NIFTY
Nifty
Historical option data for NIFTY
26 Dec 2024 03:51 PM IST
| NIFTY 26DEC2024 24100 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 | -6.25 | - | 82,83,226 | -31,253 | 1,72,943 | |||
| 24 Dec | 23727.65 | 6.3 | -10.20 | 13.15 | 24,44,751 | 38,991 | 2,05,581 | |||
| 23 Dec | 23753.45 | 16.5 | -26.50 | 12.96 | 28,82,914 | 52,783 | 1,69,313 | |||
| 20 Dec | 23587.50 | 43 | -127.00 | 14.99 | 21,03,928 | -95,584 | 1,17,935 | |||
| 19 Dec | 23951.70 | 170 | -128.05 | 16.04 | 3,49,981 | -26,921 | 63,377 | |||
| 18 Dec | 24198.85 | 298.05 | -120.90 | 14.28 | 55,679 | 13,636 | 24,355 | |||
| 17 Dec | 24336.00 | 418.95 | -259.85 | 16.85 | 11,862 | 15,535 | 21,890 | |||
| 16 Dec | 24668.25 | 678.8 | -130.45 | 16.61 | 2,744 | 13,886 | 20,999 | |||
| 13 Dec | 24768.30 | 809.25 | 183.25 | 14.50 | 20,590 | 18,909 | 21,063 | |||
| 12 Dec | 24548.70 | 626 | -79.20 | 15.04 | 2,328 | -414 | 20,680 | |||
| 11 Dec | 24641.80 | 705.2 | 22.25 | 14.62 | 2,409 | 13,770 | 21,094 | |||
| 10 Dec | 24610.05 | 682.95 | -19.40 | 12.70 | 3,160 | 20,448 | 21,317 | |||
| 9 Dec | 24619.00 | 702.35 | -83.40 | 13.03 | 1,705 | 21,160 | 21,891 | |||
| 6 Dec | 24677.80 | 785.75 | -14.25 | 14.11 | 2,649 | 11,642 | 22,292 | |||
| 5 Dec | 24708.40 | 800 | 170.70 | 12.53 | 15,261 | -38,867 | 22,625 | |||
| 4 Dec | 24467.45 | 629.3 | 16.65 | 13.22 | 9,781 | 15,874 | 24,666 | |||
| 3 Dec | 24457.15 | 612.65 | 70.65 | 12.46 | 15,874 | 11,487 | 25,820 | |||
| 2 Dec | 24276.05 | 542 | 76.55 | 14.16 | 59,320 | -98,376 | 28,134 | |||
| 29 Nov | 24131.10 | 465.45 | 93.00 | 13.66 | 60,452 | 17,769 | 25,216 | |||
| 28 Nov | 23914.15 | 372.45 | -186.55 | 13.28 | 64,942 | 26,950 | 26,976 | |||
| 27 Nov | 24274.90 | 559 | 45.65 | 12.70 | 9,781 | 8,764 | 10,073 | |||
| 26 Nov | 24194.50 | 513.35 | -61.65 | 12.69 | 9,338 | 9,285 | 9,294 | |||
| 25 Nov | 24221.90 | 575 | 194.40 | 13.25 | 18,617 | 2,964 | 8,117 | |||
| 22 Nov | 23907.25 | 380.6 | 227.25 | 13.15 | 23,720 | 1,590 | 6,743 | |||
| 21 Nov | 23349.90 | 153.35 | -64.75 | 12.19 | 16,145 | 5,950 | 6,232 | |||
| 19 Nov | 23518.50 | 218.1 | 11.30 | 12.63 | 12,193 | 4,118 | 4,255 | |||
| 18 Nov | 23453.80 | 206.8 | -56.75 | 12.08 | 9,221 | 3,511 | 4,149 | |||
| 14 Nov | 23532.70 | 263.55 | -61.20 | 11.94 | 4,730 | 2,740 | 2,793 | |||
| 13 Nov | 23559.05 | 324.75 | -87.45 | 13.08 | 7,545 | 2,470 | 2,526 | |||
| 12 Nov | 23883.45 | 412.2 | -181.45 | 12.04 | 3,659 | 2,273 | 2,286 | |||
| 11 Nov | 24141.30 | 593.65 | -17.70 | 12.37 | 1,806 | 1,053 | 1,134 | |||
| 8 Nov | 24148.20 | 611.35 | -74.20 | 12.39 | 987 | 900 | 943 | |||
| 7 Nov | 24199.35 | 685.55 | -209.70 | 12.75 | 458 | 674 | 691 | |||
| 6 Nov | 24484.05 | 895.25 | 165.25 | 12.56 | 395 | 747 | 770 | |||
| 5 Nov | 24213.30 | 730 | 85.10 | 13.51 | 1,402 | 813 | 836 | |||
| 4 Nov | 23995.35 | 644.9 | -168.20 | 14.50 | 1,169 | 658 | 659 | |||
| 1 Nov | 24304.35 | 813.1 | -18.90 | 13.00 | 18 | 189 | 190 | |||
| 31 Oct | 24205.35 | 832 | -65.70 | - | 57 | 189 | 190 | |||
| 30 Oct | 24340.85 | 897.7 | -43.50 | - | 17 | 167 | 168 | |||
| 29 Oct | 24466.85 | 941.2 | 68.90 | - | 59 | 164 | 165 | |||
| 28 Oct | 24339.15 | 872.3 | 70.45 | - | 72 | -25 | 144 | |||
| 25 Oct | 24180.80 | 801.85 | -199.85 | - | 386 | 166 | 169 | |||
| 24 Oct | 24399.40 | 1001.7 | -269.75 | - | 4 | 1 | 3 | |||
| 23 Oct | 24435.50 | 1271.45 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 24472.10 | 1271.45 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 24781.10 | 1271.45 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 24854.05 | 1271.45 | 0.00 | - | 0 | -1 | 0 | |||
| 17 Oct | 24749.85 | 1271.45 | -203.55 | - | 3 | 0 | 3 | |||
| 16 Oct | 24971.30 | 1475 | -1177.20 | - | 3 | 2 | 2 | |||
| 15 Oct | 25057.35 | 2652.2 | 0.00 | - | 0 | 0 | 0 | |||
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| 14 Oct | 25127.95 | 2652.2 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 24964.25 | 2652.2 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 24998.45 | 2652.2 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 24981.95 | 2652.2 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 25013.15 | 2652.2 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 24795.75 | 2652.2 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 25014.60 | 2652.2 | 2652.20 | - | 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 24100 expiring on 26DEC2024
Delta for 24100 CE is -
Historical price for 24100 CE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 0.05, which was -6.25 lower than the previous day. The implied volatity was -, the open interest changed by -31253 which decreased total open position to 172943
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 6.3, which was -10.20 lower than the previous day. The implied volatity was 13.15, the open interest changed by 38991 which increased total open position to 205581
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 16.5, which was -26.50 lower than the previous day. The implied volatity was 12.96, the open interest changed by 52783 which increased total open position to 169313
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 43, which was -127.00 lower than the previous day. The implied volatity was 14.99, the open interest changed by -95584 which decreased total open position to 117935
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 170, which was -128.05 lower than the previous day. The implied volatity was 16.04, the open interest changed by -26921 which decreased total open position to 63377
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 298.05, which was -120.90 lower than the previous day. The implied volatity was 14.28, the open interest changed by 13636 which increased total open position to 24355
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 418.95, which was -259.85 lower than the previous day. The implied volatity was 16.85, the open interest changed by 15535 which increased total open position to 21890
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 678.8, which was -130.45 lower than the previous day. The implied volatity was 16.61, the open interest changed by 13886 which increased total open position to 20999
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 809.25, which was 183.25 higher than the previous day. The implied volatity was 14.50, the open interest changed by 18909 which increased total open position to 21063
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 626, which was -79.20 lower than the previous day. The implied volatity was 15.04, the open interest changed by -414 which decreased total open position to 20680
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 705.2, which was 22.25 higher than the previous day. The implied volatity was 14.62, the open interest changed by 13770 which increased total open position to 21094
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 682.95, which was -19.40 lower than the previous day. The implied volatity was 12.70, the open interest changed by 20448 which increased total open position to 21317
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 702.35, which was -83.40 lower than the previous day. The implied volatity was 13.03, the open interest changed by 21160 which increased total open position to 21891
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 785.75, which was -14.25 lower than the previous day. The implied volatity was 14.11, the open interest changed by 11642 which increased total open position to 22292
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 800, which was 170.70 higher than the previous day. The implied volatity was 12.53, the open interest changed by -38867 which decreased total open position to 22625
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 629.3, which was 16.65 higher than the previous day. The implied volatity was 13.22, the open interest changed by 15874 which increased total open position to 24666
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 612.65, which was 70.65 higher than the previous day. The implied volatity was 12.46, the open interest changed by 11487 which increased total open position to 25820
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 542, which was 76.55 higher than the previous day. The implied volatity was 14.16, the open interest changed by -98376 which decreased total open position to 28134
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 465.45, which was 93.00 higher than the previous day. The implied volatity was 13.66, the open interest changed by 17769 which increased total open position to 25216
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 372.45, which was -186.55 lower than the previous day. The implied volatity was 13.28, the open interest changed by 26950 which increased total open position to 26976
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 559, which was 45.65 higher than the previous day. The implied volatity was 12.70, the open interest changed by 8764 which increased total open position to 10073
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 513.35, which was -61.65 lower than the previous day. The implied volatity was 12.69, the open interest changed by 9285 which increased total open position to 9294
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 575, which was 194.40 higher than the previous day. The implied volatity was 13.25, the open interest changed by 2964 which increased total open position to 8117
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 380.6, which was 227.25 higher than the previous day. The implied volatity was 13.15, the open interest changed by 1590 which increased total open position to 6743
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 153.35, which was -64.75 lower than the previous day. The implied volatity was 12.19, the open interest changed by 5950 which increased total open position to 6232
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 218.1, which was 11.30 higher than the previous day. The implied volatity was 12.63, the open interest changed by 4118 which increased total open position to 4255
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 206.8, which was -56.75 lower than the previous day. The implied volatity was 12.08, the open interest changed by 3511 which increased total open position to 4149
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 263.55, which was -61.20 lower than the previous day. The implied volatity was 11.94, the open interest changed by 2740 which increased total open position to 2793
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 324.75, which was -87.45 lower than the previous day. The implied volatity was 13.08, the open interest changed by 2470 which increased total open position to 2526
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 412.2, which was -181.45 lower than the previous day. The implied volatity was 12.04, the open interest changed by 2273 which increased total open position to 2286
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 593.65, which was -17.70 lower than the previous day. The implied volatity was 12.37, the open interest changed by 1053 which increased total open position to 1134
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 611.35, which was -74.20 lower than the previous day. The implied volatity was 12.39, the open interest changed by 900 which increased total open position to 943
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 685.55, which was -209.70 lower than the previous day. The implied volatity was 12.75, the open interest changed by 674 which increased total open position to 691
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 895.25, which was 165.25 higher than the previous day. The implied volatity was 12.56, the open interest changed by 747 which increased total open position to 770
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 730, which was 85.10 higher than the previous day. The implied volatity was 13.51, the open interest changed by 813 which increased total open position to 836
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 644.9, which was -168.20 lower than the previous day. The implied volatity was 14.50, the open interest changed by 658 which increased total open position to 659
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 813.1, which was -18.90 lower than the previous day. The implied volatity was 13.00, the open interest changed by 189 which increased total open position to 190
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 832, which was -65.70 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 897.7, which was -43.50 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 941.2, which was 68.90 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 872.3, which was 70.45 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 801.85, which was -199.85 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 1001.7, which was -269.75 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 1271.45, 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 1271.45, 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 1271.45, 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 1271.45, 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 1271.45, which was -203.55 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 1475, which was -1177.20 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 2652.2, 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 2652.2, 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 2652.2, 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 2652.2, 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 2652.2, 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 2652.2, 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 2652.2, 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 2652.2, which was 2652.20 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 24100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 23750.20 | 349.3 | 15.80 | - | 1,08,140 | -13,415 | 16,807 |
| 24 Dec | 23727.65 | 333.5 | -14.05 | - | 1,47,352 | -8,834 | 30,446 |
| 23 Dec | 23753.45 | 347.55 | -149.45 | 13.03 | 1,51,076 | -8,609 | 39,316 |
| 20 Dec | 23587.50 | 497 | 246.00 | 17.92 | 4,89,876 | -5,950 | 57,017 |
| 19 Dec | 23951.70 | 251 | 114.05 | 15.21 | 1,99,508 | -1,22,753 | 61,687 |
| 18 Dec | 24198.85 | 136.95 | 19.20 | 14.78 | 1,64,756 | -1,09,828 | 52,606 |
| 17 Dec | 24336.00 | 117.75 | 57.70 | 15.26 | 1,09,020 | 8,498 | 47,896 |
| 16 Dec | 24668.25 | 60.05 | 18.55 | 16.12 | 80,364 | -3,485 | 40,058 |
| 13 Dec | 24768.30 | 41.5 | -37.05 | 14.51 | 2,01,976 | 3,640 | 43,700 |
| 12 Dec | 24548.70 | 78.55 | 10.05 | 13.88 | 46,095 | -93,250 | 40,032 |
| 11 Dec | 24641.80 | 68.5 | -28.15 | 14.05 | 36,724 | -74,604 | 44,389 |
| 10 Dec | 24610.05 | 96.65 | -10.90 | 15.55 | 29,735 | -1,374 | 39,995 |
| 9 Dec | 24619.00 | 107.55 | 3.55 | 15.97 | 23,731 | -38,976 | 41,425 |
| 6 Dec | 24677.80 | 104 | -13.00 | 15.31 | 42,626 | 6,376 | 43,751 |
| 5 Dec | 24708.40 | 117 | -49.80 | 16.20 | 90,169 | -2,26,269 | 40,398 |
| 4 Dec | 24467.45 | 166.8 | -7.95 | 15.41 | 38,328 | 1,101 | 36,475 |
| 3 Dec | 24457.15 | 174.75 | -37.90 | 15.32 | 51,131 | 15,034 | 37,315 |
| 2 Dec | 24276.05 | 212.65 | -34.30 | 14.41 | 93,754 | -1,38,573 | 34,755 |
| 29 Nov | 24131.10 | 246.95 | -113.00 | 12.97 | 82,493 | 1,039 | 26,256 |
| 28 Nov | 23914.15 | 359.95 | 150.50 | 14.42 | 73,364 | 22,350 | 25,270 |
| 27 Nov | 24274.90 | 209.45 | -52.55 | 13.44 | 18,709 | 11,394 | 13,281 |
| 26 Nov | 24194.50 | 262 | 22.00 | 14.18 | 10,509 | 8,513 | 9,777 |
| 25 Nov | 24221.90 | 240 | -170.00 | 14.01 | 23,957 | 6,570 | 8,528 |
| 22 Nov | 23907.25 | 410 | -330.15 | 14.07 | 5,643 | 1,308 | 3,266 |
| 21 Nov | 23349.90 | 740.15 | 75.30 | 14.70 | 861 | 1,962 | 1,962 |
| 19 Nov | 23518.50 | 664.85 | 26.70 | 14.86 | 7,378 | 2,189 | 2,194 |
| 18 Nov | 23453.80 | 638.15 | 62.60 | 13.71 | 2,712 | 2,043 | 2,230 |
| 14 Nov | 23532.70 | 575.55 | -6.90 | 13.36 | 5,070 | 2,423 | 2,427 |
| 13 Nov | 23559.05 | 582.45 | 139.45 | 14.35 | 7,475 | 4,591 | 4,596 |
| 12 Nov | 23883.45 | 443 | 123.15 | 13.86 | 8,185 | 5,551 | 5,553 |
| 11 Nov | 24141.30 | 319.85 | -39.30 | 13.76 | 8,022 | 5,407 | 5,454 |
| 8 Nov | 24148.20 | 359.15 | 5.50 | 14.58 | 3,288 | 796 | 2,334 |
| 7 Nov | 24199.35 | 353.65 | 92.80 | 15.29 | 1,738 | 1,520 | 1,536 |
| 6 Nov | 24484.05 | 260.85 | -125.35 | 15.34 | 3,058 | 1,482 | 1,484 |
| 5 Nov | 24213.30 | 386.2 | -99.40 | 16.13 | 1,447 | 229 | 1,749 |
| 4 Nov | 23995.35 | 485.6 | 95.15 | 16.53 | 1,360 | 202 | 1,520 |
| 1 Nov | 24304.35 | 390.45 | 13.00 | 16.99 | 50 | 1,318 | 1,318 |
| 31 Oct | 24205.35 | 377.45 | 30.45 | - | 410 | 61 | 1,307 |
| 30 Oct | 24340.85 | 347 | 43.40 | - | 90 | 50 | 1,246 |
| 29 Oct | 24466.85 | 303.6 | -35.40 | - | 1,062 | 605 | 1,196 |
| 28 Oct | 24339.15 | 339 | -69.00 | - | 353 | -13 | 591 |
| 25 Oct | 24180.80 | 408 | 90.70 | - | 915 | 208 | 604 |
| 24 Oct | 24399.40 | 317.3 | -20.35 | - | 155 | 35 | 396 |
| 23 Oct | 24435.50 | 337.65 | 22.65 | - | 99 | 4 | 366 |
| 22 Oct | 24472.10 | 315 | 85.00 | - | 206 | 8 | 362 |
| 21 Oct | 24781.10 | 230 | 14.60 | - | 10 | 0 | 354 |
| 18 Oct | 24854.05 | 215.4 | -27.50 | - | 70 | -19 | 355 |
| 17 Oct | 24749.85 | 242.9 | 49.70 | - | 192 | 88 | 376 |
| 16 Oct | 24971.30 | 193.2 | 7.65 | - | 70 | 54 | 287 |
| 15 Oct | 25057.35 | 185.55 | 12.60 | - | 59 | 26 | 227 |
| 14 Oct | 25127.95 | 172.95 | -54.20 | - | 15 | 11 | 203 |
| 11 Oct | 24964.25 | 227.15 | 15.50 | - | 5 | 1 | 192 |
| 10 Oct | 24998.45 | 211.65 | -28.35 | - | 16 | 2 | 191 |
| 9 Oct | 24981.95 | 240 | -26.95 | - | 4 | 1 | 189 |
| 8 Oct | 25013.15 | 266.95 | -26.20 | - | 10 | 0 | 190 |
| 7 Oct | 24795.75 | 293.15 | 105.15 | - | 31 | 20 | 190 |
| 4 Oct | 25014.60 | 188 | -6.75 | - | 21 | 8 | 164 |
| 3 Oct | 25250.10 | 194.75 | 93.30 | - | 169 | 155 | 155 |
| 1 Oct | 25796.90 | 101.45 | 101.45 | - | 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 24100 expiring on 26DEC2024
Delta for 24100 PE is -
Historical price for 24100 PE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 349.3, which was 15.80 higher than the previous day. The implied volatity was -, the open interest changed by -13415 which decreased total open position to 16807
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 333.5, which was -14.05 lower than the previous day. The implied volatity was -, the open interest changed by -8834 which decreased total open position to 30446
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 347.55, which was -149.45 lower than the previous day. The implied volatity was 13.03, the open interest changed by -8609 which decreased total open position to 39316
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 497, which was 246.00 higher than the previous day. The implied volatity was 17.92, the open interest changed by -5950 which decreased total open position to 57017
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 251, which was 114.05 higher than the previous day. The implied volatity was 15.21, the open interest changed by -122753 which decreased total open position to 61687
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 136.95, which was 19.20 higher than the previous day. The implied volatity was 14.78, the open interest changed by -109828 which decreased total open position to 52606
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 117.75, which was 57.70 higher than the previous day. The implied volatity was 15.26, the open interest changed by 8498 which increased total open position to 47896
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 60.05, which was 18.55 higher than the previous day. The implied volatity was 16.12, the open interest changed by -3485 which decreased total open position to 40058
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 41.5, which was -37.05 lower than the previous day. The implied volatity was 14.51, the open interest changed by 3640 which increased total open position to 43700
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 78.55, which was 10.05 higher than the previous day. The implied volatity was 13.88, the open interest changed by -93250 which decreased total open position to 40032
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 68.5, which was -28.15 lower than the previous day. The implied volatity was 14.05, the open interest changed by -74604 which decreased total open position to 44389
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 96.65, which was -10.90 lower than the previous day. The implied volatity was 15.55, the open interest changed by -1374 which decreased total open position to 39995
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 107.55, which was 3.55 higher than the previous day. The implied volatity was 15.97, the open interest changed by -38976 which decreased total open position to 41425
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 104, which was -13.00 lower than the previous day. The implied volatity was 15.31, the open interest changed by 6376 which increased total open position to 43751
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 117, which was -49.80 lower than the previous day. The implied volatity was 16.20, the open interest changed by -226269 which decreased total open position to 40398
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 166.8, which was -7.95 lower than the previous day. The implied volatity was 15.41, the open interest changed by 1101 which increased total open position to 36475
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 174.75, which was -37.90 lower than the previous day. The implied volatity was 15.32, the open interest changed by 15034 which increased total open position to 37315
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 212.65, which was -34.30 lower than the previous day. The implied volatity was 14.41, the open interest changed by -138573 which decreased total open position to 34755
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 246.95, which was -113.00 lower than the previous day. The implied volatity was 12.97, the open interest changed by 1039 which increased total open position to 26256
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 359.95, which was 150.50 higher than the previous day. The implied volatity was 14.42, the open interest changed by 22350 which increased total open position to 25270
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 209.45, which was -52.55 lower than the previous day. The implied volatity was 13.44, the open interest changed by 11394 which increased total open position to 13281
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 262, which was 22.00 higher than the previous day. The implied volatity was 14.18, the open interest changed by 8513 which increased total open position to 9777
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 240, which was -170.00 lower than the previous day. The implied volatity was 14.01, the open interest changed by 6570 which increased total open position to 8528
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 410, which was -330.15 lower than the previous day. The implied volatity was 14.07, the open interest changed by 1308 which increased total open position to 3266
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 740.15, which was 75.30 higher than the previous day. The implied volatity was 14.70, the open interest changed by 1962 which increased total open position to 1962
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 664.85, which was 26.70 higher than the previous day. The implied volatity was 14.86, the open interest changed by 2189 which increased total open position to 2194
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 638.15, which was 62.60 higher than the previous day. The implied volatity was 13.71, the open interest changed by 2043 which increased total open position to 2230
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 575.55, which was -6.90 lower than the previous day. The implied volatity was 13.36, the open interest changed by 2423 which increased total open position to 2427
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 582.45, which was 139.45 higher than the previous day. The implied volatity was 14.35, the open interest changed by 4591 which increased total open position to 4596
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 443, which was 123.15 higher than the previous day. The implied volatity was 13.86, the open interest changed by 5551 which increased total open position to 5553
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 319.85, which was -39.30 lower than the previous day. The implied volatity was 13.76, the open interest changed by 5407 which increased total open position to 5454
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 359.15, which was 5.50 higher than the previous day. The implied volatity was 14.58, the open interest changed by 796 which increased total open position to 2334
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 353.65, which was 92.80 higher than the previous day. The implied volatity was 15.29, the open interest changed by 1520 which increased total open position to 1536
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 260.85, which was -125.35 lower than the previous day. The implied volatity was 15.34, the open interest changed by 1482 which increased total open position to 1484
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 386.2, which was -99.40 lower than the previous day. The implied volatity was 16.13, the open interest changed by 229 which increased total open position to 1749
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 485.6, which was 95.15 higher than the previous day. The implied volatity was 16.53, the open interest changed by 202 which increased total open position to 1520
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 390.45, which was 13.00 higher than the previous day. The implied volatity was 16.99, the open interest changed by 1318 which increased total open position to 1318
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 377.45, which was 30.45 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 347, which was 43.40 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 303.6, which was -35.40 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 339, which was -69.00 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 408, which was 90.70 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 317.3, which was -20.35 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 337.65, which was 22.65 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 315, which was 85.00 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 230, which was 14.60 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 215.4, which was -27.50 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 242.9, which was 49.70 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 193.2, which was 7.65 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 185.55, which was 12.60 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 172.95, which was -54.20 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 227.15, which was 15.50 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 211.65, which was -28.35 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 240, which was -26.95 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 266.95, which was -26.20 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 293.15, which was 105.15 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 188, which was -6.75 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 194.75, which was 93.30 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 101.45, which was 101.45 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
