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NIFTY
Nifty
23205.35 50.00 (0.22%)

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Historical option data for NIFTY

23 Jan 2025 04:11 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
NIFTY 30JAN2025 23600 CE
Delta: 0.22
Vega: 9.59
Theta: -10.67
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
23 Jan 23205.35 55.3 7.95 13.53 1,60,076 -31,428 44,223
22 Jan 23155.35 47.35 -7.85 12.90 1,04,534.667 10,025 29,317
21 Jan 23024.65 55.2 -80.15 14.91 1,00,021.667 -53,653.667 19,362.333
20 Jan 23344.75 135.35 30.60 14.25 34,335.667 -36,996 15,170
17 Jan 23203.20 104.75 -61.35 12.96 58,158.333 -56,674 15,187
16 Jan 23311.80 166.1 51.70 12.92 31,037 -72,851.333 14,836.667
15 Jan 23213.20 114.4 -22.40 11.96 21,456.333 1,903 17,776.333
14 Jan 23176.05 136.8 8.65 13.12 23,936 -60,442 15,996
13 Jan 23085.95 128.15 -139.85 14.22 32,511 1,280 13,816
10 Jan 23431.50 268 -86.95 12.97 40,678.333 9,580 12,554
9 Jan 23526.50 354.95 -70.90 13.66 28,195.667 4,598.333 13,094.333
8 Jan 23688.95 425.85 -23.55 13.21 25,115 5,156.333 8,544.333
7 Jan 23707.90 449.4 -2.60 13.26 11,313.667 2,398 6,077
6 Jan 23616.05 452 -194.00 14.67 14,295 4,834.667 6,358.667
3 Jan 24004.75 646 -154.35 10.83 2,886.667 5,253 5,291
2 Jan 24188.65 800.35 235.35 10.67 7,828 5,097.667 5,131.667
1 Jan 23742.90 565 57.00 13.83 11,026.667 -34,659.333 7,308.667
31 Dec 23644.80 508 -4.95 13.47 20,908.667 -7,056.333 7,505.667
30 Dec 23644.90 512.95 -105.50 13.51 6,196 -3,076 2,994
27 Dec 23813.40 618.45 32.05 12.08 2,430.667 -3,443 2,444
26 Dec 23750.20 586.4 13.35 12.35 3,467 -1,743 2,225
24 Dec 23727.65 573.05 -28.45 12.03 1,612.667 -1,669.667 1,545.333
23 Dec 23753.45 601.5 23.25 12.27 3,176.333 -204 1,299
20 Dec 23587.50 578.25 -252.00 13.19 1,503.667 715 745
19 Dec 23951.70 830.25 -182.90 13.90 310.667 263 264
18 Dec 24198.85 1013.15 -126.85 13.15 18.333 110 110
17 Dec 24336.00 1140 -269.50 14.59 2.333 109.667 109.667
16 Dec 24668.25 1409.5 -90.50 13.65 0.333 109.333 109.333
13 Dec 24768.30 1500 119.60 9.15 15.333 109.667 109.667
12 Dec 24548.70 1380.4 -14.60 15.34 0.667 115 115
11 Dec 24641.80 1395 105.20 11.48 16 115 115
10 Dec 24610.05 1289.8 -95.15 - 1.333 115.667 115.667
9 Dec 24619.00 1384.95 -115.05 9.93 8.333 112 112
6 Dec 24677.80 1500 36.45 13.35 12 -0.667 111.667
5 Dec 24708.40 1463.55 213.55 6.59 29.667 112.333 112.333
4 Dec 24467.45 1250 0.00 8.61 0.333 113 113
3 Dec 24457.15 1250 59.75 9.24 14 113 113
2 Dec 24276.05 1190.25 116.25 12.94 11.667 114 114
29 Nov 24131.10 1074 102.45 12.32 61.667 117.667 117.667
28 Nov 23914.15 971.55 -244.25 12.79 83.667 -14.333 125.333
27 Nov 24274.90 1215.8 136.15 12.44 19 0 139.667
26 Nov 24194.50 1079.65 -106.80 9.49 8 140 140
25 Nov 24221.90 1186.45 274.70 11.56 118 -72.333 141.333
22 Nov 23907.25 911.75 330.05 11.50 251.333 -57.333 156.333
21 Nov 23349.90 581.7 -91.25 11.77 167.667 78.667 213.667
19 Nov 23518.50 672.95 19.35 11.82 61.333 3.667 134
18 Nov 23453.80 653.6 -64.10 11.28 58.333 23 131
14 Nov 23532.70 717.7 -76.30 10.73 75.333 35.333 108.667
13 Nov 23559.05 794 -157.05 11.74 35 19.333 72.333
12 Nov 23883.45 951.05 -338.40 11.27 2.667 0 53
11 Nov 24141.30 1289.45 0.00 0.00 0 0 0
8 Nov 24148.20 1289.45 0.00 0.00 0 -0.333 0
7 Nov 24199.35 1289.45 4.95 12.11 0.333 0 53.333
6 Nov 24484.05 1284.5 0.00 0.00 0 53.333 0
5 Nov 24213.30 1284.5 -100.40 11.41 88.667 30 30
4 Nov 23995.35 1384.9 - 0 0 0

For Nifty - strike price 23600 expiring on 30JAN2025

Delta for 23600 CE is 0.22

Historical price for 23600 CE is as follows

On 23 Jan NIFTY was trading at 23205.35. The strike last trading price was 55.3, which was 7.95 higher than the previous day. The implied volatity was 13.53, the open interest changed by -94284 which decreased total open position to 132669


On 22 Jan NIFTY was trading at 23155.35. The strike last trading price was 47.35, which was -7.85 lower than the previous day. The implied volatity was 12.90, the open interest changed by 30075 which increased total open position to 87951


On 21 Jan NIFTY was trading at 23024.65. The strike last trading price was 55.2, which was -80.15 lower than the previous day. The implied volatity was 14.91, the open interest changed by -160961 which decreased total open position to 58087


On 20 Jan NIFTY was trading at 23344.75. The strike last trading price was 135.35, which was 30.60 higher than the previous day. The implied volatity was 14.25, the open interest changed by -110988 which decreased total open position to 45510


On 17 Jan NIFTY was trading at 23203.20. The strike last trading price was 104.75, which was -61.35 lower than the previous day. The implied volatity was 12.96, the open interest changed by -170022 which decreased total open position to 45561


On 16 Jan NIFTY was trading at 23311.80. The strike last trading price was 166.1, which was 51.70 higher than the previous day. The implied volatity was 12.92, the open interest changed by -218554 which decreased total open position to 44510


On 15 Jan NIFTY was trading at 23213.20. The strike last trading price was 114.4, which was -22.40 lower than the previous day. The implied volatity was 11.96, the open interest changed by 5709 which increased total open position to 53329


On 14 Jan NIFTY was trading at 23176.05. The strike last trading price was 136.8, which was 8.65 higher than the previous day. The implied volatity was 13.12, the open interest changed by -181326 which decreased total open position to 47988


On 13 Jan NIFTY was trading at 23085.95. The strike last trading price was 128.15, which was -139.85 lower than the previous day. The implied volatity was 14.22, the open interest changed by 3840 which increased total open position to 41448


On 10 Jan NIFTY was trading at 23431.50. The strike last trading price was 268, which was -86.95 lower than the previous day. The implied volatity was 12.97, the open interest changed by 28740 which increased total open position to 37662


On 9 Jan NIFTY was trading at 23526.50. The strike last trading price was 354.95, which was -70.90 lower than the previous day. The implied volatity was 13.66, the open interest changed by 13795 which increased total open position to 39283


On 8 Jan NIFTY was trading at 23688.95. The strike last trading price was 425.85, which was -23.55 lower than the previous day. The implied volatity was 13.21, the open interest changed by 15469 which increased total open position to 25633


On 7 Jan NIFTY was trading at 23707.90. The strike last trading price was 449.4, which was -2.60 lower than the previous day. The implied volatity was 13.26, the open interest changed by 7194 which increased total open position to 18231


On 6 Jan NIFTY was trading at 23616.05. The strike last trading price was 452, which was -194.00 lower than the previous day. The implied volatity was 14.67, the open interest changed by 14504 which increased total open position to 19076


On 3 Jan NIFTY was trading at 24004.75. The strike last trading price was 646, which was -154.35 lower than the previous day. The implied volatity was 10.83, the open interest changed by 15759 which increased total open position to 15873


On 2 Jan NIFTY was trading at 24188.65. The strike last trading price was 800.35, which was 235.35 higher than the previous day. The implied volatity was 10.67, the open interest changed by 15293 which increased total open position to 15395


On 1 Jan NIFTY was trading at 23742.90. The strike last trading price was 565, which was 57.00 higher than the previous day. The implied volatity was 13.83, the open interest changed by -103978 which decreased total open position to 21926


On 31 Dec NIFTY was trading at 23644.80. The strike last trading price was 508, which was -4.95 lower than the previous day. The implied volatity was 13.47, the open interest changed by -21169 which decreased total open position to 22517


On 30 Dec NIFTY was trading at 23644.90. The strike last trading price was 512.95, which was -105.50 lower than the previous day. The implied volatity was 13.51, the open interest changed by -9228 which decreased total open position to 8982


On 27 Dec NIFTY was trading at 23813.40. The strike last trading price was 618.45, which was 32.05 higher than the previous day. The implied volatity was 12.08, the open interest changed by -10329 which decreased total open position to 7332


On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 586.4, which was 13.35 higher than the previous day. The implied volatity was 12.35, the open interest changed by -5229 which decreased total open position to 6675


On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 573.05, which was -28.45 lower than the previous day. The implied volatity was 12.03, the open interest changed by -5009 which decreased total open position to 4636


On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 601.5, which was 23.25 higher than the previous day. The implied volatity was 12.27, the open interest changed by -612 which decreased total open position to 3897


On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 578.25, which was -252.00 lower than the previous day. The implied volatity was 13.19, the open interest changed by 2145 which increased total open position to 2235


On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 830.25, which was -182.90 lower than the previous day. The implied volatity was 13.90, the open interest changed by 789 which increased total open position to 792


On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 1013.15, which was -126.85 lower than the previous day. The implied volatity was 13.15, the open interest changed by 330 which increased total open position to 330


On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 1140, which was -269.50 lower than the previous day. The implied volatity was 14.59, the open interest changed by 329 which increased total open position to 329


On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 1409.5, which was -90.50 lower than the previous day. The implied volatity was 13.65, the open interest changed by 328 which increased total open position to 328


On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 1500, which was 119.60 higher than the previous day. The implied volatity was 9.15, the open interest changed by 329 which increased total open position to 329


On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 1380.4, which was -14.60 lower than the previous day. The implied volatity was 15.34, the open interest changed by 345 which increased total open position to 345


On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 1395, which was 105.20 higher than the previous day. The implied volatity was 11.48, the open interest changed by 345 which increased total open position to 345


On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 1289.8, which was -95.15 lower than the previous day. The implied volatity was -, the open interest changed by 347 which increased total open position to 347


On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 1384.95, which was -115.05 lower than the previous day. The implied volatity was 9.93, the open interest changed by 336 which increased total open position to 336


On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 1500, which was 36.45 higher than the previous day. The implied volatity was 13.35, the open interest changed by -2 which decreased total open position to 335


On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 1463.55, which was 213.55 higher than the previous day. The implied volatity was 6.59, the open interest changed by 337 which increased total open position to 337


On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 1250, which was 0.00 lower than the previous day. The implied volatity was 8.61, the open interest changed by 339 which increased total open position to 339


On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 1250, which was 59.75 higher than the previous day. The implied volatity was 9.24, the open interest changed by 339 which increased total open position to 339


On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 1190.25, which was 116.25 higher than the previous day. The implied volatity was 12.94, the open interest changed by 342 which increased total open position to 342


On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 1074, which was 102.45 higher than the previous day. The implied volatity was 12.32, the open interest changed by 353 which increased total open position to 353


On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 971.55, which was -244.25 lower than the previous day. The implied volatity was 12.79, the open interest changed by -43 which decreased total open position to 376


On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 1215.8, which was 136.15 higher than the previous day. The implied volatity was 12.44, the open interest changed by 0 which decreased total open position to 419


On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 1079.65, which was -106.80 lower than the previous day. The implied volatity was 9.49, the open interest changed by 420 which increased total open position to 420


On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 1186.45, which was 274.70 higher than the previous day. The implied volatity was 11.56, the open interest changed by -217 which decreased total open position to 424


On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 911.75, which was 330.05 higher than the previous day. The implied volatity was 11.50, the open interest changed by -172 which decreased total open position to 469


On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 581.7, which was -91.25 lower than the previous day. The implied volatity was 11.77, the open interest changed by 236 which increased total open position to 641


On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 672.95, which was 19.35 higher than the previous day. The implied volatity was 11.82, the open interest changed by 11 which increased total open position to 402


On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 653.6, which was -64.10 lower than the previous day. The implied volatity was 11.28, the open interest changed by 69 which increased total open position to 393


On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 717.7, which was -76.30 lower than the previous day. The implied volatity was 10.73, the open interest changed by 106 which increased total open position to 326


On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 794, which was -157.05 lower than the previous day. The implied volatity was 11.74, the open interest changed by 58 which increased total open position to 217


On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 951.05, which was -338.40 lower than the previous day. The implied volatity was 11.27, the open interest changed by 0 which decreased total open position to 159


On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 1289.45, 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 1289.45, 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 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 1289.45, which was 4.95 higher than the previous day. The implied volatity was 12.11, the open interest changed by 0 which decreased total open position to 160


On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 1284.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 160 which increased total open position to 0


On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 1284.5, which was -100.40 lower than the previous day. The implied volatity was 11.41, the open interest changed by 90 which increased total open position to 90


On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 1384.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


NIFTY 30JAN2025 23600 PE
Delta: -0.79
Vega: 9.26
Theta: -3.35
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
23 Jan 23205.35 387.05 -60.95 12.81 6,784.333 6,271 9,407
22 Jan 23155.35 448 -102.15 14.21 4,557 3,808.333 8,851.333
21 Jan 23024.65 550.15 209.95 15.53 13,234 4,061.333 9,186.333
20 Jan 23344.75 340.2 -98.80 14.68 7,916 5,842.667 9,755.667
17 Jan 23203.20 439 86.40 14.34 11,231 5,179 9,330
16 Jan 23311.80 352.6 -83.10 14.56 9,433.333 7,823 11,281
15 Jan 23213.20 435.7 -13.65 14.63 5,059.333 358 13,196.333
14 Jan 23176.05 449.35 -101.25 14.43 6,372.333 8,438.333 12,856.333
13 Jan 23085.95 550.6 198.90 15.41 11,749.333 8,322.333 13,795.333
10 Jan 23431.50 351.7 67.10 15.30 37,931.667 14,103 17,299
9 Jan 23526.50 284.6 40.25 14.59 31,047.333 5,796.667 17,299.667
8 Jan 23688.95 244.35 -12.65 14.82 35,891.667 14,827 15,274
7 Jan 23707.90 257 -62.20 15.46 19,225.333 153.333 14,057.667
6 Jan 23616.05 319.2 153.15 16.78 37,399 13,865.333 14,028.333
3 Jan 24004.75 166.05 34.05 14.91 10,326 1,193 13,526.333
2 Jan 24188.65 132 -118.00 15.20 23,008.333 -73,159.333 12,483.667
1 Jan 23742.90 250 -33.10 15.05 18,958.667 -49,736.333 13,704.667
31 Dec 23644.80 283.1 6.00 14.87 30,165 -24,961.667 12,775.333
30 Dec 23644.90 277.1 60.60 14.38 15,844.333 -24,658.667 8,986.333
27 Dec 23813.40 216.5 -50.60 14.01 8,120.667 -9,458.667 8,792.333
26 Dec 23750.20 267.1 14.70 14.90 8,482.333 1,683 7,519.667
24 Dec 23727.65 252.4 -8.30 13.72 6,531.333 -2,303.667 5,976.333
23 Dec 23753.45 260.7 -101.30 14.16 8,475.667 1,216 5,246
20 Dec 23587.50 362 134.00 15.78 8,510 3,869 4,766
19 Dec 23951.70 228 62.05 14.98 4,129.667 3,325.667 4,279.667
18 Dec 24198.85 165.95 10.90 14.98 2,680.333 462.333 3,926
17 Dec 24336.00 155.05 49.45 15.34 1,974.667 180 3,463.333
16 Dec 24668.25 105.6 20.35 15.60 1,766 3,174.333 3,284.333
13 Dec 24768.30 85.25 -28.30 15.14 4,374.667 2,832.667 2,872.667
12 Dec 24548.70 113.55 7.40 14.74 1,606 3,004.667 3,031.667
11 Dec 24641.80 106.15 -14.85 14.94 1,333 2,977.333 2,986.333
10 Dec 24610.05 121 -5.40 15.46 222.333 2,485.333 2,494.333
9 Dec 24619.00 126.4 4.45 15.64 421.333 2,505.333 2,514.333
6 Dec 24677.80 121.95 2.80 15.45 1,206 2,467.333 2,476.333
5 Dec 24708.40 119.15 -41.30 15.46 1,511.667 2,345.667 2,354.667
4 Dec 24467.45 160.45 -2.80 15.39 879 2,292 2,301
3 Dec 24457.15 163.25 -36.35 15.29 777.667 2,183.667 2,191.667
2 Dec 24276.05 199.6 -20.90 15.26 369.667 2,261 2,266
29 Nov 24131.10 220.5 -48.75 14.54 276.667 2,254.333 2,256.333
28 Nov 23914.15 269.25 86.50 14.63 253.667 2,200 2,202
27 Nov 24274.90 182.75 -31.85 14.34 174 -64 2,174.333
26 Nov 24194.50 214.6 10.35 14.71 302.333 2,238.333 2,238.333
25 Nov 24221.90 204.25 -98.95 14.74 1,547.333 40.667 2,107.333
22 Nov 23907.25 303.2 -196.80 14.56 786.333 25.667 2,092.333
21 Nov 23349.90 500 44.05 14.59 476.667 -0.667 2,066.667
19 Nov 23518.50 455.95 15.25 14.73 2,782.333 1,920.333 2,068.333
18 Nov 23453.80 440.7 29.95 14.25 204 82.667 149.333
14 Nov 23532.70 410.75 19.95 14.25 77.667 28.333 67
13 Nov 23559.05 390.8 60.80 14.13 57.667 17.667 38.667
12 Nov 23883.45 330 25.00 14.57 9.667 5 19.333
11 Nov 24141.30 305 0.00 0.00 0 0 0
8 Nov 24148.20 305 48.00 15.76 0.333 0 14.333
7 Nov 24199.35 257 0.00 0.00 0 3.667 0
6 Nov 24484.05 257 -85.65 16.85 4 3.667 14.333
5 Nov 24213.30 342.65 -12.45 17.21 29.333 11 11
4 Nov 23995.35 355.1 1.95 0 0 0

For Nifty - strike price 23600 expiring on 30JAN2025

Delta for 23600 PE is -0.79

Historical price for 23600 PE is as follows

On 23 Jan NIFTY was trading at 23205.35. The strike last trading price was 387.05, which was -60.95 lower than the previous day. The implied volatity was 12.81, the open interest changed by 18813 which increased total open position to 28221


On 22 Jan NIFTY was trading at 23155.35. The strike last trading price was 448, which was -102.15 lower than the previous day. The implied volatity was 14.21, the open interest changed by 11425 which increased total open position to 26554


On 21 Jan NIFTY was trading at 23024.65. The strike last trading price was 550.15, which was 209.95 higher than the previous day. The implied volatity was 15.53, the open interest changed by 12184 which increased total open position to 27559


On 20 Jan NIFTY was trading at 23344.75. The strike last trading price was 340.2, which was -98.80 lower than the previous day. The implied volatity was 14.68, the open interest changed by 17528 which increased total open position to 29267


On 17 Jan NIFTY was trading at 23203.20. The strike last trading price was 439, which was 86.40 higher than the previous day. The implied volatity was 14.34, the open interest changed by 15537 which increased total open position to 27990


On 16 Jan NIFTY was trading at 23311.80. The strike last trading price was 352.6, which was -83.10 lower than the previous day. The implied volatity was 14.56, the open interest changed by 23469 which increased total open position to 33843


On 15 Jan NIFTY was trading at 23213.20. The strike last trading price was 435.7, which was -13.65 lower than the previous day. The implied volatity was 14.63, the open interest changed by 1074 which increased total open position to 39589


On 14 Jan NIFTY was trading at 23176.05. The strike last trading price was 449.35, which was -101.25 lower than the previous day. The implied volatity was 14.43, the open interest changed by 25315 which increased total open position to 38569


On 13 Jan NIFTY was trading at 23085.95. The strike last trading price was 550.6, which was 198.90 higher than the previous day. The implied volatity was 15.41, the open interest changed by 24967 which increased total open position to 41386


On 10 Jan NIFTY was trading at 23431.50. The strike last trading price was 351.7, which was 67.10 higher than the previous day. The implied volatity was 15.30, the open interest changed by 42309 which increased total open position to 51897


On 9 Jan NIFTY was trading at 23526.50. The strike last trading price was 284.6, which was 40.25 higher than the previous day. The implied volatity was 14.59, the open interest changed by 17390 which increased total open position to 51899


On 8 Jan NIFTY was trading at 23688.95. The strike last trading price was 244.35, which was -12.65 lower than the previous day. The implied volatity was 14.82, the open interest changed by 44481 which increased total open position to 45822


On 7 Jan NIFTY was trading at 23707.90. The strike last trading price was 257, which was -62.20 lower than the previous day. The implied volatity was 15.46, the open interest changed by 460 which increased total open position to 42173


On 6 Jan NIFTY was trading at 23616.05. The strike last trading price was 319.2, which was 153.15 higher than the previous day. The implied volatity was 16.78, the open interest changed by 41596 which increased total open position to 42085


On 3 Jan NIFTY was trading at 24004.75. The strike last trading price was 166.05, which was 34.05 higher than the previous day. The implied volatity was 14.91, the open interest changed by 3579 which increased total open position to 40579


On 2 Jan NIFTY was trading at 24188.65. The strike last trading price was 132, which was -118.00 lower than the previous day. The implied volatity was 15.20, the open interest changed by -219478 which decreased total open position to 37451


On 1 Jan NIFTY was trading at 23742.90. The strike last trading price was 250, which was -33.10 lower than the previous day. The implied volatity was 15.05, the open interest changed by -149209 which decreased total open position to 41114


On 31 Dec NIFTY was trading at 23644.80. The strike last trading price was 283.1, which was 6.00 higher than the previous day. The implied volatity was 14.87, the open interest changed by -74885 which decreased total open position to 38326


On 30 Dec NIFTY was trading at 23644.90. The strike last trading price was 277.1, which was 60.60 higher than the previous day. The implied volatity was 14.38, the open interest changed by -73976 which decreased total open position to 26959


On 27 Dec NIFTY was trading at 23813.40. The strike last trading price was 216.5, which was -50.60 lower than the previous day. The implied volatity was 14.01, the open interest changed by -28376 which decreased total open position to 26377


On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 267.1, which was 14.70 higher than the previous day. The implied volatity was 14.90, the open interest changed by 5049 which increased total open position to 22559


On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 252.4, which was -8.30 lower than the previous day. The implied volatity was 13.72, the open interest changed by -6911 which decreased total open position to 17929


On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 260.7, which was -101.30 lower than the previous day. The implied volatity was 14.16, the open interest changed by 3648 which increased total open position to 15738


On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 362, which was 134.00 higher than the previous day. The implied volatity was 15.78, the open interest changed by 11607 which increased total open position to 14298


On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 228, which was 62.05 higher than the previous day. The implied volatity was 14.98, the open interest changed by 9977 which increased total open position to 12839


On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 165.95, which was 10.90 higher than the previous day. The implied volatity was 14.98, the open interest changed by 1387 which increased total open position to 11778


On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 155.05, which was 49.45 higher than the previous day. The implied volatity was 15.34, the open interest changed by 540 which increased total open position to 10390


On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 105.6, which was 20.35 higher than the previous day. The implied volatity was 15.60, the open interest changed by 9523 which increased total open position to 9853


On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 85.25, which was -28.30 lower than the previous day. The implied volatity was 15.14, the open interest changed by 8498 which increased total open position to 8618


On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 113.55, which was 7.40 higher than the previous day. The implied volatity was 14.74, the open interest changed by 9014 which increased total open position to 9095


On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 106.15, which was -14.85 lower than the previous day. The implied volatity was 14.94, the open interest changed by 8932 which increased total open position to 8959


On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 121, which was -5.40 lower than the previous day. The implied volatity was 15.46, the open interest changed by 7456 which increased total open position to 7483


On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 126.4, which was 4.45 higher than the previous day. The implied volatity was 15.64, the open interest changed by 7516 which increased total open position to 7543


On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 121.95, which was 2.80 higher than the previous day. The implied volatity was 15.45, the open interest changed by 7402 which increased total open position to 7429


On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 119.15, which was -41.30 lower than the previous day. The implied volatity was 15.46, the open interest changed by 7037 which increased total open position to 7064


On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 160.45, which was -2.80 lower than the previous day. The implied volatity was 15.39, the open interest changed by 6876 which increased total open position to 6903


On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 163.25, which was -36.35 lower than the previous day. The implied volatity was 15.29, the open interest changed by 6551 which increased total open position to 6575


On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 199.6, which was -20.90 lower than the previous day. The implied volatity was 15.26, the open interest changed by 6783 which increased total open position to 6798


On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 220.5, which was -48.75 lower than the previous day. The implied volatity was 14.54, the open interest changed by 6763 which increased total open position to 6769


On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 269.25, which was 86.50 higher than the previous day. The implied volatity was 14.63, the open interest changed by 6600 which increased total open position to 6606


On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 182.75, which was -31.85 lower than the previous day. The implied volatity was 14.34, the open interest changed by -192 which decreased total open position to 6523


On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 214.6, which was 10.35 higher than the previous day. The implied volatity was 14.71, the open interest changed by 6715 which increased total open position to 6715


On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 204.25, which was -98.95 lower than the previous day. The implied volatity was 14.74, the open interest changed by 122 which increased total open position to 6322


On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 303.2, which was -196.80 lower than the previous day. The implied volatity was 14.56, the open interest changed by 77 which increased total open position to 6277


On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 500, which was 44.05 higher than the previous day. The implied volatity was 14.59, the open interest changed by -2 which decreased total open position to 6200


On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 455.95, which was 15.25 higher than the previous day. The implied volatity was 14.73, the open interest changed by 5761 which increased total open position to 6205


On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 440.7, which was 29.95 higher than the previous day. The implied volatity was 14.25, the open interest changed by 248 which increased total open position to 448


On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 410.75, which was 19.95 higher than the previous day. The implied volatity was 14.25, the open interest changed by 85 which increased total open position to 201


On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 390.8, which was 60.80 higher than the previous day. The implied volatity was 14.13, the open interest changed by 53 which increased total open position to 116


On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 330, which was 25.00 higher than the previous day. The implied volatity was 14.57, the open interest changed by 15 which increased total open position to 58


On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 305, 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 305, which was 48.00 higher than the previous day. The implied volatity was 15.76, the open interest changed by 0 which decreased total open position to 43


On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 257, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0


On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 257, which was -85.65 lower than the previous day. The implied volatity was 16.85, the open interest changed by 11 which increased total open position to 43


On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 342.65, which was -12.45 lower than the previous day. The implied volatity was 17.21, the open interest changed by 33 which increased total open position to 33


On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 355.1, which was lower than the previous day. The implied volatity was 1.95, the open interest changed by 0 which decreased total open position to 0