NIFTY
Nifty
Historical option data for NIFTY
28 Jan 2025 04:11 PM IST
NIFTY 30JAN2025 23400 CE | ||||||||||
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Delta: 0.10
Vega: 3.08
Theta: -15.26
Gamma: 0.00
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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 | |||
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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 | |||||||
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Delta: -0.88
Vega: 3.36
Theta: -11.23
Gamma: 0.00
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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