NIFTY
Nifty
Historical option data for NIFTY
20 Dec 2024 04:11 PM IST
| NIFTY 26DEC2024 24050 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.20
Vega: 8.58
Theta: -11.92
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 23587.50 | 51 | -140.00 | 14.84 | 3,75,234 | 8,780 | 15,790.667 | |||
| 19 Dec | 23951.70 | 191 | -143.00 | 15.95 | 45,341.333 | 5,903.667 | 6,941.667 | |||
| 18 Dec | 24198.85 | 334 | -115.65 | 14.50 | 1,729.333 | 444 | 1,040.667 | |||
| 17 Dec | 24336.00 | 449.65 | -270.05 | 16.62 | 444.667 | -25.667 | 695 | |||
| 16 Dec | 24668.25 | 719.7 | -128.10 | 16.57 | 133.333 | -11.667 | 724 | |||
| 13 Dec | 24768.30 | 847.8 | 177.55 | 13.96 | 788 | 155.667 | 736.667 | |||
| 12 Dec | 24548.70 | 670.25 | -78.55 | 15.44 | 39.333 | -1.667 | 580 | |||
| 11 Dec | 24641.80 | 748.8 | 23.55 | 14.92 | 35.667 | -1.333 | 581.667 | |||
| 10 Dec | 24610.05 | 725.25 | -20.50 | 12.74 | 41 | -6.333 | 583 | |||
| 9 Dec | 24619.00 | 745.75 | -79.60 | 13.20 | 34.333 | -19.667 | 589.333 | |||
| 6 Dec | 24677.80 | 825.35 | -16.20 | 14.05 | 76.667 | 201.333 | 611.667 | |||
| 5 Dec | 24708.40 | 841.55 | 177.50 | 12.48 | 307 | 588.333 | 635.667 | |||
| 4 Dec | 24467.45 | 664.05 | 10.85 | 13.09 | 280.333 | 321.333 | 771 | |||
| 3 Dec | 24457.15 | 653.2 | 73.05 | 12.64 | 289.667 | 247.667 | 782.333 | |||
| 2 Dec | 24276.05 | 580.15 | 79.55 | 14.41 | 1,819 | -8,338 | 827.333 | |||
| 29 Nov | 24131.10 | 500.6 | 89.20 | 13.89 | 1,946.333 | -8,593 | 898 | |||
| 28 Nov | 23914.15 | 411.4 | -187.00 | 13.73 | 2,503.333 | 674 | 983.667 | |||
| 27 Nov | 24274.90 | 598.4 | 54.95 | 12.98 | 139.333 | 18.333 | 310 | |||
| 26 Nov | 24194.50 | 543.45 | -74.70 | 12.64 | 72.333 | -317.333 | 291.667 | |||
| 25 Nov | 24221.90 | 618.15 | 243.85 | 13.68 | 481.667 | 20 | 299.333 | |||
| 22 Nov | 23907.25 | 374.3 | 206.75 | 12.06 | 985.333 | 34.333 | 313.667 | |||
| 21 Nov | 23349.90 | 167.55 | -64.25 | 12.20 | 531 | 37 | 279.667 | |||
| 19 Nov | 23518.50 | 231.8 | 6.75 | 12.51 | 487.333 | 247 | 247 | |||
| 18 Nov | 23453.80 | 225.05 | -53.90 | 12.13 | 412.333 | 237.333 | 252 | |||
| 14 Nov | 23532.70 | 278.95 | -58.60 | 11.81 | 240.667 | 12.333 | 242 | |||
| 13 Nov | 23559.05 | 337.55 | -106.75 | 12.83 | 506.333 | 224 | 229.667 | |||
| 12 Nov | 23883.45 | 444.3 | -184.30 | 12.25 | 168 | 100.333 | 104.333 | |||
| 11 Nov | 24141.30 | 628.6 | -15.70 | 12.50 | 165.333 | -70.333 | 64 | |||
| 8 Nov | 24148.20 | 644.3 | -112.90 | 12.46 | 204 | 98 | 134 | |||
| 7 Nov | 24199.35 | 757.2 | -163.55 | 13.99 | 13.333 | 32 | 36.333 | |||
| 6 Nov | 24484.05 | 920.75 | 163.55 | 12.16 | 59.667 | 29.667 | 30 | |||
| 5 Nov | 24213.30 | 757.2 | 91.85 | 13.38 | 12 | 5.667 | 50.667 | |||
| 4 Nov | 23995.35 | 665.35 | -184.45 | 14.28 | 65.667 | 42.667 | 45 | |||
| 1 Nov | 24304.35 | 849.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 24205.35 | 849.8 | -67.20 | - | 0.333 | 0 | 2 | |||
| 30 Oct | 24340.85 | 917 | -47.45 | - | 0.333 | 0 | 1.667 | |||
| 29 Oct | 24466.85 | 964.45 | 49.45 | - | 1.667 | 0.667 | 1.667 | |||
| 28 Oct | 24339.15 | 915 | -1780.90 | - | 2 | 1 | 1 | |||
| 25 Oct | 24180.80 | 2695.9 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 24399.40 | 2695.9 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 24435.50 | 2695.9 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 24472.10 | 2695.9 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 24781.10 | 2695.9 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 24854.05 | 2695.9 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 24749.85 | 2695.9 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 24971.30 | 2695.9 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 25057.35 | 2695.9 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 25127.95 | 2695.9 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 24964.25 | 2695.9 | 0.00 | - | 0 | 0 | 0 | |||
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| 10 Oct | 24998.45 | 2695.9 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 24981.95 | 2695.9 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 25013.15 | 2695.9 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 24795.75 | 2695.9 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 25014.60 | 2695.9 | 2695.90 | - | 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 24050 expiring on 26DEC2024
Delta for 24050 CE is 0.20
Historical price for 24050 CE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 51, which was -140.00 lower than the previous day. The implied volatity was 14.84, the open interest changed by 26340 which increased total open position to 47372
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 191, which was -143.00 lower than the previous day. The implied volatity was 15.95, the open interest changed by 17711 which increased total open position to 20825
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 334, which was -115.65 lower than the previous day. The implied volatity was 14.50, the open interest changed by 1332 which increased total open position to 3122
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 449.65, which was -270.05 lower than the previous day. The implied volatity was 16.62, the open interest changed by -77 which decreased total open position to 2085
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 719.7, which was -128.10 lower than the previous day. The implied volatity was 16.57, the open interest changed by -35 which decreased total open position to 2172
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 847.8, which was 177.55 higher than the previous day. The implied volatity was 13.96, the open interest changed by 467 which increased total open position to 2210
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 670.25, which was -78.55 lower than the previous day. The implied volatity was 15.44, the open interest changed by -5 which decreased total open position to 1740
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 748.8, which was 23.55 higher than the previous day. The implied volatity was 14.92, the open interest changed by -4 which decreased total open position to 1745
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 725.25, which was -20.50 lower than the previous day. The implied volatity was 12.74, the open interest changed by -19 which decreased total open position to 1749
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 745.75, which was -79.60 lower than the previous day. The implied volatity was 13.20, the open interest changed by -59 which decreased total open position to 1768
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 825.35, which was -16.20 lower than the previous day. The implied volatity was 14.05, the open interest changed by 604 which increased total open position to 1835
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 841.55, which was 177.50 higher than the previous day. The implied volatity was 12.48, the open interest changed by 1765 which increased total open position to 1907
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 664.05, which was 10.85 higher than the previous day. The implied volatity was 13.09, the open interest changed by 964 which increased total open position to 2313
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 653.2, which was 73.05 higher than the previous day. The implied volatity was 12.64, the open interest changed by 743 which increased total open position to 2347
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 580.15, which was 79.55 higher than the previous day. The implied volatity was 14.41, the open interest changed by -25014 which decreased total open position to 2482
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 500.6, which was 89.20 higher than the previous day. The implied volatity was 13.89, the open interest changed by -25779 which decreased total open position to 2694
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 411.4, which was -187.00 lower than the previous day. The implied volatity was 13.73, the open interest changed by 2022 which increased total open position to 2951
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 598.4, which was 54.95 higher than the previous day. The implied volatity was 12.98, the open interest changed by 55 which increased total open position to 930
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 543.45, which was -74.70 lower than the previous day. The implied volatity was 12.64, the open interest changed by -952 which decreased total open position to 875
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 618.15, which was 243.85 higher than the previous day. The implied volatity was 13.68, the open interest changed by 60 which increased total open position to 898
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 374.3, which was 206.75 higher than the previous day. The implied volatity was 12.06, the open interest changed by 103 which increased total open position to 941
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 167.55, which was -64.25 lower than the previous day. The implied volatity was 12.20, the open interest changed by 111 which increased total open position to 839
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 231.8, which was 6.75 higher than the previous day. The implied volatity was 12.51, the open interest changed by 741 which increased total open position to 741
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 225.05, which was -53.90 lower than the previous day. The implied volatity was 12.13, the open interest changed by 712 which increased total open position to 756
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 278.95, which was -58.60 lower than the previous day. The implied volatity was 11.81, the open interest changed by 37 which increased total open position to 726
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 337.55, which was -106.75 lower than the previous day. The implied volatity was 12.83, the open interest changed by 672 which increased total open position to 689
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 444.3, which was -184.30 lower than the previous day. The implied volatity was 12.25, the open interest changed by 301 which increased total open position to 313
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 628.6, which was -15.70 lower than the previous day. The implied volatity was 12.50, the open interest changed by -211 which decreased total open position to 192
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 644.3, which was -112.90 lower than the previous day. The implied volatity was 12.46, the open interest changed by 294 which increased total open position to 402
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 757.2, which was -163.55 lower than the previous day. The implied volatity was 13.99, the open interest changed by 96 which increased total open position to 109
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 920.75, which was 163.55 higher than the previous day. The implied volatity was 12.16, the open interest changed by 89 which increased total open position to 90
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 757.2, which was 91.85 higher than the previous day. The implied volatity was 13.38, the open interest changed by 17 which increased total open position to 152
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 665.35, which was -184.45 lower than the previous day. The implied volatity was 14.28, the open interest changed by 128 which increased total open position to 135
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 849.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 849.8, which was -67.20 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 917, which was -47.45 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 964.45, which was 49.45 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 915, which was -1780.90 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 2695.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct NIFTY was trading at 24399.40. The strike last trading price was 2695.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct NIFTY was trading at 24435.50. The strike last trading price was 2695.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct NIFTY was trading at 24472.10. The strike last trading price was 2695.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct NIFTY was trading at 24781.10. The strike last trading price was 2695.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 2695.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 2695.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct NIFTY was trading at 24971.30. The strike last trading price was 2695.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct NIFTY was trading at 25057.35. The strike last trading price was 2695.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct NIFTY was trading at 25127.95. The strike last trading price was 2695.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 2695.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 2695.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct NIFTY was trading at 24981.95. The strike last trading price was 2695.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 2695.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 2695.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct NIFTY was trading at 25014.60. The strike last trading price was 2695.9, which was 2695.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct NIFTY was trading at 25250.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct NIFTY was trading at 25796.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept NIFTY was trading at 25810.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept NIFTY was trading at 26173.35. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 26DEC2024 24050 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.76
Vega: 9.52
Theta: -9.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23587.50 | 456.1 | 235.05 | 17.68 | 1,40,371.667 | -6,257.667 | 6,121.333 |
| 19 Dec | 23951.70 | 221.05 | 101.55 | 15.05 | 29,499.667 | -21,752.333 | 4,921.667 |
| 18 Dec | 24198.85 | 119.5 | 16.50 | 14.83 | 17,124 | 1,080.667 | 3,836.667 |
| 17 Dec | 24336.00 | 103 | 49.70 | 15.29 | 10,299 | 1,050.333 | 2,758 |
| 16 Dec | 24668.25 | 53.3 | 14.60 | 16.28 | 7,786 | -16,884.333 | 1,712.667 |
| 13 Dec | 24768.30 | 38.7 | -31.30 | 14.86 | 13,495 | -694.667 | 2,008 |
| 12 Dec | 24548.70 | 70 | 8.30 | 14.00 | 3,342 | 645 | 1,772.333 |
| 11 Dec | 24641.80 | 61.7 | -25.60 | 14.20 | 2,175.333 | 938.333 | 1,800.333 |
| 10 Dec | 24610.05 | 87.3 | -12.20 | 15.63 | 2,150.333 | 1,032.667 | 1,601.667 |
| 9 Dec | 24619.00 | 99.5 | 1.50 | 16.16 | 2,112 | 1,118.667 | 1,555.667 |
| 6 Dec | 24677.80 | 98 | -10.65 | 15.59 | 2,182 | -4,161 | 1,380 |
| 5 Dec | 24708.40 | 108.65 | -46.35 | 16.34 | 2,774.333 | 816.667 | 975.333 |
| 4 Dec | 24467.45 | 155 | -8.60 | 15.54 | 1,615.667 | 1,033 | 1,223.333 |
| 3 Dec | 24457.15 | 163.6 | -38.55 | 15.49 | 1,512.667 | 10.667 | 1,229 |
| 2 Dec | 24276.05 | 202.15 | -32.30 | 14.69 | 4,201.667 | 313.333 | 1,172.667 |
| 29 Nov | 24131.10 | 234.45 | -87.50 | 13.27 | 4,365 | 746 | 1,037 |
| 28 Nov | 23914.15 | 321.95 | 126.50 | 13.88 | 3,406 | 1,012.333 | 1,013.667 |
| 27 Nov | 24274.90 | 195.45 | -50.05 | 13.56 | 599.333 | 493.667 | 493.667 |
| 26 Nov | 24194.50 | 245.5 | 22.40 | 14.28 | 474 | 337.667 | 387 |
| 25 Nov | 24221.90 | 223.1 | -161.60 | 14.04 | 756.333 | 295.667 | 295.667 |
| 22 Nov | 23907.25 | 384.7 | -317.05 | 14.05 | 410.333 | 186 | 186 |
| 21 Nov | 23349.90 | 701.75 | 71.70 | 14.53 | 103.667 | 123 | 123 |
| 19 Nov | 23518.50 | 630.05 | 16.75 | 14.75 | 269 | 121.333 | 121.333 |
| 18 Nov | 23453.80 | 613.3 | 71.10 | 13.95 | 169 | 71.667 | 71.667 |
| 14 Nov | 23532.70 | 542.2 | 5.20 | 13.24 | 5.333 | 79.667 | 112 |
| 13 Nov | 23559.05 | 537 | 119.90 | 13.82 | 437 | 112 | 112 |
| 12 Nov | 23883.45 | 417.1 | 111.65 | 13.81 | 151 | 59 | 191.667 |
| 11 Nov | 24141.30 | 305.45 | -34.75 | 13.91 | 60.667 | 132.667 | 132.667 |
| 8 Nov | 24148.20 | 340.2 | 5.35 | 14.61 | 78 | 142.667 | 142.667 |
| 7 Nov | 24199.35 | 334.85 | 85.00 | 15.30 | 32.333 | 6 | 78.333 |
| 6 Nov | 24484.05 | 249.85 | -127.05 | 15.47 | 54 | 26.667 | 72 |
| 5 Nov | 24213.30 | 376.9 | -80.00 | 16.42 | 120.333 | 45.667 | 45.667 |
| 4 Nov | 23995.35 | 456.9 | 80.10 | 16.33 | 125.333 | 60.667 | 60.667 |
| 1 Nov | 24304.35 | 376.8 | 15.30 | 17.12 | 4.333 | 1.333 | 39.667 |
| 31 Oct | 24205.35 | 361.5 | 41.85 | - | 3.333 | 38.333 | 38.333 |
| 30 Oct | 24340.85 | 319.65 | 34.65 | - | 28.667 | 37 | 37 |
| 29 Oct | 24466.85 | 285 | -43.80 | - | 60.333 | 60.667 | 60.667 |
| 28 Oct | 24339.15 | 328.8 | -59.70 | - | 14.333 | 0.333 | 44.333 |
| 25 Oct | 24180.80 | 388.5 | 66.55 | - | 15.667 | 9.333 | 44 |
| 24 Oct | 24399.40 | 321.95 | 43.45 | - | 7.333 | -5 | 33.667 |
| 23 Oct | 24435.50 | 278.5 | 0.00 | - | 1 | 0 | 37.667 |
| 22 Oct | 24472.10 | 278.5 | 16.45 | - | 1.667 | -0.333 | 38 |
| 21 Oct | 24781.10 | 262.05 | 52.05 | - | 0.667 | 0 | 38.333 |
| 18 Oct | 24854.05 | 210 | 30.00 | - | 5 | 0 | 38.333 |
| 17 Oct | 24749.85 | 180 | 0.00 | - | 0 | 1 | 0 |
| 16 Oct | 24971.30 | 180 | 59.95 | - | 1 | 0 | 37.333 |
| 15 Oct | 25057.35 | 120.05 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 25127.95 | 120.05 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 24964.25 | 120.05 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 24998.45 | 120.05 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 24981.95 | 120.05 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 25013.15 | 120.05 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 24795.75 | 120.05 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 25014.60 | 120.05 | 0.00 | - | 0 | 0.333 | 0 |
| 3 Oct | 25250.10 | 120.05 | -0.20 | - | 0.333 | 0 | 37 |
| 1 Oct | 25796.90 | 120.25 | 120.25 | - | 37 | 29.667 | 29.667 |
| 30 Sept | 25810.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 26173.35 | 0.00 | - | 0 | 0 | 0 | |
For Nifty - strike price 24050 expiring on 26DEC2024
Delta for 24050 PE is -0.76
Historical price for 24050 PE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 456.1, which was 235.05 higher than the previous day. The implied volatity was 17.68, the open interest changed by -18773 which decreased total open position to 18364
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 221.05, which was 101.55 higher than the previous day. The implied volatity was 15.05, the open interest changed by -65257 which decreased total open position to 14765
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 119.5, which was 16.50 higher than the previous day. The implied volatity was 14.83, the open interest changed by 3242 which increased total open position to 11510
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 103, which was 49.70 higher than the previous day. The implied volatity was 15.29, the open interest changed by 3151 which increased total open position to 8274
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 53.3, which was 14.60 higher than the previous day. The implied volatity was 16.28, the open interest changed by -50653 which decreased total open position to 5138
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 38.7, which was -31.30 lower than the previous day. The implied volatity was 14.86, the open interest changed by -2084 which decreased total open position to 6024
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 70, which was 8.30 higher than the previous day. The implied volatity was 14.00, the open interest changed by 1935 which increased total open position to 5317
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 61.7, which was -25.60 lower than the previous day. The implied volatity was 14.20, the open interest changed by 2815 which increased total open position to 5401
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 87.3, which was -12.20 lower than the previous day. The implied volatity was 15.63, the open interest changed by 3098 which increased total open position to 4805
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 99.5, which was 1.50 higher than the previous day. The implied volatity was 16.16, the open interest changed by 3356 which increased total open position to 4667
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 98, which was -10.65 lower than the previous day. The implied volatity was 15.59, the open interest changed by -12483 which decreased total open position to 4140
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 108.65, which was -46.35 lower than the previous day. The implied volatity was 16.34, the open interest changed by 2450 which increased total open position to 2926
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 155, which was -8.60 lower than the previous day. The implied volatity was 15.54, the open interest changed by 3099 which increased total open position to 3670
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 163.6, which was -38.55 lower than the previous day. The implied volatity was 15.49, the open interest changed by 32 which increased total open position to 3687
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 202.15, which was -32.30 lower than the previous day. The implied volatity was 14.69, the open interest changed by 940 which increased total open position to 3518
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 234.45, which was -87.50 lower than the previous day. The implied volatity was 13.27, the open interest changed by 2238 which increased total open position to 3111
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 321.95, which was 126.50 higher than the previous day. The implied volatity was 13.88, the open interest changed by 3037 which increased total open position to 3041
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 195.45, which was -50.05 lower than the previous day. The implied volatity was 13.56, the open interest changed by 1481 which increased total open position to 1481
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 245.5, which was 22.40 higher than the previous day. The implied volatity was 14.28, the open interest changed by 1013 which increased total open position to 1161
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 223.1, which was -161.60 lower than the previous day. The implied volatity was 14.04, the open interest changed by 887 which increased total open position to 887
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 384.7, which was -317.05 lower than the previous day. The implied volatity was 14.05, the open interest changed by 558 which increased total open position to 558
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 701.75, which was 71.70 higher than the previous day. The implied volatity was 14.53, the open interest changed by 369 which increased total open position to 369
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 630.05, which was 16.75 higher than the previous day. The implied volatity was 14.75, the open interest changed by 364 which increased total open position to 364
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 613.3, which was 71.10 higher than the previous day. The implied volatity was 13.95, the open interest changed by 215 which increased total open position to 215
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 542.2, which was 5.20 higher than the previous day. The implied volatity was 13.24, the open interest changed by 239 which increased total open position to 336
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 537, which was 119.90 higher than the previous day. The implied volatity was 13.82, the open interest changed by 336 which increased total open position to 336
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 417.1, which was 111.65 higher than the previous day. The implied volatity was 13.81, the open interest changed by 177 which increased total open position to 575
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 305.45, which was -34.75 lower than the previous day. The implied volatity was 13.91, the open interest changed by 398 which increased total open position to 398
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 340.2, which was 5.35 higher than the previous day. The implied volatity was 14.61, the open interest changed by 428 which increased total open position to 428
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 334.85, which was 85.00 higher than the previous day. The implied volatity was 15.30, the open interest changed by 18 which increased total open position to 235
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 249.85, which was -127.05 lower than the previous day. The implied volatity was 15.47, the open interest changed by 80 which increased total open position to 216
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 376.9, which was -80.00 lower than the previous day. The implied volatity was 16.42, the open interest changed by 137 which increased total open position to 137
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 456.9, which was 80.10 higher than the previous day. The implied volatity was 16.33, the open interest changed by 182 which increased total open position to 182
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 376.8, which was 15.30 higher than the previous day. The implied volatity was 17.12, the open interest changed by 4 which increased total open position to 119
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 361.5, which was 41.85 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 319.65, which was 34.65 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 285, which was -43.80 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 328.8, which was -59.70 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 388.5, which was 66.55 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 321.95, which was 43.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct NIFTY was trading at 24435.50. The strike last trading price was 278.5, 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 278.5, which was 16.45 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 262.05, which was 52.05 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 210, which was 30.00 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 180, 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 180, which was 59.95 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 120.05, 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 120.05, 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 120.05, 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 120.05, 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 120.05, 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 120.05, 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 120.05, 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 120.05, 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 120.05, which was -0.20 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 120.25, which was 120.25 higher 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
