NIFTY
Nifty
Historical option data for NIFTY
26 Dec 2024 03:51 PM IST
| NIFTY 26DEC2024 24250 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 | -1.70 | - | 45,78,815 | 1,02,442 | 1,94,559 | |||
| 24 Dec | 23727.65 | 1.75 | -7.25 | 13.82 | 14,39,715 | 8,198 | 93,809 | |||
| 23 Dec | 23753.45 | 9 | -18.60 | 14.59 | 12,27,404 | 31,554 | 85,735 | |||
| 20 Dec | 23587.50 | 27.6 | -83.90 | 15.82 | 9,21,912 | 25,224 | 54,656 | |||
| 19 Dec | 23951.70 | 111.5 | -102.85 | 15.83 | 1,58,492 | 12,778 | 29,318 | |||
| 18 Dec | 24198.85 | 214.35 | -101.65 | 14.31 | 1,10,252 | 12,116 | 16,384 | |||
| 17 Dec | 24336.00 | 316 | -238.30 | 16.20 | 8,586 | 315 | 4,209 | |||
| 16 Dec | 24668.25 | 554.3 | -119.30 | 16.04 | 1,275 | -288 | 3,916 | |||
| 13 Dec | 24768.30 | 673.6 | 163.10 | 13.78 | 29,093 | 2,152 | 4,209 | |||
| 12 Dec | 24548.70 | 510.5 | -70.85 | 14.67 | 468 | -6 | 2,057 | |||
| 11 Dec | 24641.80 | 581.35 | 17.15 | 14.10 | 331 | -12 | 2,061 | |||
| 10 Dec | 24610.05 | 564.2 | -26.30 | 12.73 | 371 | -78 | 2,079 | |||
| 9 Dec | 24619.00 | 590.5 | -71.95 | 13.41 | 666 | -196 | 2,161 | |||
| 6 Dec | 24677.80 | 662.45 | -13.80 | 13.69 | 988 | -654 | 2,366 | |||
| 5 Dec | 24708.40 | 676.25 | 162.35 | 12.39 | 4,452 | -232 | 3,027 | |||
| 4 Dec | 24467.45 | 513.9 | 8.30 | 12.72 | 2,730 | -386 | 3,278 | |||
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| 3 Dec | 24457.15 | 505.6 | 61.60 | 12.37 | 4,775 | 3,406 | 3,657 | |||
| 2 Dec | 24276.05 | 444 | 75.35 | 13.86 | 9,618 | 1,145 | 4,347 | |||
| 29 Nov | 24131.10 | 368.65 | 64.25 | 13.08 | 6,949 | -408 | 3,177 | |||
| 28 Nov | 23914.15 | 304.4 | -160.30 | 13.36 | 9,751 | 1,334 | 3,600 | |||
| 27 Nov | 24274.90 | 464.7 | 54.05 | 12.67 | 3,975 | 255 | 2,264 | |||
| 26 Nov | 24194.50 | 410.65 | -70.05 | 12.14 | 2,830 | 323 | 2,005 | |||
| 25 Nov | 24221.90 | 480.7 | 203.45 | 13.13 | 6,387 | 1,224 | 1,692 | |||
| 22 Nov | 23907.25 | 277.25 | 162.60 | 11.92 | 2,424 | 1,294 | 1,762 | |||
| 21 Nov | 23349.90 | 114.65 | -51.65 | 12.09 | 3,821 | -63 | 1,324 | |||
| 19 Nov | 23518.50 | 166.3 | 6.40 | 12.40 | 2,283 | -100 | 1,388 | |||
| 18 Nov | 23453.80 | 159.9 | -47.75 | 12.00 | 1,419 | 327 | 1,488 | |||
| 14 Nov | 23532.70 | 207.65 | -60.15 | 11.82 | 1,709 | 1,161 | 1,161 | |||
| 13 Nov | 23559.05 | 267.8 | -75.65 | 13.08 | 1,424 | 358 | 855 | |||
| 12 Nov | 23883.45 | 343.45 | -161.85 | 12.09 | 779 | -52 | 492 | |||
| 11 Nov | 24141.30 | 505.3 | -19.65 | 12.31 | 449 | 57 | 507 | |||
| 8 Nov | 24148.20 | 524.95 | -73.75 | 12.39 | 180 | 406 | 450 | |||
| 7 Nov | 24199.35 | 598.7 | -195.00 | 12.86 | 419 | 106 | 371 | |||
| 6 Nov | 24484.05 | 793.7 | 168.20 | 12.66 | 249 | 153 | 264 | |||
| 5 Nov | 24213.30 | 625.5 | 64.70 | 13.09 | 105 | 30 | 111 | |||
| 4 Nov | 23995.35 | 560.8 | -157.80 | 14.37 | 279 | 81 | 82 | |||
| 1 Nov | 24304.35 | 718.6 | 0.00 | 0.00 | 0 | 107 | 0 | |||
| 31 Oct | 24205.35 | 718.6 | -89.65 | - | 135 | 108 | 143 | |||
| 30 Oct | 24340.85 | 808.25 | -25.65 | - | 13 | -8 | 33 | |||
| 29 Oct | 24466.85 | 833.9 | 73.90 | - | 19 | 5 | 42 | |||
| 28 Oct | 24339.15 | 760 | 32.80 | - | 62 | 4 | 36 | |||
| 25 Oct | 24180.80 | 727.2 | -204.15 | - | 64 | 25 | 32 | |||
| 24 Oct | 24399.40 | 931.35 | 0.00 | - | 0 | -3 | 0 | |||
| 23 Oct | 24435.50 | 931.35 | -24.65 | - | 12 | 0 | 10 | |||
| 22 Oct | 24472.10 | 956 | -189.00 | - | 26 | -7 | 11 | |||
| 21 Oct | 24781.10 | 1145 | 0.00 | - | 0 | 5 | 0 | |||
| 18 Oct | 24854.05 | 1145 | 10.00 | - | 6 | 5 | 18 | |||
| 17 Oct | 24749.85 | 1135 | -1387.50 | - | 14 | 13 | 13 | |||
| 16 Oct | 24971.30 | 2522.5 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 25057.35 | 2522.5 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 25127.95 | 2522.5 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 24964.25 | 2522.5 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 24998.45 | 2522.5 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 24981.95 | 2522.5 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 25013.15 | 2522.5 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 24795.75 | 2522.5 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 25014.60 | 2522.5 | 2522.50 | - | 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 24250 expiring on 26DEC2024
Delta for 24250 CE is -
Historical price for 24250 CE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 0.05, which was -1.70 lower than the previous day. The implied volatity was -, the open interest changed by 102442 which increased total open position to 194559
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 1.75, which was -7.25 lower than the previous day. The implied volatity was 13.82, the open interest changed by 8198 which increased total open position to 93809
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 9, which was -18.60 lower than the previous day. The implied volatity was 14.59, the open interest changed by 31554 which increased total open position to 85735
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 27.6, which was -83.90 lower than the previous day. The implied volatity was 15.82, the open interest changed by 25224 which increased total open position to 54656
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 111.5, which was -102.85 lower than the previous day. The implied volatity was 15.83, the open interest changed by 12778 which increased total open position to 29318
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 214.35, which was -101.65 lower than the previous day. The implied volatity was 14.31, the open interest changed by 12116 which increased total open position to 16384
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 316, which was -238.30 lower than the previous day. The implied volatity was 16.20, the open interest changed by 315 which increased total open position to 4209
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 554.3, which was -119.30 lower than the previous day. The implied volatity was 16.04, the open interest changed by -288 which decreased total open position to 3916
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 673.6, which was 163.10 higher than the previous day. The implied volatity was 13.78, the open interest changed by 2152 which increased total open position to 4209
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 510.5, which was -70.85 lower than the previous day. The implied volatity was 14.67, the open interest changed by -6 which decreased total open position to 2057
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 581.35, which was 17.15 higher than the previous day. The implied volatity was 14.10, the open interest changed by -12 which decreased total open position to 2061
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 564.2, which was -26.30 lower than the previous day. The implied volatity was 12.73, the open interest changed by -78 which decreased total open position to 2079
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 590.5, which was -71.95 lower than the previous day. The implied volatity was 13.41, the open interest changed by -196 which decreased total open position to 2161
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 662.45, which was -13.80 lower than the previous day. The implied volatity was 13.69, the open interest changed by -654 which decreased total open position to 2366
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 676.25, which was 162.35 higher than the previous day. The implied volatity was 12.39, the open interest changed by -232 which decreased total open position to 3027
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 513.9, which was 8.30 higher than the previous day. The implied volatity was 12.72, the open interest changed by -386 which decreased total open position to 3278
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 505.6, which was 61.60 higher than the previous day. The implied volatity was 12.37, the open interest changed by 3406 which increased total open position to 3657
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 444, which was 75.35 higher than the previous day. The implied volatity was 13.86, the open interest changed by 1145 which increased total open position to 4347
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 368.65, which was 64.25 higher than the previous day. The implied volatity was 13.08, the open interest changed by -408 which decreased total open position to 3177
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 304.4, which was -160.30 lower than the previous day. The implied volatity was 13.36, the open interest changed by 1334 which increased total open position to 3600
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 464.7, which was 54.05 higher than the previous day. The implied volatity was 12.67, the open interest changed by 255 which increased total open position to 2264
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 410.65, which was -70.05 lower than the previous day. The implied volatity was 12.14, the open interest changed by 323 which increased total open position to 2005
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 480.7, which was 203.45 higher than the previous day. The implied volatity was 13.13, the open interest changed by 1224 which increased total open position to 1692
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 277.25, which was 162.60 higher than the previous day. The implied volatity was 11.92, the open interest changed by 1294 which increased total open position to 1762
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 114.65, which was -51.65 lower than the previous day. The implied volatity was 12.09, the open interest changed by -63 which decreased total open position to 1324
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 166.3, which was 6.40 higher than the previous day. The implied volatity was 12.40, the open interest changed by -100 which decreased total open position to 1388
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 159.9, which was -47.75 lower than the previous day. The implied volatity was 12.00, the open interest changed by 327 which increased total open position to 1488
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 207.65, which was -60.15 lower than the previous day. The implied volatity was 11.82, the open interest changed by 1161 which increased total open position to 1161
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 267.8, which was -75.65 lower than the previous day. The implied volatity was 13.08, the open interest changed by 358 which increased total open position to 855
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 343.45, which was -161.85 lower than the previous day. The implied volatity was 12.09, the open interest changed by -52 which decreased total open position to 492
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 505.3, which was -19.65 lower than the previous day. The implied volatity was 12.31, the open interest changed by 57 which increased total open position to 507
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 524.95, which was -73.75 lower than the previous day. The implied volatity was 12.39, the open interest changed by 406 which increased total open position to 450
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 598.7, which was -195.00 lower than the previous day. The implied volatity was 12.86, the open interest changed by 106 which increased total open position to 371
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 793.7, which was 168.20 higher than the previous day. The implied volatity was 12.66, the open interest changed by 153 which increased total open position to 264
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 625.5, which was 64.70 higher than the previous day. The implied volatity was 13.09, the open interest changed by 30 which increased total open position to 111
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 560.8, which was -157.80 lower than the previous day. The implied volatity was 14.37, the open interest changed by 81 which increased total open position to 82
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 718.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 107 which increased total open position to 0
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 718.6, which was -89.65 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 808.25, which was -25.65 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 833.9, which was 73.90 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 760, which was 32.80 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 727.2, which was -204.15 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 931.35, 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 931.35, which was -24.65 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 956, which was -189.00 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 1145, 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 1145, which was 10.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 1135, which was -1387.50 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 2522.5, 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 2522.5, 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 2522.5, 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 2522.5, 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 2522.5, 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 2522.5, 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 2522.5, 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 2522.5, 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 2522.5, which was 2522.50 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 24250 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 | 500.9 | 24.40 | - | 6,460 | -1,227 | 5,669 |
| 24 Dec | 23727.65 | 476.5 | -10.80 | - | 5,914 | -699 | 6,957 |
| 23 Dec | 23753.45 | 487.3 | -148.00 | 13.68 | 8,174 | -1,049 | 7,667 |
| 20 Dec | 23587.50 | 635.3 | 299.10 | 19.95 | 42,794 | -19,793 | 8,784 |
| 19 Dec | 23951.70 | 336.2 | 136.30 | 14.41 | 26,947 | -67,237 | 11,109 |
| 18 Dec | 24198.85 | 199.9 | 32.85 | 14.64 | 1,18,560 | -43,481 | 14,223 |
| 17 Dec | 24336.00 | 167.05 | 83.15 | 14.88 | 34,820 | -723 | 5,889 |
| 16 Dec | 24668.25 | 83.9 | 26.70 | 15.54 | 24,762 | -39,226 | 6,606 |
| 13 Dec | 24768.30 | 57.2 | -50.05 | 13.89 | 66,681 | -12,415 | 7,718 |
| 12 Dec | 24548.70 | 107.25 | 12.95 | 13.34 | 9,951 | -3,080 | 5,484 |
| 11 Dec | 24641.80 | 94.3 | -35.50 | 13.63 | 7,716 | 899 | 4,575 |
| 10 Dec | 24610.05 | 129.8 | -12.10 | 15.31 | 7,352 | 539 | 3,681 |
| 9 Dec | 24619.00 | 141.9 | 6.10 | 15.73 | 6,276 | 14 | 3,609 |
| 6 Dec | 24677.80 | 135.8 | -11.05 | 15.08 | 6,842 | 2,952 | 3,611 |
| 5 Dec | 24708.40 | 146.85 | -62.15 | 15.83 | 13,910 | 3,349 | 3,786 |
| 4 Dec | 24467.45 | 209 | -8.45 | 15.12 | 7,679 | 4,318 | 4,606 |
| 3 Dec | 24457.15 | 217.45 | -47.65 | 15.04 | 7,556 | 4,811 | 4,984 |
| 2 Dec | 24276.05 | 265.1 | -45.10 | 14.16 | 8,782 | 5,483 | 5,545 |
| 29 Nov | 24131.10 | 310.2 | -109.85 | 12.84 | 7,069 | 4,134 | 4,195 |
| 28 Nov | 23914.15 | 420.05 | 160.65 | 13.76 | 10,613 | 3,416 | 3,528 |
| 27 Nov | 24274.90 | 259.4 | -54.45 | 13.18 | 5,011 | 2,139 | 2,213 |
| 26 Nov | 24194.50 | 313.85 | 23.80 | 13.80 | 4,884 | 1,500 | 1,550 |
| 25 Nov | 24221.90 | 290.05 | -212.55 | 13.69 | 5,112 | 1,083 | 1,083 |
| 22 Nov | 23907.25 | 502.6 | -345.40 | 14.51 | 314 | 403 | 403 |
| 21 Nov | 23349.90 | 848 | 90.75 | 14.74 | 224 | 555 | 555 |
| 19 Nov | 23518.50 | 757.25 | 5.30 | 14.62 | 278 | 403 | 403 |
| 18 Nov | 23453.80 | 751.95 | 76.25 | 14.21 | 398 | 330 | 330 |
| 14 Nov | 23532.70 | 675.7 | 28.15 | 13.57 | 12 | 259 | 259 |
| 13 Nov | 23559.05 | 647.55 | 133.75 | 13.54 | 462 | 260 | 260 |
| 12 Nov | 23883.45 | 513.8 | 139.75 | 13.65 | 309 | 305 | 305 |
| 11 Nov | 24141.30 | 374.05 | -36.50 | 13.49 | 483 | 290 | 290 |
| 8 Nov | 24148.20 | 410.55 | 9.05 | 14.22 | 128 | 260 | 268 |
| 7 Nov | 24199.35 | 401.5 | 102.20 | 14.92 | 180 | 270 | 278 |
| 6 Nov | 24484.05 | 299.3 | -142.25 | 15.03 | 123 | 252 | 263 |
| 5 Nov | 24213.30 | 441.55 | -104.10 | 15.97 | 112 | 224 | 234 |
| 4 Nov | 23995.35 | 545.65 | 105.25 | 16.26 | 328 | 238 | 247 |
| 1 Nov | 24304.35 | 440.4 | 9.40 | 16.78 | 16 | 129 | 138 |
| 31 Oct | 24205.35 | 431 | 70.00 | - | 87 | 123 | 131 |
| 30 Oct | 24340.85 | 361 | 14.45 | - | 12 | 133 | 133 |
| 29 Oct | 24466.85 | 346.55 | -37.20 | - | 267 | 138 | 138 |
| 28 Oct | 24339.15 | 383.75 | -126.25 | - | 131 | 74 | 96 |
| 25 Oct | 24180.80 | 510 | 149.70 | - | 21 | 4 | 22 |
| 24 Oct | 24399.40 | 360.3 | 10.30 | - | 30 | 14 | 18 |
| 23 Oct | 24435.50 | 350 | 230.90 | - | 4 | 3 | 3 |
| 22 Oct | 24472.10 | 119.1 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 24781.10 | 119.1 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 24854.05 | 119.1 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 24749.85 | 119.1 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 24971.30 | 119.1 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 25057.35 | 119.1 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 25127.95 | 119.1 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 24964.25 | 119.1 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 24998.45 | 119.1 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 24981.95 | 119.1 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 25013.15 | 119.1 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 24795.75 | 119.1 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 25014.60 | 119.1 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 25250.10 | 119.1 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 25796.90 | 119.1 | 119.10 | - | 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 24250 expiring on 26DEC2024
Delta for 24250 PE is -
Historical price for 24250 PE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 500.9, which was 24.40 higher than the previous day. The implied volatity was -, the open interest changed by -1227 which decreased total open position to 5669
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 476.5, which was -10.80 lower than the previous day. The implied volatity was -, the open interest changed by -699 which decreased total open position to 6957
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 487.3, which was -148.00 lower than the previous day. The implied volatity was 13.68, the open interest changed by -1049 which decreased total open position to 7667
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 635.3, which was 299.10 higher than the previous day. The implied volatity was 19.95, the open interest changed by -19793 which decreased total open position to 8784
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 336.2, which was 136.30 higher than the previous day. The implied volatity was 14.41, the open interest changed by -67237 which decreased total open position to 11109
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 199.9, which was 32.85 higher than the previous day. The implied volatity was 14.64, the open interest changed by -43481 which decreased total open position to 14223
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 167.05, which was 83.15 higher than the previous day. The implied volatity was 14.88, the open interest changed by -723 which decreased total open position to 5889
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 83.9, which was 26.70 higher than the previous day. The implied volatity was 15.54, the open interest changed by -39226 which decreased total open position to 6606
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 57.2, which was -50.05 lower than the previous day. The implied volatity was 13.89, the open interest changed by -12415 which decreased total open position to 7718
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 107.25, which was 12.95 higher than the previous day. The implied volatity was 13.34, the open interest changed by -3080 which decreased total open position to 5484
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 94.3, which was -35.50 lower than the previous day. The implied volatity was 13.63, the open interest changed by 899 which increased total open position to 4575
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 129.8, which was -12.10 lower than the previous day. The implied volatity was 15.31, the open interest changed by 539 which increased total open position to 3681
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 141.9, which was 6.10 higher than the previous day. The implied volatity was 15.73, the open interest changed by 14 which increased total open position to 3609
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 135.8, which was -11.05 lower than the previous day. The implied volatity was 15.08, the open interest changed by 2952 which increased total open position to 3611
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 146.85, which was -62.15 lower than the previous day. The implied volatity was 15.83, the open interest changed by 3349 which increased total open position to 3786
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 209, which was -8.45 lower than the previous day. The implied volatity was 15.12, the open interest changed by 4318 which increased total open position to 4606
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 217.45, which was -47.65 lower than the previous day. The implied volatity was 15.04, the open interest changed by 4811 which increased total open position to 4984
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 265.1, which was -45.10 lower than the previous day. The implied volatity was 14.16, the open interest changed by 5483 which increased total open position to 5545
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 310.2, which was -109.85 lower than the previous day. The implied volatity was 12.84, the open interest changed by 4134 which increased total open position to 4195
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 420.05, which was 160.65 higher than the previous day. The implied volatity was 13.76, the open interest changed by 3416 which increased total open position to 3528
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 259.4, which was -54.45 lower than the previous day. The implied volatity was 13.18, the open interest changed by 2139 which increased total open position to 2213
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 313.85, which was 23.80 higher than the previous day. The implied volatity was 13.80, the open interest changed by 1500 which increased total open position to 1550
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 290.05, which was -212.55 lower than the previous day. The implied volatity was 13.69, the open interest changed by 1083 which increased total open position to 1083
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 502.6, which was -345.40 lower than the previous day. The implied volatity was 14.51, the open interest changed by 403 which increased total open position to 403
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 848, which was 90.75 higher than the previous day. The implied volatity was 14.74, the open interest changed by 555 which increased total open position to 555
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 757.25, which was 5.30 higher than the previous day. The implied volatity was 14.62, the open interest changed by 403 which increased total open position to 403
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 751.95, which was 76.25 higher than the previous day. The implied volatity was 14.21, the open interest changed by 330 which increased total open position to 330
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 675.7, which was 28.15 higher than the previous day. The implied volatity was 13.57, the open interest changed by 259 which increased total open position to 259
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 647.55, which was 133.75 higher than the previous day. The implied volatity was 13.54, the open interest changed by 260 which increased total open position to 260
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 513.8, which was 139.75 higher than the previous day. The implied volatity was 13.65, the open interest changed by 305 which increased total open position to 305
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 374.05, which was -36.50 lower than the previous day. The implied volatity was 13.49, the open interest changed by 290 which increased total open position to 290
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 410.55, which was 9.05 higher than the previous day. The implied volatity was 14.22, the open interest changed by 260 which increased total open position to 268
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 401.5, which was 102.20 higher than the previous day. The implied volatity was 14.92, the open interest changed by 270 which increased total open position to 278
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 299.3, which was -142.25 lower than the previous day. The implied volatity was 15.03, the open interest changed by 252 which increased total open position to 263
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 441.55, which was -104.10 lower than the previous day. The implied volatity was 15.97, the open interest changed by 224 which increased total open position to 234
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 545.65, which was 105.25 higher than the previous day. The implied volatity was 16.26, the open interest changed by 238 which increased total open position to 247
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 440.4, which was 9.40 higher than the previous day. The implied volatity was 16.78, the open interest changed by 129 which increased total open position to 138
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 431, which was 70.00 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 361, which was 14.45 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 346.55, which was -37.20 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 383.75, which was -126.25 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 510, which was 149.70 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 360.3, which was 10.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct NIFTY was trading at 24435.50. The strike last trading price was 350, which was 230.90 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 119.1, 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 21 Oct NIFTY was trading at 24781.10. The strike last trading price was 119.1, 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 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 119.1, 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 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 119.1, 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 119.1, 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 119.1, 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 119.1, 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 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 119.1, 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 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 119.1, 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 9 Oct NIFTY was trading at 24981.95. The strike last trading price was 119.1, 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 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 119.1, 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 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 119.1, 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 4 Oct NIFTY was trading at 25014.60. The strike last trading price was 119.1, 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 3 Oct NIFTY was trading at 25250.10. The strike last trading price was 119.1, 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 1 Oct NIFTY was trading at 25796.90. The strike last trading price was 119.1, which was 119.10 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
