NIFTY
Nifty
Historical option data for NIFTY
26 Dec 2024 03:51 PM IST
NIFTY 26DEC2024 24400 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 | -1.40 | - | 33,97,637 | 34,693 | 2,11,777 | |||
24 Dec | 23727.65 | 1.45 | -3.90 | 16.74 | 18,49,657 | 13,964 | 1,76,229 | |||
23 Dec | 23753.45 | 5.35 | -13.30 | 16.26 | 17,84,572 | 27,294 | 1,70,093 | |||
20 Dec | 23587.50 | 18.65 | -52.80 | 16.82 | 15,79,371 | 28,712 | 1,43,253 | |||
19 Dec | 23951.70 | 71.45 | -77.55 | 15.89 | 4,73,513 | 25,997 | 1,14,918 | |||
18 Dec | 24198.85 | 149 | -81.80 | 14.49 | 3,14,549 | 25,610 | 90,980 | |||
17 Dec | 24336.00 | 230.8 | -211.85 | 15.81 | 2,36,934 | 31,452 | 65,794 | |||
16 Dec | 24668.25 | 442.65 | -102.40 | 15.78 | 23,637 | -128 | 34,401 | |||
13 Dec | 24768.30 | 545.05 | 147.85 | 13.07 | 2,36,188 | 5,231 | 35,348 | |||
12 Dec | 24548.70 | 397.2 | -67.20 | 13.89 | 16,576 | 23,839 | 30,158 | |||
11 Dec | 24641.80 | 464.4 | 9.15 | 13.51 | 12,188 | -968 | 27,983 | |||
10 Dec | 24610.05 | 455.25 | -23.80 | 12.71 | 16,038 | 24,721 | 28,999 | |||
9 Dec | 24619.00 | 479.05 | -69.95 | 13.13 | 12,204 | -557 | 29,615 | |||
6 Dec | 24677.80 | 549 | -16.35 | 13.41 | 12,801 | -936 | 30,167 | |||
5 Dec | 24708.40 | 565.35 | 144.35 | 12.49 | 1,09,158 | -5,673 | 31,230 | |||
4 Dec | 24467.45 | 421 | 13.00 | 12.82 | 66,044 | -1,80,225 | 37,087 | |||
3 Dec | 24457.15 | 408 | 57.50 | 12.22 | 73,466 | 35,377 | 36,112 | |||
2 Dec | 24276.05 | 350.5 | 62.90 | 13.36 | 42,071 | 992 | 30,849 | |||
29 Nov | 24131.10 | 287.6 | 57.90 | 12.73 | 33,506 | 29,581 | 29,964 | |||
28 Nov | 23914.15 | 229.7 | -146.80 | 12.84 | 65,069 | -16,282 | 25,939 | |||
27 Nov | 24274.90 | 376.5 | 46.50 | 12.48 | 34,945 | 19,544 | 21,639 | |||
26 Nov | 24194.50 | 330 | -54.95 | 12.05 | 28,969 | 18,193 | 19,353 | |||
25 Nov | 24221.90 | 384.95 | 165.85 | 12.62 | 46,668 | 15,584 | 15,605 | |||
22 Nov | 23907.25 | 219.1 | 132.95 | 11.92 | 31,108 | 16,591 | 16,612 | |||
21 Nov | 23349.90 | 86.15 | -42.00 | 12.11 | 29,626 | 15,112 | 15,133 | |||
19 Nov | 23518.50 | 128.15 | 4.95 | 12.37 | 22,589 | -367 | 8,381 | |||
18 Nov | 23453.80 | 123.2 | -39.85 | 12.01 | 20,863 | 535 | 8,759 | |||
14 Nov | 23532.70 | 163.05 | -41.65 | 11.80 | 14,631 | 8,210 | 8,232 | |||
13 Nov | 23559.05 | 204.7 | -70.25 | 12.60 | 15,385 | -855 | 7,289 | |||
12 Nov | 23883.45 | 274.95 | -137.05 | 11.87 | 11,065 | 3,989 | 8,254 | |||
11 Nov | 24141.30 | 412 | -27.30 | 11.87 | 5,954 | 4,263 | 4,263 | |||
8 Nov | 24148.20 | 439.3 | -65.45 | 12.18 | 2,556 | 477 | 3,262 | |||
7 Nov | 24199.35 | 504.75 | -172.50 | 12.54 | 3,417 | 611 | 2,759 | |||
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6 Nov | 24484.05 | 677.25 | 128.10 | 12.10 | 3,036 | 2,102 | 2,161 | |||
5 Nov | 24213.30 | 549.15 | 70.15 | 13.28 | 1,951 | 1,649 | 1,696 | |||
4 Nov | 23995.35 | 479 | -141.45 | 14.12 | 2,059 | 1,359 | 1,375 | |||
1 Nov | 24304.35 | 620.45 | -25.55 | 12.75 | 193 | 0 | 984 | |||
31 Oct | 24205.35 | 646 | -55.15 | - | 450 | 984 | 984 | |||
30 Oct | 24340.85 | 701.15 | -51.45 | - | 502 | 791 | 791 | |||
29 Oct | 24466.85 | 752.6 | 72.55 | - | 248 | 2 | 747 | |||
28 Oct | 24339.15 | 680.05 | 67.20 | - | 916 | 195 | 745 | |||
25 Oct | 24180.80 | 612.85 | -133.65 | - | 985 | 207 | 550 | |||
24 Oct | 24399.40 | 746.5 | -49.10 | - | 669 | 300 | 379 | |||
23 Oct | 24435.50 | 795.6 | -32.45 | - | 126 | 17 | 79 | |||
22 Oct | 24472.10 | 828.05 | -151.95 | - | 104 | -3 | 62 | |||
21 Oct | 24781.10 | 980 | -140.00 | - | 54 | 7 | 66 | |||
18 Oct | 24854.05 | 1120 | -100.00 | - | 68 | 56 | 58 | |||
17 Oct | 24749.85 | 1220 | 0.00 | - | 0 | 0 | 0 | |||
16 Oct | 24971.30 | 1220 | 0.00 | - | 0 | 0 | 0 | |||
15 Oct | 25057.35 | 1220 | 0.00 | - | 0 | 0 | 0 | |||
14 Oct | 25127.95 | 1220 | 0.00 | - | 0 | 2 | 0 | |||
11 Oct | 24964.25 | 1220 | -1175.15 | - | 2 | 0 | 0 | |||
10 Oct | 24998.45 | 2395.15 | 0.00 | - | 0 | 0 | 0 | |||
9 Oct | 24981.95 | 2395.15 | 0.00 | - | 0 | 0 | 0 | |||
8 Oct | 25013.15 | 2395.15 | 0.00 | - | 0 | 0 | 0 | |||
7 Oct | 24795.75 | 2395.15 | 0.00 | - | 0 | 0 | 0 | |||
4 Oct | 25014.60 | 2395.15 | 2395.15 | - | 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 24400 expiring on 26DEC2024
Delta for 24400 CE is -
Historical price for 24400 CE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 0.05, which was -1.40 lower than the previous day. The implied volatity was -, the open interest changed by 34693 which increased total open position to 211777
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 1.45, which was -3.90 lower than the previous day. The implied volatity was 16.74, the open interest changed by 13964 which increased total open position to 176229
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 5.35, which was -13.30 lower than the previous day. The implied volatity was 16.26, the open interest changed by 27294 which increased total open position to 170093
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 18.65, which was -52.80 lower than the previous day. The implied volatity was 16.82, the open interest changed by 28712 which increased total open position to 143253
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 71.45, which was -77.55 lower than the previous day. The implied volatity was 15.89, the open interest changed by 25997 which increased total open position to 114918
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 149, which was -81.80 lower than the previous day. The implied volatity was 14.49, the open interest changed by 25610 which increased total open position to 90980
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 230.8, which was -211.85 lower than the previous day. The implied volatity was 15.81, the open interest changed by 31452 which increased total open position to 65794
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 442.65, which was -102.40 lower than the previous day. The implied volatity was 15.78, the open interest changed by -128 which decreased total open position to 34401
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 545.05, which was 147.85 higher than the previous day. The implied volatity was 13.07, the open interest changed by 5231 which increased total open position to 35348
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 397.2, which was -67.20 lower than the previous day. The implied volatity was 13.89, the open interest changed by 23839 which increased total open position to 30158
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 464.4, which was 9.15 higher than the previous day. The implied volatity was 13.51, the open interest changed by -968 which decreased total open position to 27983
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 455.25, which was -23.80 lower than the previous day. The implied volatity was 12.71, the open interest changed by 24721 which increased total open position to 28999
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 479.05, which was -69.95 lower than the previous day. The implied volatity was 13.13, the open interest changed by -557 which decreased total open position to 29615
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 549, which was -16.35 lower than the previous day. The implied volatity was 13.41, the open interest changed by -936 which decreased total open position to 30167
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 565.35, which was 144.35 higher than the previous day. The implied volatity was 12.49, the open interest changed by -5673 which decreased total open position to 31230
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 421, which was 13.00 higher than the previous day. The implied volatity was 12.82, the open interest changed by -180225 which decreased total open position to 37087
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 408, which was 57.50 higher than the previous day. The implied volatity was 12.22, the open interest changed by 35377 which increased total open position to 36112
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 350.5, which was 62.90 higher than the previous day. The implied volatity was 13.36, the open interest changed by 992 which increased total open position to 30849
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 287.6, which was 57.90 higher than the previous day. The implied volatity was 12.73, the open interest changed by 29581 which increased total open position to 29964
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 229.7, which was -146.80 lower than the previous day. The implied volatity was 12.84, the open interest changed by -16282 which decreased total open position to 25939
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 376.5, which was 46.50 higher than the previous day. The implied volatity was 12.48, the open interest changed by 19544 which increased total open position to 21639
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 330, which was -54.95 lower than the previous day. The implied volatity was 12.05, the open interest changed by 18193 which increased total open position to 19353
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 384.95, which was 165.85 higher than the previous day. The implied volatity was 12.62, the open interest changed by 15584 which increased total open position to 15605
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 219.1, which was 132.95 higher than the previous day. The implied volatity was 11.92, the open interest changed by 16591 which increased total open position to 16612
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 86.15, which was -42.00 lower than the previous day. The implied volatity was 12.11, the open interest changed by 15112 which increased total open position to 15133
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 128.15, which was 4.95 higher than the previous day. The implied volatity was 12.37, the open interest changed by -367 which decreased total open position to 8381
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 123.2, which was -39.85 lower than the previous day. The implied volatity was 12.01, the open interest changed by 535 which increased total open position to 8759
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 163.05, which was -41.65 lower than the previous day. The implied volatity was 11.80, the open interest changed by 8210 which increased total open position to 8232
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 204.7, which was -70.25 lower than the previous day. The implied volatity was 12.60, the open interest changed by -855 which decreased total open position to 7289
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 274.95, which was -137.05 lower than the previous day. The implied volatity was 11.87, the open interest changed by 3989 which increased total open position to 8254
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 412, which was -27.30 lower than the previous day. The implied volatity was 11.87, the open interest changed by 4263 which increased total open position to 4263
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 439.3, which was -65.45 lower than the previous day. The implied volatity was 12.18, the open interest changed by 477 which increased total open position to 3262
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 504.75, which was -172.50 lower than the previous day. The implied volatity was 12.54, the open interest changed by 611 which increased total open position to 2759
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 677.25, which was 128.10 higher than the previous day. The implied volatity was 12.10, the open interest changed by 2102 which increased total open position to 2161
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 549.15, which was 70.15 higher than the previous day. The implied volatity was 13.28, the open interest changed by 1649 which increased total open position to 1696
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 479, which was -141.45 lower than the previous day. The implied volatity was 14.12, the open interest changed by 1359 which increased total open position to 1375
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 620.45, which was -25.55 lower than the previous day. The implied volatity was 12.75, the open interest changed by 0 which decreased total open position to 984
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 646, which was -55.15 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 701.15, which was -51.45 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 752.6, which was 72.55 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 680.05, which was 67.20 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 612.85, which was -133.65 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 746.5, which was -49.10 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 795.6, which was -32.45 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 828.05, which was -151.95 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 980, which was -140.00 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 1120, which was -100.00 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 1220, 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 1220, 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 1220, 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 1220, 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 1220, which was -1175.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 2395.15, 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 2395.15, 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 2395.15, 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 2395.15, 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 2395.15, which was 2395.15 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 24400 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 | 650.45 | 23.10 | - | 23,741 | -7,459 | 32,419 |
24 Dec | 23727.65 | 627.35 | -5.35 | - | 26,218 | -10,556 | 39,897 |
23 Dec | 23753.45 | 632.7 | -144.10 | 14.02 | 22,542 | -8,605 | 50,533 |
20 Dec | 23587.50 | 776.8 | 329.35 | 21.93 | 41,764 | -6,061 | 59,314 |
19 Dec | 23951.70 | 447.45 | 162.45 | 14.35 | 74,285 | -10,462 | 65,472 |
18 Dec | 24198.85 | 285 | 54.30 | 14.82 | 1,94,286 | 2,217 | 78,409 |
17 Dec | 24336.00 | 230.7 | 110.70 | 14.45 | 2,85,852 | 16,196 | 85,381 |
16 Dec | 24668.25 | 120 | 39.05 | 15.21 | 1,11,477 | -1,16,072 | 69,453 |
13 Dec | 24768.30 | 80.95 | -65.10 | 13.42 | 3,37,054 | -1,08,601 | 68,107 |
12 Dec | 24548.70 | 146.05 | 17.45 | 12.83 | 56,420 | -1,75,621 | 58,637 |
11 Dec | 24641.80 | 128.6 | -42.60 | 13.19 | 61,419 | 32,490 | 56,010 |
10 Dec | 24610.05 | 171.2 | -8.85 | 15.05 | 60,064 | -2,089 | 46,071 |
9 Dec | 24619.00 | 180.05 | 10.65 | 15.27 | 49,432 | 50 | 48,021 |
6 Dec | 24677.80 | 169.4 | -15.60 | 14.56 | 47,890 | 3,582 | 48,140 |
5 Dec | 24708.40 | 185 | -76.50 | 15.55 | 1,67,267 | 2,789 | 45,561 |
4 Dec | 24467.45 | 261.5 | -8.50 | 14.92 | 81,941 | -1,60,985 | 43,037 |
3 Dec | 24457.15 | 270 | -55.50 | 14.78 | 85,692 | 36,331 | 36,673 |
2 Dec | 24276.05 | 325.5 | -50.50 | 13.85 | 29,281 | 3,794 | 27,599 |
29 Nov | 24131.10 | 376 | -122.85 | 12.40 | 19,457 | 23,667 | 23,818 |
28 Nov | 23914.15 | 498.85 | 178.30 | 13.44 | 49,837 | 3,396 | 23,707 |
27 Nov | 24274.90 | 320.55 | -65.95 | 13.00 | 41,402 | 3,340 | 23,886 |
26 Nov | 24194.50 | 386.5 | 44.80 | 13.84 | 33,345 | 9,365 | 20,521 |
25 Nov | 24221.90 | 341.7 | -230.45 | 13.13 | 32,250 | 11,127 | 11,127 |
22 Nov | 23907.25 | 572.15 | -392.55 | 13.83 | 2,373 | 2,983 | 2,983 |
21 Nov | 23349.90 | 964.7 | 93.55 | 14.91 | 1,281 | 2,516 | 2,516 |
19 Nov | 23518.50 | 871.15 | 22.25 | 14.92 | 1,123 | 30 | 2,459 |
18 Nov | 23453.80 | 848.9 | 76.05 | 13.81 | 3,086 | 2,436 | 2,437 |
14 Nov | 23532.70 | 772.85 | 18.25 | 13.44 | 1,529 | -96 | 4,014 |
13 Nov | 23559.05 | 754.6 | 155.30 | 13.84 | 2,887 | 4,113 | 4,114 |
12 Nov | 23883.45 | 599.3 | 164.30 | 13.69 | 5,393 | 5,122 | 5,127 |
11 Nov | 24141.30 | 435 | -42.90 | 13.20 | 5,296 | 2,146 | 5,240 |
8 Nov | 24148.20 | 477.9 | 13.85 | 14.12 | 3,161 | 3,084 | 3,089 |
7 Nov | 24199.35 | 464.05 | 121.00 | 14.79 | 3,489 | 401 | 2,945 |
6 Nov | 24484.05 | 343.05 | -155.80 | 14.72 | 3,544 | 2,545 | 2,546 |
5 Nov | 24213.30 | 498.85 | -121.50 | 15.69 | 1,684 | 340 | 2,052 |
4 Nov | 23995.35 | 620.35 | 135.30 | 16.24 | 2,218 | 1,712 | 1,714 |
1 Nov | 24304.35 | 485.05 | -2.95 | 16.26 | 125 | 1,944 | 1,944 |
31 Oct | 24205.35 | 488 | 44.70 | - | 559 | 1,895 | 1,895 |
30 Oct | 24340.85 | 443.3 | 53.15 | - | 1,111 | 1,946 | 1,946 |
29 Oct | 24466.85 | 390.15 | -41.80 | - | 1,170 | 1,601 | 1,601 |
28 Oct | 24339.15 | 431.95 | -77.20 | - | 1,082 | 161 | 1,389 |
25 Oct | 24180.80 | 509.15 | 99.40 | - | 1,014 | 69 | 1,228 |
24 Oct | 24399.40 | 409.75 | -22.65 | - | 1,055 | 52 | 1,159 |
23 Oct | 24435.50 | 432.4 | 24.70 | - | 746 | 18 | 1,105 |
22 Oct | 24472.10 | 407.7 | 83.10 | - | 1,096 | 468 | 1,087 |
21 Oct | 24781.10 | 324.6 | 55.70 | - | 33 | -1 | 619 |
18 Oct | 24854.05 | 268.9 | -48.10 | - | 25 | -1 | 620 |
17 Oct | 24749.85 | 317 | 56.15 | - | 31 | 19 | 620 |
16 Oct | 24971.30 | 260.85 | 5.85 | - | 18 | 5 | 601 |
15 Oct | 25057.35 | 255 | -0.75 | - | 44 | 36 | 594 |
14 Oct | 25127.95 | 255.75 | -32.00 | - | 3 | 0 | 558 |
11 Oct | 24964.25 | 287.75 | 12.35 | - | 17 | -1 | 558 |
10 Oct | 24998.45 | 275.4 | -56.20 | - | 10 | 0 | 557 |
9 Oct | 24981.95 | 331.6 | 0.00 | - | 0 | 0 | 0 |
8 Oct | 25013.15 | 331.6 | 71.50 | - | 4 | 0 | 557 |
7 Oct | 24795.75 | 260.1 | 10.10 | - | 14 | 1 | 556 |
4 Oct | 25014.60 | 250 | 26.95 | - | 99 | 93 | 554 |
3 Oct | 25250.10 | 223.05 | 70.75 | - | 394 | 390 | 461 |
1 Oct | 25796.90 | 152.3 | 152.30 | - | 74 | 69 | 69 |
30 Sept | 25810.85 | 0 | 0.00 | - | 0 | 0 | 0 |
27 Sept | 26173.35 | 0.00 | - | 0 | 0 | 0 |
For Nifty - strike price 24400 expiring on 26DEC2024
Delta for 24400 PE is -
Historical price for 24400 PE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 650.45, which was 23.10 higher than the previous day. The implied volatity was -, the open interest changed by -7459 which decreased total open position to 32419
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 627.35, which was -5.35 lower than the previous day. The implied volatity was -, the open interest changed by -10556 which decreased total open position to 39897
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 632.7, which was -144.10 lower than the previous day. The implied volatity was 14.02, the open interest changed by -8605 which decreased total open position to 50533
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 776.8, which was 329.35 higher than the previous day. The implied volatity was 21.93, the open interest changed by -6061 which decreased total open position to 59314
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 447.45, which was 162.45 higher than the previous day. The implied volatity was 14.35, the open interest changed by -10462 which decreased total open position to 65472
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 285, which was 54.30 higher than the previous day. The implied volatity was 14.82, the open interest changed by 2217 which increased total open position to 78409
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 230.7, which was 110.70 higher than the previous day. The implied volatity was 14.45, the open interest changed by 16196 which increased total open position to 85381
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 120, which was 39.05 higher than the previous day. The implied volatity was 15.21, the open interest changed by -116072 which decreased total open position to 69453
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 80.95, which was -65.10 lower than the previous day. The implied volatity was 13.42, the open interest changed by -108601 which decreased total open position to 68107
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 146.05, which was 17.45 higher than the previous day. The implied volatity was 12.83, the open interest changed by -175621 which decreased total open position to 58637
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 128.6, which was -42.60 lower than the previous day. The implied volatity was 13.19, the open interest changed by 32490 which increased total open position to 56010
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 171.2, which was -8.85 lower than the previous day. The implied volatity was 15.05, the open interest changed by -2089 which decreased total open position to 46071
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 180.05, which was 10.65 higher than the previous day. The implied volatity was 15.27, the open interest changed by 50 which increased total open position to 48021
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 169.4, which was -15.60 lower than the previous day. The implied volatity was 14.56, the open interest changed by 3582 which increased total open position to 48140
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 185, which was -76.50 lower than the previous day. The implied volatity was 15.55, the open interest changed by 2789 which increased total open position to 45561
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 261.5, which was -8.50 lower than the previous day. The implied volatity was 14.92, the open interest changed by -160985 which decreased total open position to 43037
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 270, which was -55.50 lower than the previous day. The implied volatity was 14.78, the open interest changed by 36331 which increased total open position to 36673
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 325.5, which was -50.50 lower than the previous day. The implied volatity was 13.85, the open interest changed by 3794 which increased total open position to 27599
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 376, which was -122.85 lower than the previous day. The implied volatity was 12.40, the open interest changed by 23667 which increased total open position to 23818
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 498.85, which was 178.30 higher than the previous day. The implied volatity was 13.44, the open interest changed by 3396 which increased total open position to 23707
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 320.55, which was -65.95 lower than the previous day. The implied volatity was 13.00, the open interest changed by 3340 which increased total open position to 23886
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 386.5, which was 44.80 higher than the previous day. The implied volatity was 13.84, the open interest changed by 9365 which increased total open position to 20521
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 341.7, which was -230.45 lower than the previous day. The implied volatity was 13.13, the open interest changed by 11127 which increased total open position to 11127
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 572.15, which was -392.55 lower than the previous day. The implied volatity was 13.83, the open interest changed by 2983 which increased total open position to 2983
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 964.7, which was 93.55 higher than the previous day. The implied volatity was 14.91, the open interest changed by 2516 which increased total open position to 2516
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 871.15, which was 22.25 higher than the previous day. The implied volatity was 14.92, the open interest changed by 30 which increased total open position to 2459
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 848.9, which was 76.05 higher than the previous day. The implied volatity was 13.81, the open interest changed by 2436 which increased total open position to 2437
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 772.85, which was 18.25 higher than the previous day. The implied volatity was 13.44, the open interest changed by -96 which decreased total open position to 4014
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 754.6, which was 155.30 higher than the previous day. The implied volatity was 13.84, the open interest changed by 4113 which increased total open position to 4114
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 599.3, which was 164.30 higher than the previous day. The implied volatity was 13.69, the open interest changed by 5122 which increased total open position to 5127
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 435, which was -42.90 lower than the previous day. The implied volatity was 13.20, the open interest changed by 2146 which increased total open position to 5240
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 477.9, which was 13.85 higher than the previous day. The implied volatity was 14.12, the open interest changed by 3084 which increased total open position to 3089
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 464.05, which was 121.00 higher than the previous day. The implied volatity was 14.79, the open interest changed by 401 which increased total open position to 2945
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 343.05, which was -155.80 lower than the previous day. The implied volatity was 14.72, the open interest changed by 2545 which increased total open position to 2546
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 498.85, which was -121.50 lower than the previous day. The implied volatity was 15.69, the open interest changed by 340 which increased total open position to 2052
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 620.35, which was 135.30 higher than the previous day. The implied volatity was 16.24, the open interest changed by 1712 which increased total open position to 1714
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 485.05, which was -2.95 lower than the previous day. The implied volatity was 16.26, the open interest changed by 1944 which increased total open position to 1944
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 488, which was 44.70 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 443.3, which was 53.15 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 390.15, which was -41.80 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 431.95, which was -77.20 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 509.15, which was 99.40 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 409.75, which was -22.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct NIFTY was trading at 24435.50. The strike last trading price was 432.4, which was 24.70 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 407.7, which was 83.10 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 324.6, which was 55.70 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 268.9, which was -48.10 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 317, which was 56.15 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 260.85, which was 5.85 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 255, which was -0.75 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 255.75, 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 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 287.75, which was 12.35 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 275.4, which was -56.20 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 331.6, 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 331.6, which was 71.50 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 260.1, which was 10.10 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 250, which was 26.95 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 223.05, which was 70.75 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 152.3, which was 152.30 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