NIFTY
Nifty
Historical option data for NIFTY
20 Dec 2024 04:11 PM IST
| NIFTY 26DEC2024 23950 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.27
Vega: 9.93
Theta: -13.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 23587.50 | 69.9 | -178.10 | 14.42 | 5,83,988.333 | -2,59,945.667 | 20,181.333 | |||
| 19 Dec | 23951.70 | 248 | -157.00 | 16.48 | 83,597 | 9,231.667 | 9,661 | |||
| 18 Dec | 24198.85 | 405 | -134.05 | 14.65 | 485.667 | 122.333 | 430 | |||
| 17 Dec | 24336.00 | 539.05 | -285.95 | 18.04 | 356.667 | 10.333 | 471 | |||
| 16 Dec | 24668.25 | 825 | -105.70 | 18.82 | 62.667 | -8.667 | 460.667 | |||
| 13 Dec | 24768.30 | 930.7 | 170.35 | 12.51 | 533 | 317.333 | 470.333 | |||
| 12 Dec | 24548.70 | 760.35 | -72.65 | 16.26 | 17 | 403 | 445.667 | |||
| 11 Dec | 24641.80 | 833 | 28.00 | 14.94 | 54.667 | 199.667 | 444.667 | |||
| 10 Dec | 24610.05 | 805 | -23.35 | 12.05 | 19 | 394 | 449 | |||
| 9 Dec | 24619.00 | 828.35 | -85.50 | 12.91 | 40.667 | 406 | 452.667 | |||
| 6 Dec | 24677.80 | 913.85 | -14.35 | 14.45 | 87.667 | 152 | 458.333 | |||
| 5 Dec | 24708.40 | 928.2 | 184.85 | 12.46 | 165 | -3,589.333 | 486.667 | |||
| 4 Dec | 24467.45 | 743.35 | 14.35 | 13.22 | 155 | -3,963.667 | 545.333 | |||
| 3 Dec | 24457.15 | 729 | 80.35 | 12.56 | 304 | -118.667 | 597 | |||
| 2 Dec | 24276.05 | 648.65 | 85.45 | 14.45 | 449 | -5,430.333 | 715.667 | |||
| 29 Nov | 24131.10 | 563.2 | 91.20 | 13.92 | 842 | -8,453.667 | 804.667 | |||
| 28 Nov | 23914.15 | 472 | -198.25 | 13.95 | 1,788.333 | 249 | 751.667 | |||
| 27 Nov | 24274.90 | 670.25 | 54.40 | 13.10 | 71.667 | -189 | 343.333 | |||
| 26 Nov | 24194.50 | 615.85 | -65.25 | 12.90 | 51.333 | -372.667 | 324.667 | |||
| 25 Nov | 24221.90 | 681.1 | 251.70 | 13.51 | 288 | 322.333 | 322.667 | |||
| 22 Nov | 23907.25 | 429.4 | 229.15 | 12.12 | 1,125.333 | 319.667 | 320 | |||
| 21 Nov | 23349.90 | 200.25 | -71.95 | 12.27 | 778.333 | 252 | 428 | |||
| 19 Nov | 23518.50 | 272.2 | 7.65 | 12.63 | 482.667 | 358.667 | 360.333 | |||
| 18 Nov | 23453.80 | 264.55 | -60.20 | 12.22 | 677.667 | 303 | 326.333 | |||
| 14 Nov | 23532.70 | 324.75 | -56.40 | 11.94 | 151.333 | 157.333 | 173.333 | |||
| 13 Nov | 23559.05 | 381.15 | -119.55 | 12.81 | 603.333 | 58.667 | 145.333 | |||
| 12 Nov | 23883.45 | 500.7 | -188.90 | 12.34 | 158.333 | 66.667 | 95.667 | |||
| 11 Nov | 24141.30 | 689.6 | -39.60 | 12.41 | 21.667 | 22.667 | 28.667 | |||
| 8 Nov | 24148.20 | 729.2 | -295.85 | 13.14 | 18.333 | 25.333 | 25.333 | |||
| 7 Nov | 24199.35 | 1025.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 24484.05 | 1025.05 | 200.05 | 13.24 | 3.667 | 19.667 | 19.667 | |||
| 5 Nov | 24213.30 | 825 | 83.35 | 13.46 | 21.333 | 20 | 20 | |||
| 4 Nov | 23995.35 | 741.65 | -169.60 | 14.81 | 47.667 | 16.667 | 16.667 | |||
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| 1 Nov | 24304.35 | 911.25 | -118.60 | 12.88 | 0.333 | 0.333 | 0.333 | |||
| 31 Oct | 24205.35 | 1029.85 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 24340.85 | 1029.85 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 24466.85 | 1029.85 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 24339.15 | 1029.85 | 170.80 | - | 0.667 | 0.333 | 0.333 | |||
| 25 Oct | 24180.80 | 859.05 | -1924.95 | - | 0.333 | 0 | 0 | |||
| 24 Oct | 24399.40 | 2784 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 24435.50 | 2784 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 24472.10 | 2784 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 24781.10 | 2784 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 24854.05 | 2784 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 24749.85 | 2784 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 24971.30 | 2784 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 25057.35 | 2784 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 25127.95 | 2784 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 24964.25 | 2784 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 24998.45 | 2784 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 24981.95 | 2784 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 25013.15 | 2784 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 24795.75 | 2784 | 2784.00 | - | 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 23950 expiring on 26DEC2024
Delta for 23950 CE is 0.27
Historical price for 23950 CE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 69.9, which was -178.10 lower than the previous day. The implied volatity was 14.42, the open interest changed by -779837 which decreased total open position to 60544
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 248, which was -157.00 lower than the previous day. The implied volatity was 16.48, the open interest changed by 27695 which increased total open position to 28983
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 405, which was -134.05 lower than the previous day. The implied volatity was 14.65, the open interest changed by 367 which increased total open position to 1290
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 539.05, which was -285.95 lower than the previous day. The implied volatity was 18.04, the open interest changed by 31 which increased total open position to 1413
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 825, which was -105.70 lower than the previous day. The implied volatity was 18.82, the open interest changed by -26 which decreased total open position to 1382
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 930.7, which was 170.35 higher than the previous day. The implied volatity was 12.51, the open interest changed by 952 which increased total open position to 1411
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 760.35, which was -72.65 lower than the previous day. The implied volatity was 16.26, the open interest changed by 1209 which increased total open position to 1337
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 833, which was 28.00 higher than the previous day. The implied volatity was 14.94, the open interest changed by 599 which increased total open position to 1334
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 805, which was -23.35 lower than the previous day. The implied volatity was 12.05, the open interest changed by 1182 which increased total open position to 1347
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 828.35, which was -85.50 lower than the previous day. The implied volatity was 12.91, the open interest changed by 1218 which increased total open position to 1358
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 913.85, which was -14.35 lower than the previous day. The implied volatity was 14.45, the open interest changed by 456 which increased total open position to 1375
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 928.2, which was 184.85 higher than the previous day. The implied volatity was 12.46, the open interest changed by -10768 which decreased total open position to 1460
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 743.35, which was 14.35 higher than the previous day. The implied volatity was 13.22, the open interest changed by -11891 which decreased total open position to 1636
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 729, which was 80.35 higher than the previous day. The implied volatity was 12.56, the open interest changed by -356 which decreased total open position to 1791
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 648.65, which was 85.45 higher than the previous day. The implied volatity was 14.45, the open interest changed by -16291 which decreased total open position to 2147
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 563.2, which was 91.20 higher than the previous day. The implied volatity was 13.92, the open interest changed by -25361 which decreased total open position to 2414
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 472, which was -198.25 lower than the previous day. The implied volatity was 13.95, the open interest changed by 747 which increased total open position to 2255
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 670.25, which was 54.40 higher than the previous day. The implied volatity was 13.10, the open interest changed by -567 which decreased total open position to 1030
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 615.85, which was -65.25 lower than the previous day. The implied volatity was 12.90, the open interest changed by -1118 which decreased total open position to 974
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 681.1, which was 251.70 higher than the previous day. The implied volatity was 13.51, the open interest changed by 967 which increased total open position to 968
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 429.4, which was 229.15 higher than the previous day. The implied volatity was 12.12, the open interest changed by 959 which increased total open position to 960
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 200.25, which was -71.95 lower than the previous day. The implied volatity was 12.27, the open interest changed by 756 which increased total open position to 1284
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 272.2, which was 7.65 higher than the previous day. The implied volatity was 12.63, the open interest changed by 1076 which increased total open position to 1081
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 264.55, which was -60.20 lower than the previous day. The implied volatity was 12.22, the open interest changed by 909 which increased total open position to 979
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 324.75, which was -56.40 lower than the previous day. The implied volatity was 11.94, the open interest changed by 472 which increased total open position to 520
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 381.15, which was -119.55 lower than the previous day. The implied volatity was 12.81, the open interest changed by 176 which increased total open position to 436
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 500.7, which was -188.90 lower than the previous day. The implied volatity was 12.34, the open interest changed by 200 which increased total open position to 287
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 689.6, which was -39.60 lower than the previous day. The implied volatity was 12.41, the open interest changed by 68 which increased total open position to 86
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 729.2, which was -295.85 lower than the previous day. The implied volatity was 13.14, the open interest changed by 76 which increased total open position to 76
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 1025.05, 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 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 1025.05, which was 200.05 higher than the previous day. The implied volatity was 13.24, the open interest changed by 59 which increased total open position to 59
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 825, which was 83.35 higher than the previous day. The implied volatity was 13.46, the open interest changed by 60 which increased total open position to 60
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 741.65, which was -169.60 lower than the previous day. The implied volatity was 14.81, the open interest changed by 50 which increased total open position to 50
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 911.25, which was -118.60 lower than the previous day. The implied volatity was 12.88, the open interest changed by 1 which increased total open position to 1
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 1029.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct NIFTY was trading at 24340.85. The strike last trading price was 1029.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct NIFTY was trading at 24466.85. The strike last trading price was 1029.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct NIFTY was trading at 24339.15. The strike last trading price was 1029.85, which was 170.80 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 859.05, which was -1924.95 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 2784, 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 2784, 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 2784, 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 2784, 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 2784, 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 2784, 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 2784, 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 2784, 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 2784, 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 2784, 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 2784, 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 2784, 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 2784, 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 2784, which was 2784.00 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 23950 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.70
Vega: 10.50
Theta: -10.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23587.50 | 375 | 197.00 | 16.93 | 4,93,000.333 | -2,712.333 | 9,231.333 |
| 19 Dec | 23951.70 | 178 | 86.45 | 15.55 | 87,214.333 | -10,368 | 11,941.333 |
| 18 Dec | 24198.85 | 91.55 | 11.30 | 15.08 | 18,221.667 | 1,251 | 4,142.333 |
| 17 Dec | 24336.00 | 80.25 | 37.25 | 15.57 | 11,069 | 1,058 | 2,869.333 |
| 16 Dec | 24668.25 | 43 | 11.70 | 16.74 | 6,996.333 | -110.667 | 1,808.667 |
| 13 Dec | 24768.30 | 31.3 | -24.75 | 15.27 | 13,178 | 463.333 | 1,930.333 |
| 12 Dec | 24548.70 | 56.05 | 7.00 | 14.30 | 3,022.667 | -26,552.333 | 1,461.667 |
| 11 Dec | 24641.80 | 49.05 | -22.05 | 14.45 | 2,578.333 | -120.333 | 1,347.333 |
| 10 Dec | 24610.05 | 71.1 | -11.70 | 15.80 | 2,534.667 | -20,926.667 | 1,464.667 |
| 9 Dec | 24619.00 | 82.8 | 0.45 | 16.36 | 1,813 | -8,999.667 | 1,356 |
| 6 Dec | 24677.80 | 82.35 | -11.15 | 15.80 | 3,016 | -358.667 | 1,271 |
| 5 Dec | 24708.40 | 93.5 | -40.90 | 16.62 | 4,109 | -1,509.667 | 1,656.333 |
| 4 Dec | 24467.45 | 134.4 | -7.20 | 15.84 | 2,525.667 | 295 | 1,532.333 |
| 3 Dec | 24457.15 | 141.6 | -31.55 | 15.74 | 1,877 | 1,157.667 | 1,259.333 |
| 2 Dec | 24276.05 | 173.15 | -31.05 | 14.86 | 1,972.333 | -19,948.333 | 1,123.667 |
| 29 Nov | 24131.10 | 204.2 | -85.35 | 13.54 | 4,039 | 374.667 | 1,046 |
| 28 Nov | 23914.15 | 289.55 | 119.30 | 14.34 | 2,693 | -1,464.333 | 656 |
| 27 Nov | 24274.90 | 170.25 | -46.65 | 13.81 | 526 | -992.667 | 397.333 |
| 26 Nov | 24194.50 | 216.9 | 17.40 | 14.54 | 454.333 | -924 | 352.333 |
| 25 Nov | 24221.90 | 199.5 | -141.25 | 14.41 | 581.333 | 329.667 | 334 |
| 22 Nov | 23907.25 | 340.75 | -293.30 | 14.14 | 939.333 | 243.667 | 248 |
| 21 Nov | 23349.90 | 634.05 | 60.45 | 14.46 | 199 | 229.333 | 233.667 |
| 19 Nov | 23518.50 | 573.6 | 19.75 | 14.88 | 452 | 15 | 245.667 |
| 18 Nov | 23453.80 | 553.85 | 44.20 | 14.00 | 208 | 226.667 | 231 |
| 14 Nov | 23532.70 | 509.65 | 18.65 | 14.00 | 213 | 242.667 | 246.333 |
| 13 Nov | 23559.05 | 491 | 114.20 | 14.08 | 406.333 | 176.333 | 178.667 |
| 12 Nov | 23883.45 | 376.8 | 116.70 | 13.98 | 227.667 | 250.333 | 254 |
| 11 Nov | 24141.30 | 260.1 | -57.10 | 13.63 | 17.333 | -8 | 149 |
| 8 Nov | 24148.20 | 317.2 | 10.70 | 15.06 | 149.333 | 99 | 158.333 |
| 7 Nov | 24199.35 | 306.5 | 80.50 | 15.52 | 6.333 | 59.333 | 59.667 |
| 6 Nov | 24484.05 | 226 | -115.50 | 15.62 | 66.667 | 62.667 | 63 |
| 5 Nov | 24213.30 | 341.5 | -78.95 | 16.46 | 51 | 69.667 | 69.667 |
| 4 Nov | 23995.35 | 420.45 | 87.85 | 16.49 | 67.333 | 34.333 | 39 |
| 1 Nov | 24304.35 | 332.6 | 37.60 | 16.83 | 0.333 | 0 | 4.667 |
| 31 Oct | 24205.35 | 295 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 24340.85 | 295 | 0.00 | - | 0 | 0.333 | 0 |
| 29 Oct | 24466.85 | 295 | -33.20 | - | 0.333 | 0 | 4.333 |
| 28 Oct | 24339.15 | 328.2 | -41.35 | - | 1 | 0.333 | 4.333 |
| 25 Oct | 24180.80 | 369.55 | 283.55 | - | 4.667 | 4 | 4 |
| 24 Oct | 24399.40 | 86 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 24435.50 | 86 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 24472.10 | 86 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 24781.10 | 86 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 24854.05 | 86 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 24749.85 | 86 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 24971.30 | 86 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 25057.35 | 86 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 25127.95 | 86 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 24964.25 | 86 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 24998.45 | 86 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 24981.95 | 86 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 25013.15 | 86 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 24795.75 | 86 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 25014.60 | 86 | 86.00 | - | 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 23950 expiring on 26DEC2024
Delta for 23950 PE is -0.70
Historical price for 23950 PE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 375, which was 197.00 higher than the previous day. The implied volatity was 16.93, the open interest changed by -8137 which decreased total open position to 27694
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 178, which was 86.45 higher than the previous day. The implied volatity was 15.55, the open interest changed by -31104 which decreased total open position to 35824
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 91.55, which was 11.30 higher than the previous day. The implied volatity was 15.08, the open interest changed by 3753 which increased total open position to 12427
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 80.25, which was 37.25 higher than the previous day. The implied volatity was 15.57, the open interest changed by 3174 which increased total open position to 8608
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 43, which was 11.70 higher than the previous day. The implied volatity was 16.74, the open interest changed by -332 which decreased total open position to 5426
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 31.3, which was -24.75 lower than the previous day. The implied volatity was 15.27, the open interest changed by 1390 which increased total open position to 5791
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 56.05, which was 7.00 higher than the previous day. The implied volatity was 14.30, the open interest changed by -79657 which decreased total open position to 4385
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 49.05, which was -22.05 lower than the previous day. The implied volatity was 14.45, the open interest changed by -361 which decreased total open position to 4042
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 71.1, which was -11.70 lower than the previous day. The implied volatity was 15.80, the open interest changed by -62780 which decreased total open position to 4394
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 82.8, which was 0.45 higher than the previous day. The implied volatity was 16.36, the open interest changed by -26999 which decreased total open position to 4068
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 82.35, which was -11.15 lower than the previous day. The implied volatity was 15.80, the open interest changed by -1076 which decreased total open position to 3813
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 93.5, which was -40.90 lower than the previous day. The implied volatity was 16.62, the open interest changed by -4529 which decreased total open position to 4969
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 134.4, which was -7.20 lower than the previous day. The implied volatity was 15.84, the open interest changed by 885 which increased total open position to 4597
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 141.6, which was -31.55 lower than the previous day. The implied volatity was 15.74, the open interest changed by 3473 which increased total open position to 3778
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 173.15, which was -31.05 lower than the previous day. The implied volatity was 14.86, the open interest changed by -59845 which decreased total open position to 3371
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 204.2, which was -85.35 lower than the previous day. The implied volatity was 13.54, the open interest changed by 1124 which increased total open position to 3138
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 289.55, which was 119.30 higher than the previous day. The implied volatity was 14.34, the open interest changed by -4393 which decreased total open position to 1968
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 170.25, which was -46.65 lower than the previous day. The implied volatity was 13.81, the open interest changed by -2978 which decreased total open position to 1192
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 216.9, which was 17.40 higher than the previous day. The implied volatity was 14.54, the open interest changed by -2772 which decreased total open position to 1057
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 199.5, which was -141.25 lower than the previous day. The implied volatity was 14.41, the open interest changed by 989 which increased total open position to 1002
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 340.75, which was -293.30 lower than the previous day. The implied volatity was 14.14, the open interest changed by 731 which increased total open position to 744
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 634.05, which was 60.45 higher than the previous day. The implied volatity was 14.46, the open interest changed by 688 which increased total open position to 701
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 573.6, which was 19.75 higher than the previous day. The implied volatity was 14.88, the open interest changed by 45 which increased total open position to 737
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 553.85, which was 44.20 higher than the previous day. The implied volatity was 14.00, the open interest changed by 680 which increased total open position to 693
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 509.65, which was 18.65 higher than the previous day. The implied volatity was 14.00, the open interest changed by 728 which increased total open position to 739
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 491, which was 114.20 higher than the previous day. The implied volatity was 14.08, the open interest changed by 529 which increased total open position to 536
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 376.8, which was 116.70 higher than the previous day. The implied volatity was 13.98, the open interest changed by 751 which increased total open position to 762
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 260.1, which was -57.10 lower than the previous day. The implied volatity was 13.63, the open interest changed by -24 which decreased total open position to 447
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 317.2, which was 10.70 higher than the previous day. The implied volatity was 15.06, the open interest changed by 297 which increased total open position to 475
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 306.5, which was 80.50 higher than the previous day. The implied volatity was 15.52, the open interest changed by 178 which increased total open position to 179
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 226, which was -115.50 lower than the previous day. The implied volatity was 15.62, the open interest changed by 188 which increased total open position to 189
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 341.5, which was -78.95 lower than the previous day. The implied volatity was 16.46, the open interest changed by 209 which increased total open position to 209
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 420.45, which was 87.85 higher than the previous day. The implied volatity was 16.49, the open interest changed by 103 which increased total open position to 117
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 332.6, which was 37.60 higher than the previous day. The implied volatity was 16.83, the open interest changed by 0 which decreased total open position to 14
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 295, 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 295, 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 295, which was -33.20 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 328.2, which was -41.35 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 369.55, which was 283.55 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 86, 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 86, 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 86, 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 86, 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 86, 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 86, 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 86, 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 86, 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 86, 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 86, 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 86, 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 86, 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 86, 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 86, 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 86, which was 86.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct NIFTY was trading at 25250.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct NIFTY was trading at 25796.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept NIFTY was trading at 25810.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept NIFTY was trading at 26173.35. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
