NIFTY
Nifty
Historical option data for NIFTY
20 Dec 2024 04:11 PM IST
| NIFTY 26DEC2024 24350 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 4.92
Theta: -7.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 23587.50 | 20.5 | -61.50 | 16.35 | 2,53,637 | -33,659.667 | 15,967 | |||
| 19 Dec | 23951.70 | 82 | -86.10 | 15.75 | 43,951.333 | -68,713.333 | 7,986.333 | |||
| 18 Dec | 24198.85 | 168.1 | -90.15 | 14.37 | 25,686.333 | 1,487.667 | 5,078 | |||
| 17 Dec | 24336.00 | 258.25 | -217.70 | 15.98 | 15,008.667 | 2,292.667 | 3,492.667 | |||
| 16 Dec | 24668.25 | 475.95 | -114.45 | 15.67 | 895.667 | -11,301.667 | 1,201.333 | |||
| 13 Dec | 24768.30 | 590.4 | 158.55 | 13.54 | 12,791 | -661 | 1,476.333 | |||
| 12 Dec | 24548.70 | 431.85 | -71.85 | 14.03 | 638 | 135 | 1,106.333 | |||
| 11 Dec | 24641.80 | 503.7 | 10.70 | 13.79 | 315.667 | -1,484 | 971 | |||
| 10 Dec | 24610.05 | 493 | -20.40 | 13.02 | 1,792.667 | -1,025.667 | 991 | |||
| 9 Dec | 24619.00 | 513.4 | -71.60 | 13.15 | 353.333 | -89 | 936 | |||
| 6 Dec | 24677.80 | 585 | -16.90 | 13.47 | 737.667 | 930.667 | 1,027 | |||
| 5 Dec | 24708.40 | 601.9 | 149.90 | 12.49 | 4,650.667 | 117.667 | 1,173.333 | |||
| 4 Dec | 24467.45 | 452 | 10.50 | 12.85 | 3,101 | 304.333 | 1,418.333 | |||
| 3 Dec | 24457.15 | 441.5 | 62.35 | 12.38 | 4,250 | 194.333 | 1,531.667 | |||
| 2 Dec | 24276.05 | 379.15 | 57.60 | 13.47 | 3,904.667 | 768 | 1,472.667 | |||
| 29 Nov | 24131.10 | 321.55 | 61.60 | 13.15 | 2,142.667 | 58 | 995.333 | |||
| 28 Nov | 23914.15 | 259.95 | -140.75 | 13.27 | 3,456.667 | 667.333 | 928.667 | |||
| 27 Nov | 24274.90 | 400.7 | 42.25 | 12.40 | 1,393.333 | 684 | 685 | |||
| 26 Nov | 24194.50 | 358.45 | -57.65 | 12.18 | 921 | 413 | 582.667 | |||
| 25 Nov | 24221.90 | 416.1 | 180.10 | 12.80 | 1,447 | 369 | 378.333 | |||
| 22 Nov | 23907.25 | 236 | 140.95 | 11.86 | 892.667 | 321 | 330.333 | |||
| 21 Nov | 23349.90 | 95.05 | -42.95 | 12.11 | 1,007 | 430 | 430 | |||
| 19 Nov | 23518.50 | 138 | 3.45 | 12.30 | 739 | 287.333 | 294 | |||
| 18 Nov | 23453.80 | 134.55 | -42.35 | 12.00 | 516.667 | 33 | 264 | |||
| 14 Nov | 23532.70 | 176.9 | -47.90 | 11.80 | 436.333 | 228 | 233.333 | |||
| 13 Nov | 23559.05 | 224.8 | -77.20 | 12.76 | 338.667 | 225.667 | 229 | |||
| 12 Nov | 23883.45 | 302 | -141.55 | 12.11 | 152.667 | 163.667 | 164.333 | |||
| 11 Nov | 24141.30 | 443.55 | -30.20 | 12.06 | 111 | 110.667 | 111 | |||
| 8 Nov | 24148.20 | 473.75 | -63.45 | 12.44 | 94.667 | 22.667 | 113.333 | |||
| 7 Nov | 24199.35 | 537.2 | -173.50 | 12.70 | 59.333 | 32.333 | 90.333 | |||
| 6 Nov | 24484.05 | 710.7 | 136.90 | 12.14 | 79.667 | 13.667 | 58.333 | |||
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| 5 Nov | 24213.30 | 573.8 | 70.95 | 13.21 | 40.667 | 21.667 | 42 | |||
| 4 Nov | 23995.35 | 502.85 | -165.60 | 14.13 | 18 | 9.667 | 20.667 | |||
| 1 Nov | 24304.35 | 668.45 | 20.50 | 13.28 | 2.667 | 1.333 | 10.667 | |||
| 31 Oct | 24205.35 | 647.95 | -91.60 | - | 7 | 0 | 9.333 | |||
| 30 Oct | 24340.85 | 739.55 | 33.20 | - | 19.667 | -3.333 | 9 | |||
| 29 Oct | 24466.85 | 706.35 | -21.50 | - | 9.667 | 5.667 | 11.667 | |||
| 28 Oct | 24339.15 | 727.85 | 108.30 | - | 5.667 | -1 | 5.667 | |||
| 25 Oct | 24180.80 | 619.55 | -169.95 | - | 11.667 | -0.667 | 6.667 | |||
| 24 Oct | 24399.40 | 789.5 | -45.70 | - | 7 | 4 | 7 | |||
| 23 Oct | 24435.50 | 835.2 | -51.80 | - | 1.333 | 0 | 3 | |||
| 22 Oct | 24472.10 | 887 | -213.00 | - | 10.333 | -3.667 | 4.667 | |||
| 21 Oct | 24781.10 | 1100 | 48.00 | - | 1.667 | 0 | 8 | |||
| 18 Oct | 24854.05 | 1052 | -22.00 | - | 3.333 | -2.333 | 7.667 | |||
| 17 Oct | 24749.85 | 1074 | -1363.35 | - | 11.333 | 6.667 | 6.667 | |||
| 16 Oct | 24971.30 | 2437.35 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 25057.35 | 2437.35 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 25127.95 | 2437.35 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 24964.25 | 2437.35 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 24998.45 | 2437.35 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 24981.95 | 2437.35 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 25013.15 | 2437.35 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 24795.75 | 2437.35 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 25014.60 | 2437.35 | 2437.35 | - | 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 24350 expiring on 26DEC2024
Delta for 24350 CE is 0.09
Historical price for 24350 CE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 20.5, which was -61.50 lower than the previous day. The implied volatity was 16.35, the open interest changed by -100979 which decreased total open position to 47901
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 82, which was -86.10 lower than the previous day. The implied volatity was 15.75, the open interest changed by -206140 which decreased total open position to 23959
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 168.1, which was -90.15 lower than the previous day. The implied volatity was 14.37, the open interest changed by 4463 which increased total open position to 15234
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 258.25, which was -217.70 lower than the previous day. The implied volatity was 15.98, the open interest changed by 6878 which increased total open position to 10478
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 475.95, which was -114.45 lower than the previous day. The implied volatity was 15.67, the open interest changed by -33905 which decreased total open position to 3604
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 590.4, which was 158.55 higher than the previous day. The implied volatity was 13.54, the open interest changed by -1983 which decreased total open position to 4429
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 431.85, which was -71.85 lower than the previous day. The implied volatity was 14.03, the open interest changed by 405 which increased total open position to 3319
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 503.7, which was 10.70 higher than the previous day. The implied volatity was 13.79, the open interest changed by -4452 which decreased total open position to 2913
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 493, which was -20.40 lower than the previous day. The implied volatity was 13.02, the open interest changed by -3077 which decreased total open position to 2973
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 513.4, which was -71.60 lower than the previous day. The implied volatity was 13.15, the open interest changed by -267 which decreased total open position to 2808
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 585, which was -16.90 lower than the previous day. The implied volatity was 13.47, the open interest changed by 2792 which increased total open position to 3081
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 601.9, which was 149.90 higher than the previous day. The implied volatity was 12.49, the open interest changed by 353 which increased total open position to 3520
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 452, which was 10.50 higher than the previous day. The implied volatity was 12.85, the open interest changed by 913 which increased total open position to 4255
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 441.5, which was 62.35 higher than the previous day. The implied volatity was 12.38, the open interest changed by 583 which increased total open position to 4595
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 379.15, which was 57.60 higher than the previous day. The implied volatity was 13.47, the open interest changed by 2304 which increased total open position to 4418
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 321.55, which was 61.60 higher than the previous day. The implied volatity was 13.15, the open interest changed by 174 which increased total open position to 2986
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 259.95, which was -140.75 lower than the previous day. The implied volatity was 13.27, the open interest changed by 2002 which increased total open position to 2786
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 400.7, which was 42.25 higher than the previous day. The implied volatity was 12.40, the open interest changed by 2052 which increased total open position to 2055
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 358.45, which was -57.65 lower than the previous day. The implied volatity was 12.18, the open interest changed by 1239 which increased total open position to 1748
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 416.1, which was 180.10 higher than the previous day. The implied volatity was 12.80, the open interest changed by 1107 which increased total open position to 1135
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 236, which was 140.95 higher than the previous day. The implied volatity was 11.86, the open interest changed by 963 which increased total open position to 991
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 95.05, which was -42.95 lower than the previous day. The implied volatity was 12.11, the open interest changed by 1290 which increased total open position to 1290
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 138, which was 3.45 higher than the previous day. The implied volatity was 12.30, the open interest changed by 862 which increased total open position to 882
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 134.55, which was -42.35 lower than the previous day. The implied volatity was 12.00, the open interest changed by 99 which increased total open position to 792
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 176.9, which was -47.90 lower than the previous day. The implied volatity was 11.80, the open interest changed by 684 which increased total open position to 700
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 224.8, which was -77.20 lower than the previous day. The implied volatity was 12.76, the open interest changed by 677 which increased total open position to 687
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 302, which was -141.55 lower than the previous day. The implied volatity was 12.11, the open interest changed by 491 which increased total open position to 493
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 443.55, which was -30.20 lower than the previous day. The implied volatity was 12.06, the open interest changed by 332 which increased total open position to 333
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 473.75, which was -63.45 lower than the previous day. The implied volatity was 12.44, the open interest changed by 68 which increased total open position to 340
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 537.2, which was -173.50 lower than the previous day. The implied volatity was 12.70, the open interest changed by 97 which increased total open position to 271
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 710.7, which was 136.90 higher than the previous day. The implied volatity was 12.14, the open interest changed by 41 which increased total open position to 175
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 573.8, which was 70.95 higher than the previous day. The implied volatity was 13.21, the open interest changed by 65 which increased total open position to 126
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 502.85, which was -165.60 lower than the previous day. The implied volatity was 14.13, the open interest changed by 29 which increased total open position to 62
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 668.45, which was 20.50 higher than the previous day. The implied volatity was 13.28, the open interest changed by 4 which increased total open position to 32
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 647.95, which was -91.60 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 739.55, which was 33.20 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 706.35, which was -21.50 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 727.85, which was 108.30 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 619.55, which was -169.95 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 789.5, which was -45.70 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 835.2, which was -51.80 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 887, which was -213.00 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 1100, which was 48.00 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 1052, which was -22.00 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 1074, which was -1363.35 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 2437.35, 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 15 Oct NIFTY was trading at 25057.35. The strike last trading price was 2437.35, 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 14 Oct NIFTY was trading at 25127.95. The strike last trading price was 2437.35, 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 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 2437.35, 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 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 2437.35, 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 9 Oct NIFTY was trading at 24981.95. The strike last trading price was 2437.35, 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 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 2437.35, 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 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 2437.35, 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 4 Oct NIFTY was trading at 25014.60. The strike last trading price was 2437.35, which was 2437.35 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 24350 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.85
Vega: 6.93
Theta: -6.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23587.50 | 725 | 315.30 | 20.67 | 4,968 | -264 | 2,208 |
| 19 Dec | 23951.70 | 409.7 | 155.45 | 14.46 | 4,712 | -742 | 2,477.333 |
| 18 Dec | 24198.85 | 254.25 | 46.50 | 14.76 | 23,341.333 | 168 | 3,298.667 |
| 17 Dec | 24336.00 | 207.75 | 101.30 | 14.61 | 23,103 | -137 | 3,082.667 |
| 16 Dec | 24668.25 | 106.45 | 34.45 | 15.30 | 8,696 | -62.333 | 3,178.667 |
| 13 Dec | 24768.30 | 72 | -62.05 | 13.55 | 20,880.333 | 1,562.333 | 3,264 |
| 12 Dec | 24548.70 | 134.05 | 18.55 | 13.13 | 4,347.667 | -30,807.333 | 1,703.333 |
| 11 Dec | 24641.80 | 115.5 | -41.60 | 13.31 | 2,260.333 | 4.333 | 1,493.333 |
| 10 Dec | 24610.05 | 157.1 | -9.95 | 15.18 | 2,381.667 | 234 | 1,514.333 |
| 9 Dec | 24619.00 | 167.05 | 9.90 | 15.46 | 1,791.333 | -65.333 | 1,280 |
| 6 Dec | 24677.80 | 157.15 | -12.85 | 14.72 | 2,708.333 | -36,544 | 1,343.333 |
| 5 Dec | 24708.40 | 170 | -72.40 | 15.57 | 8,799.667 | -23,231.333 | 1,296.333 |
| 4 Dec | 24467.45 | 242.4 | -9.60 | 14.96 | 3,859.333 | -22,578 | 1,707 |
| 3 Dec | 24457.15 | 252 | -51.50 | 14.88 | 3,614 | -6,146.333 | 1,718.667 |
| 2 Dec | 24276.05 | 303.5 | -47.50 | 13.89 | 2,109.667 | -935.333 | 1,290 |
| 29 Nov | 24131.10 | 351 | -133.40 | 12.48 | 1,128 | 214.667 | 972 |
| 28 Nov | 23914.15 | 484.4 | 185.50 | 14.04 | 2,596.667 | -2,089 | 754.667 |
| 27 Nov | 24274.90 | 298.9 | -61.30 | 13.05 | 2,383 | 138.333 | 749.667 |
| 26 Nov | 24194.50 | 360.2 | 39.05 | 13.79 | 1,132.667 | 393 | 1,009.667 |
| 25 Nov | 24221.90 | 321.15 | -237.75 | 13.23 | 2,252 | 958.667 | 973.667 |
| 22 Nov | 23907.25 | 558.9 | -353.75 | 14.45 | 81.667 | 64.333 | 79.333 |
| 21 Nov | 23349.90 | 912.65 | 88.65 | 14.30 | 7.667 | 73 | 88 |
| 19 Nov | 23518.50 | 824 | 44.00 | 14.48 | 98.333 | 69.667 | 84.667 |
| 18 Nov | 23453.80 | 780 | 19.10 | 12.53 | 10.333 | 54.333 | 69.333 |
| 14 Nov | 23532.70 | 760.9 | 49.80 | 14.22 | 19.333 | 57 | 72 |
| 13 Nov | 23559.05 | 711.1 | 147.35 | 13.51 | 25.667 | 65 | 80 |
| 12 Nov | 23883.45 | 563.75 | 148.60 | 13.46 | 75.667 | 83.667 | 98.667 |
| 11 Nov | 24141.30 | 415.15 | -48.10 | 13.34 | 119 | 67.333 | 76.667 |
| 8 Nov | 24148.20 | 463.25 | 21.70 | 14.40 | 68 | 65 | 74.333 |
| 7 Nov | 24199.35 | 441.55 | 111.55 | 14.81 | 75.667 | 56.333 | 62 |
| 6 Nov | 24484.05 | 330 | -141.95 | 14.88 | 52 | 52 | 52.667 |
| 5 Nov | 24213.30 | 471.95 | -115.40 | 15.58 | 30 | 48 | 48.667 |
| 4 Nov | 23995.35 | 587.35 | 110.05 | 16.05 | 38.333 | 21 | 22 |
| 1 Nov | 24304.35 | 477.3 | 12.65 | 16.65 | 8 | 19.667 | 20.333 |
| 31 Oct | 24205.35 | 464.65 | 34.65 | - | 10 | 20 | 20.333 |
| 30 Oct | 24340.85 | 430 | 49.65 | - | 14.333 | 23 | 23.333 |
| 29 Oct | 24466.85 | 380.35 | -36.10 | - | 69 | 29.333 | 29.333 |
| 28 Oct | 24339.15 | 416.45 | -78.45 | - | 14 | 4.667 | 15.667 |
| 25 Oct | 24180.80 | 494.9 | 93.90 | - | 7 | -0.667 | 11 |
| 24 Oct | 24399.40 | 401 | -9.00 | - | 15.333 | 3.667 | 10.333 |
| 23 Oct | 24435.50 | 410 | 64.75 | - | 2.333 | 0.333 | 6.667 |
| 22 Oct | 24472.10 | 345.25 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 24781.10 | 345.25 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 24854.05 | 345.25 | 7.50 | - | 2.667 | 1.333 | 7.667 |
| 17 Oct | 24749.85 | 337.75 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 24971.30 | 337.75 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 25057.35 | 337.75 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 25127.95 | 337.75 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 24964.25 | 337.75 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 24998.45 | 337.75 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 24981.95 | 337.75 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 25013.15 | 337.75 | 113.45 | - | 0.333 | 0 | 6.333 |
| 7 Oct | 24795.75 | 224.3 | 0.00 | - | 0 | 0 | 6.333 |
| 4 Oct | 25014.60 | 224.3 | 0.00 | - | 0.333 | 0 | 6.667 |
| 3 Oct | 25250.10 | 224.3 | 44.35 | - | 13.333 | 6.333 | 6.667 |
| 1 Oct | 25796.90 | 179.95 | 179.95 | - | 0.333 | 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 24350 expiring on 26DEC2024
Delta for 24350 PE is -0.85
Historical price for 24350 PE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 725, which was 315.30 higher than the previous day. The implied volatity was 20.67, the open interest changed by -792 which decreased total open position to 6624
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 409.7, which was 155.45 higher than the previous day. The implied volatity was 14.46, the open interest changed by -2226 which decreased total open position to 7432
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 254.25, which was 46.50 higher than the previous day. The implied volatity was 14.76, the open interest changed by 504 which increased total open position to 9896
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 207.75, which was 101.30 higher than the previous day. The implied volatity was 14.61, the open interest changed by -411 which decreased total open position to 9248
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 106.45, which was 34.45 higher than the previous day. The implied volatity was 15.30, the open interest changed by -187 which decreased total open position to 9536
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 72, which was -62.05 lower than the previous day. The implied volatity was 13.55, the open interest changed by 4687 which increased total open position to 9792
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 134.05, which was 18.55 higher than the previous day. The implied volatity was 13.13, the open interest changed by -92422 which decreased total open position to 5110
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 115.5, which was -41.60 lower than the previous day. The implied volatity was 13.31, the open interest changed by 13 which increased total open position to 4480
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 157.1, which was -9.95 lower than the previous day. The implied volatity was 15.18, the open interest changed by 702 which increased total open position to 4543
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 167.05, which was 9.90 higher than the previous day. The implied volatity was 15.46, the open interest changed by -196 which decreased total open position to 3840
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 157.15, which was -12.85 lower than the previous day. The implied volatity was 14.72, the open interest changed by -109632 which decreased total open position to 4030
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 170, which was -72.40 lower than the previous day. The implied volatity was 15.57, the open interest changed by -69694 which decreased total open position to 3889
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 242.4, which was -9.60 lower than the previous day. The implied volatity was 14.96, the open interest changed by -67734 which decreased total open position to 5121
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 252, which was -51.50 lower than the previous day. The implied volatity was 14.88, the open interest changed by -18439 which decreased total open position to 5156
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 303.5, which was -47.50 lower than the previous day. The implied volatity was 13.89, the open interest changed by -2806 which decreased total open position to 3870
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 351, which was -133.40 lower than the previous day. The implied volatity was 12.48, the open interest changed by 644 which increased total open position to 2916
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 484.4, which was 185.50 higher than the previous day. The implied volatity was 14.04, the open interest changed by -6267 which decreased total open position to 2264
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 298.9, which was -61.30 lower than the previous day. The implied volatity was 13.05, the open interest changed by 415 which increased total open position to 2249
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 360.2, which was 39.05 higher than the previous day. The implied volatity was 13.79, the open interest changed by 1179 which increased total open position to 3029
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 321.15, which was -237.75 lower than the previous day. The implied volatity was 13.23, the open interest changed by 2876 which increased total open position to 2921
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 558.9, which was -353.75 lower than the previous day. The implied volatity was 14.45, the open interest changed by 193 which increased total open position to 238
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 912.65, which was 88.65 higher than the previous day. The implied volatity was 14.30, the open interest changed by 219 which increased total open position to 264
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 824, which was 44.00 higher than the previous day. The implied volatity was 14.48, the open interest changed by 209 which increased total open position to 254
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 780, which was 19.10 higher than the previous day. The implied volatity was 12.53, the open interest changed by 163 which increased total open position to 208
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 760.9, which was 49.80 higher than the previous day. The implied volatity was 14.22, the open interest changed by 171 which increased total open position to 216
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 711.1, which was 147.35 higher than the previous day. The implied volatity was 13.51, the open interest changed by 195 which increased total open position to 240
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 563.75, which was 148.60 higher than the previous day. The implied volatity was 13.46, the open interest changed by 251 which increased total open position to 296
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 415.15, which was -48.10 lower than the previous day. The implied volatity was 13.34, the open interest changed by 202 which increased total open position to 230
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 463.25, which was 21.70 higher than the previous day. The implied volatity was 14.40, the open interest changed by 195 which increased total open position to 223
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 441.55, which was 111.55 higher than the previous day. The implied volatity was 14.81, the open interest changed by 169 which increased total open position to 186
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 330, which was -141.95 lower than the previous day. The implied volatity was 14.88, the open interest changed by 156 which increased total open position to 158
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 471.95, which was -115.40 lower than the previous day. The implied volatity was 15.58, the open interest changed by 144 which increased total open position to 146
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 587.35, which was 110.05 higher than the previous day. The implied volatity was 16.05, the open interest changed by 63 which increased total open position to 66
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 477.3, which was 12.65 higher than the previous day. The implied volatity was 16.65, the open interest changed by 59 which increased total open position to 61
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 464.65, which was 34.65 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 430, which was 49.65 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 380.35, which was -36.10 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 416.45, which was -78.45 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 494.9, which was 93.90 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 401, which was -9.00 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 410, which was 64.75 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 345.25, 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 345.25, 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 345.25, which was 7.50 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 337.75, 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 337.75, 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 337.75, 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 337.75, 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 337.75, 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 337.75, 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 337.75, 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 337.75, which was 113.45 higher 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 224.3, 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 224.3, 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 224.3, which was 44.35 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 179.95, which was 179.95 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
