NIFTY
Nifty
Historical option data for NIFTY
21 Mar 2025 04:11 PM IST
| NIFTY 27MAR2025 24100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.03
Vega: 1.76
Theta: -1.89
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Mar | 23350.40 | 3.35 | 0.9 | 11.80 | 8,37,783 | 1,17,403 | 1,28,898 | |||
| 20 Mar | 23190.65 | 2.2 | 0.65 | 12.54 | 1,82,721 | 42,338 | 55,609 | |||
| 19 Mar | 22907.60 | 2.15 | 0.65 | 14.53 | 11,166 | -8,011 | 4,398 | |||
| 18 Mar | 22834.30 | 1.5 | 0.25 | 13.70 | 7,587 | -6,005 | 2,947 | |||
| 17 Mar | 22508.75 | 1.15 | -0.7 | 15.65 | 3,785 | 1,242 | 2,459 | |||
| 13 Mar | 22397.20 | 1.8 | -1.3 | 14.87 | 2,979 | 2,384 | 2,717 | |||
| 12 Mar | 22470.50 | 3.2 | -0.25 | 14.68 | 2,019 | 2,121 | 2,369 | |||
| 11 Mar | 22497.90 | 3.15 | -0.9 | 13.68 | 4,687 | -11,590 | 2,735 | |||
| 10 Mar | 22460.30 | 3.6 | -2.2 | 14.13 | 7,780 | 282 | 3,450 | |||
| 7 Mar | 22552.50 | 5.15 | -1.3 | 12.81 | 7,861 | 1,533 | 3,168 | |||
| 6 Mar | 22544.70 | 6.25 | -0.25 | 12.91 | 2,807 | -49 | 1,640 | |||
| 5 Mar | 22337.30 | 6.55 | 0.6 | 14.06 | 4,229 | -2,627 | 1,689 | |||
| 4 Mar | 22082.65 | 6.05 | -0.55 | 15.52 | 1,368 | -2,862 | 1,967 | |||
| 3 Mar | 22119.30 | 6.45 | -2.75 | 14.84 | 3,075 | -197 | 2,159 | |||
| 28 Feb | 22124.70 | 9.05 | -0.9 | 14.75 | 8,573 | -1,180 | 2,370 | |||
| 27 Feb | 22545.05 | 10 | -3.35 | 11.89 | 5,663 | 897 | 3,550 | |||
| 25 Feb | 22547.55 | 12.85 | -6.5 | 11.84 | 5,070 | -587 | 3,850 | |||
| 24 Feb | 22553.35 | 19.95 | -20.25 | 12.50 | 11,756 | 1,366 | 4,399 | |||
| 21 Feb | 22795.90 | 39.35 | -20.8 | 12.07 | 7,189 | 2,968 | 3,038 | |||
| 20 Feb | 22913.15 | 60.45 | -14.7 | 12.12 | 3,633 | 2,779 | 2,794 | |||
| 19 Feb | 22932.90 | 76.9 | -4.35 | 12.80 | 5,080 | 1,955 | 2,780 | |||
| 18 Feb | 22945.30 | 78.75 | -17.6 | 12.60 | 3,815 | 2,696 | 2,710 | |||
| 17 Feb | 22959.50 | 98.95 | 3.65 | 13.05 | 4,574 | 2,420 | 2,824 | |||
| 14 Feb | 22929.25 | 91.75 | -30.35 | 12.64 | 7,424 | 2,229 | 2,231 | |||
| 13 Feb | 23031.40 | 121.1 | -10.35 | 12.67 | 2,276 | 337 | 1,732 | |||
| 12 Feb | 23045.25 | 134.25 | -4.5 | 12.64 | 3,541 | 1,395 | 1,395 | |||
| 11 Feb | 23071.80 | 135.65 | -92.75 | 12.38 | 3,237 | 1,193 | 1,193 | |||
| 10 Feb | 23381.60 | 226.1 | -57.75 | 12.25 | 1,134 | 950 | 950 | |||
| 7 Feb | 23559.95 | 285.5 | -44.8 | 11.31 | 695 | 755 | 776 | |||
| 6 Feb | 23603.35 | 331.25 | -38.25 | 11.61 | 255 | 754 | 773 | |||
| 5 Feb | 23696.30 | 357.95 | -19.85 | 11.40 | 404 | 62 | 752 | |||
| 4 Feb | 23739.25 | 406.6 | 159.95 | 12.30 | 847 | 685 | 685 | |||
| 3 Feb | 23361.05 | 243.9 | -42.35 | 11.65 | 805 | 780 | 780 | |||
| 1 Feb | 23482.15 | 288 | -71.4 | 11.07 | 879 | -25 | 466 | |||
| 31 Jan | 23508.40 | 363.3 | 46.55 | 12.56 | 548 | 492 | 492 | |||
| 30 Jan | 23249.50 | 325.25 | 3.05 | 14.03 | 106 | 272 | 272 | |||
| 29 Jan | 23163.10 | 324.75 | 73.75 | 15.09 | 965 | -707 | 300 | |||
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| 28 Jan | 22957.25 | 247.7 | 23.05 | 14.55 | 131 | 1 | 1,007 | |||
| 27 Jan | 22829.15 | 220 | -75.3 | 14.94 | 1,103 | 793 | 1,009 | |||
| 24 Jan | 23092.20 | 297 | -39.45 | 14.22 | 42 | -22 | 217 | |||
| 23 Jan | 23205.35 | 344 | 14.15 | 14.09 | 123 | 19 | 239 | |||
| 22 Jan | 23155.35 | 329.85 | 12.85 | 14.10 | 385 | -140 | 220 | |||
| 21 Jan | 23024.65 | 317 | -86.55 | 14.63 | 191 | 17 | 361 | |||
| 20 Jan | 23344.75 | 403.55 | 47.50 | 13.88 | 56 | -3 | 344 | |||
| 17 Jan | 23203.20 | 356.05 | -45.60 | 13.56 | 313 | 173 | 348 | |||
| 16 Jan | 23311.80 | 401.65 | 50.40 | 13.01 | 58 | -7 | 175 | |||
| 15 Jan | 23213.20 | 351.25 | -21.95 | 12.87 | 259 | -135 | 182 | |||
| 14 Jan | 23176.05 | 373.2 | 25.50 | 13.47 | 55 | -14 | 318 | |||
| 13 Jan | 23085.95 | 347.7 | -127.30 | 13.82 | 215 | -23 | 332 | |||
| 10 Jan | 23431.50 | 475 | -58.70 | 12.93 | 41 | 20 | 355 | |||
| 9 Jan | 23526.50 | 533.7 | -90.30 | 12.83 | 52 | 20 | 335 | |||
| 8 Jan | 23688.95 | 624 | 13.00 | 13.32 | 87 | 23 | 295 | |||
| 7 Jan | 23707.90 | 611 | 23.20 | 12.65 | 337 | 239 | 272 | |||
| 6 Jan | 23616.05 | 587.8 | -164.70 | 12.76 | 40 | -16 | 33 | |||
| 3 Jan | 24004.75 | 752.5 | -127.90 | 11.24 | 35 | 5 | 50 | |||
| 2 Jan | 24188.65 | 880.4 | 212.40 | 11.27 | 67 | 14 | 45 | |||
| 1 Jan | 23742.90 | 668 | 35.55 | 12.19 | 34 | 12 | 0 | |||
| 31 Dec | 23644.80 | 632.45 | -179.20 | 12.37 | 23 | 18 | 18 | |||
| 30 Dec | 23644.90 | 811.65 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 24100 expiring on 27MAR2025
Delta for 24100 CE is 0.03
Historical price for 24100 CE is as follows
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 3.35, which was 0.9 higher than the previous day. The implied volatity was 11.80, the open interest changed by 117403 which increased total open position to 128898
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 2.2, which was 0.65 higher than the previous day. The implied volatity was 12.54, the open interest changed by 42338 which increased total open position to 55609
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 2.15, which was 0.65 higher than the previous day. The implied volatity was 14.53, the open interest changed by -8011 which decreased total open position to 4398
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 1.5, which was 0.25 higher than the previous day. The implied volatity was 13.70, the open interest changed by -6005 which decreased total open position to 2947
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 1.15, which was -0.7 lower than the previous day. The implied volatity was 15.65, the open interest changed by 1242 which increased total open position to 2459
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 1.8, which was -1.3 lower than the previous day. The implied volatity was 14.87, the open interest changed by 2384 which increased total open position to 2717
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 3.2, which was -0.25 lower than the previous day. The implied volatity was 14.68, the open interest changed by 2121 which increased total open position to 2369
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 3.15, which was -0.9 lower than the previous day. The implied volatity was 13.68, the open interest changed by -11590 which decreased total open position to 2735
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 3.6, which was -2.2 lower than the previous day. The implied volatity was 14.13, the open interest changed by 282 which increased total open position to 3450
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 5.15, which was -1.3 lower than the previous day. The implied volatity was 12.81, the open interest changed by 1533 which increased total open position to 3168
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 6.25, which was -0.25 lower than the previous day. The implied volatity was 12.91, the open interest changed by -49 which decreased total open position to 1640
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 6.55, which was 0.6 higher than the previous day. The implied volatity was 14.06, the open interest changed by -2627 which decreased total open position to 1689
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 6.05, which was -0.55 lower than the previous day. The implied volatity was 15.52, the open interest changed by -2862 which decreased total open position to 1967
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 6.45, which was -2.75 lower than the previous day. The implied volatity was 14.84, the open interest changed by -197 which decreased total open position to 2159
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 9.05, which was -0.9 lower than the previous day. The implied volatity was 14.75, the open interest changed by -1180 which decreased total open position to 2370
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 10, which was -3.35 lower than the previous day. The implied volatity was 11.89, the open interest changed by 897 which increased total open position to 3550
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 12.85, which was -6.5 lower than the previous day. The implied volatity was 11.84, the open interest changed by -587 which decreased total open position to 3850
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 19.95, which was -20.25 lower than the previous day. The implied volatity was 12.50, the open interest changed by 1366 which increased total open position to 4399
On 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 39.35, which was -20.8 lower than the previous day. The implied volatity was 12.07, the open interest changed by 2968 which increased total open position to 3038
On 20 Feb NIFTY was trading at 22913.15. The strike last trading price was 60.45, which was -14.7 lower than the previous day. The implied volatity was 12.12, the open interest changed by 2779 which increased total open position to 2794
On 19 Feb NIFTY was trading at 22932.90. The strike last trading price was 76.9, which was -4.35 lower than the previous day. The implied volatity was 12.80, the open interest changed by 1955 which increased total open position to 2780
On 18 Feb NIFTY was trading at 22945.30. The strike last trading price was 78.75, which was -17.6 lower than the previous day. The implied volatity was 12.60, the open interest changed by 2696 which increased total open position to 2710
On 17 Feb NIFTY was trading at 22959.50. The strike last trading price was 98.95, which was 3.65 higher than the previous day. The implied volatity was 13.05, the open interest changed by 2420 which increased total open position to 2824
On 14 Feb NIFTY was trading at 22929.25. The strike last trading price was 91.75, which was -30.35 lower than the previous day. The implied volatity was 12.64, the open interest changed by 2229 which increased total open position to 2231
On 13 Feb NIFTY was trading at 23031.40. The strike last trading price was 121.1, which was -10.35 lower than the previous day. The implied volatity was 12.67, the open interest changed by 337 which increased total open position to 1732
On 12 Feb NIFTY was trading at 23045.25. The strike last trading price was 134.25, which was -4.5 lower than the previous day. The implied volatity was 12.64, the open interest changed by 1395 which increased total open position to 1395
On 11 Feb NIFTY was trading at 23071.80. The strike last trading price was 135.65, which was -92.75 lower than the previous day. The implied volatity was 12.38, the open interest changed by 1193 which increased total open position to 1193
On 10 Feb NIFTY was trading at 23381.60. The strike last trading price was 226.1, which was -57.75 lower than the previous day. The implied volatity was 12.25, the open interest changed by 950 which increased total open position to 950
On 7 Feb NIFTY was trading at 23559.95. The strike last trading price was 285.5, which was -44.8 lower than the previous day. The implied volatity was 11.31, the open interest changed by 755 which increased total open position to 776
On 6 Feb NIFTY was trading at 23603.35. The strike last trading price was 331.25, which was -38.25 lower than the previous day. The implied volatity was 11.61, the open interest changed by 754 which increased total open position to 773
On 5 Feb NIFTY was trading at 23696.30. The strike last trading price was 357.95, which was -19.85 lower than the previous day. The implied volatity was 11.40, the open interest changed by 62 which increased total open position to 752
On 4 Feb NIFTY was trading at 23739.25. The strike last trading price was 406.6, which was 159.95 higher than the previous day. The implied volatity was 12.30, the open interest changed by 685 which increased total open position to 685
On 3 Feb NIFTY was trading at 23361.05. The strike last trading price was 243.9, which was -42.35 lower than the previous day. The implied volatity was 11.65, the open interest changed by 780 which increased total open position to 780
On 1 Feb NIFTY was trading at 23482.15. The strike last trading price was 288, which was -71.4 lower than the previous day. The implied volatity was 11.07, the open interest changed by -25 which decreased total open position to 466
On 31 Jan NIFTY was trading at 23508.40. The strike last trading price was 363.3, which was 46.55 higher than the previous day. The implied volatity was 12.56, the open interest changed by 492 which increased total open position to 492
On 30 Jan NIFTY was trading at 23249.50. The strike last trading price was 325.25, which was 3.05 higher than the previous day. The implied volatity was 14.03, the open interest changed by 272 which increased total open position to 272
On 29 Jan NIFTY was trading at 23163.10. The strike last trading price was 324.75, which was 73.75 higher than the previous day. The implied volatity was 15.09, the open interest changed by -707 which decreased total open position to 300
On 28 Jan NIFTY was trading at 22957.25. The strike last trading price was 247.7, which was 23.05 higher than the previous day. The implied volatity was 14.55, the open interest changed by 1 which increased total open position to 1007
On 27 Jan NIFTY was trading at 22829.15. The strike last trading price was 220, which was -75.3 lower than the previous day. The implied volatity was 14.94, the open interest changed by 793 which increased total open position to 1009
On 24 Jan NIFTY was trading at 23092.20. The strike last trading price was 297, which was -39.45 lower than the previous day. The implied volatity was 14.22, the open interest changed by -22 which decreased total open position to 217
On 23 Jan NIFTY was trading at 23205.35. The strike last trading price was 344, which was 14.15 higher than the previous day. The implied volatity was 14.09, the open interest changed by 19 which increased total open position to 239
On 22 Jan NIFTY was trading at 23155.35. The strike last trading price was 329.85, which was 12.85 higher than the previous day. The implied volatity was 14.10, the open interest changed by -140 which decreased total open position to 220
On 21 Jan NIFTY was trading at 23024.65. The strike last trading price was 317, which was -86.55 lower than the previous day. The implied volatity was 14.63, the open interest changed by 17 which increased total open position to 361
On 20 Jan NIFTY was trading at 23344.75. The strike last trading price was 403.55, which was 47.50 higher than the previous day. The implied volatity was 13.88, the open interest changed by -3 which decreased total open position to 344
On 17 Jan NIFTY was trading at 23203.20. The strike last trading price was 356.05, which was -45.60 lower than the previous day. The implied volatity was 13.56, the open interest changed by 173 which increased total open position to 348
On 16 Jan NIFTY was trading at 23311.80. The strike last trading price was 401.65, which was 50.40 higher than the previous day. The implied volatity was 13.01, the open interest changed by -7 which decreased total open position to 175
On 15 Jan NIFTY was trading at 23213.20. The strike last trading price was 351.25, which was -21.95 lower than the previous day. The implied volatity was 12.87, the open interest changed by -135 which decreased total open position to 182
On 14 Jan NIFTY was trading at 23176.05. The strike last trading price was 373.2, which was 25.50 higher than the previous day. The implied volatity was 13.47, the open interest changed by -14 which decreased total open position to 318
On 13 Jan NIFTY was trading at 23085.95. The strike last trading price was 347.7, which was -127.30 lower than the previous day. The implied volatity was 13.82, the open interest changed by -23 which decreased total open position to 332
On 10 Jan NIFTY was trading at 23431.50. The strike last trading price was 475, which was -58.70 lower than the previous day. The implied volatity was 12.93, the open interest changed by 20 which increased total open position to 355
On 9 Jan NIFTY was trading at 23526.50. The strike last trading price was 533.7, which was -90.30 lower than the previous day. The implied volatity was 12.83, the open interest changed by 20 which increased total open position to 335
On 8 Jan NIFTY was trading at 23688.95. The strike last trading price was 624, which was 13.00 higher than the previous day. The implied volatity was 13.32, the open interest changed by 23 which increased total open position to 295
On 7 Jan NIFTY was trading at 23707.90. The strike last trading price was 611, which was 23.20 higher than the previous day. The implied volatity was 12.65, the open interest changed by 239 which increased total open position to 272
On 6 Jan NIFTY was trading at 23616.05. The strike last trading price was 587.8, which was -164.70 lower than the previous day. The implied volatity was 12.76, the open interest changed by -16 which decreased total open position to 33
On 3 Jan NIFTY was trading at 24004.75. The strike last trading price was 752.5, which was -127.90 lower than the previous day. The implied volatity was 11.24, the open interest changed by 5 which increased total open position to 50
On 2 Jan NIFTY was trading at 24188.65. The strike last trading price was 880.4, which was 212.40 higher than the previous day. The implied volatity was 11.27, the open interest changed by 14 which increased total open position to 45
On 1 Jan NIFTY was trading at 23742.90. The strike last trading price was 668, which was 35.55 higher than the previous day. The implied volatity was 12.19, the open interest changed by 12 which increased total open position to 0
On 31 Dec NIFTY was trading at 23644.80. The strike last trading price was 632.45, which was -179.20 lower than the previous day. The implied volatity was 12.37, the open interest changed by 18 which increased total open position to 18
On 30 Dec NIFTY was trading at 23644.90. The strike last trading price was 811.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| NIFTY 27MAR2025 24100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.94
Vega: 3.58
Theta: 1.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Mar | 23350.40 | 716.25 | -189.2 | 14.85 | 196 | -16 | 313 |
| 20 Mar | 23190.65 | 907.5 | -206.85 | 18.60 | 216 | 260 | 330 |
| 19 Mar | 22907.60 | 1114.35 | -112.25 | - | 93 | 212 | 296 |
| 18 Mar | 22834.30 | 1190.15 | -383.05 | - | 17 | 166 | 257 |
| 17 Mar | 22508.75 | 1573.2 | -66.8 | 30.44 | 44 | -26 | 258 |
| 13 Mar | 22397.20 | 1640 | 79.4 | 20.35 | 51 | 19 | 283 |
| 12 Mar | 22470.50 | 1560.6 | -64.4 | 21.37 | 8 | 254 | 263 |
| 11 Mar | 22497.90 | 1625 | 176.55 | 32.54 | 3 | 257 | 266 |
| 10 Mar | 22460.30 | 1448.45 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Mar | 22552.50 | 1448.45 | -41.85 | 15.99 | 13 | 0 | 267 |
| 6 Mar | 22544.70 | 1490.2 | -160.4 | 20.61 | 19 | -7 | 265 |
| 5 Mar | 22337.30 | 1650.6 | -253.4 | 20.31 | 93 | 164 | 312 |
| 4 Mar | 22082.65 | 1904 | 46 | 21.46 | 2 | -1 | 354 |
| 3 Mar | 22119.30 | 1858 | 46.95 | 23.04 | 23 | 354 | 355 |
| 28 Feb | 22124.70 | 1813.8 | 407.45 | 16.79 | 143 | 1 | 374 |
| 27 Feb | 22545.05 | 1402.2 | 32.35 | - | 16 | 369 | 373 |
| 25 Feb | 22547.55 | 1375 | 41.9 | 8.83 | 55 | 362 | 372 |
| 24 Feb | 22553.35 | 1355 | 180 | 10.64 | 5 | 0 | 371 |
| 21 Feb | 22795.90 | 1175 | 95 | 13.71 | 2 | 0 | 371 |
| 20 Feb | 22913.15 | 1080 | 9.2 | 15.26 | 13 | -1 | 371 |
| 19 Feb | 22932.90 | 1070.8 | 22.75 | 15.26 | 14 | 369 | 369 |
| 18 Feb | 22945.30 | 1048.05 | 23.05 | 14.42 | 5 | 1 | 370 |
| 17 Feb | 22959.50 | 1025 | -43.55 | 15.01 | 3 | 0 | 369 |
| 14 Feb | 22929.25 | 1068.55 | 233.55 | 14.67 | 9 | 0 | 369 |
| 13 Feb | 23031.40 | 835 | -129 | 7.97 | 48 | 369 | 369 |
| 12 Feb | 23045.25 | 964 | 69 | 15.39 | 72 | 316 | 316 |
| 11 Feb | 23071.80 | 895 | 188.8 | 13.03 | 8 | 296 | 296 |
| 10 Feb | 23381.60 | 707.75 | 106.15 | 14.01 | 43 | 299 | 299 |
| 7 Feb | 23559.95 | 611 | 21.6 | 14.33 | 53 | 317 | 317 |
| 6 Feb | 23603.35 | 581.2 | 39.9 | 14.50 | 86 | -33 | 312 |
| 5 Feb | 23696.30 | 541.3 | -1.5 | 14.20 | 121 | 345 | 345 |
| 4 Feb | 23739.25 | 539.4 | -232.2 | 14.40 | 211 | 5 | 339 |
| 3 Feb | 23361.05 | 771.6 | 85.65 | 15.47 | 27 | 334 | 334 |
| 1 Feb | 23482.15 | 685.75 | -7.75 | 15.21 | 461 | 334 | 334 |
| 31 Jan | 23508.40 | 694.2 | -172.65 | 15.97 | 234 | 231 | 231 |
| 30 Jan | 23249.50 | 866.85 | -112.3 | 16.91 | 26 | 84 | 84 |
| 29 Jan | 23163.10 | 972.7 | -125.4 | 17.87 | 76 | 90 | 90 |
| 28 Jan | 22957.25 | 1103.15 | -89.9 | 17.94 | 4 | 34 | 34 |
| 27 Jan | 22829.15 | 1193.05 | 335.85 | 17.39 | 2 | 35 | 35 |
| 24 Jan | 23092.20 | 857.2 | 0 | 0.00 | 0 | 1 | 0 |
| 23 Jan | 23205.35 | 857.2 | -182.80 | 15.23 | 1 | 0 | 34 |
| 22 Jan | 23155.35 | 1040 | 126.70 | 19.21 | 1 | 0 | 33 |
| 21 Jan | 23024.65 | 913.3 | 100.65 | 13.92 | 1 | 0 | 34 |
| 20 Jan | 23344.75 | 812.65 | -22.35 | 15.89 | 2 | 1 | 35 |
| 17 Jan | 23203.20 | 835 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Jan | 23311.80 | 835 | -56.65 | 16.57 | 5 | 3 | 37 |
| 15 Jan | 23213.20 | 891.65 | 0.00 | 0.00 | 0 | -4 | 0 |
| 14 Jan | 23176.05 | 891.65 | -72.85 | 15.90 | 14 | -4 | 34 |
| 13 Jan | 23085.95 | 964.5 | 220.00 | 15.92 | 117 | -45 | 39 |
| 10 Jan | 23431.50 | 744.5 | 55.10 | 15.39 | 23 | -2 | 83 |
| 9 Jan | 23526.50 | 689.4 | 44.65 | 15.48 | 29 | 0 | 63 |
| 8 Jan | 23688.95 | 644.75 | 36.75 | 15.75 | 42 | -7 | 64 |
| 7 Jan | 23707.90 | 608 | -62.55 | 15.07 | 3 | 0 | 69 |
| 6 Jan | 23616.05 | 670.55 | 185.30 | 15.78 | 89 | 41 | 75 |
| 3 Jan | 24004.75 | 485.25 | 54.15 | 15.02 | 57 | -1 | 35 |
| 2 Jan | 24188.65 | 431.1 | -295.10 | 15.25 | 43 | 35 | 35 |
| 1 Jan | 23742.90 | 726.2 | 0.00 | 0.47 | 0 | 0 | 0 |
| 31 Dec | 23644.80 | 726.2 | 0.00 | 0.30 | 0 | 0 | 0 |
| 30 Dec | 23644.90 | 726.2 | 0.30 | 0 | 0 | 0 | |
For Nifty - strike price 24100 expiring on 27MAR2025
Delta for 24100 PE is -0.94
Historical price for 24100 PE is as follows
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 716.25, which was -189.2 lower than the previous day. The implied volatity was 14.85, the open interest changed by -16 which decreased total open position to 313
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 907.5, which was -206.85 lower than the previous day. The implied volatity was 18.60, the open interest changed by 260 which increased total open position to 330
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 1114.35, which was -112.25 lower than the previous day. The implied volatity was -, the open interest changed by 212 which increased total open position to 296
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 1190.15, which was -383.05 lower than the previous day. The implied volatity was -, the open interest changed by 166 which increased total open position to 257
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 1573.2, which was -66.8 lower than the previous day. The implied volatity was 30.44, the open interest changed by -26 which decreased total open position to 258
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 1640, which was 79.4 higher than the previous day. The implied volatity was 20.35, the open interest changed by 19 which increased total open position to 283
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 1560.6, which was -64.4 lower than the previous day. The implied volatity was 21.37, the open interest changed by 254 which increased total open position to 263
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 1625, which was 176.55 higher than the previous day. The implied volatity was 32.54, the open interest changed by 257 which increased total open position to 266
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 1448.45, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 1448.45, which was -41.85 lower than the previous day. The implied volatity was 15.99, the open interest changed by 0 which decreased total open position to 267
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 1490.2, which was -160.4 lower than the previous day. The implied volatity was 20.61, the open interest changed by -7 which decreased total open position to 265
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 1650.6, which was -253.4 lower than the previous day. The implied volatity was 20.31, the open interest changed by 164 which increased total open position to 312
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 1904, which was 46 higher than the previous day. The implied volatity was 21.46, the open interest changed by -1 which decreased total open position to 354
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 1858, which was 46.95 higher than the previous day. The implied volatity was 23.04, the open interest changed by 354 which increased total open position to 355
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 1813.8, which was 407.45 higher than the previous day. The implied volatity was 16.79, the open interest changed by 1 which increased total open position to 374
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 1402.2, which was 32.35 higher than the previous day. The implied volatity was -, the open interest changed by 369 which increased total open position to 373
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 1375, which was 41.9 higher than the previous day. The implied volatity was 8.83, the open interest changed by 362 which increased total open position to 372
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 1355, which was 180 higher than the previous day. The implied volatity was 10.64, the open interest changed by 0 which decreased total open position to 371
On 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 1175, which was 95 higher than the previous day. The implied volatity was 13.71, the open interest changed by 0 which decreased total open position to 371
On 20 Feb NIFTY was trading at 22913.15. The strike last trading price was 1080, which was 9.2 higher than the previous day. The implied volatity was 15.26, the open interest changed by -1 which decreased total open position to 371
On 19 Feb NIFTY was trading at 22932.90. The strike last trading price was 1070.8, which was 22.75 higher than the previous day. The implied volatity was 15.26, the open interest changed by 369 which increased total open position to 369
On 18 Feb NIFTY was trading at 22945.30. The strike last trading price was 1048.05, which was 23.05 higher than the previous day. The implied volatity was 14.42, the open interest changed by 1 which increased total open position to 370
On 17 Feb NIFTY was trading at 22959.50. The strike last trading price was 1025, which was -43.55 lower than the previous day. The implied volatity was 15.01, the open interest changed by 0 which decreased total open position to 369
On 14 Feb NIFTY was trading at 22929.25. The strike last trading price was 1068.55, which was 233.55 higher than the previous day. The implied volatity was 14.67, the open interest changed by 0 which decreased total open position to 369
On 13 Feb NIFTY was trading at 23031.40. The strike last trading price was 835, which was -129 lower than the previous day. The implied volatity was 7.97, the open interest changed by 369 which increased total open position to 369
On 12 Feb NIFTY was trading at 23045.25. The strike last trading price was 964, which was 69 higher than the previous day. The implied volatity was 15.39, the open interest changed by 316 which increased total open position to 316
On 11 Feb NIFTY was trading at 23071.80. The strike last trading price was 895, which was 188.8 higher than the previous day. The implied volatity was 13.03, the open interest changed by 296 which increased total open position to 296
On 10 Feb NIFTY was trading at 23381.60. The strike last trading price was 707.75, which was 106.15 higher than the previous day. The implied volatity was 14.01, the open interest changed by 299 which increased total open position to 299
On 7 Feb NIFTY was trading at 23559.95. The strike last trading price was 611, which was 21.6 higher than the previous day. The implied volatity was 14.33, the open interest changed by 317 which increased total open position to 317
On 6 Feb NIFTY was trading at 23603.35. The strike last trading price was 581.2, which was 39.9 higher than the previous day. The implied volatity was 14.50, the open interest changed by -33 which decreased total open position to 312
On 5 Feb NIFTY was trading at 23696.30. The strike last trading price was 541.3, which was -1.5 lower than the previous day. The implied volatity was 14.20, the open interest changed by 345 which increased total open position to 345
On 4 Feb NIFTY was trading at 23739.25. The strike last trading price was 539.4, which was -232.2 lower than the previous day. The implied volatity was 14.40, the open interest changed by 5 which increased total open position to 339
On 3 Feb NIFTY was trading at 23361.05. The strike last trading price was 771.6, which was 85.65 higher than the previous day. The implied volatity was 15.47, the open interest changed by 334 which increased total open position to 334
On 1 Feb NIFTY was trading at 23482.15. The strike last trading price was 685.75, which was -7.75 lower than the previous day. The implied volatity was 15.21, the open interest changed by 334 which increased total open position to 334
On 31 Jan NIFTY was trading at 23508.40. The strike last trading price was 694.2, which was -172.65 lower than the previous day. The implied volatity was 15.97, the open interest changed by 231 which increased total open position to 231
On 30 Jan NIFTY was trading at 23249.50. The strike last trading price was 866.85, which was -112.3 lower than the previous day. The implied volatity was 16.91, the open interest changed by 84 which increased total open position to 84
On 29 Jan NIFTY was trading at 23163.10. The strike last trading price was 972.7, which was -125.4 lower than the previous day. The implied volatity was 17.87, the open interest changed by 90 which increased total open position to 90
On 28 Jan NIFTY was trading at 22957.25. The strike last trading price was 1103.15, which was -89.9 lower than the previous day. The implied volatity was 17.94, the open interest changed by 34 which increased total open position to 34
On 27 Jan NIFTY was trading at 22829.15. The strike last trading price was 1193.05, which was 335.85 higher than the previous day. The implied volatity was 17.39, the open interest changed by 35 which increased total open position to 35
On 24 Jan NIFTY was trading at 23092.20. The strike last trading price was 857.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 23 Jan NIFTY was trading at 23205.35. The strike last trading price was 857.2, which was -182.80 lower than the previous day. The implied volatity was 15.23, the open interest changed by 0 which decreased total open position to 34
On 22 Jan NIFTY was trading at 23155.35. The strike last trading price was 1040, which was 126.70 higher than the previous day. The implied volatity was 19.21, the open interest changed by 0 which decreased total open position to 33
On 21 Jan NIFTY was trading at 23024.65. The strike last trading price was 913.3, which was 100.65 higher than the previous day. The implied volatity was 13.92, the open interest changed by 0 which decreased total open position to 34
On 20 Jan NIFTY was trading at 23344.75. The strike last trading price was 812.65, which was -22.35 lower than the previous day. The implied volatity was 15.89, the open interest changed by 1 which increased total open position to 35
On 17 Jan NIFTY was trading at 23203.20. The strike last trading price was 835, 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 16 Jan NIFTY was trading at 23311.80. The strike last trading price was 835, which was -56.65 lower than the previous day. The implied volatity was 16.57, the open interest changed by 3 which increased total open position to 37
On 15 Jan NIFTY was trading at 23213.20. The strike last trading price was 891.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 14 Jan NIFTY was trading at 23176.05. The strike last trading price was 891.65, which was -72.85 lower than the previous day. The implied volatity was 15.90, the open interest changed by -4 which decreased total open position to 34
On 13 Jan NIFTY was trading at 23085.95. The strike last trading price was 964.5, which was 220.00 higher than the previous day. The implied volatity was 15.92, the open interest changed by -45 which decreased total open position to 39
On 10 Jan NIFTY was trading at 23431.50. The strike last trading price was 744.5, which was 55.10 higher than the previous day. The implied volatity was 15.39, the open interest changed by -2 which decreased total open position to 83
On 9 Jan NIFTY was trading at 23526.50. The strike last trading price was 689.4, which was 44.65 higher than the previous day. The implied volatity was 15.48, the open interest changed by 0 which decreased total open position to 63
On 8 Jan NIFTY was trading at 23688.95. The strike last trading price was 644.75, which was 36.75 higher than the previous day. The implied volatity was 15.75, the open interest changed by -7 which decreased total open position to 64
On 7 Jan NIFTY was trading at 23707.90. The strike last trading price was 608, which was -62.55 lower than the previous day. The implied volatity was 15.07, the open interest changed by 0 which decreased total open position to 69
On 6 Jan NIFTY was trading at 23616.05. The strike last trading price was 670.55, which was 185.30 higher than the previous day. The implied volatity was 15.78, the open interest changed by 41 which increased total open position to 75
On 3 Jan NIFTY was trading at 24004.75. The strike last trading price was 485.25, which was 54.15 higher than the previous day. The implied volatity was 15.02, the open interest changed by -1 which decreased total open position to 35
On 2 Jan NIFTY was trading at 24188.65. The strike last trading price was 431.1, which was -295.10 lower than the previous day. The implied volatity was 15.25, the open interest changed by 35 which increased total open position to 35
On 1 Jan NIFTY was trading at 23742.90. The strike last trading price was 726.2, which was 0.00 lower than the previous day. The implied volatity was 0.47, the open interest changed by 0 which decreased total open position to 0
On 31 Dec NIFTY was trading at 23644.80. The strike last trading price was 726.2, which was 0.00 lower than the previous day. The implied volatity was 0.30, the open interest changed by 0 which decreased total open position to 0
On 30 Dec NIFTY was trading at 23644.90. The strike last trading price was 726.2, which was lower than the previous day. The implied volatity was 0.30, the open interest changed by 0 which decreased total open position to 0
