NIFTY
Nifty
Historical option data for NIFTY
20 Dec 2024 04:11 PM IST
| NIFTY 26DEC2024 23200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.89
Vega: 5.75
Theta: -11.81
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 23587.50 | 490.6 | -352.50 | 12.92 | 3,140.333 | 887.667 | 895.333 | |||
| 19 Dec | 23951.70 | 843.1 | -233.90 | 20.44 | 281 | 313.333 | 324 | |||
| 18 Dec | 24198.85 | 1077 | -157.75 | 17.47 | 182.333 | 351.333 | 375 | |||
| 17 Dec | 24336.00 | 1234.75 | -280.25 | 26.68 | 41.667 | 380.667 | 412.667 | |||
| 16 Dec | 24668.25 | 1515 | -148.60 | 17.63 | 15.333 | 397.333 | 428 | |||
| 13 Dec | 24768.30 | 1663.6 | 198.40 | - | 57 | 403.333 | 434 | |||
| 12 Dec | 24548.70 | 1465.2 | -54.10 | 21.88 | 31.667 | 443.667 | 457.333 | |||
| 11 Dec | 24641.80 | 1519.3 | 87.05 | - | 7 | 408.333 | 462.667 | |||
| 10 Dec | 24610.05 | 1432.25 | -88.15 | - | 13.333 | 408.333 | 463 | |||
| 9 Dec | 24619.00 | 1520.4 | -79.60 | - | 36.333 | 408.667 | 469 | |||
| 6 Dec | 24677.80 | 1600 | -15.05 | 13.15 | 26.667 | 403.333 | 466.667 | |||
| 5 Dec | 24708.40 | 1615.05 | 213.55 | - | 42 | 417.667 | 469.667 | |||
| 4 Dec | 24467.45 | 1401.5 | 20.75 | 9.30 | 27 | 441.667 | 479 | |||
| 3 Dec | 24457.15 | 1380.75 | 102.75 | - | 40 | 436.333 | 477.333 | |||
| 2 Dec | 24276.05 | 1278 | 110.55 | 16.12 | 336.667 | 438.667 | 478 | |||
| 29 Nov | 24131.10 | 1167.45 | 145.45 | 15.86 | 279 | 631.667 | 670.333 | |||
| 28 Nov | 23914.15 | 1022 | -286.00 | 14.85 | 240.667 | 625.333 | 664 | |||
| 27 Nov | 24274.90 | 1308 | 85.40 | 14.86 | 140.667 | 617.333 | 656.333 | |||
| 26 Nov | 24194.50 | 1222.6 | -91.95 | 13.27 | 50.667 | 658.333 | 697.333 | |||
| 25 Nov | 24221.90 | 1314.55 | 340.80 | 15.75 | 816 | 678 | 700.333 | |||
| 22 Nov | 23907.25 | 973.75 | 397.30 | 13.01 | 1,181.333 | 936.667 | 959 | |||
| 21 Nov | 23349.90 | 576.45 | -122.95 | 12.69 | 2,637.333 | 1,351.667 | 1,351.667 | |||
| 19 Nov | 23518.50 | 699.4 | 6.45 | 13.41 | 424.333 | 567.333 | 572.333 | |||
| 18 Nov | 23453.80 | 692.95 | -87.05 | 13.02 | 1,194.667 | 640.667 | 640.667 | |||
| 14 Nov | 23532.70 | 780 | -79.50 | 12.50 | 248 | 166.667 | 166.667 | |||
| 13 Nov | 23559.05 | 859.5 | -160.25 | 13.97 | 34.333 | 11 | 45.333 | |||
| 12 Nov | 23883.45 | 1019.75 | -242.40 | 12.52 | 46.333 | 40.667 | 40.667 | |||
| 11 Nov | 24141.30 | 1262.15 | -40.65 | 12.08 | 0.333 | 25.667 | 25.667 | |||
| 8 Nov | 24148.20 | 1302.8 | -84.90 | 13.66 | 11.333 | 4.667 | 25.333 | |||
|
|
||||||||||
| 7 Nov | 24199.35 | 1387.7 | -260.10 | 13.87 | 24 | 16.333 | 20.333 | |||
| 6 Nov | 24484.05 | 1647.8 | 244.55 | 13.06 | 3 | 2.667 | 3.667 | |||
| 5 Nov | 24213.30 | 1403.25 | 278.30 | 13.68 | 2.333 | 0.667 | 1 | |||
| 4 Nov | 23995.35 | 1124.95 | -2344.00 | 6.64 | 0.333 | 0 | 0 | |||
| 1 Nov | 24304.35 | 3468.95 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 24205.35 | 3468.95 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 24340.85 | 3468.95 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 24466.85 | 3468.95 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 24339.15 | 3468.95 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 24180.80 | 3468.95 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 24399.40 | 3468.95 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 24435.50 | 3468.95 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 24472.10 | 3468.95 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 24781.10 | 3468.95 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 24854.05 | 3468.95 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 24749.85 | 3468.95 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 24971.30 | 3468.95 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 25057.35 | 3468.95 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 25127.95 | 3468.95 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 24964.25 | 3468.95 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 24998.45 | 3468.95 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 24981.95 | 3468.95 | 3468.95 | - | 0 | 0 | 0 | |||
| 8 Oct | 25013.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 24795.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 25014.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 25250.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 25796.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 25810.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 26173.35 | 0.00 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 23200 expiring on 26DEC2024
Delta for 23200 CE is 0.89
Historical price for 23200 CE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 490.6, which was -352.50 lower than the previous day. The implied volatity was 12.92, the open interest changed by 2663 which increased total open position to 2686
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 843.1, which was -233.90 lower than the previous day. The implied volatity was 20.44, the open interest changed by 940 which increased total open position to 972
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 1077, which was -157.75 lower than the previous day. The implied volatity was 17.47, the open interest changed by 1054 which increased total open position to 1125
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 1234.75, which was -280.25 lower than the previous day. The implied volatity was 26.68, the open interest changed by 1142 which increased total open position to 1238
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 1515, which was -148.60 lower than the previous day. The implied volatity was 17.63, the open interest changed by 1192 which increased total open position to 1284
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 1663.6, which was 198.40 higher than the previous day. The implied volatity was -, the open interest changed by 1210 which increased total open position to 1302
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 1465.2, which was -54.10 lower than the previous day. The implied volatity was 21.88, the open interest changed by 1331 which increased total open position to 1372
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 1519.3, which was 87.05 higher than the previous day. The implied volatity was -, the open interest changed by 1225 which increased total open position to 1388
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 1432.25, which was -88.15 lower than the previous day. The implied volatity was -, the open interest changed by 1225 which increased total open position to 1389
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 1520.4, which was -79.60 lower than the previous day. The implied volatity was -, the open interest changed by 1226 which increased total open position to 1407
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 1600, which was -15.05 lower than the previous day. The implied volatity was 13.15, the open interest changed by 1210 which increased total open position to 1400
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 1615.05, which was 213.55 higher than the previous day. The implied volatity was -, the open interest changed by 1253 which increased total open position to 1409
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 1401.5, which was 20.75 higher than the previous day. The implied volatity was 9.30, the open interest changed by 1325 which increased total open position to 1437
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 1380.75, which was 102.75 higher than the previous day. The implied volatity was -, the open interest changed by 1309 which increased total open position to 1432
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 1278, which was 110.55 higher than the previous day. The implied volatity was 16.12, the open interest changed by 1316 which increased total open position to 1434
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 1167.45, which was 145.45 higher than the previous day. The implied volatity was 15.86, the open interest changed by 1895 which increased total open position to 2011
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 1022, which was -286.00 lower than the previous day. The implied volatity was 14.85, the open interest changed by 1876 which increased total open position to 1992
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 1308, which was 85.40 higher than the previous day. The implied volatity was 14.86, the open interest changed by 1852 which increased total open position to 1969
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 1222.6, which was -91.95 lower than the previous day. The implied volatity was 13.27, the open interest changed by 1975 which increased total open position to 2092
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 1314.55, which was 340.80 higher than the previous day. The implied volatity was 15.75, the open interest changed by 2034 which increased total open position to 2101
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 973.75, which was 397.30 higher than the previous day. The implied volatity was 13.01, the open interest changed by 2810 which increased total open position to 2877
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 576.45, which was -122.95 lower than the previous day. The implied volatity was 12.69, the open interest changed by 4055 which increased total open position to 4055
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 699.4, which was 6.45 higher than the previous day. The implied volatity was 13.41, the open interest changed by 1702 which increased total open position to 1717
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 692.95, which was -87.05 lower than the previous day. The implied volatity was 13.02, the open interest changed by 1922 which increased total open position to 1922
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 780, which was -79.50 lower than the previous day. The implied volatity was 12.50, the open interest changed by 500 which increased total open position to 500
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 859.5, which was -160.25 lower than the previous day. The implied volatity was 13.97, the open interest changed by 33 which increased total open position to 136
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1019.75, which was -242.40 lower than the previous day. The implied volatity was 12.52, the open interest changed by 122 which increased total open position to 122
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 1262.15, which was -40.65 lower than the previous day. The implied volatity was 12.08, the open interest changed by 77 which increased total open position to 77
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 1302.8, which was -84.90 lower than the previous day. The implied volatity was 13.66, the open interest changed by 14 which increased total open position to 76
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 1387.7, which was -260.10 lower than the previous day. The implied volatity was 13.87, the open interest changed by 49 which increased total open position to 61
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 1647.8, which was 244.55 higher than the previous day. The implied volatity was 13.06, the open interest changed by 8 which increased total open position to 11
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 1403.25, which was 278.30 higher than the previous day. The implied volatity was 13.68, the open interest changed by 2 which increased total open position to 3
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 1124.95, which was -2344.00 lower than the previous day. The implied volatity was 6.64, 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 3468.95, 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 3468.95, 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 3468.95, 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 3468.95, 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 3468.95, 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 3468.95, 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 3468.95, 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 3468.95, 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 3468.95, 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 3468.95, 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 3468.95, 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 3468.95, 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 3468.95, 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 3468.95, 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 3468.95, 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 3468.95, 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 3468.95, 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 3468.95, which was 3468.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct NIFTY was trading at 25014.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct NIFTY was trading at 25250.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct NIFTY was trading at 25796.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept NIFTY was trading at 25810.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept NIFTY was trading at 26173.35. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 26DEC2024 23200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.17
Vega: 7.78
Theta: -9.79
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23587.50 | 48.25 | 26.55 | 16.86 | 4,73,015 | 21,389.333 | 52,875 |
| 19 Dec | 23951.70 | 21.7 | 11.40 | 17.78 | 1,07,352 | 2,107.667 | 23,513 |
| 18 Dec | 24198.85 | 10.3 | -0.55 | 17.54 | 38,831.667 | 3,852.333 | 21,307.667 |
| 17 Dec | 24336.00 | 10.85 | 2.35 | 18.04 | 30,006 | 2,033 | 17,416.333 |
| 16 Dec | 24668.25 | 8.5 | -0.50 | 20.01 | 16,175 | -1,896.667 | 15,554.667 |
| 13 Dec | 24768.30 | 9 | -2.85 | 19.16 | 43,962.333 | 4,281.333 | 15,835.667 |
| 12 Dec | 24548.70 | 11.85 | -0.50 | 17.15 | 9,739.667 | -1,239 | 11,551.333 |
| 11 Dec | 24641.80 | 12.35 | -5.50 | 17.59 | 9,886 | -58.333 | 12,818 |
| 10 Dec | 24610.05 | 17.85 | -4.00 | 18.24 | 12,431.333 | -16.333 | 12,878.333 |
| 9 Dec | 24619.00 | 21.85 | -4.60 | 18.55 | 12,168 | 308.333 | 12,911.333 |
| 6 Dec | 24677.80 | 26.45 | -4.80 | 18.37 | 14,705.667 | 1,880 | 12,653 |
| 5 Dec | 24708.40 | 31.25 | -11.35 | 18.94 | 24,050.667 | 322.333 | 10,781.333 |
| 4 Dec | 24467.45 | 42.6 | -4.80 | 17.81 | 14,842.667 | 197 | 10,473.667 |
| 3 Dec | 24457.15 | 47.4 | -9.65 | 17.82 | 11,534 | -940.667 | 10,301.333 |
| 2 Dec | 24276.05 | 57.05 | -10.50 | 16.85 | 13,396.667 | 891.667 | 11,218.333 |
| 29 Nov | 24131.10 | 67.55 | -29.55 | 15.47 | 14,190.667 | 10,377.667 | 10,449 |
| 28 Nov | 23914.15 | 97.1 | 40.75 | 15.57 | 20,627 | 1,609.667 | 9,125.667 |
| 27 Nov | 24274.90 | 56.35 | -24.95 | 15.57 | 12,969 | 766.333 | 7,526.667 |
| 26 Nov | 24194.50 | 81.3 | 1.10 | 16.40 | 5,447.333 | 855.667 | 6,775 |
| 25 Nov | 24221.90 | 80.2 | -66.75 | 16.63 | 13,581 | 3,195.333 | 5,946 |
| 22 Nov | 23907.25 | 146.95 | -128.45 | 16.19 | 9,822.333 | 2,665.667 | 5,416.333 |
| 21 Nov | 23349.90 | 275.4 | 11.70 | 15.20 | 6,203.667 | 319 | 4,046.667 |
| 19 Nov | 23518.50 | 263.7 | 25.45 | 16.05 | 7,925.667 | 859 | 3,699 |
| 18 Nov | 23453.80 | 238.25 | 23.50 | 14.93 | 4,526.333 | 2,847 | 2,847 |
| 14 Nov | 23532.70 | 214.75 | 2.55 | 14.64 | 1,888.667 | 331.667 | 2,591.333 |
| 13 Nov | 23559.05 | 212.2 | 50.00 | 14.90 | 2,563.667 | 2,270.333 | 2,280.333 |
| 12 Nov | 23883.45 | 162.2 | 50.85 | 15.15 | 1,044 | 131.333 | 2,018.667 |
| 11 Nov | 24141.30 | 111.35 | -33.65 | 15.15 | 1,762.333 | 351.667 | 1,893.667 |
| 8 Nov | 24148.20 | 145 | 2.00 | 16.24 | 623 | 33 | 1,542.667 |
| 7 Nov | 24199.35 | 143 | 33.85 | 16.69 | 596.333 | -18.667 | 1,510.333 |
| 6 Nov | 24484.05 | 109.15 | -50.85 | 17.13 | 926.667 | 74.333 | 1,526 |
| 5 Nov | 24213.30 | 160 | -64.00 | 17.21 | 313.333 | 20.667 | 1,453.667 |
| 4 Nov | 23995.35 | 224 | 44.15 | 17.92 | 625 | 1,435.667 | 1,435.667 |
| 1 Nov | 24304.35 | 179.85 | 5.65 | 18.33 | 69 | 39.333 | 1,383.333 |
| 31 Oct | 24205.35 | 174.2 | 11.20 | - | 96.333 | 1.667 | 1,344.333 |
| 30 Oct | 24340.85 | 163 | 21.00 | - | 60 | 8.667 | 1,342.667 |
| 29 Oct | 24466.85 | 142 | -11.00 | - | 139 | 1,334.333 | 1,334.333 |
| 28 Oct | 24339.15 | 153 | -40.50 | - | 134 | -5.667 | 1,336.667 |
| 25 Oct | 24180.80 | 193.5 | 48.50 | - | 449.333 | 56.667 | 1,342.333 |
| 24 Oct | 24399.40 | 145 | -2.45 | - | 190.333 | 2.667 | 1,285.667 |
| 23 Oct | 24435.50 | 147.45 | 4.45 | - | 968.333 | 688 | 1,284.333 |
| 22 Oct | 24472.10 | 143 | 24.00 | - | 193 | 88.333 | 596.333 |
| 21 Oct | 24781.10 | 119 | 14.55 | - | 148 | 28 | 506.333 |
| 18 Oct | 24854.05 | 104.45 | -4.50 | - | 621 | 384 | 470.667 |
| 17 Oct | 24749.85 | 108.95 | 33.05 | - | 101 | 76 | 87 |
| 16 Oct | 24971.30 | 75.9 | -76.25 | - | 3 | 0 | 10.667 |
| 15 Oct | 25057.35 | 152.15 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 25127.95 | 152.15 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 24964.25 | 152.15 | 0.00 | - | 0 | 0 | 10.667 |
| 10 Oct | 24998.45 | 152.15 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 24981.95 | 152.15 | 0.00 | - | 0 | 0 | 10.667 |
| 8 Oct | 25013.15 | 152.15 | 152.15 | - | 10.667 | 2 | 2 |
| 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 23200 expiring on 26DEC2024
Delta for 23200 PE is -0.17
Historical price for 23200 PE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 48.25, which was 26.55 higher than the previous day. The implied volatity was 16.86, the open interest changed by 64168 which increased total open position to 158625
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 21.7, which was 11.40 higher than the previous day. The implied volatity was 17.78, the open interest changed by 6323 which increased total open position to 70539
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 10.3, which was -0.55 lower than the previous day. The implied volatity was 17.54, the open interest changed by 11557 which increased total open position to 63923
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 10.85, which was 2.35 higher than the previous day. The implied volatity was 18.04, the open interest changed by 6099 which increased total open position to 52249
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 8.5, which was -0.50 lower than the previous day. The implied volatity was 20.01, the open interest changed by -5690 which decreased total open position to 46664
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 9, which was -2.85 lower than the previous day. The implied volatity was 19.16, the open interest changed by 12844 which increased total open position to 47507
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 11.85, which was -0.50 lower than the previous day. The implied volatity was 17.15, the open interest changed by -3717 which decreased total open position to 34654
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 12.35, which was -5.50 lower than the previous day. The implied volatity was 17.59, the open interest changed by -175 which decreased total open position to 38454
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 17.85, which was -4.00 lower than the previous day. The implied volatity was 18.24, the open interest changed by -49 which decreased total open position to 38635
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 21.85, which was -4.60 lower than the previous day. The implied volatity was 18.55, the open interest changed by 925 which increased total open position to 38734
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 26.45, which was -4.80 lower than the previous day. The implied volatity was 18.37, the open interest changed by 5640 which increased total open position to 37959
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 31.25, which was -11.35 lower than the previous day. The implied volatity was 18.94, the open interest changed by 967 which increased total open position to 32344
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 42.6, which was -4.80 lower than the previous day. The implied volatity was 17.81, the open interest changed by 591 which increased total open position to 31421
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 47.4, which was -9.65 lower than the previous day. The implied volatity was 17.82, the open interest changed by -2822 which decreased total open position to 30904
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 57.05, which was -10.50 lower than the previous day. The implied volatity was 16.85, the open interest changed by 2675 which increased total open position to 33655
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 67.55, which was -29.55 lower than the previous day. The implied volatity was 15.47, the open interest changed by 31133 which increased total open position to 31347
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 97.1, which was 40.75 higher than the previous day. The implied volatity was 15.57, the open interest changed by 4829 which increased total open position to 27377
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 56.35, which was -24.95 lower than the previous day. The implied volatity was 15.57, the open interest changed by 2299 which increased total open position to 22580
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 81.3, which was 1.10 higher than the previous day. The implied volatity was 16.40, the open interest changed by 2567 which increased total open position to 20325
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 80.2, which was -66.75 lower than the previous day. The implied volatity was 16.63, the open interest changed by 9586 which increased total open position to 17838
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 146.95, which was -128.45 lower than the previous day. The implied volatity was 16.19, the open interest changed by 7997 which increased total open position to 16249
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 275.4, which was 11.70 higher than the previous day. The implied volatity was 15.20, the open interest changed by 957 which increased total open position to 12140
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 263.7, which was 25.45 higher than the previous day. The implied volatity was 16.05, the open interest changed by 2577 which increased total open position to 11097
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 238.25, which was 23.50 higher than the previous day. The implied volatity was 14.93, the open interest changed by 8541 which increased total open position to 8541
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 214.75, which was 2.55 higher than the previous day. The implied volatity was 14.64, the open interest changed by 995 which increased total open position to 7774
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 212.2, which was 50.00 higher than the previous day. The implied volatity was 14.90, the open interest changed by 6811 which increased total open position to 6841
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 162.2, which was 50.85 higher than the previous day. The implied volatity was 15.15, the open interest changed by 394 which increased total open position to 6056
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 111.35, which was -33.65 lower than the previous day. The implied volatity was 15.15, the open interest changed by 1055 which increased total open position to 5681
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 145, which was 2.00 higher than the previous day. The implied volatity was 16.24, the open interest changed by 99 which increased total open position to 4628
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 143, which was 33.85 higher than the previous day. The implied volatity was 16.69, the open interest changed by -56 which decreased total open position to 4531
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 109.15, which was -50.85 lower than the previous day. The implied volatity was 17.13, the open interest changed by 223 which increased total open position to 4578
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 160, which was -64.00 lower than the previous day. The implied volatity was 17.21, the open interest changed by 62 which increased total open position to 4361
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 224, which was 44.15 higher than the previous day. The implied volatity was 17.92, the open interest changed by 4307 which increased total open position to 4307
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 179.85, which was 5.65 higher than the previous day. The implied volatity was 18.33, the open interest changed by 118 which increased total open position to 4150
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 174.2, which was 11.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct NIFTY was trading at 24340.85. The strike last trading price was 163, which was 21.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct NIFTY was trading at 24466.85. The strike last trading price was 142, which was -11.00 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 153, which was -40.50 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 193.5, which was 48.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct NIFTY was trading at 24399.40. The strike last trading price was 145, which was -2.45 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 147.45, which was 4.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct NIFTY was trading at 24472.10. The strike last trading price was 143, which was 24.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct NIFTY was trading at 24781.10. The strike last trading price was 119, which was 14.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 104.45, which was -4.50 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 108.95, which was 33.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct NIFTY was trading at 24971.30. The strike last trading price was 75.9, which was -76.25 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 152.15, 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 152.15, 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 152.15, 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 152.15, 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 152.15, 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 152.15, which was 152.15 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
