NIFTY
Nifty
Historical option data for NIFTY
26 Dec 2024 04:11 PM IST
NIFTY 26DEC2024 24200 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 | -2.45 | - | 67,10,483 | 30,808 | 2,48,592 | |||
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24 Dec | 23727.65 | 2.5 | -8.50 | 13.41 | 26,43,396 | 5,156 | 2,19,436 | |||
23 Dec | 23753.45 | 11 | -20.55 | 14.07 | 28,54,520 | -1,070 | 2,16,695 | |||
20 Dec | 23587.50 | 31.55 | -97.45 | 15.48 | 23,02,791 | 7,546 | 2,18,636 | |||
19 Dec | 23951.70 | 129 | -108.75 | 15.89 | 5,39,098 | 61,253 | 1,26,402 | |||
18 Dec | 24198.85 | 237.75 | -108.35 | 14.10 | 2,87,635 | 36,503 | 65,142 | |||
17 Dec | 24336.00 | 346.1 | -252.50 | 16.20 | 40,321 | 8,871 | 28,776 | |||
16 Dec | 24668.25 | 598.6 | -115.45 | 16.54 | 7,283 | 622 | 23,970 | |||
13 Dec | 24768.30 | 714.05 | 170.05 | 13.58 | 97,801 | 18,499 | 24,578 | |||
12 Dec | 24548.70 | 544 | -77.10 | 14.54 | 6,582 | 23,224 | 26,604 | |||
11 Dec | 24641.80 | 621.1 | 25.60 | 14.22 | 5,480 | 12,819 | 26,253 | |||
10 Dec | 24610.05 | 595.5 | -26.75 | 12.22 | 8,081 | 24,631 | 26,697 | |||
9 Dec | 24619.00 | 622.25 | -69.25 | 13.01 | 5,882 | 11,315 | 27,241 | |||
6 Dec | 24677.80 | 691.5 | -21.05 | 13.15 | 6,699 | -1,436 | 28,391 | |||
5 Dec | 24708.40 | 712.55 | 157.55 | 12.17 | 39,189 | -46,695 | 29,973 | |||
4 Dec | 24467.45 | 555 | 14.00 | 13.06 | 22,842 | -1,467 | 37,827 | |||
3 Dec | 24457.15 | 541 | 66.00 | 12.44 | 49,619 | 306 | 39,911 | |||
2 Dec | 24276.05 | 475 | 75.00 | 13.98 | 95,774 | -1,45,207 | 40,131 | |||
29 Nov | 24131.10 | 400 | 73.55 | 13.28 | 74,328 | 25,179 | 38,212 | |||
28 Nov | 23914.15 | 326.45 | -164.45 | 13.34 | 1,04,553 | -18,442 | 39,088 | |||
27 Nov | 24274.90 | 490.9 | 43.65 | 12.53 | 40,780 | 18,018 | 21,908 | |||
26 Nov | 24194.50 | 447.25 | -66.70 | 12.45 | 34,787 | 19,408 | 19,457 | |||
25 Nov | 24221.90 | 513.95 | 213.15 | 13.28 | 46,176 | 8,442 | 15,966 | |||
22 Nov | 23907.25 | 300.8 | 175.50 | 12.00 | 37,123 | 4,615 | 12,139 | |||
21 Nov | 23349.90 | 125.3 | -49.70 | 12.06 | 29,396 | 3,052 | 12,778 | |||
19 Nov | 23518.50 | 175 | 0.00 | 12.19 | 30,146 | 9,973 | 9,973 | |||
18 Nov | 23453.80 | 175 | -46.30 | 12.04 | 20,082 | 13,738 | 15,250 | |||
14 Nov | 23532.70 | 221.3 | -53.30 | 11.72 | 15,594 | 13,754 | 13,831 | |||
13 Nov | 23559.05 | 274.6 | -95.40 | 12.68 | 17,849 | 9,023 | 9,048 | |||
12 Nov | 23883.45 | 370 | -156.80 | 12.21 | 9,142 | 951 | 4,183 | |||
11 Nov | 24141.30 | 526.8 | -26.80 | 12.12 | 3,456 | 3,048 | 3,241 | |||
8 Nov | 24148.20 | 553.6 | -73.35 | 12.41 | 4,137 | 2,599 | 2,750 | |||
7 Nov | 24199.35 | 626.95 | -203.05 | 12.83 | 3,007 | 2,056 | 2,205 | |||
6 Nov | 24484.05 | 830 | 170.40 | 12.73 | 3,316 | 2,230 | 2,273 | |||
5 Nov | 24213.30 | 659.6 | 81.60 | 13.23 | 2,111 | 2,165 | 2,195 | |||
4 Nov | 23995.35 | 578 | -158.60 | 14.13 | 2,388 | 692 | 2,032 | |||
1 Nov | 24304.35 | 736.6 | -33.15 | 12.65 | 106 | 1,315 | 1,340 | |||
31 Oct | 24205.35 | 769.75 | -62.75 | - | 1,428 | 1,272 | 1,276 | |||
30 Oct | 24340.85 | 832.5 | -39.90 | - | 68 | 671 | 675 | |||
29 Oct | 24466.85 | 872.4 | 63.35 | - | 407 | 667 | 672 | |||
28 Oct | 24339.15 | 809.05 | 66.65 | - | 805 | 170 | 551 | |||
25 Oct | 24180.80 | 742.4 | -147.70 | - | 744 | 315 | 381 | |||
24 Oct | 24399.40 | 890.1 | -49.65 | - | 59 | 34 | 66 | |||
23 Oct | 24435.50 | 939.75 | -11.85 | - | 60 | 22 | 28 | |||
22 Oct | 24472.10 | 951.6 | -181.30 | - | 15 | 0 | 6 | |||
21 Oct | 24781.10 | 1132.9 | -7.10 | - | 3 | 0 | 8 | |||
18 Oct | 24854.05 | 1140 | -40.00 | - | 4 | 1 | 9 | |||
17 Oct | 24749.85 | 1180 | -1385.50 | - | 8 | 5 | 5 | |||
16 Oct | 24971.30 | 2565.5 | 0.00 | - | 0 | 0 | 0 | |||
15 Oct | 25057.35 | 2565.5 | 0.00 | - | 0 | 0 | 0 | |||
14 Oct | 25127.95 | 2565.5 | 0.00 | - | 0 | 0 | 0 | |||
11 Oct | 24964.25 | 2565.5 | 0.00 | - | 0 | 0 | 0 | |||
10 Oct | 24998.45 | 2565.5 | 0.00 | - | 0 | 0 | 0 | |||
9 Oct | 24981.95 | 2565.5 | 0.00 | - | 0 | 0 | 0 | |||
8 Oct | 25013.15 | 2565.5 | 0.00 | - | 0 | 0 | 0 | |||
7 Oct | 24795.75 | 2565.5 | 0.00 | - | 0 | 0 | 0 | |||
4 Oct | 25014.60 | 2565.5 | 2565.50 | - | 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 24200 expiring on 26DEC2024
Delta for 24200 CE is -
Historical price for 24200 CE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 0.05, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by 30808 which increased total open position to 248592
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 2.5, which was -8.50 lower than the previous day. The implied volatity was 13.41, the open interest changed by 5156 which increased total open position to 219436
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 11, which was -20.55 lower than the previous day. The implied volatity was 14.07, the open interest changed by -1070 which decreased total open position to 216695
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 31.55, which was -97.45 lower than the previous day. The implied volatity was 15.48, the open interest changed by 7546 which increased total open position to 218636
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 129, which was -108.75 lower than the previous day. The implied volatity was 15.89, the open interest changed by 61253 which increased total open position to 126402
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 237.75, which was -108.35 lower than the previous day. The implied volatity was 14.10, the open interest changed by 36503 which increased total open position to 65142
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 346.1, which was -252.50 lower than the previous day. The implied volatity was 16.20, the open interest changed by 8871 which increased total open position to 28776
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 598.6, which was -115.45 lower than the previous day. The implied volatity was 16.54, the open interest changed by 622 which increased total open position to 23970
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 714.05, which was 170.05 higher than the previous day. The implied volatity was 13.58, the open interest changed by 18499 which increased total open position to 24578
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 544, which was -77.10 lower than the previous day. The implied volatity was 14.54, the open interest changed by 23224 which increased total open position to 26604
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 621.1, which was 25.60 higher than the previous day. The implied volatity was 14.22, the open interest changed by 12819 which increased total open position to 26253
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 595.5, which was -26.75 lower than the previous day. The implied volatity was 12.22, the open interest changed by 24631 which increased total open position to 26697
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 622.25, which was -69.25 lower than the previous day. The implied volatity was 13.01, the open interest changed by 11315 which increased total open position to 27241
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 691.5, which was -21.05 lower than the previous day. The implied volatity was 13.15, the open interest changed by -1436 which decreased total open position to 28391
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 712.55, which was 157.55 higher than the previous day. The implied volatity was 12.17, the open interest changed by -46695 which decreased total open position to 29973
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 555, which was 14.00 higher than the previous day. The implied volatity was 13.06, the open interest changed by -1467 which decreased total open position to 37827
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 541, which was 66.00 higher than the previous day. The implied volatity was 12.44, the open interest changed by 306 which increased total open position to 39911
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 475, which was 75.00 higher than the previous day. The implied volatity was 13.98, the open interest changed by -145207 which decreased total open position to 40131
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 400, which was 73.55 higher than the previous day. The implied volatity was 13.28, the open interest changed by 25179 which increased total open position to 38212
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 326.45, which was -164.45 lower than the previous day. The implied volatity was 13.34, the open interest changed by -18442 which decreased total open position to 39088
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 490.9, which was 43.65 higher than the previous day. The implied volatity was 12.53, the open interest changed by 18018 which increased total open position to 21908
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 447.25, which was -66.70 lower than the previous day. The implied volatity was 12.45, the open interest changed by 19408 which increased total open position to 19457
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 513.95, which was 213.15 higher than the previous day. The implied volatity was 13.28, the open interest changed by 8442 which increased total open position to 15966
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 300.8, which was 175.50 higher than the previous day. The implied volatity was 12.00, the open interest changed by 4615 which increased total open position to 12139
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 125.3, which was -49.70 lower than the previous day. The implied volatity was 12.06, the open interest changed by 3052 which increased total open position to 12778
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 175, which was 0.00 lower than the previous day. The implied volatity was 12.19, the open interest changed by 9973 which increased total open position to 9973
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 175, which was -46.30 lower than the previous day. The implied volatity was 12.04, the open interest changed by 13738 which increased total open position to 15250
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 221.3, which was -53.30 lower than the previous day. The implied volatity was 11.72, the open interest changed by 13754 which increased total open position to 13831
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 274.6, which was -95.40 lower than the previous day. The implied volatity was 12.68, the open interest changed by 9023 which increased total open position to 9048
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 370, which was -156.80 lower than the previous day. The implied volatity was 12.21, the open interest changed by 951 which increased total open position to 4183
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 526.8, which was -26.80 lower than the previous day. The implied volatity was 12.12, the open interest changed by 3048 which increased total open position to 3241
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 553.6, which was -73.35 lower than the previous day. The implied volatity was 12.41, the open interest changed by 2599 which increased total open position to 2750
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 626.95, which was -203.05 lower than the previous day. The implied volatity was 12.83, the open interest changed by 2056 which increased total open position to 2205
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 830, which was 170.40 higher than the previous day. The implied volatity was 12.73, the open interest changed by 2230 which increased total open position to 2273
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 659.6, which was 81.60 higher than the previous day. The implied volatity was 13.23, the open interest changed by 2165 which increased total open position to 2195
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 578, which was -158.60 lower than the previous day. The implied volatity was 14.13, the open interest changed by 692 which increased total open position to 2032
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 736.6, which was -33.15 lower than the previous day. The implied volatity was 12.65, the open interest changed by 1315 which increased total open position to 1340
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 769.75, which was -62.75 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 832.5, which was -39.90 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 872.4, which was 63.35 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 809.05, which was 66.65 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 742.4, which was -147.70 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 890.1, which was -49.65 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 939.75, which was -11.85 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 951.6, which was -181.30 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 1132.9, which was -7.10 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 1140, which was -40.00 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 1180, which was -1385.50 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 2565.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct NIFTY was trading at 25057.35. The strike last trading price was 2565.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct NIFTY was trading at 25127.95. The strike last trading price was 2565.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 2565.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 2565.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct NIFTY was trading at 24981.95. The strike last trading price was 2565.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 2565.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 2565.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct NIFTY was trading at 25014.60. The strike last trading price was 2565.5, which was 2565.50 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 24200 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
26 Dec | 23750.20 | 449.45 | 19.45 | - | 57,296 | -13,626 | 37,697 |
24 Dec | 23727.65 | 430 | -12.30 | - | 79,849 | -8,827 | 51,354 |
23 Dec | 23753.45 | 442.3 | -146.70 | 14.27 | 90,519 | -11,135 | 60,959 |
20 Dec | 23587.50 | 589 | 278.00 | 19.30 | 2,54,314 | -13,725 | 78,798 |
19 Dec | 23951.70 | 311 | 135.15 | 15.11 | 1,93,496 | -1,67,140 | 99,246 |
18 Dec | 24198.85 | 175.85 | 28.80 | 14.60 | 3,96,074 | -53,012 | 1,05,277 |
17 Dec | 24336.00 | 147.05 | 72.05 | 14.86 | 1,92,134 | -1,17,309 | 78,063 |
16 Dec | 24668.25 | 75 | 23.00 | 15.72 | 1,29,906 | -49,531 | 73,477 |
13 Dec | 24768.30 | 52 | -44.95 | 14.14 | 3,07,857 | -84,008 | 62,657 |
12 Dec | 24548.70 | 96.95 | 13.00 | 13.53 | 74,413 | 16,466 | 62,181 |
11 Dec | 24641.80 | 83.95 | -34.05 | 13.71 | 74,449 | 12,807 | 68,088 |
10 Dec | 24610.05 | 118 | -11.20 | 15.40 | 38,739 | -689 | 55,449 |
9 Dec | 24619.00 | 129.2 | 5.20 | 15.79 | 36,206 | 43,377 | 56,291 |
6 Dec | 24677.80 | 124 | -12.00 | 15.13 | 81,145 | -3,414 | 58,596 |
5 Dec | 24708.40 | 136 | -58.00 | 15.93 | 1,25,189 | 2,199 | 48,811 |
4 Dec | 24467.45 | 194 | -4.55 | 15.22 | 65,510 | -2,40,220 | 46,701 |
3 Dec | 24457.15 | 198.55 | -45.50 | 14.95 | 79,676 | 2,171 | 45,561 |
2 Dec | 24276.05 | 244.05 | -42.40 | 14.14 | 1,08,874 | 9,072 | 43,789 |
29 Nov | 24131.10 | 286.45 | -107.95 | 12.83 | 82,946 | 34,138 | 34,483 |
28 Nov | 23914.15 | 394.4 | 153.85 | 13.81 | 1,12,541 | 26,545 | 35,458 |
27 Nov | 24274.90 | 240.55 | -58.45 | 13.23 | 54,205 | -12,934 | 26,543 |
26 Nov | 24194.50 | 299 | 23.70 | 14.05 | 34,912 | 3,624 | 20,821 |
25 Nov | 24221.90 | 275.3 | -180.00 | 13.90 | 50,339 | 11,365 | 16,899 |
22 Nov | 23907.25 | 455.3 | -357.40 | 13.81 | 12,279 | 2,572 | 8,106 |
21 Nov | 23349.90 | 812.7 | 84.95 | 14.79 | 3,257 | 5,447 | 5,531 |
19 Nov | 23518.50 | 727.75 | 23.35 | 14.78 | 18,232 | -4,439 | 6,592 |
18 Nov | 23453.80 | 704.4 | 63.30 | 13.71 | 14,906 | 3,663 | 11,026 |
14 Nov | 23532.70 | 641.1 | 3.00 | 13.49 | 6,478 | 1,165 | 7,374 |
13 Nov | 23559.05 | 638.1 | 143.90 | 14.24 | 12,539 | 127 | 6,213 |
12 Nov | 23883.45 | 494.2 | 139.05 | 13.87 | 8,006 | 262 | 6,105 |
11 Nov | 24141.30 | 355.15 | -45.40 | 13.58 | 6,628 | 5,860 | 5,860 |
8 Nov | 24148.20 | 400.55 | 10.55 | 14.57 | 7,004 | 902 | 4,525 |
7 Nov | 24199.35 | 390 | 102.45 | 15.19 | 4,192 | 744 | 3,638 |
6 Nov | 24484.05 | 287.55 | -133.45 | 15.18 | 4,914 | -130 | 2,898 |
5 Nov | 24213.30 | 421 | -106.00 | 15.98 | 2,520 | 36 | 3,020 |
4 Nov | 23995.35 | 527 | 92.85 | 16.41 | 2,535 | 313 | 2,985 |
1 Nov | 24304.35 | 434.15 | 24.60 | 17.15 | 144 | 46 | 2,676 |
31 Oct | 24205.35 | 409.55 | 32.40 | - | 1,619 | 154 | 2,633 |
30 Oct | 24340.85 | 377.15 | 42.70 | - | 857 | 26 | 2,479 |
29 Oct | 24466.85 | 334.45 | -29.30 | - | 1,741 | 761 | 2,453 |
28 Oct | 24339.15 | 363.75 | -74.25 | - | 1,513 | -139 | 1,693 |
25 Oct | 24180.80 | 438 | 95.00 | - | 2,367 | 494 | 1,832 |
24 Oct | 24399.40 | 343 | -16.45 | - | 438 | 160 | 1,369 |
23 Oct | 24435.50 | 359.45 | 16.30 | - | 829 | 76 | 1,210 |
22 Oct | 24472.10 | 343.15 | 71.80 | - | 446 | 79 | 1,134 |
21 Oct | 24781.10 | 271.35 | 40.45 | - | 156 | 14 | 1,055 |
18 Oct | 24854.05 | 230.9 | -37.90 | - | 243 | -5 | 1,042 |
17 Oct | 24749.85 | 268.8 | 44.25 | - | 106 | 82 | 1,045 |
16 Oct | 24971.30 | 224.55 | 12.45 | - | 66 | 62 | 964 |
15 Oct | 25057.35 | 212.1 | 15.10 | - | 115 | 65 | 906 |
14 Oct | 25127.95 | 197 | -27.10 | - | 69 | 2 | 842 |
11 Oct | 24964.25 | 224.1 | -19.15 | - | 8 | 1 | 834 |
10 Oct | 24998.45 | 243.25 | -18.40 | - | 51 | 32 | 836 |
9 Oct | 24981.95 | 261.65 | -18.80 | - | 33 | 3 | 806 |
8 Oct | 25013.15 | 280.45 | -23.55 | - | 11 | 6 | 804 |
7 Oct | 24795.75 | 304 | 31.70 | - | 29 | -2 | 798 |
4 Oct | 25014.60 | 272.3 | 72.30 | - | 439 | 251 | 806 |
3 Oct | 25250.10 | 200 | 68.00 | - | 544 | 379 | 554 |
1 Oct | 25796.90 | 132 | 132.00 | - | 190 | 171 | 171 |
30 Sept | 25810.85 | 0 | 0.00 | - | 0 | 0 | 0 |
27 Sept | 26173.35 | 0.00 | - | 0 | 0 | 0 |
For Nifty - strike price 24200 expiring on 26DEC2024
Delta for 24200 PE is -
Historical price for 24200 PE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 449.45, which was 19.45 higher than the previous day. The implied volatity was -, the open interest changed by -13626 which decreased total open position to 37697
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 430, which was -12.30 lower than the previous day. The implied volatity was -, the open interest changed by -8827 which decreased total open position to 51354
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 442.3, which was -146.70 lower than the previous day. The implied volatity was 14.27, the open interest changed by -11135 which decreased total open position to 60959
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 589, which was 278.00 higher than the previous day. The implied volatity was 19.30, the open interest changed by -13725 which decreased total open position to 78798
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 311, which was 135.15 higher than the previous day. The implied volatity was 15.11, the open interest changed by -167140 which decreased total open position to 99246
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 175.85, which was 28.80 higher than the previous day. The implied volatity was 14.60, the open interest changed by -53012 which decreased total open position to 105277
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 147.05, which was 72.05 higher than the previous day. The implied volatity was 14.86, the open interest changed by -117309 which decreased total open position to 78063
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 75, which was 23.00 higher than the previous day. The implied volatity was 15.72, the open interest changed by -49531 which decreased total open position to 73477
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 52, which was -44.95 lower than the previous day. The implied volatity was 14.14, the open interest changed by -84008 which decreased total open position to 62657
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 96.95, which was 13.00 higher than the previous day. The implied volatity was 13.53, the open interest changed by 16466 which increased total open position to 62181
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 83.95, which was -34.05 lower than the previous day. The implied volatity was 13.71, the open interest changed by 12807 which increased total open position to 68088
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 118, which was -11.20 lower than the previous day. The implied volatity was 15.40, the open interest changed by -689 which decreased total open position to 55449
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 129.2, which was 5.20 higher than the previous day. The implied volatity was 15.79, the open interest changed by 43377 which increased total open position to 56291
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 124, which was -12.00 lower than the previous day. The implied volatity was 15.13, the open interest changed by -3414 which decreased total open position to 58596
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 136, which was -58.00 lower than the previous day. The implied volatity was 15.93, the open interest changed by 2199 which increased total open position to 48811
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 194, which was -4.55 lower than the previous day. The implied volatity was 15.22, the open interest changed by -240220 which decreased total open position to 46701
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 198.55, which was -45.50 lower than the previous day. The implied volatity was 14.95, the open interest changed by 2171 which increased total open position to 45561
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 244.05, which was -42.40 lower than the previous day. The implied volatity was 14.14, the open interest changed by 9072 which increased total open position to 43789
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 286.45, which was -107.95 lower than the previous day. The implied volatity was 12.83, the open interest changed by 34138 which increased total open position to 34483
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 394.4, which was 153.85 higher than the previous day. The implied volatity was 13.81, the open interest changed by 26545 which increased total open position to 35458
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 240.55, which was -58.45 lower than the previous day. The implied volatity was 13.23, the open interest changed by -12934 which decreased total open position to 26543
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 299, which was 23.70 higher than the previous day. The implied volatity was 14.05, the open interest changed by 3624 which increased total open position to 20821
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 275.3, which was -180.00 lower than the previous day. The implied volatity was 13.90, the open interest changed by 11365 which increased total open position to 16899
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 455.3, which was -357.40 lower than the previous day. The implied volatity was 13.81, the open interest changed by 2572 which increased total open position to 8106
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 812.7, which was 84.95 higher than the previous day. The implied volatity was 14.79, the open interest changed by 5447 which increased total open position to 5531
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 727.75, which was 23.35 higher than the previous day. The implied volatity was 14.78, the open interest changed by -4439 which decreased total open position to 6592
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 704.4, which was 63.30 higher than the previous day. The implied volatity was 13.71, the open interest changed by 3663 which increased total open position to 11026
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 641.1, which was 3.00 higher than the previous day. The implied volatity was 13.49, the open interest changed by 1165 which increased total open position to 7374
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 638.1, which was 143.90 higher than the previous day. The implied volatity was 14.24, the open interest changed by 127 which increased total open position to 6213
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 494.2, which was 139.05 higher than the previous day. The implied volatity was 13.87, the open interest changed by 262 which increased total open position to 6105
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 355.15, which was -45.40 lower than the previous day. The implied volatity was 13.58, the open interest changed by 5860 which increased total open position to 5860
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 400.55, which was 10.55 higher than the previous day. The implied volatity was 14.57, the open interest changed by 902 which increased total open position to 4525
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 390, which was 102.45 higher than the previous day. The implied volatity was 15.19, the open interest changed by 744 which increased total open position to 3638
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 287.55, which was -133.45 lower than the previous day. The implied volatity was 15.18, the open interest changed by -130 which decreased total open position to 2898
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 421, which was -106.00 lower than the previous day. The implied volatity was 15.98, the open interest changed by 36 which increased total open position to 3020
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 527, which was 92.85 higher than the previous day. The implied volatity was 16.41, the open interest changed by 313 which increased total open position to 2985
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 434.15, which was 24.60 higher than the previous day. The implied volatity was 17.15, the open interest changed by 46 which increased total open position to 2676
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 409.55, which was 32.40 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 377.15, which was 42.70 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 334.45, which was -29.30 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 363.75, which was -74.25 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 438, which was 95.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct NIFTY was trading at 24399.40. The strike last trading price was 343, which was -16.45 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 359.45, which was 16.30 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 343.15, which was 71.80 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 271.35, which was 40.45 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 230.9, which was -37.90 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 268.8, which was 44.25 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 224.55, which was 12.45 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 212.1, which was 15.10 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 197, which was -27.10 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 224.1, which was -19.15 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 243.25, which was -18.40 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 261.65, which was -18.80 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 280.45, which was -23.55 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 304, which was 31.70 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 272.3, which was 72.30 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 200, which was 68.00 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 132, which was 132.00 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