NIFTY
Nifty
Historical option data for NIFTY
20 Dec 2024 04:11 PM IST
| NIFTY 26DEC2024 23250 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.85
Vega: 6.93
Theta: -13.13
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 23587.50 | 450.05 | -345.75 | 13.36 | 402.333 | 73 | 94 | |||
| 19 Dec | 23951.70 | 795.8 | -221.95 | 19.91 | 104.333 | -42.333 | 22.667 | |||
| 18 Dec | 24198.85 | 1017.75 | -153.80 | 11.48 | 0.667 | 0.333 | 65.333 | |||
| 17 Dec | 24336.00 | 1171.55 | -328.95 | 23.98 | 73.667 | -39 | 65 | |||
| 16 Dec | 24668.25 | 1500.5 | 97.60 | 26.52 | 16.667 | 10.667 | 104 | |||
| 13 Dec | 24768.30 | 1402.9 | -47.60 | - | 2.667 | 0 | 93.333 | |||
| 12 Dec | 24548.70 | 1450.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 24641.80 | 1450.5 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 10 Dec | 24610.05 | 1450.5 | -105.80 | - | 1 | 0 | 94.333 | |||
| 9 Dec | 24619.00 | 1556.3 | 0.00 | 0.00 | 0 | -0.333 | 0 | |||
| 6 Dec | 24677.80 | 1556.3 | 247.95 | 14.80 | 0.333 | 0 | 94.667 | |||
| 5 Dec | 24708.40 | 1308.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 24467.45 | 1308.35 | -42.65 | - | 0.333 | 0 | 94.667 | |||
| 3 Dec | 24457.15 | 1351 | 116.00 | 12.39 | 5.667 | 0 | 97 | |||
| 2 Dec | 24276.05 | 1235 | 269.25 | 16.21 | 51 | -32 | 97 | |||
| 29 Nov | 24131.10 | 965.75 | 0.00 | 0.00 | 0 | -7.333 | 0 | |||
| 28 Nov | 23914.15 | 965.75 | -299.95 | 13.91 | 18 | -6.667 | 129.667 | |||
| 27 Nov | 24274.90 | 1265.7 | 93.80 | 15.00 | 1.667 | -1 | 136 | |||
| 26 Nov | 24194.50 | 1171.9 | 0.00 | 0.00 | 0 | 1.333 | 0 | |||
| 25 Nov | 24221.90 | 1171.9 | 242.55 | - | 3.333 | -24 | 135.667 | |||
| 22 Nov | 23907.25 | 929.35 | 385.55 | 12.81 | 88.333 | -30.667 | 129 | |||
| 21 Nov | 23349.90 | 543.8 | -119.30 | 12.66 | 210 | 44.667 | 126.667 | |||
| 19 Nov | 23518.50 | 663.1 | -10.80 | 13.31 | 29 | 2 | 80.333 | |||
| 18 Nov | 23453.80 | 673.9 | -1699.75 | 13.57 | 136 | 78 | 78.333 | |||
| 14 Nov | 23532.70 | 2373.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 23559.05 | 2373.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 23883.45 | 2373.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 24141.30 | 2373.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 24148.20 | 2373.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 24199.35 | 2373.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 24484.05 | 2373.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 24213.30 | 2373.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 23995.35 | 2373.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 24304.35 | 2373.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 24205.35 | 2373.65 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 24340.85 | 2373.65 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 24466.85 | 2373.65 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 24339.15 | 2373.65 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 24180.80 | 2373.65 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 24399.40 | 2373.65 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 24435.50 | 2373.65 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 24472.10 | 2373.65 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 24781.10 | 2373.65 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 24854.05 | 2373.65 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 24749.85 | 2373.65 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 24971.30 | 2373.65 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 25057.35 | 2373.65 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 25127.95 | 2373.65 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 24964.25 | 2373.65 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 24998.45 | 2373.65 | 0.00 | - | 0 | 0.333 | 0 | |||
| 9 Oct | 24981.95 | 2373.65 | -1048.55 | - | 0.333 | 0 | 0 | |||
| 8 Oct | 25013.15 | 3422.2 | 3422.20 | - | 0 | 0 | 0 | |||
| 7 Oct | 24795.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 25014.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 25250.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 25796.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 25810.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 27 Sept | 26173.35 | 0.00 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 23250 expiring on 26DEC2024
Delta for 23250 CE is 0.85
Historical price for 23250 CE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 450.05, which was -345.75 lower than the previous day. The implied volatity was 13.36, the open interest changed by 219 which increased total open position to 282
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 795.8, which was -221.95 lower than the previous day. The implied volatity was 19.91, the open interest changed by -127 which decreased total open position to 68
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 1017.75, which was -153.80 lower than the previous day. The implied volatity was 11.48, the open interest changed by 1 which increased total open position to 196
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 1171.55, which was -328.95 lower than the previous day. The implied volatity was 23.98, the open interest changed by -117 which decreased total open position to 195
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 1500.5, which was 97.60 higher than the previous day. The implied volatity was 26.52, the open interest changed by 32 which increased total open position to 312
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 1402.9, which was -47.60 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 280
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 1450.5, 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 1450.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 1450.5, which was -105.80 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 283
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 1556.3, 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 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 1556.3, which was 247.95 higher than the previous day. The implied volatity was 14.80, the open interest changed by 0 which decreased total open position to 284
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 1308.35, 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 1308.35, which was -42.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 284
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 1351, which was 116.00 higher than the previous day. The implied volatity was 12.39, the open interest changed by 0 which decreased total open position to 291
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 1235, which was 269.25 higher than the previous day. The implied volatity was 16.21, the open interest changed by -96 which decreased total open position to 291
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 965.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -22 which decreased total open position to 0
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 965.75, which was -299.95 lower than the previous day. The implied volatity was 13.91, the open interest changed by -20 which decreased total open position to 389
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 1265.7, which was 93.80 higher than the previous day. The implied volatity was 15.00, the open interest changed by -3 which decreased total open position to 408
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 1171.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 1171.9, which was 242.55 higher than the previous day. The implied volatity was -, the open interest changed by -72 which decreased total open position to 407
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 929.35, which was 385.55 higher than the previous day. The implied volatity was 12.81, the open interest changed by -92 which decreased total open position to 387
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 543.8, which was -119.30 lower than the previous day. The implied volatity was 12.66, the open interest changed by 134 which increased total open position to 380
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 663.1, which was -10.80 lower than the previous day. The implied volatity was 13.31, the open interest changed by 6 which increased total open position to 241
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 673.9, which was -1699.75 lower than the previous day. The implied volatity was 13.57, the open interest changed by 234 which increased total open position to 235
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 2373.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 2373.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 2373.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 2373.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 2373.65, 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 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 2373.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 2373.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 2373.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 2373.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 2373.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 2373.65, 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 2373.65, 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 2373.65, 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 2373.65, 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 2373.65, 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 2373.65, 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 2373.65, 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 2373.65, 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 2373.65, 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 2373.65, 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 2373.65, 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 2373.65, 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 2373.65, 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 2373.65, 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 2373.65, 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 2373.65, 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 2373.65, which was -1048.55 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 3422.2, which was 3422.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct NIFTY was trading at 25014.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct NIFTY was trading at 25250.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct NIFTY was trading at 25796.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept NIFTY was trading at 25810.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept NIFTY was trading at 26173.35. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 26DEC2024 23250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.20
Vega: 8.52
Theta: -10.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23587.50 | 58.3 | 32.15 | 16.91 | 2,20,685 | -7,779.667 | 8,033.333 |
| 19 Dec | 23951.70 | 26.15 | 14.65 | 17.76 | 24,517.667 | -2,240.333 | 5,146 |
| 18 Dec | 24198.85 | 11.5 | -2.10 | 17.20 | 6,971.333 | -1,321 | 2,362.333 |
| 17 Dec | 24336.00 | 13.6 | 3.85 | 18.18 | 5,194.333 | -2,686.333 | 1,787.667 |
| 16 Dec | 24668.25 | 9.75 | -0.55 | 19.90 | 3,416.667 | -1,988.667 | 1,725.333 |
| 13 Dec | 24768.30 | 10.3 | -2.70 | 19.09 | 8,858 | -4,904.667 | 1,797.333 |
| 12 Dec | 24548.70 | 13 | -0.25 | 16.93 | 659.667 | -5,413.333 | 772.333 |
| 11 Dec | 24641.80 | 13.25 | -6.30 | 17.32 | 997.333 | -2,757.333 | 798.333 |
| 10 Dec | 24610.05 | 19.55 | -5.20 | 18.07 | 1,279 | -3,438.333 | 935 |
| 9 Dec | 24619.00 | 24.75 | -3.15 | 18.54 | 806.667 | -3,935 | 1,115.333 |
| 6 Dec | 24677.80 | 27.9 | -6.30 | 18.11 | 1,561.667 | -1,329 | 1,205 |
| 5 Dec | 24708.40 | 34.2 | -11.90 | 18.86 | 2,029.333 | -490.667 | 1,340.667 |
| 4 Dec | 24467.45 | 46.1 | -5.00 | 17.68 | 1,108.333 | 310.667 | 1,445.667 |
| 3 Dec | 24457.15 | 51.1 | -11.80 | 17.69 | 1,384 | 406 | 1,357.667 |
| 2 Dec | 24276.05 | 62.9 | -10.40 | 16.83 | 1,531.333 | 1,149.667 | 1,475.667 |
| 29 Nov | 24131.10 | 73.3 | -43.65 | 15.37 | 1,365.333 | -4,159.667 | 1,212.333 |
| 28 Nov | 23914.15 | 116.95 | 55.70 | 16.15 | 4,026.333 | 1,072 | 1,165.333 |
| 27 Nov | 24274.90 | 61.25 | -26.15 | 15.48 | 1,367.667 | 941.667 | 1,003 |
| 26 Nov | 24194.50 | 87.4 | 2.40 | 16.31 | 604.667 | 736 | 804.333 |
| 25 Nov | 24221.90 | 85 | -69.15 | 16.47 | 993.667 | 591 | 591 |
| 22 Nov | 23907.25 | 154.15 | -137.80 | 15.98 | 568.333 | 513 | 513 |
| 21 Nov | 23349.90 | 291.95 | 18.50 | 15.11 | 549 | 467 | 475 |
| 19 Nov | 23518.50 | 273.45 | 23.20 | 15.82 | 410.333 | 409 | 416.333 |
| 18 Nov | 23453.80 | 250.25 | 21.70 | 14.75 | 448.333 | 299.667 | 306.333 |
| 14 Nov | 23532.70 | 228.55 | 2.55 | 14.58 | 151.667 | 219 | 219 |
| 13 Nov | 23559.05 | 226 | 56.55 | 14.86 | 118.667 | -17.667 | 152 |
| 12 Nov | 23883.45 | 169.45 | 48.45 | 14.97 | 5.333 | 172.333 | 172.333 |
| 11 Nov | 24141.30 | 121 | -29.00 | 15.19 | 45.333 | 13 | 171 |
| 8 Nov | 24148.20 | 150 | 11.55 | 16.03 | 12.333 | 0.333 | 157.333 |
| 7 Nov | 24199.35 | 138.45 | 21.90 | 16.08 | 8.333 | 156.667 | 156.667 |
| 6 Nov | 24484.05 | 116.55 | -66.55 | 17.12 | 59 | 154.667 | 154.667 |
| 5 Nov | 24213.30 | 183.1 | 28.10 | 17.73 | 73.333 | 145 | 145 |
| 4 Nov | 23995.35 | 155 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 155 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 24205.35 | 155 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 24340.85 | 155 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 24466.85 | 155 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 24339.15 | 155 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 24180.80 | 155 | -1.00 | - | 0.333 | 0 | 140 |
| 24 Oct | 24399.40 | 156 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 24435.50 | 156 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 24472.10 | 156 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 24781.10 | 156 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 24854.05 | 156 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 24749.85 | 156 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 24971.30 | 156 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 25057.35 | 156 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 25127.95 | 156 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 24964.25 | 156 | 0.00 | - | 0 | 0 | 140 |
| 10 Oct | 24998.45 | 156 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 24981.95 | 156 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 25013.15 | 156 | 0.00 | - | 0 | 140 | 0 |
| 7 Oct | 24795.75 | 156 | 156.00 | - | 141 | 139.333 | 139.333 |
| 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 23250 expiring on 26DEC2024
Delta for 23250 PE is -0.20
Historical price for 23250 PE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 58.3, which was 32.15 higher than the previous day. The implied volatity was 16.91, the open interest changed by -23339 which decreased total open position to 24100
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 26.15, which was 14.65 higher than the previous day. The implied volatity was 17.76, the open interest changed by -6721 which decreased total open position to 15438
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 11.5, which was -2.10 lower than the previous day. The implied volatity was 17.20, the open interest changed by -3963 which decreased total open position to 7087
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 13.6, which was 3.85 higher than the previous day. The implied volatity was 18.18, the open interest changed by -8059 which decreased total open position to 5363
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 9.75, which was -0.55 lower than the previous day. The implied volatity was 19.90, the open interest changed by -5966 which decreased total open position to 5176
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 10.3, which was -2.70 lower than the previous day. The implied volatity was 19.09, the open interest changed by -14714 which decreased total open position to 5392
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 13, which was -0.25 lower than the previous day. The implied volatity was 16.93, the open interest changed by -16240 which decreased total open position to 2317
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 13.25, which was -6.30 lower than the previous day. The implied volatity was 17.32, the open interest changed by -8272 which decreased total open position to 2395
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 19.55, which was -5.20 lower than the previous day. The implied volatity was 18.07, the open interest changed by -10315 which decreased total open position to 2805
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 24.75, which was -3.15 lower than the previous day. The implied volatity was 18.54, the open interest changed by -11805 which decreased total open position to 3346
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 27.9, which was -6.30 lower than the previous day. The implied volatity was 18.11, the open interest changed by -3987 which decreased total open position to 3615
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 34.2, which was -11.90 lower than the previous day. The implied volatity was 18.86, the open interest changed by -1472 which decreased total open position to 4022
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 46.1, which was -5.00 lower than the previous day. The implied volatity was 17.68, the open interest changed by 932 which increased total open position to 4337
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 51.1, which was -11.80 lower than the previous day. The implied volatity was 17.69, the open interest changed by 1218 which increased total open position to 4073
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 62.9, which was -10.40 lower than the previous day. The implied volatity was 16.83, the open interest changed by 3449 which increased total open position to 4427
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 73.3, which was -43.65 lower than the previous day. The implied volatity was 15.37, the open interest changed by -12479 which decreased total open position to 3637
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 116.95, which was 55.70 higher than the previous day. The implied volatity was 16.15, the open interest changed by 3216 which increased total open position to 3496
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 61.25, which was -26.15 lower than the previous day. The implied volatity was 15.48, the open interest changed by 2825 which increased total open position to 3009
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 87.4, which was 2.40 higher than the previous day. The implied volatity was 16.31, the open interest changed by 2208 which increased total open position to 2413
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 85, which was -69.15 lower than the previous day. The implied volatity was 16.47, the open interest changed by 1773 which increased total open position to 1773
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 154.15, which was -137.80 lower than the previous day. The implied volatity was 15.98, the open interest changed by 1539 which increased total open position to 1539
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 291.95, which was 18.50 higher than the previous day. The implied volatity was 15.11, the open interest changed by 1401 which increased total open position to 1425
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 273.45, which was 23.20 higher than the previous day. The implied volatity was 15.82, the open interest changed by 1227 which increased total open position to 1249
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 250.25, which was 21.70 higher than the previous day. The implied volatity was 14.75, the open interest changed by 899 which increased total open position to 919
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 228.55, which was 2.55 higher than the previous day. The implied volatity was 14.58, the open interest changed by 657 which increased total open position to 657
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 226, which was 56.55 higher than the previous day. The implied volatity was 14.86, the open interest changed by -53 which decreased total open position to 456
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 169.45, which was 48.45 higher than the previous day. The implied volatity was 14.97, the open interest changed by 517 which increased total open position to 517
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 121, which was -29.00 lower than the previous day. The implied volatity was 15.19, the open interest changed by 39 which increased total open position to 513
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 150, which was 11.55 higher than the previous day. The implied volatity was 16.03, the open interest changed by 1 which increased total open position to 472
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 138.45, which was 21.90 higher than the previous day. The implied volatity was 16.08, the open interest changed by 470 which increased total open position to 470
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 116.55, which was -66.55 lower than the previous day. The implied volatity was 17.12, the open interest changed by 464 which increased total open position to 464
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 183.1, which was 28.10 higher than the previous day. The implied volatity was 17.73, the open interest changed by 435 which increased total open position to 435
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 155, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 155, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 155, 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 155, 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 155, 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 155, 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 155, which was -1.00 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 156, 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 156, 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 156, 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 156, 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 156, 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 156, 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 156, 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 156, 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 156, 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 156, 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 156, 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 156, 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 156, 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 156, which was 156.00 higher 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
