NIFTY
Nifty
Historical option data for NIFTY
20 Dec 2024 04:11 PM IST
| NIFTY 26DEC2024 23850 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.34
Vega: 11.13
Theta: -15.40
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 23587.50 | 97.6 | -209.40 | 14.24 | 3,48,602.333 | 11,992.333 | 13,812 | |||
| 19 Dec | 23951.70 | 307 | -176.10 | 16.61 | 15,660.333 | 1,482.333 | 1,831.667 | |||
| 18 Dec | 24198.85 | 483.1 | -125.45 | 14.90 | 142.333 | 2 | 349 | |||
| 17 Dec | 24336.00 | 608.55 | -307.35 | 17.53 | 89 | -34.667 | 348 | |||
| 16 Dec | 24668.25 | 915.9 | -117.30 | 19.46 | 62.333 | -12.333 | 382.667 | |||
| 13 Dec | 24768.30 | 1033.2 | 184.40 | 14.16 | 489.333 | 321.333 | 395.333 | |||
| 12 Dec | 24548.70 | 848.8 | -61.20 | 16.81 | 64 | 306.333 | 370.333 | |||
| 11 Dec | 24641.80 | 910 | 69.10 | 13.91 | 14.333 | 161.333 | 373 | |||
| 10 Dec | 24610.05 | 840.9 | -77.65 | - | 15.667 | 130.667 | 383 | |||
| 9 Dec | 24619.00 | 918.55 | -84.75 | 13.17 | 16.667 | -169 | 390.667 | |||
| 6 Dec | 24677.80 | 1003.3 | -10.15 | 14.78 | 43.333 | -209.333 | 395.667 | |||
| 5 Dec | 24708.40 | 1013.45 | 187.00 | 11.98 | 78.333 | -198.333 | 408.667 | |||
| 4 Dec | 24467.45 | 826.45 | 15.70 | 13.38 | 24.667 | -200.333 | 429.667 | |||
| 3 Dec | 24457.15 | 810.75 | 83.00 | 12.60 | 148 | -191.667 | 435.667 | |||
|
|
||||||||||
| 2 Dec | 24276.05 | 727.75 | 93.10 | 14.83 | 301.667 | 492 | 492.333 | |||
| 29 Nov | 24131.10 | 634.65 | 102.10 | 14.16 | 1,312.333 | 533.667 | 534 | |||
| 28 Nov | 23914.15 | 532.55 | -208.45 | 14.00 | 811.667 | 373.667 | 374 | |||
| 27 Nov | 24274.90 | 741 | 55.30 | 13.01 | 78.667 | 178.667 | 230.667 | |||
| 26 Nov | 24194.50 | 685.7 | -71.45 | 12.90 | 32.667 | 243.667 | 244 | |||
| 25 Nov | 24221.90 | 757.15 | 267.60 | 13.74 | 343 | -251 | 246 | |||
| 22 Nov | 23907.25 | 489.55 | 255.00 | 12.22 | 1,128 | -101.667 | 395.333 | |||
| 21 Nov | 23349.90 | 234.55 | -82.65 | 12.26 | 813 | 303 | 315.333 | |||
| 19 Nov | 23518.50 | 317.2 | 7.40 | 12.77 | 673.333 | 305 | 305 | |||
| 18 Nov | 23453.80 | 309.8 | -58.20 | 12.37 | 485 | 246.333 | 258.667 | |||
| 14 Nov | 23532.70 | 368 | -65.95 | 11.86 | 151 | 127 | 139.333 | |||
| 13 Nov | 23559.05 | 433.95 | -126.45 | 12.97 | 135 | 106 | 106.333 | |||
| 12 Nov | 23883.45 | 560.4 | -198.65 | 12.41 | 23.333 | 40.667 | 40.667 | |||
| 11 Nov | 24141.30 | 759.05 | -42.05 | 12.48 | 6.667 | 24.667 | 24.667 | |||
| 8 Nov | 24148.20 | 801.1 | -74.40 | 13.33 | 6.667 | 18.333 | 19 | |||
| 7 Nov | 24199.35 | 875.5 | -183.20 | 13.53 | 8.667 | 18 | 18.667 | |||
| 6 Nov | 24484.05 | 1058.7 | 145.05 | 11.47 | 2.667 | 15.667 | 18.333 | |||
| 5 Nov | 24213.30 | 913.65 | 113.65 | 14.13 | 68.333 | 17 | 19.333 | |||
| 4 Nov | 23995.35 | 800 | -2072.95 | 14.74 | 21.667 | 9.333 | 9.333 | |||
| 1 Nov | 24304.35 | 2872.95 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 24205.35 | 2872.95 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 24340.85 | 2872.95 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 24466.85 | 2872.95 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 24339.15 | 2872.95 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 24180.80 | 2872.95 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 24399.40 | 2872.95 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 24435.50 | 2872.95 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 24472.10 | 2872.95 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 24781.10 | 2872.95 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 24854.05 | 2872.95 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 24749.85 | 2872.95 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 24971.30 | 2872.95 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 25057.35 | 2872.95 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 25127.95 | 2872.95 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 24964.25 | 2872.95 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 24998.45 | 2872.95 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 24981.95 | 2872.95 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 25013.15 | 2872.95 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 24795.75 | 2872.95 | 2872.95 | - | 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 23850 expiring on 26DEC2024
Delta for 23850 CE is 0.34
Historical price for 23850 CE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 97.6, which was -209.40 lower than the previous day. The implied volatity was 14.24, the open interest changed by 35977 which increased total open position to 41436
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 307, which was -176.10 lower than the previous day. The implied volatity was 16.61, the open interest changed by 4447 which increased total open position to 5495
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 483.1, which was -125.45 lower than the previous day. The implied volatity was 14.90, the open interest changed by 6 which increased total open position to 1047
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 608.55, which was -307.35 lower than the previous day. The implied volatity was 17.53, the open interest changed by -104 which decreased total open position to 1044
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 915.9, which was -117.30 lower than the previous day. The implied volatity was 19.46, the open interest changed by -37 which decreased total open position to 1148
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 1033.2, which was 184.40 higher than the previous day. The implied volatity was 14.16, the open interest changed by 964 which increased total open position to 1186
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 848.8, which was -61.20 lower than the previous day. The implied volatity was 16.81, the open interest changed by 919 which increased total open position to 1111
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 910, which was 69.10 higher than the previous day. The implied volatity was 13.91, the open interest changed by 484 which increased total open position to 1119
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 840.9, which was -77.65 lower than the previous day. The implied volatity was -, the open interest changed by 392 which increased total open position to 1149
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 918.55, which was -84.75 lower than the previous day. The implied volatity was 13.17, the open interest changed by -507 which decreased total open position to 1172
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 1003.3, which was -10.15 lower than the previous day. The implied volatity was 14.78, the open interest changed by -628 which decreased total open position to 1187
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 1013.45, which was 187.00 higher than the previous day. The implied volatity was 11.98, the open interest changed by -595 which decreased total open position to 1226
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 826.45, which was 15.70 higher than the previous day. The implied volatity was 13.38, the open interest changed by -601 which decreased total open position to 1289
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 810.75, which was 83.00 higher than the previous day. The implied volatity was 12.60, the open interest changed by -575 which decreased total open position to 1307
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 727.75, which was 93.10 higher than the previous day. The implied volatity was 14.83, the open interest changed by 1476 which increased total open position to 1477
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 634.65, which was 102.10 higher than the previous day. The implied volatity was 14.16, the open interest changed by 1601 which increased total open position to 1602
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 532.55, which was -208.45 lower than the previous day. The implied volatity was 14.00, the open interest changed by 1121 which increased total open position to 1122
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 741, which was 55.30 higher than the previous day. The implied volatity was 13.01, the open interest changed by 536 which increased total open position to 692
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 685.7, which was -71.45 lower than the previous day. The implied volatity was 12.90, the open interest changed by 731 which increased total open position to 732
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 757.15, which was 267.60 higher than the previous day. The implied volatity was 13.74, the open interest changed by -753 which decreased total open position to 738
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 489.55, which was 255.00 higher than the previous day. The implied volatity was 12.22, the open interest changed by -305 which decreased total open position to 1186
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 234.55, which was -82.65 lower than the previous day. The implied volatity was 12.26, the open interest changed by 909 which increased total open position to 946
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 317.2, which was 7.40 higher than the previous day. The implied volatity was 12.77, the open interest changed by 915 which increased total open position to 915
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 309.8, which was -58.20 lower than the previous day. The implied volatity was 12.37, the open interest changed by 739 which increased total open position to 776
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 368, which was -65.95 lower than the previous day. The implied volatity was 11.86, the open interest changed by 381 which increased total open position to 418
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 433.95, which was -126.45 lower than the previous day. The implied volatity was 12.97, the open interest changed by 318 which increased total open position to 319
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 560.4, which was -198.65 lower than the previous day. The implied volatity was 12.41, the open interest changed by 122 which increased total open position to 122
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 759.05, which was -42.05 lower than the previous day. The implied volatity was 12.48, the open interest changed by 74 which increased total open position to 74
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 801.1, which was -74.40 lower than the previous day. The implied volatity was 13.33, the open interest changed by 55 which increased total open position to 57
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 875.5, which was -183.20 lower than the previous day. The implied volatity was 13.53, the open interest changed by 54 which increased total open position to 56
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 1058.7, which was 145.05 higher than the previous day. The implied volatity was 11.47, the open interest changed by 47 which increased total open position to 55
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 913.65, which was 113.65 higher than the previous day. The implied volatity was 14.13, the open interest changed by 51 which increased total open position to 58
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 800, which was -2072.95 lower than the previous day. The implied volatity was 14.74, the open interest changed by 28 which increased total open position to 28
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 2872.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 2872.95, 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 2872.95, 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 2872.95, 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 2872.95, 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 2872.95, 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 2872.95, 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 2872.95, 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 2872.95, 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 2872.95, 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 2872.95, 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 2872.95, 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 2872.95, 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 2872.95, 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 2872.95, 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 2872.95, 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 2872.95, 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 2872.95, 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 2872.95, 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 2872.95, which was 2872.95 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 23850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.64
Vega: 11.38
Theta: -11.48
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23587.50 | 303 | 165.00 | 16.53 | 4,97,744.667 | 347.333 | 7,454 |
| 19 Dec | 23951.70 | 138 | 70.10 | 15.72 | 41,754 | 3,765 | 6,799.667 |
| 18 Dec | 24198.85 | 67.9 | 6.05 | 15.20 | 15,784.667 | 255.667 | 3,074.333 |
| 17 Dec | 24336.00 | 61.85 | 27.30 | 15.82 | 9,843 | -14,372 | 2,822.333 |
| 16 Dec | 24668.25 | 34.55 | 9.00 | 17.18 | 5,795 | -6,657 | 2,234.333 |
| 13 Dec | 24768.30 | 25.55 | -19.25 | 15.70 | 12,431.667 | -2,125.333 | 2,058.333 |
| 12 Dec | 24548.70 | 44.8 | 4.65 | 14.62 | 2,297 | -469.667 | 2,053.667 |
| 11 Dec | 24641.80 | 40.15 | -19.20 | 14.83 | 2,417.667 | -27,466 | 1,864.333 |
| 10 Dec | 24610.05 | 59.35 | -9.15 | 16.13 | 2,150.333 | -18,257.333 | 1,425.667 |
| 9 Dec | 24619.00 | 68.5 | -2.40 | 16.56 | 1,734 | -12,437.333 | 1,488 |
| 6 Dec | 24677.80 | 70.9 | -10.00 | 16.16 | 2,072.333 | -1,548.333 | 1,593.333 |
| 5 Dec | 24708.40 | 80.9 | -34.40 | 16.93 | 3,395 | -42,023.333 | 1,113.333 |
| 4 Dec | 24467.45 | 115.3 | -7.25 | 16.07 | 2,636 | -221.667 | 1,335 |
| 3 Dec | 24457.15 | 122.55 | -27.30 | 16.01 | 2,349.333 | 506.667 | 1,442 |
| 2 Dec | 24276.05 | 149.85 | -27.05 | 15.12 | 2,666.667 | 977 | 1,075 |
| 29 Nov | 24131.10 | 176.9 | -73.10 | 13.79 | 2,006.333 | 530.667 | 858.333 |
| 28 Nov | 23914.15 | 250 | 102.35 | 14.34 | 1,852 | 192.333 | 673 |
| 27 Nov | 24274.90 | 147.65 | -42.80 | 14.04 | 743.333 | 312.333 | 478.333 |
| 26 Nov | 24194.50 | 190.45 | 14.80 | 14.76 | 410 | -12.333 | 395.667 |
| 25 Nov | 24221.90 | 175.65 | -126.10 | 14.66 | 733.667 | 405.667 | 407 |
| 22 Nov | 23907.25 | 301.75 | -273.25 | 14.28 | 1,349.667 | 423 | 424.333 |
| 21 Nov | 23349.90 | 575 | 55.00 | 14.58 | 234 | 222.333 | 222.333 |
| 19 Nov | 23518.50 | 520 | 24.90 | 15.00 | 400.333 | 65.333 | 246.333 |
| 18 Nov | 23453.80 | 495.1 | 38.65 | 13.95 | 241 | 181.667 | 182.333 |
| 14 Nov | 23532.70 | 456.45 | 9.85 | 13.99 | 40.667 | 169.667 | 170.333 |
| 13 Nov | 23559.05 | 446.6 | 122.65 | 14.29 | 251 | 173.333 | 173.333 |
| 12 Nov | 23883.45 | 323.95 | 81.85 | 13.66 | 122.667 | 114.333 | 114.333 |
| 11 Nov | 24141.30 | 242.1 | -28.40 | 14.13 | 40.667 | 48.333 | 48.333 |
| 8 Nov | 24148.20 | 270.5 | -7.90 | 14.68 | 30 | 48 | 48 |
| 7 Nov | 24199.35 | 278.4 | 71.60 | 15.69 | 8 | 23.333 | 23.333 |
| 6 Nov | 24484.05 | 206.8 | -108.20 | 15.87 | 48.333 | 19.333 | 19.333 |
| 5 Nov | 24213.30 | 315 | -103.80 | 16.69 | 35.667 | 13.667 | 13.667 |
| 4 Nov | 23995.35 | 418.8 | 149.80 | 17.59 | 3 | 2 | 2 |
| 1 Nov | 24304.35 | 269 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 24205.35 | 269 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 24340.85 | 269 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 24466.85 | 269 | 8.35 | - | 0.333 | 0 | 0.333 |
| 28 Oct | 24339.15 | 260.65 | -60.65 | - | 0.667 | 0 | 0 |
| 25 Oct | 24180.80 | 321.3 | 244.55 | - | 0.333 | 0 | 0 |
| 24 Oct | 24399.40 | 76.75 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 24435.50 | 76.75 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 24472.10 | 76.75 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 24781.10 | 76.75 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 24854.05 | 76.75 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 24749.85 | 76.75 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 24971.30 | 76.75 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 25057.35 | 76.75 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 25127.95 | 76.75 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 24964.25 | 76.75 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 24998.45 | 76.75 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 24981.95 | 76.75 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 25013.15 | 76.75 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 24795.75 | 76.75 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 25014.60 | 76.75 | 76.75 | - | 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 23850 expiring on 26DEC2024
Delta for 23850 PE is -0.64
Historical price for 23850 PE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 303, which was 165.00 higher than the previous day. The implied volatity was 16.53, the open interest changed by 1042 which increased total open position to 22362
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 138, which was 70.10 higher than the previous day. The implied volatity was 15.72, the open interest changed by 11295 which increased total open position to 20399
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 67.9, which was 6.05 higher than the previous day. The implied volatity was 15.20, the open interest changed by 767 which increased total open position to 9223
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 61.85, which was 27.30 higher than the previous day. The implied volatity was 15.82, the open interest changed by -43116 which decreased total open position to 8467
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 34.55, which was 9.00 higher than the previous day. The implied volatity was 17.18, the open interest changed by -19971 which decreased total open position to 6703
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 25.55, which was -19.25 lower than the previous day. The implied volatity was 15.70, the open interest changed by -6376 which decreased total open position to 6175
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 44.8, which was 4.65 higher than the previous day. The implied volatity was 14.62, the open interest changed by -1409 which decreased total open position to 6161
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 40.15, which was -19.20 lower than the previous day. The implied volatity was 14.83, the open interest changed by -82398 which decreased total open position to 5593
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 59.35, which was -9.15 lower than the previous day. The implied volatity was 16.13, the open interest changed by -54772 which decreased total open position to 4277
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 68.5, which was -2.40 lower than the previous day. The implied volatity was 16.56, the open interest changed by -37312 which decreased total open position to 4464
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 70.9, which was -10.00 lower than the previous day. The implied volatity was 16.16, the open interest changed by -4645 which decreased total open position to 4780
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 80.9, which was -34.40 lower than the previous day. The implied volatity was 16.93, the open interest changed by -126070 which decreased total open position to 3340
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 115.3, which was -7.25 lower than the previous day. The implied volatity was 16.07, the open interest changed by -665 which decreased total open position to 4005
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 122.55, which was -27.30 lower than the previous day. The implied volatity was 16.01, the open interest changed by 1520 which increased total open position to 4326
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 149.85, which was -27.05 lower than the previous day. The implied volatity was 15.12, the open interest changed by 2931 which increased total open position to 3225
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 176.9, which was -73.10 lower than the previous day. The implied volatity was 13.79, the open interest changed by 1592 which increased total open position to 2575
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 250, which was 102.35 higher than the previous day. The implied volatity was 14.34, the open interest changed by 577 which increased total open position to 2019
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 147.65, which was -42.80 lower than the previous day. The implied volatity was 14.04, the open interest changed by 937 which increased total open position to 1435
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 190.45, which was 14.80 higher than the previous day. The implied volatity was 14.76, the open interest changed by -37 which decreased total open position to 1187
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 175.65, which was -126.10 lower than the previous day. The implied volatity was 14.66, the open interest changed by 1217 which increased total open position to 1221
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 301.75, which was -273.25 lower than the previous day. The implied volatity was 14.28, the open interest changed by 1269 which increased total open position to 1273
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 575, which was 55.00 higher than the previous day. The implied volatity was 14.58, the open interest changed by 667 which increased total open position to 667
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 520, which was 24.90 higher than the previous day. The implied volatity was 15.00, the open interest changed by 196 which increased total open position to 739
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 495.1, which was 38.65 higher than the previous day. The implied volatity was 13.95, the open interest changed by 545 which increased total open position to 547
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 456.45, which was 9.85 higher than the previous day. The implied volatity was 13.99, the open interest changed by 509 which increased total open position to 511
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 446.6, which was 122.65 higher than the previous day. The implied volatity was 14.29, the open interest changed by 520 which increased total open position to 520
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 323.95, which was 81.85 higher than the previous day. The implied volatity was 13.66, the open interest changed by 343 which increased total open position to 343
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 242.1, which was -28.40 lower than the previous day. The implied volatity was 14.13, the open interest changed by 145 which increased total open position to 145
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 270.5, which was -7.90 lower than the previous day. The implied volatity was 14.68, the open interest changed by 144 which increased total open position to 144
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 278.4, which was 71.60 higher than the previous day. The implied volatity was 15.69, the open interest changed by 70 which increased total open position to 70
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 206.8, which was -108.20 lower than the previous day. The implied volatity was 15.87, the open interest changed by 58 which increased total open position to 58
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 315, which was -103.80 lower than the previous day. The implied volatity was 16.69, 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 418.8, which was 149.80 higher than the previous day. The implied volatity was 17.59, the open interest changed by 6 which increased total open position to 6
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 269, 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 269, 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 269, 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 269, which was 8.35 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 260.65, which was -60.65 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 321.3, which was 244.55 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 76.75, 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 76.75, 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 76.75, 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 76.75, 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 76.75, 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 76.75, 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 76.75, 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 76.75, 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 76.75, 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 76.75, 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 76.75, 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 76.75, 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 76.75, 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 76.75, 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 4 Oct NIFTY was trading at 25014.60. The strike last trading price was 76.75, which was 76.75 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
