NIFTY
Nifty
Historical option data for NIFTY
26 Dec 2024 03:31 PM IST
| NIFTY 26DEC2024 23500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 23750.20 | 250.45 | -37.55 | - | 4,81,204 | -17,135 | 29,317 | |||
| 24 Dec | 23727.65 | 288 | -5.75 | 19.09 | 3,48,019 | -2,855 | 46,396 | |||
| 23 Dec | 23753.45 | 293.75 | 29.10 | 13.05 | 6,33,965 | -6,097 | 49,478 | |||
| 20 Dec | 23587.50 | 264.65 | -307.35 | 13.79 | 3,35,572 | 28,039 | 55,329 | |||
| 19 Dec | 23951.70 | 572 | -216.00 | 18.11 | 30,240 | 5,431 | 27,321 | |||
| 18 Dec | 24198.85 | 788 | -138.25 | 15.61 | 7,096 | -569 | 21,932 | |||
| 17 Dec | 24336.00 | 926.25 | -306.80 | 20.48 | 4,047 | -686 | 22,515 | |||
| 16 Dec | 24668.25 | 1233.05 | -146.95 | 19.77 | 3,594 | -1,792 | 23,203 | |||
| 13 Dec | 24768.30 | 1380 | 212.00 | 17.58 | 10,685 | -2,395 | 25,004 | |||
| 12 Dec | 24548.70 | 1168 | -88.50 | 18.45 | 2,734 | -316 | 27,409 | |||
| 11 Dec | 24641.80 | 1256.5 | 43.50 | 17.68 | 2,576 | -778 | 27,729 | |||
| 10 Dec | 24610.05 | 1213 | -16.90 | - | 3,090 | -277 | 28,510 | |||
| 9 Dec | 24619.00 | 1229.9 | -81.55 | - | 4,212 | 23,961 | 28,789 | |||
| 6 Dec | 24677.80 | 1311.45 | -10.85 | 13.59 | 3,353 | -1,271 | 30,142 | |||
| 5 Dec | 24708.40 | 1322.3 | 203.70 | - | 7,765 | -1,047 | 31,419 | |||
| 4 Dec | 24467.45 | 1118.6 | 8.60 | 11.76 | 5,050 | -553 | 31,828 | |||
| 3 Dec | 24457.15 | 1110 | 97.90 | 11.64 | 3,956 | -1,210 | 32,395 | |||
| 2 Dec | 24276.05 | 1012.1 | 100.35 | 15.47 | 10,453 | -2,146 | 33,683 | |||
| 29 Nov | 24131.10 | 911.75 | 137.00 | 15.19 | 13,670 | 1,847 | 35,821 | |||
| 28 Nov | 23914.15 | 774.75 | -257.50 | 14.20 | 19,494 | 1,729 | 34,019 | |||
| 27 Nov | 24274.90 | 1032.25 | 71.10 | 13.68 | 9,151 | 491 | 32,299 | |||
| 26 Nov | 24194.50 | 961.15 | -83.85 | 13.11 | 12,566 | -91 | 31,851 | |||
| 25 Nov | 24221.90 | 1045 | 304.00 | 14.64 | 22,087 | 32,030 | 32,155 | |||
| 22 Nov | 23907.25 | 741 | 345.00 | 12.97 | 77,999 | 34,972 | 35,097 | |||
| 21 Nov | 23349.90 | 396 | -107.70 | 12.48 | 56,783 | 35,572 | 35,610 | |||
| 19 Nov | 23518.50 | 503.7 | 3.70 | 13.14 | 34,393 | 16,741 | 22,328 | |||
| 18 Nov | 23453.80 | 500 | -71.95 | 12.86 | 47,472 | 21,292 | 21,379 | |||
| 14 Nov | 23532.70 | 571.95 | -66.90 | 12.25 | 21,911 | 3,963 | 16,798 | |||
| 13 Nov | 23559.05 | 638.85 | -156.15 | 13.20 | 27,994 | 12,827 | 12,827 | |||
| 12 Nov | 23883.45 | 795 | -238.85 | 12.62 | 5,889 | 2,126 | 6,191 | |||
| 11 Nov | 24141.30 | 1033.85 | 2.50 | 13.11 | 1,067 | 4,066 | 4,066 | |||
| 8 Nov | 24148.20 | 1031.35 | -88.70 | 12.39 | 1,186 | 4,049 | 4,058 | |||
| 7 Nov | 24199.35 | 1120.05 | -250.15 | 12.89 | 1,221 | 343 | 4,084 | |||
| 6 Nov | 24484.05 | 1370.2 | 211.00 | 12.31 | 2,519 | 3,751 | 3,751 | |||
| 5 Nov | 24213.30 | 1159.2 | 130.20 | 13.71 | 2,094 | 5,226 | 5,226 | |||
| 4 Nov | 23995.35 | 1029 | -211.00 | 14.56 | 3,346 | 4,710 | 4,710 | |||
| 1 Nov | 24304.35 | 1240 | -25.05 | 12.24 | 282 | 218 | 3,287 | |||
| 31 Oct | 24205.35 | 1265.05 | -97.25 | - | 760 | 595 | 3,066 | |||
| 30 Oct | 24340.85 | 1362.3 | -61.75 | - | 1,293 | -738 | 2,470 | |||
| 29 Oct | 24466.85 | 1424.05 | 104.05 | - | 316 | 18 | 3,209 | |||
| 28 Oct | 24339.15 | 1320 | 88.10 | - | 702 | -73 | 3,192 | |||
| 25 Oct | 24180.80 | 1231.9 | -191.65 | - | 2,389 | 1,251 | 3,265 | |||
| 24 Oct | 24399.40 | 1423.55 | -17.10 | - | 418 | 50 | 2,022 | |||
| 23 Oct | 24435.50 | 1440.65 | -49.95 | - | 1,476 | 1,305 | 1,970 | |||
| 22 Oct | 24472.10 | 1490.6 | -197.40 | - | 294 | 231 | 657 | |||
| 21 Oct | 24781.10 | 1688 | -157.00 | - | 56 | 18 | 427 | |||
| 18 Oct | 24854.05 | 1845 | 107.80 | - | 22 | 18 | 408 | |||
| 17 Oct | 24749.85 | 1737.2 | -246.95 | - | 391 | 375 | 390 | |||
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| 16 Oct | 24971.30 | 1984.15 | -15.85 | - | 3 | 2 | 14 | |||
| 15 Oct | 25057.35 | 2000 | -50.00 | - | 3 | 0 | 9 | |||
| 14 Oct | 25127.95 | 2050 | 110.00 | - | 2 | 1 | 8 | |||
| 11 Oct | 24964.25 | 1940 | -160.00 | - | 2 | 0 | 5 | |||
| 10 Oct | 24998.45 | 2100 | 0.00 | - | 0 | 3 | 0 | |||
| 9 Oct | 24981.95 | 2100 | 100.05 | - | 3 | 0 | 2 | |||
| 8 Oct | 25013.15 | 1999.95 | -1190.50 | - | 2 | 1 | 1 | |||
| 7 Oct | 24795.75 | 3190.45 | 3190.45 | - | 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 23500 expiring on 26DEC2024
Delta for 23500 CE is -
Historical price for 23500 CE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 250.45, which was -37.55 lower than the previous day. The implied volatity was -, the open interest changed by -17135 which decreased total open position to 29317
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 288, which was -5.75 lower than the previous day. The implied volatity was 19.09, the open interest changed by -2855 which decreased total open position to 46396
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 293.75, which was 29.10 higher than the previous day. The implied volatity was 13.05, the open interest changed by -6097 which decreased total open position to 49478
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 264.65, which was -307.35 lower than the previous day. The implied volatity was 13.79, the open interest changed by 28039 which increased total open position to 55329
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 572, which was -216.00 lower than the previous day. The implied volatity was 18.11, the open interest changed by 5431 which increased total open position to 27321
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 788, which was -138.25 lower than the previous day. The implied volatity was 15.61, the open interest changed by -569 which decreased total open position to 21932
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 926.25, which was -306.80 lower than the previous day. The implied volatity was 20.48, the open interest changed by -686 which decreased total open position to 22515
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 1233.05, which was -146.95 lower than the previous day. The implied volatity was 19.77, the open interest changed by -1792 which decreased total open position to 23203
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 1380, which was 212.00 higher than the previous day. The implied volatity was 17.58, the open interest changed by -2395 which decreased total open position to 25004
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 1168, which was -88.50 lower than the previous day. The implied volatity was 18.45, the open interest changed by -316 which decreased total open position to 27409
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 1256.5, which was 43.50 higher than the previous day. The implied volatity was 17.68, the open interest changed by -778 which decreased total open position to 27729
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 1213, which was -16.90 lower than the previous day. The implied volatity was -, the open interest changed by -277 which decreased total open position to 28510
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 1229.9, which was -81.55 lower than the previous day. The implied volatity was -, the open interest changed by 23961 which increased total open position to 28789
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 1311.45, which was -10.85 lower than the previous day. The implied volatity was 13.59, the open interest changed by -1271 which decreased total open position to 30142
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 1322.3, which was 203.70 higher than the previous day. The implied volatity was -, the open interest changed by -1047 which decreased total open position to 31419
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 1118.6, which was 8.60 higher than the previous day. The implied volatity was 11.76, the open interest changed by -553 which decreased total open position to 31828
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 1110, which was 97.90 higher than the previous day. The implied volatity was 11.64, the open interest changed by -1210 which decreased total open position to 32395
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 1012.1, which was 100.35 higher than the previous day. The implied volatity was 15.47, the open interest changed by -2146 which decreased total open position to 33683
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 911.75, which was 137.00 higher than the previous day. The implied volatity was 15.19, the open interest changed by 1847 which increased total open position to 35821
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 774.75, which was -257.50 lower than the previous day. The implied volatity was 14.20, the open interest changed by 1729 which increased total open position to 34019
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 1032.25, which was 71.10 higher than the previous day. The implied volatity was 13.68, the open interest changed by 491 which increased total open position to 32299
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 961.15, which was -83.85 lower than the previous day. The implied volatity was 13.11, the open interest changed by -91 which decreased total open position to 31851
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 1045, which was 304.00 higher than the previous day. The implied volatity was 14.64, the open interest changed by 32030 which increased total open position to 32155
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 741, which was 345.00 higher than the previous day. The implied volatity was 12.97, the open interest changed by 34972 which increased total open position to 35097
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 396, which was -107.70 lower than the previous day. The implied volatity was 12.48, the open interest changed by 35572 which increased total open position to 35610
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 503.7, which was 3.70 higher than the previous day. The implied volatity was 13.14, the open interest changed by 16741 which increased total open position to 22328
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 500, which was -71.95 lower than the previous day. The implied volatity was 12.86, the open interest changed by 21292 which increased total open position to 21379
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 571.95, which was -66.90 lower than the previous day. The implied volatity was 12.25, the open interest changed by 3963 which increased total open position to 16798
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 638.85, which was -156.15 lower than the previous day. The implied volatity was 13.20, the open interest changed by 12827 which increased total open position to 12827
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 795, which was -238.85 lower than the previous day. The implied volatity was 12.62, the open interest changed by 2126 which increased total open position to 6191
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 1033.85, which was 2.50 higher than the previous day. The implied volatity was 13.11, the open interest changed by 4066 which increased total open position to 4066
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 1031.35, which was -88.70 lower than the previous day. The implied volatity was 12.39, the open interest changed by 4049 which increased total open position to 4058
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 1120.05, which was -250.15 lower than the previous day. The implied volatity was 12.89, the open interest changed by 343 which increased total open position to 4084
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 1370.2, which was 211.00 higher than the previous day. The implied volatity was 12.31, the open interest changed by 3751 which increased total open position to 3751
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 1159.2, which was 130.20 higher than the previous day. The implied volatity was 13.71, the open interest changed by 5226 which increased total open position to 5226
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 1029, which was -211.00 lower than the previous day. The implied volatity was 14.56, the open interest changed by 4710 which increased total open position to 4710
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 1240, which was -25.05 lower than the previous day. The implied volatity was 12.24, the open interest changed by 218 which increased total open position to 3287
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 1265.05, which was -97.25 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 1362.3, which was -61.75 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 1424.05, which was 104.05 higher 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 1320, which was 88.10 higher 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 1231.9, which was -191.65 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 1423.55, which was -17.10 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 1440.65, which was -49.95 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 1490.6, which was -197.40 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 1688, which was -157.00 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 1845, which was 107.80 higher 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 1737.2, which was -246.95 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 1984.15, which was -15.85 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 2000, which was -50.00 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 2050, which was 110.00 higher 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 1940, which was -160.00 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 2100, 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 2100, which was 100.05 higher 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 1999.95, which was -1190.50 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 3190.45, which was 3190.45 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
| NIFTY 26DEC2024 23500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 23750.20 | 0.05 | -15.35 | - | 1,52,49,294 | 64,953 | 4,26,742 |
| 24 Dec | 23727.65 | 15.4 | -8.25 | 12.69 | 38,17,912 | -33,199 | 3,68,022 |
| 23 Dec | 23753.45 | 23.65 | -99.35 | 12.79 | 64,44,914 | 1,37,850 | 4,04,662 |
| 20 Dec | 23587.50 | 123 | 70.00 | 16.30 | 31,29,391 | 58,097 | 2,70,447 |
| 19 Dec | 23951.70 | 53 | 26.00 | 16.74 | 7,37,831 | -2,356 | 2,64,617 |
| 18 Dec | 24198.85 | 27 | 2.00 | 16.76 | 3,28,002 | -26,968 | 2,22,574 |
| 17 Dec | 24336.00 | 25 | 8.75 | 17.07 | 2,36,943 | -70,145 | 1,62,106 |
| 16 Dec | 24668.25 | 16.25 | 0.75 | 18.73 | 1,52,970 | -54,043 | 1,60,024 |
| 13 Dec | 24768.30 | 15.5 | -6.45 | 17.86 | 4,01,930 | 37,182 | 1,58,700 |
| 12 Dec | 24548.70 | 21.95 | 1.35 | 16.01 | 87,018 | -95,410 | 1,47,900 |
| 11 Dec | 24641.80 | 20.6 | -9.95 | 16.24 | 83,126 | -99,021 | 1,48,757 |
| 10 Dec | 24610.05 | 30.55 | -7.70 | 17.19 | 90,289 | -1,13,545 | 1,54,944 |
| 9 Dec | 24619.00 | 38.25 | -3.25 | 17.77 | 73,370 | 1,42,941 | 1,56,535 |
| 6 Dec | 24677.80 | 41.5 | -7.10 | 17.34 | 1,07,469 | 52,168 | 1,59,267 |
| 5 Dec | 24708.40 | 48.6 | -19.75 | 18.03 | 2,08,697 | -3,97,731 | 1,72,671 |
| 4 Dec | 24467.45 | 68.35 | -5.65 | 17.04 | 1,31,398 | -4,43,562 | 1,78,333 |
| 3 Dec | 24457.15 | 74 | -16.25 | 17.00 | 1,24,901 | -2,15,739 | 1,77,873 |
| 2 Dec | 24276.05 | 90.25 | -15.75 | 16.09 | 1,25,220 | -1,10,722 | 1,71,675 |
| 29 Nov | 24131.10 | 106 | -49.00 | 14.69 | 1,53,320 | -47,824 | 1,68,386 |
| 28 Nov | 23914.15 | 155 | 65.30 | 15.12 | 2,22,039 | -5,707 | 1,53,331 |
| 27 Nov | 24274.90 | 89.7 | -31.60 | 14.94 | 99,715 | 77,526 | 1,34,743 |
| 26 Nov | 24194.50 | 121.3 | 3.60 | 15.66 | 60,281 | 80,544 | 1,19,299 |
| 25 Nov | 24221.90 | 117.7 | -82.30 | 15.86 | 1,76,441 | 1,19,608 | 1,19,746 |
| 22 Nov | 23907.25 | 200 | -195.00 | 15.09 | 1,60,333 | 94,906 | 95,044 |
| 21 Nov | 23349.90 | 395 | 26.95 | 14.92 | 1,27,300 | 72,307 | 73,491 |
| 19 Nov | 23518.50 | 368.05 | 32.05 | 15.68 | 1,46,740 | 71,130 | 77,647 |
| 18 Nov | 23453.80 | 336 | 32.85 | 14.38 | 1,02,994 | 70,722 | 71,102 |
| 14 Nov | 23532.70 | 303.15 | 11.60 | 14.12 | 51,166 | 53,121 | 54,910 |
| 13 Nov | 23559.05 | 291.55 | 62.20 | 14.19 | 82,785 | 52,304 | 52,542 |
| 12 Nov | 23883.45 | 229.35 | 67.35 | 14.67 | 32,186 | 44,311 | 45,467 |
| 11 Nov | 24141.30 | 162 | -35.25 | 14.73 | 27,008 | 43,568 | 44,461 |
| 8 Nov | 24148.20 | 197.25 | 1.25 | 15.66 | 21,404 | 562 | 44,076 |
| 7 Nov | 24199.35 | 196 | 49.95 | 16.23 | 22,521 | 1,583 | 43,768 |
| 6 Nov | 24484.05 | 146.05 | -84.10 | 16.50 | 36,665 | 2,478 | 42,064 |
| 5 Nov | 24213.30 | 230.15 | -59.10 | 17.29 | 20,019 | 39,545 | 39,583 |
| 4 Nov | 23995.35 | 289.25 | 55.20 | 17.33 | 34,949 | -3,683 | 38,083 |
| 1 Nov | 24304.35 | 234.05 | 2.25 | 17.85 | 1,125 | 210 | 41,763 |
| 31 Oct | 24205.35 | 231.8 | 18.90 | - | 11,688 | 41,546 | 41,546 |
| 30 Oct | 24340.85 | 212.9 | 30.50 | - | 7,870 | 38,390 | 38,390 |
| 29 Oct | 24466.85 | 182.4 | -17.50 | - | 5,697 | 442 | 37,917 |
| 28 Oct | 24339.15 | 199.9 | -55.60 | - | 14,192 | -1,909 | 37,483 |
| 25 Oct | 24180.80 | 255.5 | 69.00 | - | 30,274 | 2,817 | 39,392 |
| 24 Oct | 24399.40 | 186.5 | -14.45 | - | 8,220 | -1,552 | 36,587 |
| 23 Oct | 24435.50 | 200.95 | 11.00 | - | 6,026 | 1,281 | 38,163 |
| 22 Oct | 24472.10 | 189.95 | 31.75 | - | 8,903 | 1,306 | 36,873 |
| 21 Oct | 24781.10 | 158.2 | 25.80 | - | 5,235 | 269 | 35,683 |
| 18 Oct | 24854.05 | 132.4 | -11.65 | - | 7,558 | 1,658 | 36,444 |
| 17 Oct | 24749.85 | 144.05 | 20.05 | - | 22,035 | 13,121 | 35,048 |
| 16 Oct | 24971.30 | 124 | 10.65 | - | 2,842 | 818 | 21,934 |
| 15 Oct | 25057.35 | 113.35 | 2.00 | - | 2,697 | 905 | 21,105 |
| 14 Oct | 25127.95 | 111.35 | -33.65 | - | 3,384 | 666 | 20,195 |
| 11 Oct | 24964.25 | 145 | 5.00 | - | 2,461 | 792 | 19,530 |
| 10 Oct | 24998.45 | 140 | -13.80 | - | 2,898 | 961 | 18,741 |
| 9 Oct | 24981.95 | 153.8 | -6.20 | - | 4,269 | 1,051 | 17,779 |
| 8 Oct | 25013.15 | 160 | -18.90 | - | 3,183 | 725 | 16,726 |
| 7 Oct | 24795.75 | 178.9 | 18.15 | - | 4,479 | 2,074 | 16,007 |
| 4 Oct | 25014.60 | 160.75 | 160.75 | - | 21,103 | 13,915 | 13,915 |
| 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 23500 expiring on 26DEC2024
Delta for 23500 PE is -
Historical price for 23500 PE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 0.05, which was -15.35 lower than the previous day. The implied volatity was -, the open interest changed by 64953 which increased total open position to 426742
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 15.4, which was -8.25 lower than the previous day. The implied volatity was 12.69, the open interest changed by -33199 which decreased total open position to 368022
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 23.65, which was -99.35 lower than the previous day. The implied volatity was 12.79, the open interest changed by 137850 which increased total open position to 404662
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 123, which was 70.00 higher than the previous day. The implied volatity was 16.30, the open interest changed by 58097 which increased total open position to 270447
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 53, which was 26.00 higher than the previous day. The implied volatity was 16.74, the open interest changed by -2356 which decreased total open position to 264617
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 27, which was 2.00 higher than the previous day. The implied volatity was 16.76, the open interest changed by -26968 which decreased total open position to 222574
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 25, which was 8.75 higher than the previous day. The implied volatity was 17.07, the open interest changed by -70145 which decreased total open position to 162106
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 16.25, which was 0.75 higher than the previous day. The implied volatity was 18.73, the open interest changed by -54043 which decreased total open position to 160024
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 15.5, which was -6.45 lower than the previous day. The implied volatity was 17.86, the open interest changed by 37182 which increased total open position to 158700
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 21.95, which was 1.35 higher than the previous day. The implied volatity was 16.01, the open interest changed by -95410 which decreased total open position to 147900
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 20.6, which was -9.95 lower than the previous day. The implied volatity was 16.24, the open interest changed by -99021 which decreased total open position to 148757
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 30.55, which was -7.70 lower than the previous day. The implied volatity was 17.19, the open interest changed by -113545 which decreased total open position to 154944
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 38.25, which was -3.25 lower than the previous day. The implied volatity was 17.77, the open interest changed by 142941 which increased total open position to 156535
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 41.5, which was -7.10 lower than the previous day. The implied volatity was 17.34, the open interest changed by 52168 which increased total open position to 159267
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 48.6, which was -19.75 lower than the previous day. The implied volatity was 18.03, the open interest changed by -397731 which decreased total open position to 172671
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 68.35, which was -5.65 lower than the previous day. The implied volatity was 17.04, the open interest changed by -443562 which decreased total open position to 178333
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 74, which was -16.25 lower than the previous day. The implied volatity was 17.00, the open interest changed by -215739 which decreased total open position to 177873
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 90.25, which was -15.75 lower than the previous day. The implied volatity was 16.09, the open interest changed by -110722 which decreased total open position to 171675
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 106, which was -49.00 lower than the previous day. The implied volatity was 14.69, the open interest changed by -47824 which decreased total open position to 168386
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 155, which was 65.30 higher than the previous day. The implied volatity was 15.12, the open interest changed by -5707 which decreased total open position to 153331
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 89.7, which was -31.60 lower than the previous day. The implied volatity was 14.94, the open interest changed by 77526 which increased total open position to 134743
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 121.3, which was 3.60 higher than the previous day. The implied volatity was 15.66, the open interest changed by 80544 which increased total open position to 119299
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 117.7, which was -82.30 lower than the previous day. The implied volatity was 15.86, the open interest changed by 119608 which increased total open position to 119746
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 200, which was -195.00 lower than the previous day. The implied volatity was 15.09, the open interest changed by 94906 which increased total open position to 95044
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 395, which was 26.95 higher than the previous day. The implied volatity was 14.92, the open interest changed by 72307 which increased total open position to 73491
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 368.05, which was 32.05 higher than the previous day. The implied volatity was 15.68, the open interest changed by 71130 which increased total open position to 77647
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 336, which was 32.85 higher than the previous day. The implied volatity was 14.38, the open interest changed by 70722 which increased total open position to 71102
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 303.15, which was 11.60 higher than the previous day. The implied volatity was 14.12, the open interest changed by 53121 which increased total open position to 54910
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 291.55, which was 62.20 higher than the previous day. The implied volatity was 14.19, the open interest changed by 52304 which increased total open position to 52542
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 229.35, which was 67.35 higher than the previous day. The implied volatity was 14.67, the open interest changed by 44311 which increased total open position to 45467
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 162, which was -35.25 lower than the previous day. The implied volatity was 14.73, the open interest changed by 43568 which increased total open position to 44461
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 197.25, which was 1.25 higher than the previous day. The implied volatity was 15.66, the open interest changed by 562 which increased total open position to 44076
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 196, which was 49.95 higher than the previous day. The implied volatity was 16.23, the open interest changed by 1583 which increased total open position to 43768
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 146.05, which was -84.10 lower than the previous day. The implied volatity was 16.50, the open interest changed by 2478 which increased total open position to 42064
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 230.15, which was -59.10 lower than the previous day. The implied volatity was 17.29, the open interest changed by 39545 which increased total open position to 39583
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 289.25, which was 55.20 higher than the previous day. The implied volatity was 17.33, the open interest changed by -3683 which decreased total open position to 38083
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 234.05, which was 2.25 higher than the previous day. The implied volatity was 17.85, the open interest changed by 210 which increased total open position to 41763
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 231.8, which was 18.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct NIFTY was trading at 24340.85. The strike last trading price was 212.9, which was 30.50 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 182.4, which was -17.50 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 199.9, which was -55.60 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 255.5, which was 69.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct NIFTY was trading at 24399.40. The strike last trading price was 186.5, which was -14.45 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 200.95, which was 11.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct NIFTY was trading at 24472.10. The strike last trading price was 189.95, which was 31.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct NIFTY was trading at 24781.10. The strike last trading price was 158.2, which was 25.80 higher 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 132.4, which was -11.65 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 144.05, which was 20.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct NIFTY was trading at 24971.30. The strike last trading price was 124, which was 10.65 higher 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 113.35, which was 2.00 higher 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 111.35, which was -33.65 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 145, which was 5.00 higher 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 140, which was -13.80 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 153.8, which was -6.20 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 160, which was -18.90 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 178.9, which was 18.15 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 160.75, which was 160.75 higher 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
