NIFTY
Nifty
Historical option data for NIFTY
21 Mar 2025 04:11 PM IST
| NIFTY 27MAR2025 24350 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 1.00
Theta: -1.26
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Mar | 23350.40 | 1.9 | 0.4 | 14.03 | 1,62,553 | 8,493 | 11,789 | |||
| 20 Mar | 23190.65 | 1.25 | 0.1 | 14.37 | 13,088 | 2,975 | 3,228 | |||
| 19 Mar | 22907.60 | 1.2 | 0.1 | 16.00 | 916 | -2,535 | 256 | |||
| 18 Mar | 22834.30 | 1.15 | 0.05 | 15.60 | 326 | -79 | 206 | |||
| 17 Mar | 22508.75 | 1.1 | -0.65 | 17.77 | 115 | -512 | 288 | |||
| 13 Mar | 22397.20 | 1.75 | -0.95 | 16.72 | 132 | 153 | 284 | |||
| 12 Mar | 22470.50 | 2.7 | -0.4 | 16.27 | 11 | -2,829 | 281 | |||
| 11 Mar | 22497.90 | 2.85 | -0.4 | 15.38 | 205 | -44 | 288 | |||
| 10 Mar | 22460.30 | 3.15 | -0.85 | 15.70 | 290 | 10 | 336 | |||
| 7 Mar | 22552.50 | 3.95 | -0.3 | 14.06 | 700 | -1,273 | 326 | |||
| 6 Mar | 22544.70 | 4 | -0.8 | 13.76 | 485 | -950 | 479 | |||
| 5 Mar | 22337.30 | 4.95 | 0 | 15.16 | 389 | 133 | 447 | |||
| 4 Mar | 22082.65 | 4.8 | -0.65 | 16.62 | 102 | -29 | 318 | |||
| 3 Mar | 22119.30 | 5.4 | -1.9 | 16.06 | 196 | 292 | 341 | |||
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| 28 Feb | 22124.70 | 7.2 | -0.4 | 15.79 | 884 | 2 | 341 | |||
| 27 Feb | 22545.05 | 7.15 | -2 | 12.83 | 304 | 316 | 339 | |||
| 25 Feb | 22547.55 | 9 | -4.15 | 12.68 | 140 | 287 | 287 | |||
| 24 Feb | 22553.35 | 13.15 | -10.1 | 13.12 | 834 | 302 | 302 | |||
| 21 Feb | 22795.90 | 21.85 | -13.15 | 12.15 | 670 | 441 | 441 | |||
| 20 Feb | 22913.15 | 32.9 | -12.6 | 11.99 | 467 | 115 | 284 | |||
| 19 Feb | 22932.90 | 43.55 | -5.35 | 12.58 | 187 | 174 | 174 | |||
| 18 Feb | 22945.30 | 48.3 | -12.3 | 12.67 | 250 | 37 | 222 | |||
| 17 Feb | 22959.50 | 60.9 | 1.7 | 12.95 | 124 | 80 | 182 | |||
| 14 Feb | 22929.25 | 59.2 | -20.9 | 12.76 | 102 | 146 | 146 | |||
| 13 Feb | 23031.40 | 78.55 | -6.85 | 12.69 | 229 | 61 | 136 | |||
| 12 Feb | 23045.25 | 86.15 | -4.45 | 12.56 | 255 | 47 | 76 | |||
| 11 Feb | 23071.80 | 90.3 | -61.95 | 12.47 | 183 | 201 | 201 | |||
| 10 Feb | 23381.60 | 153.15 | -35 | 12.17 | 74 | -44 | 212 | |||
| 7 Feb | 23559.95 | 195.5 | -35.25 | 11.22 | 135 | 25 | 254 | |||
| 6 Feb | 23603.35 | 232.35 | -47.1 | 11.49 | 32 | 228 | 228 | |||
| 5 Feb | 23696.30 | 279.45 | 14.15 | 12.07 | 67 | 235 | 235 | |||
| 4 Feb | 23739.25 | 266 | 98.05 | 11.24 | 265 | 256 | 256 | |||
| 3 Feb | 23361.05 | 167.95 | -33.2 | 11.59 | 132 | 201 | 201 | |||
| 1 Feb | 23482.15 | 201.15 | -63.75 | 11.03 | 255 | 245 | 245 | |||
| 31 Jan | 23508.40 | 268 | 28 | 12.50 | 99 | 20 | 59 | |||
| 30 Jan | 23249.50 | 240 | 10 | 13.85 | 2 | 39 | 39 | |||
| 29 Jan | 23163.10 | 230 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Jan | 22957.25 | 230 | 0 | 16.06 | 1 | 39 | 39 | |||
| 27 Jan | 22829.15 | 230 | 0 | 0.00 | 0 | 0 | 0 | |||
| 24 Jan | 23092.20 | 230 | -14.8 | 14.35 | 5 | 0 | 39 | |||
| 23 Jan | 23205.35 | 244.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Jan | 23155.35 | 244.8 | 0.00 | 0.00 | 0 | 6 | 0 | |||
| 21 Jan | 23024.65 | 244.8 | -77.30 | 14.62 | 6 | 5 | 38 | |||
| 20 Jan | 23344.75 | 322.1 | 26.55 | 14.08 | 2 | 1 | 33 | |||
| 17 Jan | 23203.20 | 295.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Jan | 23311.80 | 295.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 15 Jan | 23213.20 | 295.55 | 0.00 | 0.00 | 0 | -28 | 0 | |||
| 14 Jan | 23176.05 | 295.55 | 23.70 | 13.61 | 79 | -28 | 32 | |||
| 13 Jan | 23085.95 | 271.85 | -90.70 | 13.85 | 64 | 60 | 64 | |||
| 10 Jan | 23431.50 | 362.55 | -332.10 | 12.62 | 4 | 0 | 0 | |||
| 9 Jan | 23526.50 | 694.65 | 0.00 | 0.66 | 0 | 0 | 0 | |||
| 8 Jan | 23688.95 | 694.65 | 0.00 | 0.37 | 0 | 0 | 0 | |||
| 7 Jan | 23707.90 | 694.65 | 0.00 | 0.33 | 0 | 0 | 0 | |||
| 6 Jan | 23616.05 | 694.65 | 0.00 | 0.44 | 0 | 0 | 0 | |||
| 3 Jan | 24004.75 | 694.65 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Jan | 24188.65 | 694.65 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Jan | 23742.90 | 694.65 | 0.00 | 0.14 | 0 | 0 | 0 | |||
| 31 Dec | 23644.80 | 694.65 | 0.00 | 0.27 | 0 | 0 | 0 | |||
| 30 Dec | 23644.90 | 694.65 | 0.27 | 0 | 0 | 0 | ||||
For Nifty - strike price 24350 expiring on 27MAR2025
Delta for 24350 CE is 0.01
Historical price for 24350 CE is as follows
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 1.9, which was 0.4 higher than the previous day. The implied volatity was 14.03, the open interest changed by 8493 which increased total open position to 11789
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 1.25, which was 0.1 higher than the previous day. The implied volatity was 14.37, the open interest changed by 2975 which increased total open position to 3228
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 1.2, which was 0.1 higher than the previous day. The implied volatity was 16.00, the open interest changed by -2535 which decreased total open position to 256
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 1.15, which was 0.05 higher than the previous day. The implied volatity was 15.60, the open interest changed by -79 which decreased total open position to 206
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 1.1, which was -0.65 lower than the previous day. The implied volatity was 17.77, the open interest changed by -512 which decreased total open position to 288
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 1.75, which was -0.95 lower than the previous day. The implied volatity was 16.72, the open interest changed by 153 which increased total open position to 284
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 2.7, which was -0.4 lower than the previous day. The implied volatity was 16.27, the open interest changed by -2829 which decreased total open position to 281
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 2.85, which was -0.4 lower than the previous day. The implied volatity was 15.38, the open interest changed by -44 which decreased total open position to 288
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 3.15, which was -0.85 lower than the previous day. The implied volatity was 15.70, the open interest changed by 10 which increased total open position to 336
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 3.95, which was -0.3 lower than the previous day. The implied volatity was 14.06, the open interest changed by -1273 which decreased total open position to 326
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 4, which was -0.8 lower than the previous day. The implied volatity was 13.76, the open interest changed by -950 which decreased total open position to 479
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 4.95, which was 0 lower than the previous day. The implied volatity was 15.16, the open interest changed by 133 which increased total open position to 447
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 4.8, which was -0.65 lower than the previous day. The implied volatity was 16.62, the open interest changed by -29 which decreased total open position to 318
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 5.4, which was -1.9 lower than the previous day. The implied volatity was 16.06, the open interest changed by 292 which increased total open position to 341
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 7.2, which was -0.4 lower than the previous day. The implied volatity was 15.79, the open interest changed by 2 which increased total open position to 341
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 7.15, which was -2 lower than the previous day. The implied volatity was 12.83, the open interest changed by 316 which increased total open position to 339
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 9, which was -4.15 lower than the previous day. The implied volatity was 12.68, the open interest changed by 287 which increased total open position to 287
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 13.15, which was -10.1 lower than the previous day. The implied volatity was 13.12, the open interest changed by 302 which increased total open position to 302
On 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 21.85, which was -13.15 lower than the previous day. The implied volatity was 12.15, the open interest changed by 441 which increased total open position to 441
On 20 Feb NIFTY was trading at 22913.15. The strike last trading price was 32.9, which was -12.6 lower than the previous day. The implied volatity was 11.99, the open interest changed by 115 which increased total open position to 284
On 19 Feb NIFTY was trading at 22932.90. The strike last trading price was 43.55, which was -5.35 lower than the previous day. The implied volatity was 12.58, the open interest changed by 174 which increased total open position to 174
On 18 Feb NIFTY was trading at 22945.30. The strike last trading price was 48.3, which was -12.3 lower than the previous day. The implied volatity was 12.67, the open interest changed by 37 which increased total open position to 222
On 17 Feb NIFTY was trading at 22959.50. The strike last trading price was 60.9, which was 1.7 higher than the previous day. The implied volatity was 12.95, the open interest changed by 80 which increased total open position to 182
On 14 Feb NIFTY was trading at 22929.25. The strike last trading price was 59.2, which was -20.9 lower than the previous day. The implied volatity was 12.76, the open interest changed by 146 which increased total open position to 146
On 13 Feb NIFTY was trading at 23031.40. The strike last trading price was 78.55, which was -6.85 lower than the previous day. The implied volatity was 12.69, the open interest changed by 61 which increased total open position to 136
On 12 Feb NIFTY was trading at 23045.25. The strike last trading price was 86.15, which was -4.45 lower than the previous day. The implied volatity was 12.56, the open interest changed by 47 which increased total open position to 76
On 11 Feb NIFTY was trading at 23071.80. The strike last trading price was 90.3, which was -61.95 lower than the previous day. The implied volatity was 12.47, the open interest changed by 201 which increased total open position to 201
On 10 Feb NIFTY was trading at 23381.60. The strike last trading price was 153.15, which was -35 lower than the previous day. The implied volatity was 12.17, the open interest changed by -44 which decreased total open position to 212
On 7 Feb NIFTY was trading at 23559.95. The strike last trading price was 195.5, which was -35.25 lower than the previous day. The implied volatity was 11.22, the open interest changed by 25 which increased total open position to 254
On 6 Feb NIFTY was trading at 23603.35. The strike last trading price was 232.35, which was -47.1 lower than the previous day. The implied volatity was 11.49, the open interest changed by 228 which increased total open position to 228
On 5 Feb NIFTY was trading at 23696.30. The strike last trading price was 279.45, which was 14.15 higher than the previous day. The implied volatity was 12.07, the open interest changed by 235 which increased total open position to 235
On 4 Feb NIFTY was trading at 23739.25. The strike last trading price was 266, which was 98.05 higher than the previous day. The implied volatity was 11.24, the open interest changed by 256 which increased total open position to 256
On 3 Feb NIFTY was trading at 23361.05. The strike last trading price was 167.95, which was -33.2 lower than the previous day. The implied volatity was 11.59, the open interest changed by 201 which increased total open position to 201
On 1 Feb NIFTY was trading at 23482.15. The strike last trading price was 201.15, which was -63.75 lower than the previous day. The implied volatity was 11.03, the open interest changed by 245 which increased total open position to 245
On 31 Jan NIFTY was trading at 23508.40. The strike last trading price was 268, which was 28 higher than the previous day. The implied volatity was 12.50, the open interest changed by 20 which increased total open position to 59
On 30 Jan NIFTY was trading at 23249.50. The strike last trading price was 240, which was 10 higher than the previous day. The implied volatity was 13.85, the open interest changed by 39 which increased total open position to 39
On 29 Jan NIFTY was trading at 23163.10. The strike last trading price was 230, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 28 Jan NIFTY was trading at 22957.25. The strike last trading price was 230, which was 0 lower than the previous day. The implied volatity was 16.06, the open interest changed by 39 which increased total open position to 39
On 27 Jan NIFTY was trading at 22829.15. The strike last trading price was 230, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 24 Jan NIFTY was trading at 23092.20. The strike last trading price was 230, which was -14.8 lower than the previous day. The implied volatity was 14.35, the open interest changed by 0 which decreased total open position to 39
On 23 Jan NIFTY was trading at 23205.35. The strike last trading price was 244.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 22 Jan NIFTY was trading at 23155.35. The strike last trading price was 244.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 21 Jan NIFTY was trading at 23024.65. The strike last trading price was 244.8, which was -77.30 lower than the previous day. The implied volatity was 14.62, the open interest changed by 5 which increased total open position to 38
On 20 Jan NIFTY was trading at 23344.75. The strike last trading price was 322.1, which was 26.55 higher than the previous day. The implied volatity was 14.08, the open interest changed by 1 which increased total open position to 33
On 17 Jan NIFTY was trading at 23203.20. The strike last trading price was 295.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 16 Jan NIFTY was trading at 23311.80. The strike last trading price was 295.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 15 Jan NIFTY was trading at 23213.20. The strike last trading price was 295.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -28 which decreased total open position to 0
On 14 Jan NIFTY was trading at 23176.05. The strike last trading price was 295.55, which was 23.70 higher than the previous day. The implied volatity was 13.61, the open interest changed by -28 which decreased total open position to 32
On 13 Jan NIFTY was trading at 23085.95. The strike last trading price was 271.85, which was -90.70 lower than the previous day. The implied volatity was 13.85, the open interest changed by 60 which increased total open position to 64
On 10 Jan NIFTY was trading at 23431.50. The strike last trading price was 362.55, which was -332.10 lower than the previous day. The implied volatity was 12.62, the open interest changed by 0 which decreased total open position to 0
On 9 Jan NIFTY was trading at 23526.50. The strike last trading price was 694.65, which was 0.00 lower than the previous day. The implied volatity was 0.66, the open interest changed by 0 which decreased total open position to 0
On 8 Jan NIFTY was trading at 23688.95. The strike last trading price was 694.65, which was 0.00 lower than the previous day. The implied volatity was 0.37, the open interest changed by 0 which decreased total open position to 0
On 7 Jan NIFTY was trading at 23707.90. The strike last trading price was 694.65, which was 0.00 lower than the previous day. The implied volatity was 0.33, the open interest changed by 0 which decreased total open position to 0
On 6 Jan NIFTY was trading at 23616.05. The strike last trading price was 694.65, which was 0.00 lower than the previous day. The implied volatity was 0.44, the open interest changed by 0 which decreased total open position to 0
On 3 Jan NIFTY was trading at 24004.75. The strike last trading price was 694.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Jan NIFTY was trading at 24188.65. The strike last trading price was 694.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Jan NIFTY was trading at 23742.90. The strike last trading price was 694.65, which was 0.00 lower than the previous day. The implied volatity was 0.14, the open interest changed by 0 which decreased total open position to 0
On 31 Dec NIFTY was trading at 23644.80. The strike last trading price was 694.65, which was 0.00 lower than the previous day. The implied volatity was 0.27, the open interest changed by 0 which decreased total open position to 0
On 30 Dec NIFTY was trading at 23644.90. The strike last trading price was 694.65, which was lower than the previous day. The implied volatity was 0.27, the open interest changed by 0 which decreased total open position to 0
| NIFTY 27MAR2025 24350 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.96
Vega: 2.64
Theta: 2.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Mar | 23350.40 | 966.7 | -185.05 | 17.93 | 36 | 94 | 108 |
| 20 Mar | 23190.65 | 1154.4 | -365.6 | 21.70 | 184 | -85 | 107 |
| 19 Mar | 22907.60 | 1520 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 22834.30 | 1520 | -199.25 | 33.99 | 1 | 0 | 192 |
| 17 Mar | 22508.75 | 1719.25 | 0 | 0.00 | 0 | 15 | 0 |
| 13 Mar | 22397.20 | 1719.25 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 22470.50 | 1719.25 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Mar | 22497.90 | 1719.25 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Mar | 22460.30 | 1719.25 | 0 | 0.00 | 0 | -1 | 0 |
| 7 Mar | 22552.50 | 1719.25 | -180.75 | 21.48 | 1 | 178 | 193 |
| 6 Mar | 22544.70 | 1900 | 0 | 0.00 | 0 | 7 | 0 |
| 5 Mar | 22337.30 | 1900 | -244 | 22.64 | 4 | 190 | 193 |
| 4 Mar | 22082.65 | 2144 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Mar | 22119.30 | 2144 | 31.85 | 28.83 | 2 | 1 | 194 |
| 28 Feb | 22124.70 | 2045.3 | 395.3 | 12.45 | 98 | 1 | 193 |
| 27 Feb | 22545.05 | 1650 | 542.6 | 11.65 | 1 | 192 | 192 |
| 25 Feb | 22547.55 | 1107.4 | 0 | 0.00 | 0 | 0 | 0 |
| 24 Feb | 22553.35 | 1107.4 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Feb | 22795.90 | 1107.4 | 0 | 0.00 | 0 | 0 | 0 |
| 20 Feb | 22913.15 | 1107.4 | 0 | 0.00 | 0 | 0 | 0 |
| 19 Feb | 22932.90 | 1107.4 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Feb | 22945.30 | 1107.4 | 0 | 0.00 | 0 | 6 | 0 |
| 17 Feb | 22959.50 | 1107.4 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Feb | 22929.25 | 1107.4 | 0 | 0.00 | 0 | 0 | 0 |
| 13 Feb | 23031.40 | 1107.4 | 401.2 | 11.40 | 1 | 192 | 192 |
| 12 Feb | 23045.25 | 706.2 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Feb | 23071.80 | 706.2 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Feb | 23381.60 | 706.2 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Feb | 23559.95 | 706.2 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Feb | 23603.35 | 706.2 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Feb | 23696.30 | 706.2 | -145.05 | 14.94 | 203 | 148 | 192 |
| 4 Feb | 23739.25 | 851.25 | -3.45 | 19.34 | 58 | 45 | 45 |
| 3 Feb | 23361.05 | 854.7 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 23482.15 | 854.7 | 0 | - | 0 | 0 | 0 |
| 31 Jan | 23508.40 | 854.7 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 23249.50 | 854.7 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 23163.10 | 854.7 | 0 | - | 0 | 0 | 0 |
| 28 Jan | 22957.25 | 854.7 | 0 | - | 0 | 0 | 0 |
| 27 Jan | 22829.15 | 854.7 | 0 | - | 0 | 0 | 0 |
| 24 Jan | 23092.20 | 854.7 | 0 | - | 0 | 0 | 0 |
| 23 Jan | 23205.35 | 854.7 | 0.00 | - | 0 | 0 | 0 |
| 22 Jan | 23155.35 | 854.7 | 0.00 | - | 0 | 0 | 0 |
| 21 Jan | 23024.65 | 854.7 | 0.00 | - | 0 | 0 | 0 |
| 20 Jan | 23344.75 | 854.7 | 0.00 | - | 0 | 0 | 0 |
| 17 Jan | 23203.20 | 854.7 | 0.00 | - | 0 | 0 | 0 |
| 16 Jan | 23311.80 | 854.7 | 0.00 | - | 0 | 0 | 0 |
| 15 Jan | 23213.20 | 854.7 | 0.00 | - | 0 | 0 | 0 |
| 14 Jan | 23176.05 | 854.7 | 0.00 | - | 0 | 0 | 0 |
| 13 Jan | 23085.95 | 854.7 | 0.00 | - | 0 | 0 | 0 |
| 10 Jan | 23431.50 | 854.7 | 0.00 | - | 0 | 0 | 0 |
| 9 Jan | 23526.50 | 854.7 | 0.00 | - | 0 | 0 | 0 |
| 8 Jan | 23688.95 | 854.7 | 0.00 | - | 0 | 0 | 0 |
| 7 Jan | 23707.90 | 854.7 | 0.00 | - | 0 | 0 | 0 |
| 6 Jan | 23616.05 | 854.7 | 0.00 | - | 0 | 0 | 0 |
| 3 Jan | 24004.75 | 854.7 | 0.00 | 0.41 | 0 | 0 | 0 |
| 2 Jan | 24188.65 | 854.7 | 0.00 | 0.81 | 0 | 0 | 0 |
| 1 Jan | 23742.90 | 854.7 | 0.00 | - | 0 | 0 | 0 |
| 31 Dec | 23644.80 | 854.7 | 0.00 | - | 0 | 0 | 0 |
| 30 Dec | 23644.90 | 854.7 | - | 0 | 0 | 0 | |
For Nifty - strike price 24350 expiring on 27MAR2025
Delta for 24350 PE is -0.96
Historical price for 24350 PE is as follows
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 966.7, which was -185.05 lower than the previous day. The implied volatity was 17.93, the open interest changed by 94 which increased total open position to 108
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 1154.4, which was -365.6 lower than the previous day. The implied volatity was 21.70, the open interest changed by -85 which decreased total open position to 107
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 1520, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 1520, which was -199.25 lower than the previous day. The implied volatity was 33.99, the open interest changed by 0 which decreased total open position to 192
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 1719.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 15 which increased total open position to 0
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 1719.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 1719.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 1719.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 1719.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 1719.25, which was -180.75 lower than the previous day. The implied volatity was 21.48, the open interest changed by 178 which increased total open position to 193
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 1900, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 1900, which was -244 lower than the previous day. The implied volatity was 22.64, the open interest changed by 190 which increased total open position to 193
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 2144, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 2144, which was 31.85 higher than the previous day. The implied volatity was 28.83, the open interest changed by 1 which increased total open position to 194
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 2045.3, which was 395.3 higher than the previous day. The implied volatity was 12.45, the open interest changed by 1 which increased total open position to 193
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 1650, which was 542.6 higher than the previous day. The implied volatity was 11.65, the open interest changed by 192 which increased total open position to 192
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 1107.4, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 1107.4, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 1107.4, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 20 Feb NIFTY was trading at 22913.15. The strike last trading price was 1107.4, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 19 Feb NIFTY was trading at 22932.90. The strike last trading price was 1107.4, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Feb NIFTY was trading at 22945.30. The strike last trading price was 1107.4, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 17 Feb NIFTY was trading at 22959.50. The strike last trading price was 1107.4, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Feb NIFTY was trading at 22929.25. The strike last trading price was 1107.4, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 13 Feb NIFTY was trading at 23031.40. The strike last trading price was 1107.4, which was 401.2 higher than the previous day. The implied volatity was 11.40, the open interest changed by 192 which increased total open position to 192
On 12 Feb NIFTY was trading at 23045.25. The strike last trading price was 706.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Feb NIFTY was trading at 23071.80. The strike last trading price was 706.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 10 Feb NIFTY was trading at 23381.60. The strike last trading price was 706.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 7 Feb NIFTY was trading at 23559.95. The strike last trading price was 706.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Feb NIFTY was trading at 23603.35. The strike last trading price was 706.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 5 Feb NIFTY was trading at 23696.30. The strike last trading price was 706.2, which was -145.05 lower than the previous day. The implied volatity was 14.94, the open interest changed by 148 which increased total open position to 192
On 4 Feb NIFTY was trading at 23739.25. The strike last trading price was 851.25, which was -3.45 lower than the previous day. The implied volatity was 19.34, the open interest changed by 45 which increased total open position to 45
On 3 Feb NIFTY was trading at 23361.05. The strike last trading price was 854.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Feb NIFTY was trading at 23482.15. The strike last trading price was 854.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Jan NIFTY was trading at 23508.40. The strike last trading price was 854.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Jan NIFTY was trading at 23249.50. The strike last trading price was 854.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Jan NIFTY was trading at 23163.10. The strike last trading price was 854.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Jan NIFTY was trading at 22957.25. The strike last trading price was 854.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Jan NIFTY was trading at 22829.15. The strike last trading price was 854.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Jan NIFTY was trading at 23092.20. The strike last trading price was 854.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Jan NIFTY was trading at 23205.35. The strike last trading price was 854.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Jan NIFTY was trading at 23155.35. The strike last trading price was 854.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Jan NIFTY was trading at 23024.65. The strike last trading price was 854.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Jan NIFTY was trading at 23344.75. The strike last trading price was 854.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Jan NIFTY was trading at 23203.20. The strike last trading price was 854.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Jan NIFTY was trading at 23311.80. The strike last trading price was 854.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Jan NIFTY was trading at 23213.20. The strike last trading price was 854.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Jan NIFTY was trading at 23176.05. The strike last trading price was 854.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Jan NIFTY was trading at 23085.95. The strike last trading price was 854.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Jan NIFTY was trading at 23431.50. The strike last trading price was 854.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Jan NIFTY was trading at 23526.50. The strike last trading price was 854.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Jan NIFTY was trading at 23688.95. The strike last trading price was 854.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Jan NIFTY was trading at 23707.90. The strike last trading price was 854.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Jan NIFTY was trading at 23616.05. The strike last trading price was 854.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Jan NIFTY was trading at 24004.75. The strike last trading price was 854.7, which was 0.00 lower than the previous day. The implied volatity was 0.41, the open interest changed by 0 which decreased total open position to 0
On 2 Jan NIFTY was trading at 24188.65. The strike last trading price was 854.7, which was 0.00 lower than the previous day. The implied volatity was 0.81, the open interest changed by 0 which decreased total open position to 0
On 1 Jan NIFTY was trading at 23742.90. The strike last trading price was 854.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Dec NIFTY was trading at 23644.80. The strike last trading price was 854.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Dec NIFTY was trading at 23644.90. The strike last trading price was 854.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
