NIFTY
Nifty
Historical option data for NIFTY
20 Dec 2024 04:11 PM IST
| NIFTY 26DEC2024 23450 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.70
Vega: 10.50
Theta: -16.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 23587.50 | 300.2 | -312.50 | 13.96 | 9,430 | 1,329 | 1,351 | |||
| 19 Dec | 23951.70 | 612.7 | -202.20 | 18.13 | 204.667 | 102.333 | 111.667 | |||
| 18 Dec | 24198.85 | 814.9 | -159.10 | - | 71.333 | 68.333 | 86.333 | |||
| 17 Dec | 24336.00 | 974 | -319.70 | 21.11 | 17.667 | -10.667 | 133.667 | |||
| 16 Dec | 24668.25 | 1293.7 | -45.55 | 22.46 | 8 | 126.667 | 145 | |||
| 13 Dec | 24768.30 | 1339.25 | 118.40 | - | 12 | 145.333 | 147.333 | |||
| 12 Dec | 24548.70 | 1220.85 | -61.85 | 19.45 | 8 | -4.333 | 154.667 | |||
| 11 Dec | 24641.80 | 1282.7 | 0.00 | 0.00 | 0 | 0.333 | 0 | |||
| 10 Dec | 24610.05 | 1282.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 24619.00 | 1282.7 | -106.55 | - | 11.333 | 159 | 159.333 | |||
| 6 Dec | 24677.80 | 1389.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 24708.40 | 1389.25 | 236.00 | 10.57 | 35 | 157.333 | 157.667 | |||
| 4 Dec | 24467.45 | 1153.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 24457.15 | 1153.25 | 99.45 | 11.01 | 60.667 | 155.333 | 155.667 | |||
| 2 Dec | 24276.05 | 1053.8 | 91.80 | 15.47 | 67.667 | 176 | 176.333 | |||
| 29 Nov | 24131.10 | 962 | 98.15 | 15.80 | 34 | -6.333 | 228 | |||
| 28 Nov | 23914.15 | 863.85 | -123.20 | 16.70 | 15 | 231 | 231.333 | |||
| 27 Nov | 24274.90 | 987.05 | -101.75 | - | 33.333 | 204.667 | 233.333 | |||
| 26 Nov | 24194.50 | 1088.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 24221.90 | 1088.8 | 316.85 | 14.80 | 50.333 | 195.333 | 238 | |||
| 22 Nov | 23907.25 | 771.95 | 353.15 | 12.72 | 619 | 219.667 | 262.333 | |||
| 21 Nov | 23349.90 | 418.8 | -121.05 | 12.35 | 398 | 63.333 | 215.333 | |||
| 19 Nov | 23518.50 | 539.85 | 13.60 | 13.38 | 181.667 | 151.333 | 151.667 | |||
| 18 Nov | 23453.80 | 526.25 | -79.95 | 12.77 | 410.333 | -4.667 | 112.667 | |||
| 14 Nov | 23532.70 | 606.2 | -67.45 | 12.35 | 136.667 | 117.667 | 117.667 | |||
| 13 Nov | 23559.05 | 673.65 | -254.35 | 13.36 | 200.333 | 151 | 151 | |||
| 12 Nov | 23883.45 | 928 | -346.75 | 16.14 | 2.333 | 1 | 4.667 | |||
| 11 Nov | 24141.30 | 1274.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 24148.20 | 1274.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 24199.35 | 1274.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 24484.05 | 1274.75 | 92.20 | - | 1.667 | 0 | 3.667 | |||
| 5 Nov | 24213.30 | 1182.55 | 126.45 | 13.02 | 6.333 | 4 | 4 | |||
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| 4 Nov | 23995.35 | 1056.1 | -272.70 | 14.23 | 2 | 0.667 | 1 | |||
| 1 Nov | 24304.35 | 1328.8 | 0.00 | 0.00 | 0 | 0.333 | 0 | |||
| 31 Oct | 24205.35 | 1328.8 | -1907.70 | - | 0.333 | 0 | 0 | |||
| 30 Oct | 24340.85 | 3236.5 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 24466.85 | 3236.5 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 24339.15 | 3236.5 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 24180.80 | 3236.5 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 24399.40 | 3236.5 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 24435.50 | 3236.5 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 24472.10 | 3236.5 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 24781.10 | 3236.5 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 24854.05 | 3236.5 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 24749.85 | 3236.5 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 24971.30 | 3236.5 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 25057.35 | 3236.5 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 25127.95 | 3236.5 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 24964.25 | 3236.5 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 24998.45 | 3236.5 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 24981.95 | 3236.5 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 25013.15 | 3236.5 | 3236.50 | - | 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 23450 expiring on 26DEC2024
Delta for 23450 CE is 0.70
Historical price for 23450 CE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 300.2, which was -312.50 lower than the previous day. The implied volatity was 13.96, the open interest changed by 3987 which increased total open position to 4053
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 612.7, which was -202.20 lower than the previous day. The implied volatity was 18.13, the open interest changed by 307 which increased total open position to 335
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 814.9, which was -159.10 lower than the previous day. The implied volatity was -, the open interest changed by 205 which increased total open position to 259
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 974, which was -319.70 lower than the previous day. The implied volatity was 21.11, the open interest changed by -32 which decreased total open position to 401
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 1293.7, which was -45.55 lower than the previous day. The implied volatity was 22.46, the open interest changed by 380 which increased total open position to 435
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 1339.25, which was 118.40 higher than the previous day. The implied volatity was -, the open interest changed by 436 which increased total open position to 442
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 1220.85, which was -61.85 lower than the previous day. The implied volatity was 19.45, the open interest changed by -13 which decreased total open position to 464
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 1282.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 1282.7, 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 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 1282.7, which was -106.55 lower than the previous day. The implied volatity was -, the open interest changed by 477 which increased total open position to 478
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 1389.25, 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 Dec NIFTY was trading at 24708.40. The strike last trading price was 1389.25, which was 236.00 higher than the previous day. The implied volatity was 10.57, the open interest changed by 472 which increased total open position to 473
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 1153.25, 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 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 1153.25, which was 99.45 higher than the previous day. The implied volatity was 11.01, the open interest changed by 466 which increased total open position to 467
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 1053.8, which was 91.80 higher than the previous day. The implied volatity was 15.47, the open interest changed by 528 which increased total open position to 529
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 962, which was 98.15 higher than the previous day. The implied volatity was 15.80, the open interest changed by -19 which decreased total open position to 684
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 863.85, which was -123.20 lower than the previous day. The implied volatity was 16.70, the open interest changed by 693 which increased total open position to 694
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 987.05, which was -101.75 lower than the previous day. The implied volatity was -, the open interest changed by 614 which increased total open position to 700
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 1088.8, 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 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 1088.8, which was 316.85 higher than the previous day. The implied volatity was 14.80, the open interest changed by 586 which increased total open position to 714
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 771.95, which was 353.15 higher than the previous day. The implied volatity was 12.72, the open interest changed by 659 which increased total open position to 787
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 418.8, which was -121.05 lower than the previous day. The implied volatity was 12.35, the open interest changed by 190 which increased total open position to 646
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 539.85, which was 13.60 higher than the previous day. The implied volatity was 13.38, the open interest changed by 454 which increased total open position to 455
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 526.25, which was -79.95 lower than the previous day. The implied volatity was 12.77, the open interest changed by -14 which decreased total open position to 338
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 606.2, which was -67.45 lower than the previous day. The implied volatity was 12.35, the open interest changed by 353 which increased total open position to 353
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 673.65, which was -254.35 lower than the previous day. The implied volatity was 13.36, the open interest changed by 453 which increased total open position to 453
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 928, which was -346.75 lower than the previous day. The implied volatity was 16.14, the open interest changed by 3 which increased total open position to 14
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 1274.75, 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 1274.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 1274.75, 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 1274.75, which was 92.20 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 1182.55, which was 126.45 higher than the previous day. The implied volatity was 13.02, the open interest changed by 12 which increased total open position to 12
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 1056.1, which was -272.70 lower than the previous day. The implied volatity was 14.23, the open interest changed by 2 which increased total open position to 3
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 1328.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 1328.8, which was -1907.70 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 3236.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct NIFTY was trading at 24466.85. The strike last trading price was 3236.5, 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 3236.5, 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 3236.5, 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 3236.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct NIFTY was trading at 24435.50. The strike last trading price was 3236.5, 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 3236.5, 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 3236.5, 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 3236.5, 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 3236.5, 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 3236.5, 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 3236.5, 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 3236.5, 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 3236.5, 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 3236.5, 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 3236.5, 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 3236.5, which was 3236.50 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 23450 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.32
Vega: 10.89
Theta: -12.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23587.50 | 105.95 | 60.95 | 16.34 | 2,62,877.667 | -15,757.333 | 7,978.333 |
| 19 Dec | 23951.70 | 45 | 21.85 | 16.80 | 34,401.333 | 257.333 | 3,428.333 |
| 18 Dec | 24198.85 | 23.15 | 1.15 | 16.89 | 10,652.333 | -4,382 | 3,104 |
| 17 Dec | 24336.00 | 22 | 7.85 | 17.28 | 7,019.667 | -4,534 | 1,698 |
| 16 Dec | 24668.25 | 14.15 | 0.50 | 18.83 | 4,087.667 | -4,060.667 | 1,351.333 |
| 13 Dec | 24768.30 | 13.65 | -6.55 | 17.95 | 7,886.667 | -5,461.333 | 1,179.333 |
| 12 Dec | 24548.70 | 20.2 | 1.05 | 16.27 | 2,485 | -9,111.667 | 779.333 |
| 11 Dec | 24641.80 | 19.15 | -8.75 | 16.52 | 2,395.333 | -294.667 | 886.333 |
| 10 Dec | 24610.05 | 27.9 | -7.10 | 17.36 | 699.333 | 251 | 1,247 |
| 9 Dec | 24619.00 | 35 | -3.45 | 17.91 | 722 | -87.667 | 1,269 |
| 6 Dec | 24677.80 | 38.45 | -6.60 | 17.51 | 1,498.667 | -9,084.667 | 1,374.667 |
| 5 Dec | 24708.40 | 45.05 | -16.80 | 18.17 | 2,563 | 1,144.667 | 1,163.667 |
| 4 Dec | 24467.45 | 61.85 | -5.10 | 17.06 | 2,946.333 | 947.333 | 966.333 |
| 3 Dec | 24457.15 | 66.95 | -17.05 | 17.00 | 3,949.333 | -22,956 | 935.333 |
| 2 Dec | 24276.05 | 84 | -13.35 | 16.24 | 2,170 | 1,503 | 1,506 |
| 29 Nov | 24131.10 | 97.35 | -46.60 | 14.76 | 1,892.333 | -3,301.333 | 1,567 |
| 28 Nov | 23914.15 | 143.95 | 61.50 | 15.21 | 3,156.333 | 1,318.667 | 1,321 |
| 27 Nov | 24274.90 | 82.45 | -31.30 | 14.99 | 700 | 406.667 | 409 |
| 26 Nov | 24194.50 | 113.75 | 4.30 | 15.79 | 269.333 | 397.333 | 399.667 |
| 25 Nov | 24221.90 | 109.45 | -80.45 | 15.93 | 893 | 172.667 | 404 |
| 22 Nov | 23907.25 | 189.9 | -181.35 | 15.28 | 990 | 102.333 | 333.667 |
| 21 Nov | 23349.90 | 371.25 | 28.95 | 14.91 | 1,079 | 96.667 | 232.667 |
| 19 Nov | 23518.50 | 342.3 | 25.30 | 15.53 | 1,119.667 | 312.667 | 435.333 |
| 18 Nov | 23453.80 | 317 | 31.10 | 14.44 | 897.333 | 336.333 | 347 |
| 14 Nov | 23532.70 | 285.9 | 12.55 | 14.19 | 265.667 | 108.333 | 112.333 |
| 13 Nov | 23559.05 | 273.35 | 86.35 | 14.20 | 164.333 | 70.667 | 72.333 |
| 12 Nov | 23883.45 | 187 | 30.70 | 13.65 | 7.333 | 35.667 | 35.667 |
| 11 Nov | 24141.30 | 156.3 | -21.00 | 14.96 | 14.333 | 7 | 35.333 |
| 8 Nov | 24148.20 | 177.3 | -3.30 | 15.37 | 4 | 28.333 | 28.333 |
| 7 Nov | 24199.35 | 180.6 | 38.60 | 16.10 | 111 | 28.667 | 28.667 |
| 6 Nov | 24484.05 | 142 | -77.05 | 16.73 | 22 | 5.667 | 21.333 |
| 5 Nov | 24213.30 | 219.05 | 109.05 | 17.34 | 33 | 15.333 | 15.667 |
| 4 Nov | 23995.35 | 110 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 110 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 24205.35 | 110 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 24340.85 | 110 | 62.45 | - | 0.333 | 0 | 0 |
| 29 Oct | 24466.85 | 47.55 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 24339.15 | 47.55 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 24180.80 | 47.55 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 24399.40 | 47.55 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 24435.50 | 47.55 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 24472.10 | 47.55 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 24781.10 | 47.55 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 24854.05 | 47.55 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 24749.85 | 47.55 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 24971.30 | 47.55 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 25057.35 | 47.55 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 25127.95 | 47.55 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 24964.25 | 47.55 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 24998.45 | 47.55 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 24981.95 | 47.55 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 25013.15 | 47.55 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 24795.75 | 47.55 | 47.55 | - | 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 23450 expiring on 26DEC2024
Delta for 23450 PE is -0.32
Historical price for 23450 PE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 105.95, which was 60.95 higher than the previous day. The implied volatity was 16.34, the open interest changed by -47272 which decreased total open position to 23935
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 45, which was 21.85 higher than the previous day. The implied volatity was 16.80, the open interest changed by 772 which increased total open position to 10285
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 23.15, which was 1.15 higher than the previous day. The implied volatity was 16.89, the open interest changed by -13146 which decreased total open position to 9312
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 22, which was 7.85 higher than the previous day. The implied volatity was 17.28, the open interest changed by -13602 which decreased total open position to 5094
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 14.15, which was 0.50 higher than the previous day. The implied volatity was 18.83, the open interest changed by -12182 which decreased total open position to 4054
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 13.65, which was -6.55 lower than the previous day. The implied volatity was 17.95, the open interest changed by -16384 which decreased total open position to 3538
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 20.2, which was 1.05 higher than the previous day. The implied volatity was 16.27, the open interest changed by -27335 which decreased total open position to 2338
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 19.15, which was -8.75 lower than the previous day. The implied volatity was 16.52, the open interest changed by -884 which decreased total open position to 2659
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 27.9, which was -7.10 lower than the previous day. The implied volatity was 17.36, the open interest changed by 753 which increased total open position to 3741
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 35, which was -3.45 lower than the previous day. The implied volatity was 17.91, the open interest changed by -263 which decreased total open position to 3807
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 38.45, which was -6.60 lower than the previous day. The implied volatity was 17.51, the open interest changed by -27254 which decreased total open position to 4124
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 45.05, which was -16.80 lower than the previous day. The implied volatity was 18.17, the open interest changed by 3434 which increased total open position to 3491
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 61.85, which was -5.10 lower than the previous day. The implied volatity was 17.06, the open interest changed by 2842 which increased total open position to 2899
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 66.95, which was -17.05 lower than the previous day. The implied volatity was 17.00, the open interest changed by -68868 which decreased total open position to 2806
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 84, which was -13.35 lower than the previous day. The implied volatity was 16.24, the open interest changed by 4509 which increased total open position to 4518
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 97.35, which was -46.60 lower than the previous day. The implied volatity was 14.76, the open interest changed by -9904 which decreased total open position to 4701
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 143.95, which was 61.50 higher than the previous day. The implied volatity was 15.21, the open interest changed by 3956 which increased total open position to 3963
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 82.45, which was -31.30 lower than the previous day. The implied volatity was 14.99, the open interest changed by 1220 which increased total open position to 1227
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 113.75, which was 4.30 higher than the previous day. The implied volatity was 15.79, the open interest changed by 1192 which increased total open position to 1199
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 109.45, which was -80.45 lower than the previous day. The implied volatity was 15.93, the open interest changed by 518 which increased total open position to 1212
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 189.9, which was -181.35 lower than the previous day. The implied volatity was 15.28, the open interest changed by 307 which increased total open position to 1001
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 371.25, which was 28.95 higher than the previous day. The implied volatity was 14.91, the open interest changed by 290 which increased total open position to 698
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 342.3, which was 25.30 higher than the previous day. The implied volatity was 15.53, the open interest changed by 938 which increased total open position to 1306
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 317, which was 31.10 higher than the previous day. The implied volatity was 14.44, the open interest changed by 1009 which increased total open position to 1041
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 285.9, which was 12.55 higher than the previous day. The implied volatity was 14.19, the open interest changed by 325 which increased total open position to 337
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 273.35, which was 86.35 higher than the previous day. The implied volatity was 14.20, the open interest changed by 212 which increased total open position to 217
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 187, which was 30.70 higher than the previous day. The implied volatity was 13.65, the open interest changed by 107 which increased total open position to 107
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 156.3, which was -21.00 lower than the previous day. The implied volatity was 14.96, the open interest changed by 21 which increased total open position to 106
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 177.3, which was -3.30 lower than the previous day. The implied volatity was 15.37, the open interest changed by 85 which increased total open position to 85
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 180.6, which was 38.60 higher than the previous day. The implied volatity was 16.10, the open interest changed by 86 which increased total open position to 86
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 142, which was -77.05 lower than the previous day. The implied volatity was 16.73, the open interest changed by 17 which increased total open position to 64
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 219.05, which was 109.05 higher than the previous day. The implied volatity was 17.34, the open interest changed by 46 which increased total open position to 47
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 110, 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 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 110, 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 110, 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 110, which was 62.45 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 47.55, 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 47.55, 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 47.55, 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 47.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct NIFTY was trading at 24435.50. The strike last trading price was 47.55, 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 47.55, 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 47.55, 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 47.55, 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 47.55, 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 47.55, 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 47.55, 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 47.55, 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 47.55, 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 47.55, 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 47.55, 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 47.55, 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 47.55, which was 47.55 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
