NIFTY
Nifty
Historical option data for NIFTY
26 Dec 2024 03:31 PM IST
| NIFTY 26DEC2024 23600 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 | 150 | -48.50 | - | 19,74,725 | -8,682 | 43,528 | |||
| 24 Dec | 23727.65 | 198.5 | -9.50 | 16.21 | 8,07,724 | -606 | 52,307 | |||
| 23 Dec | 23753.45 | 208 | 3.40 | 11.93 | 12,99,873 | -8,543 | 53,423 | |||
| 20 Dec | 23587.50 | 204.6 | -279.10 | 13.86 | 5,32,515 | 59,154 | 62,682 | |||
| 19 Dec | 23951.70 | 483.7 | -214.05 | 17.03 | 8,751 | 761 | 3,442 | |||
| 18 Dec | 24198.85 | 697.75 | -133.30 | 15.56 | 771 | 2,043 | 2,681 | |||
| 17 Dec | 24336.00 | 831.05 | -314.80 | 19.35 | 595 | 1,842 | 2,655 | |||
| 16 Dec | 24668.25 | 1145.85 | -122.30 | 20.57 | 111 | 0 | 2,688 | |||
| 13 Dec | 24768.30 | 1268.15 | 185.65 | 12.14 | 460 | -93 | 2,690 | |||
| 12 Dec | 24548.70 | 1082.5 | -74.35 | 18.79 | 263 | 2,158 | 2,783 | |||
| 11 Dec | 24641.80 | 1156.85 | 34.40 | 16.64 | 257 | -149 | 2,866 | |||
| 10 Dec | 24610.05 | 1122.45 | -16.70 | - | 321 | -124 | 3,015 | |||
| 9 Dec | 24619.00 | 1139.15 | -88.75 | 10.52 | 210 | -19 | 3,139 | |||
| 6 Dec | 24677.80 | 1227.9 | -12.10 | 14.98 | 186 | -1,031 | 3,158 | |||
| 5 Dec | 24708.40 | 1240 | 210.70 | 9.49 | 880 | -2,503 | 3,208 | |||
| 4 Dec | 24467.45 | 1029.3 | 7.75 | 12.18 | 688 | -6,244 | 3,350 | |||
| 3 Dec | 24457.15 | 1021.55 | 83.90 | 12.08 | 866 | -6,768 | 3,563 | |||
| 2 Dec | 24276.05 | 937.65 | 107.15 | 15.89 | 1,461 | -6,690 | 3,771 | |||
| 29 Nov | 24131.10 | 830.5 | 119.15 | 14.95 | 2,289 | -6,749 | 3,937 | |||
| 28 Nov | 23914.15 | 711.35 | -238.65 | 14.61 | 2,848 | -5,719 | 3,687 | |||
| 27 Nov | 24274.90 | 950 | 71.55 | 13.72 | 1,870 | 3,121 | 3,789 | |||
| 26 Nov | 24194.50 | 878.45 | -86.60 | 13.04 | 1,094 | -5,583 | 3,984 | |||
| 25 Nov | 24221.90 | 965.05 | 299.30 | 14.64 | 3,461 | -4,028 | 4,038 | |||
| 22 Nov | 23907.25 | 665.75 | 325.45 | 12.78 | 20,068 | -4,059 | 4,007 | |||
| 21 Nov | 23349.90 | 340.3 | -105.85 | 12.27 | 12,542 | 981 | 4,663 | |||
| 19 Nov | 23518.50 | 446.15 | 1.55 | 13.05 | 10,769 | 1,744 | 3,474 | |||
| 18 Nov | 23453.80 | 444.6 | -66.80 | 12.86 | 11,230 | 2,542 | 3,281 | |||
| 14 Nov | 23532.70 | 511.4 | -70.65 | 12.22 | 5,788 | 1,671 | 1,947 | |||
| 13 Nov | 23559.05 | 582.05 | -144.95 | 13.37 | 2,808 | 1,086 | 1,086 | |||
| 12 Nov | 23883.45 | 727 | -214.95 | 12.67 | 492 | 417 | 417 | |||
| 11 Nov | 24141.30 | 941.95 | -12.25 | 12.51 | 324 | 233 | 233 | |||
| 8 Nov | 24148.20 | 954.2 | -108.80 | 12.40 | 177 | 270 | 270 | |||
| 7 Nov | 24199.35 | 1063 | -237.00 | 13.74 | 61 | 146 | 146 | |||
| 6 Nov | 24484.05 | 1300 | 224.30 | 13.11 | 16 | 138 | 138 | |||
| 5 Nov | 24213.30 | 1075.7 | 102.70 | 13.46 | 157 | 141 | 141 | |||
| 4 Nov | 23995.35 | 973 | -2125.85 | 15.03 | 152 | 105 | 105 | |||
| 1 Nov | 24304.35 | 3098.85 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 24205.35 | 3098.85 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 24340.85 | 3098.85 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 24466.85 | 3098.85 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 24339.15 | 3098.85 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 24180.80 | 3098.85 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 24399.40 | 3098.85 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 24435.50 | 3098.85 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 24472.10 | 3098.85 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 24781.10 | 3098.85 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 24854.05 | 3098.85 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 24749.85 | 3098.85 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 24971.30 | 3098.85 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 25057.35 | 3098.85 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 25127.95 | 3098.85 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 24964.25 | 3098.85 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 24998.45 | 3098.85 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 24981.95 | 3098.85 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 25013.15 | 3098.85 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 24795.75 | 3098.85 | 3098.85 | - | 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 | |||
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| 27 Sept | 26173.35 | 0.00 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 23600 expiring on 26DEC2024
Delta for 23600 CE is -
Historical price for 23600 CE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 150, which was -48.50 lower than the previous day. The implied volatity was -, the open interest changed by -8682 which decreased total open position to 43528
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 198.5, which was -9.50 lower than the previous day. The implied volatity was 16.21, the open interest changed by -606 which decreased total open position to 52307
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 208, which was 3.40 higher than the previous day. The implied volatity was 11.93, the open interest changed by -8543 which decreased total open position to 53423
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 204.6, which was -279.10 lower than the previous day. The implied volatity was 13.86, the open interest changed by 59154 which increased total open position to 62682
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 483.7, which was -214.05 lower than the previous day. The implied volatity was 17.03, the open interest changed by 761 which increased total open position to 3442
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 697.75, which was -133.30 lower than the previous day. The implied volatity was 15.56, the open interest changed by 2043 which increased total open position to 2681
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 831.05, which was -314.80 lower than the previous day. The implied volatity was 19.35, the open interest changed by 1842 which increased total open position to 2655
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 1145.85, which was -122.30 lower than the previous day. The implied volatity was 20.57, the open interest changed by 0 which decreased total open position to 2688
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 1268.15, which was 185.65 higher than the previous day. The implied volatity was 12.14, the open interest changed by -93 which decreased total open position to 2690
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 1082.5, which was -74.35 lower than the previous day. The implied volatity was 18.79, the open interest changed by 2158 which increased total open position to 2783
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 1156.85, which was 34.40 higher than the previous day. The implied volatity was 16.64, the open interest changed by -149 which decreased total open position to 2866
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 1122.45, which was -16.70 lower than the previous day. The implied volatity was -, the open interest changed by -124 which decreased total open position to 3015
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 1139.15, which was -88.75 lower than the previous day. The implied volatity was 10.52, the open interest changed by -19 which decreased total open position to 3139
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 1227.9, which was -12.10 lower than the previous day. The implied volatity was 14.98, the open interest changed by -1031 which decreased total open position to 3158
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 1240, which was 210.70 higher than the previous day. The implied volatity was 9.49, the open interest changed by -2503 which decreased total open position to 3208
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 1029.3, which was 7.75 higher than the previous day. The implied volatity was 12.18, the open interest changed by -6244 which decreased total open position to 3350
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 1021.55, which was 83.90 higher than the previous day. The implied volatity was 12.08, the open interest changed by -6768 which decreased total open position to 3563
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 937.65, which was 107.15 higher than the previous day. The implied volatity was 15.89, the open interest changed by -6690 which decreased total open position to 3771
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 830.5, which was 119.15 higher than the previous day. The implied volatity was 14.95, the open interest changed by -6749 which decreased total open position to 3937
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 711.35, which was -238.65 lower than the previous day. The implied volatity was 14.61, the open interest changed by -5719 which decreased total open position to 3687
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 950, which was 71.55 higher than the previous day. The implied volatity was 13.72, the open interest changed by 3121 which increased total open position to 3789
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 878.45, which was -86.60 lower than the previous day. The implied volatity was 13.04, the open interest changed by -5583 which decreased total open position to 3984
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 965.05, which was 299.30 higher than the previous day. The implied volatity was 14.64, the open interest changed by -4028 which decreased total open position to 4038
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 665.75, which was 325.45 higher than the previous day. The implied volatity was 12.78, the open interest changed by -4059 which decreased total open position to 4007
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 340.3, which was -105.85 lower than the previous day. The implied volatity was 12.27, the open interest changed by 981 which increased total open position to 4663
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 446.15, which was 1.55 higher than the previous day. The implied volatity was 13.05, the open interest changed by 1744 which increased total open position to 3474
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 444.6, which was -66.80 lower than the previous day. The implied volatity was 12.86, the open interest changed by 2542 which increased total open position to 3281
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 511.4, which was -70.65 lower than the previous day. The implied volatity was 12.22, the open interest changed by 1671 which increased total open position to 1947
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 582.05, which was -144.95 lower than the previous day. The implied volatity was 13.37, the open interest changed by 1086 which increased total open position to 1086
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 727, which was -214.95 lower than the previous day. The implied volatity was 12.67, the open interest changed by 417 which increased total open position to 417
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 941.95, which was -12.25 lower than the previous day. The implied volatity was 12.51, the open interest changed by 233 which increased total open position to 233
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 954.2, which was -108.80 lower than the previous day. The implied volatity was 12.40, the open interest changed by 270 which increased total open position to 270
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 1063, which was -237.00 lower than the previous day. The implied volatity was 13.74, the open interest changed by 146 which increased total open position to 146
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 1300, which was 224.30 higher than the previous day. The implied volatity was 13.11, the open interest changed by 138 which increased total open position to 138
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 1075.7, which was 102.70 higher than the previous day. The implied volatity was 13.46, the open interest changed by 141 which increased total open position to 141
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 973, which was -2125.85 lower than the previous day. The implied volatity was 15.03, the open interest changed by 105 which increased total open position to 105
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 3098.85, 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 3098.85, 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 3098.85, 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 3098.85, 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 3098.85, 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 3098.85, 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 3098.85, 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 3098.85, 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 3098.85, 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 3098.85, 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 3098.85, 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 3098.85, 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 3098.85, 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 3098.85, 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 3098.85, 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 3098.85, 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 3098.85, 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 3098.85, 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 3098.85, 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 3098.85, which was 3098.85 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 23600 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 | -25.10 | - | 1,69,74,512 | 71,570 | 2,38,783 |
| 24 Dec | 23727.65 | 25.15 | -13.85 | 10.89 | 38,93,926 | 4,557 | 1,71,392 |
| 23 Dec | 23753.45 | 39 | -123.00 | 11.91 | 53,79,910 | 57,451 | 1,71,137 |
| 20 Dec | 23587.50 | 162 | 92.05 | 16.16 | 23,44,052 | 18,046 | 1,20,793 |
| 19 Dec | 23951.70 | 69.95 | 37.95 | 16.37 | 3,41,290 | 9,953 | 1,04,010 |
| 18 Dec | 24198.85 | 32 | 0.00 | 15.85 | 1,62,131 | 59,228 | 95,411 |
| 17 Dec | 24336.00 | 32 | 13.85 | 16.63 | 76,024 | -36,783 | 36,387 |
| 16 Dec | 24668.25 | 18.15 | 1.45 | 17.88 | 56,232 | 8,729 | 35,603 |
| 13 Dec | 24768.30 | 16.7 | -9.00 | 17.02 | 1,17,800 | -1,069 | 27,056 |
| 12 Dec | 24548.70 | 25.7 | 1.45 | 15.45 | 34,032 | -978 | 28,344 |
| 11 Dec | 24641.80 | 24.25 | -12.75 | 15.75 | 29,202 | -1,63,321 | 29,302 |
| 10 Dec | 24610.05 | 37 | -6.90 | 16.89 | 23,132 | 1,890 | 27,079 |
| 9 Dec | 24619.00 | 43.9 | -3.40 | 17.29 | 23,031 | 3,334 | 25,199 |
| 6 Dec | 24677.80 | 47.3 | -7.70 | 16.90 | 26,939 | 808 | 21,876 |
| 5 Dec | 24708.40 | 55 | -23.20 | 17.60 | 46,097 | -2,526 | 21,237 |
| 4 Dec | 24467.45 | 78.2 | -6.60 | 16.67 | 46,228 | 1,331 | 23,787 |
| 3 Dec | 24457.15 | 84.8 | -20.15 | 16.66 | 36,605 | 2,098 | 22,581 |
| 2 Dec | 24276.05 | 104.95 | -16.55 | 15.84 | 24,329 | 608 | 20,450 |
| 29 Nov | 24131.10 | 121.5 | -60.20 | 14.36 | 28,157 | -52,374 | 19,835 |
| 28 Nov | 23914.15 | 181.7 | 78.25 | 15.06 | 37,009 | 13,862 | 17,643 |
| 27 Nov | 24274.90 | 103.45 | -33.95 | 14.68 | 18,162 | 2,439 | 16,526 |
| 26 Nov | 24194.50 | 137.4 | 7.70 | 15.36 | 12,347 | 712 | 14,147 |
| 25 Nov | 24221.90 | 129.7 | -97.55 | 15.41 | 31,296 | 4,299 | 13,583 |
| 22 Nov | 23907.25 | 227.25 | -220.40 | 14.93 | 39,486 | 3,041 | 12,325 |
| 21 Nov | 23349.90 | 447.65 | 43.65 | 15.02 | 21,000 | 1,306 | 9,618 |
| 19 Nov | 23518.50 | 404 | 31.85 | 15.31 | 28,974 | 1,628 | 8,447 |
| 18 Nov | 23453.80 | 372.15 | 28.35 | 14.09 | 18,519 | 391 | 6,710 |
| 14 Nov | 23532.70 | 343.8 | 12.85 | 14.12 | 12,805 | 2,052 | 6,267 |
| 13 Nov | 23559.05 | 330.95 | 69.35 | 14.20 | 11,503 | 179 | 4,236 |
| 12 Nov | 23883.45 | 261.6 | 81.50 | 14.65 | 1,933 | 310 | 4,056 |
| 11 Nov | 24141.30 | 180.1 | -39.30 | 14.48 | 1,572 | 408 | 3,767 |
| 8 Nov | 24148.20 | 219.4 | 6.00 | 15.50 | 3,389 | 499 | 3,365 |
| 7 Nov | 24199.35 | 213.4 | 54.15 | 15.95 | 1,446 | 207 | 2,866 |
| 6 Nov | 24484.05 | 159.25 | -93.35 | 16.23 | 1,047 | 164 | 2,695 |
| 5 Nov | 24213.30 | 252.6 | -63.15 | 17.14 | 883 | 8 | 2,532 |
| 4 Nov | 23995.35 | 315.75 | 65.20 | 17.18 | 2,677 | 77 | 2,527 |
| 1 Nov | 24304.35 | 250.55 | 0.60 | 17.53 | 332 | 14 | 2,450 |
| 31 Oct | 24205.35 | 249.95 | 23.85 | - | 343 | 8 | 2,436 |
| 30 Oct | 24340.85 | 226.1 | 28.75 | - | 98 | 37 | 2,428 |
| 29 Oct | 24466.85 | 197.35 | -10.00 | - | 211 | 45 | 2,395 |
| 28 Oct | 24339.15 | 207.35 | -55.55 | - | 445 | 6 | 2,349 |
| 25 Oct | 24180.80 | 262.9 | 61.70 | - | 452 | 13 | 2,343 |
| 24 Oct | 24399.40 | 201.2 | -14.70 | - | 319 | -18 | 2,330 |
| 23 Oct | 24435.50 | 215.9 | 11.35 | - | 685 | 281 | 2,350 |
| 22 Oct | 24472.10 | 204.55 | 42.35 | - | 747 | 665 | 2,075 |
| 21 Oct | 24781.10 | 162.2 | 22.55 | - | 408 | 374 | 1,412 |
| 18 Oct | 24854.05 | 139.65 | -21.45 | - | 524 | 269 | 1,030 |
| 17 Oct | 24749.85 | 161.1 | -33.90 | - | 321 | 237 | 765 |
| 16 Oct | 24971.30 | 195 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 25057.35 | 195 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 25127.95 | 195 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 24964.25 | 195 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 24998.45 | 195 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 24981.95 | 195 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 25013.15 | 195 | 0.00 | - | 0 | 19 | 0 |
| 7 Oct | 24795.75 | 195 | 25.00 | - | 126 | 19 | 528 |
| 4 Oct | 25014.60 | 170 | 170.00 | - | 602 | 496 | 496 |
| 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 23600 expiring on 26DEC2024
Delta for 23600 PE is -
Historical price for 23600 PE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 0.05, which was -25.10 lower than the previous day. The implied volatity was -, the open interest changed by 71570 which increased total open position to 238783
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 25.15, which was -13.85 lower than the previous day. The implied volatity was 10.89, the open interest changed by 4557 which increased total open position to 171392
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 39, which was -123.00 lower than the previous day. The implied volatity was 11.91, the open interest changed by 57451 which increased total open position to 171137
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 162, which was 92.05 higher than the previous day. The implied volatity was 16.16, the open interest changed by 18046 which increased total open position to 120793
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 69.95, which was 37.95 higher than the previous day. The implied volatity was 16.37, the open interest changed by 9953 which increased total open position to 104010
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 32, which was 0.00 lower than the previous day. The implied volatity was 15.85, the open interest changed by 59228 which increased total open position to 95411
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 32, which was 13.85 higher than the previous day. The implied volatity was 16.63, the open interest changed by -36783 which decreased total open position to 36387
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 18.15, which was 1.45 higher than the previous day. The implied volatity was 17.88, the open interest changed by 8729 which increased total open position to 35603
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 16.7, which was -9.00 lower than the previous day. The implied volatity was 17.02, the open interest changed by -1069 which decreased total open position to 27056
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 25.7, which was 1.45 higher than the previous day. The implied volatity was 15.45, the open interest changed by -978 which decreased total open position to 28344
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 24.25, which was -12.75 lower than the previous day. The implied volatity was 15.75, the open interest changed by -163321 which decreased total open position to 29302
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 37, which was -6.90 lower than the previous day. The implied volatity was 16.89, the open interest changed by 1890 which increased total open position to 27079
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 43.9, which was -3.40 lower than the previous day. The implied volatity was 17.29, the open interest changed by 3334 which increased total open position to 25199
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 47.3, which was -7.70 lower than the previous day. The implied volatity was 16.90, the open interest changed by 808 which increased total open position to 21876
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 55, which was -23.20 lower than the previous day. The implied volatity was 17.60, the open interest changed by -2526 which decreased total open position to 21237
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 78.2, which was -6.60 lower than the previous day. The implied volatity was 16.67, the open interest changed by 1331 which increased total open position to 23787
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 84.8, which was -20.15 lower than the previous day. The implied volatity was 16.66, the open interest changed by 2098 which increased total open position to 22581
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 104.95, which was -16.55 lower than the previous day. The implied volatity was 15.84, the open interest changed by 608 which increased total open position to 20450
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 121.5, which was -60.20 lower than the previous day. The implied volatity was 14.36, the open interest changed by -52374 which decreased total open position to 19835
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 181.7, which was 78.25 higher than the previous day. The implied volatity was 15.06, the open interest changed by 13862 which increased total open position to 17643
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 103.45, which was -33.95 lower than the previous day. The implied volatity was 14.68, the open interest changed by 2439 which increased total open position to 16526
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 137.4, which was 7.70 higher than the previous day. The implied volatity was 15.36, the open interest changed by 712 which increased total open position to 14147
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 129.7, which was -97.55 lower than the previous day. The implied volatity was 15.41, the open interest changed by 4299 which increased total open position to 13583
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 227.25, which was -220.40 lower than the previous day. The implied volatity was 14.93, the open interest changed by 3041 which increased total open position to 12325
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 447.65, which was 43.65 higher than the previous day. The implied volatity was 15.02, the open interest changed by 1306 which increased total open position to 9618
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 404, which was 31.85 higher than the previous day. The implied volatity was 15.31, the open interest changed by 1628 which increased total open position to 8447
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 372.15, which was 28.35 higher than the previous day. The implied volatity was 14.09, the open interest changed by 391 which increased total open position to 6710
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 343.8, which was 12.85 higher than the previous day. The implied volatity was 14.12, the open interest changed by 2052 which increased total open position to 6267
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 330.95, which was 69.35 higher than the previous day. The implied volatity was 14.20, the open interest changed by 179 which increased total open position to 4236
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 261.6, which was 81.50 higher than the previous day. The implied volatity was 14.65, the open interest changed by 310 which increased total open position to 4056
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 180.1, which was -39.30 lower than the previous day. The implied volatity was 14.48, the open interest changed by 408 which increased total open position to 3767
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 219.4, which was 6.00 higher than the previous day. The implied volatity was 15.50, the open interest changed by 499 which increased total open position to 3365
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 213.4, which was 54.15 higher than the previous day. The implied volatity was 15.95, the open interest changed by 207 which increased total open position to 2866
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 159.25, which was -93.35 lower than the previous day. The implied volatity was 16.23, the open interest changed by 164 which increased total open position to 2695
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 252.6, which was -63.15 lower than the previous day. The implied volatity was 17.14, the open interest changed by 8 which increased total open position to 2532
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 315.75, which was 65.20 higher than the previous day. The implied volatity was 17.18, the open interest changed by 77 which increased total open position to 2527
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 250.55, which was 0.60 higher than the previous day. The implied volatity was 17.53, the open interest changed by 14 which increased total open position to 2450
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 249.95, which was 23.85 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 226.1, which was 28.75 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 197.35, which was -10.00 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 207.35, which was -55.55 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 262.9, which was 61.70 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 201.2, which was -14.70 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 215.9, which was 11.35 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 204.55, which was 42.35 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 162.2, which was 22.55 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 139.65, which was -21.45 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 161.1, which was -33.90 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 195, 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 195, 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 195, 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 195, 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 195, 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 195, 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 195, 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 195, which was 25.00 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 170, which was 170.00 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
