NIFTY
Nifty
Historical option data for NIFTY
26 Dec 2024 04:01 PM IST
| NIFTY 26DEC2024 24300 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 | -1.30 | - | 56,26,800 | 1,83,624 | 3,48,678 | |||
| 24 Dec | 23727.65 | 1.35 | -5.65 | 14.42 | 20,42,973 | -4,818 | 1,68,167 | |||
| 23 Dec | 23753.45 | 7 | -17.55 | 14.93 | 19,61,601 | 24,249 | 1,73,627 | |||
| 20 Dec | 23587.50 | 24.55 | -70.55 | 16.23 | 17,84,700 | -4,847 | 1,51,623 | |||
| 19 Dec | 23951.70 | 95.1 | -95.25 | 15.72 | 6,09,176 | 60,542 | 1,58,432 | |||
| 18 Dec | 24198.85 | 190.35 | -94.65 | 14.35 | 3,90,463 | 56,851 | 1,01,135 | |||
| 17 Dec | 24336.00 | 285 | -227.10 | 16.00 | 95,488 | 9,879 | 43,950 | |||
| 16 Dec | 24668.25 | 512.1 | -113.90 | 15.66 | 9,470 | -925 | 34,681 | |||
| 13 Dec | 24768.30 | 626 | 156.15 | 13.17 | 1,75,085 | 29,410 | 36,021 | |||
| 12 Dec | 24548.70 | 469.85 | -73.10 | 14.30 | 8,904 | 205 | 29,580 | |||
| 11 Dec | 24641.80 | 542.95 | 19.15 | 14.03 | 6,866 | 25,422 | 29,418 | |||
| 10 Dec | 24610.05 | 523.8 | -24.60 | 12.55 | 9,280 | 26,108 | 29,956 | |||
| 9 Dec | 24619.00 | 548.4 | -70.05 | 13.10 | 6,358 | 15,827 | 29,480 | |||
| 6 Dec | 24677.80 | 618.45 | -24.65 | 13.31 | 13,936 | 26,664 | 30,056 | |||
| 5 Dec | 24708.40 | 643.1 | 153.20 | 12.73 | 70,991 | -46,503 | 32,386 | |||
| 4 Dec | 24467.45 | 489.9 | 16.90 | 13.13 | 37,376 | 36,725 | 39,433 | |||
| 3 Dec | 24457.15 | 473 | 60.00 | 12.38 | 80,342 | -2,03,182 | 41,116 | |||
| 2 Dec | 24276.05 | 413 | 70.00 | 13.79 | 84,908 | -1,65,425 | 38,856 | |||
| 29 Nov | 24131.10 | 343 | 73.00 | 13.06 | 70,074 | 1,605 | 35,073 | |||
| 28 Nov | 23914.15 | 270 | -157.00 | 12.87 | 1,12,578 | -40,597 | 33,750 | |||
| 27 Nov | 24274.90 | 427 | 38.25 | 12.34 | 50,570 | 3,581 | 23,539 | |||
| 26 Nov | 24194.50 | 388.75 | -54.20 | 12.33 | 35,371 | 19,801 | 19,972 | |||
| 25 Nov | 24221.90 | 442.95 | 185.05 | 12.78 | 59,322 | 10,447 | 16,355 | |||
| 22 Nov | 23907.25 | 257.9 | 154.65 | 11.97 | 33,368 | 6,063 | 11,971 | |||
| 21 Nov | 23349.90 | 103.25 | -47.05 | 12.04 | 28,608 | 11,413 | 11,413 | |||
| 19 Nov | 23518.50 | 150.3 | 0.50 | 12.29 | 17,598 | 9,125 | 9,125 | |||
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| 18 Nov | 23453.80 | 149.8 | -44.20 | 12.12 | 16,138 | 1,618 | 8,705 | |||
| 14 Nov | 23532.70 | 194 | -46.30 | 11.88 | 9,776 | 1,649 | 7,194 | |||
| 13 Nov | 23559.05 | 240.3 | -81.15 | 12.74 | 13,744 | 1,149 | 5,500 | |||
| 12 Nov | 23883.45 | 321.45 | -149.70 | 12.07 | 7,902 | 4,186 | 4,372 | |||
| 11 Nov | 24141.30 | 471.15 | -24.50 | 12.12 | 5,194 | 135 | 3,870 | |||
| 8 Nov | 24148.20 | 495.65 | -69.35 | 12.32 | 2,462 | 3,669 | 3,736 | |||
| 7 Nov | 24199.35 | 565 | -198.25 | 12.70 | 4,161 | 1,547 | 3,046 | |||
| 6 Nov | 24484.05 | 763.25 | 178.25 | 12.75 | 2,810 | 1,466 | 1,505 | |||
| 5 Nov | 24213.30 | 585 | 56.65 | 12.75 | 991 | 1,583 | 1,623 | |||
| 4 Nov | 23995.35 | 528.35 | -158.75 | 14.16 | 1,318 | 1,539 | 1,574 | |||
| 1 Nov | 24304.35 | 687.1 | -20.90 | 13.00 | 148 | 1,131 | 1,155 | |||
| 31 Oct | 24205.35 | 708 | -59.90 | - | 915 | 1,115 | 1,138 | |||
| 30 Oct | 24340.85 | 767.9 | -68.45 | - | 738 | 647 | 668 | |||
| 29 Oct | 24466.85 | 836.35 | 94.55 | - | 837 | 237 | 628 | |||
| 28 Oct | 24339.15 | 741.8 | 61.20 | - | 472 | 131 | 389 | |||
| 25 Oct | 24180.80 | 680.6 | -153.25 | - | 539 | 156 | 258 | |||
| 24 Oct | 24399.40 | 833.85 | -26.15 | - | 121 | 45 | 103 | |||
| 23 Oct | 24435.50 | 860 | -26.05 | - | 24 | 13 | 63 | |||
| 22 Oct | 24472.10 | 886.05 | -163.95 | - | 73 | 7 | 29 | |||
| 21 Oct | 24781.10 | 1050 | -70.05 | - | 2 | 0 | 23 | |||
| 18 Oct | 24854.05 | 1120.05 | -1359.75 | - | 25 | 23 | 23 | |||
| 17 Oct | 24749.85 | 2479.8 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 24971.30 | 2479.8 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 25057.35 | 2479.8 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 25127.95 | 2479.8 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 24964.25 | 2479.8 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 24998.45 | 2479.8 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 24981.95 | 2479.8 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 25013.15 | 2479.8 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 24795.75 | 2479.8 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 25014.60 | 2479.8 | 2479.80 | - | 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 24300 expiring on 26DEC2024
Delta for 24300 CE is -
Historical price for 24300 CE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 0.05, which was -1.30 lower than the previous day. The implied volatity was -, the open interest changed by 183624 which increased total open position to 348678
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 1.35, which was -5.65 lower than the previous day. The implied volatity was 14.42, the open interest changed by -4818 which decreased total open position to 168167
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 7, which was -17.55 lower than the previous day. The implied volatity was 14.93, the open interest changed by 24249 which increased total open position to 173627
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 24.55, which was -70.55 lower than the previous day. The implied volatity was 16.23, the open interest changed by -4847 which decreased total open position to 151623
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 95.1, which was -95.25 lower than the previous day. The implied volatity was 15.72, the open interest changed by 60542 which increased total open position to 158432
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 190.35, which was -94.65 lower than the previous day. The implied volatity was 14.35, the open interest changed by 56851 which increased total open position to 101135
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 285, which was -227.10 lower than the previous day. The implied volatity was 16.00, the open interest changed by 9879 which increased total open position to 43950
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 512.1, which was -113.90 lower than the previous day. The implied volatity was 15.66, the open interest changed by -925 which decreased total open position to 34681
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 626, which was 156.15 higher than the previous day. The implied volatity was 13.17, the open interest changed by 29410 which increased total open position to 36021
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 469.85, which was -73.10 lower than the previous day. The implied volatity was 14.30, the open interest changed by 205 which increased total open position to 29580
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 542.95, which was 19.15 higher than the previous day. The implied volatity was 14.03, the open interest changed by 25422 which increased total open position to 29418
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 523.8, which was -24.60 lower than the previous day. The implied volatity was 12.55, the open interest changed by 26108 which increased total open position to 29956
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 548.4, which was -70.05 lower than the previous day. The implied volatity was 13.10, the open interest changed by 15827 which increased total open position to 29480
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 618.45, which was -24.65 lower than the previous day. The implied volatity was 13.31, the open interest changed by 26664 which increased total open position to 30056
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 643.1, which was 153.20 higher than the previous day. The implied volatity was 12.73, the open interest changed by -46503 which decreased total open position to 32386
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 489.9, which was 16.90 higher than the previous day. The implied volatity was 13.13, the open interest changed by 36725 which increased total open position to 39433
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 473, which was 60.00 higher than the previous day. The implied volatity was 12.38, the open interest changed by -203182 which decreased total open position to 41116
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 413, which was 70.00 higher than the previous day. The implied volatity was 13.79, the open interest changed by -165425 which decreased total open position to 38856
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 343, which was 73.00 higher than the previous day. The implied volatity was 13.06, the open interest changed by 1605 which increased total open position to 35073
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 270, which was -157.00 lower than the previous day. The implied volatity was 12.87, the open interest changed by -40597 which decreased total open position to 33750
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 427, which was 38.25 higher than the previous day. The implied volatity was 12.34, the open interest changed by 3581 which increased total open position to 23539
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 388.75, which was -54.20 lower than the previous day. The implied volatity was 12.33, the open interest changed by 19801 which increased total open position to 19972
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 442.95, which was 185.05 higher than the previous day. The implied volatity was 12.78, the open interest changed by 10447 which increased total open position to 16355
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 257.9, which was 154.65 higher than the previous day. The implied volatity was 11.97, the open interest changed by 6063 which increased total open position to 11971
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 103.25, which was -47.05 lower than the previous day. The implied volatity was 12.04, the open interest changed by 11413 which increased total open position to 11413
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 150.3, which was 0.50 higher than the previous day. The implied volatity was 12.29, the open interest changed by 9125 which increased total open position to 9125
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 149.8, which was -44.20 lower than the previous day. The implied volatity was 12.12, the open interest changed by 1618 which increased total open position to 8705
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 194, which was -46.30 lower than the previous day. The implied volatity was 11.88, the open interest changed by 1649 which increased total open position to 7194
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 240.3, which was -81.15 lower than the previous day. The implied volatity was 12.74, the open interest changed by 1149 which increased total open position to 5500
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 321.45, which was -149.70 lower than the previous day. The implied volatity was 12.07, the open interest changed by 4186 which increased total open position to 4372
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 471.15, which was -24.50 lower than the previous day. The implied volatity was 12.12, the open interest changed by 135 which increased total open position to 3870
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 495.65, which was -69.35 lower than the previous day. The implied volatity was 12.32, the open interest changed by 3669 which increased total open position to 3736
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 565, which was -198.25 lower than the previous day. The implied volatity was 12.70, the open interest changed by 1547 which increased total open position to 3046
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 763.25, which was 178.25 higher than the previous day. The implied volatity was 12.75, the open interest changed by 1466 which increased total open position to 1505
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 585, which was 56.65 higher than the previous day. The implied volatity was 12.75, the open interest changed by 1583 which increased total open position to 1623
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 528.35, which was -158.75 lower than the previous day. The implied volatity was 14.16, the open interest changed by 1539 which increased total open position to 1574
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 687.1, which was -20.90 lower than the previous day. The implied volatity was 13.00, the open interest changed by 1131 which increased total open position to 1155
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 708, which was -59.90 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 767.9, which was -68.45 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 836.35, which was 94.55 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 741.8, which was 61.20 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 680.6, which was -153.25 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 833.85, which was -26.15 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 860, which was -26.05 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 886.05, which was -163.95 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 1050, which was -70.05 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 1120.05, which was -1359.75 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 2479.8, 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 2479.8, 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 2479.8, 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 2479.8, 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 2479.8, 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 2479.8, 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 2479.8, 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 2479.8, 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 2479.8, 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 2479.8, which was 2479.80 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 24300 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 | 550.95 | 25.20 | - | 26,496 | -5,631 | 24,824 |
| 24 Dec | 23727.65 | 525.75 | -9.15 | - | 20,920 | -6,928 | 30,473 |
| 23 Dec | 23753.45 | 534.9 | -143.25 | 13.60 | 26,657 | -6,497 | 37,444 |
| 20 Dec | 23587.50 | 678.15 | 302.85 | 20.07 | 1,02,380 | -15,913 | 44,033 |
| 19 Dec | 23951.70 | 375.3 | 150.00 | 14.72 | 1,35,022 | -49,010 | 60,499 |
| 18 Dec | 24198.85 | 225.3 | 40.25 | 14.65 | 4,29,256 | 17,085 | 85,082 |
| 17 Dec | 24336.00 | 185.05 | 90.70 | 14.62 | 2,09,834 | -1,13,980 | 67,538 |
| 16 Dec | 24668.25 | 94.35 | 29.25 | 15.40 | 1,00,410 | -1,721 | 60,680 |
| 13 Dec | 24768.30 | 65.1 | -54.90 | 13.79 | 3,66,757 | 15,295 | 63,525 |
| 12 Dec | 24548.70 | 120 | 14.50 | 13.23 | 60,572 | -545 | 48,513 |
| 11 Dec | 24641.80 | 105.5 | -39.15 | 13.54 | 53,503 | 7,609 | 50,220 |
| 10 Dec | 24610.05 | 144.65 | -10.00 | 15.34 | 52,626 | 28,131 | 43,269 |
| 9 Dec | 24619.00 | 154.65 | 9.55 | 15.63 | 48,316 | 31,587 | 43,946 |
| 6 Dec | 24677.80 | 145.1 | -11.40 | 14.85 | 46,514 | -1,79,986 | 44,472 |
| 5 Dec | 24708.40 | 156.5 | -68.20 | 15.62 | 1,28,076 | 41,495 | 45,265 |
| 4 Dec | 24467.45 | 224.7 | -7.65 | 15.02 | 73,016 | -2,34,772 | 45,772 |
| 3 Dec | 24457.15 | 232.35 | -49.65 | 14.87 | 95,627 | 45,009 | 45,907 |
| 2 Dec | 24276.05 | 282 | -43.25 | 13.97 | 89,607 | 40,194 | 40,461 |
| 29 Nov | 24131.10 | 325.25 | -120.80 | 12.47 | 51,150 | 33,235 | 33,538 |
| 28 Nov | 23914.15 | 446.05 | 168.05 | 13.68 | 1,05,781 | 27,707 | 28,092 |
| 27 Nov | 24274.90 | 278 | -59.45 | 13.10 | 48,380 | 4,352 | 26,203 |
| 26 Nov | 24194.50 | 337.45 | 33.40 | 13.83 | 46,461 | 5,779 | 21,898 |
| 25 Nov | 24221.90 | 304.05 | -217.50 | 13.42 | 67,737 | 13,504 | 15,934 |
| 22 Nov | 23907.25 | 521.55 | -364.45 | 14.17 | 2,063 | 735 | 3,165 |
| 21 Nov | 23349.90 | 886 | 87.75 | 14.79 | 702 | 2,421 | 2,433 |
| 19 Nov | 23518.50 | 798.25 | 22.45 | 14.85 | 1,357 | -150 | 2,272 |
| 18 Nov | 23453.80 | 775.8 | 56.60 | 13.79 | 2,157 | 2,410 | 2,422 |
| 14 Nov | 23532.70 | 719.2 | 24.55 | 13.93 | 2,484 | 3,090 | 3,176 |
| 13 Nov | 23559.05 | 694.65 | 154.00 | 14.09 | 5,303 | 3,732 | 3,820 |
| 12 Nov | 23883.45 | 540.65 | 151.65 | 13.67 | 6,657 | 4,781 | 4,782 |
| 11 Nov | 24141.30 | 389 | -47.60 | 13.24 | 6,931 | 1,874 | 4,741 |
| 8 Nov | 24148.20 | 436.6 | 9.90 | 14.31 | 3,525 | 7 | 2,936 |
| 7 Nov | 24199.35 | 426.7 | 109.70 | 15.02 | 2,841 | 2,679 | 2,895 |
| 6 Nov | 24484.05 | 317 | -143.70 | 15.04 | 4,447 | 409 | 2,882 |
| 5 Nov | 24213.30 | 460.7 | -113.20 | 15.90 | 704 | -23 | 2,475 |
| 4 Nov | 23995.35 | 573.9 | 118.90 | 16.37 | 1,042 | 3 | 2,497 |
| 1 Nov | 24304.35 | 455 | 7.00 | 16.62 | 285 | 71 | 2,492 |
| 31 Oct | 24205.35 | 448 | 36.00 | - | 1,068 | 0 | 2,421 |
| 30 Oct | 24340.85 | 412 | 43.20 | - | 737 | 38 | 2,431 |
| 29 Oct | 24466.85 | 368.8 | -32.00 | - | 1,690 | 432 | 2,392 |
| 28 Oct | 24339.15 | 400.8 | -72.30 | - | 839 | 30 | 1,959 |
| 25 Oct | 24180.80 | 473.1 | 96.00 | - | 1,375 | 416 | 1,929 |
| 24 Oct | 24399.40 | 377.1 | -20.30 | - | 420 | 167 | 1,514 |
| 23 Oct | 24435.50 | 397.4 | 17.75 | - | 567 | 61 | 1,344 |
| 22 Oct | 24472.10 | 379.65 | 70.70 | - | 410 | 132 | 1,282 |
| 21 Oct | 24781.10 | 308.95 | 57.90 | - | 60 | 25 | 1,149 |
| 18 Oct | 24854.05 | 251.05 | -34.25 | - | 108 | 24 | 1,126 |
| 17 Oct | 24749.85 | 285.3 | 45.30 | - | 140 | 1 | 1,104 |
| 16 Oct | 24971.30 | 240 | 14.10 | - | 9 | -3 | 1,103 |
| 15 Oct | 25057.35 | 225.9 | 20.55 | - | 222 | 13 | 1,111 |
| 14 Oct | 25127.95 | 205.35 | -74.60 | - | 57 | -6 | 1,098 |
| 11 Oct | 24964.25 | 279.95 | 22.95 | - | 1,124 | 607 | 1,104 |
| 10 Oct | 24998.45 | 257 | -33.00 | - | 79 | 6 | 497 |
| 9 Oct | 24981.95 | 290 | 0.00 | - | 0 | 20 | 0 |
| 8 Oct | 25013.15 | 290 | -56.30 | - | 74 | 20 | 491 |
| 7 Oct | 24795.75 | 346.3 | 52.25 | - | 96 | 1 | 471 |
| 4 Oct | 25014.60 | 294.05 | 75.70 | - | 267 | 162 | 474 |
| 3 Oct | 25250.10 | 218.35 | 78.35 | - | 343 | 155 | 317 |
| 1 Oct | 25796.90 | 140 | 140.00 | - | 179 | 160 | 160 |
| 30 Sept | 25810.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 26173.35 | 0.00 | - | 0 | 0 | 0 | |
For Nifty - strike price 24300 expiring on 26DEC2024
Delta for 24300 PE is -
Historical price for 24300 PE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 550.95, which was 25.20 higher than the previous day. The implied volatity was -, the open interest changed by -5631 which decreased total open position to 24824
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 525.75, which was -9.15 lower than the previous day. The implied volatity was -, the open interest changed by -6928 which decreased total open position to 30473
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 534.9, which was -143.25 lower than the previous day. The implied volatity was 13.60, the open interest changed by -6497 which decreased total open position to 37444
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 678.15, which was 302.85 higher than the previous day. The implied volatity was 20.07, the open interest changed by -15913 which decreased total open position to 44033
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 375.3, which was 150.00 higher than the previous day. The implied volatity was 14.72, the open interest changed by -49010 which decreased total open position to 60499
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 225.3, which was 40.25 higher than the previous day. The implied volatity was 14.65, the open interest changed by 17085 which increased total open position to 85082
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 185.05, which was 90.70 higher than the previous day. The implied volatity was 14.62, the open interest changed by -113980 which decreased total open position to 67538
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 94.35, which was 29.25 higher than the previous day. The implied volatity was 15.40, the open interest changed by -1721 which decreased total open position to 60680
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 65.1, which was -54.90 lower than the previous day. The implied volatity was 13.79, the open interest changed by 15295 which increased total open position to 63525
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 120, which was 14.50 higher than the previous day. The implied volatity was 13.23, the open interest changed by -545 which decreased total open position to 48513
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 105.5, which was -39.15 lower than the previous day. The implied volatity was 13.54, the open interest changed by 7609 which increased total open position to 50220
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 144.65, which was -10.00 lower than the previous day. The implied volatity was 15.34, the open interest changed by 28131 which increased total open position to 43269
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 154.65, which was 9.55 higher than the previous day. The implied volatity was 15.63, the open interest changed by 31587 which increased total open position to 43946
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 145.1, which was -11.40 lower than the previous day. The implied volatity was 14.85, the open interest changed by -179986 which decreased total open position to 44472
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 156.5, which was -68.20 lower than the previous day. The implied volatity was 15.62, the open interest changed by 41495 which increased total open position to 45265
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 224.7, which was -7.65 lower than the previous day. The implied volatity was 15.02, the open interest changed by -234772 which decreased total open position to 45772
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 232.35, which was -49.65 lower than the previous day. The implied volatity was 14.87, the open interest changed by 45009 which increased total open position to 45907
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 282, which was -43.25 lower than the previous day. The implied volatity was 13.97, the open interest changed by 40194 which increased total open position to 40461
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 325.25, which was -120.80 lower than the previous day. The implied volatity was 12.47, the open interest changed by 33235 which increased total open position to 33538
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 446.05, which was 168.05 higher than the previous day. The implied volatity was 13.68, the open interest changed by 27707 which increased total open position to 28092
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 278, which was -59.45 lower than the previous day. The implied volatity was 13.10, the open interest changed by 4352 which increased total open position to 26203
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 337.45, which was 33.40 higher than the previous day. The implied volatity was 13.83, the open interest changed by 5779 which increased total open position to 21898
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 304.05, which was -217.50 lower than the previous day. The implied volatity was 13.42, the open interest changed by 13504 which increased total open position to 15934
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 521.55, which was -364.45 lower than the previous day. The implied volatity was 14.17, the open interest changed by 735 which increased total open position to 3165
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 886, which was 87.75 higher than the previous day. The implied volatity was 14.79, the open interest changed by 2421 which increased total open position to 2433
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 798.25, which was 22.45 higher than the previous day. The implied volatity was 14.85, the open interest changed by -150 which decreased total open position to 2272
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 775.8, which was 56.60 higher than the previous day. The implied volatity was 13.79, the open interest changed by 2410 which increased total open position to 2422
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 719.2, which was 24.55 higher than the previous day. The implied volatity was 13.93, the open interest changed by 3090 which increased total open position to 3176
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 694.65, which was 154.00 higher than the previous day. The implied volatity was 14.09, the open interest changed by 3732 which increased total open position to 3820
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 540.65, which was 151.65 higher than the previous day. The implied volatity was 13.67, the open interest changed by 4781 which increased total open position to 4782
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 389, which was -47.60 lower than the previous day. The implied volatity was 13.24, the open interest changed by 1874 which increased total open position to 4741
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 436.6, which was 9.90 higher than the previous day. The implied volatity was 14.31, the open interest changed by 7 which increased total open position to 2936
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 426.7, which was 109.70 higher than the previous day. The implied volatity was 15.02, the open interest changed by 2679 which increased total open position to 2895
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 317, which was -143.70 lower than the previous day. The implied volatity was 15.04, the open interest changed by 409 which increased total open position to 2882
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 460.7, which was -113.20 lower than the previous day. The implied volatity was 15.90, the open interest changed by -23 which decreased total open position to 2475
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 573.9, which was 118.90 higher than the previous day. The implied volatity was 16.37, the open interest changed by 3 which increased total open position to 2497
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 455, which was 7.00 higher than the previous day. The implied volatity was 16.62, the open interest changed by 71 which increased total open position to 2492
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 448, which was 36.00 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 412, which was 43.20 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 368.8, which was -32.00 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 400.8, which was -72.30 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 473.1, which was 96.00 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 377.1, which was -20.30 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 397.4, which was 17.75 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 379.65, which was 70.70 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 308.95, which was 57.90 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 251.05, which was -34.25 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 285.3, which was 45.30 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 240, which was 14.10 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 225.9, which was 20.55 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 205.35, 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 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 279.95, which was 22.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 257, which was -33.00 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 290, 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 290, which was -56.30 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 346.3, which was 52.25 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 294.05, which was 75.70 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 218.35, which was 78.35 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 140, which was 140.00 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
