NIFTY
Nifty
Historical option data for NIFTY
20 Dec 2024 04:11 PM IST
| NIFTY 26DEC2024 23050 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.97
Vega: 2.09
Theta: -8.04
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 23587.50 | 623.1 | -598.80 | 11.09 | 151.333 | 70.667 | 72.667 | |||
| 19 Dec | 23951.70 | 1221.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 24198.85 | 1221.9 | -157.35 | 17.50 | 0.333 | 0 | 67.333 | |||
| 17 Dec | 24336.00 | 1379.25 | -207.90 | 28.41 | 0.667 | 66.667 | 67.333 | |||
| 16 Dec | 24668.25 | 1587.15 | 0.00 | 0.00 | 0 | 0.667 | 0 | |||
| 13 Dec | 24768.30 | 1587.15 | 157.30 | - | 20.667 | 66.667 | 67.667 | |||
| 12 Dec | 24548.70 | 1429.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 24641.80 | 1429.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 24610.05 | 1429.85 | 0.00 | 0.00 | 0 | 0.333 | 0 | |||
| 9 Dec | 24619.00 | 1429.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 24677.80 | 1429.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 24708.40 | 1429.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 24467.45 | 1429.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 24457.15 | 1429.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 24276.05 | 1429.85 | 129.25 | 17.85 | 91 | -70.333 | 67 | |||
| 29 Nov | 24131.10 | 1300.6 | 171.90 | 16.15 | 133 | 51.667 | 138 | |||
| 28 Nov | 23914.15 | 1128.7 | -222.60 | 13.32 | 1.333 | 158 | 158.667 | |||
| 27 Nov | 24274.90 | 1351.3 | 8.70 | - | 0.333 | 159.333 | 159.333 | |||
| 26 Nov | 24194.50 | 1342.6 | -7.40 | 10.98 | 0.667 | 158.667 | 159.333 | |||
| 25 Nov | 24221.90 | 1350 | 389.80 | - | 0.333 | 159 | 159.667 | |||
| 22 Nov | 23907.25 | 960.2 | 278.70 | - | 4.667 | 159.333 | 160 | |||
| 21 Nov | 23349.90 | 681.5 | -153.50 | 12.86 | 120.667 | 161.333 | 161.333 | |||
| 19 Nov | 23518.50 | 835 | 37.25 | 14.64 | 4.333 | 133 | 133 | |||
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| 18 Nov | 23453.80 | 797.75 | -621.50 | 12.96 | 228.333 | 115 | 135.667 | |||
| 14 Nov | 23532.70 | 1419.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 23559.05 | 1419.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 23883.45 | 1419.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 24141.30 | 1419.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 24148.20 | 1419.25 | -353.00 | 12.99 | 0.333 | 20.333 | 20.333 | |||
| 7 Nov | 24199.35 | 1772.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 24484.05 | 1772.25 | 501.75 | 11.73 | 0.333 | 0 | 20.333 | |||
| 5 Nov | 24213.30 | 1270.5 | 0.00 | 0.00 | 0 | 20 | 0 | |||
| 4 Nov | 23995.35 | 1270.5 | -1152.70 | 6.89 | 20.333 | 20 | 20 | |||
| 1 Nov | 24304.35 | 2423.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 24205.35 | 2423.2 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 24340.85 | 2423.2 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 24466.85 | 2423.2 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 24339.15 | 2423.2 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 24180.80 | 2423.2 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 24399.40 | 2423.2 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 24435.50 | 2423.2 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 24472.10 | 2423.2 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 24781.10 | 2423.2 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 24854.05 | 2423.2 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 24749.85 | 2423.2 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 24971.30 | 2423.2 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 25057.35 | 2423.2 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 25127.95 | 2423.2 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 24964.25 | 2423.2 | 0.00 | - | 0 | 0.333 | 0 | |||
| 10 Oct | 24998.45 | 2423.2 | -1186.75 | - | 0.333 | 0 | 0 | |||
| 9 Oct | 24981.95 | 3609.95 | 3609.95 | - | 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 23050 expiring on 26DEC2024
Delta for 23050 CE is 0.97
Historical price for 23050 CE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 623.1, which was -598.80 lower than the previous day. The implied volatity was 11.09, the open interest changed by 212 which increased total open position to 218
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 1221.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 1221.9, which was -157.35 lower than the previous day. The implied volatity was 17.50, the open interest changed by 0 which decreased total open position to 202
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 1379.25, which was -207.90 lower than the previous day. The implied volatity was 28.41, the open interest changed by 200 which increased total open position to 202
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 1587.15, 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 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 1587.15, which was 157.30 higher than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 203
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 1429.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 1429.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 1429.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 1429.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 1429.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 1429.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 1429.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 1429.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 1429.85, which was 129.25 higher than the previous day. The implied volatity was 17.85, the open interest changed by -211 which decreased total open position to 201
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 1300.6, which was 171.90 higher than the previous day. The implied volatity was 16.15, the open interest changed by 155 which increased total open position to 414
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 1128.7, which was -222.60 lower than the previous day. The implied volatity was 13.32, the open interest changed by 474 which increased total open position to 476
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 1351.3, which was 8.70 higher than the previous day. The implied volatity was -, the open interest changed by 478 which increased total open position to 478
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 1342.6, which was -7.40 lower than the previous day. The implied volatity was 10.98, the open interest changed by 476 which increased total open position to 478
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 1350, which was 389.80 higher than the previous day. The implied volatity was -, the open interest changed by 477 which increased total open position to 479
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 960.2, which was 278.70 higher than the previous day. The implied volatity was -, the open interest changed by 478 which increased total open position to 480
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 681.5, which was -153.50 lower than the previous day. The implied volatity was 12.86, the open interest changed by 484 which increased total open position to 484
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 835, which was 37.25 higher than the previous day. The implied volatity was 14.64, the open interest changed by 399 which increased total open position to 399
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 797.75, which was -621.50 lower than the previous day. The implied volatity was 12.96, the open interest changed by 345 which increased total open position to 407
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1419.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 1419.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1419.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 1419.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 1419.25, which was -353.00 lower than the previous day. The implied volatity was 12.99, the open interest changed by 61 which increased total open position to 61
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 1772.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 1772.25, which was 501.75 higher than the previous day. The implied volatity was 11.73, the open interest changed by 0 which decreased total open position to 61
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 1270.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 60 which increased total open position to 0
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 1270.5, which was -1152.70 lower than the previous day. The implied volatity was 6.89, the open interest changed by 60 which increased total open position to 60
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 2423.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 2423.2, 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 2423.2, 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 2423.2, 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 2423.2, 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 2423.2, 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 2423.2, 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 2423.2, 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 22 Oct NIFTY was trading at 24472.10. The strike last trading price was 2423.2, 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 2423.2, 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 2423.2, 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 2423.2, 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 2423.2, 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 2423.2, 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 2423.2, 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 2423.2, 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 2423.2, which was -1186.75 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 3609.95, which was 3609.95 higher 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 23050 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.12
Vega: 6.01
Theta: -8.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23587.50 | 31.45 | 16.85 | 17.68 | 1,86,818.333 | -9,279.333 | 7,912.333 |
| 19 Dec | 23951.70 | 14.6 | 6.00 | 18.57 | 25,245.333 | -6,457.333 | 3,320 |
| 18 Dec | 24198.85 | 8.6 | 1.70 | 18.93 | 5,113.333 | -8,464 | 1,099 |
| 17 Dec | 24336.00 | 6.9 | -1.00 | 18.46 | 1,971 | -20 | 730.667 |
| 16 Dec | 24668.25 | 7.9 | -0.25 | 21.46 | 1,483.333 | 235.333 | 772 |
| 13 Dec | 24768.30 | 8.15 | -1.35 | 20.32 | 3,614.333 | -4,392.667 | 535.667 |
| 12 Dec | 24548.70 | 9.5 | -0.85 | 17.96 | 441 | -137.333 | 313 |
| 11 Dec | 24641.80 | 10.35 | -4.50 | 18.47 | 624 | -46 | 448.333 |
| 10 Dec | 24610.05 | 14.85 | -3.40 | 19.05 | 422.333 | -3,064.333 | 490.667 |
| 9 Dec | 24619.00 | 18.25 | -3.55 | 19.33 | 398 | -3,196.667 | 513 |
| 6 Dec | 24677.80 | 21.8 | -4.30 | 18.99 | 796 | 489 | 548 |
| 5 Dec | 24708.40 | 26.1 | -8.10 | 19.57 | 1,433 | 514.667 | 528.333 |
| 4 Dec | 24467.45 | 34.2 | -4.50 | 18.28 | 1,177.667 | 843 | 862 |
| 3 Dec | 24457.15 | 38.7 | -8.80 | 18.33 | 1,022.333 | -54.333 | 546.333 |
| 2 Dec | 24276.05 | 47.5 | -6.85 | 17.46 | 336.667 | 343.667 | 343.667 |
| 29 Nov | 24131.10 | 54.35 | -27.30 | 15.91 | 1,393 | 118 | 303.667 |
| 28 Nov | 23914.15 | 81.65 | 34.45 | 16.17 | 1,052 | 267.333 | 317.667 |
| 27 Nov | 24274.90 | 47.2 | -21.00 | 16.13 | 246.667 | 135.667 | 135.667 |
| 26 Nov | 24194.50 | 68.2 | -0.35 | 16.91 | 135 | -157.667 | 126.333 |
| 25 Nov | 24221.90 | 68.55 | -53.85 | 17.20 | 558.333 | -135.333 | 129 |
| 22 Nov | 23907.25 | 122.4 | -109.30 | 16.53 | 426.667 | 80.667 | 345 |
| 21 Nov | 23349.90 | 231.7 | 12.90 | 15.53 | 255 | 351 | 354.333 |
| 19 Nov | 23518.50 | 218.8 | 22.20 | 16.21 | 495 | 200 | 278.333 |
| 18 Nov | 23453.80 | 196.6 | 17.50 | 15.11 | 503.333 | 157.333 | 158.667 |
| 14 Nov | 23532.70 | 179.1 | -0.55 | 14.88 | 50.333 | 112 | 112 |
| 13 Nov | 23559.05 | 179.65 | 46.35 | 15.22 | 195.667 | 82.333 | 82.333 |
| 12 Nov | 23883.45 | 133.3 | 35.30 | 15.30 | 70.667 | 19.667 | 19.667 |
| 11 Nov | 24141.30 | 98 | -18.00 | 15.70 | 39 | 18.333 | 18.333 |
| 8 Nov | 24148.20 | 116 | 20.05 | 16.16 | 2.333 | 0 | 6.667 |
| 7 Nov | 24199.35 | 95.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 24484.05 | 95.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 95.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 95.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 95.95 | 67.75 | 15.73 | 6.667 | 0 | 0 |
| 31 Oct | 24205.35 | 28.2 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 24340.85 | 28.2 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 24466.85 | 28.2 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 24339.15 | 28.2 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 24180.80 | 28.2 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 24399.40 | 28.2 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 24435.50 | 28.2 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 24472.10 | 28.2 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 24781.10 | 28.2 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 24854.05 | 28.2 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 24749.85 | 28.2 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 24971.30 | 28.2 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 25057.35 | 28.2 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 25127.95 | 28.2 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 24964.25 | 28.2 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 24998.45 | 28.2 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 24981.95 | 28.2 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 25013.15 | 28.2 | 28.20 | - | 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 23050 expiring on 26DEC2024
Delta for 23050 PE is -0.12
Historical price for 23050 PE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 31.45, which was 16.85 higher than the previous day. The implied volatity was 17.68, the open interest changed by -27838 which decreased total open position to 23737
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 14.6, which was 6.00 higher than the previous day. The implied volatity was 18.57, the open interest changed by -19372 which decreased total open position to 9960
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 8.6, which was 1.70 higher than the previous day. The implied volatity was 18.93, the open interest changed by -25392 which decreased total open position to 3297
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 6.9, which was -1.00 lower than the previous day. The implied volatity was 18.46, the open interest changed by -60 which decreased total open position to 2192
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 7.9, which was -0.25 lower than the previous day. The implied volatity was 21.46, the open interest changed by 706 which increased total open position to 2316
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 8.15, which was -1.35 lower than the previous day. The implied volatity was 20.32, the open interest changed by -13178 which decreased total open position to 1607
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 9.5, which was -0.85 lower than the previous day. The implied volatity was 17.96, the open interest changed by -412 which decreased total open position to 939
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 10.35, which was -4.50 lower than the previous day. The implied volatity was 18.47, the open interest changed by -138 which decreased total open position to 1345
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 14.85, which was -3.40 lower than the previous day. The implied volatity was 19.05, the open interest changed by -9193 which decreased total open position to 1472
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 18.25, which was -3.55 lower than the previous day. The implied volatity was 19.33, the open interest changed by -9590 which decreased total open position to 1539
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 21.8, which was -4.30 lower than the previous day. The implied volatity was 18.99, the open interest changed by 1467 which increased total open position to 1644
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 26.1, which was -8.10 lower than the previous day. The implied volatity was 19.57, the open interest changed by 1544 which increased total open position to 1585
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 34.2, which was -4.50 lower than the previous day. The implied volatity was 18.28, the open interest changed by 2529 which increased total open position to 2586
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 38.7, which was -8.80 lower than the previous day. The implied volatity was 18.33, the open interest changed by -163 which decreased total open position to 1639
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 47.5, which was -6.85 lower than the previous day. The implied volatity was 17.46, the open interest changed by 1031 which increased total open position to 1031
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 54.35, which was -27.30 lower than the previous day. The implied volatity was 15.91, the open interest changed by 354 which increased total open position to 911
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 81.65, which was 34.45 higher than the previous day. The implied volatity was 16.17, the open interest changed by 802 which increased total open position to 953
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 47.2, which was -21.00 lower than the previous day. The implied volatity was 16.13, the open interest changed by 407 which increased total open position to 407
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 68.2, which was -0.35 lower than the previous day. The implied volatity was 16.91, the open interest changed by -473 which decreased total open position to 379
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 68.55, which was -53.85 lower than the previous day. The implied volatity was 17.20, the open interest changed by -406 which decreased total open position to 387
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 122.4, which was -109.30 lower than the previous day. The implied volatity was 16.53, the open interest changed by 242 which increased total open position to 1035
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 231.7, which was 12.90 higher than the previous day. The implied volatity was 15.53, the open interest changed by 1053 which increased total open position to 1063
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 218.8, which was 22.20 higher than the previous day. The implied volatity was 16.21, the open interest changed by 600 which increased total open position to 835
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 196.6, which was 17.50 higher than the previous day. The implied volatity was 15.11, the open interest changed by 472 which increased total open position to 476
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 179.1, which was -0.55 lower than the previous day. The implied volatity was 14.88, the open interest changed by 336 which increased total open position to 336
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 179.65, which was 46.35 higher than the previous day. The implied volatity was 15.22, the open interest changed by 247 which increased total open position to 247
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 133.3, which was 35.30 higher than the previous day. The implied volatity was 15.30, the open interest changed by 59 which increased total open position to 59
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 98, which was -18.00 lower than the previous day. The implied volatity was 15.70, the open interest changed by 55 which increased total open position to 55
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 116, which was 20.05 higher than the previous day. The implied volatity was 16.16, the open interest changed by 0 which decreased total open position to 20
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 95.95, 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 Nov NIFTY was trading at 24484.05. The strike last trading price was 95.95, 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 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 95.95, 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 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 95.95, 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 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 95.95, which was 67.75 higher than the previous day. The implied volatity was 15.73, 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 28.2, 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 28.2, 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 28.2, 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 28.2, 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 28.2, 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 28.2, 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 28.2, 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 22 Oct NIFTY was trading at 24472.10. The strike last trading price was 28.2, 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 28.2, 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 28.2, 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 28.2, 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 28.2, 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 28.2, 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 28.2, 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 28.2, 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 28.2, 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 28.2, 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 28.2, which was 28.20 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 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
