NIFTY
Nifty
Historical option data for NIFTY
24 Jan 2025 04:11 PM IST
| NIFTY 30JAN2025 23950 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 2.21
Theta: -2.94
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 24 Jan | 23092.20 | 5.75 | -6.6 | 14.80 | 7,86,318 | 24,533 | 48,912 | |||
| 23 Jan | 23205.35 | 12.5 | 0.30 | 13.83 | 1,11,747 | -29,033 | 24,580 | |||
| 22 Jan | 23155.35 | 12.2 | -6.20 | 13.60 | 46,534 | -53,615 | 11,626 | |||
| 21 Jan | 23024.65 | 18.4 | -28.70 | 15.57 | 69,464 | -103 | 10,487 | |||
| 20 Jan | 23344.75 | 47.1 | 11.35 | 14.17 | 30,541 | 389 | 10,623 | |||
| 17 Jan | 23203.20 | 35.75 | -28.15 | 12.96 | 35,285 | -10,674 | 10,248 | |||
| 16 Jan | 23311.80 | 63.9 | 22.15 | 12.76 | 11,180 | 713 | 4,897 | |||
| 15 Jan | 23213.20 | 41.75 | -12.55 | 12.16 | 8,774 | -973 | 4,229 | |||
| 14 Jan | 23176.05 | 54.3 | -0.10 | 13.04 | 11,319 | -59,085 | 4,083 | |||
| 13 Jan | 23085.95 | 54.4 | -75.95 | 14.14 | 22,131 | 2,801 | 4,997 | |||
| 10 Jan | 23431.50 | 130.35 | -57.65 | 12.72 | 8,564 | 1,419 | 5,075 | |||
| 9 Jan | 23526.50 | 188 | -53.60 | 13.20 | 4,295 | 2,887 | 3,649 | |||
| 8 Jan | 23688.95 | 241.6 | -17.70 | 13.01 | 8,222 | 3,330 | 3,825 | |||
| 7 Jan | 23707.90 | 259.3 | -12.45 | 13.02 | 3,474 | -156 | 3,654 | |||
| 6 Jan | 23616.05 | 271.75 | -150.25 | 14.35 | 9,529 | 3,893 | 4,643 | |||
| 3 Jan | 24004.75 | 422 | -128.00 | 11.66 | 6,216 | -77,401 | 3,233 | |||
| 2 Jan | 24188.65 | 550 | 190.00 | 11.66 | 9,314 | 1,015 | 3,770 | |||
| 1 Jan | 23742.90 | 360 | 45.05 | 13.51 | 4,190 | 16 | 2,756 | |||
| 31 Dec | 23644.80 | 314.95 | -0.35 | 13.14 | 3,850 | 126 | 2,742 | |||
| 30 Dec | 23644.90 | 315.3 | -90.45 | 12.97 | 6,385 | 103 | 2,617 | |||
| 27 Dec | 23813.40 | 405.75 | 20.65 | 12.12 | 4,186 | -16,592 | 2,500 | |||
| 26 Dec | 23750.20 | 385.1 | 14.00 | 12.41 | 3,924 | -5,924 | 2,230 | |||
| 24 Dec | 23727.65 | 371.1 | -22.95 | 11.96 | 2,775 | 1,929 | 1,929 | |||
| 23 Dec | 23753.45 | 394.05 | 1.70 | 12.11 | 2,065 | -2,241 | 1,200 | |||
| 20 Dec | 23587.50 | 392.35 | -217.50 | 13.20 | 2,808 | -3 | 1,206 | |||
| 19 Dec | 23951.70 | 609.85 | -145.05 | 14.04 | 1,874 | 993 | 1,002 | |||
| 18 Dec | 24198.85 | 754.9 | -113.10 | 13.06 | 365 | 294 | 551 | |||
| 17 Dec | 24336.00 | 868 | -264.95 | 14.08 | 95 | 245 | 245 | |||
| 16 Dec | 24668.25 | 1132.95 | -79.25 | 14.30 | 3 | 205 | 226 | |||
| 13 Dec | 24768.30 | 1212.2 | 88.30 | 11.63 | 315 | 207 | 228 | |||
| 12 Dec | 24548.70 | 1123.9 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 11 Dec | 24641.80 | 1123.9 | 56.80 | 12.75 | 1 | 91 | 118 | |||
| 10 Dec | 24610.05 | 1067.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 24619.00 | 1067.1 | 0.00 | 0.00 | 0 | -66 | 0 | |||
| 6 Dec | 24677.80 | 1067.1 | 0.00 | 0.00 | 0 | -12 | 0 | |||
| 5 Dec | 24708.40 | 1067.1 | 53.10 | - | 1 | 0 | 119 | |||
| 4 Dec | 24467.45 | 1014 | 0.00 | 11.59 | 1 | 0 | 119 | |||
| 3 Dec | 24457.15 | 1014 | 98.25 | 11.77 | 38 | -15 | 120 | |||
| 2 Dec | 24276.05 | 915.75 | 173.55 | 12.47 | 14 | 40 | 136 | |||
| 29 Nov | 24131.10 | 742.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 23914.15 | 742.2 | -83.95 | 12.83 | 31 | 139 | 139 | |||
| 27 Nov | 24274.90 | 826.15 | -44.20 | 8.26 | 2 | 131 | 131 | |||
| 26 Nov | 24194.50 | 870.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 24221.90 | 870.35 | 224.00 | 9.99 | 12 | 108 | 131 | |||
| 22 Nov | 23907.25 | 646.35 | 66.30 | 10.58 | 148 | 110 | 133 | |||
| 21 Nov | 23349.90 | 580.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 23518.50 | 580.05 | 126.40 | 14.06 | 3 | 1 | 24 | |||
| 18 Nov | 23453.80 | 453.65 | -70.50 | 10.96 | 7 | 0 | 26 | |||
| 14 Nov | 23532.70 | 524.15 | -57.45 | 10.89 | 21 | 9 | 24 | |||
| 13 Nov | 23559.05 | 581.6 | -418.40 | 11.51 | 1 | 0 | 16 | |||
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| 12 Nov | 23883.45 | 1000 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 24141.30 | 1000 | -31.70 | 13.30 | 1 | 0 | 16 | |||
| 8 Nov | 24148.20 | 1031.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 24199.35 | 1031.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 24484.05 | 1031.7 | 0.00 | 0.00 | 0 | 16 | 0 | |||
| 5 Nov | 24213.30 | 1031.7 | 207.45 | 11.61 | 18 | 1 | 1 | |||
| 4 Nov | 23995.35 | 824.25 | 9.98 | 2 | 1 | 1 | ||||
For Nifty - strike price 23950 expiring on 30JAN2025
Delta for 23950 CE is 0.03
Historical price for 23950 CE is as follows
On 24 Jan NIFTY was trading at 23092.20. The strike last trading price was 5.75, which was -6.6 lower than the previous day. The implied volatity was 14.80, the open interest changed by 24533 which increased total open position to 48912
On 23 Jan NIFTY was trading at 23205.35. The strike last trading price was 12.5, which was 0.30 higher than the previous day. The implied volatity was 13.83, the open interest changed by -29033 which decreased total open position to 24580
On 22 Jan NIFTY was trading at 23155.35. The strike last trading price was 12.2, which was -6.20 lower than the previous day. The implied volatity was 13.60, the open interest changed by -53615 which decreased total open position to 11626
On 21 Jan NIFTY was trading at 23024.65. The strike last trading price was 18.4, which was -28.70 lower than the previous day. The implied volatity was 15.57, the open interest changed by -103 which decreased total open position to 10487
On 20 Jan NIFTY was trading at 23344.75. The strike last trading price was 47.1, which was 11.35 higher than the previous day. The implied volatity was 14.17, the open interest changed by 389 which increased total open position to 10623
On 17 Jan NIFTY was trading at 23203.20. The strike last trading price was 35.75, which was -28.15 lower than the previous day. The implied volatity was 12.96, the open interest changed by -10674 which decreased total open position to 10248
On 16 Jan NIFTY was trading at 23311.80. The strike last trading price was 63.9, which was 22.15 higher than the previous day. The implied volatity was 12.76, the open interest changed by 713 which increased total open position to 4897
On 15 Jan NIFTY was trading at 23213.20. The strike last trading price was 41.75, which was -12.55 lower than the previous day. The implied volatity was 12.16, the open interest changed by -973 which decreased total open position to 4229
On 14 Jan NIFTY was trading at 23176.05. The strike last trading price was 54.3, which was -0.10 lower than the previous day. The implied volatity was 13.04, the open interest changed by -59085 which decreased total open position to 4083
On 13 Jan NIFTY was trading at 23085.95. The strike last trading price was 54.4, which was -75.95 lower than the previous day. The implied volatity was 14.14, the open interest changed by 2801 which increased total open position to 4997
On 10 Jan NIFTY was trading at 23431.50. The strike last trading price was 130.35, which was -57.65 lower than the previous day. The implied volatity was 12.72, the open interest changed by 1419 which increased total open position to 5075
On 9 Jan NIFTY was trading at 23526.50. The strike last trading price was 188, which was -53.60 lower than the previous day. The implied volatity was 13.20, the open interest changed by 2887 which increased total open position to 3649
On 8 Jan NIFTY was trading at 23688.95. The strike last trading price was 241.6, which was -17.70 lower than the previous day. The implied volatity was 13.01, the open interest changed by 3330 which increased total open position to 3825
On 7 Jan NIFTY was trading at 23707.90. The strike last trading price was 259.3, which was -12.45 lower than the previous day. The implied volatity was 13.02, the open interest changed by -156 which decreased total open position to 3654
On 6 Jan NIFTY was trading at 23616.05. The strike last trading price was 271.75, which was -150.25 lower than the previous day. The implied volatity was 14.35, the open interest changed by 3893 which increased total open position to 4643
On 3 Jan NIFTY was trading at 24004.75. The strike last trading price was 422, which was -128.00 lower than the previous day. The implied volatity was 11.66, the open interest changed by -77401 which decreased total open position to 3233
On 2 Jan NIFTY was trading at 24188.65. The strike last trading price was 550, which was 190.00 higher than the previous day. The implied volatity was 11.66, the open interest changed by 1015 which increased total open position to 3770
On 1 Jan NIFTY was trading at 23742.90. The strike last trading price was 360, which was 45.05 higher than the previous day. The implied volatity was 13.51, the open interest changed by 16 which increased total open position to 2756
On 31 Dec NIFTY was trading at 23644.80. The strike last trading price was 314.95, which was -0.35 lower than the previous day. The implied volatity was 13.14, the open interest changed by 126 which increased total open position to 2742
On 30 Dec NIFTY was trading at 23644.90. The strike last trading price was 315.3, which was -90.45 lower than the previous day. The implied volatity was 12.97, the open interest changed by 103 which increased total open position to 2617
On 27 Dec NIFTY was trading at 23813.40. The strike last trading price was 405.75, which was 20.65 higher than the previous day. The implied volatity was 12.12, the open interest changed by -16592 which decreased total open position to 2500
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 385.1, which was 14.00 higher than the previous day. The implied volatity was 12.41, the open interest changed by -5924 which decreased total open position to 2230
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 371.1, which was -22.95 lower than the previous day. The implied volatity was 11.96, the open interest changed by 1929 which increased total open position to 1929
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 394.05, which was 1.70 higher than the previous day. The implied volatity was 12.11, the open interest changed by -2241 which decreased total open position to 1200
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 392.35, which was -217.50 lower than the previous day. The implied volatity was 13.20, the open interest changed by -3 which decreased total open position to 1206
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 609.85, which was -145.05 lower than the previous day. The implied volatity was 14.04, the open interest changed by 993 which increased total open position to 1002
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 754.9, which was -113.10 lower than the previous day. The implied volatity was 13.06, the open interest changed by 294 which increased total open position to 551
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 868, which was -264.95 lower than the previous day. The implied volatity was 14.08, the open interest changed by 245 which increased total open position to 245
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 1132.95, which was -79.25 lower than the previous day. The implied volatity was 14.30, the open interest changed by 205 which increased total open position to 226
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 1212.2, which was 88.30 higher than the previous day. The implied volatity was 11.63, the open interest changed by 207 which increased total open position to 228
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 1123.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 1123.9, which was 56.80 higher than the previous day. The implied volatity was 12.75, the open interest changed by 91 which increased total open position to 118
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 1067.1, 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 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 1067.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -66 which decreased total open position to 0
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 1067.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -12 which decreased total open position to 0
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 1067.1, which was 53.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 119
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 1014, which was 0.00 lower than the previous day. The implied volatity was 11.59, the open interest changed by 0 which decreased total open position to 119
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 1014, which was 98.25 higher than the previous day. The implied volatity was 11.77, the open interest changed by -15 which decreased total open position to 120
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 915.75, which was 173.55 higher than the previous day. The implied volatity was 12.47, the open interest changed by 40 which increased total open position to 136
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 742.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 742.2, which was -83.95 lower than the previous day. The implied volatity was 12.83, the open interest changed by 139 which increased total open position to 139
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 826.15, which was -44.20 lower than the previous day. The implied volatity was 8.26, the open interest changed by 131 which increased total open position to 131
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 870.35, 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 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 870.35, which was 224.00 higher than the previous day. The implied volatity was 9.99, the open interest changed by 108 which increased total open position to 131
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 646.35, which was 66.30 higher than the previous day. The implied volatity was 10.58, the open interest changed by 110 which increased total open position to 133
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 580.05, 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 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 580.05, which was 126.40 higher than the previous day. The implied volatity was 14.06, the open interest changed by 1 which increased total open position to 24
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 453.65, which was -70.50 lower than the previous day. The implied volatity was 10.96, the open interest changed by 0 which decreased total open position to 26
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 524.15, which was -57.45 lower than the previous day. The implied volatity was 10.89, the open interest changed by 9 which increased total open position to 24
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 581.6, which was -418.40 lower than the previous day. The implied volatity was 11.51, the open interest changed by 0 which decreased total open position to 16
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1000, 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 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 1000, which was -31.70 lower than the previous day. The implied volatity was 13.30, the open interest changed by 0 which decreased total open position to 16
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 1031.7, 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 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 1031.7, 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 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 1031.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 16 which increased total open position to 0
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 1031.7, which was 207.45 higher than the previous day. The implied volatity was 11.61, the open interest changed by 1 which increased total open position to 1
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 824.25, which was lower than the previous day. The implied volatity was 9.98, the open interest changed by 1 which increased total open position to 1
| NIFTY 30JAN2025 23950 PE | |||||||
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Delta: -0.94
Vega: 3.68
Theta: 0.73
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jan | 23092.20 | 835.45 | 140.95 | 17.71 | 489 | -70 | 2,792 |
| 23 Jan | 23205.35 | 693 | -65.95 | 11.61 | 154 | -45 | 2,863 |
| 22 Jan | 23155.35 | 758.95 | -93.95 | 15.60 | 213 | -115 | 2,909 |
| 21 Jan | 23024.65 | 852.9 | 281.80 | 14.85 | 90 | -26 | 3,022 |
| 20 Jan | 23344.75 | 571.1 | -141.65 | 11.39 | 77 | 2,876 | 3,044 |
| 17 Jan | 23203.20 | 712.75 | 105.95 | 14.51 | 94 | -38 | 3,017 |
| 16 Jan | 23311.80 | 606.8 | -108.20 | 15.46 | 287 | 2,912 | 3,026 |
| 15 Jan | 23213.20 | 715 | 9.05 | 16.15 | 130 | 1,659 | 2,955 |
| 14 Jan | 23176.05 | 705.95 | -124.05 | 14.17 | 346 | 2,900 | 2,996 |
| 13 Jan | 23085.95 | 830 | 264.90 | 16.17 | 444 | -53 | 3,219 |
| 10 Jan | 23431.50 | 565.1 | 95.40 | 15.47 | 2,520 | 3,079 | 3,277 |
| 9 Jan | 23526.50 | 469.7 | 58.65 | 14.39 | 872 | -12,909 | 3,903 |
| 8 Jan | 23688.95 | 411.05 | -8.10 | 14.70 | 2,875 | 2,674 | 3,931 |
| 7 Jan | 23707.90 | 419.15 | -70.35 | 15.28 | 2,520 | 3,490 | 4,351 |
| 6 Jan | 23616.05 | 489.5 | 206.30 | 16.56 | 10,787 | -33,075 | 4,416 |
| 3 Jan | 24004.75 | 283.2 | 59.00 | 14.73 | 5,649 | 4,213 | 4,930 |
| 2 Jan | 24188.65 | 224.2 | -170.35 | 14.83 | 9,303 | 4,015 | 4,177 |
| 1 Jan | 23742.90 | 394.55 | -46.90 | 14.74 | 1,625 | 4,138 | 4,297 |
| 31 Dec | 23644.80 | 441.45 | 9.15 | 14.64 | 1,785 | 4,022 | 4,265 |
| 30 Dec | 23644.90 | 432.3 | 80.30 | 14.04 | 4,519 | 4,618 | 4,618 |
| 27 Dec | 23813.40 | 352 | -56.45 | 13.89 | 6,705 | 4,801 | 4,801 |
| 26 Dec | 23750.20 | 408.45 | 20.95 | 14.62 | 6,491 | 4,344 | 4,344 |
| 24 Dec | 23727.65 | 387.5 | -12.85 | 13.21 | 1,749 | 2,220 | 2,220 |
| 23 Dec | 23753.45 | 400.35 | -117.70 | 13.87 | 2,159 | 1,974 | 1,974 |
| 20 Dec | 23587.50 | 518.05 | 168.10 | 15.56 | 3,575 | -52 | 1,646 |
| 19 Dec | 23951.70 | 349.95 | 93.35 | 14.87 | 2,865 | 873 | 1,684 |
| 18 Dec | 24198.85 | 256.6 | 23.00 | 14.68 | 1,939 | 811 | 811 |
| 17 Dec | 24336.00 | 233.6 | 75.65 | 14.87 | 882 | 571 | 658 |
| 16 Dec | 24668.25 | 157.95 | 28.55 | 14.98 | 457 | 685 | 685 |
| 13 Dec | 24768.30 | 129.4 | -41.80 | 14.57 | 1,409 | -24 | 792 |
| 12 Dec | 24548.70 | 171.2 | 7.65 | 14.19 | 303 | -151 | 817 |
| 11 Dec | 24641.80 | 163.55 | -21.90 | 14.56 | 367 | 953 | 971 |
| 10 Dec | 24610.05 | 185.45 | 2.75 | 15.20 | 24 | 827 | 827 |
| 9 Dec | 24619.00 | 182.7 | 3.95 | 15.06 | 152 | -90 | 816 |
| 6 Dec | 24677.80 | 178.75 | -4.10 | 15.00 | 448 | 117 | 910 |
| 5 Dec | 24708.40 | 182.85 | -46.60 | 15.31 | 884 | 118 | 798 |
| 4 Dec | 24467.45 | 229.45 | -11.95 | 14.90 | 587 | 263 | 681 |
| 3 Dec | 24457.15 | 241.4 | -39.75 | 15.07 | 475 | 422 | 422 |
| 2 Dec | 24276.05 | 281.15 | -25.90 | 14.79 | 296 | 119 | 236 |
| 29 Nov | 24131.10 | 307.05 | -65.15 | 13.98 | 134 | 107 | 117 |
| 28 Nov | 23914.15 | 372.2 | 109.00 | 14.15 | 18 | 4 | 10 |
| 27 Nov | 24274.90 | 263.2 | -68.10 | 13.97 | 1 | 0 | 6 |
| 26 Nov | 24194.50 | 331.3 | -248.90 | 15.12 | 1 | 0 | 5 |
| 25 Nov | 24221.90 | 580.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 23907.25 | 580.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 23349.90 | 580.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 23518.50 | 580.2 | 0.00 | 0.00 | 0 | 1 | 0 |
| 18 Nov | 23453.80 | 580.2 | 32.40 | 13.73 | 1 | 0 | 4 |
| 14 Nov | 23532.70 | 547.8 | -31.95 | 13.92 | 2 | 0 | 2 |
| 13 Nov | 23559.05 | 579.75 | 144.50 | 15.11 | 1 | 0 | 1 |
| 12 Nov | 23883.45 | 435.25 | -37.40 | 14.04 | 1 | 0 | 0 |
| 11 Nov | 24141.30 | 472.65 | 0.00 | 1.47 | 0 | 0 | 0 |
| 8 Nov | 24148.20 | 472.65 | 0.00 | 1.46 | 0 | 0 | 0 |
| 7 Nov | 24199.35 | 472.65 | 0.00 | 1.64 | 0 | 0 | 0 |
| 6 Nov | 24484.05 | 472.65 | 0.00 | 2.23 | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 472.65 | 0.00 | 1.65 | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 472.65 | 1.24 | 0 | 0 | 0 | |
For Nifty - strike price 23950 expiring on 30JAN2025
Delta for 23950 PE is -0.94
Historical price for 23950 PE is as follows
On 24 Jan NIFTY was trading at 23092.20. The strike last trading price was 835.45, which was 140.95 higher than the previous day. The implied volatity was 17.71, the open interest changed by -70 which decreased total open position to 2792
On 23 Jan NIFTY was trading at 23205.35. The strike last trading price was 693, which was -65.95 lower than the previous day. The implied volatity was 11.61, the open interest changed by -45 which decreased total open position to 2863
On 22 Jan NIFTY was trading at 23155.35. The strike last trading price was 758.95, which was -93.95 lower than the previous day. The implied volatity was 15.60, the open interest changed by -115 which decreased total open position to 2909
On 21 Jan NIFTY was trading at 23024.65. The strike last trading price was 852.9, which was 281.80 higher than the previous day. The implied volatity was 14.85, the open interest changed by -26 which decreased total open position to 3022
On 20 Jan NIFTY was trading at 23344.75. The strike last trading price was 571.1, which was -141.65 lower than the previous day. The implied volatity was 11.39, the open interest changed by 2876 which increased total open position to 3044
On 17 Jan NIFTY was trading at 23203.20. The strike last trading price was 712.75, which was 105.95 higher than the previous day. The implied volatity was 14.51, the open interest changed by -38 which decreased total open position to 3017
On 16 Jan NIFTY was trading at 23311.80. The strike last trading price was 606.8, which was -108.20 lower than the previous day. The implied volatity was 15.46, the open interest changed by 2912 which increased total open position to 3026
On 15 Jan NIFTY was trading at 23213.20. The strike last trading price was 715, which was 9.05 higher than the previous day. The implied volatity was 16.15, the open interest changed by 1659 which increased total open position to 2955
On 14 Jan NIFTY was trading at 23176.05. The strike last trading price was 705.95, which was -124.05 lower than the previous day. The implied volatity was 14.17, the open interest changed by 2900 which increased total open position to 2996
On 13 Jan NIFTY was trading at 23085.95. The strike last trading price was 830, which was 264.90 higher than the previous day. The implied volatity was 16.17, the open interest changed by -53 which decreased total open position to 3219
On 10 Jan NIFTY was trading at 23431.50. The strike last trading price was 565.1, which was 95.40 higher than the previous day. The implied volatity was 15.47, the open interest changed by 3079 which increased total open position to 3277
On 9 Jan NIFTY was trading at 23526.50. The strike last trading price was 469.7, which was 58.65 higher than the previous day. The implied volatity was 14.39, the open interest changed by -12909 which decreased total open position to 3903
On 8 Jan NIFTY was trading at 23688.95. The strike last trading price was 411.05, which was -8.10 lower than the previous day. The implied volatity was 14.70, the open interest changed by 2674 which increased total open position to 3931
On 7 Jan NIFTY was trading at 23707.90. The strike last trading price was 419.15, which was -70.35 lower than the previous day. The implied volatity was 15.28, the open interest changed by 3490 which increased total open position to 4351
On 6 Jan NIFTY was trading at 23616.05. The strike last trading price was 489.5, which was 206.30 higher than the previous day. The implied volatity was 16.56, the open interest changed by -33075 which decreased total open position to 4416
On 3 Jan NIFTY was trading at 24004.75. The strike last trading price was 283.2, which was 59.00 higher than the previous day. The implied volatity was 14.73, the open interest changed by 4213 which increased total open position to 4930
On 2 Jan NIFTY was trading at 24188.65. The strike last trading price was 224.2, which was -170.35 lower than the previous day. The implied volatity was 14.83, the open interest changed by 4015 which increased total open position to 4177
On 1 Jan NIFTY was trading at 23742.90. The strike last trading price was 394.55, which was -46.90 lower than the previous day. The implied volatity was 14.74, the open interest changed by 4138 which increased total open position to 4297
On 31 Dec NIFTY was trading at 23644.80. The strike last trading price was 441.45, which was 9.15 higher than the previous day. The implied volatity was 14.64, the open interest changed by 4022 which increased total open position to 4265
On 30 Dec NIFTY was trading at 23644.90. The strike last trading price was 432.3, which was 80.30 higher than the previous day. The implied volatity was 14.04, the open interest changed by 4618 which increased total open position to 4618
On 27 Dec NIFTY was trading at 23813.40. The strike last trading price was 352, which was -56.45 lower than the previous day. The implied volatity was 13.89, the open interest changed by 4801 which increased total open position to 4801
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 408.45, which was 20.95 higher than the previous day. The implied volatity was 14.62, the open interest changed by 4344 which increased total open position to 4344
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 387.5, which was -12.85 lower than the previous day. The implied volatity was 13.21, the open interest changed by 2220 which increased total open position to 2220
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 400.35, which was -117.70 lower than the previous day. The implied volatity was 13.87, the open interest changed by 1974 which increased total open position to 1974
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 518.05, which was 168.10 higher than the previous day. The implied volatity was 15.56, the open interest changed by -52 which decreased total open position to 1646
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 349.95, which was 93.35 higher than the previous day. The implied volatity was 14.87, the open interest changed by 873 which increased total open position to 1684
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 256.6, which was 23.00 higher than the previous day. The implied volatity was 14.68, the open interest changed by 811 which increased total open position to 811
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 233.6, which was 75.65 higher than the previous day. The implied volatity was 14.87, the open interest changed by 571 which increased total open position to 658
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 157.95, which was 28.55 higher than the previous day. The implied volatity was 14.98, the open interest changed by 685 which increased total open position to 685
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 129.4, which was -41.80 lower than the previous day. The implied volatity was 14.57, the open interest changed by -24 which decreased total open position to 792
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 171.2, which was 7.65 higher than the previous day. The implied volatity was 14.19, the open interest changed by -151 which decreased total open position to 817
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 163.55, which was -21.90 lower than the previous day. The implied volatity was 14.56, the open interest changed by 953 which increased total open position to 971
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 185.45, which was 2.75 higher than the previous day. The implied volatity was 15.20, the open interest changed by 827 which increased total open position to 827
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 182.7, which was 3.95 higher than the previous day. The implied volatity was 15.06, the open interest changed by -90 which decreased total open position to 816
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 178.75, which was -4.10 lower than the previous day. The implied volatity was 15.00, the open interest changed by 117 which increased total open position to 910
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 182.85, which was -46.60 lower than the previous day. The implied volatity was 15.31, the open interest changed by 118 which increased total open position to 798
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 229.45, which was -11.95 lower than the previous day. The implied volatity was 14.90, the open interest changed by 263 which increased total open position to 681
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 241.4, which was -39.75 lower than the previous day. The implied volatity was 15.07, the open interest changed by 422 which increased total open position to 422
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 281.15, which was -25.90 lower than the previous day. The implied volatity was 14.79, the open interest changed by 119 which increased total open position to 236
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 307.05, which was -65.15 lower than the previous day. The implied volatity was 13.98, the open interest changed by 107 which increased total open position to 117
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 372.2, which was 109.00 higher than the previous day. The implied volatity was 14.15, the open interest changed by 4 which increased total open position to 10
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 263.2, which was -68.10 lower than the previous day. The implied volatity was 13.97, the open interest changed by 0 which decreased total open position to 6
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 331.3, which was -248.90 lower than the previous day. The implied volatity was 15.12, the open interest changed by 0 which decreased total open position to 5
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 580.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 580.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 580.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 580.2, 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 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 580.2, which was 32.40 higher than the previous day. The implied volatity was 13.73, the open interest changed by 0 which decreased total open position to 4
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 547.8, which was -31.95 lower than the previous day. The implied volatity was 13.92, the open interest changed by 0 which decreased total open position to 2
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 579.75, which was 144.50 higher than the previous day. The implied volatity was 15.11, the open interest changed by 0 which decreased total open position to 1
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 435.25, which was -37.40 lower than the previous day. The implied volatity was 14.04, the open interest changed by 0 which decreased total open position to 0
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 472.65, which was 0.00 lower than the previous day. The implied volatity was 1.47, the open interest changed by 0 which decreased total open position to 0
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 472.65, which was 0.00 lower than the previous day. The implied volatity was 1.46, the open interest changed by 0 which decreased total open position to 0
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 472.65, which was 0.00 lower than the previous day. The implied volatity was 1.64, the open interest changed by 0 which decreased total open position to 0
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 472.65, which was 0.00 lower than the previous day. The implied volatity was 2.23, the open interest changed by 0 which decreased total open position to 0
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 472.65, which was 0.00 lower than the previous day. The implied volatity was 1.65, the open interest changed by 0 which decreased total open position to 0
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 472.65, which was lower than the previous day. The implied volatity was 1.24, the open interest changed by 0 which decreased total open position to 0
