NIFTY
Nifty
Historical option data for NIFTY
20 Dec 2024 04:11 PM IST
| NIFTY 26DEC2024 23400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.75
Vega: 9.73
Theta: -15.89
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 23587.50 | 334.1 | -321.25 | 13.77 | 15,022 | 1,319.667 | 2,093.667 | |||
| 19 Dec | 23951.70 | 655.35 | -224.20 | 18.27 | 955 | 119.333 | 814.667 | |||
| 18 Dec | 24198.85 | 879.55 | -140.45 | 15.30 | 57.667 | -2.667 | 695 | |||
| 17 Dec | 24336.00 | 1020 | -331.00 | 21.39 | 72.667 | 600.333 | 698 | |||
| 16 Dec | 24668.25 | 1351 | -116.90 | 24.39 | 17 | -7.333 | 747.667 | |||
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| 13 Dec | 24768.30 | 1467.9 | 201.05 | 14.21 | 204.667 | 677 | 756 | |||
| 12 Dec | 24548.70 | 1266.85 | -69.15 | 19.58 | 29.333 | 694.667 | 819.333 | |||
| 11 Dec | 24641.80 | 1336 | 66.00 | 14.96 | 24 | -14.333 | 831.667 | |||
| 10 Dec | 24610.05 | 1270 | -55.00 | - | 6.333 | 686.333 | 846 | |||
| 9 Dec | 24619.00 | 1325 | -84.00 | - | 15 | 675 | 850 | |||
| 6 Dec | 24677.80 | 1409 | -21.20 | 13.99 | 110 | 642.667 | 849.667 | |||
| 5 Dec | 24708.40 | 1430.2 | 210.20 | - | 210.667 | 891.667 | 895.667 | |||
| 4 Dec | 24467.45 | 1220 | 20.05 | 12.93 | 65.667 | 839.667 | 941.667 | |||
| 3 Dec | 24457.15 | 1199.95 | 100.95 | 10.79 | 184.333 | 849.333 | 950 | |||
| 2 Dec | 24276.05 | 1099 | 105.65 | 15.69 | 169.667 | -61.333 | 1,035.667 | |||
| 29 Nov | 24131.10 | 993.35 | 124.50 | 15.32 | 102.333 | -667 | 1,096 | |||
| 28 Nov | 23914.15 | 868.85 | -255.50 | 15.14 | 563 | 999.333 | 1,081.667 | |||
| 27 Nov | 24274.90 | 1124.35 | 79.90 | 14.16 | 311.667 | 923.667 | 1,006 | |||
| 26 Nov | 24194.50 | 1044.45 | -89.80 | 13.05 | 101 | 926.333 | 929.667 | |||
| 25 Nov | 24221.90 | 1134.25 | 319.25 | 15.05 | 387.333 | 899.667 | 952.667 | |||
| 22 Nov | 23907.25 | 815 | 353.20 | 13.00 | 4,128.333 | 973 | 1,026 | |||
| 21 Nov | 23349.90 | 461.8 | -91.60 | 12.90 | 4,092 | 993 | 1,551 | |||
| 19 Nov | 23518.50 | 553.4 | -6.70 | 12.80 | 902.333 | -88 | 568.333 | |||
| 18 Nov | 23453.80 | 560.1 | -79.90 | 12.90 | 2,598 | 502 | 657 | |||
| 14 Nov | 23532.70 | 640 | -66.60 | 12.41 | 374 | 156 | 156.333 | |||
| 13 Nov | 23559.05 | 706.6 | -96.90 | 13.38 | 116.667 | 61.333 | 61.333 | |||
| 12 Nov | 23883.45 | 803.5 | -354.05 | 9.93 | 15.333 | 9 | 10.667 | |||
| 11 Nov | 24141.30 | 1157.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 24148.20 | 1157.55 | 167.55 | 14.38 | 2.667 | 1.333 | 2.333 | |||
| 7 Nov | 24199.35 | 990 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 24484.05 | 990 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 24213.30 | 990 | 0.00 | 0.00 | 0 | 0.667 | 0 | |||
| 4 Nov | 23995.35 | 990 | -480.00 | 9.99 | 0.667 | 0.667 | 0.667 | |||
| 1 Nov | 24304.35 | 1470 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 24205.35 | 1470 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 24340.85 | 1470 | -10.00 | - | 0.333 | 0 | 0.333 | |||
| 29 Oct | 24466.85 | 1480 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 24339.15 | 1480 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 24180.80 | 1480 | 0.00 | - | 0 | 0.333 | 0 | |||
| 24 Oct | 24399.40 | 1480 | -1802.70 | - | 0.333 | 0 | 0 | |||
| 23 Oct | 24435.50 | 3282.7 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 24472.10 | 3282.7 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 24781.10 | 3282.7 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 24854.05 | 3282.7 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 24749.85 | 3282.7 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 24971.30 | 3282.7 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 25057.35 | 3282.7 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 25127.95 | 3282.7 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 24964.25 | 3282.7 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 24998.45 | 3282.7 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 24981.95 | 3282.7 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 25013.15 | 3282.7 | 3282.70 | - | 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 23400 expiring on 26DEC2024
Delta for 23400 CE is 0.75
Historical price for 23400 CE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 334.1, which was -321.25 lower than the previous day. The implied volatity was 13.77, the open interest changed by 3959 which increased total open position to 6281
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 655.35, which was -224.20 lower than the previous day. The implied volatity was 18.27, the open interest changed by 358 which increased total open position to 2444
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 879.55, which was -140.45 lower than the previous day. The implied volatity was 15.30, the open interest changed by -8 which decreased total open position to 2085
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 1020, which was -331.00 lower than the previous day. The implied volatity was 21.39, the open interest changed by 1801 which increased total open position to 2094
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 1351, which was -116.90 lower than the previous day. The implied volatity was 24.39, the open interest changed by -22 which decreased total open position to 2243
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 1467.9, which was 201.05 higher than the previous day. The implied volatity was 14.21, the open interest changed by 2031 which increased total open position to 2268
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 1266.85, which was -69.15 lower than the previous day. The implied volatity was 19.58, the open interest changed by 2084 which increased total open position to 2458
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 1336, which was 66.00 higher than the previous day. The implied volatity was 14.96, the open interest changed by -43 which decreased total open position to 2495
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 1270, which was -55.00 lower than the previous day. The implied volatity was -, the open interest changed by 2059 which increased total open position to 2538
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 1325, which was -84.00 lower than the previous day. The implied volatity was -, the open interest changed by 2025 which increased total open position to 2550
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 1409, which was -21.20 lower than the previous day. The implied volatity was 13.99, the open interest changed by 1928 which increased total open position to 2549
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 1430.2, which was 210.20 higher than the previous day. The implied volatity was -, the open interest changed by 2675 which increased total open position to 2687
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 1220, which was 20.05 higher than the previous day. The implied volatity was 12.93, the open interest changed by 2519 which increased total open position to 2825
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 1199.95, which was 100.95 higher than the previous day. The implied volatity was 10.79, the open interest changed by 2548 which increased total open position to 2850
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 1099, which was 105.65 higher than the previous day. The implied volatity was 15.69, the open interest changed by -184 which decreased total open position to 3107
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 993.35, which was 124.50 higher than the previous day. The implied volatity was 15.32, the open interest changed by -2001 which decreased total open position to 3288
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 868.85, which was -255.50 lower than the previous day. The implied volatity was 15.14, the open interest changed by 2998 which increased total open position to 3245
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 1124.35, which was 79.90 higher than the previous day. The implied volatity was 14.16, the open interest changed by 2771 which increased total open position to 3018
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 1044.45, which was -89.80 lower than the previous day. The implied volatity was 13.05, the open interest changed by 2779 which increased total open position to 2789
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 1134.25, which was 319.25 higher than the previous day. The implied volatity was 15.05, the open interest changed by 2699 which increased total open position to 2858
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 815, which was 353.20 higher than the previous day. The implied volatity was 13.00, the open interest changed by 2919 which increased total open position to 3078
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 461.8, which was -91.60 lower than the previous day. The implied volatity was 12.90, the open interest changed by 2979 which increased total open position to 4653
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 553.4, which was -6.70 lower than the previous day. The implied volatity was 12.80, the open interest changed by -264 which decreased total open position to 1705
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 560.1, which was -79.90 lower than the previous day. The implied volatity was 12.90, the open interest changed by 1506 which increased total open position to 1971
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 640, which was -66.60 lower than the previous day. The implied volatity was 12.41, the open interest changed by 468 which increased total open position to 469
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 706.6, which was -96.90 lower than the previous day. The implied volatity was 13.38, the open interest changed by 184 which increased total open position to 184
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 803.5, which was -354.05 lower than the previous day. The implied volatity was 9.93, the open interest changed by 27 which increased total open position to 32
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 1157.55, 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 1157.55, which was 167.55 higher than the previous day. The implied volatity was 14.38, the open interest changed by 4 which increased total open position to 7
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 990, 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 990, 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 990, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 990, which was -480.00 lower than the previous day. The implied volatity was 9.99, the open interest changed by 2 which increased total open position to 2
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 1470, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 1470, 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 1470, which was -10.00 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 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 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 24 Oct NIFTY was trading at 24399.40. The strike last trading price was 1480, which was -1802.70 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 3282.7, 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 3282.7, 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 3282.7, 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 3282.7, 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 3282.7, 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 3282.7, 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 3282.7, 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 3282.7, 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 3282.7, 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 3282.7, 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 3282.7, 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 3282.7, which was 3282.70 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 23400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.29
Vega: 10.36
Theta: -12.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23587.50 | 91.5 | 51.50 | 16.46 | 5,91,816 | -11,273 | 27,481.667 |
| 19 Dec | 23951.70 | 40 | 21.00 | 17.14 | 1,47,924.333 | 13,678 | 28,198.333 |
| 18 Dec | 24198.85 | 19 | 0.30 | 16.84 | 39,905.667 | -22,812 | 14,384 |
| 17 Dec | 24336.00 | 18.7 | 5.60 | 17.34 | 27,528.333 | -32,620.667 | 11,110 |
| 16 Dec | 24668.25 | 13.1 | 0.45 | 19.16 | 15,084.667 | -22,670 | 9,601 |
| 13 Dec | 24768.30 | 12.65 | -5.00 | 18.22 | 38,993 | 1,125 | 8,725.667 |
| 12 Dec | 24548.70 | 17.65 | 0.45 | 16.35 | 11,912.333 | 2,487 | 7,665 |
| 11 Dec | 24641.80 | 17.2 | -7.80 | 16.67 | 9,691.667 | 3,046 | 8,028 |
| 10 Dec | 24610.05 | 25 | -5.50 | 17.45 | 7,417.333 | 3,477.667 | 7,051.333 |
| 9 Dec | 24619.00 | 30.5 | -5.75 | 17.86 | 7,209 | -23,040.667 | 6,697.667 |
| 6 Dec | 24677.80 | 36.25 | -5.85 | 17.75 | 12,149.667 | -11,985.333 | 6,691 |
| 5 Dec | 24708.40 | 42.1 | -17.85 | 18.35 | 14,532.333 | 7,992.333 | 8,435 |
| 4 Dec | 24467.45 | 59.95 | -5.40 | 17.43 | 11,714 | 407.667 | 8,761.667 |
| 3 Dec | 24457.15 | 65.35 | -13.05 | 17.41 | 12,275.667 | 479 | 8,364.667 |
| 2 Dec | 24276.05 | 78.4 | -11.60 | 16.40 | 12,565 | 7,792.333 | 7,912.333 |
| 29 Nov | 24131.10 | 90 | -47.95 | 14.87 | 8,862 | 7,092 | 7,205.667 |
| 28 Nov | 23914.15 | 137.95 | 62.60 | 15.51 | 11,538 | 465.667 | 6,761.333 |
| 27 Nov | 24274.90 | 75.35 | -32.70 | 15.04 | 12,589.667 | 2,652 | 11,018 |
| 26 Nov | 24194.50 | 108.05 | 4.85 | 16.01 | 3,776.333 | 276.333 | 8,377.333 |
| 25 Nov | 24221.90 | 103.2 | -75.80 | 16.09 | 18,388.667 | 8,061 | 8,174.667 |
| 22 Nov | 23907.25 | 179 | -163.80 | 15.39 | 14,065 | 4,330 | 4,443.667 |
| 21 Nov | 23349.90 | 342.8 | 22.80 | 14.70 | 8,953 | 137 | 3,963.333 |
| 19 Nov | 23518.50 | 320 | 25.80 | 15.46 | 9,993.667 | 3,835 | 3,839.333 |
| 18 Nov | 23453.80 | 294.2 | 21.70 | 14.35 | 5,589.667 | 1,378 | 1,802.667 |
| 14 Nov | 23532.70 | 272.5 | 10.55 | 14.35 | 2,202.333 | 1,210.667 | 1,214 |
| 13 Nov | 23559.05 | 261.95 | 53.95 | 14.41 | 1,994.333 | 243 | 1,111.667 |
| 12 Nov | 23883.45 | 208 | 64.25 | 14.94 | 585 | 70.667 | 871.667 |
| 11 Nov | 24141.30 | 143.75 | -32.80 | 14.89 | 930 | 800 | 800.333 |
| 8 Nov | 24148.20 | 176.55 | 10.25 | 15.79 | 178.667 | 48.333 | 681.333 |
| 7 Nov | 24199.35 | 166.3 | 35.10 | 15.98 | 228.667 | -2 | 638.333 |
| 6 Nov | 24484.05 | 131.2 | -77.40 | 16.65 | 662.667 | 47.333 | 638.667 |
| 5 Nov | 24213.30 | 208.6 | -57.25 | 17.41 | 141 | 591.333 | 591.333 |
| 4 Nov | 23995.35 | 265.85 | 52.85 | 17.53 | 414.667 | 9.333 | 582.667 |
| 1 Nov | 24304.35 | 213 | 1.20 | 17.95 | 71.667 | 573.333 | 573.333 |
| 31 Oct | 24205.35 | 211.8 | 17.25 | - | 109 | 510.667 | 510.667 |
| 30 Oct | 24340.85 | 194.55 | 24.80 | - | 55.333 | 482 | 482 |
| 29 Oct | 24466.85 | 169.75 | -7.90 | - | 125.667 | 475.333 | 475.333 |
| 28 Oct | 24339.15 | 177.65 | -44.40 | - | 134.333 | 28.667 | 434.333 |
| 25 Oct | 24180.80 | 222.05 | 53.10 | - | 193 | 18.667 | 405.667 |
| 24 Oct | 24399.40 | 168.95 | -9.05 | - | 416.667 | 89 | 388.333 |
| 23 Oct | 24435.50 | 178 | 15.80 | - | 85.333 | 41.667 | 299.333 |
| 22 Oct | 24472.10 | 162.2 | 33.95 | - | 30 | 20.333 | 257 |
| 21 Oct | 24781.10 | 128.25 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 24854.05 | 128.25 | 0.00 | - | 0 | 4 | 0 |
| 17 Oct | 24749.85 | 128.25 | 4.25 | - | 4.333 | 2.667 | 235.333 |
| 16 Oct | 24971.30 | 124 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 25057.35 | 124 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 25127.95 | 124 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 24964.25 | 124 | 0.00 | - | 0 | 0 | 232.667 |
| 10 Oct | 24998.45 | 124 | -21.00 | - | 0.333 | 0 | 232.333 |
| 9 Oct | 24981.95 | 145 | -30.00 | - | 89.667 | 64 | 227 |
| 8 Oct | 25013.15 | 175 | 0.00 | - | 0 | 163 | 0 |
| 7 Oct | 24795.75 | 175 | 175.00 | - | 220 | 162.667 | 162.667 |
| 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 23400 expiring on 26DEC2024
Delta for 23400 PE is -0.29
Historical price for 23400 PE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 91.5, which was 51.50 higher than the previous day. The implied volatity was 16.46, the open interest changed by -33819 which decreased total open position to 82445
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 40, which was 21.00 higher than the previous day. The implied volatity was 17.14, the open interest changed by 41034 which increased total open position to 84595
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 19, which was 0.30 higher than the previous day. The implied volatity was 16.84, the open interest changed by -68436 which decreased total open position to 43152
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 18.7, which was 5.60 higher than the previous day. The implied volatity was 17.34, the open interest changed by -97862 which decreased total open position to 33330
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 13.1, which was 0.45 higher than the previous day. The implied volatity was 19.16, the open interest changed by -68010 which decreased total open position to 28803
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 12.65, which was -5.00 lower than the previous day. The implied volatity was 18.22, the open interest changed by 3375 which increased total open position to 26177
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 17.65, which was 0.45 higher than the previous day. The implied volatity was 16.35, the open interest changed by 7461 which increased total open position to 22995
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 17.2, which was -7.80 lower than the previous day. The implied volatity was 16.67, the open interest changed by 9138 which increased total open position to 24084
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 25, which was -5.50 lower than the previous day. The implied volatity was 17.45, the open interest changed by 10433 which increased total open position to 21154
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 30.5, which was -5.75 lower than the previous day. The implied volatity was 17.86, the open interest changed by -69122 which decreased total open position to 20093
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 36.25, which was -5.85 lower than the previous day. The implied volatity was 17.75, the open interest changed by -35956 which decreased total open position to 20073
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 42.1, which was -17.85 lower than the previous day. The implied volatity was 18.35, the open interest changed by 23977 which increased total open position to 25305
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 59.95, which was -5.40 lower than the previous day. The implied volatity was 17.43, the open interest changed by 1223 which increased total open position to 26285
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 65.35, which was -13.05 lower than the previous day. The implied volatity was 17.41, the open interest changed by 1437 which increased total open position to 25094
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 78.4, which was -11.60 lower than the previous day. The implied volatity was 16.40, the open interest changed by 23377 which increased total open position to 23737
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 90, which was -47.95 lower than the previous day. The implied volatity was 14.87, the open interest changed by 21276 which increased total open position to 21617
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 137.95, which was 62.60 higher than the previous day. The implied volatity was 15.51, the open interest changed by 1397 which increased total open position to 20284
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 75.35, which was -32.70 lower than the previous day. The implied volatity was 15.04, the open interest changed by 7956 which increased total open position to 33054
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 108.05, which was 4.85 higher than the previous day. The implied volatity was 16.01, the open interest changed by 829 which increased total open position to 25132
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 103.2, which was -75.80 lower than the previous day. The implied volatity was 16.09, the open interest changed by 24183 which increased total open position to 24524
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 179, which was -163.80 lower than the previous day. The implied volatity was 15.39, the open interest changed by 12990 which increased total open position to 13331
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 342.8, which was 22.80 higher than the previous day. The implied volatity was 14.70, the open interest changed by 411 which increased total open position to 11890
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 320, which was 25.80 higher than the previous day. The implied volatity was 15.46, the open interest changed by 11505 which increased total open position to 11518
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 294.2, which was 21.70 higher than the previous day. The implied volatity was 14.35, the open interest changed by 4134 which increased total open position to 5408
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 272.5, which was 10.55 higher than the previous day. The implied volatity was 14.35, the open interest changed by 3632 which increased total open position to 3642
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 261.95, which was 53.95 higher than the previous day. The implied volatity was 14.41, the open interest changed by 729 which increased total open position to 3335
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 208, which was 64.25 higher than the previous day. The implied volatity was 14.94, the open interest changed by 212 which increased total open position to 2615
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 143.75, which was -32.80 lower than the previous day. The implied volatity was 14.89, the open interest changed by 2400 which increased total open position to 2401
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 176.55, which was 10.25 higher than the previous day. The implied volatity was 15.79, the open interest changed by 145 which increased total open position to 2044
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 166.3, which was 35.10 higher than the previous day. The implied volatity was 15.98, the open interest changed by -6 which decreased total open position to 1915
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 131.2, which was -77.40 lower than the previous day. The implied volatity was 16.65, the open interest changed by 142 which increased total open position to 1916
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 208.6, which was -57.25 lower than the previous day. The implied volatity was 17.41, the open interest changed by 1774 which increased total open position to 1774
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 265.85, which was 52.85 higher than the previous day. The implied volatity was 17.53, the open interest changed by 28 which increased total open position to 1748
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 213, which was 1.20 higher than the previous day. The implied volatity was 17.95, the open interest changed by 1720 which increased total open position to 1720
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 211.8, which was 17.25 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 194.55, which was 24.80 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 169.75, which was -7.90 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 177.65, which was -44.40 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 222.05, which was 53.10 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 168.95, which was -9.05 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 178, which was 15.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct NIFTY was trading at 24472.10. The strike last trading price was 162.2, which was 33.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct NIFTY was trading at 24781.10. The strike last trading price was 128.25, 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 128.25, 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 128.25, which was 4.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct NIFTY was trading at 24971.30. The strike last trading price was 124, 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 124, 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 124, 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 124, 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 124, which was -21.00 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 145, which was -30.00 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 175, 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 175, which was 175.00 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
