NIFTY
Nifty
Historical option data for NIFTY
26 Dec 2024 04:01 PM IST
| NIFTY 26DEC2024 23700 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 | 50.15 | -62.85 | - | 1,70,93,956 | 1,16,610 | 2,37,028 | |||
| 24 Dec | 23727.65 | 113 | -22.15 | 12.87 | 38,72,154 | 24,184 | 1,30,988 | |||
| 23 Dec | 23753.45 | 135.15 | -18.85 | 11.29 | 55,46,015 | 26,921 | 1,10,151 | |||
| 20 Dec | 23587.50 | 154 | -256.00 | 13.93 | 12,58,829 | 91,016 | 1,05,077 | |||
| 19 Dec | 23951.70 | 410 | -194.50 | 16.99 | 38,115 | 5,226 | 14,105 | |||
| 18 Dec | 24198.85 | 604.5 | -135.15 | 14.71 | 4,487 | 846 | 8,873 | |||
| 17 Dec | 24336.00 | 739.65 | -312.50 | 18.53 | 3,757 | 1,204 | 8,032 | |||
| 16 Dec | 24668.25 | 1052.15 | -127.85 | 20.07 | 395 | 20 | 6,830 | |||
| 13 Dec | 24768.30 | 1180 | 201.85 | 15.26 | 980 | 6,417 | 6,810 | |||
| 12 Dec | 24548.70 | 978.15 | -88.25 | 16.98 | 660 | 5,598 | 6,971 | |||
| 11 Dec | 24641.80 | 1066.4 | 38.70 | 16.51 | 439 | 5,371 | 7,048 | |||
| 10 Dec | 24610.05 | 1027.7 | -24.05 | 11.04 | 549 | 5,065 | 7,120 | |||
| 9 Dec | 24619.00 | 1051.75 | -77.10 | 12.59 | 600 | 5,212 | 7,414 | |||
| 6 Dec | 24677.80 | 1128.85 | -24.65 | 14.05 | 595 | 1,982 | 7,582 | |||
| 5 Dec | 24708.40 | 1153.5 | 201.75 | 12.08 | 1,489 | 997 | 7,808 | |||
| 4 Dec | 24467.45 | 951.75 | 14.40 | 13.27 | 1,307 | 7,101 | 8,156 | |||
| 3 Dec | 24457.15 | 937.35 | 88.80 | 12.53 | 1,037 | 7,571 | 8,431 | |||
| 2 Dec | 24276.05 | 848.55 | 97.75 | 15.27 | 2,374 | -2,822 | 8,729 | |||
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| 29 Nov | 24131.10 | 750.8 | 112.80 | 14.67 | 4,794 | 8,908 | 9,539 | |||
| 28 Nov | 23914.15 | 638 | -228.55 | 14.39 | 7,786 | 763 | 9,416 | |||
| 27 Nov | 24274.90 | 866.55 | 69.30 | 13.53 | 2,792 | 8,268 | 8,656 | |||
| 26 Nov | 24194.50 | 797.25 | -83.55 | 12.90 | 1,778 | 8,317 | 8,695 | |||
| 25 Nov | 24221.90 | 880.8 | 281.05 | 14.30 | 11,987 | -947 | 8,709 | |||
| 22 Nov | 23907.25 | 599.75 | 296.75 | 12.83 | 27,798 | 1,040 | 10,696 | |||
| 21 Nov | 23349.90 | 303 | -87.00 | 12.55 | 24,353 | 9,406 | 9,652 | |||
| 19 Nov | 23518.50 | 390 | 2.50 | 12.96 | 17,486 | 7,502 | 7,698 | |||
| 18 Nov | 23453.80 | 387.5 | -69.30 | 12.66 | 14,910 | 6,097 | 6,195 | |||
| 14 Nov | 23532.70 | 456.8 | -63.40 | 12.26 | 8,115 | 1,692 | 5,972 | |||
| 13 Nov | 23559.05 | 520.2 | -139.80 | 13.21 | 11,085 | 4,288 | 4,296 | |||
| 12 Nov | 23883.45 | 660 | -212.90 | 12.64 | 475 | 367 | 367 | |||
| 11 Nov | 24141.30 | 872.9 | -25.45 | 12.74 | 188 | 28 | 211 | |||
| 8 Nov | 24148.20 | 898.35 | -89.75 | 13.08 | 93 | 1 | 186 | |||
| 7 Nov | 24199.35 | 988.1 | -249.30 | 13.73 | 51 | -8 | 185 | |||
| 6 Nov | 24484.05 | 1237.4 | 238.35 | 13.98 | 38 | 184 | 193 | |||
| 5 Nov | 24213.30 | 999.05 | 106.55 | 13.40 | 157 | 78 | 194 | |||
| 4 Nov | 23995.35 | 892.5 | -1202.70 | 14.62 | 214 | 116 | 116 | |||
| 1 Nov | 24304.35 | 2095.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 24205.35 | 2095.2 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 24340.85 | 2095.2 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 24466.85 | 2095.2 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 24339.15 | 2095.2 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 24180.80 | 2095.2 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 24399.40 | 2095.2 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 24435.50 | 2095.2 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 24472.10 | 2095.2 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 24781.10 | 2095.2 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 24854.05 | 2095.2 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 24749.85 | 2095.2 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 24971.30 | 2095.2 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 25057.35 | 2095.2 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 25127.95 | 2095.2 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 24964.25 | 2095.2 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 24998.45 | 2095.2 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 24981.95 | 2095.2 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 25013.15 | 2095.2 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 24795.75 | 2095.2 | 0.00 | - | 0 | 21 | 0 | |||
| 4 Oct | 25014.60 | 2095.2 | 2095.20 | - | 21 | 1 | 1 | |||
| 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 23700 expiring on 26DEC2024
Delta for 23700 CE is -
Historical price for 23700 CE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 50.15, which was -62.85 lower than the previous day. The implied volatity was -, the open interest changed by 116610 which increased total open position to 237028
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 113, which was -22.15 lower than the previous day. The implied volatity was 12.87, the open interest changed by 24184 which increased total open position to 130988
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 135.15, which was -18.85 lower than the previous day. The implied volatity was 11.29, the open interest changed by 26921 which increased total open position to 110151
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 154, which was -256.00 lower than the previous day. The implied volatity was 13.93, the open interest changed by 91016 which increased total open position to 105077
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 410, which was -194.50 lower than the previous day. The implied volatity was 16.99, the open interest changed by 5226 which increased total open position to 14105
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 604.5, which was -135.15 lower than the previous day. The implied volatity was 14.71, the open interest changed by 846 which increased total open position to 8873
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 739.65, which was -312.50 lower than the previous day. The implied volatity was 18.53, the open interest changed by 1204 which increased total open position to 8032
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 1052.15, which was -127.85 lower than the previous day. The implied volatity was 20.07, the open interest changed by 20 which increased total open position to 6830
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 1180, which was 201.85 higher than the previous day. The implied volatity was 15.26, the open interest changed by 6417 which increased total open position to 6810
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 978.15, which was -88.25 lower than the previous day. The implied volatity was 16.98, the open interest changed by 5598 which increased total open position to 6971
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 1066.4, which was 38.70 higher than the previous day. The implied volatity was 16.51, the open interest changed by 5371 which increased total open position to 7048
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 1027.7, which was -24.05 lower than the previous day. The implied volatity was 11.04, the open interest changed by 5065 which increased total open position to 7120
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 1051.75, which was -77.10 lower than the previous day. The implied volatity was 12.59, the open interest changed by 5212 which increased total open position to 7414
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 1128.85, which was -24.65 lower than the previous day. The implied volatity was 14.05, the open interest changed by 1982 which increased total open position to 7582
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 1153.5, which was 201.75 higher than the previous day. The implied volatity was 12.08, the open interest changed by 997 which increased total open position to 7808
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 951.75, which was 14.40 higher than the previous day. The implied volatity was 13.27, the open interest changed by 7101 which increased total open position to 8156
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 937.35, which was 88.80 higher than the previous day. The implied volatity was 12.53, the open interest changed by 7571 which increased total open position to 8431
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 848.55, which was 97.75 higher than the previous day. The implied volatity was 15.27, the open interest changed by -2822 which decreased total open position to 8729
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 750.8, which was 112.80 higher than the previous day. The implied volatity was 14.67, the open interest changed by 8908 which increased total open position to 9539
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 638, which was -228.55 lower than the previous day. The implied volatity was 14.39, the open interest changed by 763 which increased total open position to 9416
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 866.55, which was 69.30 higher than the previous day. The implied volatity was 13.53, the open interest changed by 8268 which increased total open position to 8656
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 797.25, which was -83.55 lower than the previous day. The implied volatity was 12.90, the open interest changed by 8317 which increased total open position to 8695
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 880.8, which was 281.05 higher than the previous day. The implied volatity was 14.30, the open interest changed by -947 which decreased total open position to 8709
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 599.75, which was 296.75 higher than the previous day. The implied volatity was 12.83, the open interest changed by 1040 which increased total open position to 10696
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 303, which was -87.00 lower than the previous day. The implied volatity was 12.55, the open interest changed by 9406 which increased total open position to 9652
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 390, which was 2.50 higher than the previous day. The implied volatity was 12.96, the open interest changed by 7502 which increased total open position to 7698
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 387.5, which was -69.30 lower than the previous day. The implied volatity was 12.66, the open interest changed by 6097 which increased total open position to 6195
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 456.8, which was -63.40 lower than the previous day. The implied volatity was 12.26, the open interest changed by 1692 which increased total open position to 5972
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 520.2, which was -139.80 lower than the previous day. The implied volatity was 13.21, the open interest changed by 4288 which increased total open position to 4296
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 660, which was -212.90 lower than the previous day. The implied volatity was 12.64, the open interest changed by 367 which increased total open position to 367
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 872.9, which was -25.45 lower than the previous day. The implied volatity was 12.74, the open interest changed by 28 which increased total open position to 211
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 898.35, which was -89.75 lower than the previous day. The implied volatity was 13.08, the open interest changed by 1 which increased total open position to 186
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 988.1, which was -249.30 lower than the previous day. The implied volatity was 13.73, the open interest changed by -8 which decreased total open position to 185
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 1237.4, which was 238.35 higher than the previous day. The implied volatity was 13.98, the open interest changed by 184 which increased total open position to 193
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 999.05, which was 106.55 higher than the previous day. The implied volatity was 13.40, the open interest changed by 78 which increased total open position to 194
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 892.5, which was -1202.70 lower than the previous day. The implied volatity was 14.62, the open interest changed by 116 which increased total open position to 116
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 2095.2, 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 2095.2, 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 2095.2, 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 2095.2, 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 2095.2, 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 25 Oct NIFTY was trading at 24180.80. The strike last trading price was 2095.2, 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 24 Oct NIFTY was trading at 24399.40. The strike last trading price was 2095.2, 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 23 Oct NIFTY was trading at 24435.50. The strike last trading price was 2095.2, 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 22 Oct NIFTY was trading at 24472.10. The strike last trading price was 2095.2, 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 21 Oct NIFTY was trading at 24781.10. The strike last trading price was 2095.2, 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 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 2095.2, 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 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 2095.2, 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 16 Oct NIFTY was trading at 24971.30. The strike last trading price was 2095.2, 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 15 Oct NIFTY was trading at 25057.35. The strike last trading price was 2095.2, 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 14 Oct NIFTY was trading at 25127.95. The strike last trading price was 2095.2, 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 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 2095.2, 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 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 2095.2, 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 9 Oct NIFTY was trading at 24981.95. The strike last trading price was 2095.2, 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 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 2095.2, 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 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 2095.2, 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 4 Oct NIFTY was trading at 25014.60. The strike last trading price was 2095.2, which was 2095.20 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
| NIFTY 26DEC2024 23700 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 | -40.95 | - | 3,98,64,439 | 4,08,802 | 6,57,018 |
| 24 Dec | 23727.65 | 41 | -26.00 | 8.56 | 70,57,923 | 60,971 | 2,64,469 |
| 23 Dec | 23753.45 | 67 | -144.30 | 11.38 | 89,85,194 | 1,32,711 | 2,15,615 |
| 20 Dec | 23587.50 | 211.3 | 120.15 | 16.21 | 31,00,615 | -2,051 | 1,03,576 |
| 19 Dec | 23951.70 | 91.15 | 49.40 | 15.97 | 4,41,567 | -41,945 | 84,960 |
| 18 Dec | 24198.85 | 41.75 | 0.25 | 15.37 | 1,58,686 | 16,216 | 61,569 |
| 17 Dec | 24336.00 | 41.5 | 18.25 | 16.28 | 98,170 | -83,788 | 45,357 |
| 16 Dec | 24668.25 | 23.25 | 2.90 | 17.55 | 61,051 | -49,225 | 42,039 |
| 13 Dec | 24768.30 | 20.35 | -11.60 | 16.61 | 1,72,521 | -50,590 | 38,250 |
| 12 Dec | 24548.70 | 31.95 | 2.65 | 15.09 | 43,429 | -1,79,452 | 42,600 |
| 11 Dec | 24641.80 | 29.3 | -14.55 | 15.33 | 45,358 | -1,37,543 | 43,877 |
| 10 Dec | 24610.05 | 43.85 | -8.50 | 16.49 | 40,235 | -1,44,319 | 44,459 |
| 9 Dec | 24619.00 | 52.35 | -2.20 | 16.98 | 40,061 | -47,842 | 49,112 |
| 6 Dec | 24677.80 | 54.55 | -9.65 | 16.51 | 56,725 | 1,404 | 42,794 |
| 5 Dec | 24708.40 | 64.2 | -27.00 | 17.32 | 87,517 | 53,077 | 55,452 |
| 4 Dec | 24467.45 | 91.2 | -5.20 | 16.41 | 48,678 | -16,737 | 40,484 |
| 3 Dec | 24457.15 | 96.4 | -24.50 | 16.29 | 31,624 | 20,835 | 37,874 |
| 2 Dec | 24276.05 | 120.9 | -22.10 | 15.54 | 29,054 | 29,837 | 38,486 |
| 29 Nov | 24131.10 | 143 | -58.85 | 14.20 | 41,510 | -41,979 | 35,839 |
| 28 Nov | 23914.15 | 201.85 | 81.85 | 14.58 | 46,578 | 31,337 | 33,880 |
| 27 Nov | 24274.90 | 120 | -35.70 | 14.46 | 42,374 | 30,415 | 32,390 |
| 26 Nov | 24194.50 | 155.7 | 9.70 | 15.08 | 10,183 | 15,363 | 17,381 |
| 25 Nov | 24221.90 | 146 | -107.70 | 15.09 | 31,200 | 4,478 | 16,161 |
| 22 Nov | 23907.25 | 253.7 | -240.00 | 14.63 | 38,108 | 3,363 | 15,046 |
| 21 Nov | 23349.90 | 493.7 | 50.25 | 14.77 | 12,058 | 11,505 | 11,688 |
| 19 Nov | 23518.50 | 443.45 | 24.00 | 15.08 | 29,224 | 11,484 | 11,628 |
| 18 Nov | 23453.80 | 419.45 | 31.85 | 14.07 | 13,173 | 9,692 | 9,789 |
| 14 Nov | 23532.70 | 387.6 | 7.00 | 14.11 | 9,305 | 9,174 | 9,434 |
| 13 Nov | 23559.05 | 380.6 | 94.60 | 14.42 | 16,807 | 7,468 | 7,781 |
| 12 Nov | 23883.45 | 286 | 81.85 | 14.30 | 3,032 | 5,716 | 5,716 |
| 11 Nov | 24141.30 | 204.15 | -39.80 | 14.37 | 2,520 | 5,346 | 5,537 |
| 8 Nov | 24148.20 | 243.95 | 10.05 | 15.36 | 1,154 | 4,760 | 4,933 |
| 7 Nov | 24199.35 | 233.9 | 58.15 | 15.71 | 1,367 | 4,396 | 4,579 |
| 6 Nov | 24484.05 | 175.75 | -100.60 | 16.04 | 1,447 | 433 | 4,318 |
| 5 Nov | 24213.30 | 276.35 | -65.30 | 16.97 | 1,000 | 3,830 | 3,882 |
| 4 Nov | 23995.35 | 341.65 | 64.55 | 16.94 | 1,492 | 120 | 3,888 |
| 1 Nov | 24304.35 | 277.1 | 4.00 | 17.50 | 64 | 3,747 | 3,773 |
| 31 Oct | 24205.35 | 273.1 | 24.30 | - | 222 | 47 | 3,767 |
| 30 Oct | 24340.85 | 248.8 | 30.40 | - | 322 | 30 | 3,721 |
| 29 Oct | 24466.85 | 218.4 | -16.30 | - | 107 | 3,677 | 3,691 |
| 28 Oct | 24339.15 | 234.7 | -54.30 | - | 679 | -5 | 3,681 |
| 25 Oct | 24180.80 | 289 | 67.65 | - | 585 | 138 | 3,686 |
| 24 Oct | 24399.40 | 221.35 | -5.45 | - | 977 | 20 | 3,552 |
| 23 Oct | 24435.50 | 226.8 | 11.85 | - | 1,480 | 207 | 3,582 |
| 22 Oct | 24472.10 | 214.95 | 39.90 | - | 921 | 792 | 3,374 |
| 21 Oct | 24781.10 | 175.05 | 25.20 | - | 622 | 488 | 2,587 |
| 18 Oct | 24854.05 | 149.85 | -16.40 | - | 695 | 252 | 2,099 |
| 17 Oct | 24749.85 | 166.25 | 18.45 | - | 482 | 337 | 1,817 |
| 16 Oct | 24971.30 | 147.8 | 7.80 | - | 1,214 | 528 | 1,484 |
| 15 Oct | 25057.35 | 140 | 13.00 | - | 156 | 148 | 948 |
| 14 Oct | 25127.95 | 127 | -38.00 | - | 74 | 55 | 782 |
| 11 Oct | 24964.25 | 165 | 7.00 | - | 107 | 98 | 727 |
| 10 Oct | 24998.45 | 158 | -4.00 | - | 230 | 126 | 625 |
| 9 Oct | 24981.95 | 162 | -46.00 | - | 3 | 0 | 496 |
| 8 Oct | 25013.15 | 208 | 0.00 | - | 0 | 152 | 0 |
| 7 Oct | 24795.75 | 208 | 23.65 | - | 230 | 152 | 496 |
| 4 Oct | 25014.60 | 184.35 | 184.35 | - | 423 | 343 | 343 |
| 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 23700 expiring on 26DEC2024
Delta for 23700 PE is -
Historical price for 23700 PE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 0.05, which was -40.95 lower than the previous day. The implied volatity was -, the open interest changed by 408802 which increased total open position to 657018
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 41, which was -26.00 lower than the previous day. The implied volatity was 8.56, the open interest changed by 60971 which increased total open position to 264469
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 67, which was -144.30 lower than the previous day. The implied volatity was 11.38, the open interest changed by 132711 which increased total open position to 215615
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 211.3, which was 120.15 higher than the previous day. The implied volatity was 16.21, the open interest changed by -2051 which decreased total open position to 103576
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 91.15, which was 49.40 higher than the previous day. The implied volatity was 15.97, the open interest changed by -41945 which decreased total open position to 84960
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 41.75, which was 0.25 higher than the previous day. The implied volatity was 15.37, the open interest changed by 16216 which increased total open position to 61569
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 41.5, which was 18.25 higher than the previous day. The implied volatity was 16.28, the open interest changed by -83788 which decreased total open position to 45357
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 23.25, which was 2.90 higher than the previous day. The implied volatity was 17.55, the open interest changed by -49225 which decreased total open position to 42039
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 20.35, which was -11.60 lower than the previous day. The implied volatity was 16.61, the open interest changed by -50590 which decreased total open position to 38250
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 31.95, which was 2.65 higher than the previous day. The implied volatity was 15.09, the open interest changed by -179452 which decreased total open position to 42600
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 29.3, which was -14.55 lower than the previous day. The implied volatity was 15.33, the open interest changed by -137543 which decreased total open position to 43877
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 43.85, which was -8.50 lower than the previous day. The implied volatity was 16.49, the open interest changed by -144319 which decreased total open position to 44459
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 52.35, which was -2.20 lower than the previous day. The implied volatity was 16.98, the open interest changed by -47842 which decreased total open position to 49112
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 54.55, which was -9.65 lower than the previous day. The implied volatity was 16.51, the open interest changed by 1404 which increased total open position to 42794
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 64.2, which was -27.00 lower than the previous day. The implied volatity was 17.32, the open interest changed by 53077 which increased total open position to 55452
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 91.2, which was -5.20 lower than the previous day. The implied volatity was 16.41, the open interest changed by -16737 which decreased total open position to 40484
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 96.4, which was -24.50 lower than the previous day. The implied volatity was 16.29, the open interest changed by 20835 which increased total open position to 37874
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 120.9, which was -22.10 lower than the previous day. The implied volatity was 15.54, the open interest changed by 29837 which increased total open position to 38486
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 143, which was -58.85 lower than the previous day. The implied volatity was 14.20, the open interest changed by -41979 which decreased total open position to 35839
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 201.85, which was 81.85 higher than the previous day. The implied volatity was 14.58, the open interest changed by 31337 which increased total open position to 33880
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 120, which was -35.70 lower than the previous day. The implied volatity was 14.46, the open interest changed by 30415 which increased total open position to 32390
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 155.7, which was 9.70 higher than the previous day. The implied volatity was 15.08, the open interest changed by 15363 which increased total open position to 17381
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 146, which was -107.70 lower than the previous day. The implied volatity was 15.09, the open interest changed by 4478 which increased total open position to 16161
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 253.7, which was -240.00 lower than the previous day. The implied volatity was 14.63, the open interest changed by 3363 which increased total open position to 15046
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 493.7, which was 50.25 higher than the previous day. The implied volatity was 14.77, the open interest changed by 11505 which increased total open position to 11688
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 443.45, which was 24.00 higher than the previous day. The implied volatity was 15.08, the open interest changed by 11484 which increased total open position to 11628
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 419.45, which was 31.85 higher than the previous day. The implied volatity was 14.07, the open interest changed by 9692 which increased total open position to 9789
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 387.6, which was 7.00 higher than the previous day. The implied volatity was 14.11, the open interest changed by 9174 which increased total open position to 9434
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 380.6, which was 94.60 higher than the previous day. The implied volatity was 14.42, the open interest changed by 7468 which increased total open position to 7781
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 286, which was 81.85 higher than the previous day. The implied volatity was 14.30, the open interest changed by 5716 which increased total open position to 5716
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 204.15, which was -39.80 lower than the previous day. The implied volatity was 14.37, the open interest changed by 5346 which increased total open position to 5537
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 243.95, which was 10.05 higher than the previous day. The implied volatity was 15.36, the open interest changed by 4760 which increased total open position to 4933
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 233.9, which was 58.15 higher than the previous day. The implied volatity was 15.71, the open interest changed by 4396 which increased total open position to 4579
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 175.75, which was -100.60 lower than the previous day. The implied volatity was 16.04, the open interest changed by 433 which increased total open position to 4318
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 276.35, which was -65.30 lower than the previous day. The implied volatity was 16.97, the open interest changed by 3830 which increased total open position to 3882
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 341.65, which was 64.55 higher than the previous day. The implied volatity was 16.94, the open interest changed by 120 which increased total open position to 3888
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 277.1, which was 4.00 higher than the previous day. The implied volatity was 17.50, the open interest changed by 3747 which increased total open position to 3773
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 273.1, which was 24.30 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 248.8, which was 30.40 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 218.4, which was -16.30 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 234.7, which was -54.30 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 289, which was 67.65 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 221.35, which was -5.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct NIFTY was trading at 24435.50. The strike last trading price was 226.8, which was 11.85 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 214.95, which was 39.90 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 175.05, which was 25.20 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 149.85, which was -16.40 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 166.25, which was 18.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct NIFTY was trading at 24971.30. The strike last trading price was 147.8, which was 7.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct NIFTY was trading at 25057.35. The strike last trading price was 140, which was 13.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct NIFTY was trading at 25127.95. The strike last trading price was 127, which was -38.00 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 165, which was 7.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 158, which was -4.00 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 162, which was -46.00 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 208, 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 208, which was 23.65 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 184.35, which was 184.35 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
