31800 which increased total open position to 486175
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 87.45, which was -13.65 lower than the previous day. The implied volatity was -, the open interest changed by 31125 which increased total open position to 455400
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 101.1, which was -18.25 lower than the previous day. The implied volatity was -, the open interest changed by 42425 which increased total open position to 424500
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 119.35, which was -16.25 lower than the previous day. The implied volatity was -, the open interest changed by 38600 which increased total open position to 381825
On 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 135.6, which was -66.40 lower than the previous day. The implied volatity was -, the open interest changed by 15625 which increased total open position to 342325
On 14 Aug NIFTY was trading at 24143.75. The strike last trading price was 202, which was -16.85 lower than the previous day. The implied volatity was -, the open interest changed by 8600 which increased total open position to 327525
On 13 Aug NIFTY was trading at 24139.00. The strike last trading price was 218.85, which was 16.55 higher than the previous day. The implied volatity was -, the open interest changed by -750 which decreased total open position to 320600
On 12 Aug NIFTY was trading at 24347.00. The strike last trading price was 202.3, which was 6.55 higher than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 335225
On 9 Aug NIFTY was trading at 24367.50. The strike last trading price was 195.75, which was -60.80 lower than the previous day. The implied volatity was -, the open interest changed by -3000 which decreased total open position to 340250
On 8 Aug NIFTY was trading at 24117.00. The strike last trading price was 256.55, which was 40.55 higher than the previous day. The implied volatity was -, the open interest changed by -14075 which decreased total open position to 343525
On 7 Aug NIFTY was trading at 24297.50. The strike last trading price was 216, which was -69.30 lower than the previous day. The implied volatity was -, the open interest changed by 79775 which increased total open position to 357625
On 6 Aug NIFTY was trading at 23992.55. The strike last trading price was 285.3, which was -32.40 lower than the previous day. The implied volatity was -, the open interest changed by 6175 which increased total open position to 283475
On 5 Aug NIFTY was trading at 24055.60. The strike last trading price was 317.7, which was 181.05 higher than the previous day. The implied volatity was -, the open interest changed by 94400 which increased total open position to 278025
On 2 Aug NIFTY was trading at 24702.00. The strike last trading price was 136.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 47525 which increased total open position to 183600