NIFTY
Nifty
Historical option data for NIFTY
26 Dec 2024 04:01 PM IST
NIFTY 26DEC2024 24000 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 | -13.00 | - | 1,54,48,084 | -87,325 | 3,79,838 | |||
24 Dec | 23727.65 | 13.05 | -14.95 | 12.43 | 58,39,587 | -10,091 | 4,76,500 | |||
23 Dec | 23753.45 | 28 | -32.05 | 12.24 | 67,55,397 | 1,28,085 | 4,96,662 | |||
20 Dec | 23587.50 | 60.05 | -158.75 | 14.66 | 46,68,050 | 1,20,044 | 3,72,880 | |||
19 Dec | 23951.70 | 218.8 | -151.20 | 16.23 | 10,88,016 | 2,17,596 | 2,68,255 | |||
18 Dec | 24198.85 | 370 | -122.90 | 14.68 | 97,865 | 5,231 | 1,20,312 | |||
17 Dec | 24336.00 | 492.9 | -274.15 | 17.24 | 52,833 | 1,04,577 | 1,16,041 | |||
16 Dec | 24668.25 | 767.05 | -132.95 | 17.13 | 18,647 | 97,028 | 1,11,598 | |||
13 Dec | 24768.30 | 900 | 191.20 | 14.79 | 1,01,992 | 1,06,613 | 1,12,927 | |||
12 Dec | 24548.70 | 708.8 | -81.20 | 15.37 | 18,019 | 1,07,738 | 1,18,462 | |||
11 Dec | 24641.80 | 790 | 23.25 | 14.92 | 13,643 | -1,008 | 1,18,996 | |||
10 Dec | 24610.05 | 766.75 | -19.65 | 12.63 | 18,100 | 1,17,353 | 1,20,143 | |||
9 Dec | 24619.00 | 786.4 | -81.15 | 13.08 | 18,450 | 1,07,742 | 1,23,293 | |||
6 Dec | 24677.80 | 867.55 | -8.65 | 14.14 | 19,095 | 1,09,432 | 1,25,183 | |||
5 Dec | 24708.40 | 876.2 | 170.20 | 11.74 | 57,377 | -8,207 | 1,25,048 | |||
4 Dec | 24467.45 | 706 | 16.35 | 13.31 | 41,312 | -5,088 | 1,33,482 | |||
3 Dec | 24457.15 | 689.65 | 76.65 | 12.55 | 52,034 | 21,541 | 1,38,684 | |||
2 Dec | 24276.05 | 613 | 79.00 | 14.39 | 1,07,288 | 1,31,781 | 1,43,190 | |||
29 Nov | 24131.10 | 534 | 93.25 | 14.01 | 1,59,598 | -18,649 | 1,38,929 | |||
28 Nov | 23914.15 | 440.75 | -194.25 | 13.82 | 2,30,314 | 1,42,136 | 1,42,299 | |||
27 Nov | 24274.90 | 635 | 55.00 | 13.09 | 62,524 | 1,01,853 | 1,02,011 | |||
26 Nov | 24194.50 | 580 | -72.00 | 12.80 | 52,855 | 97,168 | 1,01,202 | |||
25 Nov | 24221.90 | 652 | 244.00 | 13.71 | 1,17,914 | 83,586 | 99,254 | |||
22 Nov | 23907.25 | 408 | 224.00 | 12.32 | 2,10,161 | 83,428 | 99,096 | |||
21 Nov | 23349.90 | 184 | -66.00 | 12.26 | 1,13,172 | 87,682 | 87,711 | |||
19 Nov | 23518.50 | 250 | 5.00 | 12.52 | 1,05,526 | 73,061 | 79,727 | |||
18 Nov | 23453.80 | 245 | -60.00 | 12.20 | 85,929 | 76,426 | 76,731 | |||
14 Nov | 23532.70 | 305 | -65.00 | 11.99 | 62,844 | 66,069 | 66,335 | |||
13 Nov | 23559.05 | 370 | -101.00 | 13.17 | 88,697 | 62,531 | 62,648 | |||
12 Nov | 23883.45 | 471 | -189.00 | 12.26 | 26,933 | 47,909 | 47,934 | |||
11 Nov | 24141.30 | 660 | -22.00 | 12.50 | 19,809 | 42,119 | 42,128 | |||
8 Nov | 24148.20 | 682 | -75.55 | 12.66 | 15,844 | 41,955 | 42,257 | |||
7 Nov | 24199.35 | 757.55 | -214.90 | 13.00 | 9,873 | 37,893 | 38,156 | |||
6 Nov | 24484.05 | 972.45 | 176.40 | 12.69 | 15,790 | 37,361 | 37,636 | |||
5 Nov | 24213.30 | 796.05 | 99.05 | 13.59 | 17,189 | 38,072 | 38,174 | |||
4 Nov | 23995.35 | 697 | -182.00 | 14.37 | 24,784 | 37,269 | 37,269 | |||
1 Nov | 24304.35 | 879 | -30.90 | 12.96 | 1,270 | 34,586 | 34,586 | |||
31 Oct | 24205.35 | 909.9 | -67.05 | - | 5,252 | 34,463 | 34,463 | |||
30 Oct | 24340.85 | 976.95 | -52.05 | - | 3,725 | 33,647 | 33,647 | |||
29 Oct | 24466.85 | 1029 | 83.40 | - | 4,976 | 137 | 33,303 | |||
28 Oct | 24339.15 | 945.6 | 70.60 | - | 7,292 | -40 | 33,185 | |||
25 Oct | 24180.80 | 875 | -167.45 | - | 15,133 | 2,009 | 33,225 | |||
24 Oct | 24399.40 | 1042.45 | -27.55 | - | 4,016 | 265 | 31,215 | |||
23 Oct | 24435.50 | 1070 | -28.70 | - | 4,061 | -138 | 31,020 | |||
22 Oct | 24472.10 | 1098.7 | -173.25 | - | 5,595 | 667 | 31,176 | |||
21 Oct | 24781.10 | 1271.95 | -162.05 | - | 1,661 | 51 | 30,509 | |||
18 Oct | 24854.05 | 1434 | 94.00 | - | 4,038 | 57 | 30,463 | |||
17 Oct | 24749.85 | 1340 | -154.05 | - | 4,263 | 262 | 30,425 | |||
16 Oct | 24971.30 | 1494.05 | -89.95 | - | 1,437 | 310 | 30,164 | |||
15 Oct | 25057.35 | 1584 | -83.30 | - | 1,401 | 64 | 29,858 | |||
14 Oct | 25127.95 | 1667.3 | 132.30 | - | 758 | -69 | 29,795 | |||
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11 Oct | 24964.25 | 1535 | -65.25 | - | 1,224 | -232 | 29,864 | |||
10 Oct | 24998.45 | 1600.25 | -18.90 | - | 953 | 5 | 30,123 | |||
9 Oct | 24981.95 | 1619.15 | -13.90 | - | 2,579 | 58 | 30,119 | |||
8 Oct | 25013.15 | 1633.05 | 130.50 | - | 2,213 | 58 | 30,061 | |||
7 Oct | 24795.75 | 1502.55 | -182.45 | - | 3,638 | 457 | 30,007 | |||
4 Oct | 25014.60 | 1685 | -205.55 | - | 3,895 | 95 | 29,558 | |||
3 Oct | 25250.10 | 1890.55 | -409.45 | - | 2,214 | 236 | 29,465 | |||
1 Oct | 25796.90 | 2300 | -2.05 | - | 861 | -28 | 29,229 | |||
30 Sept | 25810.85 | 2302.05 | -309.00 | - | 1,516 | -25 | 29,262 | |||
27 Sept | 26173.35 | 2611.05 | - | 2,533 | -118 | 29,294 |
For Nifty - strike price 24000 expiring on 26DEC2024
Delta for 24000 CE is -
Historical price for 24000 CE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 0.05, which was -13.00 lower than the previous day. The implied volatity was -, the open interest changed by -87325 which decreased total open position to 379838
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 13.05, which was -14.95 lower than the previous day. The implied volatity was 12.43, the open interest changed by -10091 which decreased total open position to 476500
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 28, which was -32.05 lower than the previous day. The implied volatity was 12.24, the open interest changed by 128085 which increased total open position to 496662
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 60.05, which was -158.75 lower than the previous day. The implied volatity was 14.66, the open interest changed by 120044 which increased total open position to 372880
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 218.8, which was -151.20 lower than the previous day. The implied volatity was 16.23, the open interest changed by 217596 which increased total open position to 268255
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 370, which was -122.90 lower than the previous day. The implied volatity was 14.68, the open interest changed by 5231 which increased total open position to 120312
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 492.9, which was -274.15 lower than the previous day. The implied volatity was 17.24, the open interest changed by 104577 which increased total open position to 116041
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 767.05, which was -132.95 lower than the previous day. The implied volatity was 17.13, the open interest changed by 97028 which increased total open position to 111598
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 900, which was 191.20 higher than the previous day. The implied volatity was 14.79, the open interest changed by 106613 which increased total open position to 112927
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 708.8, which was -81.20 lower than the previous day. The implied volatity was 15.37, the open interest changed by 107738 which increased total open position to 118462
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 790, which was 23.25 higher than the previous day. The implied volatity was 14.92, the open interest changed by -1008 which decreased total open position to 118996
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 766.75, which was -19.65 lower than the previous day. The implied volatity was 12.63, the open interest changed by 117353 which increased total open position to 120143
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 786.4, which was -81.15 lower than the previous day. The implied volatity was 13.08, the open interest changed by 107742 which increased total open position to 123293
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 867.55, which was -8.65 lower than the previous day. The implied volatity was 14.14, the open interest changed by 109432 which increased total open position to 125183
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 876.2, which was 170.20 higher than the previous day. The implied volatity was 11.74, the open interest changed by -8207 which decreased total open position to 125048
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 706, which was 16.35 higher than the previous day. The implied volatity was 13.31, the open interest changed by -5088 which decreased total open position to 133482
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 689.65, which was 76.65 higher than the previous day. The implied volatity was 12.55, the open interest changed by 21541 which increased total open position to 138684
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 613, which was 79.00 higher than the previous day. The implied volatity was 14.39, the open interest changed by 131781 which increased total open position to 143190
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 534, which was 93.25 higher than the previous day. The implied volatity was 14.01, the open interest changed by -18649 which decreased total open position to 138929
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 440.75, which was -194.25 lower than the previous day. The implied volatity was 13.82, the open interest changed by 142136 which increased total open position to 142299
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 635, which was 55.00 higher than the previous day. The implied volatity was 13.09, the open interest changed by 101853 which increased total open position to 102011
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 580, which was -72.00 lower than the previous day. The implied volatity was 12.80, the open interest changed by 97168 which increased total open position to 101202
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 652, which was 244.00 higher than the previous day. The implied volatity was 13.71, the open interest changed by 83586 which increased total open position to 99254
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 408, which was 224.00 higher than the previous day. The implied volatity was 12.32, the open interest changed by 83428 which increased total open position to 99096
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 184, which was -66.00 lower than the previous day. The implied volatity was 12.26, the open interest changed by 87682 which increased total open position to 87711
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 250, which was 5.00 higher than the previous day. The implied volatity was 12.52, the open interest changed by 73061 which increased total open position to 79727
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 245, which was -60.00 lower than the previous day. The implied volatity was 12.20, the open interest changed by 76426 which increased total open position to 76731
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 305, which was -65.00 lower than the previous day. The implied volatity was 11.99, the open interest changed by 66069 which increased total open position to 66335
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 370, which was -101.00 lower than the previous day. The implied volatity was 13.17, the open interest changed by 62531 which increased total open position to 62648
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 471, which was -189.00 lower than the previous day. The implied volatity was 12.26, the open interest changed by 47909 which increased total open position to 47934
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 660, which was -22.00 lower than the previous day. The implied volatity was 12.50, the open interest changed by 42119 which increased total open position to 42128
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 682, which was -75.55 lower than the previous day. The implied volatity was 12.66, the open interest changed by 41955 which increased total open position to 42257
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 757.55, which was -214.90 lower than the previous day. The implied volatity was 13.00, the open interest changed by 37893 which increased total open position to 38156
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 972.45, which was 176.40 higher than the previous day. The implied volatity was 12.69, the open interest changed by 37361 which increased total open position to 37636
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 796.05, which was 99.05 higher than the previous day. The implied volatity was 13.59, the open interest changed by 38072 which increased total open position to 38174
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 697, which was -182.00 lower than the previous day. The implied volatity was 14.37, the open interest changed by 37269 which increased total open position to 37269
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 879, which was -30.90 lower than the previous day. The implied volatity was 12.96, the open interest changed by 34586 which increased total open position to 34586
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 909.9, which was -67.05 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 976.95, which was -52.05 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, which was 83.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct NIFTY was trading at 24339.15. The strike last trading price was 945.6, which was 70.60 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 875, which was -167.45 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 1042.45, which was -27.55 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 1070, which was -28.70 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 1098.7, which was -173.25 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 1271.95, which was -162.05 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 1434, which was 94.00 higher 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 1340, which was -154.05 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 1494.05, which was -89.95 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 1584, which was -83.30 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 1667.3, which was 132.30 higher 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 1535, which was -65.25 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 1600.25, which was -18.90 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 1619.15, which was -13.90 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 1633.05, which was 130.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 1502.55, which was -182.45 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 1685, which was -205.55 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 1890.55, which was -409.45 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 2300, which was -2.05 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 2302.05, which was -309.00 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 2611.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
NIFTY 26DEC2024 24000 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 | 249.35 | 10.95 | - | 10,87,939 | -30,332 | 1,11,118 |
24 Dec | 23727.65 | 238.4 | -18.30 | - | 12,68,029 | -19,869 | 1,54,105 |
23 Dec | 23753.45 | 256.7 | -156.30 | 11.87 | 13,05,021 | -32,773 | 1,90,960 |
20 Dec | 23587.50 | 413 | 216.95 | 17.11 | 27,54,701 | -90,586 | 2,39,300 |
19 Dec | 23951.70 | 196.05 | 91.10 | 15.11 | 11,55,203 | 12,989 | 3,51,940 |
18 Dec | 24198.85 | 104.95 | 12.45 | 14.97 | 6,42,167 | -33,477 | 2,75,865 |
17 Dec | 24336.00 | 92.5 | 44.15 | 15.55 | 4,46,650 | -67,543 | 2,64,660 |
16 Dec | 24668.25 | 48.35 | 12.95 | 16.57 | 2,56,462 | 21,514 | 2,67,057 |
13 Dec | 24768.30 | 35.4 | -28.15 | 15.13 | 7,01,204 | 1,36,171 | 2,56,508 |
12 Dec | 24548.70 | 63.55 | 8.00 | 14.22 | 1,81,409 | -1,74,421 | 2,69,638 |
11 Dec | 24641.80 | 55.55 | -24.60 | 14.38 | 1,69,189 | 2,40,689 | 2,81,739 |
10 Dec | 24610.05 | 80.15 | -11.75 | 15.81 | 1,96,884 | 2,48,474 | 2,75,938 |
9 Dec | 24619.00 | 91.9 | 2.60 | 16.33 | 1,59,582 | 2,50,447 | 2,71,499 |
6 Dec | 24677.80 | 89.3 | -12.50 | 15.66 | 1,85,023 | -94,008 | 2,72,623 |
5 Dec | 24708.40 | 101.8 | -43.10 | 16.54 | 3,65,452 | -2,41,815 | 2,71,245 |
4 Dec | 24467.45 | 144.9 | -5.85 | 15.72 | 1,96,152 | 2,37,328 | 2,42,958 |
3 Dec | 24457.15 | 150.75 | -36.75 | 15.54 | 1,68,818 | -2,17,442 | 2,42,057 |
2 Dec | 24276.05 | 187.5 | -31.20 | 14.80 | 2,14,641 | -48,298 | 2,28,958 |
29 Nov | 24131.10 | 218.7 | -80.45 | 13.40 | 3,25,912 | 2,12,310 | 2,28,217 |
28 Nov | 23914.15 | 299.15 | 115.15 | 13.87 | 3,90,077 | 1,51,231 | 2,19,940 |
27 Nov | 24274.90 | 184 | -50.00 | 13.75 | 1,23,159 | 1,48,650 | 1,88,561 |
26 Nov | 24194.50 | 234 | 23.00 | 14.54 | 1,18,973 | 1,46,749 | 1,82,353 |
25 Nov | 24221.90 | 211 | -150.00 | 14.23 | 2,23,814 | 1,68,323 | 1,68,651 |
22 Nov | 23907.25 | 361 | -310.00 | 14.05 | 1,28,630 | 1,36,319 | 1,36,647 |
21 Nov | 23349.90 | 671 | 61.00 | 14.63 | 48,790 | 1,06,978 | 1,07,377 |
19 Nov | 23518.50 | 610 | 30.85 | 15.11 | 86,245 | 1,18,343 | 1,18,544 |
18 Nov | 23453.80 | 579.15 | 46.70 | 13.84 | 78,806 | 1,07,717 | 1,07,923 |
14 Nov | 23532.70 | 532.45 | 17.45 | 13.84 | 84,639 | 1,23,960 | 1,24,148 |
13 Nov | 23559.05 | 515 | 118.00 | 14.03 | 1,32,890 | -10,573 | 1,25,897 |
12 Nov | 23883.45 | 397 | 112.00 | 13.91 | 62,144 | 1,36,452 | 1,36,472 |
11 Nov | 24141.30 | 285 | -48.00 | 13.85 | 62,506 | 1,28,208 | 1,28,216 |
8 Nov | 24148.20 | 333 | 8.00 | 14.97 | 53,174 | 18,566 | 1,36,757 |
7 Nov | 24199.35 | 325 | 85.60 | 15.55 | 38,069 | 1,18,018 | 1,18,292 |
6 Nov | 24484.05 | 239.4 | -110.65 | 15.61 | 60,300 | 1,20,194 | 1,20,367 |
5 Nov | 24213.30 | 350.05 | -98.95 | 16.18 | 48,632 | 5,461 | 1,19,824 |
4 Nov | 23995.35 | 449 | 89.00 | 16.71 | 53,368 | -2,297 | 1,14,366 |
1 Nov | 24304.35 | 360 | 11.00 | 17.15 | 4,488 | 1,16,616 | 1,16,739 |
31 Oct | 24205.35 | 349 | 28.95 | - | 19,493 | 1,15,441 | 1,15,522 |
30 Oct | 24340.85 | 320.05 | 39.55 | - | 18,165 | 1,13,326 | 1,13,374 |
29 Oct | 24466.85 | 280.5 | -24.50 | - | 15,497 | 1,09,967 | 1,09,968 |
28 Oct | 24339.15 | 305 | -74.00 | - | 26,634 | -2,083 | 1,08,487 |
25 Oct | 24180.80 | 379 | 87.00 | - | 43,063 | -3,052 | 1,10,570 |
24 Oct | 24399.40 | 292 | -15.00 | - | 17,882 | -2,110 | 1,13,676 |
23 Oct | 24435.50 | 307 | 16.80 | - | 27,195 | -3,054 | 1,16,027 |
22 Oct | 24472.10 | 290.2 | 49.40 | - | 29,744 | -535 | 1,19,089 |
21 Oct | 24781.10 | 240.8 | 42.35 | - | 21,309 | 236 | 1,19,635 |
18 Oct | 24854.05 | 198.45 | -26.55 | - | 28,983 | 1,922 | 1,19,513 |
17 Oct | 24749.85 | 225 | 32.00 | - | 30,414 | -547 | 1,17,581 |
16 Oct | 24971.30 | 193 | 19.00 | - | 9,301 | -943 | 1,18,174 |
15 Oct | 25057.35 | 174 | 2.50 | - | 8,612 | 321 | 1,19,160 |
14 Oct | 25127.95 | 171.5 | -43.00 | - | 7,637 | 679 | 1,18,828 |
11 Oct | 24964.25 | 214.5 | 8.50 | - | 8,970 | 583 | 1,18,141 |
10 Oct | 24998.45 | 206 | -17.00 | - | 10,410 | 849 | 1,17,589 |
9 Oct | 24981.95 | 223 | -5.65 | - | 14,994 | 1,760 | 1,16,750 |
8 Oct | 25013.15 | 228.65 | -29.80 | - | 24,838 | 2,341 | 1,14,973 |
7 Oct | 24795.75 | 258.45 | 27.45 | - | 26,787 | 164 | 1,12,365 |
4 Oct | 25014.60 | 231 | 60.45 | - | 42,949 | -2,279 | 1,12,266 |
3 Oct | 25250.10 | 170.55 | 54.55 | - | 35,374 | 3,773 | 1,14,504 |
1 Oct | 25796.90 | 116 | -17.00 | - | 17,632 | 1,563 | 1,12,096 |
30 Sept | 25810.85 | 133 | 22.55 | - | 23,623 | 2,176 | 1,10,535 |
27 Sept | 26173.35 | 110.45 | - | 21,282 | 2,047 | 1,11,958 |
For Nifty - strike price 24000 expiring on 26DEC2024
Delta for 24000 PE is -
Historical price for 24000 PE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 249.35, which was 10.95 higher than the previous day. The implied volatity was -, the open interest changed by -30332 which decreased total open position to 111118
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 238.4, which was -18.30 lower than the previous day. The implied volatity was -, the open interest changed by -19869 which decreased total open position to 154105
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 256.7, which was -156.30 lower than the previous day. The implied volatity was 11.87, the open interest changed by -32773 which decreased total open position to 190960
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 413, which was 216.95 higher than the previous day. The implied volatity was 17.11, the open interest changed by -90586 which decreased total open position to 239300
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 196.05, which was 91.10 higher than the previous day. The implied volatity was 15.11, the open interest changed by 12989 which increased total open position to 351940
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 104.95, which was 12.45 higher than the previous day. The implied volatity was 14.97, the open interest changed by -33477 which decreased total open position to 275865
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 92.5, which was 44.15 higher than the previous day. The implied volatity was 15.55, the open interest changed by -67543 which decreased total open position to 264660
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 48.35, which was 12.95 higher than the previous day. The implied volatity was 16.57, the open interest changed by 21514 which increased total open position to 267057
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 35.4, which was -28.15 lower than the previous day. The implied volatity was 15.13, the open interest changed by 136171 which increased total open position to 256508
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 63.55, which was 8.00 higher than the previous day. The implied volatity was 14.22, the open interest changed by -174421 which decreased total open position to 269638
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 55.55, which was -24.60 lower than the previous day. The implied volatity was 14.38, the open interest changed by 240689 which increased total open position to 281739
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 80.15, which was -11.75 lower than the previous day. The implied volatity was 15.81, the open interest changed by 248474 which increased total open position to 275938
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 91.9, which was 2.60 higher than the previous day. The implied volatity was 16.33, the open interest changed by 250447 which increased total open position to 271499
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 89.3, which was -12.50 lower than the previous day. The implied volatity was 15.66, the open interest changed by -94008 which decreased total open position to 272623
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 101.8, which was -43.10 lower than the previous day. The implied volatity was 16.54, the open interest changed by -241815 which decreased total open position to 271245
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 144.9, which was -5.85 lower than the previous day. The implied volatity was 15.72, the open interest changed by 237328 which increased total open position to 242958
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 150.75, which was -36.75 lower than the previous day. The implied volatity was 15.54, the open interest changed by -217442 which decreased total open position to 242057
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 187.5, which was -31.20 lower than the previous day. The implied volatity was 14.80, the open interest changed by -48298 which decreased total open position to 228958
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 218.7, which was -80.45 lower than the previous day. The implied volatity was 13.40, the open interest changed by 212310 which increased total open position to 228217
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 299.15, which was 115.15 higher than the previous day. The implied volatity was 13.87, the open interest changed by 151231 which increased total open position to 219940
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 184, which was -50.00 lower than the previous day. The implied volatity was 13.75, the open interest changed by 148650 which increased total open position to 188561
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 234, which was 23.00 higher than the previous day. The implied volatity was 14.54, the open interest changed by 146749 which increased total open position to 182353
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 211, which was -150.00 lower than the previous day. The implied volatity was 14.23, the open interest changed by 168323 which increased total open position to 168651
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 361, which was -310.00 lower than the previous day. The implied volatity was 14.05, the open interest changed by 136319 which increased total open position to 136647
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 671, which was 61.00 higher than the previous day. The implied volatity was 14.63, the open interest changed by 106978 which increased total open position to 107377
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 610, which was 30.85 higher than the previous day. The implied volatity was 15.11, the open interest changed by 118343 which increased total open position to 118544
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 579.15, which was 46.70 higher than the previous day. The implied volatity was 13.84, the open interest changed by 107717 which increased total open position to 107923
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 532.45, which was 17.45 higher than the previous day. The implied volatity was 13.84, the open interest changed by 123960 which increased total open position to 124148
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 515, which was 118.00 higher than the previous day. The implied volatity was 14.03, the open interest changed by -10573 which decreased total open position to 125897
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 397, which was 112.00 higher than the previous day. The implied volatity was 13.91, the open interest changed by 136452 which increased total open position to 136472
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 285, which was -48.00 lower than the previous day. The implied volatity was 13.85, the open interest changed by 128208 which increased total open position to 128216
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 333, which was 8.00 higher than the previous day. The implied volatity was 14.97, the open interest changed by 18566 which increased total open position to 136757
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 325, which was 85.60 higher than the previous day. The implied volatity was 15.55, the open interest changed by 118018 which increased total open position to 118292
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 239.4, which was -110.65 lower than the previous day. The implied volatity was 15.61, the open interest changed by 120194 which increased total open position to 120367
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 350.05, which was -98.95 lower than the previous day. The implied volatity was 16.18, the open interest changed by 5461 which increased total open position to 119824
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 449, which was 89.00 higher than the previous day. The implied volatity was 16.71, the open interest changed by -2297 which decreased total open position to 114366
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 360, which was 11.00 higher than the previous day. The implied volatity was 17.15, the open interest changed by 116616 which increased total open position to 116739
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 349, which was 28.95 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 320.05, which was 39.55 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 280.5, which was -24.50 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 305, which was -74.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct NIFTY was trading at 24180.80. The strike last trading price was 379, which was 87.00 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 292, which was -15.00 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 307, which was 16.80 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 290.2, which was 49.40 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 240.8, which was 42.35 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 198.45, which was -26.55 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 225, which was 32.00 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 193, which was 19.00 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 174, which was 2.50 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 171.5, which was -43.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 214.5, which was 8.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 206, which was -17.00 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 223, which was -5.65 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 228.65, which was -29.80 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 258.45, which was 27.45 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 231, which was 60.45 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 170.55, which was 54.55 higher 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 116, which was -17.00 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 133, which was 22.55 higher 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 110.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to