NIFTY
Nifty
Historical option data for NIFTY
20 Dec 2024 04:11 PM IST
| NIFTY 26DEC2024 23100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.93
Vega: 4.00
Theta: -10.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 23587.50 | 581.05 | -351.95 | 12.87 | 455.667 | 108 | 197.333 | |||
| 19 Dec | 23951.70 | 933 | -231.35 | 20.49 | 73.667 | -16.667 | 86.667 | |||
| 18 Dec | 24198.85 | 1164.35 | -169.65 | - | 8.333 | 0.333 | 104.333 | |||
| 17 Dec | 24336.00 | 1334 | -299.00 | 28.26 | 6 | 96.667 | 104 | |||
| 16 Dec | 24668.25 | 1633 | -67.00 | 25.20 | 1 | 98.667 | 105.667 | |||
| 13 Dec | 24768.30 | 1700 | 133.45 | - | 15 | -1.667 | 106 | |||
| 12 Dec | 24548.70 | 1566.55 | -99.00 | 23.25 | 7.667 | 89.333 | 107.667 | |||
| 11 Dec | 24641.80 | 1665.55 | 79.90 | 23.76 | 12 | 1 | 109.333 | |||
| 10 Dec | 24610.05 | 1585.65 | -14.35 | - | 6 | 0 | 108 | |||
| 9 Dec | 24619.00 | 1600 | -104.30 | - | 2 | -1 | 108 | |||
| 6 Dec | 24677.80 | 1704.3 | 121.40 | 15.69 | 9 | 107.667 | 107.667 | |||
| 5 Dec | 24708.40 | 1582.9 | 95.90 | - | 5 | 100 | 108 | |||
| 4 Dec | 24467.45 | 1487 | -7.00 | - | 2 | -1 | 110 | |||
| 3 Dec | 24457.15 | 1494 | 123.90 | 11.75 | 7 | 106.333 | 111 | |||
| 2 Dec | 24276.05 | 1370.1 | 116.10 | 16.38 | 68.333 | 107.667 | 112 | |||
| 29 Nov | 24131.10 | 1254 | 141.30 | 15.91 | 13.667 | 39 | 174 | |||
| 28 Nov | 23914.15 | 1112.7 | -272.30 | 15.33 | 40 | 0.333 | 173.667 | |||
| 27 Nov | 24274.90 | 1385 | -10.00 | 13.51 | 64.333 | -23.333 | 173.333 | |||
| 26 Nov | 24194.50 | 1395 | 4.55 | 19.35 | 0.333 | 0 | 196.667 | |||
| 25 Nov | 24221.90 | 1390.45 | 337.20 | 14.81 | 88.667 | -45.333 | 198.333 | |||
| 22 Nov | 23907.25 | 1053.25 | 408.40 | 12.79 | 195 | -14 | 229.667 | |||
| 21 Nov | 23349.90 | 644.85 | -122.25 | 12.77 | 388 | 258.333 | 258.333 | |||
| 19 Nov | 23518.50 | 767.1 | 6.05 | 13.32 | 224.667 | 168.667 | 191 | |||
| 18 Nov | 23453.80 | 761.05 | -65.80 | 12.94 | 730 | 228 | 232 | |||
| 14 Nov | 23532.70 | 826.85 | -90.25 | 11.35 | 23 | 18 | 28.333 | |||
| 13 Nov | 23559.05 | 917.1 | -2645.75 | 13.36 | 51.333 | 11 | 11 | |||
| 12 Nov | 23883.45 | 3562.85 | 0.00 | - | 0 | 0 | 0 | |||
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| 11 Nov | 24141.30 | 3562.85 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 24148.20 | 3562.85 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 24199.35 | 3562.85 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 24484.05 | 3562.85 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 24213.30 | 3562.85 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 23995.35 | 3562.85 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 24304.35 | 3562.85 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 24205.35 | 3562.85 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 24340.85 | 3562.85 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 24466.85 | 3562.85 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 24339.15 | 3562.85 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 24180.80 | 3562.85 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 24399.40 | 3562.85 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 24435.50 | 3562.85 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 24472.10 | 3562.85 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 24781.10 | 3562.85 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 24854.05 | 3562.85 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 24749.85 | 3562.85 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 24971.30 | 3562.85 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 25057.35 | 3562.85 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 25127.95 | 3562.85 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 24964.25 | 3562.85 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 24998.45 | 3562.85 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 24981.95 | 3562.85 | 3562.85 | - | 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 23100 expiring on 26DEC2024
Delta for 23100 CE is 0.93
Historical price for 23100 CE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 581.05, which was -351.95 lower than the previous day. The implied volatity was 12.87, the open interest changed by 324 which increased total open position to 592
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 933, which was -231.35 lower than the previous day. The implied volatity was 20.49, the open interest changed by -50 which decreased total open position to 260
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 1164.35, which was -169.65 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 313
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 1334, which was -299.00 lower than the previous day. The implied volatity was 28.26, the open interest changed by 290 which increased total open position to 312
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 1633, which was -67.00 lower than the previous day. The implied volatity was 25.20, the open interest changed by 296 which increased total open position to 317
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 1700, which was 133.45 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 318
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 1566.55, which was -99.00 lower than the previous day. The implied volatity was 23.25, the open interest changed by 268 which increased total open position to 323
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 1665.55, which was 79.90 higher than the previous day. The implied volatity was 23.76, the open interest changed by 3 which increased total open position to 328
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 1585.65, which was -14.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 324
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 1600, which was -104.30 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 324
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 1704.3, which was 121.40 higher than the previous day. The implied volatity was 15.69, the open interest changed by 323 which increased total open position to 323
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 1582.9, which was 95.90 higher than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 324
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 1487, which was -7.00 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 330
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 1494, which was 123.90 higher than the previous day. The implied volatity was 11.75, the open interest changed by 319 which increased total open position to 333
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 1370.1, which was 116.10 higher than the previous day. The implied volatity was 16.38, the open interest changed by 323 which increased total open position to 336
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 1254, which was 141.30 higher than the previous day. The implied volatity was 15.91, the open interest changed by 117 which increased total open position to 522
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 1112.7, which was -272.30 lower than the previous day. The implied volatity was 15.33, the open interest changed by 1 which increased total open position to 521
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 1385, which was -10.00 lower than the previous day. The implied volatity was 13.51, the open interest changed by -70 which decreased total open position to 520
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 1395, which was 4.55 higher than the previous day. The implied volatity was 19.35, the open interest changed by 0 which decreased total open position to 590
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 1390.45, which was 337.20 higher than the previous day. The implied volatity was 14.81, the open interest changed by -136 which decreased total open position to 595
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 1053.25, which was 408.40 higher than the previous day. The implied volatity was 12.79, the open interest changed by -42 which decreased total open position to 689
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 644.85, which was -122.25 lower than the previous day. The implied volatity was 12.77, the open interest changed by 775 which increased total open position to 775
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 767.1, which was 6.05 higher than the previous day. The implied volatity was 13.32, the open interest changed by 506 which increased total open position to 573
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 761.05, which was -65.80 lower than the previous day. The implied volatity was 12.94, the open interest changed by 684 which increased total open position to 696
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 826.85, which was -90.25 lower than the previous day. The implied volatity was 11.35, the open interest changed by 54 which increased total open position to 85
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 917.1, which was -2645.75 lower than the previous day. The implied volatity was 13.36, the open interest changed by 33 which increased total open position to 33
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 3562.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 3562.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 3562.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 3562.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 3562.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 3562.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 3562.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 3562.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 3562.85, 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 3562.85, 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 3562.85, 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 3562.85, 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 3562.85, 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 3562.85, 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 3562.85, 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 3562.85, 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 3562.85, 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 3562.85, 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 3562.85, 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 3562.85, 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 3562.85, 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 3562.85, 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 3562.85, 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 3562.85, 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 3562.85, which was 3562.85 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 23100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.14
Vega: 6.66
Theta: -8.87
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23587.50 | 37.55 | 20.85 | 17.60 | 3,26,190 | -11,232 | 20,566.667 |
| 19 Dec | 23951.70 | 16.7 | 8.20 | 18.32 | 69,711 | 5,219 | 19,079.667 |
| 18 Dec | 24198.85 | 8.5 | -0.50 | 18.25 | 23,145.333 | -8,657 | 5,924.333 |
| 17 Dec | 24336.00 | 9 | 0.70 | 18.69 | 14,387.667 | -9,084 | 3,769.333 |
| 16 Dec | 24668.25 | 8.3 | -0.10 | 21.06 | 6,368 | -9,305.333 | 3,796 |
| 13 Dec | 24768.30 | 8.4 | -1.30 | 19.93 | 21,037.667 | -585.667 | 3,465.333 |
| 12 Dec | 24548.70 | 9.7 | -0.80 | 17.53 | 6,232 | -6,511.667 | 3,987.333 |
| 11 Dec | 24641.80 | 10.5 | -4.90 | 18.04 | 6,220.667 | -4,079.333 | 4,074.667 |
| 10 Dec | 24610.05 | 15.4 | -4.55 | 18.69 | 6,249.333 | -9,153.667 | 3,368.333 |
| 9 Dec | 24619.00 | 19.95 | -3.30 | 19.18 | 5,714.667 | 2,480.333 | 3,237.333 |
| 6 Dec | 24677.80 | 23.25 | -5.20 | 18.79 | 6,477.667 | -360.333 | 3,513.667 |
| 5 Dec | 24708.40 | 28.45 | -8.95 | 19.47 | 13,264.667 | 3,684.667 | 3,936.333 |
| 4 Dec | 24467.45 | 37.4 | -2.75 | 18.19 | 7,010.333 | 4,876.667 | 5,058.667 |
| 3 Dec | 24457.15 | 40.15 | -10.40 | 18.02 | 7,521 | -1,566 | 5,089 |
| 2 Dec | 24276.05 | 50.55 | -5.05 | 17.27 | 8,127.667 | 5,177.333 | 5,368.667 |
| 29 Nov | 24131.10 | 55.6 | -35.10 | 15.53 | 8,352.333 | -5,358.333 | 4,642.333 |
| 28 Nov | 23914.15 | 90.7 | 41.40 | 16.24 | 10,293 | 4,231.667 | 4,309.333 |
| 27 Nov | 24274.90 | 49.3 | -22.15 | 15.88 | 7,191 | 3,246.667 | 3,261.667 |
| 26 Nov | 24194.50 | 71.45 | -0.05 | 16.68 | 4,287.333 | 1,634.667 | 3,391.333 |
| 25 Nov | 24221.90 | 71.5 | -51.05 | 16.96 | 8,757.667 | 1,243.667 | 2,242 |
| 22 Nov | 23907.25 | 122.55 | -122.95 | 16.03 | 5,291.333 | 1,226.667 | 2,225 |
| 21 Nov | 23349.90 | 245.5 | 15.20 | 15.42 | 4,010 | 2,025.333 | 2,026 |
| 19 Nov | 23518.50 | 230.3 | 20.55 | 16.06 | 4,577.333 | 670.667 | 1,363.667 |
| 18 Nov | 23453.80 | 209.75 | 21.50 | 15.05 | 2,387.667 | 413 | 911.667 |
| 14 Nov | 23532.70 | 188.25 | -3.05 | 14.72 | 1,045 | 356.667 | 824.667 |
| 13 Nov | 23559.05 | 191.3 | 47.20 | 15.16 | 1,282.667 | 883 | 883 |
| 12 Nov | 23883.45 | 144.1 | 41.65 | 15.32 | 1,023.333 | 706.333 | 706.333 |
| 11 Nov | 24141.30 | 102.45 | -28.55 | 15.53 | 646.667 | 425 | 425 |
| 8 Nov | 24148.20 | 131 | 2.80 | 16.46 | 220 | -12 | 294 |
| 7 Nov | 24199.35 | 128.2 | 30.10 | 16.84 | 325.333 | 106.667 | 309.333 |
| 6 Nov | 24484.05 | 98.1 | -61.25 | 17.29 | 621.667 | 67 | 201.333 |
| 5 Nov | 24213.30 | 159.35 | -44.10 | 18.01 | 150.667 | 73 | 122.667 |
| 4 Nov | 23995.35 | 203.45 | 144.85 | 18.04 | 18.333 | 1.667 | 49.667 |
| 1 Nov | 24304.35 | 58.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 24205.35 | 58.6 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 24340.85 | 58.6 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 24466.85 | 58.6 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 24339.15 | 58.6 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 24180.80 | 58.6 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 24399.40 | 58.6 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 24435.50 | 58.6 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 24472.10 | 58.6 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 24781.10 | 58.6 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 24854.05 | 58.6 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 24749.85 | 58.6 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 24971.30 | 58.6 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 25057.35 | 58.6 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 25127.95 | 58.6 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 24964.25 | 58.6 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 24998.45 | 58.6 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 24981.95 | 58.6 | -86.25 | - | 0.333 | 0 | 48 |
| 8 Oct | 25013.15 | 144.85 | 144.85 | - | 57.667 | 47.667 | 47.667 |
| 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 23100 expiring on 26DEC2024
Delta for 23100 PE is -0.14
Historical price for 23100 PE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 37.55, which was 20.85 higher than the previous day. The implied volatity was 17.60, the open interest changed by -33696 which decreased total open position to 61700
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 16.7, which was 8.20 higher than the previous day. The implied volatity was 18.32, the open interest changed by 15657 which increased total open position to 57239
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 8.5, which was -0.50 lower than the previous day. The implied volatity was 18.25, the open interest changed by -25971 which decreased total open position to 17773
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 9, which was 0.70 higher than the previous day. The implied volatity was 18.69, the open interest changed by -27252 which decreased total open position to 11308
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 8.3, which was -0.10 lower than the previous day. The implied volatity was 21.06, the open interest changed by -27916 which decreased total open position to 11388
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 8.4, which was -1.30 lower than the previous day. The implied volatity was 19.93, the open interest changed by -1757 which decreased total open position to 10396
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 9.7, which was -0.80 lower than the previous day. The implied volatity was 17.53, the open interest changed by -19535 which decreased total open position to 11962
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 10.5, which was -4.90 lower than the previous day. The implied volatity was 18.04, the open interest changed by -12238 which decreased total open position to 12224
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 15.4, which was -4.55 lower than the previous day. The implied volatity was 18.69, the open interest changed by -27461 which decreased total open position to 10105
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 19.95, which was -3.30 lower than the previous day. The implied volatity was 19.18, the open interest changed by 7441 which increased total open position to 9712
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 23.25, which was -5.20 lower than the previous day. The implied volatity was 18.79, the open interest changed by -1081 which decreased total open position to 10541
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 28.45, which was -8.95 lower than the previous day. The implied volatity was 19.47, the open interest changed by 11054 which increased total open position to 11809
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 37.4, which was -2.75 lower than the previous day. The implied volatity was 18.19, the open interest changed by 14630 which increased total open position to 15176
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 40.15, which was -10.40 lower than the previous day. The implied volatity was 18.02, the open interest changed by -4698 which decreased total open position to 15267
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 50.55, which was -5.05 lower than the previous day. The implied volatity was 17.27, the open interest changed by 15532 which increased total open position to 16106
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 55.6, which was -35.10 lower than the previous day. The implied volatity was 15.53, the open interest changed by -16075 which decreased total open position to 13927
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 90.7, which was 41.40 higher than the previous day. The implied volatity was 16.24, the open interest changed by 12695 which increased total open position to 12928
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 49.3, which was -22.15 lower than the previous day. The implied volatity was 15.88, the open interest changed by 9740 which increased total open position to 9785
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 71.45, which was -0.05 lower than the previous day. The implied volatity was 16.68, the open interest changed by 4904 which increased total open position to 10174
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 71.5, which was -51.05 lower than the previous day. The implied volatity was 16.96, the open interest changed by 3731 which increased total open position to 6726
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 122.55, which was -122.95 lower than the previous day. The implied volatity was 16.03, the open interest changed by 3680 which increased total open position to 6675
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 245.5, which was 15.20 higher than the previous day. The implied volatity was 15.42, the open interest changed by 6076 which increased total open position to 6078
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 230.3, which was 20.55 higher than the previous day. The implied volatity was 16.06, the open interest changed by 2012 which increased total open position to 4091
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 209.75, which was 21.50 higher than the previous day. The implied volatity was 15.05, the open interest changed by 1239 which increased total open position to 2735
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 188.25, which was -3.05 lower than the previous day. The implied volatity was 14.72, the open interest changed by 1070 which increased total open position to 2474
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 191.3, which was 47.20 higher than the previous day. The implied volatity was 15.16, the open interest changed by 2649 which increased total open position to 2649
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 144.1, which was 41.65 higher than the previous day. The implied volatity was 15.32, the open interest changed by 2119 which increased total open position to 2119
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 102.45, which was -28.55 lower than the previous day. The implied volatity was 15.53, the open interest changed by 1275 which increased total open position to 1275
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 131, which was 2.80 higher than the previous day. The implied volatity was 16.46, the open interest changed by -36 which decreased total open position to 882
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 128.2, which was 30.10 higher than the previous day. The implied volatity was 16.84, the open interest changed by 320 which increased total open position to 928
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 98.1, which was -61.25 lower than the previous day. The implied volatity was 17.29, the open interest changed by 201 which increased total open position to 604
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 159.35, which was -44.10 lower than the previous day. The implied volatity was 18.01, the open interest changed by 219 which increased total open position to 368
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 203.45, which was 144.85 higher than the previous day. The implied volatity was 18.04, the open interest changed by 5 which increased total open position to 149
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 58.6, 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 58.6, 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 58.6, 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 58.6, 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 58.6, 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 58.6, 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 58.6, 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 58.6, 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 58.6, 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 58.6, 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 58.6, 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 58.6, 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 58.6, 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 58.6, 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 58.6, 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 58.6, 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 58.6, 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 58.6, which was -86.25 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 144.85, which was 144.85 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
