NIFTY
Nifty
Historical option data for NIFTY
20 Dec 2024 04:11 PM IST
| NIFTY 26DEC2024 23650 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.52
Vega: 12.07
Theta: -17.32
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 23587.50 | 178.3 | -262.75 | 13.91 | 1,27,875 | 9,765.333 | 10,245 | |||
| 19 Dec | 23951.70 | 441.05 | -209.20 | 16.54 | 816.333 | 75 | 231.667 | |||
| 18 Dec | 24198.85 | 650.25 | -148.15 | 15.04 | 88 | 2.667 | 157.667 | |||
| 17 Dec | 24336.00 | 798.4 | -321.80 | 20.37 | 17.333 | 5.333 | 155 | |||
| 16 Dec | 24668.25 | 1120.2 | -95.40 | 23.19 | 4.667 | -1.333 | 149.333 | |||
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| 13 Dec | 24768.30 | 1215.6 | 200.60 | - | 119 | -72.333 | 151.333 | |||
| 12 Dec | 24548.70 | 1015 | -47.00 | 16.16 | 30.333 | 19.333 | 224 | |||
| 11 Dec | 24641.80 | 1062 | 0.00 | 0.00 | 0 | -2.333 | 0 | |||
| 10 Dec | 24610.05 | 1062 | -92.05 | - | 2.333 | 0 | 207 | |||
| 9 Dec | 24619.00 | 1154.05 | -34.55 | 19.05 | 4.667 | 0 | 211.667 | |||
| 6 Dec | 24677.80 | 1188.6 | -2.25 | 15.65 | 13.667 | 5.667 | 210.333 | |||
| 5 Dec | 24708.40 | 1190.85 | 220.85 | 9.43 | 43 | -6.667 | 204.667 | |||
| 4 Dec | 24467.45 | 970 | -8.75 | 10.53 | 12 | -9 | 212 | |||
| 3 Dec | 24457.15 | 978.75 | 97.45 | 12.29 | 117.667 | -7.333 | 221 | |||
| 2 Dec | 24276.05 | 881.3 | 89.65 | 14.90 | 130.333 | -15 | 237.333 | |||
| 29 Nov | 24131.10 | 791.65 | 116.65 | 14.87 | 72.333 | 13.667 | 288.667 | |||
| 28 Nov | 23914.15 | 675 | -253.95 | 14.53 | 121.333 | 4.667 | 275 | |||
| 27 Nov | 24274.90 | 928.95 | 38.95 | 14.75 | 29.667 | -2.333 | 270 | |||
| 26 Nov | 24194.50 | 890 | -22.00 | 15.54 | 19.333 | -3 | 274 | |||
| 25 Nov | 24221.90 | 912 | 289.50 | 13.93 | 200.333 | -88.667 | 277.333 | |||
| 22 Nov | 23907.25 | 622.5 | 302.75 | 12.42 | 960.333 | -65.333 | 300.667 | |||
| 21 Nov | 23349.90 | 319.75 | -98.75 | 12.37 | 692.667 | 66.333 | 391.667 | |||
| 19 Nov | 23518.50 | 418.5 | 11.40 | 13.00 | 406 | 27.333 | 326 | |||
| 18 Nov | 23453.80 | 407.1 | -71.10 | 12.47 | 481 | 194.667 | 301 | |||
| 14 Nov | 23532.70 | 478.2 | -67.80 | 12.07 | 123.667 | 74 | 106.333 | |||
| 13 Nov | 23559.05 | 546 | -146.65 | 13.14 | 223.333 | 68.667 | 88.333 | |||
| 12 Nov | 23883.45 | 692.65 | -236.90 | 12.64 | 20.333 | 7.333 | 19 | |||
| 11 Nov | 24141.30 | 929.55 | -204.65 | 13.49 | 0.333 | 0 | 11.667 | |||
| 8 Nov | 24148.20 | 1134.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 24199.35 | 1134.2 | 0.00 | 0.00 | 0 | -0.667 | 0 | |||
| 6 Nov | 24484.05 | 1134.2 | 204.45 | - | 0.667 | -0.333 | 12 | |||
| 5 Nov | 24213.30 | 929.75 | -33.00 | 8.90 | 12 | 3 | 3 | |||
| 4 Nov | 23995.35 | 962.75 | -2090.55 | 15.78 | 0.333 | 0 | 0 | |||
| 1 Nov | 24304.35 | 3053.3 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 24205.35 | 3053.3 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 24340.85 | 3053.3 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 24466.85 | 3053.3 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 24339.15 | 3053.3 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 24180.80 | 3053.3 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 24399.40 | 3053.3 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 24435.50 | 3053.3 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 24472.10 | 3053.3 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 24781.10 | 3053.3 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 24854.05 | 3053.3 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 24749.85 | 3053.3 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 24971.30 | 3053.3 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 25057.35 | 3053.3 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 25127.95 | 3053.3 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 24964.25 | 3053.3 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 24998.45 | 3053.3 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 24981.95 | 3053.3 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 25013.15 | 3053.3 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 24795.75 | 3053.3 | 3053.30 | - | 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 23650 expiring on 26DEC2024
Delta for 23650 CE is 0.52
Historical price for 23650 CE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 178.3, which was -262.75 lower than the previous day. The implied volatity was 13.91, the open interest changed by 29296 which increased total open position to 30735
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 441.05, which was -209.20 lower than the previous day. The implied volatity was 16.54, the open interest changed by 225 which increased total open position to 695
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 650.25, which was -148.15 lower than the previous day. The implied volatity was 15.04, the open interest changed by 8 which increased total open position to 473
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 798.4, which was -321.80 lower than the previous day. The implied volatity was 20.37, the open interest changed by 16 which increased total open position to 465
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 1120.2, which was -95.40 lower than the previous day. The implied volatity was 23.19, the open interest changed by -4 which decreased total open position to 448
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 1215.6, which was 200.60 higher than the previous day. The implied volatity was -, the open interest changed by -217 which decreased total open position to 454
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 1015, which was -47.00 lower than the previous day. The implied volatity was 16.16, the open interest changed by 58 which increased total open position to 672
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 1062, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -7 which decreased total open position to 0
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 1062, which was -92.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 621
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 1154.05, which was -34.55 lower than the previous day. The implied volatity was 19.05, the open interest changed by 0 which decreased total open position to 635
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 1188.6, which was -2.25 lower than the previous day. The implied volatity was 15.65, the open interest changed by 17 which increased total open position to 631
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 1190.85, which was 220.85 higher than the previous day. The implied volatity was 9.43, the open interest changed by -20 which decreased total open position to 614
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 970, which was -8.75 lower than the previous day. The implied volatity was 10.53, the open interest changed by -27 which decreased total open position to 636
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 978.75, which was 97.45 higher than the previous day. The implied volatity was 12.29, the open interest changed by -22 which decreased total open position to 663
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 881.3, which was 89.65 higher than the previous day. The implied volatity was 14.90, the open interest changed by -45 which decreased total open position to 712
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 791.65, which was 116.65 higher than the previous day. The implied volatity was 14.87, the open interest changed by 41 which increased total open position to 866
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 675, which was -253.95 lower than the previous day. The implied volatity was 14.53, the open interest changed by 14 which increased total open position to 825
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 928.95, which was 38.95 higher than the previous day. The implied volatity was 14.75, the open interest changed by -7 which decreased total open position to 810
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 890, which was -22.00 lower than the previous day. The implied volatity was 15.54, the open interest changed by -9 which decreased total open position to 822
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 912, which was 289.50 higher than the previous day. The implied volatity was 13.93, the open interest changed by -266 which decreased total open position to 832
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 622.5, which was 302.75 higher than the previous day. The implied volatity was 12.42, the open interest changed by -196 which decreased total open position to 902
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 319.75, which was -98.75 lower than the previous day. The implied volatity was 12.37, the open interest changed by 199 which increased total open position to 1175
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 418.5, which was 11.40 higher than the previous day. The implied volatity was 13.00, the open interest changed by 82 which increased total open position to 978
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 407.1, which was -71.10 lower than the previous day. The implied volatity was 12.47, the open interest changed by 584 which increased total open position to 903
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 478.2, which was -67.80 lower than the previous day. The implied volatity was 12.07, the open interest changed by 222 which increased total open position to 319
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 546, which was -146.65 lower than the previous day. The implied volatity was 13.14, the open interest changed by 206 which increased total open position to 265
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 692.65, which was -236.90 lower than the previous day. The implied volatity was 12.64, the open interest changed by 22 which increased total open position to 57
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 929.55, which was -204.65 lower than the previous day. The implied volatity was 13.49, the open interest changed by 0 which decreased total open position to 35
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 1134.2, 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 1134.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 1134.2, which was 204.45 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 36
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 929.75, which was -33.00 lower than the previous day. The implied volatity was 8.90, the open interest changed by 9 which increased total open position to 9
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 962.75, which was -2090.55 lower than the previous day. The implied volatity was 15.78, 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 3053.3, 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 3053.3, 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 3053.3, 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 3053.3, 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 3053.3, 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 3053.3, 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 3053.3, 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 3053.3, 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 3053.3, 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 3053.3, 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 3053.3, 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 3053.3, 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 3053.3, 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 3053.3, 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 3053.3, 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 3053.3, 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 3053.3, 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 3053.3, 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 3053.3, 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 3053.3, which was 3053.30 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 23650 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.48
Vega: 12.07
Theta: -13.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23587.50 | 185.7 | 103.75 | 16.19 | 4,86,143 | 4,407.333 | 10,339 |
| 19 Dec | 23951.70 | 81.95 | 44.95 | 16.36 | 37,564.333 | -11,146.667 | 5,939.667 |
| 18 Dec | 24198.85 | 37 | 0.85 | 15.67 | 10,730 | 1,547.333 | 3,917.667 |
| 17 Dec | 24336.00 | 36.15 | 14.75 | 16.41 | 8,227.333 | 999 | 2,440 |
| 16 Dec | 24668.25 | 21.4 | 3.40 | 17.88 | 4,426.333 | -4,993.667 | 1,445.667 |
| 13 Dec | 24768.30 | 18 | -10.95 | 16.72 | 10,076 | -670.667 | 1,541.333 |
| 12 Dec | 24548.70 | 28.95 | 2.45 | 15.31 | 3,452.333 | -21,925.333 | 1,254.333 |
| 11 Dec | 24641.80 | 26.5 | -13.25 | 15.52 | 1,232.333 | 205 | 917.667 |
| 10 Dec | 24610.05 | 39.75 | -7.75 | 16.63 | 1,121 | -20,914.667 | 994.333 |
| 9 Dec | 24619.00 | 47.5 | -3.30 | 17.08 | 975.667 | 593 | 808.667 |
| 6 Dec | 24677.80 | 50.8 | -8.15 | 16.71 | 1,106 | 701.333 | 843.333 |
| 5 Dec | 24708.40 | 58.95 | -26.55 | 17.43 | 2,060.333 | 627 | 713 |
| 4 Dec | 24467.45 | 85.5 | -5.40 | 16.61 | 2,179.667 | 721.667 | 788.667 |
| 3 Dec | 24457.15 | 90.9 | -22.65 | 16.51 | 1,963.667 | -30.667 | 947 |
| 2 Dec | 24276.05 | 113.55 | -17.65 | 15.74 | 1,556.333 | 187 | 979.667 |
| 29 Nov | 24131.10 | 131.2 | -53.60 | 14.25 | 1,542 | 762.333 | 769.333 |
| 28 Nov | 23914.15 | 184.8 | 73.65 | 14.53 | 1,388.333 | 769.667 | 780.667 |
| 27 Nov | 24274.90 | 111.15 | -34.50 | 14.54 | 1,018.333 | 646.667 | 655 |
| 26 Nov | 24194.50 | 145.65 | 9.15 | 15.19 | 446 | 420.667 | 429 |
| 25 Nov | 24221.90 | 136.5 | -102.70 | 15.20 | 1,001.667 | 385 | 385.333 |
| 22 Nov | 23907.25 | 239.2 | -225.85 | 14.75 | 1,184 | 498 | 498.333 |
| 21 Nov | 23349.90 | 465.05 | 31.50 | 14.72 | 585 | 427.333 | 427.667 |
| 19 Nov | 23518.50 | 433.55 | 36.05 | 15.57 | 687.667 | 295.667 | 295.667 |
| 18 Nov | 23453.80 | 397.5 | 36.35 | 14.15 | 543 | 94.667 | 404.333 |
| 14 Nov | 23532.70 | 361.15 | 13.00 | 13.98 | 188.667 | 310 | 310 |
| 13 Nov | 23559.05 | 348.15 | 82.20 | 14.08 | 408.333 | 232.667 | 232.667 |
| 12 Nov | 23883.45 | 265.95 | 71.70 | 14.22 | 49.333 | 67.667 | 67.667 |
| 11 Nov | 24141.30 | 194.25 | 8.35 | 14.52 | 43.667 | 38.667 | 38.667 |
| 8 Nov | 24148.20 | 185.9 | 0.00 | 0.00 | 0 | -0.667 | 0 |
| 7 Nov | 24199.35 | 185.9 | 16.10 | 14.49 | 0.667 | 0 | 33.333 |
| 6 Nov | 24484.05 | 169.8 | -90.30 | 16.23 | 46.667 | 9.667 | 32 |
| 5 Nov | 24213.30 | 260.1 | -69.90 | 16.91 | 1.667 | 0 | 22.333 |
| 4 Nov | 23995.35 | 330 | 94.80 | 17.10 | 38 | 20 | 20.333 |
| 1 Nov | 24304.35 | 235.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 24205.35 | 235.2 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 24340.85 | 235.2 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 24466.85 | 235.2 | 0.00 | - | 0 | 0.333 | 0 |
| 28 Oct | 24339.15 | 235.2 | 174.50 | - | 0.333 | 0 | 0 |
| 25 Oct | 24180.80 | 60.7 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 24399.40 | 60.7 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 24435.50 | 60.7 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 24472.10 | 60.7 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 24781.10 | 60.7 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 24854.05 | 60.7 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 24749.85 | 60.7 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 24971.30 | 60.7 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 25057.35 | 60.7 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 25127.95 | 60.7 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 24964.25 | 60.7 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 24998.45 | 60.7 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 24981.95 | 60.7 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 25013.15 | 60.7 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 24795.75 | 60.7 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 25014.60 | 60.7 | 60.70 | - | 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 23650 expiring on 26DEC2024
Delta for 23650 PE is -0.48
Historical price for 23650 PE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 185.7, which was 103.75 higher than the previous day. The implied volatity was 16.19, the open interest changed by 13222 which increased total open position to 31017
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 81.95, which was 44.95 higher than the previous day. The implied volatity was 16.36, the open interest changed by -33440 which decreased total open position to 17819
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 37, which was 0.85 higher than the previous day. The implied volatity was 15.67, the open interest changed by 4642 which increased total open position to 11753
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 36.15, which was 14.75 higher than the previous day. The implied volatity was 16.41, the open interest changed by 2997 which increased total open position to 7320
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 21.4, which was 3.40 higher than the previous day. The implied volatity was 17.88, the open interest changed by -14981 which decreased total open position to 4337
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 18, which was -10.95 lower than the previous day. The implied volatity was 16.72, the open interest changed by -2012 which decreased total open position to 4624
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 28.95, which was 2.45 higher than the previous day. The implied volatity was 15.31, the open interest changed by -65776 which decreased total open position to 3763
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 26.5, which was -13.25 lower than the previous day. The implied volatity was 15.52, the open interest changed by 615 which increased total open position to 2753
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 39.75, which was -7.75 lower than the previous day. The implied volatity was 16.63, the open interest changed by -62744 which decreased total open position to 2983
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 47.5, which was -3.30 lower than the previous day. The implied volatity was 17.08, the open interest changed by 1779 which increased total open position to 2426
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 50.8, which was -8.15 lower than the previous day. The implied volatity was 16.71, the open interest changed by 2104 which increased total open position to 2530
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 58.95, which was -26.55 lower than the previous day. The implied volatity was 17.43, the open interest changed by 1881 which increased total open position to 2139
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 85.5, which was -5.40 lower than the previous day. The implied volatity was 16.61, the open interest changed by 2165 which increased total open position to 2366
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 90.9, which was -22.65 lower than the previous day. The implied volatity was 16.51, the open interest changed by -92 which decreased total open position to 2841
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 113.55, which was -17.65 lower than the previous day. The implied volatity was 15.74, the open interest changed by 561 which increased total open position to 2939
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 131.2, which was -53.60 lower than the previous day. The implied volatity was 14.25, the open interest changed by 2287 which increased total open position to 2308
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 184.8, which was 73.65 higher than the previous day. The implied volatity was 14.53, the open interest changed by 2309 which increased total open position to 2342
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 111.15, which was -34.50 lower than the previous day. The implied volatity was 14.54, the open interest changed by 1940 which increased total open position to 1965
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 145.65, which was 9.15 higher than the previous day. The implied volatity was 15.19, the open interest changed by 1262 which increased total open position to 1287
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 136.5, which was -102.70 lower than the previous day. The implied volatity was 15.20, the open interest changed by 1155 which increased total open position to 1156
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 239.2, which was -225.85 lower than the previous day. The implied volatity was 14.75, the open interest changed by 1494 which increased total open position to 1495
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 465.05, which was 31.50 higher than the previous day. The implied volatity was 14.72, the open interest changed by 1282 which increased total open position to 1283
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 433.55, which was 36.05 higher than the previous day. The implied volatity was 15.57, the open interest changed by 887 which increased total open position to 887
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 397.5, which was 36.35 higher than the previous day. The implied volatity was 14.15, the open interest changed by 284 which increased total open position to 1213
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 361.15, which was 13.00 higher than the previous day. The implied volatity was 13.98, the open interest changed by 930 which increased total open position to 930
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 348.15, which was 82.20 higher than the previous day. The implied volatity was 14.08, the open interest changed by 698 which increased total open position to 698
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 265.95, which was 71.70 higher than the previous day. The implied volatity was 14.22, the open interest changed by 203 which increased total open position to 203
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 194.25, which was 8.35 higher than the previous day. The implied volatity was 14.52, the open interest changed by 116 which increased total open position to 116
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 185.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 185.9, which was 16.10 higher than the previous day. The implied volatity was 14.49, the open interest changed by 0 which decreased total open position to 100
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 169.8, which was -90.30 lower than the previous day. The implied volatity was 16.23, the open interest changed by 29 which increased total open position to 96
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 260.1, which was -69.90 lower than the previous day. The implied volatity was 16.91, the open interest changed by 0 which decreased total open position to 67
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 330, which was 94.80 higher than the previous day. The implied volatity was 17.10, the open interest changed by 60 which increased total open position to 61
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 235.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 235.2, 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 235.2, 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 235.2, 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 235.2, which was 174.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct NIFTY was trading at 24180.80. The strike last trading price was 60.7, 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 60.7, 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 60.7, 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 60.7, 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 60.7, 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 60.7, 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 60.7, 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 60.7, 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 60.7, 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 60.7, 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 60.7, 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 60.7, 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 60.7, 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 60.7, 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 60.7, 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 60.7, which was 60.70 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
