NIFTY
Nifty
Historical option data for NIFTY
20 Dec 2024 04:11 PM IST
| NIFTY 26DEC2024 23300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.81
Vega: 8.11
Theta: -14.56
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 23587.50 | 412.75 | -333.20 | 13.91 | 5,918.667 | 1,206.333 | 1,220 | |||
| 19 Dec | 23951.70 | 745.95 | -228.70 | 18.97 | 292 | 80 | 511.333 | |||
| 18 Dec | 24198.85 | 974.65 | -141.35 | 15.25 | 171 | 38.333 | 431.333 | |||
| 17 Dec | 24336.00 | 1116 | -315.00 | 22.33 | 64.667 | -25.333 | 393 | |||
| 16 Dec | 24668.25 | 1431 | -140.20 | 22.03 | 43 | -12.333 | 418.333 | |||
| 13 Dec | 24768.30 | 1571.2 | 201.75 | 17.10 | 82.333 | 321.333 | 431.333 | |||
| 12 Dec | 24548.70 | 1369.45 | -73.15 | 21.20 | 8.667 | 1.667 | 448.667 | |||
| 11 Dec | 24641.80 | 1442.6 | 26.60 | 17.61 | 16.333 | -8.667 | 447 | |||
| 10 Dec | 24610.05 | 1416 | -6.05 | - | 18.667 | 1.333 | 458.333 | |||
| 9 Dec | 24619.00 | 1422.05 | -88.30 | - | 37.333 | 280 | 458.333 | |||
| 6 Dec | 24677.80 | 1510.35 | -13.05 | 15.25 | 24 | -8.667 | 461 | |||
| 5 Dec | 24708.40 | 1523.4 | 215.40 | - | 145.333 | 472.667 | 472.667 | |||
| 4 Dec | 24467.45 | 1308 | 17.30 | 11.49 | 50 | 570 | 570 | |||
| 3 Dec | 24457.15 | 1290.7 | 103.35 | - | 73.667 | -39 | 578.667 | |||
| 2 Dec | 24276.05 | 1187.35 | 104.50 | 15.87 | 116.667 | -59.333 | 617.333 | |||
| 29 Nov | 24131.10 | 1082.85 | 132.85 | 15.80 | 246 | -11.333 | 678 | |||
| 28 Nov | 23914.15 | 950 | -264.05 | 15.34 | 277.667 | -7 | 689 | |||
| 27 Nov | 24274.90 | 1214.05 | 71.95 | 14.39 | 116 | 697 | 697 | |||
| 26 Nov | 24194.50 | 1142.1 | -78.90 | 13.87 | 165 | 647.667 | 709.333 | |||
| 25 Nov | 24221.90 | 1221 | 327.30 | 15.21 | 256 | -483.667 | 699 | |||
| 22 Nov | 23907.25 | 893.7 | 377.70 | 13.03 | 1,972 | -357.667 | 825 | |||
| 21 Nov | 23349.90 | 516 | -111.40 | 12.76 | 3,878.667 | 1,171.667 | 1,171.667 | |||
| 19 Nov | 23518.50 | 627.4 | 2.55 | 13.20 | 392.667 | -52 | 363.333 | |||
| 18 Nov | 23453.80 | 624.85 | -84.25 | 12.96 | 1,342.667 | 290.333 | 415.333 | |||
| 14 Nov | 23532.70 | 709.1 | -68.55 | 12.48 | 179.333 | 63.667 | 122.333 | |||
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| 13 Nov | 23559.05 | 777.65 | -537.45 | 13.52 | 112 | 31.333 | 59 | |||
| 12 Nov | 23883.45 | 1315.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 24141.30 | 1315.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 24148.20 | 1315.1 | 0.00 | 0.00 | 0 | -0.333 | 0 | |||
| 7 Nov | 24199.35 | 1315.1 | 93.20 | 14.39 | 1.667 | 0.667 | 28.667 | |||
| 6 Nov | 24484.05 | 1221.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 24213.30 | 1221.9 | 0.00 | 0.00 | 0 | 27.667 | 0 | |||
| 4 Nov | 23995.35 | 1221.9 | -258.10 | 16.22 | 29 | 28 | 28 | |||
| 1 Nov | 24304.35 | 1480 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 24205.35 | 1480 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 24340.85 | 1480 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 24466.85 | 1480 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 24339.15 | 1480 | -100.00 | - | 0.667 | 0.333 | 0.333 | |||
| 25 Oct | 24180.80 | 1580 | 0.00 | - | 0 | -0.333 | 0 | |||
| 24 Oct | 24399.40 | 1580 | -292.85 | - | 0.333 | 0 | 0.667 | |||
| 23 Oct | 24435.50 | 1872.85 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 24472.10 | 1872.85 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 24781.10 | 1872.85 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 24854.05 | 1872.85 | 0.00 | - | 0 | 0.333 | 0 | |||
| 17 Oct | 24749.85 | 1872.85 | -327.15 | - | 0.333 | 0 | 0.333 | |||
| 16 Oct | 24971.30 | 2200 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 25057.35 | 2200 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 25127.95 | 2200 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 24964.25 | 2200 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 24998.45 | 2200 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 24981.95 | 2200 | 0.00 | - | 0 | 0.333 | 0 | |||
| 8 Oct | 25013.15 | 2200 | 2200.00 | - | 0.333 | 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 23300 expiring on 26DEC2024
Delta for 23300 CE is 0.81
Historical price for 23300 CE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 412.75, which was -333.20 lower than the previous day. The implied volatity was 13.91, the open interest changed by 3619 which increased total open position to 3660
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 745.95, which was -228.70 lower than the previous day. The implied volatity was 18.97, the open interest changed by 240 which increased total open position to 1534
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 974.65, which was -141.35 lower than the previous day. The implied volatity was 15.25, the open interest changed by 115 which increased total open position to 1294
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 1116, which was -315.00 lower than the previous day. The implied volatity was 22.33, the open interest changed by -76 which decreased total open position to 1179
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 1431, which was -140.20 lower than the previous day. The implied volatity was 22.03, the open interest changed by -37 which decreased total open position to 1255
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 1571.2, which was 201.75 higher than the previous day. The implied volatity was 17.10, the open interest changed by 964 which increased total open position to 1294
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 1369.45, which was -73.15 lower than the previous day. The implied volatity was 21.20, the open interest changed by 5 which increased total open position to 1346
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 1442.6, which was 26.60 higher than the previous day. The implied volatity was 17.61, the open interest changed by -26 which decreased total open position to 1341
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 1416, which was -6.05 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 1375
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 1422.05, which was -88.30 lower than the previous day. The implied volatity was -, the open interest changed by 840 which increased total open position to 1375
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 1510.35, which was -13.05 lower than the previous day. The implied volatity was 15.25, the open interest changed by -26 which decreased total open position to 1383
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 1523.4, which was 215.40 higher than the previous day. The implied volatity was -, the open interest changed by 1418 which increased total open position to 1418
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 1308, which was 17.30 higher than the previous day. The implied volatity was 11.49, the open interest changed by 1710 which increased total open position to 1710
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 1290.7, which was 103.35 higher than the previous day. The implied volatity was -, the open interest changed by -117 which decreased total open position to 1736
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 1187.35, which was 104.50 higher than the previous day. The implied volatity was 15.87, the open interest changed by -178 which decreased total open position to 1852
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 1082.85, which was 132.85 higher than the previous day. The implied volatity was 15.80, the open interest changed by -34 which decreased total open position to 2034
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 950, which was -264.05 lower than the previous day. The implied volatity was 15.34, the open interest changed by -21 which decreased total open position to 2067
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 1214.05, which was 71.95 higher than the previous day. The implied volatity was 14.39, the open interest changed by 2091 which increased total open position to 2091
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 1142.1, which was -78.90 lower than the previous day. The implied volatity was 13.87, the open interest changed by 1943 which increased total open position to 2128
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 1221, which was 327.30 higher than the previous day. The implied volatity was 15.21, the open interest changed by -1451 which decreased total open position to 2097
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 893.7, which was 377.70 higher than the previous day. The implied volatity was 13.03, the open interest changed by -1073 which decreased total open position to 2475
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 516, which was -111.40 lower than the previous day. The implied volatity was 12.76, the open interest changed by 3515 which increased total open position to 3515
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 627.4, which was 2.55 higher than the previous day. The implied volatity was 13.20, the open interest changed by -156 which decreased total open position to 1090
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 624.85, which was -84.25 lower than the previous day. The implied volatity was 12.96, the open interest changed by 871 which increased total open position to 1246
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 709.1, which was -68.55 lower than the previous day. The implied volatity was 12.48, the open interest changed by 191 which increased total open position to 367
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 777.65, which was -537.45 lower than the previous day. The implied volatity was 13.52, the open interest changed by 94 which increased total open position to 177
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1315.1, 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 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 1315.1, 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 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 1315.1, 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 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 1315.1, which was 93.20 higher than the previous day. The implied volatity was 14.39, the open interest changed by 2 which increased total open position to 86
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 1221.9, 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 1221.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 83 which increased total open position to 0
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 1221.9, which was -258.10 lower than the previous day. The implied volatity was 16.22, the open interest changed by 84 which increased total open position to 84
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 1480, 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 1480, 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 1480, 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 1480, 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 1480, which was -100.00 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 1580, 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 1580, which was -292.85 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 1872.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct NIFTY was trading at 24472.10. The strike last trading price was 1872.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct NIFTY was trading at 24781.10. The strike last trading price was 1872.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 1872.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 1872.85, which was -327.15 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 2200, 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 2200, 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 2200, 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 2200, 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 2200, 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 2200, 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 2200, which was 2200.00 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 23300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.23
Vega: 9.13
Theta: -11.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23587.50 | 66.85 | 39.85 | 16.64 | 4,60,293 | -14,602.333 | 29,913.667 |
| 19 Dec | 23951.70 | 27 | 13.50 | 17.02 | 89,824.667 | -9,424.333 | 23,131 |
| 18 Dec | 24198.85 | 13.5 | -0.60 | 17.04 | 41,898.667 | 695.333 | 24,448 |
| 17 Dec | 24336.00 | 14.1 | 3.60 | 17.65 | 29,590.333 | 1,733.333 | 16,747 |
| 16 Dec | 24668.25 | 10.5 | -0.75 | 19.57 | 16,645.333 | -7,890.333 | 14,929 |
| 13 Dec | 24768.30 | 11.25 | -2.80 | 18.87 | 43,481 | -3,312.667 | 13,002 |
| 12 Dec | 24548.70 | 14.05 | -0.40 | 16.66 | 12,406.333 | -13,419.667 | 11,683.333 |
| 11 Dec | 24641.80 | 14.45 | -6.15 | 17.11 | 14,146.333 | -15,521.333 | 12,175.667 |
| 10 Dec | 24610.05 | 20.6 | -5.55 | 17.75 | 10,218 | -21,499.667 | 11,783.333 |
| 9 Dec | 24619.00 | 26.15 | -4.95 | 18.25 | 12,203 | -18,167 | 11,074.667 |
| 6 Dec | 24677.80 | 31.1 | -5.10 | 18.08 | 14,302 | -11,535.667 | 11,242.667 |
| 5 Dec | 24708.40 | 36.2 | -14.10 | 18.64 | 16,067 | -55,829.667 | 11,135.333 |
| 4 Dec | 24467.45 | 50.3 | -4.10 | 17.59 | 11,122.667 | -49,571 | 11,782.667 |
| 3 Dec | 24457.15 | 54.4 | -12.45 | 17.49 | 13,507 | 7,897.333 | 12,430.667 |
| 2 Dec | 24276.05 | 66.85 | -11.45 | 16.62 | 18,536.667 | 8,310.667 | 12,101 |
| 29 Nov | 24131.10 | 78.3 | -39.20 | 15.19 | 16,491.667 | 10,133.333 | 12,168.333 |
| 28 Nov | 23914.15 | 117.5 | 52.50 | 15.61 | 17,987 | 8,971 | 10,283.333 |
| 27 Nov | 24274.90 | 65 | -29.10 | 15.29 | 18,462 | 5,268.667 | 15,516.333 |
| 26 Nov | 24194.50 | 94.1 | 2.60 | 16.22 | 5,675 | 9,452.333 | 10,249 |
| 25 Nov | 24221.90 | 91.5 | -62.95 | 16.39 | 21,123 | 9,878 | 10,023.667 |
| 22 Nov | 23907.25 | 154.45 | -155.50 | 15.45 | 9,527.667 | 4,266 | 4,411.667 |
| 21 Nov | 23349.90 | 309.95 | 25.90 | 15.04 | 8,016.333 | 1,004 | 3,916 |
| 19 Nov | 23518.50 | 284.05 | 14.15 | 15.49 | 5,996.667 | 2,877.667 | 2,914 |
| 18 Nov | 23453.80 | 269.9 | 25.90 | 14.82 | 4,395.667 | 2,553.333 | 2,582 |
| 14 Nov | 23532.70 | 244 | 12.60 | 14.56 | 2,345.333 | 1,918 | 1,943.333 |
| 13 Nov | 23559.05 | 231.4 | 45.35 | 14.50 | 2,711.333 | 1,402.333 | 1,456.333 |
| 12 Nov | 23883.45 | 186.05 | 57.95 | 15.13 | 814.667 | 1,149.667 | 1,169.667 |
| 11 Nov | 24141.30 | 128.1 | -33.30 | 15.09 | 1,171.333 | 1,036.333 | 1,036.333 |
| 8 Nov | 24148.20 | 161.4 | 3.05 | 16.07 | 343 | 99.667 | 845.667 |
| 7 Nov | 24199.35 | 158.35 | 38.85 | 16.51 | 431.333 | 116 | 742.333 |
| 6 Nov | 24484.05 | 119.5 | -72.50 | 16.88 | 1,134.667 | 54 | 630.333 |
| 5 Nov | 24213.30 | 192 | -49.10 | 17.65 | 307 | 577.333 | 577.333 |
| 4 Nov | 23995.35 | 241.1 | 48.85 | 17.62 | 644 | 207.667 | 563.667 |
| 1 Nov | 24304.35 | 192.25 | 3.70 | 18.01 | 22.333 | 354 | 354 |
| 31 Oct | 24205.35 | 188.55 | 12.40 | - | 84.667 | 13.667 | 352.333 |
| 30 Oct | 24340.85 | 176.15 | 22.05 | - | 31 | 18 | 339 |
| 29 Oct | 24466.85 | 154.1 | -11.90 | - | 41.333 | 322 | 322 |
| 28 Oct | 24339.15 | 166 | -43.05 | - | 125 | -9.667 | 302.667 |
| 25 Oct | 24180.80 | 209.05 | 50.75 | - | 208.333 | 147 | 312.333 |
| 24 Oct | 24399.40 | 158.3 | 4.15 | - | 33.667 | 10.333 | 165.333 |
| 23 Oct | 24435.50 | 154.15 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 24472.10 | 154.15 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 24781.10 | 154.15 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 24854.05 | 154.15 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 24749.85 | 154.15 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 24971.30 | 154.15 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 25057.35 | 154.15 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 25127.95 | 154.15 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 24964.25 | 154.15 | 0.00 | - | 0 | 0 | 155 |
| 10 Oct | 24998.45 | 154.15 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 24981.95 | 154.15 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 25013.15 | 154.15 | -15.85 | - | 3.333 | 0 | 155 |
| 7 Oct | 24795.75 | 170 | 170.00 | - | 205.667 | 154.667 | 154.667 |
| 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 23300 expiring on 26DEC2024
Delta for 23300 PE is -0.23
Historical price for 23300 PE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 66.85, which was 39.85 higher than the previous day. The implied volatity was 16.64, the open interest changed by -43807 which decreased total open position to 89741
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 27, which was 13.50 higher than the previous day. The implied volatity was 17.02, the open interest changed by -28273 which decreased total open position to 69393
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 13.5, which was -0.60 lower than the previous day. The implied volatity was 17.04, the open interest changed by 2086 which increased total open position to 73344
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 14.1, which was 3.60 higher than the previous day. The implied volatity was 17.65, the open interest changed by 5200 which increased total open position to 50241
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 10.5, which was -0.75 lower than the previous day. The implied volatity was 19.57, the open interest changed by -23671 which decreased total open position to 44787
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 11.25, which was -2.80 lower than the previous day. The implied volatity was 18.87, the open interest changed by -9938 which decreased total open position to 39006
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 14.05, which was -0.40 lower than the previous day. The implied volatity was 16.66, the open interest changed by -40259 which decreased total open position to 35050
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 14.45, which was -6.15 lower than the previous day. The implied volatity was 17.11, the open interest changed by -46564 which decreased total open position to 36527
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 20.6, which was -5.55 lower than the previous day. The implied volatity was 17.75, the open interest changed by -64499 which decreased total open position to 35350
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 26.15, which was -4.95 lower than the previous day. The implied volatity was 18.25, the open interest changed by -54501 which decreased total open position to 33224
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 31.1, which was -5.10 lower than the previous day. The implied volatity was 18.08, the open interest changed by -34607 which decreased total open position to 33728
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 36.2, which was -14.10 lower than the previous day. The implied volatity was 18.64, the open interest changed by -167489 which decreased total open position to 33406
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 50.3, which was -4.10 lower than the previous day. The implied volatity was 17.59, the open interest changed by -148713 which decreased total open position to 35348
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 54.4, which was -12.45 lower than the previous day. The implied volatity was 17.49, the open interest changed by 23692 which increased total open position to 37292
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 66.85, which was -11.45 lower than the previous day. The implied volatity was 16.62, the open interest changed by 24932 which increased total open position to 36303
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 78.3, which was -39.20 lower than the previous day. The implied volatity was 15.19, the open interest changed by 30400 which increased total open position to 36505
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 117.5, which was 52.50 higher than the previous day. The implied volatity was 15.61, the open interest changed by 26913 which increased total open position to 30850
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 65, which was -29.10 lower than the previous day. The implied volatity was 15.29, the open interest changed by 15806 which increased total open position to 46549
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 94.1, which was 2.60 higher than the previous day. The implied volatity was 16.22, the open interest changed by 28357 which increased total open position to 30747
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 91.5, which was -62.95 lower than the previous day. The implied volatity was 16.39, the open interest changed by 29634 which increased total open position to 30071
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 154.45, which was -155.50 lower than the previous day. The implied volatity was 15.45, the open interest changed by 12798 which increased total open position to 13235
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 309.95, which was 25.90 higher than the previous day. The implied volatity was 15.04, the open interest changed by 3012 which increased total open position to 11748
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 284.05, which was 14.15 higher than the previous day. The implied volatity was 15.49, the open interest changed by 8633 which increased total open position to 8742
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 269.9, which was 25.90 higher than the previous day. The implied volatity was 14.82, the open interest changed by 7660 which increased total open position to 7746
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 244, which was 12.60 higher than the previous day. The implied volatity was 14.56, the open interest changed by 5754 which increased total open position to 5830
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 231.4, which was 45.35 higher than the previous day. The implied volatity was 14.50, the open interest changed by 4207 which increased total open position to 4369
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 186.05, which was 57.95 higher than the previous day. The implied volatity was 15.13, the open interest changed by 3449 which increased total open position to 3509
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 128.1, which was -33.30 lower than the previous day. The implied volatity was 15.09, the open interest changed by 3109 which increased total open position to 3109
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 161.4, which was 3.05 higher than the previous day. The implied volatity was 16.07, the open interest changed by 299 which increased total open position to 2537
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 158.35, which was 38.85 higher than the previous day. The implied volatity was 16.51, the open interest changed by 348 which increased total open position to 2227
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 119.5, which was -72.50 lower than the previous day. The implied volatity was 16.88, the open interest changed by 162 which increased total open position to 1891
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 192, which was -49.10 lower than the previous day. The implied volatity was 17.65, the open interest changed by 1732 which increased total open position to 1732
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 241.1, which was 48.85 higher than the previous day. The implied volatity was 17.62, the open interest changed by 623 which increased total open position to 1691
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 192.25, which was 3.70 higher than the previous day. The implied volatity was 18.01, the open interest changed by 1062 which increased total open position to 1062
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 188.55, which was 12.40 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 176.15, which was 22.05 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 154.1, which was -11.90 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 166, which was -43.05 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 209.05, which was 50.75 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 158.3, which was 4.15 higher 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 154.15, 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 22 Oct NIFTY was trading at 24472.10. The strike last trading price was 154.15, 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 21 Oct NIFTY was trading at 24781.10. The strike last trading price was 154.15, 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 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 154.15, 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 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 154.15, 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 16 Oct NIFTY was trading at 24971.30. The strike last trading price was 154.15, 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 15 Oct NIFTY was trading at 25057.35. The strike last trading price was 154.15, 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 154.15, 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 154.15, 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 154.15, 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 154.15, 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 154.15, which was -15.85 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 170, which was 170.00 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
