NIFTY
Nifty
Historical option data for NIFTY
26 Dec 2024 03:26 PM IST
| NIFTY 26DEC2024 23350 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 23752.40 | 399.95 | -30.95 | - | 8,324 | 341 | 1,396 | |||
| 24 Dec | 23727.65 | 430.9 | -4.00 | 23.87 | 4,319 | 149 | 1,060 | |||
| 23 Dec | 23753.45 | 434.9 | 61.60 | 15.52 | 7,424 | -48 | 930 | |||
| 20 Dec | 23587.50 | 373.3 | -332.90 | 13.92 | 5,749 | 778 | 1,013 | |||
| 19 Dec | 23951.70 | 706.2 | -225.75 | 19.40 | 182 | -49 | 236 | |||
| 18 Dec | 24198.85 | 931.95 | -152.45 | 16.65 | 10 | 223 | 285 | |||
| 17 Dec | 24336.00 | 1084.4 | -301.25 | 24.08 | 25 | -2 | 282 | |||
| 16 Dec | 24668.25 | 1385.65 | -81.35 | 22.36 | 14 | -5 | 284 | |||
| 13 Dec | 24768.30 | 1467 | 156.15 | - | 27 | 256 | 289 | |||
| 12 Dec | 24548.70 | 1310.85 | -54.50 | 19.39 | 32 | 15 | 301 | |||
| 11 Dec | 24641.80 | 1365.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 24610.05 | 1365.35 | -92.65 | - | 1 | 0 | 286 | |||
| 9 Dec | 24619.00 | 1458 | -12.90 | 23.22 | 2 | 0 | 286 | |||
| 6 Dec | 24677.80 | 1470.9 | 5.90 | 16.60 | 6 | -1 | 286 | |||
| 5 Dec | 24708.40 | 1465 | 222.25 | - | 100 | -55 | 288 | |||
| 4 Dec | 24467.45 | 1242.75 | 15.70 | - | 67 | 26 | 344 | |||
| 3 Dec | 24457.15 | 1227.05 | 55.10 | - | 156 | -139 | 318 | |||
| 2 Dec | 24276.05 | 1171.95 | 131.75 | 17.87 | 5 | -1 | 457 | |||
| 29 Nov | 24131.10 | 1040.2 | 124.40 | 15.69 | 75 | 61 | 455 | |||
| 28 Nov | 23914.15 | 915.8 | -244.05 | 15.59 | 245 | 395 | 397 | |||
| 27 Nov | 24274.90 | 1159.85 | 24.85 | 13.57 | 19 | 482 | 484 | |||
| 26 Nov | 24194.50 | 1135 | -31.75 | 16.09 | 32 | -4 | 487 | |||
| 25 Nov | 24221.90 | 1166.75 | 322.45 | 14.44 | 222 | 346 | 491 | |||
| 22 Nov | 23907.25 | 844.3 | 360.30 | 12.53 | 993 | 462 | 607 | |||
| 21 Nov | 23349.90 | 484 | -111.20 | 12.67 | 2,042 | 657 | 659 | |||
| 19 Nov | 23518.50 | 595.2 | 4.65 | 13.19 | 331 | 32 | 278 | |||
| 18 Nov | 23453.80 | 590.55 | -503.45 | 12.88 | 483 | 183 | 246 | |||
| 14 Nov | 23532.70 | 1094 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 23559.05 | 1094 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 23883.45 | 1094 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 24141.30 | 1094 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 24148.20 | 1094 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 24199.35 | 1094 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 24484.05 | 1094 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 5 Nov | 24213.30 | 1094 | 10.00 | - | 2 | 0 | 64 | |||
| 4 Nov | 23995.35 | 1084 | -2245.05 | 12.37 | 64 | 63 | 63 | |||
| 1 Nov | 24304.35 | 3329.05 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 24205.35 | 3329.05 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 24340.85 | 3329.05 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 24466.85 | 3329.05 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 24339.15 | 3329.05 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 24180.80 | 3329.05 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 24399.40 | 3329.05 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 24435.50 | 3329.05 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 24472.10 | 3329.05 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 24781.10 | 3329.05 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 24854.05 | 3329.05 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 24749.85 | 3329.05 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 24971.30 | 3329.05 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 25057.35 | 3329.05 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 25127.95 | 3329.05 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 24964.25 | 3329.05 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 24998.45 | 3329.05 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 24981.95 | 3329.05 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 25013.15 | 3329.05 | 3329.05 | - | 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 23350 expiring on 26DEC2024
Delta for 23350 CE is -
Historical price for 23350 CE is as follows
On 26 Dec NIFTY was trading at 23752.40. The strike last trading price was 399.95, which was -30.95 lower than the previous day. The implied volatity was -, the open interest changed by 341 which increased total open position to 1396
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 430.9, which was -4.00 lower than the previous day. The implied volatity was 23.87, the open interest changed by 149 which increased total open position to 1060
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 434.9, which was 61.60 higher than the previous day. The implied volatity was 15.52, the open interest changed by -48 which decreased total open position to 930
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 373.3, which was -332.90 lower than the previous day. The implied volatity was 13.92, the open interest changed by 778 which increased total open position to 1013
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 706.2, which was -225.75 lower than the previous day. The implied volatity was 19.40, the open interest changed by -49 which decreased total open position to 236
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 931.95, which was -152.45 lower than the previous day. The implied volatity was 16.65, the open interest changed by 223 which increased total open position to 285
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 1084.4, which was -301.25 lower than the previous day. The implied volatity was 24.08, the open interest changed by -2 which decreased total open position to 282
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 1385.65, which was -81.35 lower than the previous day. The implied volatity was 22.36, the open interest changed by -5 which decreased total open position to 284
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 1467, which was 156.15 higher than the previous day. The implied volatity was -, the open interest changed by 256 which increased total open position to 289
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 1310.85, which was -54.50 lower than the previous day. The implied volatity was 19.39, the open interest changed by 15 which increased total open position to 301
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 1365.35, 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 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 1365.35, which was -92.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 286
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 1458, which was -12.90 lower than the previous day. The implied volatity was 23.22, the open interest changed by 0 which decreased total open position to 286
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 1470.9, which was 5.90 higher than the previous day. The implied volatity was 16.60, the open interest changed by -1 which decreased total open position to 286
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 1465, which was 222.25 higher than the previous day. The implied volatity was -, the open interest changed by -55 which decreased total open position to 288
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 1242.75, which was 15.70 higher than the previous day. The implied volatity was -, the open interest changed by 26 which increased total open position to 344
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 1227.05, which was 55.10 higher than the previous day. The implied volatity was -, the open interest changed by -139 which decreased total open position to 318
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 1171.95, which was 131.75 higher than the previous day. The implied volatity was 17.87, the open interest changed by -1 which decreased total open position to 457
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 1040.2, which was 124.40 higher than the previous day. The implied volatity was 15.69, the open interest changed by 61 which increased total open position to 455
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 915.8, which was -244.05 lower than the previous day. The implied volatity was 15.59, the open interest changed by 395 which increased total open position to 397
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 1159.85, which was 24.85 higher than the previous day. The implied volatity was 13.57, the open interest changed by 482 which increased total open position to 484
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 1135, which was -31.75 lower than the previous day. The implied volatity was 16.09, the open interest changed by -4 which decreased total open position to 487
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 1166.75, which was 322.45 higher than the previous day. The implied volatity was 14.44, the open interest changed by 346 which increased total open position to 491
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 844.3, which was 360.30 higher than the previous day. The implied volatity was 12.53, the open interest changed by 462 which increased total open position to 607
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 484, which was -111.20 lower than the previous day. The implied volatity was 12.67, the open interest changed by 657 which increased total open position to 659
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 595.2, which was 4.65 higher than the previous day. The implied volatity was 13.19, the open interest changed by 32 which increased total open position to 278
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 590.55, which was -503.45 lower than the previous day. The implied volatity was 12.88, the open interest changed by 183 which increased total open position to 246
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1094, 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 1094, 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 1094, 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 1094, 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 1094, 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 1094, 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 1094, 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 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 1094, which was 10.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 64
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 1084, which was -2245.05 lower than the previous day. The implied volatity was 12.37, the open interest changed by 63 which increased total open position to 63
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 3329.05, 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 3329.05, 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 3329.05, 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 3329.05, 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 3329.05, 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 3329.05, 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 3329.05, 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 3329.05, 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 3329.05, 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 3329.05, 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 3329.05, 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 3329.05, 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 3329.05, 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 3329.05, 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 3329.05, 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 3329.05, 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 3329.05, 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 3329.05, 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 3329.05, which was 3329.05 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 23350 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 23752.40 | 0.05 | -7.30 | - | 57,76,692 | 73,825 | 1,14,323 |
| 24 Dec | 23727.65 | 7.35 | -5.65 | 14.88 | 10,36,867 | -2,844 | 40,328 |
| 23 Dec | 23753.45 | 13 | -64.20 | 14.62 | 16,45,296 | 27,255 | 46,140 |
| 20 Dec | 23587.50 | 77.2 | 43.20 | 16.42 | 6,70,176 | 11,637 | 20,047 |
| 19 Dec | 23951.70 | 34 | 17.45 | 17.23 | 63,227 | 2,429 | 8,348 |
| 18 Dec | 24198.85 | 16.55 | 0.45 | 17.08 | 21,092 | 946 | 5,974 |
| 17 Dec | 24336.00 | 16.1 | 4.35 | 17.46 | 16,145 | 594 | 5,107 |
| 16 Dec | 24668.25 | 11.75 | -0.05 | 19.37 | 10,229 | -484 | 4,515 |
| 13 Dec | 24768.30 | 11.8 | -3.90 | 18.51 | 26,501 | -18,273 | 4,953 |
| 12 Dec | 24548.70 | 15.7 | 0.35 | 16.50 | 5,046 | -21,829 | 3,178 |
| 11 Dec | 24641.80 | 15.35 | -7.65 | 16.80 | 3,502 | -15,904 | 2,861 |
| 10 Dec | 24610.05 | 23 | -6.20 | 17.65 | 2,662 | 132 | 3,301 |
| 9 Dec | 24619.00 | 29.2 | -3.50 | 18.19 | 1,870 | -15,571 | 3,173 |
| 6 Dec | 24677.80 | 32.7 | -6.00 | 17.80 | 5,821 | -11,001 | 3,154 |
| 5 Dec | 24708.40 | 38.7 | -15.35 | 18.45 | 10,268 | -4,534 | 3,089 |
| 4 Dec | 24467.45 | 54.05 | -5.05 | 17.43 | 5,472 | 618 | 3,595 |
| 3 Dec | 24457.15 | 59.1 | -13.80 | 17.39 | 3,964 | 1,431 | 3,491 |
| 2 Dec | 24276.05 | 72.9 | -11.50 | 16.55 | 4,503 | 3,211 | 4,230 |
| 29 Nov | 24131.10 | 84.4 | -41.70 | 15.06 | 3,353 | 1,152 | 3,733 |
| 28 Nov | 23914.15 | 126.1 | 57.65 | 15.50 | 5,822 | -884 | 2,597 |
| 27 Nov | 24274.90 | 68.45 | -31.60 | 15.06 | 5,288 | 3,226 | 3,481 |
| 26 Nov | 24194.50 | 100.05 | 4.05 | 16.07 | 1,404 | 1,453 | 1,727 |
| 25 Nov | 24221.90 | 96 | -90.50 | 16.17 | 3,081 | 1,541 | 1,541 |
| 22 Nov | 23907.25 | 186.5 | -135.85 | 16.30 | 2,871 | 1,165 | 1,165 |
| 21 Nov | 23349.90 | 322.35 | 18.15 | 14.74 | 3,865 | 1,279 | 1,291 |
| 19 Nov | 23518.50 | 304.2 | 21.75 | 15.60 | 3,301 | 203 | 1,003 |
| 18 Nov | 23453.80 | 282.45 | 25.15 | 14.61 | 2,067 | 570 | 785 |
| 14 Nov | 23532.70 | 257.3 | 9.40 | 14.44 | 224 | 203 | 203 |
| 13 Nov | 23559.05 | 247.9 | 60.60 | 14.51 | 210 | -46 | 92 |
| 12 Nov | 23883.45 | 187.3 | 48.75 | 14.67 | 45 | 134 | 134 |
| 11 Nov | 24141.30 | 138.55 | -26.75 | 15.11 | 37 | 117 | 117 |
| 8 Nov | 24148.20 | 165.3 | -1.75 | 15.79 | 12 | 0 | 92 |
| 7 Nov | 24199.35 | 167.05 | 41.20 | 16.44 | 302 | -11 | 80 |
| 6 Nov | 24484.05 | 125.85 | -67.00 | 16.79 | 186 | 49 | 112 |
| 5 Nov | 24213.30 | 192.85 | 150.95 | 17.25 | 251 | 63 | 63 |
| 4 Nov | 23995.35 | 41.9 | 0.00 | 2.57 | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 41.9 | 0.00 | 3.30 | 0 | 0 | 0 |
| 31 Oct | 24205.35 | 41.9 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 24340.85 | 41.9 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 24466.85 | 41.9 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 24339.15 | 41.9 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 24180.80 | 41.9 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 24399.40 | 41.9 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 24435.50 | 41.9 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 24472.10 | 41.9 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 24781.10 | 41.9 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 24854.05 | 41.9 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 24749.85 | 41.9 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 24971.30 | 41.9 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 25057.35 | 41.9 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 25127.95 | 41.9 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 24964.25 | 41.9 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 24998.45 | 41.9 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 24981.95 | 41.9 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 25013.15 | 41.9 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 24795.75 | 41.9 | 41.90 | - | 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 23350 expiring on 26DEC2024
Delta for 23350 PE is -
Historical price for 23350 PE is as follows
On 26 Dec NIFTY was trading at 23752.40. The strike last trading price was 0.05, which was -7.30 lower than the previous day. The implied volatity was -, the open interest changed by 73825 which increased total open position to 114323
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 7.35, which was -5.65 lower than the previous day. The implied volatity was 14.88, the open interest changed by -2844 which decreased total open position to 40328
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 13, which was -64.20 lower than the previous day. The implied volatity was 14.62, the open interest changed by 27255 which increased total open position to 46140
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 77.2, which was 43.20 higher than the previous day. The implied volatity was 16.42, the open interest changed by 11637 which increased total open position to 20047
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 34, which was 17.45 higher than the previous day. The implied volatity was 17.23, the open interest changed by 2429 which increased total open position to 8348
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 16.55, which was 0.45 higher than the previous day. The implied volatity was 17.08, the open interest changed by 946 which increased total open position to 5974
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 16.1, which was 4.35 higher than the previous day. The implied volatity was 17.46, the open interest changed by 594 which increased total open position to 5107
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 11.75, which was -0.05 lower than the previous day. The implied volatity was 19.37, the open interest changed by -484 which decreased total open position to 4515
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 11.8, which was -3.90 lower than the previous day. The implied volatity was 18.51, the open interest changed by -18273 which decreased total open position to 4953
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 15.7, which was 0.35 higher than the previous day. The implied volatity was 16.50, the open interest changed by -21829 which decreased total open position to 3178
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 15.35, which was -7.65 lower than the previous day. The implied volatity was 16.80, the open interest changed by -15904 which decreased total open position to 2861
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 23, which was -6.20 lower than the previous day. The implied volatity was 17.65, the open interest changed by 132 which increased total open position to 3301
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 29.2, which was -3.50 lower than the previous day. The implied volatity was 18.19, the open interest changed by -15571 which decreased total open position to 3173
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 32.7, which was -6.00 lower than the previous day. The implied volatity was 17.80, the open interest changed by -11001 which decreased total open position to 3154
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 38.7, which was -15.35 lower than the previous day. The implied volatity was 18.45, the open interest changed by -4534 which decreased total open position to 3089
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 54.05, which was -5.05 lower than the previous day. The implied volatity was 17.43, the open interest changed by 618 which increased total open position to 3595
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 59.1, which was -13.80 lower than the previous day. The implied volatity was 17.39, the open interest changed by 1431 which increased total open position to 3491
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 72.9, which was -11.50 lower than the previous day. The implied volatity was 16.55, the open interest changed by 3211 which increased total open position to 4230
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 84.4, which was -41.70 lower than the previous day. The implied volatity was 15.06, the open interest changed by 1152 which increased total open position to 3733
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 126.1, which was 57.65 higher than the previous day. The implied volatity was 15.50, the open interest changed by -884 which decreased total open position to 2597
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 68.45, which was -31.60 lower than the previous day. The implied volatity was 15.06, the open interest changed by 3226 which increased total open position to 3481
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 100.05, which was 4.05 higher than the previous day. The implied volatity was 16.07, the open interest changed by 1453 which increased total open position to 1727
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 96, which was -90.50 lower than the previous day. The implied volatity was 16.17, the open interest changed by 1541 which increased total open position to 1541
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 186.5, which was -135.85 lower than the previous day. The implied volatity was 16.30, the open interest changed by 1165 which increased total open position to 1165
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 322.35, which was 18.15 higher than the previous day. The implied volatity was 14.74, the open interest changed by 1279 which increased total open position to 1291
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 304.2, which was 21.75 higher than the previous day. The implied volatity was 15.60, the open interest changed by 203 which increased total open position to 1003
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 282.45, which was 25.15 higher than the previous day. The implied volatity was 14.61, the open interest changed by 570 which increased total open position to 785
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 257.3, which was 9.40 higher than the previous day. The implied volatity was 14.44, the open interest changed by 203 which increased total open position to 203
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 247.9, which was 60.60 higher than the previous day. The implied volatity was 14.51, the open interest changed by -46 which decreased total open position to 92
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 187.3, which was 48.75 higher than the previous day. The implied volatity was 14.67, the open interest changed by 134 which increased total open position to 134
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 138.55, which was -26.75 lower than the previous day. The implied volatity was 15.11, the open interest changed by 117 which increased total open position to 117
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 165.3, which was -1.75 lower than the previous day. The implied volatity was 15.79, the open interest changed by 0 which decreased total open position to 92
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 167.05, which was 41.20 higher than the previous day. The implied volatity was 16.44, the open interest changed by -11 which decreased total open position to 80
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 125.85, which was -67.00 lower than the previous day. The implied volatity was 16.79, the open interest changed by 49 which increased total open position to 112
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 192.85, which was 150.95 higher than the previous day. The implied volatity was 17.25, the open interest changed by 63 which increased total open position to 63
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 41.9, which was 0.00 lower than the previous day. The implied volatity was 2.57, 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 41.9, which was 0.00 lower than the previous day. The implied volatity was 3.30, 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 41.9, 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 41.9, 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 41.9, 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 41.9, 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 41.9, 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 41.9, 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 41.9, 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 41.9, 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 41.9, 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 41.9, 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 41.9, 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 41.9, 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 41.9, 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 41.9, 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 41.9, 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 41.9, 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 41.9, 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 41.9, 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 41.9, which was 41.90 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
