NIFTY
Nifty
Historical option data for NIFTY
20 Dec 2024 04:11 PM IST
| NIFTY 26DEC2024 24150 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.16
Vega: 7.38
Theta: -10.62
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 23587.50 | 39.5 | -108.45 | 15.60 | 2,89,495.667 | 6,899 | 13,942.667 | |||
| 19 Dec | 23951.70 | 147.95 | -118.25 | 15.92 | 34,704 | -19,183.333 | 6,896.333 | |||
| 18 Dec | 24198.85 | 266.2 | -115.80 | 14.10 | 13,697 | -1,550 | 3,564.333 | |||
| 17 Dec | 24336.00 | 382 | -254.05 | 16.57 | 595.333 | -922.333 | 805.333 | |||
| 16 Dec | 24668.25 | 636.05 | -124.95 | 16.38 | 388.333 | -84.333 | 753 | |||
| 13 Dec | 24768.30 | 761 | 171.05 | 13.98 | 2,125 | 109.333 | 839.667 | |||
| 12 Dec | 24548.70 | 589.95 | -72.80 | 15.14 | 103 | 7.333 | 732.333 | |||
| 11 Dec | 24641.80 | 662.75 | 47.75 | 14.47 | 222.333 | 23.333 | 725 | |||
| 10 Dec | 24610.05 | 615 | -48.05 | 10.55 | 20.333 | -5.667 | 702 | |||
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| 9 Dec | 24619.00 | 663.05 | -81.30 | 13.11 | 112.667 | -34 | 710 | |||
| 6 Dec | 24677.80 | 744.35 | -10.55 | 13.99 | 138.333 | 712.333 | 745 | |||
| 5 Dec | 24708.40 | 754.9 | 167.15 | 12.27 | 558 | -91.333 | 826.333 | |||
| 4 Dec | 24467.45 | 587.75 | 14.45 | 12.94 | 459 | 864.667 | 919 | |||
| 3 Dec | 24457.15 | 573.3 | 63.30 | 12.30 | 609.333 | -169.333 | 1,044.667 | |||
| 2 Dec | 24276.05 | 510 | 75.00 | 14.18 | 3,769.667 | 85 | 1,206.333 | |||
| 29 Nov | 24131.10 | 435 | 74.50 | 13.57 | 3,386.667 | 75.333 | 1,095.333 | |||
| 28 Nov | 23914.15 | 360.5 | -166.55 | 13.77 | 2,351 | 149.667 | 1,017.333 | |||
| 27 Nov | 24274.90 | 527.05 | 48.05 | 12.73 | 522.667 | 26 | 395 | |||
| 26 Nov | 24194.50 | 479 | -64.95 | 12.54 | 507.667 | 75.667 | 369 | |||
| 25 Nov | 24221.90 | 543.95 | 223.30 | 13.26 | 995 | 40 | 295 | |||
| 22 Nov | 23907.25 | 320.65 | 181.35 | 11.89 | 1,011 | 107 | 362 | |||
| 21 Nov | 23349.90 | 139.3 | -58.00 | 12.14 | 640.333 | -10.333 | 259 | |||
| 19 Nov | 23518.50 | 197.3 | 6.40 | 12.46 | 644.667 | 35.333 | 270.333 | |||
| 18 Nov | 23453.80 | 190.9 | -52.00 | 12.08 | 282 | 22.667 | 234.333 | |||
| 14 Nov | 23532.70 | 242.9 | -53.90 | 11.86 | 183.333 | -3 | 212.333 | |||
| 13 Nov | 23559.05 | 296.8 | -94.15 | 12.82 | 447.667 | 173 | 215 | |||
| 12 Nov | 23883.45 | 390.95 | -178.90 | 12.14 | 292 | 102.333 | 109.667 | |||
| 11 Nov | 24141.30 | 569.85 | -22.75 | 12.55 | 94.667 | 17.667 | 56.667 | |||
| 8 Nov | 24148.20 | 592.6 | -65.45 | 12.72 | 50 | 10 | 39 | |||
| 7 Nov | 24199.35 | 658.05 | -199.75 | 12.86 | 8.333 | 1.667 | 29 | |||
| 6 Nov | 24484.05 | 857.8 | 172.75 | 12.50 | 32.333 | -16.333 | 26.667 | |||
| 5 Nov | 24213.30 | 685.05 | 60.50 | 13.09 | 76.667 | 13.333 | 43.667 | |||
| 4 Nov | 23995.35 | 624.55 | -159.10 | 14.69 | 35.667 | 29.333 | 29.333 | |||
| 1 Nov | 24304.35 | 783.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 24205.35 | 783.65 | -66.35 | - | 4.667 | 13 | 13 | |||
| 30 Oct | 24340.85 | 850 | -68.70 | - | 2.333 | -1.333 | 12.667 | |||
| 29 Oct | 24466.85 | 918.7 | 33.15 | - | 24 | -5.667 | 6.667 | |||
| 28 Oct | 24339.15 | 885.55 | 110.25 | - | 21 | -10.667 | 11.667 | |||
| 25 Oct | 24180.80 | 775.3 | -1833.40 | - | 33 | 22.333 | 22.333 | |||
| 24 Oct | 24399.40 | 2608.7 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 24435.50 | 2608.7 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 24472.10 | 2608.7 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 24781.10 | 2608.7 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 24854.05 | 2608.7 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 24749.85 | 2608.7 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 24971.30 | 2608.7 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 25057.35 | 2608.7 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 25127.95 | 2608.7 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 24964.25 | 2608.7 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 24998.45 | 2608.7 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 24981.95 | 2608.7 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 25013.15 | 2608.7 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 24795.75 | 2608.7 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 25014.60 | 2608.7 | 2608.70 | - | 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 24150 expiring on 26DEC2024
Delta for 24150 CE is 0.16
Historical price for 24150 CE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 39.5, which was -108.45 lower than the previous day. The implied volatity was 15.60, the open interest changed by 20697 which increased total open position to 41828
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 147.95, which was -118.25 lower than the previous day. The implied volatity was 15.92, the open interest changed by -57550 which decreased total open position to 20689
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 266.2, which was -115.80 lower than the previous day. The implied volatity was 14.10, the open interest changed by -4650 which decreased total open position to 10693
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 382, which was -254.05 lower than the previous day. The implied volatity was 16.57, the open interest changed by -2767 which decreased total open position to 2416
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 636.05, which was -124.95 lower than the previous day. The implied volatity was 16.38, the open interest changed by -253 which decreased total open position to 2259
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 761, which was 171.05 higher than the previous day. The implied volatity was 13.98, the open interest changed by 328 which increased total open position to 2519
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 589.95, which was -72.80 lower than the previous day. The implied volatity was 15.14, the open interest changed by 22 which increased total open position to 2197
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 662.75, which was 47.75 higher than the previous day. The implied volatity was 14.47, the open interest changed by 70 which increased total open position to 2175
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 615, which was -48.05 lower than the previous day. The implied volatity was 10.55, the open interest changed by -17 which decreased total open position to 2106
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 663.05, which was -81.30 lower than the previous day. The implied volatity was 13.11, the open interest changed by -102 which decreased total open position to 2130
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 744.35, which was -10.55 lower than the previous day. The implied volatity was 13.99, the open interest changed by 2137 which increased total open position to 2235
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 754.9, which was 167.15 higher than the previous day. The implied volatity was 12.27, the open interest changed by -274 which decreased total open position to 2479
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 587.75, which was 14.45 higher than the previous day. The implied volatity was 12.94, the open interest changed by 2594 which increased total open position to 2757
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 573.3, which was 63.30 higher than the previous day. The implied volatity was 12.30, the open interest changed by -508 which decreased total open position to 3134
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 510, which was 75.00 higher than the previous day. The implied volatity was 14.18, the open interest changed by 255 which increased total open position to 3619
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 435, which was 74.50 higher than the previous day. The implied volatity was 13.57, the open interest changed by 226 which increased total open position to 3286
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 360.5, which was -166.55 lower than the previous day. The implied volatity was 13.77, the open interest changed by 449 which increased total open position to 3052
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 527.05, which was 48.05 higher than the previous day. The implied volatity was 12.73, the open interest changed by 78 which increased total open position to 1185
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 479, which was -64.95 lower than the previous day. The implied volatity was 12.54, the open interest changed by 227 which increased total open position to 1107
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 543.95, which was 223.30 higher than the previous day. The implied volatity was 13.26, the open interest changed by 120 which increased total open position to 885
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 320.65, which was 181.35 higher than the previous day. The implied volatity was 11.89, the open interest changed by 321 which increased total open position to 1086
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 139.3, which was -58.00 lower than the previous day. The implied volatity was 12.14, the open interest changed by -31 which decreased total open position to 777
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 197.3, which was 6.40 higher than the previous day. The implied volatity was 12.46, the open interest changed by 106 which increased total open position to 811
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 190.9, which was -52.00 lower than the previous day. The implied volatity was 12.08, the open interest changed by 68 which increased total open position to 703
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 242.9, which was -53.90 lower than the previous day. The implied volatity was 11.86, the open interest changed by -9 which decreased total open position to 637
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 296.8, which was -94.15 lower than the previous day. The implied volatity was 12.82, the open interest changed by 519 which increased total open position to 645
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 390.95, which was -178.90 lower than the previous day. The implied volatity was 12.14, the open interest changed by 307 which increased total open position to 329
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 569.85, which was -22.75 lower than the previous day. The implied volatity was 12.55, the open interest changed by 53 which increased total open position to 170
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 592.6, which was -65.45 lower than the previous day. The implied volatity was 12.72, the open interest changed by 30 which increased total open position to 117
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 658.05, which was -199.75 lower than the previous day. The implied volatity was 12.86, the open interest changed by 5 which increased total open position to 87
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 857.8, which was 172.75 higher than the previous day. The implied volatity was 12.50, the open interest changed by -49 which decreased total open position to 80
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 685.05, which was 60.50 higher than the previous day. The implied volatity was 13.09, the open interest changed by 40 which increased total open position to 131
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 624.55, which was -159.10 lower than the previous day. The implied volatity was 14.69, the open interest changed by 88 which increased total open position to 88
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 783.65, 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 783.65, which was -66.35 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 850, which was -68.70 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 918.7, which was 33.15 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 885.55, which was 110.25 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 775.3, which was -1833.40 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 2608.7, 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 2608.7, 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 2608.7, 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 2608.7, 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 2608.7, 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 2608.7, 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 2608.7, 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 2608.7, 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 2608.7, 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 2608.7, 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 2608.7, 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 2608.7, 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 2608.7, 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 2608.7, 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 2608.7, which was 2608.70 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 24150 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.80
Vega: 8.47
Theta: -7.61
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23587.50 | 540.25 | 265.70 | 18.32 | 30,811.667 | -239 | 4,301.667 |
| 19 Dec | 23951.70 | 274.55 | 119.65 | 14.73 | 12,257.333 | -31,128 | 4,577 |
| 18 Dec | 24198.85 | 154.9 | 22.60 | 14.65 | 31,450 | 2,333.667 | 4,268.333 |
| 17 Dec | 24336.00 | 132.3 | 66.00 | 15.10 | 9,986.667 | -15,185 | 1,945.333 |
| 16 Dec | 24668.25 | 66.3 | 19.90 | 15.85 | 6,749 | 63.333 | 1,878.333 |
| 13 Dec | 24768.30 | 46.4 | -38.55 | 14.32 | 13,375.333 | -30,152.667 | 1,889.667 |
| 12 Dec | 24548.70 | 84.95 | 9.40 | 13.54 | 2,849.333 | 269.667 | 1,575 |
| 11 Dec | 24641.80 | 75.55 | -30.90 | 13.86 | 2,236 | -20,017.333 | 1,303.667 |
| 10 Dec | 24610.05 | 106.45 | -12.30 | 15.45 | 2,272.667 | -14,749.333 | 1,223.333 |
| 9 Dec | 24619.00 | 118.75 | 4.00 | 15.92 | 1,642.667 | -9,990.667 | 1,272.667 |
| 6 Dec | 24677.80 | 114.75 | -13.20 | 15.29 | 2,019.333 | 1,011 | 1,184 |
| 5 Dec | 24708.40 | 127.95 | -51.15 | 16.16 | 3,235.333 | -328 | 1,018.667 |
| 4 Dec | 24467.45 | 179.1 | -8.40 | 15.27 | 2,231.333 | -45,266.667 | 1,349.333 |
| 3 Dec | 24457.15 | 187.5 | -43.45 | 15.19 | 2,180 | -396 | 1,410.333 |
| 2 Dec | 24276.05 | 230.95 | -39.05 | 14.41 | 4,706.667 | 381 | 1,465.333 |
| 29 Nov | 24131.10 | 270 | -111.20 | 13.04 | 5,071 | -3,949 | 1,046 |
| 28 Nov | 23914.15 | 381.2 | 157.20 | 14.25 | 3,162 | 840.333 | 856 |
| 27 Nov | 24274.90 | 224 | -56.35 | 13.32 | 1,335.333 | 18.667 | 569 |
| 26 Nov | 24194.50 | 280.35 | 30.60 | 14.13 | 1,256 | -669 | 536 |
| 25 Nov | 24221.90 | 249.75 | -183.40 | 13.68 | 2,972 | 184.333 | 355.667 |
| 22 Nov | 23907.25 | 433.15 | -336.65 | 13.98 | 321.333 | 12.333 | 183.667 |
| 21 Nov | 23349.90 | 769.8 | 74.20 | 14.49 | 17.667 | 170.667 | 171.667 |
| 19 Nov | 23518.50 | 695.6 | 27.50 | 14.81 | 398.333 | 148.333 | 167.333 |
| 18 Nov | 23453.80 | 668.1 | 55.70 | 13.62 | 222.667 | 143 | 144 |
| 14 Nov | 23532.70 | 612.4 | 14.95 | 13.57 | 78.667 | 87.333 | 107.667 |
| 13 Nov | 23559.05 | 597.45 | 132.10 | 13.90 | 279 | -63.333 | 132 |
| 12 Nov | 23883.45 | 465.35 | 119.00 | 13.78 | 304.667 | 54.667 | 195.333 |
| 11 Nov | 24141.30 | 346.35 | -34.95 | 13.95 | 271.667 | 134.667 | 140.333 |
| 8 Nov | 24148.20 | 381.3 | 17.75 | 14.63 | 103.333 | 100.333 | 112.667 |
| 7 Nov | 24199.35 | 363.55 | 84.25 | 15.01 | 128 | 71 | 83.333 |
| 6 Nov | 24484.05 | 279.3 | -130.25 | 15.43 | 181 | 88 | 100.333 |
| 5 Nov | 24213.30 | 409.55 | -87.35 | 16.24 | 94.333 | 79.667 | 79.667 |
| 4 Nov | 23995.35 | 496.9 | 87.75 | 16.21 | 71.333 | 8.667 | 45.667 |
| 1 Nov | 24304.35 | 409.15 | 11.45 | 16.99 | 5.333 | 36.667 | 36.667 |
| 31 Oct | 24205.35 | 397.7 | 42.50 | - | 28 | 32 | 32 |
| 30 Oct | 24340.85 | 355.2 | -21.55 | - | 0.333 | 14 | 14 |
| 29 Oct | 24466.85 | 376.75 | 32.60 | - | 21.667 | 14 | 14 |
| 28 Oct | 24339.15 | 344.15 | -74.60 | - | 6.333 | 6 | 13 |
| 25 Oct | 24180.80 | 418.75 | 193.85 | - | 9 | 3 | 7 |
| 24 Oct | 24399.40 | 224.9 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 24435.50 | 224.9 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 24472.10 | 224.9 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 24781.10 | 224.9 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 24854.05 | 224.9 | 15.80 | - | 0.333 | 0 | 4 |
| 17 Oct | 24749.85 | 209.1 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 24971.30 | 209.1 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 25057.35 | 209.1 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 25127.95 | 209.1 | 84.50 | - | 0.333 | 0 | 4 |
| 11 Oct | 24964.25 | 124.6 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 24998.45 | 124.6 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 24981.95 | 124.6 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 25013.15 | 124.6 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 24795.75 | 124.6 | 0.00 | - | 0 | 0 | 4 |
| 4 Oct | 25014.60 | 124.6 | 0.00 | - | 0 | 0 | 4 |
| 3 Oct | 25250.10 | 124.6 | 0.00 | - | 0 | 4 | 0 |
| 1 Oct | 25796.90 | 124.6 | 124.60 | - | 4 | 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 24150 expiring on 26DEC2024
Delta for 24150 PE is -0.80
Historical price for 24150 PE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 540.25, which was 265.70 higher than the previous day. The implied volatity was 18.32, the open interest changed by -717 which decreased total open position to 12905
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 274.55, which was 119.65 higher than the previous day. The implied volatity was 14.73, the open interest changed by -93384 which decreased total open position to 13731
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 154.9, which was 22.60 higher than the previous day. The implied volatity was 14.65, the open interest changed by 7001 which increased total open position to 12805
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 132.3, which was 66.00 higher than the previous day. The implied volatity was 15.10, the open interest changed by -45555 which decreased total open position to 5836
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 66.3, which was 19.90 higher than the previous day. The implied volatity was 15.85, the open interest changed by 190 which increased total open position to 5635
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 46.4, which was -38.55 lower than the previous day. The implied volatity was 14.32, the open interest changed by -90458 which decreased total open position to 5669
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 84.95, which was 9.40 higher than the previous day. The implied volatity was 13.54, the open interest changed by 809 which increased total open position to 4725
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 75.55, which was -30.90 lower than the previous day. The implied volatity was 13.86, the open interest changed by -60052 which decreased total open position to 3911
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 106.45, which was -12.30 lower than the previous day. The implied volatity was 15.45, the open interest changed by -44248 which decreased total open position to 3670
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 118.75, which was 4.00 higher than the previous day. The implied volatity was 15.92, the open interest changed by -29972 which decreased total open position to 3818
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 114.75, which was -13.20 lower than the previous day. The implied volatity was 15.29, the open interest changed by 3033 which increased total open position to 3552
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 127.95, which was -51.15 lower than the previous day. The implied volatity was 16.16, the open interest changed by -984 which decreased total open position to 3056
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 179.1, which was -8.40 lower than the previous day. The implied volatity was 15.27, the open interest changed by -135800 which decreased total open position to 4048
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 187.5, which was -43.45 lower than the previous day. The implied volatity was 15.19, the open interest changed by -1188 which decreased total open position to 4231
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 230.95, which was -39.05 lower than the previous day. The implied volatity was 14.41, the open interest changed by 1143 which increased total open position to 4396
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 270, which was -111.20 lower than the previous day. The implied volatity was 13.04, the open interest changed by -11847 which decreased total open position to 3138
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 381.2, which was 157.20 higher than the previous day. The implied volatity was 14.25, the open interest changed by 2521 which increased total open position to 2568
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 224, which was -56.35 lower than the previous day. The implied volatity was 13.32, the open interest changed by 56 which increased total open position to 1707
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 280.35, which was 30.60 higher than the previous day. The implied volatity was 14.13, the open interest changed by -2007 which decreased total open position to 1608
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 249.75, which was -183.40 lower than the previous day. The implied volatity was 13.68, the open interest changed by 553 which increased total open position to 1067
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 433.15, which was -336.65 lower than the previous day. The implied volatity was 13.98, the open interest changed by 37 which increased total open position to 551
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 769.8, which was 74.20 higher than the previous day. The implied volatity was 14.49, the open interest changed by 512 which increased total open position to 515
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 695.6, which was 27.50 higher than the previous day. The implied volatity was 14.81, the open interest changed by 445 which increased total open position to 502
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 668.1, which was 55.70 higher than the previous day. The implied volatity was 13.62, the open interest changed by 429 which increased total open position to 432
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 612.4, which was 14.95 higher than the previous day. The implied volatity was 13.57, the open interest changed by 262 which increased total open position to 323
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 597.45, which was 132.10 higher than the previous day. The implied volatity was 13.90, the open interest changed by -190 which decreased total open position to 396
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 465.35, which was 119.00 higher than the previous day. The implied volatity was 13.78, the open interest changed by 164 which increased total open position to 586
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 346.35, which was -34.95 lower than the previous day. The implied volatity was 13.95, the open interest changed by 404 which increased total open position to 421
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 381.3, which was 17.75 higher than the previous day. The implied volatity was 14.63, the open interest changed by 301 which increased total open position to 338
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 363.55, which was 84.25 higher than the previous day. The implied volatity was 15.01, the open interest changed by 213 which increased total open position to 250
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 279.3, which was -130.25 lower than the previous day. The implied volatity was 15.43, the open interest changed by 264 which increased total open position to 301
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 409.55, which was -87.35 lower than the previous day. The implied volatity was 16.24, the open interest changed by 239 which increased total open position to 239
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 496.9, which was 87.75 higher than the previous day. The implied volatity was 16.21, the open interest changed by 26 which increased total open position to 137
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 409.15, which was 11.45 higher than the previous day. The implied volatity was 16.99, the open interest changed by 110 which increased total open position to 110
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 397.7, which was 42.50 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 355.2, which was -21.55 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 376.75, which was 32.60 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 344.15, which was -74.60 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 418.75, which was 193.85 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 224.9, 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 224.9, 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 224.9, 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 224.9, 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 224.9, which was 15.80 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 209.1, 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 209.1, 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 209.1, 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 209.1, which was 84.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 124.6, 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 124.6, 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 124.6, 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 124.6, 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 124.6, 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 124.6, 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 124.6, 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 124.6, which was 124.60 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
