NIFTY
Nifty
Historical option data for NIFTY
24 Jan 2025 04:11 PM IST
| NIFTY 30JAN2025 23200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.43
Vega: 11.63
Theta: -15.73
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 24 Jan | 23092.20 | 125.4 | -97.45 | 13.44 | 51,91,016 | -4,75,047 | 2,24,466 | |||
| 23 Jan | 23205.35 | 220.5 | 28.45 | 14.72 | 8,09,573 | -1,36,167 | 1,66,989 | |||
| 22 Jan | 23155.35 | 192.05 | 9.60 | 13.63 | 5,04,887 | -67,802 | 1,50,226 | |||
| 21 Jan | 23024.65 | 182.45 | -164.70 | 15.52 | 4,88,263 | 4,031 | 1,10,234 | |||
| 20 Jan | 23344.75 | 347.15 | 65.55 | 15.21 | 1,51,361 | -79,050 | 67,455 | |||
| 17 Jan | 23203.20 | 281.6 | -104.65 | 13.55 | 2,53,659 | -1,95,207 | 65,955 | |||
| 16 Jan | 23311.80 | 386.25 | 87.25 | 13.62 | 72,507 | -46,181 | 50,680 | |||
| 15 Jan | 23213.20 | 299 | -26.25 | 12.40 | 1,23,734 | -2,29,051 | 48,236 | |||
| 14 Jan | 23176.05 | 325.25 | 32.25 | 13.82 | 1,29,264 | -1,55,230 | 39,257 | |||
| 13 Jan | 23085.95 | 293 | -210.10 | 14.83 | 1,38,451 | 21,125 | 27,062 | |||
| 10 Jan | 23431.50 | 503.1 | -108.90 | 13.11 | 13,520 | 3,879 | 3,966 | |||
| 9 Jan | 23526.50 | 612 | -86.00 | 13.80 | 2,671 | 1,068 | 2,763 | |||
| 8 Jan | 23688.95 | 698 | -24.85 | 12.85 | 2,739 | 555 | 1,986 | |||
| 7 Jan | 23707.90 | 722.85 | 13.85 | 12.90 | 987 | -184 | 1,397 | |||
| 6 Jan | 23616.05 | 709 | -251.00 | 14.34 | 1,885 | 124 | 1,198 | |||
| 3 Jan | 24004.75 | 960 | -178.80 | - | 652 | -399 | 1,032 | |||
| 2 Jan | 24188.65 | 1138.8 | 289.20 | - | 1,775 | -1,039 | 1,220 | |||
| 1 Jan | 23742.90 | 849.6 | 72.80 | 13.85 | 2,312 | -1,317 | 1,737 | |||
| 31 Dec | 23644.80 | 776.8 | -5.70 | 13.30 | 4,281 | 1,985 | 1,985 | |||
| 30 Dec | 23644.90 | 782.5 | -141.60 | 13.43 | 944 | -588 | 966 | |||
| 27 Dec | 23813.40 | 924.1 | 56.00 | 12.20 | 173 | -814 | 629 | |||
| 26 Dec | 23750.20 | 868.1 | 0.40 | 11.85 | 263 | -666 | 624 | |||
| 24 Dec | 23727.65 | 867.7 | -15.05 | 12.34 | 461 | 469 | 469 | |||
| 23 Dec | 23753.45 | 882.75 | 42.75 | 11.89 | 761 | -256 | 437 | |||
| 20 Dec | 23587.50 | 840 | -288.95 | 12.99 | 865 | 509 | 509 | |||
| 19 Dec | 23951.70 | 1128.95 | -176.65 | 13.73 | 32 | 72 | 72 | |||
| 18 Dec | 24198.85 | 1305.6 | -178.40 | 9.85 | 2 | 55 | 55 | |||
| 17 Dec | 24336.00 | 1484 | 14.00 | 15.43 | 11 | 59 | 59 | |||
| 16 Dec | 24668.25 | 1470 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 24768.30 | 1470 | -268.00 | - | 5 | 54 | 54 | |||
| 12 Dec | 24548.70 | 1738 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 24641.80 | 1738 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 24610.05 | 1738 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 24619.00 | 1738 | -56.00 | - | 9 | 46 | 46 | |||
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| 6 Dec | 24677.80 | 1794 | 200.00 | - | 2 | 41 | 41 | |||
| 5 Dec | 24708.40 | 1594 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 24467.45 | 1594 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 24457.15 | 1594 | 305.60 | - | 8 | 38 | 38 | |||
| 2 Dec | 24276.05 | 1288.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 24131.10 | 1288.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 23914.15 | 1288.4 | -141.70 | 13.34 | 1 | 38 | 38 | |||
| 27 Nov | 24274.90 | 1430.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 24194.50 | 1430.1 | 20.10 | 9.43 | 8 | 36 | 36 | |||
| 25 Nov | 24221.90 | 1410 | 216.25 | - | 5 | -1 | 33 | |||
| 22 Nov | 23907.25 | 1193.75 | 374.35 | 10.63 | 31 | -2 | 32 | |||
| 21 Nov | 23349.90 | 819.4 | -227.20 | 11.63 | 39 | 29 | 32 | |||
| 19 Nov | 23518.50 | 1046.6 | 153.85 | 15.07 | 1 | 0 | 2 | |||
| 18 Nov | 23453.80 | 892.75 | -99.50 | 10.64 | 1 | 0 | 1 | |||
| 14 Nov | 23532.70 | 992.25 | -678.55 | 10.69 | 1 | 0 | 0 | |||
| 13 Nov | 23559.05 | 1670.8 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 23883.45 | 1670.8 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 24141.30 | 1670.8 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 24148.20 | 1670.8 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 24199.35 | 1670.8 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 24484.05 | 1670.8 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 24213.30 | 1670.8 | 1670.80 | - | 0 | 0 | 0 | |||
| 4 Nov | 23995.35 | 0 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 23200 expiring on 30JAN2025
Delta for 23200 CE is 0.43
Historical price for 23200 CE is as follows
On 24 Jan NIFTY was trading at 23092.20. The strike last trading price was 125.4, which was -97.45 lower than the previous day. The implied volatity was 13.44, the open interest changed by -475047 which decreased total open position to 224466
On 23 Jan NIFTY was trading at 23205.35. The strike last trading price was 220.5, which was 28.45 higher than the previous day. The implied volatity was 14.72, the open interest changed by -136167 which decreased total open position to 166989
On 22 Jan NIFTY was trading at 23155.35. The strike last trading price was 192.05, which was 9.60 higher than the previous day. The implied volatity was 13.63, the open interest changed by -67802 which decreased total open position to 150226
On 21 Jan NIFTY was trading at 23024.65. The strike last trading price was 182.45, which was -164.70 lower than the previous day. The implied volatity was 15.52, the open interest changed by 4031 which increased total open position to 110234
On 20 Jan NIFTY was trading at 23344.75. The strike last trading price was 347.15, which was 65.55 higher than the previous day. The implied volatity was 15.21, the open interest changed by -79050 which decreased total open position to 67455
On 17 Jan NIFTY was trading at 23203.20. The strike last trading price was 281.6, which was -104.65 lower than the previous day. The implied volatity was 13.55, the open interest changed by -195207 which decreased total open position to 65955
On 16 Jan NIFTY was trading at 23311.80. The strike last trading price was 386.25, which was 87.25 higher than the previous day. The implied volatity was 13.62, the open interest changed by -46181 which decreased total open position to 50680
On 15 Jan NIFTY was trading at 23213.20. The strike last trading price was 299, which was -26.25 lower than the previous day. The implied volatity was 12.40, the open interest changed by -229051 which decreased total open position to 48236
On 14 Jan NIFTY was trading at 23176.05. The strike last trading price was 325.25, which was 32.25 higher than the previous day. The implied volatity was 13.82, the open interest changed by -155230 which decreased total open position to 39257
On 13 Jan NIFTY was trading at 23085.95. The strike last trading price was 293, which was -210.10 lower than the previous day. The implied volatity was 14.83, the open interest changed by 21125 which increased total open position to 27062
On 10 Jan NIFTY was trading at 23431.50. The strike last trading price was 503.1, which was -108.90 lower than the previous day. The implied volatity was 13.11, the open interest changed by 3879 which increased total open position to 3966
On 9 Jan NIFTY was trading at 23526.50. The strike last trading price was 612, which was -86.00 lower than the previous day. The implied volatity was 13.80, the open interest changed by 1068 which increased total open position to 2763
On 8 Jan NIFTY was trading at 23688.95. The strike last trading price was 698, which was -24.85 lower than the previous day. The implied volatity was 12.85, the open interest changed by 555 which increased total open position to 1986
On 7 Jan NIFTY was trading at 23707.90. The strike last trading price was 722.85, which was 13.85 higher than the previous day. The implied volatity was 12.90, the open interest changed by -184 which decreased total open position to 1397
On 6 Jan NIFTY was trading at 23616.05. The strike last trading price was 709, which was -251.00 lower than the previous day. The implied volatity was 14.34, the open interest changed by 124 which increased total open position to 1198
On 3 Jan NIFTY was trading at 24004.75. The strike last trading price was 960, which was -178.80 lower than the previous day. The implied volatity was -, the open interest changed by -399 which decreased total open position to 1032
On 2 Jan NIFTY was trading at 24188.65. The strike last trading price was 1138.8, which was 289.20 higher than the previous day. The implied volatity was -, the open interest changed by -1039 which decreased total open position to 1220
On 1 Jan NIFTY was trading at 23742.90. The strike last trading price was 849.6, which was 72.80 higher than the previous day. The implied volatity was 13.85, the open interest changed by -1317 which decreased total open position to 1737
On 31 Dec NIFTY was trading at 23644.80. The strike last trading price was 776.8, which was -5.70 lower than the previous day. The implied volatity was 13.30, the open interest changed by 1985 which increased total open position to 1985
On 30 Dec NIFTY was trading at 23644.90. The strike last trading price was 782.5, which was -141.60 lower than the previous day. The implied volatity was 13.43, the open interest changed by -588 which decreased total open position to 966
On 27 Dec NIFTY was trading at 23813.40. The strike last trading price was 924.1, which was 56.00 higher than the previous day. The implied volatity was 12.20, the open interest changed by -814 which decreased total open position to 629
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 868.1, which was 0.40 higher than the previous day. The implied volatity was 11.85, the open interest changed by -666 which decreased total open position to 624
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 867.7, which was -15.05 lower than the previous day. The implied volatity was 12.34, the open interest changed by 469 which increased total open position to 469
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 882.75, which was 42.75 higher than the previous day. The implied volatity was 11.89, the open interest changed by -256 which decreased total open position to 437
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 840, which was -288.95 lower than the previous day. The implied volatity was 12.99, the open interest changed by 509 which increased total open position to 509
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 1128.95, which was -176.65 lower than the previous day. The implied volatity was 13.73, the open interest changed by 72 which increased total open position to 72
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 1305.6, which was -178.40 lower than the previous day. The implied volatity was 9.85, the open interest changed by 55 which increased total open position to 55
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 1484, which was 14.00 higher than the previous day. The implied volatity was 15.43, the open interest changed by 59 which increased total open position to 59
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 1470, 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 Dec NIFTY was trading at 24768.30. The strike last trading price was 1470, which was -268.00 lower than the previous day. The implied volatity was -, the open interest changed by 54 which increased total open position to 54
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 1738, 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 1738, 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 1738, 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 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 1738, which was -56.00 lower than the previous day. The implied volatity was -, the open interest changed by 46 which increased total open position to 46
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 1794, which was 200.00 higher than the previous day. The implied volatity was -, the open interest changed by 41 which increased total open position to 41
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 1594, 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 1594, 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 1594, which was 305.60 higher than the previous day. The implied volatity was -, the open interest changed by 38 which increased total open position to 38
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 1288.4, 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 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 1288.4, 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 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 1288.4, which was -141.70 lower than the previous day. The implied volatity was 13.34, the open interest changed by 38 which increased total open position to 38
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 1430.1, 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 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 1430.1, which was 20.10 higher than the previous day. The implied volatity was 9.43, the open interest changed by 36 which increased total open position to 36
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 1410, which was 216.25 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 33
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 1193.75, which was 374.35 higher than the previous day. The implied volatity was 10.63, the open interest changed by -2 which decreased total open position to 32
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 819.4, which was -227.20 lower than the previous day. The implied volatity was 11.63, the open interest changed by 29 which increased total open position to 32
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1046.6, which was 153.85 higher than the previous day. The implied volatity was 15.07, the open interest changed by 0 which decreased total open position to 2
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 892.75, which was -99.50 lower than the previous day. The implied volatity was 10.64, the open interest changed by 0 which decreased total open position to 1
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 992.25, which was -678.55 lower than the previous day. The implied volatity was 10.69, 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 1670.8, 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 1670.8, 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 1670.8, 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 1670.8, 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 1670.8, 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 1670.8, 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 1670.8, which was 1670.80 higher 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| NIFTY 30JAN2025 23200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.56
Vega: 11.66
Theta: -10.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jan | 23092.20 | 211 | 53.8 | 14.57 | 58,88,650 | -13,89,898 | 1,46,693 |
| 23 Jan | 23205.35 | 156.3 | -35.45 | 14.45 | 8,25,014 | 54,489 | 1,62,714 |
| 22 Jan | 23155.35 | 191.75 | -86.95 | 14.43 | 3,48,682 | -37,673 | 1,08,208 |
| 21 Jan | 23024.65 | 278.7 | 123.00 | 15.97 | 4,94,441 | 5,705 | 92,278 |
| 20 Jan | 23344.75 | 155.7 | -62.50 | 15.83 | 1,94,699 | 6,331 | 89,720 |
| 17 Jan | 23203.20 | 218.2 | 40.80 | 14.81 | 2,64,998 | 22,320 | 84,073 |
| 16 Jan | 23311.80 | 177.4 | -48.40 | 15.52 | 1,19,127 | 7,158 | 66,308 |
| 15 Jan | 23213.20 | 225.8 | -12.40 | 15.11 | 1,51,159 | 2,699 | 59,316 |
| 14 Jan | 23176.05 | 238.2 | -86.50 | 14.97 | 1,65,698 | 9,683 | 58,233 |
| 13 Jan | 23085.95 | 324.7 | 138.95 | 16.24 | 1,83,891 | -58,728 | 48,684 |
| 10 Jan | 23431.50 | 185.75 | 39.05 | 15.53 | 61,203 | -610 | 40,594 |
| 9 Jan | 23526.50 | 146.7 | 23.30 | 15.07 | 33,343 | 2,929 | 41,306 |
| 8 Jan | 23688.95 | 123.4 | -14.10 | 15.19 | 50,803 | 3,276 | 38,445 |
| 7 Jan | 23707.90 | 137.5 | -42.55 | 15.94 | 29,243 | 440 | 35,291 |
| 6 Jan | 23616.05 | 180.05 | 95.05 | 17.00 | 82,378 | -7,124 | 34,957 |
| 3 Jan | 24004.75 | 85 | 15.00 | 15.34 | 50,295 | 4,831 | 42,132 |
| 2 Jan | 24188.65 | 70 | -72.10 | 15.84 | 66,555 | 12,925 | 37,358 |
| 1 Jan | 23742.90 | 142.1 | -19.10 | 15.63 | 18,437 | -981 | 24,492 |
| 31 Dec | 23644.80 | 161.2 | 3.25 | 15.31 | 30,424 | -2,20,467 | 25,539 |
| 30 Dec | 23644.90 | 157.95 | 34.85 | 14.90 | 31,070 | 23,729 | 23,759 |
| 27 Dec | 23813.40 | 123.1 | -33.80 | 14.63 | 26,990 | 3,457 | 24,165 |
| 26 Dec | 23750.20 | 156.9 | 12.25 | 15.34 | 27,995 | 18,228 | 20,820 |
| 24 Dec | 23727.65 | 144.65 | -6.60 | 14.19 | 18,033 | -402 | 16,851 |
| 23 Dec | 23753.45 | 151.25 | -76.80 | 14.53 | 27,775 | 5,920 | 16,720 |
| 20 Dec | 23587.50 | 228.05 | 85.00 | 16.04 | 19,618 | 13,373 | 17,642 |
| 19 Dec | 23951.70 | 143.05 | 39.00 | 15.65 | 18,734 | -597 | 16,450 |
| 18 Dec | 24198.85 | 104.05 | 6.45 | 15.76 | 17,490 | 178 | 17,088 |
| 17 Dec | 24336.00 | 97.6 | 28.80 | 16.07 | 25,939 | 3,479 | 17,054 |
| 16 Dec | 24668.25 | 68.8 | 13.25 | 16.52 | 17,040 | 13,473 | 13,629 |
| 13 Dec | 24768.30 | 55.55 | -16.70 | 16.05 | 26,654 | 3,976 | 11,894 |
| 12 Dec | 24548.70 | 72.25 | 5.40 | 15.53 | 6,363 | 1,516 | 7,917 |
| 11 Dec | 24641.80 | 66.85 | -12.80 | 15.65 | 4,135 | 6,391 | 6,391 |
| 10 Dec | 24610.05 | 79.65 | -4.95 | 16.26 | 1,906 | 620 | 5,379 |
| 9 Dec | 24619.00 | 84.6 | 2.15 | 16.46 | 2,024 | 701 | 4,764 |
| 6 Dec | 24677.80 | 82.45 | -0.65 | 16.28 | 3,032 | 497 | 4,061 |
| 5 Dec | 24708.40 | 83.1 | -25.60 | 16.41 | 5,118 | 780 | 3,590 |
| 4 Dec | 24467.45 | 108.7 | -7.25 | 16.14 | 4,018 | 42 | 2,809 |
| 3 Dec | 24457.15 | 115.95 | -19.35 | 16.28 | 2,751 | 647 | 2,771 |
| 2 Dec | 24276.05 | 135.3 | -12.30 | 15.94 | 1,957 | 499 | 2,106 |
| 29 Nov | 24131.10 | 147.6 | -36.60 | 15.14 | 1,640 | 178 | 1,618 |
| 28 Nov | 23914.15 | 184.2 | 59.20 | 15.26 | 1,699 | 286 | 1,440 |
| 27 Nov | 24274.90 | 125 | -28.20 | 15.09 | 800 | 194 | 1,158 |
| 26 Nov | 24194.50 | 153.2 | 10.00 | 15.60 | 662 | 54 | 964 |
| 25 Nov | 24221.90 | 143.2 | -70.80 | 15.52 | 1,353 | 261 | 894 |
| 22 Nov | 23907.25 | 214 | -141.00 | 15.24 | 817 | 176 | 809 |
| 21 Nov | 23349.90 | 355 | 32.00 | 14.99 | 792 | -35 | 634 |
| 19 Nov | 23518.50 | 323 | 15.25 | 15.13 | 941 | 324 | 638 |
| 18 Nov | 23453.80 | 307.75 | 23.55 | 14.61 | 295 | 69 | 315 |
| 14 Nov | 23532.70 | 284.2 | 4.35 | 14.52 | 160 | 53 | 246 |
| 13 Nov | 23559.05 | 279.85 | 50.20 | 14.69 | 226 | 74 | 194 |
| 12 Nov | 23883.45 | 229.65 | 38.55 | 14.94 | 75 | 55 | 119 |
| 11 Nov | 24141.30 | 191.1 | -16.90 | 15.53 | 51 | 34 | 65 |
| 8 Nov | 24148.20 | 208 | 0.00 | 15.83 | 2 | 0 | 31 |
| 7 Nov | 24199.35 | 208 | -46.50 | 16.29 | 31 | 2 | 30 |
| 6 Nov | 24484.05 | 254.5 | 0.00 | 0.00 | 0 | 28 | 0 |
| 5 Nov | 24213.30 | 254.5 | 6.30 | 17.62 | 30 | 28 | 28 |
| 4 Nov | 23995.35 | 248.2 | 2.75 | 0 | 0 | 0 | |
For Nifty - strike price 23200 expiring on 30JAN2025
Delta for 23200 PE is -0.56
Historical price for 23200 PE is as follows
On 24 Jan NIFTY was trading at 23092.20. The strike last trading price was 211, which was 53.8 higher than the previous day. The implied volatity was 14.57, the open interest changed by -1389898 which decreased total open position to 146693
On 23 Jan NIFTY was trading at 23205.35. The strike last trading price was 156.3, which was -35.45 lower than the previous day. The implied volatity was 14.45, the open interest changed by 54489 which increased total open position to 162714
On 22 Jan NIFTY was trading at 23155.35. The strike last trading price was 191.75, which was -86.95 lower than the previous day. The implied volatity was 14.43, the open interest changed by -37673 which decreased total open position to 108208
On 21 Jan NIFTY was trading at 23024.65. The strike last trading price was 278.7, which was 123.00 higher than the previous day. The implied volatity was 15.97, the open interest changed by 5705 which increased total open position to 92278
On 20 Jan NIFTY was trading at 23344.75. The strike last trading price was 155.7, which was -62.50 lower than the previous day. The implied volatity was 15.83, the open interest changed by 6331 which increased total open position to 89720
On 17 Jan NIFTY was trading at 23203.20. The strike last trading price was 218.2, which was 40.80 higher than the previous day. The implied volatity was 14.81, the open interest changed by 22320 which increased total open position to 84073
On 16 Jan NIFTY was trading at 23311.80. The strike last trading price was 177.4, which was -48.40 lower than the previous day. The implied volatity was 15.52, the open interest changed by 7158 which increased total open position to 66308
On 15 Jan NIFTY was trading at 23213.20. The strike last trading price was 225.8, which was -12.40 lower than the previous day. The implied volatity was 15.11, the open interest changed by 2699 which increased total open position to 59316
On 14 Jan NIFTY was trading at 23176.05. The strike last trading price was 238.2, which was -86.50 lower than the previous day. The implied volatity was 14.97, the open interest changed by 9683 which increased total open position to 58233
On 13 Jan NIFTY was trading at 23085.95. The strike last trading price was 324.7, which was 138.95 higher than the previous day. The implied volatity was 16.24, the open interest changed by -58728 which decreased total open position to 48684
On 10 Jan NIFTY was trading at 23431.50. The strike last trading price was 185.75, which was 39.05 higher than the previous day. The implied volatity was 15.53, the open interest changed by -610 which decreased total open position to 40594
On 9 Jan NIFTY was trading at 23526.50. The strike last trading price was 146.7, which was 23.30 higher than the previous day. The implied volatity was 15.07, the open interest changed by 2929 which increased total open position to 41306
On 8 Jan NIFTY was trading at 23688.95. The strike last trading price was 123.4, which was -14.10 lower than the previous day. The implied volatity was 15.19, the open interest changed by 3276 which increased total open position to 38445
On 7 Jan NIFTY was trading at 23707.90. The strike last trading price was 137.5, which was -42.55 lower than the previous day. The implied volatity was 15.94, the open interest changed by 440 which increased total open position to 35291
On 6 Jan NIFTY was trading at 23616.05. The strike last trading price was 180.05, which was 95.05 higher than the previous day. The implied volatity was 17.00, the open interest changed by -7124 which decreased total open position to 34957
On 3 Jan NIFTY was trading at 24004.75. The strike last trading price was 85, which was 15.00 higher than the previous day. The implied volatity was 15.34, the open interest changed by 4831 which increased total open position to 42132
On 2 Jan NIFTY was trading at 24188.65. The strike last trading price was 70, which was -72.10 lower than the previous day. The implied volatity was 15.84, the open interest changed by 12925 which increased total open position to 37358
On 1 Jan NIFTY was trading at 23742.90. The strike last trading price was 142.1, which was -19.10 lower than the previous day. The implied volatity was 15.63, the open interest changed by -981 which decreased total open position to 24492
On 31 Dec NIFTY was trading at 23644.80. The strike last trading price was 161.2, which was 3.25 higher than the previous day. The implied volatity was 15.31, the open interest changed by -220467 which decreased total open position to 25539
On 30 Dec NIFTY was trading at 23644.90. The strike last trading price was 157.95, which was 34.85 higher than the previous day. The implied volatity was 14.90, the open interest changed by 23729 which increased total open position to 23759
On 27 Dec NIFTY was trading at 23813.40. The strike last trading price was 123.1, which was -33.80 lower than the previous day. The implied volatity was 14.63, the open interest changed by 3457 which increased total open position to 24165
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 156.9, which was 12.25 higher than the previous day. The implied volatity was 15.34, the open interest changed by 18228 which increased total open position to 20820
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 144.65, which was -6.60 lower than the previous day. The implied volatity was 14.19, the open interest changed by -402 which decreased total open position to 16851
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 151.25, which was -76.80 lower than the previous day. The implied volatity was 14.53, the open interest changed by 5920 which increased total open position to 16720
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 228.05, which was 85.00 higher than the previous day. The implied volatity was 16.04, the open interest changed by 13373 which increased total open position to 17642
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 143.05, which was 39.00 higher than the previous day. The implied volatity was 15.65, the open interest changed by -597 which decreased total open position to 16450
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 104.05, which was 6.45 higher than the previous day. The implied volatity was 15.76, the open interest changed by 178 which increased total open position to 17088
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 97.6, which was 28.80 higher than the previous day. The implied volatity was 16.07, the open interest changed by 3479 which increased total open position to 17054
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 68.8, which was 13.25 higher than the previous day. The implied volatity was 16.52, the open interest changed by 13473 which increased total open position to 13629
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 55.55, which was -16.70 lower than the previous day. The implied volatity was 16.05, the open interest changed by 3976 which increased total open position to 11894
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 72.25, which was 5.40 higher than the previous day. The implied volatity was 15.53, the open interest changed by 1516 which increased total open position to 7917
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 66.85, which was -12.80 lower than the previous day. The implied volatity was 15.65, the open interest changed by 6391 which increased total open position to 6391
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 79.65, which was -4.95 lower than the previous day. The implied volatity was 16.26, the open interest changed by 620 which increased total open position to 5379
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 84.6, which was 2.15 higher than the previous day. The implied volatity was 16.46, the open interest changed by 701 which increased total open position to 4764
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 82.45, which was -0.65 lower than the previous day. The implied volatity was 16.28, the open interest changed by 497 which increased total open position to 4061
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 83.1, which was -25.60 lower than the previous day. The implied volatity was 16.41, the open interest changed by 780 which increased total open position to 3590
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 108.7, which was -7.25 lower than the previous day. The implied volatity was 16.14, the open interest changed by 42 which increased total open position to 2809
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 115.95, which was -19.35 lower than the previous day. The implied volatity was 16.28, the open interest changed by 647 which increased total open position to 2771
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 135.3, which was -12.30 lower than the previous day. The implied volatity was 15.94, the open interest changed by 499 which increased total open position to 2106
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 147.6, which was -36.60 lower than the previous day. The implied volatity was 15.14, the open interest changed by 178 which increased total open position to 1618
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 184.2, which was 59.20 higher than the previous day. The implied volatity was 15.26, the open interest changed by 286 which increased total open position to 1440
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 125, which was -28.20 lower than the previous day. The implied volatity was 15.09, the open interest changed by 194 which increased total open position to 1158
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 153.2, which was 10.00 higher than the previous day. The implied volatity was 15.60, the open interest changed by 54 which increased total open position to 964
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 143.2, which was -70.80 lower than the previous day. The implied volatity was 15.52, the open interest changed by 261 which increased total open position to 894
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 214, which was -141.00 lower than the previous day. The implied volatity was 15.24, the open interest changed by 176 which increased total open position to 809
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 355, which was 32.00 higher than the previous day. The implied volatity was 14.99, the open interest changed by -35 which decreased total open position to 634
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 323, which was 15.25 higher than the previous day. The implied volatity was 15.13, the open interest changed by 324 which increased total open position to 638
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 307.75, which was 23.55 higher than the previous day. The implied volatity was 14.61, the open interest changed by 69 which increased total open position to 315
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 284.2, which was 4.35 higher than the previous day. The implied volatity was 14.52, the open interest changed by 53 which increased total open position to 246
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 279.85, which was 50.20 higher than the previous day. The implied volatity was 14.69, the open interest changed by 74 which increased total open position to 194
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 229.65, which was 38.55 higher than the previous day. The implied volatity was 14.94, the open interest changed by 55 which increased total open position to 119
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 191.1, which was -16.90 lower than the previous day. The implied volatity was 15.53, the open interest changed by 34 which increased total open position to 65
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 208, which was 0.00 lower than the previous day. The implied volatity was 15.83, the open interest changed by 0 which decreased total open position to 31
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 208, which was -46.50 lower than the previous day. The implied volatity was 16.29, the open interest changed by 2 which increased total open position to 30
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 254.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 28 which increased total open position to 0
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 254.5, which was 6.30 higher than the previous day. The implied volatity was 17.62, the open interest changed by 28 which increased total open position to 28
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 248.2, which was lower than the previous day. The implied volatity was 2.75, the open interest changed by 0 which decreased total open position to 0
