NIFTY
Nifty
Historical option data for NIFTY
24 Jan 2025 04:11 PM IST
NIFTY 30JAN2025 24450 CE | ||||||||||
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Delta: 0.01
Vega: 0.70
Theta: -1.11
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
24 Jan | 23092.20 | 1.55 | -1.35 | 18.15 | 2,06,134 | 1,975 | 14,761 | |||
23 Jan | 23205.35 | 3.25 | -0.95 | 16.85 | 34,137 | -16,111 | 12,653 | |||
22 Jan | 23155.35 | 4.2 | -1.55 | 16.95 | 26,683 | 6 | 8,793 | |||
21 Jan | 23024.65 | 5.75 | -6.40 | 17.99 | 44,815 | -209 | 8,713 | |||
20 Jan | 23344.75 | 12.15 | 0.90 | 15.82 | 13,250 | 114 | 8,874 | |||
17 Jan | 23203.20 | 11.25 | -5.50 | 14.92 | 26,754 | -30,434 | 8,719 | |||
16 Jan | 23311.80 | 16.75 | 3.40 | 13.84 | 4,708 | -26,438 | 4,930 | |||
15 Jan | 23213.20 | 13.35 | -4.60 | 13.96 | 6,542 | 756 | 4,917 | |||
14 Jan | 23176.05 | 17.95 | -4.85 | 14.53 | 3,582 | -188 | 4,300 | |||
13 Jan | 23085.95 | 22.8 | -16.05 | 16.02 | 14,405 | -51,343 | 4,490 | |||
10 Jan | 23431.50 | 38.85 | -21.10 | 12.89 | 15,373 | 1,587 | 6,905 | |||
9 Jan | 23526.50 | 59.95 | -21.90 | 12.93 | 7,111 | 496 | 5,339 | |||
8 Jan | 23688.95 | 81.85 | -9.75 | 12.58 | 19,473 | -3,369 | 4,902 | |||
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7 Jan | 23707.90 | 91.6 | -15.30 | 12.58 | 6,048 | 5,904 | 6,024 | |||
6 Jan | 23616.05 | 106.9 | -74.20 | 13.86 | 9,935 | 1,221 | 6,159 | |||
3 Jan | 24004.75 | 181.1 | -87.60 | 11.49 | 4,382 | 330 | 4,957 | |||
2 Jan | 24188.65 | 268.7 | 112.25 | 11.73 | 5,717 | 4,436 | 4,628 | |||
1 Jan | 23742.90 | 156.45 | 22.85 | 12.99 | 4,249 | 4,335 | 4,503 | |||
31 Dec | 23644.80 | 133.6 | 4.20 | 12.79 | 9,692 | 4,610 | 4,616 | |||
30 Dec | 23644.90 | 129.4 | -50.15 | 12.41 | 6,206 | 2,707 | 2,713 | |||
27 Dec | 23813.40 | 179.55 | 5.30 | 11.62 | 2,711 | 1,343 | 2,267 | |||
26 Dec | 23750.20 | 174.25 | 6.85 | 12.02 | 3,167 | 1,951 | 2,290 | |||
24 Dec | 23727.65 | 167.4 | -18.45 | 11.66 | 1,677 | 1,487 | 1,799 | |||
23 Dec | 23753.45 | 185.85 | -19.50 | 11.89 | 2,040 | 1,663 | 1,669 | |||
20 Dec | 23587.50 | 205.35 | -143.70 | 13.25 | 2,281 | 1,040 | 1,064 | |||
19 Dec | 23951.70 | 349.05 | -100.90 | 13.68 | 1,014 | 688 | 694 | |||
18 Dec | 24198.85 | 449.95 | -93.05 | 12.78 | 967 | 729 | 735 | |||
17 Dec | 24336.00 | 543 | -199.00 | 13.61 | 811 | 593 | 596 | |||
16 Dec | 24668.25 | 742 | -71.40 | 13.17 | 99 | 591 | 594 | |||
13 Dec | 24768.30 | 813.4 | 134.05 | 11.52 | 986 | 618 | 618 | |||
12 Dec | 24548.70 | 679.35 | -57.75 | 12.41 | 74 | 740 | 740 | |||
11 Dec | 24641.80 | 737.1 | 24.75 | 12.04 | 79 | 758 | 761 | |||
10 Dec | 24610.05 | 712.35 | -1.70 | 11.22 | 225 | 741 | 741 | |||
9 Dec | 24619.00 | 714.05 | -100.50 | 10.91 | 11 | 702 | 702 | |||
6 Dec | 24677.80 | 814.55 | 10.20 | 12.31 | 55 | 513 | 702 | |||
5 Dec | 24708.40 | 804.35 | 151.60 | 11.03 | 532 | 429 | 702 | |||
4 Dec | 24467.45 | 652.75 | 16.25 | 11.24 | 419 | 379 | 676 | |||
3 Dec | 24457.15 | 636.5 | 52.80 | 10.87 | 659 | 369 | 654 | |||
2 Dec | 24276.05 | 583.7 | 73.05 | 12.02 | 225 | 693 | 693 | |||
29 Nov | 24131.10 | 510.65 | 39.80 | 11.79 | 744 | 654 | 654 | |||
28 Nov | 23914.15 | 470.85 | -116.50 | 12.73 | 27 | 6 | 126 | |||
27 Nov | 24274.90 | 587.35 | 36.80 | 11.16 | 137 | -31 | 120 | |||
26 Nov | 24194.50 | 550.55 | 13.80 | 11.28 | 58 | 150 | 150 | |||
25 Nov | 24221.90 | 536.75 | 134.10 | 9.92 | 82 | 14 | 133 | |||
22 Nov | 23907.25 | 402.65 | 170.65 | 11.06 | 13 | 1 | 120 | |||
21 Nov | 23349.90 | 232 | -35.10 | 11.76 | 4 | 0 | 119 | |||
19 Nov | 23518.50 | 267.1 | 7.00 | 11.32 | 129 | 69 | 121 | |||
18 Nov | 23453.80 | 260.1 | -59.75 | 11.07 | 10 | 5 | 51 | |||
14 Nov | 23532.70 | 319.85 | -35.75 | 11.21 | 7 | 2 | 50 | |||
13 Nov | 23559.05 | 355.6 | -123.10 | 11.51 | 7 | 2 | 48 | |||
12 Nov | 23883.45 | 478.7 | -232.80 | 11.75 | 1 | 0 | 45 | |||
11 Nov | 24141.30 | 711.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
8 Nov | 24148.20 | 711.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
7 Nov | 24199.35 | 711.5 | -162.30 | 11.91 | 4 | -1 | 44 | |||
6 Nov | 24484.05 | 873.8 | -3.05 | 11.11 | 54 | 21 | 21 | |||
5 Nov | 24213.30 | 876.85 | 0.00 | - | 0 | 0 | 0 | |||
4 Nov | 23995.35 | 876.85 | - | 0 | 0 | 0 |
For Nifty - strike price 24450 expiring on 30JAN2025
Delta for 24450 CE is 0.01
Historical price for 24450 CE is as follows
On 24 Jan NIFTY was trading at 23092.20. The strike last trading price was 1.55, which was -1.35 lower than the previous day. The implied volatity was 18.15, the open interest changed by 1975 which increased total open position to 14761
On 23 Jan NIFTY was trading at 23205.35. The strike last trading price was 3.25, which was -0.95 lower than the previous day. The implied volatity was 16.85, the open interest changed by -16111 which decreased total open position to 12653
On 22 Jan NIFTY was trading at 23155.35. The strike last trading price was 4.2, which was -1.55 lower than the previous day. The implied volatity was 16.95, the open interest changed by 6 which increased total open position to 8793
On 21 Jan NIFTY was trading at 23024.65. The strike last trading price was 5.75, which was -6.40 lower than the previous day. The implied volatity was 17.99, the open interest changed by -209 which decreased total open position to 8713
On 20 Jan NIFTY was trading at 23344.75. The strike last trading price was 12.15, which was 0.90 higher than the previous day. The implied volatity was 15.82, the open interest changed by 114 which increased total open position to 8874
On 17 Jan NIFTY was trading at 23203.20. The strike last trading price was 11.25, which was -5.50 lower than the previous day. The implied volatity was 14.92, the open interest changed by -30434 which decreased total open position to 8719
On 16 Jan NIFTY was trading at 23311.80. The strike last trading price was 16.75, which was 3.40 higher than the previous day. The implied volatity was 13.84, the open interest changed by -26438 which decreased total open position to 4930
On 15 Jan NIFTY was trading at 23213.20. The strike last trading price was 13.35, which was -4.60 lower than the previous day. The implied volatity was 13.96, the open interest changed by 756 which increased total open position to 4917
On 14 Jan NIFTY was trading at 23176.05. The strike last trading price was 17.95, which was -4.85 lower than the previous day. The implied volatity was 14.53, the open interest changed by -188 which decreased total open position to 4300
On 13 Jan NIFTY was trading at 23085.95. The strike last trading price was 22.8, which was -16.05 lower than the previous day. The implied volatity was 16.02, the open interest changed by -51343 which decreased total open position to 4490
On 10 Jan NIFTY was trading at 23431.50. The strike last trading price was 38.85, which was -21.10 lower than the previous day. The implied volatity was 12.89, the open interest changed by 1587 which increased total open position to 6905
On 9 Jan NIFTY was trading at 23526.50. The strike last trading price was 59.95, which was -21.90 lower than the previous day. The implied volatity was 12.93, the open interest changed by 496 which increased total open position to 5339
On 8 Jan NIFTY was trading at 23688.95. The strike last trading price was 81.85, which was -9.75 lower than the previous day. The implied volatity was 12.58, the open interest changed by -3369 which decreased total open position to 4902
On 7 Jan NIFTY was trading at 23707.90. The strike last trading price was 91.6, which was -15.30 lower than the previous day. The implied volatity was 12.58, the open interest changed by 5904 which increased total open position to 6024
On 6 Jan NIFTY was trading at 23616.05. The strike last trading price was 106.9, which was -74.20 lower than the previous day. The implied volatity was 13.86, the open interest changed by 1221 which increased total open position to 6159
On 3 Jan NIFTY was trading at 24004.75. The strike last trading price was 181.1, which was -87.60 lower than the previous day. The implied volatity was 11.49, the open interest changed by 330 which increased total open position to 4957
On 2 Jan NIFTY was trading at 24188.65. The strike last trading price was 268.7, which was 112.25 higher than the previous day. The implied volatity was 11.73, the open interest changed by 4436 which increased total open position to 4628
On 1 Jan NIFTY was trading at 23742.90. The strike last trading price was 156.45, which was 22.85 higher than the previous day. The implied volatity was 12.99, the open interest changed by 4335 which increased total open position to 4503
On 31 Dec NIFTY was trading at 23644.80. The strike last trading price was 133.6, which was 4.20 higher than the previous day. The implied volatity was 12.79, the open interest changed by 4610 which increased total open position to 4616
On 30 Dec NIFTY was trading at 23644.90. The strike last trading price was 129.4, which was -50.15 lower than the previous day. The implied volatity was 12.41, the open interest changed by 2707 which increased total open position to 2713
On 27 Dec NIFTY was trading at 23813.40. The strike last trading price was 179.55, which was 5.30 higher than the previous day. The implied volatity was 11.62, the open interest changed by 1343 which increased total open position to 2267
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 174.25, which was 6.85 higher than the previous day. The implied volatity was 12.02, the open interest changed by 1951 which increased total open position to 2290
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 167.4, which was -18.45 lower than the previous day. The implied volatity was 11.66, the open interest changed by 1487 which increased total open position to 1799
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 185.85, which was -19.50 lower than the previous day. The implied volatity was 11.89, the open interest changed by 1663 which increased total open position to 1669
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 205.35, which was -143.70 lower than the previous day. The implied volatity was 13.25, the open interest changed by 1040 which increased total open position to 1064
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 349.05, which was -100.90 lower than the previous day. The implied volatity was 13.68, the open interest changed by 688 which increased total open position to 694
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 449.95, which was -93.05 lower than the previous day. The implied volatity was 12.78, the open interest changed by 729 which increased total open position to 735
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 543, which was -199.00 lower than the previous day. The implied volatity was 13.61, the open interest changed by 593 which increased total open position to 596
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 742, which was -71.40 lower than the previous day. The implied volatity was 13.17, the open interest changed by 591 which increased total open position to 594
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 813.4, which was 134.05 higher than the previous day. The implied volatity was 11.52, the open interest changed by 618 which increased total open position to 618
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 679.35, which was -57.75 lower than the previous day. The implied volatity was 12.41, the open interest changed by 740 which increased total open position to 740
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 737.1, which was 24.75 higher than the previous day. The implied volatity was 12.04, the open interest changed by 758 which increased total open position to 761
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 712.35, which was -1.70 lower than the previous day. The implied volatity was 11.22, the open interest changed by 741 which increased total open position to 741
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 714.05, which was -100.50 lower than the previous day. The implied volatity was 10.91, the open interest changed by 702 which increased total open position to 702
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 814.55, which was 10.20 higher than the previous day. The implied volatity was 12.31, the open interest changed by 513 which increased total open position to 702
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 804.35, which was 151.60 higher than the previous day. The implied volatity was 11.03, the open interest changed by 429 which increased total open position to 702
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 652.75, which was 16.25 higher than the previous day. The implied volatity was 11.24, the open interest changed by 379 which increased total open position to 676
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 636.5, which was 52.80 higher than the previous day. The implied volatity was 10.87, the open interest changed by 369 which increased total open position to 654
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 583.7, which was 73.05 higher than the previous day. The implied volatity was 12.02, the open interest changed by 693 which increased total open position to 693
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 510.65, which was 39.80 higher than the previous day. The implied volatity was 11.79, the open interest changed by 654 which increased total open position to 654
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 470.85, which was -116.50 lower than the previous day. The implied volatity was 12.73, the open interest changed by 6 which increased total open position to 126
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 587.35, which was 36.80 higher than the previous day. The implied volatity was 11.16, the open interest changed by -31 which decreased total open position to 120
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 550.55, which was 13.80 higher than the previous day. The implied volatity was 11.28, the open interest changed by 150 which increased total open position to 150
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 536.75, which was 134.10 higher than the previous day. The implied volatity was 9.92, the open interest changed by 14 which increased total open position to 133
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 402.65, which was 170.65 higher than the previous day. The implied volatity was 11.06, the open interest changed by 1 which increased total open position to 120
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 232, which was -35.10 lower than the previous day. The implied volatity was 11.76, the open interest changed by 0 which decreased total open position to 119
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 267.1, which was 7.00 higher than the previous day. The implied volatity was 11.32, the open interest changed by 69 which increased total open position to 121
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 260.1, which was -59.75 lower than the previous day. The implied volatity was 11.07, the open interest changed by 5 which increased total open position to 51
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 319.85, which was -35.75 lower than the previous day. The implied volatity was 11.21, the open interest changed by 2 which increased total open position to 50
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 355.6, which was -123.10 lower than the previous day. The implied volatity was 11.51, the open interest changed by 2 which increased total open position to 48
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 478.7, which was -232.80 lower than the previous day. The implied volatity was 11.75, the open interest changed by 0 which decreased total open position to 45
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 711.5, 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 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 711.5, 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 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 711.5, which was -162.30 lower than the previous day. The implied volatity was 11.91, the open interest changed by -1 which decreased total open position to 44
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 873.8, which was -3.05 lower than the previous day. The implied volatity was 11.11, the open interest changed by 21 which increased total open position to 21
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 876.85, 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 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 876.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
NIFTY 30JAN2025 24450 PE | |||||||
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Delta: -0.95
Vega: 3.18
Theta: -0.66
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
24 Jan | 23092.20 | 1337.5 | 158.45 | 26.49 | 3 | -1 | 1,081 |
23 Jan | 23205.35 | 1182.55 | -77.75 | - | 3 | 0 | 1,081 |
22 Jan | 23155.35 | 1260.3 | 0.00 | 0.00 | 0 | -1 | 0 |
21 Jan | 23024.65 | 1260.3 | 200.30 | - | 6 | 1,006 | 1,081 |
20 Jan | 23344.75 | 1060 | -191.85 | 16.22 | 2 | 1,066 | 1,081 |
17 Jan | 23203.20 | 1251.85 | 201.70 | 25.32 | 10 | 0 | 1,088 |
16 Jan | 23311.80 | 1050.15 | -169.85 | 17.67 | 2 | 1 | 1,088 |
15 Jan | 23213.20 | 1220 | 21.50 | 23.66 | 4 | -1 | 1,089 |
14 Jan | 23176.05 | 1198.5 | -88.60 | 20.01 | 3 | 970 | 1,090 |
13 Jan | 23085.95 | 1287.1 | 293.45 | 18.23 | 221 | 1,073 | 1,091 |
10 Jan | 23431.50 | 993.65 | 144.10 | 18.61 | 49 | 1,209 | 1,224 |
9 Jan | 23526.50 | 849.55 | 107.45 | 15.40 | 17 | 1,246 | 1,258 |
8 Jan | 23688.95 | 742.1 | -1.05 | 14.48 | 281 | -145 | 1,259 |
7 Jan | 23707.90 | 743.15 | -68.30 | 15.18 | 288 | -6,518 | 1,408 |
6 Jan | 23616.05 | 811.45 | 260.50 | 16.14 | 277 | 1,481 | 1,493 |
3 Jan | 24004.75 | 550.95 | 113.95 | 15.11 | 1,190 | 1,425 | 1,425 |
2 Jan | 24188.65 | 437 | -251.55 | 14.49 | 767 | 82 | 1,162 |
1 Jan | 23742.90 | 688.55 | -71.75 | 14.45 | 131 | 9 | 1,084 |
31 Dec | 23644.80 | 760.3 | 12.30 | 14.76 | 18 | 1,077 | 1,077 |
30 Dec | 23644.90 | 748 | 124.00 | 13.92 | 111 | 0 | 1,088 |
27 Dec | 23813.40 | 624 | -74.30 | 13.62 | 563 | 1,087 | 1,087 |
26 Dec | 23750.20 | 698.3 | 28.30 | 14.65 | 508 | 956 | 956 |
24 Dec | 23727.65 | 670 | -22.05 | 12.76 | 519 | 730 | 730 |
23 Dec | 23753.45 | 692.05 | -133.80 | 14.00 | 215 | 4 | 753 |
20 Dec | 23587.50 | 825.85 | 245.85 | 15.87 | 1,118 | 741 | 750 |
19 Dec | 23951.70 | 580 | 132.35 | 14.39 | 474 | -15 | 748 |
18 Dec | 24198.85 | 447.65 | 46.55 | 14.29 | 1,534 | 755 | 764 |
17 Dec | 24336.00 | 401.1 | 123.30 | 14.24 | 1,621 | 163 | 608 |
16 Dec | 24668.25 | 277.8 | 53.25 | 14.24 | 485 | -22 | 445 |
13 Dec | 24768.30 | 224.55 | -77.50 | 13.61 | 1,801 | 57 | 468 |
12 Dec | 24548.70 | 302.05 | 22.05 | 13.53 | 220 | 400 | 400 |
11 Dec | 24641.80 | 280 | -21.40 | 13.75 | 348 | 475 | 475 |
10 Dec | 24610.05 | 301.4 | -15.00 | 14.22 | 463 | 162 | 507 |
9 Dec | 24619.00 | 316.4 | 14.60 | 14.65 | 281 | 345 | 345 |
6 Dec | 24677.80 | 301.8 | -4.25 | 14.44 | 552 | -287 | 228 |
5 Dec | 24708.40 | 306.05 | -67.30 | 14.81 | 549 | 117 | 514 |
4 Dec | 24467.45 | 373.35 | -10.65 | 14.28 | 249 | 26 | 395 |
3 Dec | 24457.15 | 384 | -100.95 | 14.35 | 360 | 42 | 369 |
2 Dec | 24276.05 | 484.95 | 1.40 | 15.17 | 87 | 65 | 326 |
29 Nov | 24131.10 | 483.55 | 20.95 | 13.26 | 278 | 228 | 257 |
28 Nov | 23914.15 | 462.6 | 0.00 | 0.00 | 0 | 0 | 0 |
27 Nov | 24274.90 | 462.6 | 0.00 | 0.00 | 0 | 0 | 0 |
26 Nov | 24194.50 | 462.6 | 0.00 | 0.00 | 0 | 13 | 0 |
25 Nov | 24221.90 | 462.6 | -364.80 | 14.03 | 13 | 9 | 25 |
22 Nov | 23907.25 | 827.4 | 0.00 | 0.00 | 0 | 0 | 0 |
21 Nov | 23349.90 | 827.4 | 0.00 | 0.00 | 0 | 0 | 0 |
19 Nov | 23518.50 | 827.4 | -44.45 | 12.88 | 1 | 0 | 16 |
18 Nov | 23453.80 | 871.85 | 24.85 | 13.90 | 5 | -1 | 15 |
14 Nov | 23532.70 | 847 | 0.00 | 0.00 | 0 | 0 | 0 |
13 Nov | 23559.05 | 847 | 264.25 | 15.24 | 1 | 0 | 16 |
12 Nov | 23883.45 | 582.75 | 46.05 | 12.15 | 2 | 0 | 17 |
11 Nov | 24141.30 | 536.7 | 0.00 | 0.00 | 0 | 0 | 0 |
8 Nov | 24148.20 | 536.7 | 0.00 | 0.00 | 0 | 0 | 0 |
7 Nov | 24199.35 | 536.7 | 69.60 | 14.70 | 2 | 0 | 17 |
6 Nov | 24484.05 | 467.1 | -121.25 | 15.67 | 41 | 0 | 16 |
5 Nov | 24213.30 | 588.35 | -93.35 | 15.82 | 16 | 8 | 8 |
4 Nov | 23995.35 | 681.7 | 0.27 | 0 | 0 | 0 |
For Nifty - strike price 24450 expiring on 30JAN2025
Delta for 24450 PE is -0.95
Historical price for 24450 PE is as follows
On 24 Jan NIFTY was trading at 23092.20. The strike last trading price was 1337.5, which was 158.45 higher than the previous day. The implied volatity was 26.49, the open interest changed by -1 which decreased total open position to 1081
On 23 Jan NIFTY was trading at 23205.35. The strike last trading price was 1182.55, which was -77.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1081
On 22 Jan NIFTY was trading at 23155.35. The strike last trading price was 1260.3, which was 0.00 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 21 Jan NIFTY was trading at 23024.65. The strike last trading price was 1260.3, which was 200.30 higher than the previous day. The implied volatity was -, the open interest changed by 1006 which increased total open position to 1081
On 20 Jan NIFTY was trading at 23344.75. The strike last trading price was 1060, which was -191.85 lower than the previous day. The implied volatity was 16.22, the open interest changed by 1066 which increased total open position to 1081
On 17 Jan NIFTY was trading at 23203.20. The strike last trading price was 1251.85, which was 201.70 higher than the previous day. The implied volatity was 25.32, the open interest changed by 0 which decreased total open position to 1088
On 16 Jan NIFTY was trading at 23311.80. The strike last trading price was 1050.15, which was -169.85 lower than the previous day. The implied volatity was 17.67, the open interest changed by 1 which increased total open position to 1088
On 15 Jan NIFTY was trading at 23213.20. The strike last trading price was 1220, which was 21.50 higher than the previous day. The implied volatity was 23.66, the open interest changed by -1 which decreased total open position to 1089
On 14 Jan NIFTY was trading at 23176.05. The strike last trading price was 1198.5, which was -88.60 lower than the previous day. The implied volatity was 20.01, the open interest changed by 970 which increased total open position to 1090
On 13 Jan NIFTY was trading at 23085.95. The strike last trading price was 1287.1, which was 293.45 higher than the previous day. The implied volatity was 18.23, the open interest changed by 1073 which increased total open position to 1091
On 10 Jan NIFTY was trading at 23431.50. The strike last trading price was 993.65, which was 144.10 higher than the previous day. The implied volatity was 18.61, the open interest changed by 1209 which increased total open position to 1224
On 9 Jan NIFTY was trading at 23526.50. The strike last trading price was 849.55, which was 107.45 higher than the previous day. The implied volatity was 15.40, the open interest changed by 1246 which increased total open position to 1258
On 8 Jan NIFTY was trading at 23688.95. The strike last trading price was 742.1, which was -1.05 lower than the previous day. The implied volatity was 14.48, the open interest changed by -145 which decreased total open position to 1259
On 7 Jan NIFTY was trading at 23707.90. The strike last trading price was 743.15, which was -68.30 lower than the previous day. The implied volatity was 15.18, the open interest changed by -6518 which decreased total open position to 1408
On 6 Jan NIFTY was trading at 23616.05. The strike last trading price was 811.45, which was 260.50 higher than the previous day. The implied volatity was 16.14, the open interest changed by 1481 which increased total open position to 1493
On 3 Jan NIFTY was trading at 24004.75. The strike last trading price was 550.95, which was 113.95 higher than the previous day. The implied volatity was 15.11, the open interest changed by 1425 which increased total open position to 1425
On 2 Jan NIFTY was trading at 24188.65. The strike last trading price was 437, which was -251.55 lower than the previous day. The implied volatity was 14.49, the open interest changed by 82 which increased total open position to 1162
On 1 Jan NIFTY was trading at 23742.90. The strike last trading price was 688.55, which was -71.75 lower than the previous day. The implied volatity was 14.45, the open interest changed by 9 which increased total open position to 1084
On 31 Dec NIFTY was trading at 23644.80. The strike last trading price was 760.3, which was 12.30 higher than the previous day. The implied volatity was 14.76, the open interest changed by 1077 which increased total open position to 1077
On 30 Dec NIFTY was trading at 23644.90. The strike last trading price was 748, which was 124.00 higher than the previous day. The implied volatity was 13.92, the open interest changed by 0 which decreased total open position to 1088
On 27 Dec NIFTY was trading at 23813.40. The strike last trading price was 624, which was -74.30 lower than the previous day. The implied volatity was 13.62, the open interest changed by 1087 which increased total open position to 1087
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 698.3, which was 28.30 higher than the previous day. The implied volatity was 14.65, the open interest changed by 956 which increased total open position to 956
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 670, which was -22.05 lower than the previous day. The implied volatity was 12.76, the open interest changed by 730 which increased total open position to 730
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 692.05, which was -133.80 lower than the previous day. The implied volatity was 14.00, the open interest changed by 4 which increased total open position to 753
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 825.85, which was 245.85 higher than the previous day. The implied volatity was 15.87, the open interest changed by 741 which increased total open position to 750
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 580, which was 132.35 higher than the previous day. The implied volatity was 14.39, the open interest changed by -15 which decreased total open position to 748
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 447.65, which was 46.55 higher than the previous day. The implied volatity was 14.29, the open interest changed by 755 which increased total open position to 764
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 401.1, which was 123.30 higher than the previous day. The implied volatity was 14.24, the open interest changed by 163 which increased total open position to 608
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 277.8, which was 53.25 higher than the previous day. The implied volatity was 14.24, the open interest changed by -22 which decreased total open position to 445
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 224.55, which was -77.50 lower than the previous day. The implied volatity was 13.61, the open interest changed by 57 which increased total open position to 468
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 302.05, which was 22.05 higher than the previous day. The implied volatity was 13.53, the open interest changed by 400 which increased total open position to 400
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 280, which was -21.40 lower than the previous day. The implied volatity was 13.75, the open interest changed by 475 which increased total open position to 475
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 301.4, which was -15.00 lower than the previous day. The implied volatity was 14.22, the open interest changed by 162 which increased total open position to 507
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 316.4, which was 14.60 higher than the previous day. The implied volatity was 14.65, the open interest changed by 345 which increased total open position to 345
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 301.8, which was -4.25 lower than the previous day. The implied volatity was 14.44, the open interest changed by -287 which decreased total open position to 228
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 306.05, which was -67.30 lower than the previous day. The implied volatity was 14.81, the open interest changed by 117 which increased total open position to 514
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 373.35, which was -10.65 lower than the previous day. The implied volatity was 14.28, the open interest changed by 26 which increased total open position to 395
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 384, which was -100.95 lower than the previous day. The implied volatity was 14.35, the open interest changed by 42 which increased total open position to 369
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 484.95, which was 1.40 higher than the previous day. The implied volatity was 15.17, the open interest changed by 65 which increased total open position to 326
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 483.55, which was 20.95 higher than the previous day. The implied volatity was 13.26, the open interest changed by 228 which increased total open position to 257
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 462.6, 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 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 462.6, 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 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 462.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 13 which increased total open position to 0
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 462.6, which was -364.80 lower than the previous day. The implied volatity was 14.03, the open interest changed by 9 which increased total open position to 25
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 827.4, 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 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 827.4, 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 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 827.4, which was -44.45 lower than the previous day. The implied volatity was 12.88, the open interest changed by 0 which decreased total open position to 16
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 871.85, which was 24.85 higher than the previous day. The implied volatity was 13.90, the open interest changed by -1 which decreased total open position to 15
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 847, 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 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 847, which was 264.25 higher than the previous day. The implied volatity was 15.24, the open interest changed by 0 which decreased total open position to 16
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 582.75, which was 46.05 higher than the previous day. The implied volatity was 12.15, the open interest changed by 0 which decreased total open position to 17
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 536.7, 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 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 536.7, 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 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 536.7, which was 69.60 higher than the previous day. The implied volatity was 14.70, the open interest changed by 0 which decreased total open position to 17
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 467.1, which was -121.25 lower than the previous day. The implied volatity was 15.67, the open interest changed by 0 which decreased total open position to 16
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 588.35, which was -93.35 lower than the previous day. The implied volatity was 15.82, the open interest changed by 8 which increased total open position to 8
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 681.7, 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