NIFTY
Nifty
Historical option data for NIFTY
20 Dec 2024 04:11 PM IST
| NIFTY 26DEC2024 23800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.38
Vega: 11.57
Theta: -16.02
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 23587.50 | 113.4 | -222.00 | 14.06 | 5,98,017 | 28,627.667 | 38,893 | |||
| 19 Dec | 23951.70 | 335.4 | -184.60 | 16.38 | 45,473 | 9,426.667 | 10,225.667 | |||
| 18 Dec | 24198.85 | 520 | -135.15 | 14.61 | 2,176.333 | 210.333 | 5,252 | |||
| 17 Dec | 24336.00 | 655.15 | -295.85 | 18.20 | 929.667 | 23 | 5,041.667 | |||
| 16 Dec | 24668.25 | 951 | -142.10 | 18.40 | 426.667 | -22 | 5,019.333 | |||
| 13 Dec | 24768.30 | 1093.1 | 205.25 | 16.42 | 3,009.333 | -64 | 5,045.333 | |||
| 12 Dec | 24548.70 | 887.85 | -83.80 | 16.55 | 480 | -114.333 | 5,134 | |||
| 11 Dec | 24641.80 | 971.65 | 31.20 | 15.90 | 194.333 | 5,143 | 5,249.667 | |||
| 10 Dec | 24610.05 | 940.45 | -14.90 | 11.85 | 201.333 | -48.667 | 5,315.333 | |||
| 9 Dec | 24619.00 | 955.35 | -87.50 | 12.08 | 261.333 | -37.333 | 5,369.333 | |||
| 6 Dec | 24677.80 | 1042.85 | -12.15 | 14.42 | 295.333 | 5,357 | 5,408 | |||
|
|
||||||||||
| 5 Dec | 24708.40 | 1055 | 190.70 | 11.35 | 787.667 | 5,439.333 | 5,491 | |||
| 4 Dec | 24467.45 | 864.3 | 8.90 | 13.12 | 676.333 | -100.667 | 5,696.667 | |||
| 3 Dec | 24457.15 | 855.4 | 88.75 | 12.81 | 1,383.667 | -2,283.333 | 5,799.333 | |||
| 2 Dec | 24276.05 | 766.65 | 90.70 | 14.94 | 1,814.333 | -2,447 | 5,970 | |||
| 29 Nov | 24131.10 | 675.95 | 100.15 | 14.48 | 5,228.667 | -154.667 | 6,064.333 | |||
| 28 Nov | 23914.15 | 575.8 | -208.45 | 14.50 | 8,211.667 | 2,855 | 6,221.667 | |||
| 27 Nov | 24274.90 | 784.25 | 61.85 | 13.28 | 2,048.667 | 3,123.667 | 3,363.667 | |||
| 26 Nov | 24194.50 | 722.4 | -78.95 | 12.92 | 1,717 | -2,102.667 | 3,232.333 | |||
| 25 Nov | 24221.90 | 801.35 | 258.30 | 14.09 | 4,609 | 3,505 | 3,516.333 | |||
| 22 Nov | 23907.25 | 543.05 | 283.70 | 13.06 | 13,228 | 3,655 | 3,666.333 | |||
| 21 Nov | 23349.90 | 259.35 | -85.65 | 12.47 | 7,942.333 | 591.667 | 4,243.333 | |||
| 19 Nov | 23518.50 | 345 | 13.65 | 12.96 | 6,694 | 322 | 2,570.333 | |||
| 18 Nov | 23453.80 | 331.35 | -73.75 | 12.36 | 6,068.333 | 941.333 | 2,248 | |||
| 14 Nov | 23532.70 | 405.1 | -64.85 | 12.26 | 2,997 | 1,146 | 1,328.667 | |||
| 13 Nov | 23559.05 | 469.95 | -120.05 | 13.30 | 3,769 | 1,166.667 | 1,176 | |||
| 12 Nov | 23883.45 | 590 | -211.65 | 12.40 | 406.667 | 563.667 | 564.667 | |||
| 11 Nov | 24141.30 | 801.65 | -33.40 | 12.76 | 127.333 | 435 | 440 | |||
| 8 Nov | 24148.20 | 835.05 | -61.65 | 13.33 | 269.667 | 150 | 433.667 | |||
| 7 Nov | 24199.35 | 896.7 | -234.65 | 13.05 | 72.333 | 278 | 283 | |||
| 6 Nov | 24484.05 | 1131.35 | 207.70 | 12.86 | 53 | 270.333 | 275.333 | |||
| 5 Nov | 24213.30 | 923.65 | 104.15 | 13.30 | 210.667 | 270.333 | 271.333 | |||
| 4 Nov | 23995.35 | 819.5 | -194.90 | 14.38 | 599.333 | 238.667 | 238.667 | |||
| 1 Nov | 24304.35 | 1014.4 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 31 Oct | 24205.35 | 1014.4 | -124.55 | - | 2 | 129.333 | 129.333 | |||
| 30 Oct | 24340.85 | 1138.95 | -37.85 | - | 0.667 | 128.667 | 128.667 | |||
| 29 Oct | 24466.85 | 1176.8 | 78.35 | - | 153.667 | 128.667 | 128.667 | |||
| 28 Oct | 24339.15 | 1098.45 | 87.85 | - | 91.667 | 31.333 | 62.667 | |||
| 25 Oct | 24180.80 | 1010.6 | -1907.15 | - | 34.333 | 31.333 | 31.333 | |||
| 24 Oct | 24399.40 | 2917.75 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 24435.50 | 2917.75 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 24472.10 | 2917.75 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 24781.10 | 2917.75 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 24854.05 | 2917.75 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 24749.85 | 2917.75 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 24971.30 | 2917.75 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 25057.35 | 2917.75 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 25127.95 | 2917.75 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 24964.25 | 2917.75 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 24998.45 | 2917.75 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 24981.95 | 2917.75 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 25013.15 | 2917.75 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 24795.75 | 2917.75 | 2917.75 | - | 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 23800 expiring on 26DEC2024
Delta for 23800 CE is 0.38
Historical price for 23800 CE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 113.4, which was -222.00 lower than the previous day. The implied volatity was 14.06, the open interest changed by 85883 which increased total open position to 116679
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 335.4, which was -184.60 lower than the previous day. The implied volatity was 16.38, the open interest changed by 28280 which increased total open position to 30677
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 520, which was -135.15 lower than the previous day. The implied volatity was 14.61, the open interest changed by 631 which increased total open position to 15756
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 655.15, which was -295.85 lower than the previous day. The implied volatity was 18.20, the open interest changed by 69 which increased total open position to 15125
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 951, which was -142.10 lower than the previous day. The implied volatity was 18.40, the open interest changed by -66 which decreased total open position to 15058
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 1093.1, which was 205.25 higher than the previous day. The implied volatity was 16.42, the open interest changed by -192 which decreased total open position to 15136
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 887.85, which was -83.80 lower than the previous day. The implied volatity was 16.55, the open interest changed by -343 which decreased total open position to 15402
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 971.65, which was 31.20 higher than the previous day. The implied volatity was 15.90, the open interest changed by 15429 which increased total open position to 15749
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 940.45, which was -14.90 lower than the previous day. The implied volatity was 11.85, the open interest changed by -146 which decreased total open position to 15946
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 955.35, which was -87.50 lower than the previous day. The implied volatity was 12.08, the open interest changed by -112 which decreased total open position to 16108
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 1042.85, which was -12.15 lower than the previous day. The implied volatity was 14.42, the open interest changed by 16071 which increased total open position to 16224
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 1055, which was 190.70 higher than the previous day. The implied volatity was 11.35, the open interest changed by 16318 which increased total open position to 16473
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 864.3, which was 8.90 higher than the previous day. The implied volatity was 13.12, the open interest changed by -302 which decreased total open position to 17090
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 855.4, which was 88.75 higher than the previous day. The implied volatity was 12.81, the open interest changed by -6850 which decreased total open position to 17398
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 766.65, which was 90.70 higher than the previous day. The implied volatity was 14.94, the open interest changed by -7341 which decreased total open position to 17910
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 675.95, which was 100.15 higher than the previous day. The implied volatity was 14.48, the open interest changed by -464 which decreased total open position to 18193
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 575.8, which was -208.45 lower than the previous day. The implied volatity was 14.50, the open interest changed by 8565 which increased total open position to 18665
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 784.25, which was 61.85 higher than the previous day. The implied volatity was 13.28, the open interest changed by 9371 which increased total open position to 10091
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 722.4, which was -78.95 lower than the previous day. The implied volatity was 12.92, the open interest changed by -6308 which decreased total open position to 9697
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 801.35, which was 258.30 higher than the previous day. The implied volatity was 14.09, the open interest changed by 10515 which increased total open position to 10549
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 543.05, which was 283.70 higher than the previous day. The implied volatity was 13.06, the open interest changed by 10965 which increased total open position to 10999
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 259.35, which was -85.65 lower than the previous day. The implied volatity was 12.47, the open interest changed by 1775 which increased total open position to 12730
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 345, which was 13.65 higher than the previous day. The implied volatity was 12.96, the open interest changed by 966 which increased total open position to 7711
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 331.35, which was -73.75 lower than the previous day. The implied volatity was 12.36, the open interest changed by 2824 which increased total open position to 6744
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 405.1, which was -64.85 lower than the previous day. The implied volatity was 12.26, the open interest changed by 3438 which increased total open position to 3986
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 469.95, which was -120.05 lower than the previous day. The implied volatity was 13.30, the open interest changed by 3500 which increased total open position to 3528
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 590, which was -211.65 lower than the previous day. The implied volatity was 12.40, the open interest changed by 1691 which increased total open position to 1694
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 801.65, which was -33.40 lower than the previous day. The implied volatity was 12.76, the open interest changed by 1305 which increased total open position to 1320
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 835.05, which was -61.65 lower than the previous day. The implied volatity was 13.33, the open interest changed by 450 which increased total open position to 1301
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 896.7, which was -234.65 lower than the previous day. The implied volatity was 13.05, the open interest changed by 834 which increased total open position to 849
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 1131.35, which was 207.70 higher than the previous day. The implied volatity was 12.86, the open interest changed by 811 which increased total open position to 826
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 923.65, which was 104.15 higher than the previous day. The implied volatity was 13.30, the open interest changed by 811 which increased total open position to 814
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 819.5, which was -194.90 lower than the previous day. The implied volatity was 14.38, the open interest changed by 716 which increased total open position to 716
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 1014.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 1014.4, which was -124.55 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 1138.95, which was -37.85 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 1176.8, which was 78.35 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 1098.45, which was 87.85 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 1010.6, which was -1907.15 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 2917.75, 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 2917.75, 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 2917.75, 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 2917.75, 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 2917.75, 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 2917.75, 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 2917.75, 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 2917.75, 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 2917.75, 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 2917.75, 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 2917.75, 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 2917.75, 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 2917.75, 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 2917.75, which was 2917.75 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 23800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.60
Vega: 11.72
Theta: -12.09
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23587.50 | 270.6 | 151.55 | 16.43 | 10,75,414 | -2,987.667 | 31,385.667 |
| 19 Dec | 23951.70 | 119.05 | 61.05 | 15.66 | 1,68,327.667 | 9,781 | 34,272.667 |
| 18 Dec | 24198.85 | 58 | 4.00 | 15.25 | 67,378.667 | -43,840.333 | 24,514 |
| 17 Dec | 24336.00 | 54 | 23.90 | 15.96 | 41,640 | -47,957 | 22,574.667 |
| 16 Dec | 24668.25 | 30.1 | 6.00 | 17.26 | 24,449 | -32,319.667 | 20,820.667 |
| 13 Dec | 24768.30 | 24.1 | -15.55 | 16.07 | 79,527.667 | -2,196.667 | 20,477.667 |
| 12 Dec | 24548.70 | 39.65 | 3.90 | 14.73 | 18,965 | 6,758.333 | 21,957.333 |
| 11 Dec | 24641.80 | 35.75 | -17.15 | 14.95 | 16,248.333 | 7,702.333 | 20,991 |
| 10 Dec | 24610.05 | 52.9 | -9.40 | 16.18 | 15,629.333 | 17,675.333 | 21,540.333 |
| 9 Dec | 24619.00 | 62.3 | -2.15 | 16.68 | 12,151.333 | 18,121 | 20,723.333 |
| 6 Dec | 24677.80 | 64.45 | -7.55 | 16.23 | 23,457 | -35,102 | 24,850 |
| 5 Dec | 24708.40 | 72 | -34.65 | 16.84 | 30,904 | -1,40,287 | 21,745.333 |
| 4 Dec | 24467.45 | 106.65 | -6.45 | 16.18 | 20,362 | 915.667 | 22,036.667 |
| 3 Dec | 24457.15 | 113.1 | -28.90 | 16.10 | 18,384.667 | 20,985.667 | 21,527.333 |
| 2 Dec | 24276.05 | 142 | -23.00 | 15.38 | 20,045.333 | 15,628.667 | 20,948.333 |
| 29 Nov | 24131.10 | 165 | -65.50 | 13.94 | 20,668.333 | 1,384.667 | 18,225.667 |
| 28 Nov | 23914.15 | 230.5 | 91.80 | 14.34 | 33,346 | 16,749.333 | 16,809 |
| 27 Nov | 24274.90 | 138.7 | -38.85 | 14.22 | 15,351 | 3,964.333 | 13,908 |
| 26 Nov | 24194.50 | 177.55 | 8.20 | 14.84 | 6,214 | 1,041 | 10,013.667 |
| 25 Nov | 24221.90 | 169.35 | -124.65 | 14.99 | 17,784.667 | 6,089 | 9,279.667 |
| 22 Nov | 23907.25 | 294 | -250.00 | 14.72 | 11,638 | 4,041.667 | 7,232.333 |
| 21 Nov | 23349.90 | 544 | 46.00 | 14.54 | 3,884.333 | 5,125.333 | 5,125.333 |
| 19 Nov | 23518.50 | 498 | 37.60 | 15.17 | 9,074.333 | 4,610.667 | 4,610.667 |
| 18 Nov | 23453.80 | 460.4 | 32.40 | 13.71 | 4,872.333 | 4,832.667 | 4,912.667 |
| 14 Nov | 23532.70 | 428 | 10.30 | 13.88 | 5,573.667 | 4,532 | 4,576.667 |
| 13 Nov | 23559.05 | 417.7 | 100.10 | 14.14 | 6,001 | 4,156.667 | 4,191 |
| 12 Nov | 23883.45 | 317.6 | 87.60 | 14.10 | 1,613 | 3,570 | 3,670 |
| 11 Nov | 24141.30 | 230 | -43.65 | 14.26 | 1,648.333 | 483 | 3,619.333 |
| 8 Nov | 24148.20 | 273.65 | 8.65 | 15.31 | 845.333 | 60.333 | 3,146.667 |
| 7 Nov | 24199.35 | 265 | 68.20 | 15.76 | 543.667 | 15.667 | 3,087.667 |
| 6 Nov | 24484.05 | 196.8 | -103.20 | 15.96 | 1,032.667 | 3,048.333 | 3,070 |
| 5 Nov | 24213.30 | 300 | -77.80 | 16.73 | 1,177.333 | 3,040 | 3,055.667 |
| 4 Nov | 23995.35 | 377.8 | 73.45 | 16.94 | 1,347 | 280.333 | 3,016 |
| 1 Nov | 24304.35 | 304.35 | 8.25 | 17.43 | 75 | 2,732.667 | 2,733.667 |
| 31 Oct | 24205.35 | 296.1 | 18.00 | - | 405.667 | 2,712 | 2,713 |
| 30 Oct | 24340.85 | 278.1 | 37.35 | - | 123.333 | 2,624.667 | 2,625.667 |
| 29 Oct | 24466.85 | 240.75 | -18.15 | - | 341 | 2,621 | 2,622 |
| 28 Oct | 24339.15 | 258.9 | -57.85 | - | 1,406.333 | -105.667 | 2,612.667 |
| 25 Oct | 24180.80 | 316.75 | 74.60 | - | 444.667 | 114.667 | 2,718.333 |
| 24 Oct | 24399.40 | 242.15 | -12.50 | - | 1,003.333 | -192 | 2,603.667 |
| 23 Oct | 24435.50 | 254.65 | 19.55 | - | 791 | 153.333 | 2,795.333 |
| 22 Oct | 24472.10 | 235.1 | 46.85 | - | 2,031.333 | 1,226 | 2,643 |
| 21 Oct | 24781.10 | 188.25 | 26.55 | - | 329 | 209 | 1,417.667 |
| 18 Oct | 24854.05 | 161.7 | -20.40 | - | 330 | 103.333 | 1,208.667 |
| 17 Oct | 24749.85 | 182.1 | 31.05 | - | 731 | 331.667 | 1,106 |
| 16 Oct | 24971.30 | 151.05 | 9.05 | - | 279.333 | 160.667 | 774.333 |
| 15 Oct | 25057.35 | 142 | 8.00 | - | 261.667 | 143.333 | 616.333 |
| 14 Oct | 25127.95 | 134 | -43.00 | - | 257.333 | 54.333 | 478.333 |
| 11 Oct | 24964.25 | 177 | 10.55 | - | 129 | 102 | 424 |
| 10 Oct | 24998.45 | 166.45 | -29.00 | - | 68.333 | 59.333 | 321.667 |
| 9 Oct | 24981.95 | 195.45 | -9.20 | - | 58 | 48.333 | 262.333 |
| 8 Oct | 25013.15 | 204.65 | 5.15 | - | 20 | 19.333 | 214 |
| 7 Oct | 24795.75 | 199.5 | -5.50 | - | 79.667 | 66.333 | 194.667 |
| 4 Oct | 25014.60 | 205 | 205.00 | - | 163 | 126.667 | 126.667 |
| 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 23800 expiring on 26DEC2024
Delta for 23800 PE is -0.60
Historical price for 23800 PE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 270.6, which was 151.55 higher than the previous day. The implied volatity was 16.43, the open interest changed by -8963 which decreased total open position to 94157
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 119.05, which was 61.05 higher than the previous day. The implied volatity was 15.66, the open interest changed by 29343 which increased total open position to 102818
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 58, which was 4.00 higher than the previous day. The implied volatity was 15.25, the open interest changed by -131521 which decreased total open position to 73542
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 54, which was 23.90 higher than the previous day. The implied volatity was 15.96, the open interest changed by -143871 which decreased total open position to 67724
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 30.1, which was 6.00 higher than the previous day. The implied volatity was 17.26, the open interest changed by -96959 which decreased total open position to 62462
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 24.1, which was -15.55 lower than the previous day. The implied volatity was 16.07, the open interest changed by -6590 which decreased total open position to 61433
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 39.65, which was 3.90 higher than the previous day. The implied volatity was 14.73, the open interest changed by 20275 which increased total open position to 65872
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 35.75, which was -17.15 lower than the previous day. The implied volatity was 14.95, the open interest changed by 23107 which increased total open position to 62973
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 52.9, which was -9.40 lower than the previous day. The implied volatity was 16.18, the open interest changed by 53026 which increased total open position to 64621
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 62.3, which was -2.15 lower than the previous day. The implied volatity was 16.68, the open interest changed by 54363 which increased total open position to 62170
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 64.45, which was -7.55 lower than the previous day. The implied volatity was 16.23, the open interest changed by -105306 which decreased total open position to 74550
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 72, which was -34.65 lower than the previous day. The implied volatity was 16.84, the open interest changed by -420861 which decreased total open position to 65236
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 106.65, which was -6.45 lower than the previous day. The implied volatity was 16.18, the open interest changed by 2747 which increased total open position to 66110
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 113.1, which was -28.90 lower than the previous day. The implied volatity was 16.10, the open interest changed by 62957 which increased total open position to 64582
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 142, which was -23.00 lower than the previous day. The implied volatity was 15.38, the open interest changed by 46886 which increased total open position to 62845
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 165, which was -65.50 lower than the previous day. The implied volatity was 13.94, the open interest changed by 4154 which increased total open position to 54677
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 230.5, which was 91.80 higher than the previous day. The implied volatity was 14.34, the open interest changed by 50248 which increased total open position to 50427
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 138.7, which was -38.85 lower than the previous day. The implied volatity was 14.22, the open interest changed by 11893 which increased total open position to 41724
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 177.55, which was 8.20 higher than the previous day. The implied volatity was 14.84, the open interest changed by 3123 which increased total open position to 30041
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 169.35, which was -124.65 lower than the previous day. The implied volatity was 14.99, the open interest changed by 18267 which increased total open position to 27839
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 294, which was -250.00 lower than the previous day. The implied volatity was 14.72, the open interest changed by 12125 which increased total open position to 21697
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 544, which was 46.00 higher than the previous day. The implied volatity was 14.54, the open interest changed by 15376 which increased total open position to 15376
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 498, which was 37.60 higher than the previous day. The implied volatity was 15.17, the open interest changed by 13832 which increased total open position to 13832
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 460.4, which was 32.40 higher than the previous day. The implied volatity was 13.71, the open interest changed by 14498 which increased total open position to 14738
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 428, which was 10.30 higher than the previous day. The implied volatity was 13.88, the open interest changed by 13596 which increased total open position to 13730
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 417.7, which was 100.10 higher than the previous day. The implied volatity was 14.14, the open interest changed by 12470 which increased total open position to 12573
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 317.6, which was 87.60 higher than the previous day. The implied volatity was 14.10, the open interest changed by 10710 which increased total open position to 11010
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 230, which was -43.65 lower than the previous day. The implied volatity was 14.26, the open interest changed by 1449 which increased total open position to 10858
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 273.65, which was 8.65 higher than the previous day. The implied volatity was 15.31, the open interest changed by 181 which increased total open position to 9440
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 265, which was 68.20 higher than the previous day. The implied volatity was 15.76, the open interest changed by 47 which increased total open position to 9263
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 196.8, which was -103.20 lower than the previous day. The implied volatity was 15.96, the open interest changed by 9145 which increased total open position to 9210
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 300, which was -77.80 lower than the previous day. The implied volatity was 16.73, the open interest changed by 9120 which increased total open position to 9167
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 377.8, which was 73.45 higher than the previous day. The implied volatity was 16.94, the open interest changed by 841 which increased total open position to 9048
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 304.35, which was 8.25 higher than the previous day. The implied volatity was 17.43, the open interest changed by 8198 which increased total open position to 8201
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 296.1, which was 18.00 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 278.1, which was 37.35 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 240.75, which was -18.15 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 258.9, which was -57.85 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 316.75, which was 74.60 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 242.15, which was -12.50 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 254.65, which was 19.55 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 235.1, which was 46.85 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 188.25, which was 26.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 161.7, which was -20.40 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 182.1, which was 31.05 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 151.05, which was 9.05 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 142, which was 8.00 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 134, which was -43.00 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 177, which was 10.55 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 166.45, which was -29.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct NIFTY was trading at 24981.95. The strike last trading price was 195.45, which was -9.20 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 204.65, which was 5.15 higher 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 199.5, which was -5.50 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 205, which was 205.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct NIFTY was trading at 25250.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct NIFTY was trading at 25796.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept NIFTY was trading at 25810.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept NIFTY was trading at 26173.35. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
