NIFTY
Nifty
Historical option data for NIFTY
20 Dec 2024 04:11 PM IST
| NIFTY 26DEC2024 23150 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.90
Vega: 5.31
Theta: -11.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 23587.50 | 538.9 | -346.70 | 13.61 | 188.667 | 82 | 85 | |||
| 19 Dec | 23951.70 | 885.6 | -227.50 | 20.09 | 86.667 | -40.667 | 62 | |||
| 18 Dec | 24198.85 | 1113.1 | -168.30 | - | 0.333 | 0 | 102.333 | |||
| 17 Dec | 24336.00 | 1281.4 | -414.90 | 27.14 | 56.667 | -53.333 | 103.667 | |||
| 16 Dec | 24668.25 | 1696.3 | 0.00 | 0.00 | 0 | 0.667 | 0 | |||
| 13 Dec | 24768.30 | 1696.3 | 66.30 | - | 1 | 156.333 | 156.333 | |||
| 12 Dec | 24548.70 | 1630 | 0.00 | 0.00 | 0 | -0.333 | 0 | |||
| 11 Dec | 24641.80 | 1630 | 181.85 | 25.03 | 0.667 | 155.333 | 156 | |||
| 10 Dec | 24610.05 | 1448.15 | -221.85 | - | 1.333 | 0 | 157 | |||
| 9 Dec | 24619.00 | 1670 | 0.00 | 0.00 | 0 | 0.333 | 0 | |||
| 6 Dec | 24677.80 | 1670 | 45.05 | 18.48 | 0.333 | 53.333 | 156.667 | |||
| 5 Dec | 24708.40 | 1624.95 | 216.00 | - | 2 | 56.333 | 158.333 | |||
| 4 Dec | 24467.45 | 1408.95 | 0.00 | 0.00 | 0 | -15.667 | 0 | |||
| 3 Dec | 24457.15 | 1408.95 | 88.85 | - | 1.333 | 38 | 157 | |||
| 2 Dec | 24276.05 | 1320.1 | 97.75 | 15.88 | 58.333 | 35 | 157.667 | |||
| 29 Nov | 24131.10 | 1222.35 | 176.60 | 16.73 | 3.333 | 85.667 | 213 | |||
| 28 Nov | 23914.15 | 1045.75 | -229.45 | 13.64 | 1.667 | 79.667 | 211.333 | |||
| 27 Nov | 24274.90 | 1275.2 | 0.00 | 0.00 | 0 | 0.333 | 0 | |||
| 26 Nov | 24194.50 | 1275.2 | 0.00 | 0.00 | 0 | -4.333 | 0 | |||
| 25 Nov | 24221.90 | 1275.2 | 262.35 | - | 47.333 | 72.667 | 209.333 | |||
| 22 Nov | 23907.25 | 1012.85 | 398.95 | 12.89 | 120.333 | 66.333 | 203 | |||
| 21 Nov | 23349.90 | 613.9 | -123.60 | 12.88 | 153.333 | 151.333 | 159.333 | |||
| 19 Nov | 23518.50 | 737.5 | 5.75 | 13.55 | 41.667 | 122.333 | 122.333 | |||
| 18 Nov | 23453.80 | 731.75 | -86.70 | 13.19 | 337.667 | 107 | 111 | |||
| 14 Nov | 23532.70 | 818.45 | -2697.35 | 12.58 | 1.667 | 1.333 | 1.333 | |||
| 13 Nov | 23559.05 | 3515.8 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 23883.45 | 3515.8 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 24141.30 | 3515.8 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 24148.20 | 3515.8 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 24199.35 | 3515.8 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 24484.05 | 3515.8 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 24213.30 | 3515.8 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 23995.35 | 3515.8 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 24304.35 | 3515.8 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 24205.35 | 3515.8 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 24340.85 | 3515.8 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 24466.85 | 3515.8 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 24339.15 | 3515.8 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 24180.80 | 3515.8 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 24399.40 | 3515.8 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 24435.50 | 3515.8 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 24472.10 | 3515.8 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 24781.10 | 3515.8 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 24854.05 | 3515.8 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 24749.85 | 3515.8 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 24971.30 | 3515.8 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 25057.35 | 3515.8 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 25127.95 | 3515.8 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 24964.25 | 3515.8 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 24998.45 | 3515.8 | 0.00 | - | 0 | 0 | 0 | |||
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| 9 Oct | 24981.95 | 3515.8 | 3515.80 | - | 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 23150 expiring on 26DEC2024
Delta for 23150 CE is 0.90
Historical price for 23150 CE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 538.9, which was -346.70 lower than the previous day. The implied volatity was 13.61, the open interest changed by 246 which increased total open position to 255
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 885.6, which was -227.50 lower than the previous day. The implied volatity was 20.09, the open interest changed by -122 which decreased total open position to 186
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 1113.1, which was -168.30 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 307
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 1281.4, which was -414.90 lower than the previous day. The implied volatity was 27.14, the open interest changed by -160 which decreased total open position to 311
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 1696.3, 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 1696.3, which was 66.30 higher than the previous day. The implied volatity was -, the open interest changed by 469 which increased total open position to 469
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 1630, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 1630, which was 181.85 higher than the previous day. The implied volatity was 25.03, the open interest changed by 466 which increased total open position to 468
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 1448.15, which was -221.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 471
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 1670, 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 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 1670, which was 45.05 higher than the previous day. The implied volatity was 18.48, the open interest changed by 160 which increased total open position to 470
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 1624.95, which was 216.00 higher than the previous day. The implied volatity was -, the open interest changed by 169 which increased total open position to 475
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 1408.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -47 which decreased total open position to 0
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 1408.95, which was 88.85 higher than the previous day. The implied volatity was -, the open interest changed by 114 which increased total open position to 471
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 1320.1, which was 97.75 higher than the previous day. The implied volatity was 15.88, the open interest changed by 105 which increased total open position to 473
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 1222.35, which was 176.60 higher than the previous day. The implied volatity was 16.73, the open interest changed by 257 which increased total open position to 639
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 1045.75, which was -229.45 lower than the previous day. The implied volatity was 13.64, the open interest changed by 239 which increased total open position to 634
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 1275.2, 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 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 1275.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -13 which decreased total open position to 0
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 1275.2, which was 262.35 higher than the previous day. The implied volatity was -, the open interest changed by 218 which increased total open position to 628
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 1012.85, which was 398.95 higher than the previous day. The implied volatity was 12.89, the open interest changed by 199 which increased total open position to 609
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 613.9, which was -123.60 lower than the previous day. The implied volatity was 12.88, the open interest changed by 454 which increased total open position to 478
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 737.5, which was 5.75 higher than the previous day. The implied volatity was 13.55, the open interest changed by 367 which increased total open position to 367
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 731.75, which was -86.70 lower than the previous day. The implied volatity was 13.19, the open interest changed by 321 which increased total open position to 333
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 818.45, which was -2697.35 lower than the previous day. The implied volatity was 12.58, the open interest changed by 4 which increased total open position to 4
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 3515.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 3515.8, 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 3515.8, 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 3515.8, 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 3515.8, 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 3515.8, 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 3515.8, 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 3515.8, 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 3515.8, 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 3515.8, 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 3515.8, 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 3515.8, 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 3515.8, 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 3515.8, 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 3515.8, 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 3515.8, 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 3515.8, 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 3515.8, 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 3515.8, 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 3515.8, 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 3515.8, 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 3515.8, 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 3515.8, 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 3515.8, 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 3515.8, 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 3515.8, which was 3515.80 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 23150 PE | |||||||
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Delta: -0.16
Vega: 7.25
Theta: -9.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23587.50 | 43.35 | 26.35 | 17.34 | 1,85,109.333 | -10,931.333 | 5,691.667 |
| 19 Dec | 23951.70 | 17 | 7.30 | 17.58 | 21,761.667 | 983 | 3,234.333 |
| 18 Dec | 24198.85 | 9.7 | -0.55 | 18.02 | 6,922.333 | 1,486.333 | 2,249.333 |
| 17 Dec | 24336.00 | 10.25 | 2.20 | 18.49 | 2,162.667 | -4,126 | 784.333 |
| 16 Dec | 24668.25 | 8.05 | -0.40 | 20.39 | 2,154 | -4,486.667 | 617 |
| 13 Dec | 24768.30 | 8.45 | -2.55 | 19.45 | 5,144.667 | 166.667 | 575.667 |
| 12 Dec | 24548.70 | 11 | -0.60 | 17.42 | 695.333 | -5,797.667 | 395 |
| 11 Dec | 24641.80 | 11.6 | -5.15 | 17.87 | 1,004 | -2,558.667 | 586.333 |
| 10 Dec | 24610.05 | 16.75 | -4.35 | 18.50 | 388.333 | -22.333 | 316.333 |
| 9 Dec | 24619.00 | 21.1 | -3.85 | 18.91 | 435 | 302.333 | 352.333 |
| 6 Dec | 24677.80 | 24.95 | -4.30 | 18.60 | 709 | 123.333 | 387.667 |
| 5 Dec | 24708.40 | 29.25 | -10.70 | 19.13 | 1,207.333 | -1,293.333 | 264.333 |
| 4 Dec | 24467.45 | 39.95 | -4.30 | 18.01 | 967.667 | -1,340.667 | 331.333 |
| 3 Dec | 24457.15 | 44.25 | -10.50 | 17.98 | 612.333 | -8 | 297 |
| 2 Dec | 24276.05 | 54.75 | -7.90 | 17.15 | 433.667 | 35.333 | 307 |
| 29 Nov | 24131.10 | 62.65 | -31.45 | 15.60 | 524.667 | -4,635 | 349.333 |
| 28 Nov | 23914.15 | 94.1 | 40.65 | 15.92 | 1,187.667 | -2,347 | 340 |
| 27 Nov | 24274.90 | 53.45 | -24.00 | 15.78 | 282 | 20.667 | 189.333 |
| 26 Nov | 24194.50 | 77.45 | 1.00 | 16.62 | 240.667 | 48 | 168.333 |
| 25 Nov | 24221.90 | 76.45 | -60.85 | 16.85 | 592.333 | -226 | 121.333 |
| 22 Nov | 23907.25 | 137.3 | -122.40 | 16.25 | 512.333 | 36 | 383.333 |
| 21 Nov | 23349.90 | 259.7 | 14.80 | 15.29 | 417.333 | 68.333 | 361.333 |
| 19 Nov | 23518.50 | 244.9 | 20.05 | 16.02 | 319 | 292.667 | 292.667 |
| 18 Nov | 23453.80 | 224.85 | 22.30 | 15.04 | 204.333 | 164 | 176 |
| 14 Nov | 23532.70 | 202.55 | -0.55 | 14.73 | 94 | 48.667 | 134.333 |
| 13 Nov | 23559.05 | 203.1 | 55.45 | 15.09 | 55.667 | 86 | 86 |
| 12 Nov | 23883.45 | 147.65 | 42.20 | 15.02 | 11.667 | 63 | 63 |
| 11 Nov | 24141.30 | 105.45 | -34.65 | 15.28 | 15.667 | 4.667 | 64.667 |
| 8 Nov | 24148.20 | 140.1 | 5.90 | 16.45 | 11 | 59 | 59 |
| 7 Nov | 24199.35 | 134.2 | 30.50 | 16.71 | 18.667 | 13.667 | 51.667 |
| 6 Nov | 24484.05 | 103.7 | -67.30 | 17.22 | 38 | 10 | 37.333 |
| 5 Nov | 24213.30 | 171 | -39.10 | 18.09 | 1.667 | 27.333 | 27.333 |
| 4 Nov | 23995.35 | 210.1 | 177.85 | 17.85 | 292.667 | 18.333 | 18.333 |
| 1 Nov | 24304.35 | 32.25 | 0.00 | 3.80 | 0 | 0 | 0 |
| 31 Oct | 24205.35 | 32.25 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 24340.85 | 32.25 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 24466.85 | 32.25 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 24339.15 | 32.25 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 24180.80 | 32.25 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 24399.40 | 32.25 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 24435.50 | 32.25 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 24472.10 | 32.25 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 24781.10 | 32.25 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 24854.05 | 32.25 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 24749.85 | 32.25 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 24971.30 | 32.25 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 25057.35 | 32.25 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 25127.95 | 32.25 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 24964.25 | 32.25 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 24998.45 | 32.25 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 24981.95 | 32.25 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 25013.15 | 32.25 | 32.25 | - | 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 23150 expiring on 26DEC2024
Delta for 23150 PE is -0.16
Historical price for 23150 PE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 43.35, which was 26.35 higher than the previous day. The implied volatity was 17.34, the open interest changed by -32794 which decreased total open position to 17075
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 17, which was 7.30 higher than the previous day. The implied volatity was 17.58, the open interest changed by 2949 which increased total open position to 9703
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 9.7, which was -0.55 lower than the previous day. The implied volatity was 18.02, the open interest changed by 4459 which increased total open position to 6748
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 10.25, which was 2.20 higher than the previous day. The implied volatity was 18.49, the open interest changed by -12378 which decreased total open position to 2353
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 8.05, which was -0.40 lower than the previous day. The implied volatity was 20.39, the open interest changed by -13460 which decreased total open position to 1851
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 8.45, which was -2.55 lower than the previous day. The implied volatity was 19.45, the open interest changed by 500 which increased total open position to 1727
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 11, which was -0.60 lower than the previous day. The implied volatity was 17.42, the open interest changed by -17393 which decreased total open position to 1185
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 11.6, which was -5.15 lower than the previous day. The implied volatity was 17.87, the open interest changed by -7676 which decreased total open position to 1759
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 16.75, which was -4.35 lower than the previous day. The implied volatity was 18.50, the open interest changed by -67 which decreased total open position to 949
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 21.1, which was -3.85 lower than the previous day. The implied volatity was 18.91, the open interest changed by 907 which increased total open position to 1057
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 24.95, which was -4.30 lower than the previous day. The implied volatity was 18.60, the open interest changed by 370 which increased total open position to 1163
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 29.25, which was -10.70 lower than the previous day. The implied volatity was 19.13, the open interest changed by -3880 which decreased total open position to 793
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 39.95, which was -4.30 lower than the previous day. The implied volatity was 18.01, the open interest changed by -4022 which decreased total open position to 994
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 44.25, which was -10.50 lower than the previous day. The implied volatity was 17.98, the open interest changed by -24 which decreased total open position to 891
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 54.75, which was -7.90 lower than the previous day. The implied volatity was 17.15, the open interest changed by 106 which increased total open position to 921
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 62.65, which was -31.45 lower than the previous day. The implied volatity was 15.60, the open interest changed by -13905 which decreased total open position to 1048
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 94.1, which was 40.65 higher than the previous day. The implied volatity was 15.92, the open interest changed by -7041 which decreased total open position to 1020
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 53.45, which was -24.00 lower than the previous day. The implied volatity was 15.78, the open interest changed by 62 which increased total open position to 568
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 77.45, which was 1.00 higher than the previous day. The implied volatity was 16.62, the open interest changed by 144 which increased total open position to 505
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 76.45, which was -60.85 lower than the previous day. The implied volatity was 16.85, the open interest changed by -678 which decreased total open position to 364
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 137.3, which was -122.40 lower than the previous day. The implied volatity was 16.25, the open interest changed by 108 which increased total open position to 1150
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 259.7, which was 14.80 higher than the previous day. The implied volatity was 15.29, the open interest changed by 205 which increased total open position to 1084
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 244.9, which was 20.05 higher than the previous day. The implied volatity was 16.02, the open interest changed by 878 which increased total open position to 878
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 224.85, which was 22.30 higher than the previous day. The implied volatity was 15.04, the open interest changed by 492 which increased total open position to 528
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 202.55, which was -0.55 lower than the previous day. The implied volatity was 14.73, the open interest changed by 146 which increased total open position to 403
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 203.1, which was 55.45 higher than the previous day. The implied volatity was 15.09, the open interest changed by 258 which increased total open position to 258
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 147.65, which was 42.20 higher than the previous day. The implied volatity was 15.02, the open interest changed by 189 which increased total open position to 189
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 105.45, which was -34.65 lower than the previous day. The implied volatity was 15.28, the open interest changed by 14 which increased total open position to 194
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 140.1, which was 5.90 higher than the previous day. The implied volatity was 16.45, the open interest changed by 177 which increased total open position to 177
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 134.2, which was 30.50 higher than the previous day. The implied volatity was 16.71, the open interest changed by 41 which increased total open position to 155
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 103.7, which was -67.30 lower than the previous day. The implied volatity was 17.22, the open interest changed by 30 which increased total open position to 112
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 171, which was -39.10 lower than the previous day. The implied volatity was 18.09, the open interest changed by 82 which increased total open position to 82
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 210.1, which was 177.85 higher than the previous day. The implied volatity was 17.85, the open interest changed by 55 which increased total open position to 55
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 32.25, which was 0.00 lower than the previous day. The implied volatity was 3.80, 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 32.25, 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 32.25, 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 32.25, 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 32.25, 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 32.25, 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 32.25, 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 32.25, 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 32.25, 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 32.25, 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 32.25, 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 32.25, 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 32.25, 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 32.25, 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 32.25, 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 32.25, 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 32.25, 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 32.25, 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 32.25, which was 32.25 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
