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[--[65.84.65.76]--]
NIFTY
Nifty

22957.25 128.10 (0.56%)

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Historical option data for NIFTY

28 Jan 2025 04:11 PM IST
NIFTY 30JAN2025 23400 CE
Delta: 0.10
Vega: 3.08
Theta: -15.26
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
28 Jan 22957.25 16 -1.2 18.96 30,06,009 -33,269 1,74,731
27 Jan 22829.15 17 -41.55 19.91 20,11,891 38,209 2,11,012
24 Jan 23092.20 57.7 -64.4 13.28 33,32,986 -88,293 1,80,405
23 Jan 23205.35 121.2 17.30 14.17 4,73,036 -1,80,825 1,12,398
22 Jan 23155.35 103.9 -1.90 13.31 3,38,147 -1,54,983 1,01,832
21 Jan 23024.65 105.8 -123.20 15.21 4,26,462 10,752 71,127
20 Jan 23344.75 229 49.90 14.83 1,51,380 19,436 60,681
17 Jan 23203.20 179.1 -82.55 13.25 1,26,968 -615 41,776
16 Jan 23311.80 261.65 68.65 13.17 1,17,445 -3,51,438 43,089
15 Jan 23213.20 193 -27.00 12.18 45,773 -2,91,264 26,616
14 Jan 23176.05 220 18.40 13.52 58,945 1,391 25,492
13 Jan 23085.95 201.6 -174.80 14.62 74,370 18,233 24,260
10 Jan 23431.50 376.4 -99.05 13.10 50,403 6,110 17,207
9 Jan 23526.50 475.45 -82.85 13.75 12,400 10,851 11,139
8 Jan 23688.95 558.3 -20.85 13.33 24,897 2,480 9,263
7 Jan 23707.90 579.15 0.80 13.23 3,406 4,755 4,929
6 Jan 23616.05 578.35 -219.35 14.78 5,972 589 4,961
3 Jan 24004.75 797.7 -173.75 9.93 2,920 4,425 4,434
2 Jan 24188.65 971.45 265.45 10.27 2,527 -686 5,272
1 Jan 23742.90 706 67.00 14.11 4,640 5,674 5,989
31 Dec 23644.80 639 -4.10 13.58 8,489 434 5,399
30 Dec 23644.90 643.1 -116.90 13.58 1,892 4,309 4,390
27 Dec 23813.40 760 38.60 11.93 1,085 4,195 4,285
26 Dec 23750.20 721.4 -24.50 12.20 3,640 2,260 4,323
24 Dec 23727.65 745.9 8.10 13.45 2,487 2,063 2,063
23 Dec 23753.45 737.8 32.90 12.22 2,074 1,094 1,388
20 Dec 23587.50 704.9 -275.75 13.20 1,437 1,077 1,077
19 Dec 23951.70 980.65 -339.35 14.10 278 155 413
18 Dec 24198.85 1320 0.00 0.00 0 -18 0
17 Dec 24336.00 1320 -263.00 15.53 22 278 278
16 Dec 24668.25 1583 34.00 13.71 52 -8 310
13 Dec 24768.30 1549 -41.00 - 11 4 321
12 Dec 24548.70 1590 0.00 0.00 0 -1 0
11 Dec 24641.80 1590 34.85 12.65 1 318 318
10 Dec 24610.05 1555.15 15.15 9.30 8 -1 318
9 Dec 24619.00 1540 -105.25 - 10 318 318
6 Dec 24677.80 1645.25 84.15 11.16 18 0 333
5 Dec 24708.40 1561.1 101.10 - 14 -1 324
4 Dec 24467.45 1460 0.00 10.76 3 0 325
3 Dec 24457.15 1460 217.00 11.30 90 -38 365
2 Dec 24276.05 1243 0.00 0.00 0 -52 0
29 Nov 24131.10 1243 118.00 12.82 119 -50 405
28 Nov 23914.15 1125 -252.05 13.03 20 -1 454
27 Nov 24274.90 1377.05 77.05 12.40 74 -15 455
26 Nov 24194.50 1300 -31.55 11.83 10 470 470
25 Nov 24221.90 1331.55 291.05 10.63 134 108 470
22 Nov 23907.25 1040.5 347.30 10.89 444 117 479
21 Nov 23349.90 693.2 -99.35 11.67 370 145 351
19 Nov 23518.50 792.55 10.85 11.72 109 46 206
18 Nov 23453.80 781.7 -71.85 11.38 301 155 162
14 Nov 23532.70 853.55 -75.95 10.83 6 4 5
13 Nov 23559.05 929.5 -595.80 11.85 1 0 0
12 Nov 23883.45 1525.3 0.00 - 0 0 0
11 Nov 24141.30 1525.3 0.00 - 0 0 0
8 Nov 24148.20 1525.3 0.00 - 0 0 0
7 Nov 24199.35 1525.3 0.00 - 0 0 0
6 Nov 24484.05 1525.3 0.00 - 0 0 0
5 Nov 24213.30 1525.3 0.00 - 0 0 0
4 Nov 23995.35 1525.3 - 0 0 0


For Nifty - strike price 23400 expiring on 30JAN2025

Delta for 23400 CE is 0.10

Historical price for 23400 CE is as follows

On 28 Jan NIFTY was trading at 22957.25. The strike last trading price was 16, which was -1.2 lower than the previous day. The implied volatity was 18.96, the open interest changed by -33269 which decreased total open position to 174731


On 27 Jan NIFTY was trading at 22829.15. The strike last trading price was 17, which was -41.55 lower than the previous day. The implied volatity was 19.91, the open interest changed by 38209 which increased total open position to 211012


On 24 Jan NIFTY was trading at 23092.20. The strike last trading price was 57.7, which was -64.4 lower than the previous day. The implied volatity was 13.28, the open interest changed by -88293 which decreased total open position to 180405


On 23 Jan NIFTY was trading at 23205.35. The strike last trading price was 121.2, which was 17.30 higher than the previous day. The implied volatity was 14.17, the open interest changed by -180825 which decreased total open position to 112398


On 22 Jan NIFTY was trading at 23155.35. The strike last trading price was 103.9, which was -1.90 lower than the previous day. The implied volatity was 13.31, the open interest changed by -154983 which decreased total open position to 101832


On 21 Jan NIFTY was trading at 23024.65. The strike last trading price was 105.8, which was -123.20 lower than the previous day. The implied volatity was 15.21, the open interest changed by 10752 which increased total open position to 71127


On 20 Jan NIFTY was trading at 23344.75. The strike last trading price was 229, which was 49.90 higher than the previous day. The implied volatity was 14.83, the open interest changed by 19436 which increased total open position to 60681


On 17 Jan NIFTY was trading at 23203.20. The strike last trading price was 179.1, which was -82.55 lower than the previous day. The implied volatity was 13.25, the open interest changed by -615 which decreased total open position to 41776


On 16 Jan NIFTY was trading at 23311.80. The strike last trading price was 261.65, which was 68.65 higher than the previous day. The implied volatity was 13.17, the open interest changed by -351438 which decreased total open position to 43089


On 15 Jan NIFTY was trading at 23213.20. The strike last trading price was 193, which was -27.00 lower than the previous day. The implied volatity was 12.18, the open interest changed by -291264 which decreased total open position to 26616


On 14 Jan NIFTY was trading at 23176.05. The strike last trading price was 220, which was 18.40 higher than the previous day. The implied volatity was 13.52, the open interest changed by 1391 which increased total open position to 25492


On 13 Jan NIFTY was trading at 23085.95. The strike last trading price was 201.6, which was -174.80 lower than the previous day. The implied volatity was 14.62, the open interest changed by 18233 which increased total open position to 24260


On 10 Jan NIFTY was trading at 23431.50. The strike last trading price was 376.4, which was -99.05 lower than the previous day. The implied volatity was 13.10, the open interest changed by 6110 which increased total open position to 17207


On 9 Jan NIFTY was trading at 23526.50. The strike last trading price was 475.45, which was -82.85 lower than the previous day. The implied volatity was 13.75, the open interest changed by 10851 which increased total open position to 11139


On 8 Jan NIFTY was trading at 23688.95. The strike last trading price was 558.3, which was -20.85 lower than the previous day. The implied volatity was 13.33, the open interest changed by 2480 which increased total open position to 9263


On 7 Jan NIFTY was trading at 23707.90. The strike last trading price was 579.15, which was 0.80 higher than the previous day. The implied volatity was 13.23, the open interest changed by 4755 which increased total open position to 4929


On 6 Jan NIFTY was trading at 23616.05. The strike last trading price was 578.35, which was -219.35 lower than the previous day. The implied volatity was 14.78, the open interest changed by 589 which increased total open position to 4961


On 3 Jan NIFTY was trading at 24004.75. The strike last trading price was 797.7, which was -173.75 lower than the previous day. The implied volatity was 9.93, the open interest changed by 4425 which increased total open position to 4434


On 2 Jan NIFTY was trading at 24188.65. The strike last trading price was 971.45, which was 265.45 higher than the previous day. The implied volatity was 10.27, the open interest changed by -686 which decreased total open position to 5272


On 1 Jan NIFTY was trading at 23742.90. The strike last trading price was 706, which was 67.00 higher than the previous day. The implied volatity was 14.11, the open interest changed by 5674 which increased total open position to 5989


On 31 Dec NIFTY was trading at 23644.80. The strike last trading price was 639, which was -4.10 lower than the previous day. The implied volatity was 13.58, the open interest changed by 434 which increased total open position to 5399


On 30 Dec NIFTY was trading at 23644.90. The strike last trading price was 643.1, which was -116.90 lower than the previous day. The implied volatity was 13.58, the open interest changed by 4309 which increased total open position to 4390


On 27 Dec NIFTY was trading at 23813.40. The strike last trading price was 760, which was 38.60 higher than the previous day. The implied volatity was 11.93, the open interest changed by 4195 which increased total open position to 4285


On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 721.4, which was -24.50 lower than the previous day. The implied volatity was 12.20, the open interest changed by 2260 which increased total open position to 4323


On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 745.9, which was 8.10 higher than the previous day. The implied volatity was 13.45, the open interest changed by 2063 which increased total open position to 2063


On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 737.8, which was 32.90 higher than the previous day. The implied volatity was 12.22, the open interest changed by 1094 which increased total open position to 1388


On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 704.9, which was -275.75 lower than the previous day. The implied volatity was 13.20, the open interest changed by 1077 which increased total open position to 1077


On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 980.65, which was -339.35 lower than the previous day. The implied volatity was 14.10, the open interest changed by 155 which increased total open position to 413


On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 1320, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -18 which decreased total open position to 0


On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 1320, which was -263.00 lower than the previous day. The implied volatity was 15.53, the open interest changed by 278 which increased total open position to 278


On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 1583, which was 34.00 higher than the previous day. The implied volatity was 13.71, the open interest changed by -8 which decreased total open position to 310


On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 1549, which was -41.00 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 321


On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 1590, 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 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 1590, which was 34.85 higher than the previous day. The implied volatity was 12.65, the open interest changed by 318 which increased total open position to 318


On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 1555.15, which was 15.15 higher than the previous day. The implied volatity was 9.30, the open interest changed by -1 which decreased total open position to 318


On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 1540, which was -105.25 lower than the previous day. The implied volatity was -, the open interest changed by 318 which increased total open position to 318


On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 1645.25, which was 84.15 higher than the previous day. The implied volatity was 11.16, the open interest changed by 0 which decreased total open position to 333


On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 1561.1, which was 101.10 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 324


On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 1460, which was 0.00 lower than the previous day. The implied volatity was 10.76, the open interest changed by 0 which decreased total open position to 325


On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 1460, which was 217.00 higher than the previous day. The implied volatity was 11.30, the open interest changed by -38 which decreased total open position to 365


On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 1243, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -52 which decreased total open position to 0


On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 1243, which was 118.00 higher than the previous day. The implied volatity was 12.82, the open interest changed by -50 which decreased total open position to 405


On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 1125, which was -252.05 lower than the previous day. The implied volatity was 13.03, the open interest changed by -1 which decreased total open position to 454


On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 1377.05, which was 77.05 higher than the previous day. The implied volatity was 12.40, the open interest changed by -15 which decreased total open position to 455


On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 1300, which was -31.55 lower than the previous day. The implied volatity was 11.83, the open interest changed by 470 which increased total open position to 470


On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 1331.55, which was 291.05 higher than the previous day. The implied volatity was 10.63, the open interest changed by 108 which increased total open position to 470


On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 1040.5, which was 347.30 higher than the previous day. The implied volatity was 10.89, the open interest changed by 117 which increased total open position to 479


On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 693.2, which was -99.35 lower than the previous day. The implied volatity was 11.67, the open interest changed by 145 which increased total open position to 351


On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 792.55, which was 10.85 higher than the previous day. The implied volatity was 11.72, the open interest changed by 46 which increased total open position to 206


On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 781.7, which was -71.85 lower than the previous day. The implied volatity was 11.38, the open interest changed by 155 which increased total open position to 162


On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 853.55, which was -75.95 lower than the previous day. The implied volatity was 10.83, the open interest changed by 4 which increased total open position to 5


On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 929.5, which was -595.80 lower than the previous day. The implied volatity was 11.85, 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 1525.3, 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 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 1525.3, 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 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 1525.3, 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 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 1525.3, 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 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 1525.3, 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 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 1525.3, 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 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 1525.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


NIFTY 30JAN2025 23400 PE
Delta: -0.88
Vega: 3.36
Theta: -11.23
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
28 Jan 22957.25 430.8 -137.65 20.10 75,058 -3,390 39,767
27 Jan 22829.15 581.65 238.5 20.26 72,744 -12,711 43,160
24 Jan 23092.20 340.35 84.8 14.39 8,72,684 -13,660 56,357
23 Jan 23205.35 253.35 -50.40 13.62 1,41,829 1,970 69,838
22 Jan 23155.35 303.75 -98.35 14.22 75,800 510 68,046
21 Jan 23024.65 402.1 166.25 15.75 2,38,848 4,100 67,953
20 Jan 23344.75 235.85 -81.20 15.34 1,14,654 14,884 63,858
17 Jan 23203.20 317.05 65.30 14.59 76,106 -15,096 49,221
16 Jan 23311.80 251.75 -66.25 14.93 1,10,457 17,006 60,386
15 Jan 23213.20 318 -15.10 14.79 34,567 1,699 43,349
14 Jan 23176.05 333.1 -92.00 14.72 37,241 157 42,193
13 Jan 23085.95 425.1 168.65 15.69 56,597 -65,355 46,296
10 Jan 23431.50 256.45 47.75 15.27 1,12,055 3,228 52,755
9 Jan 23526.50 208.7 32.95 14.90 43,828 15,073 43,909
8 Jan 23688.95 175.75 -13.85 14.99 46,706 36,384 37,524
7 Jan 23707.90 189.6 -48.40 15.68 26,092 23,850 35,613
6 Jan 23616.05 238 116.00 16.69 58,536 24,290 35,243
3 Jan 24004.75 122 25.55 15.23 26,888 36,042 38,742
2 Jan 24188.65 96.45 -88.60 15.50 49,564 -1,69,624 37,574
1 Jan 23742.90 185.05 -30.95 15.13 22,707 32,903 34,229
31 Dec 23644.80 216 3.75 15.11 33,263 31,261 31,819
30 Dec 23644.90 212.25 46.55 14.68 26,887 -218 29,698
27 Dec 23813.40 165.7 -40.15 14.38 26,944 4,939 29,973
26 Dec 23750.20 205.85 10.70 15.11 18,910 23,307 25,128
24 Dec 23727.65 195.15 -5.25 14.06 13,606 2,225 21,951
23 Dec 23753.45 200.4 -90.60 14.36 15,097 271 19,809
20 Dec 23587.50 291 107.15 15.97 28,751 19,355 19,550
19 Dec 23951.70 183.85 54.00 15.42 16,711 12,067 12,067
18 Dec 24198.85 129.85 5.35 15.29 6,492 855 8,012
17 Dec 24336.00 124.5 38.85 15.76 6,495 6,988 7,189
16 Dec 24668.25 85.65 19.40 16.08 6,659 -50 6,649
13 Dec 24768.30 66.25 -24.75 15.43 12,364 6,134 6,134
12 Dec 24548.70 91 6.40 15.15 2,344 4,189 4,189
11 Dec 24641.80 84.6 -13.65 15.31 2,127 569 3,622
10 Dec 24610.05 98.25 -5.75 15.86 1,356 3,057 3,057
9 Dec 24619.00 104 2.15 16.08 1,430 2,520 2,520
6 Dec 24677.80 101.85 -2.50 15.94 1,393 1,860 1,860
5 Dec 24708.40 104.35 -27.65 16.18 2,270 1,708 1,708
4 Dec 24467.45 132 -8.25 15.76 1,632 1,582 1,582
3 Dec 24457.15 140.25 -23.85 15.90 1,027 1,356 1,356
2 Dec 24276.05 164.1 -14.30 15.58 584 -100 1,070
29 Nov 24131.10 178.4 -45.10 14.76 791 -30 1,170
28 Nov 23914.15 223.5 70.00 14.95 1,015 1,189 1,189
27 Nov 24274.90 153.5 -31.40 14.80 446 890 890
26 Nov 24194.50 184.9 14.15 15.28 693 -28 1,062
25 Nov 24221.90 170.75 -101.00 15.12 1,538 623 1,090
22 Nov 23907.25 271.75 -148.65 15.39 2,005 992 1,459
21 Nov 23349.90 420.4 36.60 14.73 586 82 470
19 Nov 23518.50 383.8 15.45 14.90 595 157 288
18 Nov 23453.80 368.35 9.40 14.39 393 81 132
14 Nov 23532.70 358.95 26.95 14.79 16 5 51
13 Nov 23559.05 332 73.70 14.43 61 35 47
12 Nov 23883.45 258.3 -40.75 14.26 16 12 12
11 Nov 24141.30 299.05 0.00 2.62 0 0 0
8 Nov 24148.20 299.05 0.00 2.59 0 0 0
7 Nov 24199.35 299.05 0.00 2.76 0 0 0
6 Nov 24484.05 299.05 0.00 3.33 0 0 0
5 Nov 24213.30 299.05 0.00 2.76 0 0 0
4 Nov 23995.35 299.05 2.35 0 0 0


For Nifty - strike price 23400 expiring on 30JAN2025

Delta for 23400 PE is -0.88

Historical price for 23400 PE is as follows

On 28 Jan NIFTY was trading at 22957.25. The strike last trading price was 430.8, which was -137.65 lower than the previous day. The implied volatity was 20.10, the open interest changed by -3390 which decreased total open position to 39767


On 27 Jan NIFTY was trading at 22829.15. The strike last trading price was 581.65, which was 238.5 higher than the previous day. The implied volatity was 20.26, the open interest changed by -12711 which decreased total open position to 43160


On 24 Jan NIFTY was trading at 23092.20. The strike last trading price was 340.35, which was 84.8 higher than the previous day. The implied volatity was 14.39, the open interest changed by -13660 which decreased total open position to 56357


On 23 Jan NIFTY was trading at 23205.35. The strike last trading price was 253.35, which was -50.40 lower than the previous day. The implied volatity was 13.62, the open interest changed by 1970 which increased total open position to 69838


On 22 Jan NIFTY was trading at 23155.35. The strike last trading price was 303.75, which was -98.35 lower than the previous day. The implied volatity was 14.22, the open interest changed by 510 which increased total open position to 68046


On 21 Jan NIFTY was trading at 23024.65. The strike last trading price was 402.1, which was 166.25 higher than the previous day. The implied volatity was 15.75, the open interest changed by 4100 which increased total open position to 67953


On 20 Jan NIFTY was trading at 23344.75. The strike last trading price was 235.85, which was -81.20 lower than the previous day. The implied volatity was 15.34, the open interest changed by 14884 which increased total open position to 63858


On 17 Jan NIFTY was trading at 23203.20. The strike last trading price was 317.05, which was 65.30 higher than the previous day. The implied volatity was 14.59, the open interest changed by -15096 which decreased total open position to 49221


On 16 Jan NIFTY was trading at 23311.80. The strike last trading price was 251.75, which was -66.25 lower than the previous day. The implied volatity was 14.93, the open interest changed by 17006 which increased total open position to 60386


On 15 Jan NIFTY was trading at 23213.20. The strike last trading price was 318, which was -15.10 lower than the previous day. The implied volatity was 14.79, the open interest changed by 1699 which increased total open position to 43349


On 14 Jan NIFTY was trading at 23176.05. The strike last trading price was 333.1, which was -92.00 lower than the previous day. The implied volatity was 14.72, the open interest changed by 157 which increased total open position to 42193


On 13 Jan NIFTY was trading at 23085.95. The strike last trading price was 425.1, which was 168.65 higher than the previous day. The implied volatity was 15.69, the open interest changed by -65355 which decreased total open position to 46296


On 10 Jan NIFTY was trading at 23431.50. The strike last trading price was 256.45, which was 47.75 higher than the previous day. The implied volatity was 15.27, the open interest changed by 3228 which increased total open position to 52755


On 9 Jan NIFTY was trading at 23526.50. The strike last trading price was 208.7, which was 32.95 higher than the previous day. The implied volatity was 14.90, the open interest changed by 15073 which increased total open position to 43909


On 8 Jan NIFTY was trading at 23688.95. The strike last trading price was 175.75, which was -13.85 lower than the previous day. The implied volatity was 14.99, the open interest changed by 36384 which increased total open position to 37524


On 7 Jan NIFTY was trading at 23707.90. The strike last trading price was 189.6, which was -48.40 lower than the previous day. The implied volatity was 15.68, the open interest changed by 23850 which increased total open position to 35613


On 6 Jan NIFTY was trading at 23616.05. The strike last trading price was 238, which was 116.00 higher than the previous day. The implied volatity was 16.69, the open interest changed by 24290 which increased total open position to 35243


On 3 Jan NIFTY was trading at 24004.75. The strike last trading price was 122, which was 25.55 higher than the previous day. The implied volatity was 15.23, the open interest changed by 36042 which increased total open position to 38742


On 2 Jan NIFTY was trading at 24188.65. The strike last trading price was 96.45, which was -88.60 lower than the previous day. The implied volatity was 15.50, the open interest changed by -169624 which decreased total open position to 37574


On 1 Jan NIFTY was trading at 23742.90. The strike last trading price was 185.05, which was -30.95 lower than the previous day. The implied volatity was 15.13, the open interest changed by 32903 which increased total open position to 34229


On 31 Dec NIFTY was trading at 23644.80. The strike last trading price was 216, which was 3.75 higher than the previous day. The implied volatity was 15.11, the open interest changed by 31261 which increased total open position to 31819


On 30 Dec NIFTY was trading at 23644.90. The strike last trading price was 212.25, which was 46.55 higher than the previous day. The implied volatity was 14.68, the open interest changed by -218 which decreased total open position to 29698


On 27 Dec NIFTY was trading at 23813.40. The strike last trading price was 165.7, which was -40.15 lower than the previous day. The implied volatity was 14.38, the open interest changed by 4939 which increased total open position to 29973


On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 205.85, which was 10.70 higher than the previous day. The implied volatity was 15.11, the open interest changed by 23307 which increased total open position to 25128


On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 195.15, which was -5.25 lower than the previous day. The implied volatity was 14.06, the open interest changed by 2225 which increased total open position to 21951


On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 200.4, which was -90.60 lower than the previous day. The implied volatity was 14.36, the open interest changed by 271 which increased total open position to 19809


On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 291, which was 107.15 higher than the previous day. The implied volatity was 15.97, the open interest changed by 19355 which increased total open position to 19550


On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 183.85, which was 54.00 higher than the previous day. The implied volatity was 15.42, the open interest changed by 12067 which increased total open position to 12067


On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 129.85, which was 5.35 higher than the previous day. The implied volatity was 15.29, the open interest changed by 855 which increased total open position to 8012


On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 124.5, which was 38.85 higher than the previous day. The implied volatity was 15.76, the open interest changed by 6988 which increased total open position to 7189


On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 85.65, which was 19.40 higher than the previous day. The implied volatity was 16.08, the open interest changed by -50 which decreased total open position to 6649


On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 66.25, which was -24.75 lower than the previous day. The implied volatity was 15.43, the open interest changed by 6134 which increased total open position to 6134


On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 91, which was 6.40 higher than the previous day. The implied volatity was 15.15, the open interest changed by 4189 which increased total open position to 4189


On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 84.6, which was -13.65 lower than the previous day. The implied volatity was 15.31, the open interest changed by 569 which increased total open position to 3622


On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 98.25, which was -5.75 lower than the previous day. The implied volatity was 15.86, the open interest changed by 3057 which increased total open position to 3057


On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 104, which was 2.15 higher than the previous day. The implied volatity was 16.08, the open interest changed by 2520 which increased total open position to 2520


On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 101.85, which was -2.50 lower than the previous day. The implied volatity was 15.94, the open interest changed by 1860 which increased total open position to 1860


On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 104.35, which was -27.65 lower than the previous day. The implied volatity was 16.18, the open interest changed by 1708 which increased total open position to 1708


On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 132, which was -8.25 lower than the previous day. The implied volatity was 15.76, the open interest changed by 1582 which increased total open position to 1582


On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 140.25, which was -23.85 lower than the previous day. The implied volatity was 15.90, the open interest changed by 1356 which increased total open position to 1356


On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 164.1, which was -14.30 lower than the previous day. The implied volatity was 15.58, the open interest changed by -100 which decreased total open position to 1070


On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 178.4, which was -45.10 lower than the previous day. The implied volatity was 14.76, the open interest changed by -30 which decreased total open position to 1170


On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 223.5, which was 70.00 higher than the previous day. The implied volatity was 14.95, the open interest changed by 1189 which increased total open position to 1189


On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 153.5, which was -31.40 lower than the previous day. The implied volatity was 14.80, the open interest changed by 890 which increased total open position to 890


On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 184.9, which was 14.15 higher than the previous day. The implied volatity was 15.28, the open interest changed by -28 which decreased total open position to 1062


On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 170.75, which was -101.00 lower than the previous day. The implied volatity was 15.12, the open interest changed by 623 which increased total open position to 1090


On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 271.75, which was -148.65 lower than the previous day. The implied volatity was 15.39, the open interest changed by 992 which increased total open position to 1459


On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 420.4, which was 36.60 higher than the previous day. The implied volatity was 14.73, the open interest changed by 82 which increased total open position to 470


On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 383.8, which was 15.45 higher than the previous day. The implied volatity was 14.90, the open interest changed by 157 which increased total open position to 288


On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 368.35, which was 9.40 higher than the previous day. The implied volatity was 14.39, the open interest changed by 81 which increased total open position to 132


On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 358.95, which was 26.95 higher than the previous day. The implied volatity was 14.79, the open interest changed by 5 which increased total open position to 51


On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 332, which was 73.70 higher than the previous day. The implied volatity was 14.43, the open interest changed by 35 which increased total open position to 47


On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 258.3, which was -40.75 lower than the previous day. The implied volatity was 14.26, the open interest changed by 12 which increased total open position to 12


On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 299.05, which was 0.00 lower than the previous day. The implied volatity was 2.62, 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 299.05, which was 0.00 lower than the previous day. The implied volatity was 2.59, 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 299.05, which was 0.00 lower than the previous day. The implied volatity was 2.76, 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 299.05, which was 0.00 lower than the previous day. The implied volatity was 3.33, 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 299.05, which was 0.00 lower than the previous day. The implied volatity was 2.76, the open interest changed by 0 which decreased total open position to 0


On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 299.05, which was lower than the previous day. The implied volatity was 2.35, the open interest changed by 0 which decreased total open position to 0