NIFTY
Nifty
Historical option data for NIFTY
26 Dec 2024 04:01 PM IST
NIFTY 26DEC2024 23000 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
26 Dec | 23750.20 | 751 | -24.30 | - | 29,874 | -4,518 | 25,557 | |||
24 Dec | 23727.65 | 775.3 | 0.75 | 35.29 | 34,905 | -10,204 | 30,114 | |||
23 Dec | 23753.45 | 774.55 | 107.60 | 20.22 | 48,587 | -3,166 | 40,319 | |||
20 Dec | 23587.50 | 666.95 | -367.60 | - | 47,634 | 43,674 | 43,813 | |||
19 Dec | 23951.70 | 1034.55 | -236.60 | 22.56 | 19,324 | 39,023 | 39,429 | |||
18 Dec | 24198.85 | 1271.15 | -129.90 | 17.76 | 9,118 | 40,013 | 40,665 | |||
17 Dec | 24336.00 | 1401.05 | -319.25 | 24.34 | 8,193 | -687 | 42,261 | |||
16 Dec | 24668.25 | 1720.3 | -146.15 | 22.73 | 2,426 | 41,979 | 42,934 | |||
13 Dec | 24768.30 | 1866.45 | 216.35 | 17.65 | 4,246 | 43,093 | 44,067 | |||
12 Dec | 24548.70 | 1650.1 | -88.15 | 21.81 | 1,476 | 45,157 | 45,453 | |||
11 Dec | 24641.80 | 1738.25 | 43.25 | 19.88 | 2,609 | -1,296 | 45,864 | |||
10 Dec | 24610.05 | 1695 | -14.50 | - | 2,342 | 47,070 | 47,160 | |||
9 Dec | 24619.00 | 1709.5 | -80.50 | - | 1,802 | 48,165 | 48,207 | |||
6 Dec | 24677.80 | 1790 | -7.00 | - | 2,941 | 46,975 | 48,685 | |||
5 Dec | 24708.40 | 1797 | 215.00 | - | 4,942 | 44,061 | 48,199 | |||
4 Dec | 24467.45 | 1582 | 19.05 | - | 2,423 | 44,144 | 47,574 | |||
3 Dec | 24457.15 | 1562.95 | 96.10 | - | 4,406 | 44,271 | 48,062 | |||
2 Dec | 24276.05 | 1466.85 | 113.15 | 17.05 | 5,789 | 49,817 | 50,423 | |||
29 Nov | 24131.10 | 1353.7 | 147.35 | 16.91 | 10,738 | 47,481 | 51,393 | |||
28 Nov | 23914.15 | 1206.35 | -277.30 | 15.95 | 21,355 | 10,534 | 49,694 | |||
27 Nov | 24274.90 | 1483.65 | 88.30 | 14.23 | 6,815 | 37,481 | 39,145 | |||
26 Nov | 24194.50 | 1395.35 | -90.55 | 11.95 | 5,279 | 36,495 | 37,908 | |||
25 Nov | 24221.90 | 1485.9 | 348.40 | 15.30 | 10,272 | 36,361 | 36,400 | |||
22 Nov | 23907.25 | 1137.5 | 422.50 | 12.66 | 19,713 | 34,233 | 34,272 | |||
21 Nov | 23349.90 | 715 | -125.00 | 12.78 | 20,567 | 31,447 | 31,447 | |||
19 Nov | 23518.50 | 840 | -9.80 | 13.30 | 10,971 | 26,778 | 27,403 | |||
18 Nov | 23453.80 | 849.8 | -79.75 | 13.59 | 13,031 | 27,953 | 27,958 | |||
14 Nov | 23532.70 | 929.55 | -66.05 | 12.46 | 7,085 | 25,414 | 25,414 | |||
13 Nov | 23559.05 | 995.6 | -189.10 | 13.46 | 9,795 | 24,111 | 24,111 | |||
12 Nov | 23883.45 | 1184.7 | -265.35 | 12.50 | 1,961 | 23,225 | 23,225 | |||
11 Nov | 24141.30 | 1450.05 | 0.05 | 12.90 | 1,432 | 22,757 | 22,757 | |||
8 Nov | 24148.20 | 1450 | -93.60 | 12.04 | 1,020 | 22,630 | 22,630 | |||
7 Nov | 24199.35 | 1543.6 | -274.60 | 12.72 | 1,068 | 22,624 | 22,624 | |||
6 Nov | 24484.05 | 1818.2 | 258.10 | 11.56 | 2,056 | 22,643 | 22,643 | |||
5 Nov | 24213.30 | 1560.1 | 136.05 | 12.60 | 1,641 | 22,603 | 22,603 | |||
4 Nov | 23995.35 | 1424.05 | -220.50 | 14.89 | 2,834 | 22,586 | 22,586 | |||
1 Nov | 24304.35 | 1644.55 | -45.35 | 7.56 | 148 | 22,304 | 22,304 | |||
31 Oct | 24205.35 | 1689.9 | -84.80 | - | 3,387 | 22,278 | 22,278 | |||
30 Oct | 24340.85 | 1774.7 | -63.80 | - | 693 | 21,574 | 21,574 | |||
29 Oct | 24466.85 | 1838.5 | 85.20 | - | 618 | 21,619 | 21,619 | |||
28 Oct | 24339.15 | 1753.3 | 114.95 | - | 1,512 | -175 | 21,693 | |||
25 Oct | 24180.80 | 1638.35 | -207.15 | - | 2,904 | 966 | 21,868 | |||
24 Oct | 24399.40 | 1845.5 | -25.20 | - | 1,080 | 279 | 20,905 | |||
23 Oct | 24435.50 | 1870.7 | -34.50 | - | 1,517 | -579 | 20,635 | |||
22 Oct | 24472.10 | 1905.2 | -211.80 | - | 1,011 | -14 | 21,216 | |||
21 Oct | 24781.10 | 2117 | -189.00 | - | 1,323 | 761 | 21,235 | |||
18 Oct | 24854.05 | 2306 | 113.65 | - | 1,434 | 108 | 20,476 | |||
17 Oct | 24749.85 | 2192.35 | -171.30 | - | 1,011 | 16 | 20,370 | |||
16 Oct | 24971.30 | 2363.65 | -92.80 | - | 544 | 42 | 20,354 | |||
15 Oct | 25057.35 | 2456.45 | -96.80 | - | 652 | 148 | 20,313 | |||
14 Oct | 25127.95 | 2553.25 | 181.05 | - | 496 | 92 | 20,165 | |||
11 Oct | 24964.25 | 2372.2 | -85.00 | - | 617 | 56 | 20,071 | |||
10 Oct | 24998.45 | 2457.2 | -5.80 | - | 426 | -23 | 20,014 | |||
9 Oct | 24981.95 | 2463 | -16.60 | - | 497 | 37 | 20,037 | |||
8 Oct | 25013.15 | 2479.6 | 147.00 | - | 3,526 | 1,484 | 20,000 | |||
7 Oct | 24795.75 | 2332.6 | -211.05 | - | 2,126 | -198 | 18,515 | |||
4 Oct | 25014.60 | 2543.65 | -216.40 | - | 2,243 | -125 | 18,714 | |||
3 Oct | 25250.10 | 2760.05 | -437.95 | - | 1,517 | -669 | 18,838 | |||
1 Oct | 25796.90 | 3198 | -4.45 | - | 216 | -137 | 19,507 | |||
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30 Sept | 25810.85 | 3202.45 | -303.35 | - | 1,076 | -388 | 19,679 | |||
27 Sept | 26173.35 | 3505.80 | - | 690 | -192 | 20,100 |
For Nifty - strike price 23000 expiring on 26DEC2024
Delta for 23000 CE is -
Historical price for 23000 CE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 751, which was -24.30 lower than the previous day. The implied volatity was -, the open interest changed by -4518 which decreased total open position to 25557
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 775.3, which was 0.75 higher than the previous day. The implied volatity was 35.29, the open interest changed by -10204 which decreased total open position to 30114
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 774.55, which was 107.60 higher than the previous day. The implied volatity was 20.22, the open interest changed by -3166 which decreased total open position to 40319
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 666.95, which was -367.60 lower than the previous day. The implied volatity was -, the open interest changed by 43674 which increased total open position to 43813
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 1034.55, which was -236.60 lower than the previous day. The implied volatity was 22.56, the open interest changed by 39023 which increased total open position to 39429
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 1271.15, which was -129.90 lower than the previous day. The implied volatity was 17.76, the open interest changed by 40013 which increased total open position to 40665
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 1401.05, which was -319.25 lower than the previous day. The implied volatity was 24.34, the open interest changed by -687 which decreased total open position to 42261
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 1720.3, which was -146.15 lower than the previous day. The implied volatity was 22.73, the open interest changed by 41979 which increased total open position to 42934
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 1866.45, which was 216.35 higher than the previous day. The implied volatity was 17.65, the open interest changed by 43093 which increased total open position to 44067
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 1650.1, which was -88.15 lower than the previous day. The implied volatity was 21.81, the open interest changed by 45157 which increased total open position to 45453
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 1738.25, which was 43.25 higher than the previous day. The implied volatity was 19.88, the open interest changed by -1296 which decreased total open position to 45864
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 1695, which was -14.50 lower than the previous day. The implied volatity was -, the open interest changed by 47070 which increased total open position to 47160
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 1709.5, which was -80.50 lower than the previous day. The implied volatity was -, the open interest changed by 48165 which increased total open position to 48207
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 1790, which was -7.00 lower than the previous day. The implied volatity was -, the open interest changed by 46975 which increased total open position to 48685
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 1797, which was 215.00 higher than the previous day. The implied volatity was -, the open interest changed by 44061 which increased total open position to 48199
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 1582, which was 19.05 higher than the previous day. The implied volatity was -, the open interest changed by 44144 which increased total open position to 47574
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 1562.95, which was 96.10 higher than the previous day. The implied volatity was -, the open interest changed by 44271 which increased total open position to 48062
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 1466.85, which was 113.15 higher than the previous day. The implied volatity was 17.05, the open interest changed by 49817 which increased total open position to 50423
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 1353.7, which was 147.35 higher than the previous day. The implied volatity was 16.91, the open interest changed by 47481 which increased total open position to 51393
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 1206.35, which was -277.30 lower than the previous day. The implied volatity was 15.95, the open interest changed by 10534 which increased total open position to 49694
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 1483.65, which was 88.30 higher than the previous day. The implied volatity was 14.23, the open interest changed by 37481 which increased total open position to 39145
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 1395.35, which was -90.55 lower than the previous day. The implied volatity was 11.95, the open interest changed by 36495 which increased total open position to 37908
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 1485.9, which was 348.40 higher than the previous day. The implied volatity was 15.30, the open interest changed by 36361 which increased total open position to 36400
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 1137.5, which was 422.50 higher than the previous day. The implied volatity was 12.66, the open interest changed by 34233 which increased total open position to 34272
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 715, which was -125.00 lower than the previous day. The implied volatity was 12.78, the open interest changed by 31447 which increased total open position to 31447
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 840, which was -9.80 lower than the previous day. The implied volatity was 13.30, the open interest changed by 26778 which increased total open position to 27403
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 849.8, which was -79.75 lower than the previous day. The implied volatity was 13.59, the open interest changed by 27953 which increased total open position to 27958
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 929.55, which was -66.05 lower than the previous day. The implied volatity was 12.46, the open interest changed by 25414 which increased total open position to 25414
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 995.6, which was -189.10 lower than the previous day. The implied volatity was 13.46, the open interest changed by 24111 which increased total open position to 24111
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1184.7, which was -265.35 lower than the previous day. The implied volatity was 12.50, the open interest changed by 23225 which increased total open position to 23225
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 1450.05, which was 0.05 higher than the previous day. The implied volatity was 12.90, the open interest changed by 22757 which increased total open position to 22757
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 1450, which was -93.60 lower than the previous day. The implied volatity was 12.04, the open interest changed by 22630 which increased total open position to 22630
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 1543.6, which was -274.60 lower than the previous day. The implied volatity was 12.72, the open interest changed by 22624 which increased total open position to 22624
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 1818.2, which was 258.10 higher than the previous day. The implied volatity was 11.56, the open interest changed by 22643 which increased total open position to 22643
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 1560.1, which was 136.05 higher than the previous day. The implied volatity was 12.60, the open interest changed by 22603 which increased total open position to 22603
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 1424.05, which was -220.50 lower than the previous day. The implied volatity was 14.89, the open interest changed by 22586 which increased total open position to 22586
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 1644.55, which was -45.35 lower than the previous day. The implied volatity was 7.56, the open interest changed by 22304 which increased total open position to 22304
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 1689.9, which was -84.80 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 1774.7, which was -63.80 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 1838.5, which was 85.20 higher 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 1753.3, which was 114.95 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 1638.35, which was -207.15 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 1845.5, which was -25.20 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 1870.7, which was -34.50 lower 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 1905.2, which was -211.80 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 2117, which was -189.00 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 2306, which was 113.65 higher 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 2192.35, which was -171.30 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 2363.65, which was -92.80 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 2456.45, which was -96.80 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 2553.25, which was 181.05 higher 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 2372.2, which was -85.00 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 2457.2, which was -5.80 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 2463, which was -16.60 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 2479.6, which was 147.00 higher 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 2332.6, which was -211.05 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 2543.65, which was -216.40 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 2760.05, which was -437.95 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 3198, which was -4.45 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 3202.45, which was -303.35 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 3505.80, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
NIFTY 26DEC2024 23000 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
26 Dec | 23750.20 | 0.05 | -2.25 | - | 38,01,738 | -61,554 | 2,82,252 |
24 Dec | 23727.65 | 2.3 | -3.50 | 20.46 | 17,28,624 | -34,884 | 3,44,648 |
23 Dec | 23753.45 | 5.8 | -21.80 | 19.98 | 28,39,031 | 56,313 | 3,84,745 |
20 Dec | 23587.50 | 27.6 | 14.60 | 18.02 | 24,55,043 | 86,073 | 3,30,610 |
19 Dec | 23951.70 | 13 | 5.70 | 18.90 | 6,03,891 | 1,60,346 | 3,29,930 |
18 Dec | 24198.85 | 7.3 | 0.05 | 19.05 | 2,08,612 | 51,109 | 2,40,231 |
17 Dec | 24336.00 | 7.25 | 0.45 | 19.21 | 1,88,673 | 26,769 | 2,30,093 |
16 Dec | 24668.25 | 6.8 | -0.70 | 21.51 | 1,20,967 | -12,645 | 2,13,294 |
13 Dec | 24768.30 | 7.5 | -1.55 | 20.54 | 3,02,683 | 28,735 | 2,05,744 |
12 Dec | 24548.70 | 9.05 | -1.20 | 18.30 | 94,096 | 4,721 | 2,14,555 |
11 Dec | 24641.80 | 10.25 | -3.25 | 18.92 | 98,422 | -47,384 | 2,09,860 |
10 Dec | 24610.05 | 13.5 | -3.50 | 19.19 | 89,434 | 1,46,722 | 2,11,354 |
9 Dec | 24619.00 | 17 | -3.75 | 19.54 | 93,372 | 3,234 | 2,06,965 |
6 Dec | 24677.80 | 20.75 | -4.35 | 19.26 | 1,51,189 | 1,97,988 | 2,08,323 |
5 Dec | 24708.40 | 25.1 | -7.35 | 19.86 | 2,15,683 | 2,09,838 | 2,17,985 |
4 Dec | 24467.45 | 32.45 | -3.55 | 18.52 | 1,43,519 | 3,161 | 2,13,448 |
3 Dec | 24457.15 | 36 | -9.50 | 18.47 | 1,27,079 | 2,04,969 | 2,11,558 |
2 Dec | 24276.05 | 45.5 | -6.05 | 17.74 | 1,31,475 | 2,08,119 | 2,13,282 |
29 Nov | 24131.10 | 51.55 | -21.70 | 16.14 | 1,62,710 | 1,98,162 | 2,02,124 |
28 Nov | 23914.15 | 73.25 | 28.80 | 16.11 | 2,40,848 | 1,82,036 | 1,84,763 |
27 Nov | 24274.90 | 44.45 | -20.45 | 16.32 | 1,23,829 | 1,81,332 | 1,82,693 |
26 Nov | 24194.50 | 64.9 | 0.00 | 17.12 | 89,207 | 1,89,134 | 1,90,143 |
25 Nov | 24221.90 | 64.9 | -49.25 | 17.37 | 1,98,743 | 1,79,189 | 1,80,332 |
22 Nov | 23907.25 | 114.15 | -104.40 | 16.59 | 1,64,641 | 1,74,507 | 1,75,650 |
21 Nov | 23349.90 | 218.55 | 12.25 | 15.64 | 1,10,084 | 1,58,813 | 1,58,954 |
19 Nov | 23518.50 | 206.3 | 24.90 | 16.29 | 1,43,674 | 1,50,941 | 1,54,115 |
18 Nov | 23453.80 | 181.4 | 13.20 | 15.06 | 96,479 | 1,40,262 | 1,42,289 |
14 Nov | 23532.70 | 168.2 | -4.80 | 14.95 | 67,192 | 1,35,780 | 1,37,135 |
13 Nov | 23559.05 | 173 | 41.25 | 15.45 | 94,030 | 1,27,568 | 1,28,753 |
12 Nov | 23883.45 | 131.75 | 39.75 | 15.68 | 58,039 | 1,23,325 | 1,24,151 |
11 Nov | 24141.30 | 92 | -29.05 | 15.91 | 51,278 | 1,12,133 | 1,12,541 |
8 Nov | 24148.20 | 121.05 | 1.05 | 16.80 | 28,400 | 1,093 | 1,10,927 |
7 Nov | 24199.35 | 120 | 27.60 | 17.24 | 43,676 | 1,10,034 | 1,10,127 |
6 Nov | 24484.05 | 92.4 | -55.00 | 17.69 | 58,938 | 1,09,728 | 1,09,742 |
5 Nov | 24213.30 | 147.4 | -39.60 | 18.29 | 39,139 | 1,06,456 | 1,06,456 |
4 Nov | 23995.35 | 187 | 37.05 | 18.26 | 86,082 | -9,488 | 1,05,303 |
1 Nov | 24304.35 | 149.95 | 4.30 | 18.64 | 2,931 | 1,14,755 | 1,14,755 |
31 Oct | 24205.35 | 145.65 | 6.75 | - | 15,359 | 1,14,437 | 1,14,437 |
30 Oct | 24340.85 | 138.9 | 19.00 | - | 12,872 | 1,740 | 1,14,659 |
29 Oct | 24466.85 | 119.9 | -7.60 | - | 16,260 | 1,12,922 | 1,12,922 |
28 Oct | 24339.15 | 127.5 | -36.00 | - | 30,097 | 2,210 | 1,11,526 |
25 Oct | 24180.80 | 163.5 | 40.60 | - | 49,333 | 6,555 | 1,09,316 |
24 Oct | 24399.40 | 122.9 | -6.65 | - | 13,470 | 3,591 | 1,02,820 |
23 Oct | 24435.50 | 129.55 | 7.55 | - | 13,467 | 118 | 99,273 |
22 Oct | 24472.10 | 122 | 22.00 | - | 19,242 | 2,339 | 99,115 |
21 Oct | 24781.10 | 100 | 12.05 | - | 13,689 | 3,903 | 96,831 |
18 Oct | 24854.05 | 87.95 | -7.05 | - | 17,864 | -5 | 92,889 |
17 Oct | 24749.85 | 95 | 11.50 | - | 13,759 | 601 | 92,907 |
16 Oct | 24971.30 | 83.5 | 8.65 | - | 7,155 | 1,153 | 92,307 |
15 Oct | 25057.35 | 74.85 | -0.95 | - | 7,108 | 1,175 | 91,239 |
14 Oct | 25127.95 | 75.8 | -22.10 | - | 7,616 | 362 | 90,083 |
11 Oct | 24964.25 | 97.9 | 4.80 | - | 5,886 | 585 | 89,730 |
10 Oct | 24998.45 | 93.1 | -14.90 | - | 5,168 | 792 | 89,123 |
9 Oct | 24981.95 | 108 | -3.85 | - | 9,268 | 663 | 88,332 |
8 Oct | 25013.15 | 111.85 | -11.15 | - | 22,176 | 3,115 | 90,177 |
7 Oct | 24795.75 | 123 | 12.95 | - | 20,460 | 1,525 | 90,058 |
4 Oct | 25014.60 | 110.05 | 30.05 | - | 26,379 | 877 | 88,648 |
3 Oct | 25250.10 | 80 | 21.30 | - | 23,237 | 1,081 | 88,173 |
1 Oct | 25796.90 | 58.7 | -8.80 | - | 7,008 | -1,341 | 87,093 |
30 Sept | 25810.85 | 67.5 | 4.75 | - | 15,197 | -3,668 | 88,464 |
27 Sept | 26173.35 | 62.75 | - | 10,846 | 227 | 94,634 |
For Nifty - strike price 23000 expiring on 26DEC2024
Delta for 23000 PE is -
Historical price for 23000 PE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 0.05, which was -2.25 lower than the previous day. The implied volatity was -, the open interest changed by -61554 which decreased total open position to 282252
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 2.3, which was -3.50 lower than the previous day. The implied volatity was 20.46, the open interest changed by -34884 which decreased total open position to 344648
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 5.8, which was -21.80 lower than the previous day. The implied volatity was 19.98, the open interest changed by 56313 which increased total open position to 384745
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 27.6, which was 14.60 higher than the previous day. The implied volatity was 18.02, the open interest changed by 86073 which increased total open position to 330610
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 13, which was 5.70 higher than the previous day. The implied volatity was 18.90, the open interest changed by 160346 which increased total open position to 329930
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 7.3, which was 0.05 higher than the previous day. The implied volatity was 19.05, the open interest changed by 51109 which increased total open position to 240231
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 7.25, which was 0.45 higher than the previous day. The implied volatity was 19.21, the open interest changed by 26769 which increased total open position to 230093
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 6.8, which was -0.70 lower than the previous day. The implied volatity was 21.51, the open interest changed by -12645 which decreased total open position to 213294
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 7.5, which was -1.55 lower than the previous day. The implied volatity was 20.54, the open interest changed by 28735 which increased total open position to 205744
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 9.05, which was -1.20 lower than the previous day. The implied volatity was 18.30, the open interest changed by 4721 which increased total open position to 214555
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 10.25, which was -3.25 lower than the previous day. The implied volatity was 18.92, the open interest changed by -47384 which decreased total open position to 209860
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 13.5, which was -3.50 lower than the previous day. The implied volatity was 19.19, the open interest changed by 146722 which increased total open position to 211354
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 17, which was -3.75 lower than the previous day. The implied volatity was 19.54, the open interest changed by 3234 which increased total open position to 206965
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 20.75, which was -4.35 lower than the previous day. The implied volatity was 19.26, the open interest changed by 197988 which increased total open position to 208323
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 25.1, which was -7.35 lower than the previous day. The implied volatity was 19.86, the open interest changed by 209838 which increased total open position to 217985
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 32.45, which was -3.55 lower than the previous day. The implied volatity was 18.52, the open interest changed by 3161 which increased total open position to 213448
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 36, which was -9.50 lower than the previous day. The implied volatity was 18.47, the open interest changed by 204969 which increased total open position to 211558
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 45.5, which was -6.05 lower than the previous day. The implied volatity was 17.74, the open interest changed by 208119 which increased total open position to 213282
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 51.55, which was -21.70 lower than the previous day. The implied volatity was 16.14, the open interest changed by 198162 which increased total open position to 202124
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 73.25, which was 28.80 higher than the previous day. The implied volatity was 16.11, the open interest changed by 182036 which increased total open position to 184763
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 44.45, which was -20.45 lower than the previous day. The implied volatity was 16.32, the open interest changed by 181332 which increased total open position to 182693
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 64.9, which was 0.00 lower than the previous day. The implied volatity was 17.12, the open interest changed by 189134 which increased total open position to 190143
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 64.9, which was -49.25 lower than the previous day. The implied volatity was 17.37, the open interest changed by 179189 which increased total open position to 180332
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 114.15, which was -104.40 lower than the previous day. The implied volatity was 16.59, the open interest changed by 174507 which increased total open position to 175650
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 218.55, which was 12.25 higher than the previous day. The implied volatity was 15.64, the open interest changed by 158813 which increased total open position to 158954
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 206.3, which was 24.90 higher than the previous day. The implied volatity was 16.29, the open interest changed by 150941 which increased total open position to 154115
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 181.4, which was 13.20 higher than the previous day. The implied volatity was 15.06, the open interest changed by 140262 which increased total open position to 142289
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 168.2, which was -4.80 lower than the previous day. The implied volatity was 14.95, the open interest changed by 135780 which increased total open position to 137135
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 173, which was 41.25 higher than the previous day. The implied volatity was 15.45, the open interest changed by 127568 which increased total open position to 128753
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 131.75, which was 39.75 higher than the previous day. The implied volatity was 15.68, the open interest changed by 123325 which increased total open position to 124151
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 92, which was -29.05 lower than the previous day. The implied volatity was 15.91, the open interest changed by 112133 which increased total open position to 112541
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 121.05, which was 1.05 higher than the previous day. The implied volatity was 16.80, the open interest changed by 1093 which increased total open position to 110927
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 120, which was 27.60 higher than the previous day. The implied volatity was 17.24, the open interest changed by 110034 which increased total open position to 110127
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 92.4, which was -55.00 lower than the previous day. The implied volatity was 17.69, the open interest changed by 109728 which increased total open position to 109742
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 147.4, which was -39.60 lower than the previous day. The implied volatity was 18.29, the open interest changed by 106456 which increased total open position to 106456
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 187, which was 37.05 higher than the previous day. The implied volatity was 18.26, the open interest changed by -9488 which decreased total open position to 105303
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 149.95, which was 4.30 higher than the previous day. The implied volatity was 18.64, the open interest changed by 114755 which increased total open position to 114755
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 145.65, which was 6.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct NIFTY was trading at 24340.85. The strike last trading price was 138.9, which was 19.00 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 119.9, which was -7.60 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 127.5, which was -36.00 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 163.5, which was 40.60 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 122.9, which was -6.65 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 129.55, which was 7.55 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 122, which was 22.00 higher 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 100, which was 12.05 higher 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 87.95, which was -7.05 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 95, which was 11.50 higher 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 83.5, which was 8.65 higher 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 74.85, which was -0.95 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 75.8, which was -22.10 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 97.9, which was 4.80 higher 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 93.1, which was -14.90 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 108, which was -3.85 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 111.85, which was -11.15 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 123, which was 12.95 higher 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 110.05, which was 30.05 higher 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 80, which was 21.30 higher 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 58.7, which was -8.80 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 67.5, which was 4.75 higher 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 62.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to