NIFTY
Nifty
Historical option data for NIFTY
20 Dec 2024 04:11 PM IST
| NIFTY 26DEC2024 23750 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.43
Vega: 11.90
Theta: -16.65
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 23587.50 | 133 | -241.40 | 14.03 | 2,29,445 | 15,475 | 16,067 | |||
| 19 Dec | 23951.70 | 374.4 | -186.00 | 16.89 | 3,906.667 | 420 | 611.667 | |||
| 18 Dec | 24198.85 | 560.4 | -156.95 | 14.51 | 125.333 | 98.667 | 267.333 | |||
| 17 Dec | 24336.00 | 717.35 | -288.85 | 20.32 | 37 | 138 | 268.667 | |||
| 16 Dec | 24668.25 | 1006.2 | -131.15 | 19.85 | 34 | 127.667 | 274 | |||
| 13 Dec | 24768.30 | 1137.35 | 116.45 | 16.24 | 186 | 221 | 276.667 | |||
| 12 Dec | 24548.70 | 1020.9 | 0.00 | 0.00 | 0 | -12.333 | 0 | |||
| 11 Dec | 24641.80 | 1020.9 | 39.30 | 16.38 | 9 | 309 | 320 | |||
| 10 Dec | 24610.05 | 981.6 | -21.70 | 10.61 | 7.333 | -4.333 | 319 | |||
| 9 Dec | 24619.00 | 1003.3 | -89.65 | 12.31 | 38.333 | 317.667 | 323.667 | |||
| 6 Dec | 24677.80 | 1092.95 | 3.60 | 14.98 | 86 | 248 | 327.667 | |||
| 5 Dec | 24708.40 | 1089.35 | 180.80 | 7.39 | 111.667 | 274 | 340 | |||
| 4 Dec | 24467.45 | 908.55 | 14.45 | 13.26 | 71.667 | -580 | 360 | |||
| 3 Dec | 24457.15 | 894.1 | 86.90 | 12.53 | 97.333 | 302.667 | 376 | |||
| 2 Dec | 24276.05 | 807.2 | 96.20 | 15.10 | 190 | 402.333 | 402.333 | |||
| 29 Nov | 24131.10 | 711 | 106.10 | 14.48 | 1,081.667 | 141.333 | 438.667 | |||
| 28 Nov | 23914.15 | 604.9 | -214.25 | 14.38 | 290.667 | 277 | 297.333 | |||
| 27 Nov | 24274.90 | 819.15 | 52.20 | 13.10 | 15.333 | 241 | 241 | |||
| 26 Nov | 24194.50 | 766.95 | -69.25 | 13.27 | 50.667 | 244.667 | 244.667 | |||
| 25 Nov | 24221.90 | 836.2 | 286.00 | 13.98 | 174 | 254.333 | 254.333 | |||
| 22 Nov | 23907.25 | 550.2 | 278.05 | 12.18 | 1,019.333 | 281 | 281 | |||
| 21 Nov | 23349.90 | 272.15 | -90.35 | 12.21 | 561 | 302.667 | 347 | |||
| 19 Nov | 23518.50 | 362.5 | 5.00 | 12.77 | 594 | 181.333 | 298.333 | |||
| 18 Nov | 23453.80 | 357.5 | -60.50 | 12.46 | 461.333 | 204.333 | 205.667 | |||
|
|
||||||||||
| 14 Nov | 23532.70 | 418 | -69.55 | 11.87 | 180 | 142.333 | 143.667 | |||
| 13 Nov | 23559.05 | 487.55 | -146.35 | 13.03 | 353.333 | 104 | 104 | |||
| 12 Nov | 23883.45 | 633.9 | -190.15 | 12.82 | 63.333 | 74.333 | 74.333 | |||
| 11 Nov | 24141.30 | 824.05 | -111.40 | 12.28 | 18.667 | 25 | 25 | |||
| 8 Nov | 24148.20 | 935.45 | -26.60 | 15.54 | 0.333 | 11.667 | 11.667 | |||
| 7 Nov | 24199.35 | 962.05 | -174.20 | 14.09 | 0.333 | 12 | 12 | |||
| 6 Nov | 24484.05 | 1136.25 | 141.25 | 11.23 | 1 | 12 | 12 | |||
| 5 Nov | 24213.30 | 995 | -79.85 | 14.52 | 47.333 | 13.667 | 13.667 | |||
| 4 Nov | 23995.35 | 1074.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 24304.35 | 1074.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 24205.35 | 1074.85 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 24340.85 | 1074.85 | 0.00 | - | 0 | 0.333 | 0 | |||
| 29 Oct | 24466.85 | 1074.85 | 23.00 | - | 0.333 | 0.333 | 0.333 | |||
| 28 Oct | 24339.15 | 1051.85 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 24180.80 | 1051.85 | -1910.90 | - | 1.333 | 0.333 | 0.333 | |||
| 24 Oct | 24399.40 | 2962.75 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 24435.50 | 2962.75 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 24472.10 | 2962.75 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 24781.10 | 2962.75 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 24854.05 | 2962.75 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 24749.85 | 2962.75 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 24971.30 | 2962.75 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 25057.35 | 2962.75 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 25127.95 | 2962.75 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 24964.25 | 2962.75 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 24998.45 | 2962.75 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 24981.95 | 2962.75 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 25013.15 | 2962.75 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 24795.75 | 2962.75 | 2962.75 | - | 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 23750 expiring on 26DEC2024
Delta for 23750 CE is 0.43
Historical price for 23750 CE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 133, which was -241.40 lower than the previous day. The implied volatity was 14.03, the open interest changed by 46425 which increased total open position to 48201
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 374.4, which was -186.00 lower than the previous day. The implied volatity was 16.89, the open interest changed by 1260 which increased total open position to 1835
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 560.4, which was -156.95 lower than the previous day. The implied volatity was 14.51, the open interest changed by 296 which increased total open position to 802
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 717.35, which was -288.85 lower than the previous day. The implied volatity was 20.32, the open interest changed by 414 which increased total open position to 806
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 1006.2, which was -131.15 lower than the previous day. The implied volatity was 19.85, the open interest changed by 383 which increased total open position to 822
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 1137.35, which was 116.45 higher than the previous day. The implied volatity was 16.24, the open interest changed by 663 which increased total open position to 830
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 1020.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -37 which decreased total open position to 0
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 1020.9, which was 39.30 higher than the previous day. The implied volatity was 16.38, the open interest changed by 927 which increased total open position to 960
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 981.6, which was -21.70 lower than the previous day. The implied volatity was 10.61, the open interest changed by -13 which decreased total open position to 957
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 1003.3, which was -89.65 lower than the previous day. The implied volatity was 12.31, the open interest changed by 953 which increased total open position to 971
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 1092.95, which was 3.60 higher than the previous day. The implied volatity was 14.98, the open interest changed by 744 which increased total open position to 983
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 1089.35, which was 180.80 higher than the previous day. The implied volatity was 7.39, the open interest changed by 822 which increased total open position to 1020
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 908.55, which was 14.45 higher than the previous day. The implied volatity was 13.26, the open interest changed by -1740 which decreased total open position to 1080
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 894.1, which was 86.90 higher than the previous day. The implied volatity was 12.53, the open interest changed by 908 which increased total open position to 1128
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 807.2, which was 96.20 higher than the previous day. The implied volatity was 15.10, the open interest changed by 1207 which increased total open position to 1207
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 711, which was 106.10 higher than the previous day. The implied volatity was 14.48, the open interest changed by 424 which increased total open position to 1316
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 604.9, which was -214.25 lower than the previous day. The implied volatity was 14.38, the open interest changed by 831 which increased total open position to 892
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 819.15, which was 52.20 higher than the previous day. The implied volatity was 13.10, the open interest changed by 723 which increased total open position to 723
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 766.95, which was -69.25 lower than the previous day. The implied volatity was 13.27, the open interest changed by 734 which increased total open position to 734
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 836.2, which was 286.00 higher than the previous day. The implied volatity was 13.98, the open interest changed by 763 which increased total open position to 763
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 550.2, which was 278.05 higher than the previous day. The implied volatity was 12.18, the open interest changed by 843 which increased total open position to 843
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 272.15, which was -90.35 lower than the previous day. The implied volatity was 12.21, the open interest changed by 908 which increased total open position to 1041
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 362.5, which was 5.00 higher than the previous day. The implied volatity was 12.77, the open interest changed by 544 which increased total open position to 895
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 357.5, which was -60.50 lower than the previous day. The implied volatity was 12.46, the open interest changed by 613 which increased total open position to 617
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 418, which was -69.55 lower than the previous day. The implied volatity was 11.87, the open interest changed by 427 which increased total open position to 431
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 487.55, which was -146.35 lower than the previous day. The implied volatity was 13.03, the open interest changed by 312 which increased total open position to 312
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 633.9, which was -190.15 lower than the previous day. The implied volatity was 12.82, the open interest changed by 223 which increased total open position to 223
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 824.05, which was -111.40 lower than the previous day. The implied volatity was 12.28, the open interest changed by 75 which increased total open position to 75
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 935.45, which was -26.60 lower than the previous day. The implied volatity was 15.54, the open interest changed by 35 which increased total open position to 35
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 962.05, which was -174.20 lower than the previous day. The implied volatity was 14.09, the open interest changed by 36 which increased total open position to 36
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 1136.25, which was 141.25 higher than the previous day. The implied volatity was 11.23, the open interest changed by 36 which increased total open position to 36
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 995, which was -79.85 lower than the previous day. The implied volatity was 14.52, the open interest changed by 41 which increased total open position to 41
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 1074.85, 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 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 1074.85, 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 1074.85, 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 1074.85, 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 1074.85, which was 23.00 higher 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 1051.85, 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 1051.85, which was -1910.90 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 2962.75, 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 2962.75, 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 2962.75, 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 2962.75, 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 2962.75, 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 2962.75, 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 2962.75, 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 2962.75, 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 2962.75, 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 2962.75, 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 2962.75, 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 2962.75, 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 2962.75, 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 2962.75, which was 2962.75 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 23750 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.56
Vega: 11.95
Theta: -12.46
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23587.50 | 238.8 | 136.75 | 16.22 | 4,83,698 | -9,408 | 11,371.667 |
| 19 Dec | 23951.70 | 102.05 | 53.00 | 15.62 | 37,350 | -10,902.667 | 5,590.333 |
| 18 Dec | 24198.85 | 49.05 | 1.25 | 15.25 | 19,226.333 | -17,518.333 | 4,317.333 |
| 17 Dec | 24336.00 | 47.8 | 21.30 | 16.17 | 9,971 | 319.667 | 3,424 |
| 16 Dec | 24668.25 | 26.5 | 5.05 | 17.41 | 6,476.333 | -15,242.667 | 3,112.667 |
| 13 Dec | 24768.30 | 21.45 | -14.15 | 16.22 | 13,596.667 | -1,495.333 | 3,169.667 |
| 12 Dec | 24548.70 | 35.6 | 3.05 | 14.91 | 2,150.667 | 1,428.333 | 2,997 |
| 11 Dec | 24641.80 | 32.55 | -16.15 | 15.17 | 1,713 | 2,409 | 3,044 |
| 10 Dec | 24610.05 | 48.7 | -9.05 | 16.39 | 2,246 | 2,537.333 | 2,893.333 |
| 9 Dec | 24619.00 | 57.75 | -2.05 | 16.88 | 1,979.667 | 2,495.667 | 2,741.667 |
| 6 Dec | 24677.80 | 59.8 | -12.70 | 16.41 | 3,103.667 | 2,601.333 | 2,740.333 |
| 5 Dec | 24708.40 | 72.5 | -25.85 | 17.44 | 3,914.333 | -42,102 | 2,397.667 |
| 4 Dec | 24467.45 | 98.35 | -7.65 | 16.28 | 5,040 | -39,282.333 | 2,555.333 |
| 3 Dec | 24457.15 | 106 | -24.55 | 16.29 | 2,625.333 | 170.333 | 1,219 |
| 2 Dec | 24276.05 | 130.55 | -25.40 | 15.43 | 1,660.333 | 1,033.667 | 1,047 |
| 29 Nov | 24131.10 | 155.95 | -54.85 | 14.18 | 1,624 | 902.667 | 903.667 |
| 28 Nov | 23914.15 | 210.8 | 83.45 | 14.25 | 1,968 | -3,341.333 | 759.667 |
| 27 Nov | 24274.90 | 127.35 | -40.20 | 14.25 | 980 | -532.667 | 536 |
| 26 Nov | 24194.50 | 167.55 | 11.05 | 15.01 | 907 | -1,102.333 | 468.333 |
| 25 Nov | 24221.90 | 156.5 | -112.75 | 15.00 | 1,195.667 | 702.333 | 736.333 |
| 22 Nov | 23907.25 | 269.25 | -236.40 | 14.53 | 2,382.333 | 918.667 | 952.667 |
| 21 Nov | 23349.90 | 505.65 | 38.60 | 14.21 | 614.333 | 655 | 655 |
| 19 Nov | 23518.50 | 467.05 | 21.15 | 15.01 | 962.667 | 543 | 543 |
| 18 Nov | 23453.80 | 445.9 | 45.20 | 14.10 | 409 | 335.333 | 346 |
| 14 Nov | 23532.70 | 400.7 | -5.85 | 13.79 | 141.333 | 247.333 | 248.333 |
| 13 Nov | 23559.05 | 406.55 | 106.70 | 14.53 | 272.333 | 201.667 | 208.667 |
| 12 Nov | 23883.45 | 299.85 | 82.15 | 14.15 | 177 | 107 | 152.333 |
| 11 Nov | 24141.30 | 217.7 | -34.80 | 14.35 | 10 | 44.333 | 45.333 |
| 8 Nov | 24148.20 | 252.5 | 15.45 | 15.14 | 59.333 | -13 | 44 |
| 7 Nov | 24199.35 | 237.05 | 50.05 | 15.33 | 5.667 | 56 | 56.667 |
| 6 Nov | 24484.05 | 187 | -96.60 | 16.03 | 48.667 | 5 | 55.333 |
| 5 Nov | 24213.30 | 283.6 | -72.45 | 16.71 | 30.333 | 50 | 50 |
| 4 Nov | 23995.35 | 356.05 | 128.85 | 16.84 | 12 | 26.667 | 26.667 |
| 1 Nov | 24304.35 | 227.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 24205.35 | 227.2 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 24340.85 | 227.2 | 0.00 | - | 0 | 0.667 | 0 |
| 29 Oct | 24466.85 | 227.2 | -22.70 | - | 3.333 | 16.333 | 16.333 |
| 28 Oct | 24339.15 | 249.9 | -63.60 | - | 1 | 0.333 | 15.667 |
| 25 Oct | 24180.80 | 313.5 | 83.50 | - | 1 | 0.333 | 15.333 |
| 24 Oct | 24399.40 | 230 | 11.50 | - | 2.667 | 1 | 14.333 |
| 23 Oct | 24435.50 | 218.5 | 150.15 | - | 26.667 | 13.333 | 13.333 |
| 22 Oct | 24472.10 | 68.35 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 24781.10 | 68.35 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 24854.05 | 68.35 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 24749.85 | 68.35 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 24971.30 | 68.35 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 25057.35 | 68.35 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 25127.95 | 68.35 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 24964.25 | 68.35 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 24998.45 | 68.35 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 24981.95 | 68.35 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 25013.15 | 68.35 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 24795.75 | 68.35 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 25014.60 | 68.35 | 68.35 | - | 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 23750 expiring on 26DEC2024
Delta for 23750 PE is -0.56
Historical price for 23750 PE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 238.8, which was 136.75 higher than the previous day. The implied volatity was 16.22, the open interest changed by -28224 which decreased total open position to 34115
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 102.05, which was 53.00 higher than the previous day. The implied volatity was 15.62, the open interest changed by -32708 which decreased total open position to 16771
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 49.05, which was 1.25 higher than the previous day. The implied volatity was 15.25, the open interest changed by -52555 which decreased total open position to 12952
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 47.8, which was 21.30 higher than the previous day. The implied volatity was 16.17, the open interest changed by 959 which increased total open position to 10272
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 26.5, which was 5.05 higher than the previous day. The implied volatity was 17.41, the open interest changed by -45728 which decreased total open position to 9338
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 21.45, which was -14.15 lower than the previous day. The implied volatity was 16.22, the open interest changed by -4486 which decreased total open position to 9509
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 35.6, which was 3.05 higher than the previous day. The implied volatity was 14.91, the open interest changed by 4285 which increased total open position to 8991
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 32.55, which was -16.15 lower than the previous day. The implied volatity was 15.17, the open interest changed by 7227 which increased total open position to 9132
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 48.7, which was -9.05 lower than the previous day. The implied volatity was 16.39, the open interest changed by 7612 which increased total open position to 8680
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 57.75, which was -2.05 lower than the previous day. The implied volatity was 16.88, the open interest changed by 7487 which increased total open position to 8225
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 59.8, which was -12.70 lower than the previous day. The implied volatity was 16.41, the open interest changed by 7804 which increased total open position to 8221
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 72.5, which was -25.85 lower than the previous day. The implied volatity was 17.44, the open interest changed by -126306 which decreased total open position to 7193
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 98.35, which was -7.65 lower than the previous day. The implied volatity was 16.28, the open interest changed by -117847 which decreased total open position to 7666
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 106, which was -24.55 lower than the previous day. The implied volatity was 16.29, the open interest changed by 511 which increased total open position to 3657
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 130.55, which was -25.40 lower than the previous day. The implied volatity was 15.43, the open interest changed by 3101 which increased total open position to 3141
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 155.95, which was -54.85 lower than the previous day. The implied volatity was 14.18, the open interest changed by 2708 which increased total open position to 2711
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 210.8, which was 83.45 higher than the previous day. The implied volatity was 14.25, the open interest changed by -10024 which decreased total open position to 2279
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 127.35, which was -40.20 lower than the previous day. The implied volatity was 14.25, the open interest changed by -1598 which decreased total open position to 1608
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 167.55, which was 11.05 higher than the previous day. The implied volatity was 15.01, the open interest changed by -3307 which decreased total open position to 1405
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 156.5, which was -112.75 lower than the previous day. The implied volatity was 15.00, the open interest changed by 2107 which increased total open position to 2209
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 269.25, which was -236.40 lower than the previous day. The implied volatity was 14.53, the open interest changed by 2756 which increased total open position to 2858
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 505.65, which was 38.60 higher than the previous day. The implied volatity was 14.21, the open interest changed by 1965 which increased total open position to 1965
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 467.05, which was 21.15 higher than the previous day. The implied volatity was 15.01, the open interest changed by 1629 which increased total open position to 1629
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 445.9, which was 45.20 higher than the previous day. The implied volatity was 14.10, the open interest changed by 1006 which increased total open position to 1038
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 400.7, which was -5.85 lower than the previous day. The implied volatity was 13.79, the open interest changed by 742 which increased total open position to 745
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 406.55, which was 106.70 higher than the previous day. The implied volatity was 14.53, the open interest changed by 605 which increased total open position to 626
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 299.85, which was 82.15 higher than the previous day. The implied volatity was 14.15, the open interest changed by 321 which increased total open position to 457
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 217.7, which was -34.80 lower than the previous day. The implied volatity was 14.35, the open interest changed by 133 which increased total open position to 136
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 252.5, which was 15.45 higher than the previous day. The implied volatity was 15.14, the open interest changed by -39 which decreased total open position to 132
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 237.05, which was 50.05 higher than the previous day. The implied volatity was 15.33, the open interest changed by 168 which increased total open position to 170
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 187, which was -96.60 lower than the previous day. The implied volatity was 16.03, the open interest changed by 15 which increased total open position to 166
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 283.6, which was -72.45 lower than the previous day. The implied volatity was 16.71, the open interest changed by 150 which increased total open position to 150
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 356.05, which was 128.85 higher than the previous day. The implied volatity was 16.84, the open interest changed by 80 which increased total open position to 80
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 227.2, 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 227.2, 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 227.2, 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 227.2, which was -22.70 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 249.9, which was -63.60 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 313.5, which was 83.50 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 230, which was 11.50 higher 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 218.5, which was 150.15 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 68.35, 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 68.35, 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 68.35, 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 68.35, 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 68.35, 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 68.35, 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 68.35, 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 68.35, 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 68.35, 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 68.35, 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 68.35, 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 68.35, 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 68.35, which was 68.35 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
