NIFTY
Nifty
Historical option data for NIFTY
20 Dec 2024 04:11 PM IST
| NIFTY 26DEC2024 23550 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.62
Vega: 11.57
Theta: -17.32
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 23587.50 | 234.25 | -294.30 | 13.89 | 45,444 | 4,374.667 | 4,731 | |||
| 19 Dec | 23951.70 | 528.55 | -197.15 | 17.68 | 509.333 | 77 | 353 | |||
| 18 Dec | 24198.85 | 725.7 | -165.20 | 12.42 | 9.667 | -3.667 | 275.667 | |||
| 17 Dec | 24336.00 | 890.9 | -302.05 | 21.38 | 18.667 | -14.667 | 282.667 | |||
| 16 Dec | 24668.25 | 1192.95 | -129.90 | 20.89 | 0.667 | -0.333 | 297.333 | |||
| 13 Dec | 24768.30 | 1322.85 | 103.15 | 14.98 | 43 | -14.333 | 298.333 | |||
| 12 Dec | 24548.70 | 1219.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 24641.80 | 1219.7 | 62.35 | 18.77 | 2.333 | 248 | 312.667 | |||
| 10 Dec | 24610.05 | 1157.35 | -20.40 | - | 1.333 | 0 | 312.667 | |||
| 9 Dec | 24619.00 | 1177.75 | -87.25 | - | 5.667 | 243 | 312 | |||
| 6 Dec | 24677.80 | 1265 | -20.95 | 13.67 | 4 | -1.333 | 316.667 | |||
| 5 Dec | 24708.40 | 1285.95 | 194.45 | - | 33.333 | -5 | 316.333 | |||
| 4 Dec | 24467.45 | 1091.5 | 28.50 | 13.97 | 31.667 | -42.333 | 321.667 | |||
| 3 Dec | 24457.15 | 1063 | 94.35 | 11.57 | 76.333 | -7 | 339.667 | |||
| 2 Dec | 24276.05 | 968.65 | 86.80 | 15.32 | 91.667 | -56 | 350.333 | |||
| 29 Nov | 24131.10 | 881.85 | 120.55 | 15.64 | 25 | 153.667 | 406.667 | |||
| 28 Nov | 23914.15 | 761.3 | -221.35 | 15.27 | 70.667 | -25.333 | 407.333 | |||
| 27 Nov | 24274.90 | 982.65 | 60.90 | 13.20 | 62.667 | -16.667 | 432.667 | |||
| 26 Nov | 24194.50 | 921.75 | -85.90 | 13.20 | 53.333 | -9 | 448.333 | |||
| 25 Nov | 24221.90 | 1007.65 | 312.50 | 14.80 | 206.667 | 458 | 458.333 | |||
| 22 Nov | 23907.25 | 695.15 | 323.00 | 12.55 | 1,131.667 | 496 | 496.333 | |||
| 21 Nov | 23349.90 | 372.15 | -100.25 | 12.54 | 594.333 | 125.333 | 359.667 | |||
| 19 Nov | 23518.50 | 472.4 | 5.40 | 13.03 | 251.333 | 228 | 228.333 | |||
| 18 Nov | 23453.80 | 467 | -69.25 | 12.70 | 411.333 | 218.333 | 221.667 | |||
| 14 Nov | 23532.70 | 536.25 | -74.65 | 12.07 | 291.333 | 19 | 147.333 | |||
| 13 Nov | 23559.05 | 610.9 | -154.20 | 13.34 | 186.333 | 129.667 | 129.667 | |||
| 12 Nov | 23883.45 | 765.1 | -234.95 | 12.81 | 103.667 | 24.667 | 74 | |||
| 11 Nov | 24141.30 | 1000.05 | -41.45 | 13.32 | 0.333 | 0 | 49.333 | |||
| 8 Nov | 24148.20 | 1041.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 24199.35 | 1041.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 24484.05 | 1041.5 | 0.00 | 0.00 | 0 | -0.333 | 0 | |||
| 5 Nov | 24213.30 | 1041.5 | 36.00 | 10.29 | 0.667 | 0 | 49.667 | |||
| 4 Nov | 23995.35 | 1005.5 | -2139.10 | 14.96 | 61.667 | 49.667 | 49.667 | |||
| 1 Nov | 24304.35 | 3144.6 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 24205.35 | 3144.6 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 24340.85 | 3144.6 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 24466.85 | 3144.6 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 24339.15 | 3144.6 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 24180.80 | 3144.6 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 24399.40 | 3144.6 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 24435.50 | 3144.6 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 24472.10 | 3144.6 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 24781.10 | 3144.6 | 0.00 | - | 0 | 0 | 0 | |||
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| 18 Oct | 24854.05 | 3144.6 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 24749.85 | 3144.6 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 24971.30 | 3144.6 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 25057.35 | 3144.6 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 25127.95 | 3144.6 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 24964.25 | 3144.6 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 24998.45 | 3144.6 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 24981.95 | 3144.6 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 25013.15 | 3144.6 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 24795.75 | 3144.6 | 3144.60 | - | 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 23550 expiring on 26DEC2024
Delta for 23550 CE is 0.62
Historical price for 23550 CE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 234.25, which was -294.30 lower than the previous day. The implied volatity was 13.89, the open interest changed by 13124 which increased total open position to 14193
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 528.55, which was -197.15 lower than the previous day. The implied volatity was 17.68, the open interest changed by 231 which increased total open position to 1059
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 725.7, which was -165.20 lower than the previous day. The implied volatity was 12.42, the open interest changed by -11 which decreased total open position to 827
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 890.9, which was -302.05 lower than the previous day. The implied volatity was 21.38, the open interest changed by -44 which decreased total open position to 848
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 1192.95, which was -129.90 lower than the previous day. The implied volatity was 20.89, the open interest changed by -1 which decreased total open position to 892
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 1322.85, which was 103.15 higher than the previous day. The implied volatity was 14.98, the open interest changed by -43 which decreased total open position to 895
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 1219.7, 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 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 1219.7, which was 62.35 higher than the previous day. The implied volatity was 18.77, the open interest changed by 744 which increased total open position to 938
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 1157.35, which was -20.40 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 938
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 1177.75, which was -87.25 lower than the previous day. The implied volatity was -, the open interest changed by 729 which increased total open position to 936
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 1265, which was -20.95 lower than the previous day. The implied volatity was 13.67, the open interest changed by -4 which decreased total open position to 950
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 1285.95, which was 194.45 higher than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 949
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 1091.5, which was 28.50 higher than the previous day. The implied volatity was 13.97, the open interest changed by -127 which decreased total open position to 965
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 1063, which was 94.35 higher than the previous day. The implied volatity was 11.57, the open interest changed by -21 which decreased total open position to 1019
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 968.65, which was 86.80 higher than the previous day. The implied volatity was 15.32, the open interest changed by -168 which decreased total open position to 1051
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 881.85, which was 120.55 higher than the previous day. The implied volatity was 15.64, the open interest changed by 461 which increased total open position to 1220
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 761.3, which was -221.35 lower than the previous day. The implied volatity was 15.27, the open interest changed by -76 which decreased total open position to 1222
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 982.65, which was 60.90 higher than the previous day. The implied volatity was 13.20, the open interest changed by -50 which decreased total open position to 1298
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 921.75, which was -85.90 lower than the previous day. The implied volatity was 13.20, the open interest changed by -27 which decreased total open position to 1345
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 1007.65, which was 312.50 higher than the previous day. The implied volatity was 14.80, the open interest changed by 1374 which increased total open position to 1375
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 695.15, which was 323.00 higher than the previous day. The implied volatity was 12.55, the open interest changed by 1488 which increased total open position to 1489
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 372.15, which was -100.25 lower than the previous day. The implied volatity was 12.54, the open interest changed by 376 which increased total open position to 1079
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 472.4, which was 5.40 higher than the previous day. The implied volatity was 13.03, the open interest changed by 684 which increased total open position to 685
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 467, which was -69.25 lower than the previous day. The implied volatity was 12.70, the open interest changed by 655 which increased total open position to 665
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 536.25, which was -74.65 lower than the previous day. The implied volatity was 12.07, the open interest changed by 57 which increased total open position to 442
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 610.9, which was -154.20 lower than the previous day. The implied volatity was 13.34, the open interest changed by 389 which increased total open position to 389
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 765.1, which was -234.95 lower than the previous day. The implied volatity was 12.81, the open interest changed by 74 which increased total open position to 222
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 1000.05, which was -41.45 lower than the previous day. The implied volatity was 13.32, the open interest changed by 0 which decreased total open position to 148
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 1041.5, 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 1041.5, 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 1041.5, 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 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 1041.5, which was 36.00 higher than the previous day. The implied volatity was 10.29, the open interest changed by 0 which decreased total open position to 149
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 1005.5, which was -2139.10 lower than the previous day. The implied volatity was 14.96, the open interest changed by 149 which increased total open position to 149
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 3144.6, 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 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 3144.6, 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 3144.6, 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 3144.6, 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 3144.6, 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 3144.6, 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 3144.6, 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 3144.6, 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 3144.6, 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 3144.6, 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 3144.6, 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 3144.6, 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 3144.6, 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 3144.6, 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 3144.6, 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 3144.6, 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 3144.6, 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 3144.6, 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 3144.6, 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 3144.6, which was 3144.60 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 23550 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.40
Vega: 11.70
Theta: -13.21
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23587.50 | 141.6 | 81.30 | 16.24 | 3,38,958.667 | -14,117 | 10,321 |
| 19 Dec | 23951.70 | 60.3 | 30.95 | 16.49 | 32,553.667 | -9,667.667 | 4,221 |
| 18 Dec | 24198.85 | 29.35 | 0.50 | 16.30 | 10,678.333 | -6,869.667 | 2,752 |
| 17 Dec | 24336.00 | 28.85 | 11.05 | 16.94 | 6,693.333 | -5,544 | 1,590 |
| 16 Dec | 24668.25 | 17.8 | 1.80 | 18.44 | 5,257.667 | 404.667 | 1,649.667 |
| 13 Dec | 24768.30 | 16 | -8.20 | 17.41 | 8,925.333 | -7,069.667 | 1,263.667 |
| 12 Dec | 24548.70 | 24.2 | 1.90 | 15.80 | 1,753.667 | 0 | 873.667 |
| 11 Dec | 24641.80 | 22.3 | -11.20 | 15.99 | 904.667 | 118 | 866.667 |
| 10 Dec | 24610.05 | 33.5 | -7.20 | 17.02 | 672.333 | -6,441 | 859 |
| 9 Dec | 24619.00 | 40.7 | -3.05 | 17.49 | 1,205.333 | -3,601.667 | 808 |
| 6 Dec | 24677.80 | 43.75 | -7.00 | 17.07 | 1,685.333 | -1,847.333 | 745.333 |
| 5 Dec | 24708.40 | 50.75 | -24.10 | 17.72 | 3,382.333 | -662.333 | 737.333 |
| 4 Dec | 24467.45 | 74.85 | -4.95 | 16.99 | 2,554.333 | 767.333 | 878 |
| 3 Dec | 24457.15 | 79.8 | -18.20 | 16.87 | 1,716.667 | -301 | 1,074 |
| 2 Dec | 24276.05 | 98 | -16.50 | 16.01 | 1,490 | -384.667 | 943.333 |
| 29 Nov | 24131.10 | 114.5 | -52.50 | 14.58 | 1,140.333 | 397 | 643.333 |
| 28 Nov | 23914.15 | 167 | 73.55 | 15.05 | 1,622 | 373 | 516.333 |
| 27 Nov | 24274.90 | 93.45 | -36.55 | 14.63 | 453.667 | 293.333 | 385 |
| 26 Nov | 24194.50 | 130 | 9.10 | 15.56 | 212.333 | 285.667 | 373.333 |
| 25 Nov | 24221.90 | 120.9 | -92.60 | 15.50 | 879.667 | -233.667 | 369.667 |
| 22 Nov | 23907.25 | 213.5 | -200.10 | 15.02 | 1,615.667 | -133 | 470.333 |
| 21 Nov | 23349.90 | 413.6 | 27.45 | 14.72 | 678.333 | 446.333 | 605 |
| 19 Nov | 23518.50 | 386.15 | 31.25 | 15.55 | 1,140.667 | 545 | 547 |
| 18 Nov | 23453.80 | 354.9 | 34.95 | 14.28 | 524.667 | 43.333 | 507.667 |
| 14 Nov | 23532.70 | 319.95 | 4.60 | 14.02 | 615.333 | 451.667 | 451.667 |
| 13 Nov | 23559.05 | 315.35 | 75.00 | 14.34 | 452.667 | 222.333 | 222.333 |
| 12 Nov | 23883.45 | 240.35 | 68.95 | 14.48 | 95 | 80.667 | 80.667 |
| 11 Nov | 24141.30 | 171.4 | -38.60 | 14.63 | 74.667 | 43.667 | 43.667 |
| 8 Nov | 24148.20 | 210 | 11.65 | 15.65 | 36 | 36.333 | 36.333 |
| 7 Nov | 24199.35 | 198.35 | 46.10 | 15.86 | 32 | 13 | 13 |
| 6 Nov | 24484.05 | 152.25 | -89.15 | 16.36 | 54.333 | 18 | 25 |
| 5 Nov | 24213.30 | 241.4 | -57.15 | 17.22 | 94.333 | 7 | 8.333 |
| 4 Nov | 23995.35 | 298.55 | 244.75 | 17.13 | 1.333 | 0 | 0 |
| 1 Nov | 24304.35 | 53.8 | 0.00 | 2.80 | 0 | 0 | 0 |
| 31 Oct | 24205.35 | 53.8 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 24340.85 | 53.8 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 24466.85 | 53.8 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 24339.15 | 53.8 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 24180.80 | 53.8 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 24399.40 | 53.8 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 24435.50 | 53.8 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 24472.10 | 53.8 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 24781.10 | 53.8 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 24854.05 | 53.8 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 24749.85 | 53.8 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 24971.30 | 53.8 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 25057.35 | 53.8 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 25127.95 | 53.8 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 24964.25 | 53.8 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 24998.45 | 53.8 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 24981.95 | 53.8 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 25013.15 | 53.8 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 24795.75 | 53.8 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 25014.60 | 53.8 | 53.80 | - | 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 23550 expiring on 26DEC2024
Delta for 23550 PE is -0.40
Historical price for 23550 PE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 141.6, which was 81.30 higher than the previous day. The implied volatity was 16.24, the open interest changed by -42351 which decreased total open position to 30963
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 60.3, which was 30.95 higher than the previous day. The implied volatity was 16.49, the open interest changed by -29003 which decreased total open position to 12663
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 29.35, which was 0.50 higher than the previous day. The implied volatity was 16.30, the open interest changed by -20609 which decreased total open position to 8256
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 28.85, which was 11.05 higher than the previous day. The implied volatity was 16.94, the open interest changed by -16632 which decreased total open position to 4770
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 17.8, which was 1.80 higher than the previous day. The implied volatity was 18.44, the open interest changed by 1214 which increased total open position to 4949
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 16, which was -8.20 lower than the previous day. The implied volatity was 17.41, the open interest changed by -21209 which decreased total open position to 3791
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 24.2, which was 1.90 higher than the previous day. The implied volatity was 15.80, the open interest changed by 0 which decreased total open position to 2621
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 22.3, which was -11.20 lower than the previous day. The implied volatity was 15.99, the open interest changed by 354 which increased total open position to 2600
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 33.5, which was -7.20 lower than the previous day. The implied volatity was 17.02, the open interest changed by -19323 which decreased total open position to 2577
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 40.7, which was -3.05 lower than the previous day. The implied volatity was 17.49, the open interest changed by -10805 which decreased total open position to 2424
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 43.75, which was -7.00 lower than the previous day. The implied volatity was 17.07, the open interest changed by -5542 which decreased total open position to 2236
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 50.75, which was -24.10 lower than the previous day. The implied volatity was 17.72, the open interest changed by -1987 which decreased total open position to 2212
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 74.85, which was -4.95 lower than the previous day. The implied volatity was 16.99, the open interest changed by 2302 which increased total open position to 2634
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 79.8, which was -18.20 lower than the previous day. The implied volatity was 16.87, the open interest changed by -903 which decreased total open position to 3222
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 98, which was -16.50 lower than the previous day. The implied volatity was 16.01, the open interest changed by -1154 which decreased total open position to 2830
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 114.5, which was -52.50 lower than the previous day. The implied volatity was 14.58, the open interest changed by 1191 which increased total open position to 1930
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 167, which was 73.55 higher than the previous day. The implied volatity was 15.05, the open interest changed by 1119 which increased total open position to 1549
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 93.45, which was -36.55 lower than the previous day. The implied volatity was 14.63, the open interest changed by 880 which increased total open position to 1155
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 130, which was 9.10 higher than the previous day. The implied volatity was 15.56, the open interest changed by 857 which increased total open position to 1120
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 120.9, which was -92.60 lower than the previous day. The implied volatity was 15.50, the open interest changed by -701 which decreased total open position to 1109
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 213.5, which was -200.10 lower than the previous day. The implied volatity was 15.02, the open interest changed by -399 which decreased total open position to 1411
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 413.6, which was 27.45 higher than the previous day. The implied volatity was 14.72, the open interest changed by 1339 which increased total open position to 1815
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 386.15, which was 31.25 higher than the previous day. The implied volatity was 15.55, the open interest changed by 1635 which increased total open position to 1641
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 354.9, which was 34.95 higher than the previous day. The implied volatity was 14.28, the open interest changed by 130 which increased total open position to 1523
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 319.95, which was 4.60 higher than the previous day. The implied volatity was 14.02, the open interest changed by 1355 which increased total open position to 1355
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 315.35, which was 75.00 higher than the previous day. The implied volatity was 14.34, the open interest changed by 667 which increased total open position to 667
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 240.35, which was 68.95 higher than the previous day. The implied volatity was 14.48, the open interest changed by 242 which increased total open position to 242
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 171.4, which was -38.60 lower than the previous day. The implied volatity was 14.63, the open interest changed by 131 which increased total open position to 131
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 210, which was 11.65 higher than the previous day. The implied volatity was 15.65, the open interest changed by 109 which increased total open position to 109
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 198.35, which was 46.10 higher than the previous day. The implied volatity was 15.86, the open interest changed by 39 which increased total open position to 39
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 152.25, which was -89.15 lower than the previous day. The implied volatity was 16.36, the open interest changed by 54 which increased total open position to 75
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 241.4, which was -57.15 lower than the previous day. The implied volatity was 17.22, the open interest changed by 21 which increased total open position to 25
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 298.55, which was 244.75 higher than the previous day. The implied volatity was 17.13, 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 53.8, which was 0.00 lower than the previous day. The implied volatity was 2.80, 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 53.8, 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 53.8, 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 53.8, 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 53.8, 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 53.8, 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 53.8, 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 53.8, 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 53.8, 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 53.8, 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 53.8, 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 53.8, 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 53.8, 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 53.8, 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 53.8, 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 53.8, 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 53.8, 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 53.8, 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 53.8, 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 53.8, 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 53.8, which was 53.80 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
