NIFTY
Nifty
Historical option data for NIFTY
26 Dec 2024 03:41 PM IST
| NIFTY 26DEC2024 23900 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 23750.20 | 0.05 | -25.10 | - | 1,88,86,407 | 41,810 | 2,61,481 | |||
| 24 Dec | 23727.65 | 25.15 | -21.85 | 11.45 | 53,34,237 | 18,031 | 2,25,622 | |||
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| 23 Dec | 23753.45 | 47 | -36.00 | 11.49 | 52,98,562 | 58,828 | 2,13,606 | |||
| 20 Dec | 23587.50 | 83 | -192.75 | 14.35 | 30,57,969 | 1,05,351 | 1,56,333 | |||
| 19 Dec | 23951.70 | 275.75 | -169.15 | 16.48 | 3,77,323 | 33,209 | 51,294 | |||
| 18 Dec | 24198.85 | 444.9 | -126.20 | 14.91 | 4,604 | 16,029 | 18,041 | |||
| 17 Dec | 24336.00 | 571.1 | -286.35 | 17.67 | 3,482 | 15,739 | 17,698 | |||
| 16 Dec | 24668.25 | 857.45 | -140.20 | 17.67 | 1,551 | -221 | 17,359 | |||
| 13 Dec | 24768.30 | 997.65 | 199.80 | 15.79 | 7,340 | -23 | 17,583 | |||
| 12 Dec | 24548.70 | 797.85 | -82.40 | 15.95 | 1,117 | -60 | 17,607 | |||
| 11 Dec | 24641.80 | 880.25 | 29.30 | 15.43 | 735 | -373 | 17,681 | |||
| 10 Dec | 24610.05 | 850.95 | -20.55 | 12.18 | 1,048 | 1 | 18,054 | |||
| 9 Dec | 24619.00 | 871.5 | -83.50 | 12.90 | 871 | -20 | 18,057 | |||
| 6 Dec | 24677.80 | 955 | -8.85 | 14.34 | 730 | 15,301 | 18,077 | |||
| 5 Dec | 24708.40 | 963.85 | 178.30 | 11.52 | 3,718 | -1,365 | 18,121 | |||
| 4 Dec | 24467.45 | 785.55 | 16.60 | 13.35 | 2,201 | -298 | 19,486 | |||
| 3 Dec | 24457.15 | 768.95 | 76.70 | 12.55 | 3,123 | -609 | 19,792 | |||
| 2 Dec | 24276.05 | 692.25 | 90.50 | 14.86 | 9,594 | -578 | 20,393 | |||
| 29 Nov | 24131.10 | 601.75 | 97.75 | 14.18 | 27,868 | 3,731 | 21,006 | |||
| 28 Nov | 23914.15 | 504 | -208.15 | 14.11 | 35,289 | 10,186 | 17,281 | |||
| 27 Nov | 24274.90 | 712.15 | 63.55 | 13.38 | 4,391 | -342 | 7,119 | |||
| 26 Nov | 24194.50 | 648.6 | -68.95 | 12.83 | 2,707 | -29 | 7,465 | |||
| 25 Nov | 24221.90 | 717.55 | 258.35 | 13.57 | 7,798 | -14,264 | 7,665 | |||
| 22 Nov | 23907.25 | 459.2 | 238.20 | 12.18 | 41,229 | -12,296 | 9,633 | |||
| 21 Nov | 23349.90 | 221 | -69.70 | 12.41 | 31,460 | 13,341 | 21,982 | |||
| 19 Nov | 23518.50 | 290.7 | -0.40 | 12.64 | 23,315 | 4,479 | 8,635 | |||
| 18 Nov | 23453.80 | 291.1 | -67.90 | 12.45 | 6,915 | 561 | 4,180 | |||
| 14 Nov | 23532.70 | 359 | -57.60 | 12.31 | 4,141 | 3,614 | 3,647 | |||
| 13 Nov | 23559.05 | 416.6 | -116.90 | 13.19 | 7,017 | 1,642 | 2,800 | |||
| 12 Nov | 23883.45 | 533.5 | -197.00 | 12.48 | 1,667 | 588 | 1,168 | |||
| 11 Nov | 24141.30 | 730.5 | -13.55 | 12.67 | 349 | 540 | 568 | |||
| 8 Nov | 24148.20 | 744.05 | -85.95 | 12.57 | 191 | 68 | 564 | |||
| 7 Nov | 24199.35 | 830 | -223.45 | 13.17 | 110 | 479 | 498 | |||
| 6 Nov | 24484.05 | 1053.45 | 193.95 | 12.88 | 641 | -141 | 543 | |||
| 5 Nov | 24213.30 | 859.5 | 103.85 | 13.49 | 662 | 45 | 687 | |||
| 4 Nov | 23995.35 | 755.65 | -174.35 | 14.34 | 1,896 | 642 | 642 | |||
| 1 Nov | 24304.35 | 930 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 31 Oct | 24205.35 | 930 | -101.60 | - | 2 | 51 | 51 | |||
| 30 Oct | 24340.85 | 1031.6 | 42.60 | - | 24 | 51 | 51 | |||
| 29 Oct | 24466.85 | 989 | -111.00 | - | 29 | 5 | 53 | |||
| 28 Oct | 24339.15 | 1100 | 137.95 | - | 7 | 2 | 48 | |||
| 25 Oct | 24180.80 | 962.05 | -194.85 | - | 54 | 26 | 46 | |||
| 24 Oct | 24399.40 | 1156.9 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 24435.50 | 1156.9 | -65.10 | - | 1 | 0 | 20 | |||
| 22 Oct | 24472.10 | 1222 | -1606.35 | - | 20 | 0 | 0 | |||
| 21 Oct | 24781.10 | 2828.35 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 24854.05 | 2828.35 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 24749.85 | 2828.35 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 24971.30 | 2828.35 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 25057.35 | 2828.35 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 25127.95 | 2828.35 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 24964.25 | 2828.35 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 24998.45 | 2828.35 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 24981.95 | 2828.35 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 25013.15 | 2828.35 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 24795.75 | 2828.35 | 2828.35 | - | 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 23900 expiring on 26DEC2024
Delta for 23900 CE is -
Historical price for 23900 CE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 0.05, which was -25.10 lower than the previous day. The implied volatity was -, the open interest changed by 41810 which increased total open position to 261481
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 25.15, which was -21.85 lower than the previous day. The implied volatity was 11.45, the open interest changed by 18031 which increased total open position to 225622
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 47, which was -36.00 lower than the previous day. The implied volatity was 11.49, the open interest changed by 58828 which increased total open position to 213606
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 83, which was -192.75 lower than the previous day. The implied volatity was 14.35, the open interest changed by 105351 which increased total open position to 156333
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 275.75, which was -169.15 lower than the previous day. The implied volatity was 16.48, the open interest changed by 33209 which increased total open position to 51294
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 444.9, which was -126.20 lower than the previous day. The implied volatity was 14.91, the open interest changed by 16029 which increased total open position to 18041
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 571.1, which was -286.35 lower than the previous day. The implied volatity was 17.67, the open interest changed by 15739 which increased total open position to 17698
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 857.45, which was -140.20 lower than the previous day. The implied volatity was 17.67, the open interest changed by -221 which decreased total open position to 17359
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 997.65, which was 199.80 higher than the previous day. The implied volatity was 15.79, the open interest changed by -23 which decreased total open position to 17583
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 797.85, which was -82.40 lower than the previous day. The implied volatity was 15.95, the open interest changed by -60 which decreased total open position to 17607
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 880.25, which was 29.30 higher than the previous day. The implied volatity was 15.43, the open interest changed by -373 which decreased total open position to 17681
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 850.95, which was -20.55 lower than the previous day. The implied volatity was 12.18, the open interest changed by 1 which increased total open position to 18054
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 871.5, which was -83.50 lower than the previous day. The implied volatity was 12.90, the open interest changed by -20 which decreased total open position to 18057
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 955, which was -8.85 lower than the previous day. The implied volatity was 14.34, the open interest changed by 15301 which increased total open position to 18077
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 963.85, which was 178.30 higher than the previous day. The implied volatity was 11.52, the open interest changed by -1365 which decreased total open position to 18121
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 785.55, which was 16.60 higher than the previous day. The implied volatity was 13.35, the open interest changed by -298 which decreased total open position to 19486
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 768.95, which was 76.70 higher than the previous day. The implied volatity was 12.55, the open interest changed by -609 which decreased total open position to 19792
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 692.25, which was 90.50 higher than the previous day. The implied volatity was 14.86, the open interest changed by -578 which decreased total open position to 20393
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 601.75, which was 97.75 higher than the previous day. The implied volatity was 14.18, the open interest changed by 3731 which increased total open position to 21006
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 504, which was -208.15 lower than the previous day. The implied volatity was 14.11, the open interest changed by 10186 which increased total open position to 17281
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 712.15, which was 63.55 higher than the previous day. The implied volatity was 13.38, the open interest changed by -342 which decreased total open position to 7119
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 648.6, which was -68.95 lower than the previous day. The implied volatity was 12.83, the open interest changed by -29 which decreased total open position to 7465
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 717.55, which was 258.35 higher than the previous day. The implied volatity was 13.57, the open interest changed by -14264 which decreased total open position to 7665
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 459.2, which was 238.20 higher than the previous day. The implied volatity was 12.18, the open interest changed by -12296 which decreased total open position to 9633
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 221, which was -69.70 lower than the previous day. The implied volatity was 12.41, the open interest changed by 13341 which increased total open position to 21982
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 290.7, which was -0.40 lower than the previous day. The implied volatity was 12.64, the open interest changed by 4479 which increased total open position to 8635
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 291.1, which was -67.90 lower than the previous day. The implied volatity was 12.45, the open interest changed by 561 which increased total open position to 4180
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 359, which was -57.60 lower than the previous day. The implied volatity was 12.31, the open interest changed by 3614 which increased total open position to 3647
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 416.6, which was -116.90 lower than the previous day. The implied volatity was 13.19, the open interest changed by 1642 which increased total open position to 2800
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 533.5, which was -197.00 lower than the previous day. The implied volatity was 12.48, the open interest changed by 588 which increased total open position to 1168
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 730.5, which was -13.55 lower than the previous day. The implied volatity was 12.67, the open interest changed by 540 which increased total open position to 568
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 744.05, which was -85.95 lower than the previous day. The implied volatity was 12.57, the open interest changed by 68 which increased total open position to 564
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 830, which was -223.45 lower than the previous day. The implied volatity was 13.17, the open interest changed by 479 which increased total open position to 498
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 1053.45, which was 193.95 higher than the previous day. The implied volatity was 12.88, the open interest changed by -141 which decreased total open position to 543
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 859.5, which was 103.85 higher than the previous day. The implied volatity was 13.49, the open interest changed by 45 which increased total open position to 687
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 755.65, which was -174.35 lower than the previous day. The implied volatity was 14.34, the open interest changed by 642 which increased total open position to 642
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 930, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 930, which was -101.60 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 1031.6, which was 42.60 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 989, which was -111.00 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 1100, which was 137.95 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 962.05, which was -194.85 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 1156.9, 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 1156.9, which was -65.10 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 1222, which was -1606.35 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 2828.35, 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 2828.35, 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 2828.35, 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 2828.35, 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 2828.35, 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 2828.35, 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 2828.35, 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 2828.35, 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 2828.35, 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 2828.35, 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 2828.35, which was 2828.35 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 23900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 23750.20 | 149.75 | -0.70 | - | 37,41,028 | 1,962 | 90,273 |
| 24 Dec | 23727.65 | 150.45 | -26.10 | - | 30,71,026 | 8,357 | 89,338 |
| 23 Dec | 23753.45 | 176.55 | -158.45 | 11.31 | 22,53,070 | 313 | 82,057 |
| 20 Dec | 23587.50 | 335 | 180.95 | 16.44 | 33,69,293 | -3,06,086 | 85,862 |
| 19 Dec | 23951.70 | 154.05 | 75.80 | 15.40 | 5,90,904 | -1,23,517 | 92,648 |
| 18 Dec | 24198.85 | 78.25 | 8.00 | 15.07 | 1,50,634 | -2,58,623 | 59,847 |
| 17 Dec | 24336.00 | 70.25 | 31.75 | 15.68 | 1,08,994 | 5,357 | 46,878 |
| 16 Dec | 24668.25 | 38.5 | 10.15 | 16.95 | 55,945 | -1,21,155 | 41,612 |
| 13 Dec | 24768.30 | 28.35 | -20.35 | 15.49 | 1,69,386 | -63,907 | 41,354 |
| 12 Dec | 24548.70 | 48.7 | 3.80 | 14.33 | 35,399 | -5,459 | 44,860 |
| 11 Dec | 24641.80 | 44.9 | -20.10 | 14.68 | 35,196 | 7,247 | 42,335 |
| 10 Dec | 24610.05 | 65 | -9.70 | 15.97 | 39,232 | 31,910 | 43,314 |
| 9 Dec | 24619.00 | 74.7 | -0.90 | 16.41 | 30,855 | 35,996 | 41,683 |
| 6 Dec | 24677.80 | 75.6 | -12.40 | 15.92 | 45,095 | -1,23,319 | 42,500 |
| 5 Dec | 24708.40 | 88 | -36.40 | 16.84 | 71,066 | -2,99,567 | 37,669 |
| 4 Dec | 24467.45 | 124.4 | -5.85 | 15.94 | 37,381 | -2,02,446 | 37,312 |
| 3 Dec | 24457.15 | 130.25 | -30.30 | 15.79 | 30,473 | -1,81,616 | 35,562 |
| 2 Dec | 24276.05 | 160.55 | -28.70 | 14.96 | 44,047 | -1,18,571 | 35,022 |
| 29 Nov | 24131.10 | 189.25 | -80.35 | 13.63 | 68,979 | 33,783 | 34,368 |
| 28 Nov | 23914.15 | 269.6 | 110.60 | 14.37 | 84,160 | -2,488 | 29,607 |
| 27 Nov | 24274.90 | 159 | -43.25 | 13.94 | 17,008 | -1,838 | 14,866 |
| 26 Nov | 24194.50 | 202.25 | 16.25 | 14.61 | 13,097 | -2,912 | 11,876 |
| 25 Nov | 24221.90 | 186 | -134.00 | 14.49 | 24,115 | 9,218 | 11,719 |
| 22 Nov | 23907.25 | 320 | -290.65 | 14.17 | 15,081 | 7,034 | 9,535 |
| 21 Nov | 23349.90 | 610.65 | 71.20 | 14.76 | 6,430 | 4,328 | 6,869 |
| 19 Nov | 23518.50 | 539.45 | 19.75 | 14.70 | 14,931 | 6,048 | 6,404 |
| 18 Nov | 23453.80 | 519.7 | 39.00 | 13.83 | 6,476 | 5,360 | 5,556 |
| 14 Nov | 23532.70 | 480.7 | 17.20 | 13.93 | 7,178 | 5,155 | 5,340 |
| 13 Nov | 23559.05 | 463.5 | 107.85 | 14.04 | 11,114 | 4,731 | 4,748 |
| 12 Nov | 23883.45 | 355.65 | 102.15 | 14.00 | 5,906 | 4,478 | 4,478 |
| 11 Nov | 24141.30 | 253.5 | -46.55 | 13.97 | 2,414 | 3 | 3,401 |
| 8 Nov | 24148.20 | 300.05 | 10.05 | 15.08 | 2,234 | 3,424 | 3,424 |
| 7 Nov | 24199.35 | 290 | 75.75 | 15.54 | 1,218 | 2,906 | 2,906 |
| 6 Nov | 24484.05 | 214.25 | -112.85 | 15.68 | 2,665 | 2,935 | 2,935 |
| 5 Nov | 24213.30 | 327.1 | -84.30 | 16.55 | 2,048 | 3,171 | 3,171 |
| 4 Nov | 23995.35 | 411.4 | 82.05 | 16.80 | 2,550 | 3,229 | 3,229 |
| 1 Nov | 24304.35 | 329.35 | 10.35 | 17.23 | 70 | 2,644 | 2,644 |
| 31 Oct | 24205.35 | 319 | 26.00 | - | 1,088 | 98 | 2,594 |
| 30 Oct | 24340.85 | 293 | 35.35 | - | 85 | 18 | 2,495 |
| 29 Oct | 24466.85 | 257.65 | -7.75 | - | 204 | 2,467 | 2,467 |
| 28 Oct | 24339.15 | 265.4 | -78.50 | - | 900 | 210 | 2,639 |
| 25 Oct | 24180.80 | 343.9 | 78.80 | - | 1,226 | 10 | 2,429 |
| 24 Oct | 24399.40 | 265.1 | -13.45 | - | 962 | 39 | 2,423 |
| 23 Oct | 24435.50 | 278.55 | 16.55 | - | 384 | 20 | 2,409 |
| 22 Oct | 24472.10 | 262 | 52.65 | - | 832 | 402 | 2,389 |
| 21 Oct | 24781.10 | 209.35 | 31.35 | - | 734 | 459 | 1,988 |
| 18 Oct | 24854.05 | 178 | -23.50 | - | 522 | 219 | 1,529 |
| 17 Oct | 24749.85 | 201.5 | 21.20 | - | 759 | 303 | 1,310 |
| 16 Oct | 24971.30 | 180.3 | 21.25 | - | 394 | 378 | 1,011 |
| 15 Oct | 25057.35 | 159.05 | 14.05 | - | 290 | 283 | 635 |
| 14 Oct | 25127.95 | 145 | -40.00 | - | 12 | 1 | 342 |
| 11 Oct | 24964.25 | 185 | 0.00 | - | 0 | 36 | 0 |
| 10 Oct | 24998.45 | 185 | 0.75 | - | 38 | 32 | 337 |
| 9 Oct | 24981.95 | 184.25 | -17.90 | - | 60 | 53 | 305 |
| 8 Oct | 25013.15 | 202.15 | -59.35 | - | 34 | -17 | 253 |
| 7 Oct | 24795.75 | 261.5 | 95.60 | - | 276 | 260 | 270 |
| 4 Oct | 25014.60 | 165.9 | 165.90 | - | 17 | 11 | 11 |
| 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 23900 expiring on 26DEC2024
Delta for 23900 PE is -
Historical price for 23900 PE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 149.75, which was -0.70 lower than the previous day. The implied volatity was -, the open interest changed by 1962 which increased total open position to 90273
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 150.45, which was -26.10 lower than the previous day. The implied volatity was -, the open interest changed by 8357 which increased total open position to 89338
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 176.55, which was -158.45 lower than the previous day. The implied volatity was 11.31, the open interest changed by 313 which increased total open position to 82057
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 335, which was 180.95 higher than the previous day. The implied volatity was 16.44, the open interest changed by -306086 which decreased total open position to 85862
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 154.05, which was 75.80 higher than the previous day. The implied volatity was 15.40, the open interest changed by -123517 which decreased total open position to 92648
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 78.25, which was 8.00 higher than the previous day. The implied volatity was 15.07, the open interest changed by -258623 which decreased total open position to 59847
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 70.25, which was 31.75 higher than the previous day. The implied volatity was 15.68, the open interest changed by 5357 which increased total open position to 46878
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 38.5, which was 10.15 higher than the previous day. The implied volatity was 16.95, the open interest changed by -121155 which decreased total open position to 41612
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 28.35, which was -20.35 lower than the previous day. The implied volatity was 15.49, the open interest changed by -63907 which decreased total open position to 41354
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 48.7, which was 3.80 higher than the previous day. The implied volatity was 14.33, the open interest changed by -5459 which decreased total open position to 44860
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 44.9, which was -20.10 lower than the previous day. The implied volatity was 14.68, the open interest changed by 7247 which increased total open position to 42335
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 65, which was -9.70 lower than the previous day. The implied volatity was 15.97, the open interest changed by 31910 which increased total open position to 43314
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 74.7, which was -0.90 lower than the previous day. The implied volatity was 16.41, the open interest changed by 35996 which increased total open position to 41683
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 75.6, which was -12.40 lower than the previous day. The implied volatity was 15.92, the open interest changed by -123319 which decreased total open position to 42500
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 88, which was -36.40 lower than the previous day. The implied volatity was 16.84, the open interest changed by -299567 which decreased total open position to 37669
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 124.4, which was -5.85 lower than the previous day. The implied volatity was 15.94, the open interest changed by -202446 which decreased total open position to 37312
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 130.25, which was -30.30 lower than the previous day. The implied volatity was 15.79, the open interest changed by -181616 which decreased total open position to 35562
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 160.55, which was -28.70 lower than the previous day. The implied volatity was 14.96, the open interest changed by -118571 which decreased total open position to 35022
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 189.25, which was -80.35 lower than the previous day. The implied volatity was 13.63, the open interest changed by 33783 which increased total open position to 34368
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 269.6, which was 110.60 higher than the previous day. The implied volatity was 14.37, the open interest changed by -2488 which decreased total open position to 29607
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 159, which was -43.25 lower than the previous day. The implied volatity was 13.94, the open interest changed by -1838 which decreased total open position to 14866
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 202.25, which was 16.25 higher than the previous day. The implied volatity was 14.61, the open interest changed by -2912 which decreased total open position to 11876
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 186, which was -134.00 lower than the previous day. The implied volatity was 14.49, the open interest changed by 9218 which increased total open position to 11719
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 320, which was -290.65 lower than the previous day. The implied volatity was 14.17, the open interest changed by 7034 which increased total open position to 9535
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 610.65, which was 71.20 higher than the previous day. The implied volatity was 14.76, the open interest changed by 4328 which increased total open position to 6869
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 539.45, which was 19.75 higher than the previous day. The implied volatity was 14.70, the open interest changed by 6048 which increased total open position to 6404
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 519.7, which was 39.00 higher than the previous day. The implied volatity was 13.83, the open interest changed by 5360 which increased total open position to 5556
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 480.7, which was 17.20 higher than the previous day. The implied volatity was 13.93, the open interest changed by 5155 which increased total open position to 5340
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 463.5, which was 107.85 higher than the previous day. The implied volatity was 14.04, the open interest changed by 4731 which increased total open position to 4748
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 355.65, which was 102.15 higher than the previous day. The implied volatity was 14.00, the open interest changed by 4478 which increased total open position to 4478
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 253.5, which was -46.55 lower than the previous day. The implied volatity was 13.97, the open interest changed by 3 which increased total open position to 3401
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 300.05, which was 10.05 higher than the previous day. The implied volatity was 15.08, the open interest changed by 3424 which increased total open position to 3424
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 290, which was 75.75 higher than the previous day. The implied volatity was 15.54, the open interest changed by 2906 which increased total open position to 2906
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 214.25, which was -112.85 lower than the previous day. The implied volatity was 15.68, the open interest changed by 2935 which increased total open position to 2935
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 327.1, which was -84.30 lower than the previous day. The implied volatity was 16.55, the open interest changed by 3171 which increased total open position to 3171
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 411.4, which was 82.05 higher than the previous day. The implied volatity was 16.80, the open interest changed by 3229 which increased total open position to 3229
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 329.35, which was 10.35 higher than the previous day. The implied volatity was 17.23, the open interest changed by 2644 which increased total open position to 2644
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 319, which was 26.00 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 293, which was 35.35 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 257.65, which was -7.75 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 265.4, which was -78.50 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 343.9, which was 78.80 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 265.1, which was -13.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct NIFTY was trading at 24435.50. The strike last trading price was 278.55, which was 16.55 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 262, which was 52.65 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 209.35, which was 31.35 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 178, which was -23.50 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 201.5, which was 21.20 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 180.3, which was 21.25 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 159.05, which was 14.05 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 145, which was -40.00 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 185, 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 185, which was 0.75 higher 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 184.25, which was -17.90 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 202.15, which was -59.35 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 261.5, which was 95.60 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 165.9, which was 165.90 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
