NIFTY
Nifty
Historical option data for NIFTY
26 Dec 2024 03:41 PM IST
NIFTY 26DEC2024 24450 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 | -0.95 | - | 23,47,941 | 28,859 | 88,522 | |||
24 Dec | 23727.65 | 1 | -3.60 | 16.99 | 11,90,390 | -1,009 | 59,327 | |||
23 Dec | 23753.45 | 4.6 | -11.40 | 16.87 | 9,57,894 | 12,884 | 60,784 | |||
20 Dec | 23587.50 | 16 | -45.95 | 17.05 | 7,61,084 | 24,133 | 47,829 | |||
19 Dec | 23951.70 | 61.95 | -70.45 | 16.02 | 1,22,842 | -1,53,730 | 23,493 | |||
18 Dec | 24198.85 | 132.4 | -73.80 | 14.66 | 68,008 | 3,983 | 18,447 | |||
17 Dec | 24336.00 | 206.2 | -198.85 | 15.72 | 67,832 | -13,042 | 14,500 | |||
16 Dec | 24668.25 | 405.05 | -100.55 | 15.47 | 4,045 | -21,493 | 3,708 | |||
13 Dec | 24768.30 | 505.6 | 143.60 | 12.98 | 42,553 | -3,294 | 4,379 | |||
12 Dec | 24548.70 | 362 | -68.50 | 13.65 | 4,502 | 1,551 | 3,716 | |||
11 Dec | 24641.80 | 430.5 | 9.85 | 13.52 | 3,142 | -21,164 | 2,978 | |||
10 Dec | 24610.05 | 420.65 | -26.55 | 12.65 | 2,846 | 2,737 | 3,439 | |||
9 Dec | 24619.00 | 447.2 | -59.55 | 13.24 | 2,481 | 2,833 | 3,562 | |||
6 Dec | 24677.80 | 506.75 | -23.35 | 13.01 | 2,003 | 3,414 | 3,878 | |||
5 Dec | 24708.40 | 530.1 | 144.60 | 12.49 | 16,903 | 2,829 | 3,593 | |||
4 Dec | 24467.45 | 385.5 | 9.80 | 12.55 | 13,755 | 4,152 | 4,750 | |||
3 Dec | 24457.15 | 375.7 | 53.20 | 12.11 | 12,393 | -83,620 | 4,544 | |||
2 Dec | 24276.05 | 322.5 | 54.25 | 13.23 | 7,834 | 3,586 | 3,669 | |||
29 Nov | 24131.10 | 268.25 | 49.75 | 12.81 | 5,423 | 3,280 | 3,370 | |||
28 Nov | 23914.15 | 218.5 | -125.25 | 13.12 | 9,868 | 282 | 3,542 | |||
27 Nov | 24274.90 | 343.75 | 37.90 | 12.22 | 3,829 | 3,237 | 3,260 | |||
26 Nov | 24194.50 | 305.85 | -51.80 | 12.03 | 1,494 | 1,728 | 1,747 | |||
25 Nov | 24221.90 | 357.65 | 147.20 | 12.55 | 3,451 | 1,319 | 1,386 | |||
22 Nov | 23907.25 | 210.45 | 131.90 | 12.23 | 2,605 | 1,080 | 1,147 | |||
21 Nov | 23349.90 | 78.55 | -36.25 | 12.15 | 2,481 | 1,068 | 1,069 | |||
19 Nov | 23518.50 | 114.8 | 2.80 | 12.26 | 2,566 | 717 | 838 | |||
18 Nov | 23453.80 | 112 | -34.50 | 11.99 | 1,659 | 641 | 697 | |||
14 Nov | 23532.70 | 146.5 | -49.20 | 11.66 | 518 | 625 | 656 | |||
13 Nov | 23559.05 | 195.7 | -63.30 | 12.79 | 2,204 | 787 | 812 | |||
12 Nov | 23883.45 | 259 | -130.10 | 11.96 | 379 | 696 | 702 | |||
11 Nov | 24141.30 | 389.1 | -28.20 | 11.91 | 257 | 559 | 564 | |||
8 Nov | 24148.20 | 417.3 | -59.65 | 12.25 | 169 | 569 | 575 | |||
7 Nov | 24199.35 | 476.95 | -179.60 | 12.48 | 550 | 569 | 575 | |||
6 Nov | 24484.05 | 656.55 | 136.80 | 12.41 | 139 | 209 | 213 | |||
5 Nov | 24213.30 | 519.75 | 63.75 | 13.18 | 146 | 101 | 183 | |||
4 Nov | 23995.35 | 456 | -160.00 | 14.11 | 80 | 79 | 83 | |||
1 Nov | 24304.35 | 616 | 0.00 | 0.00 | 0 | 0 | 0 | |||
31 Oct | 24205.35 | 616 | -53.25 | - | 10 | 1 | 130 | |||
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30 Oct | 24340.85 | 669.25 | 14.25 | - | 26 | 127 | 129 | |||
29 Oct | 24466.85 | 655 | 4.85 | - | 6 | 122 | 124 | |||
28 Oct | 24339.15 | 650.15 | 60.00 | - | 215 | 56 | 126 | |||
25 Oct | 24180.80 | 590.15 | -149.85 | - | 102 | 56 | 70 | |||
24 Oct | 24399.40 | 740 | -15.05 | - | 7 | 5 | 13 | |||
23 Oct | 24435.50 | 755.05 | -47.80 | - | 48 | -12 | 8 | |||
22 Oct | 24472.10 | 802.85 | -156.05 | - | 24 | 4 | 5 | |||
21 Oct | 24781.10 | 958.9 | 0.00 | - | 0 | 1 | 0 | |||
18 Oct | 24854.05 | 958.9 | -1394.35 | - | 10 | 1 | 1 | |||
17 Oct | 24749.85 | 2353.25 | 0.00 | - | 0 | 0 | 0 | |||
16 Oct | 24971.30 | 2353.25 | 0.00 | - | 0 | 0 | 0 | |||
15 Oct | 25057.35 | 2353.25 | 0.00 | - | 0 | 0 | 0 | |||
14 Oct | 25127.95 | 2353.25 | 0.00 | - | 0 | 0 | 0 | |||
11 Oct | 24964.25 | 2353.25 | 0.00 | - | 0 | 0 | 0 | |||
10 Oct | 24998.45 | 2353.25 | 0.00 | - | 0 | 0 | 0 | |||
9 Oct | 24981.95 | 2353.25 | 0.00 | - | 0 | 0 | 0 | |||
8 Oct | 25013.15 | 2353.25 | 0.00 | - | 0 | 0 | 0 | |||
7 Oct | 24795.75 | 2353.25 | 0.00 | - | 0 | 0 | 0 | |||
4 Oct | 25014.60 | 2353.25 | 0.00 | - | 0 | 0 | 0 | |||
3 Oct | 25250.10 | 2353.25 | 0.00 | - | 0 | 0 | 0 | |||
1 Oct | 25796.90 | 2353.25 | 0.00 | - | 0 | 0 | 0 | |||
30 Sept | 25810.85 | 2353.25 | 2353.25 | - | 0 | 0 | 0 | |||
27 Sept | 26173.35 | 0.00 | - | 0 | 0 | 0 |
For Nifty - strike price 24450 expiring on 26DEC2024
Delta for 24450 CE is -
Historical price for 24450 CE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 0.05, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 28859 which increased total open position to 88522
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 1, which was -3.60 lower than the previous day. The implied volatity was 16.99, the open interest changed by -1009 which decreased total open position to 59327
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 4.6, which was -11.40 lower than the previous day. The implied volatity was 16.87, the open interest changed by 12884 which increased total open position to 60784
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 16, which was -45.95 lower than the previous day. The implied volatity was 17.05, the open interest changed by 24133 which increased total open position to 47829
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 61.95, which was -70.45 lower than the previous day. The implied volatity was 16.02, the open interest changed by -153730 which decreased total open position to 23493
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 132.4, which was -73.80 lower than the previous day. The implied volatity was 14.66, the open interest changed by 3983 which increased total open position to 18447
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 206.2, which was -198.85 lower than the previous day. The implied volatity was 15.72, the open interest changed by -13042 which decreased total open position to 14500
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 405.05, which was -100.55 lower than the previous day. The implied volatity was 15.47, the open interest changed by -21493 which decreased total open position to 3708
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 505.6, which was 143.60 higher than the previous day. The implied volatity was 12.98, the open interest changed by -3294 which decreased total open position to 4379
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 362, which was -68.50 lower than the previous day. The implied volatity was 13.65, the open interest changed by 1551 which increased total open position to 3716
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 430.5, which was 9.85 higher than the previous day. The implied volatity was 13.52, the open interest changed by -21164 which decreased total open position to 2978
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 420.65, which was -26.55 lower than the previous day. The implied volatity was 12.65, the open interest changed by 2737 which increased total open position to 3439
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 447.2, which was -59.55 lower than the previous day. The implied volatity was 13.24, the open interest changed by 2833 which increased total open position to 3562
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 506.75, which was -23.35 lower than the previous day. The implied volatity was 13.01, the open interest changed by 3414 which increased total open position to 3878
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 530.1, which was 144.60 higher than the previous day. The implied volatity was 12.49, the open interest changed by 2829 which increased total open position to 3593
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 385.5, which was 9.80 higher than the previous day. The implied volatity was 12.55, the open interest changed by 4152 which increased total open position to 4750
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 375.7, which was 53.20 higher than the previous day. The implied volatity was 12.11, the open interest changed by -83620 which decreased total open position to 4544
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 322.5, which was 54.25 higher than the previous day. The implied volatity was 13.23, the open interest changed by 3586 which increased total open position to 3669
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 268.25, which was 49.75 higher than the previous day. The implied volatity was 12.81, the open interest changed by 3280 which increased total open position to 3370
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 218.5, which was -125.25 lower than the previous day. The implied volatity was 13.12, the open interest changed by 282 which increased total open position to 3542
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 343.75, which was 37.90 higher than the previous day. The implied volatity was 12.22, the open interest changed by 3237 which increased total open position to 3260
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 305.85, which was -51.80 lower than the previous day. The implied volatity was 12.03, the open interest changed by 1728 which increased total open position to 1747
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 357.65, which was 147.20 higher than the previous day. The implied volatity was 12.55, the open interest changed by 1319 which increased total open position to 1386
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 210.45, which was 131.90 higher than the previous day. The implied volatity was 12.23, the open interest changed by 1080 which increased total open position to 1147
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 78.55, which was -36.25 lower than the previous day. The implied volatity was 12.15, the open interest changed by 1068 which increased total open position to 1069
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 114.8, which was 2.80 higher than the previous day. The implied volatity was 12.26, the open interest changed by 717 which increased total open position to 838
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 112, which was -34.50 lower than the previous day. The implied volatity was 11.99, the open interest changed by 641 which increased total open position to 697
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 146.5, which was -49.20 lower than the previous day. The implied volatity was 11.66, the open interest changed by 625 which increased total open position to 656
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 195.7, which was -63.30 lower than the previous day. The implied volatity was 12.79, the open interest changed by 787 which increased total open position to 812
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 259, which was -130.10 lower than the previous day. The implied volatity was 11.96, the open interest changed by 696 which increased total open position to 702
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 389.1, which was -28.20 lower than the previous day. The implied volatity was 11.91, the open interest changed by 559 which increased total open position to 564
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 417.3, which was -59.65 lower than the previous day. The implied volatity was 12.25, the open interest changed by 569 which increased total open position to 575
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 476.95, which was -179.60 lower than the previous day. The implied volatity was 12.48, the open interest changed by 569 which increased total open position to 575
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 656.55, which was 136.80 higher than the previous day. The implied volatity was 12.41, the open interest changed by 209 which increased total open position to 213
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 519.75, which was 63.75 higher than the previous day. The implied volatity was 13.18, the open interest changed by 101 which increased total open position to 183
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 456, which was -160.00 lower than the previous day. The implied volatity was 14.11, the open interest changed by 79 which increased total open position to 83
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 616, 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 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 616, which was -53.25 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 669.25, which was 14.25 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 655, which was 4.85 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 650.15, which was 60.00 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 590.15, which was -149.85 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 740, which was -15.05 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 755.05, which was -47.80 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 802.85, which was -156.05 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 958.9, 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 958.9, which was -1394.35 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 2353.25, 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 16 Oct NIFTY was trading at 24971.30. The strike last trading price was 2353.25, 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 15 Oct NIFTY was trading at 25057.35. The strike last trading price was 2353.25, 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 14 Oct NIFTY was trading at 25127.95. The strike last trading price was 2353.25, 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 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 2353.25, 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 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 2353.25, 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 9 Oct NIFTY was trading at 24981.95. The strike last trading price was 2353.25, 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 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 2353.25, 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 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 2353.25, 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 4 Oct NIFTY was trading at 25014.60. The strike last trading price was 2353.25, 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 3 Oct NIFTY was trading at 25250.10. The strike last trading price was 2353.25, 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 1 Oct NIFTY was trading at 25796.90. The strike last trading price was 2353.25, 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 30 Sept NIFTY was trading at 25810.85. The strike last trading price was 2353.25, which was 2353.25 higher 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 24450 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 | 700 | 23.90 | - | 3,827 | -888 | 10,018 |
24 Dec | 23727.65 | 676.1 | -6.70 | - | 1,684 | -672 | 10,906 |
23 Dec | 23753.45 | 682.8 | -137.65 | 15.08 | 3,292 | -1,414 | 11,590 |
20 Dec | 23587.50 | 820.45 | 333.70 | 21.97 | 5,652 | -1,362 | 13,006 |
19 Dec | 23951.70 | 486.75 | 168.75 | 14.22 | 10,408 | -8,321 | 14,366 |
18 Dec | 24198.85 | 318 | 62.00 | 15.04 | 29,966 | -983 | 16,710 |
17 Dec | 24336.00 | 256 | 122.40 | 14.35 | 71,606 | -26,729 | 17,786 |
16 Dec | 24668.25 | 133.6 | 42.00 | 15.04 | 28,841 | -28,444 | 13,183 |
13 Dec | 24768.30 | 91.6 | -73.85 | 13.33 | 53,487 | 2,955 | 13,189 |
12 Dec | 24548.70 | 165.45 | 23.40 | 12.88 | 14,764 | -1,13,954 | 10,243 |
11 Dec | 24641.80 | 142.05 | -46.00 | 13.05 | 8,943 | 191 | 10,374 |
10 Dec | 24610.05 | 188.05 | -12.95 | 15.01 | 6,749 | -32,053 | 10,184 |
9 Dec | 24619.00 | 201 | 16.35 | 15.44 | 19,343 | -21,398 | 10,154 |
6 Dec | 24677.80 | 184.65 | -18.30 | 14.50 | 7,374 | -13,591 | 5,437 |
5 Dec | 24708.40 | 202.95 | -77.60 | 15.62 | 21,460 | -5,326 | 5,496 |
4 Dec | 24467.45 | 280.55 | -9.40 | 14.83 | 18,071 | 1,117 | 5,102 |
3 Dec | 24457.15 | 289.95 | -58.65 | 14.72 | 13,225 | 1,433 | 4,457 |
2 Dec | 24276.05 | 348.6 | -49.40 | 13.78 | 3,164 | 2,130 | 3,025 |
29 Nov | 24131.10 | 398 | -89.60 | 12.17 | 2,437 | 2,200 | 2,558 |
28 Nov | 23914.15 | 487.6 | 145.75 | 11.73 | 6,947 | -278 | 2,104 |
27 Nov | 24274.90 | 341.85 | -65.85 | 12.89 | 3,822 | 2,539 | 2,571 |
26 Nov | 24194.50 | 407.7 | 40.55 | 13.67 | 2,115 | 1,970 | 1,997 |
25 Nov | 24221.90 | 367.15 | -238.45 | 13.16 | 3,633 | 1,023 | 1,357 |
22 Nov | 23907.25 | 605.6 | -361.65 | 13.92 | 268 | 24 | 358 |
21 Nov | 23349.90 | 967.25 | 52.75 | 13.14 | 6 | 333 | 333 |
19 Nov | 23518.50 | 914.5 | 163.35 | 15.19 | 245 | 330 | 330 |
18 Nov | 23453.80 | 751.15 | -79.20 | 6.83 | 43 | 17 | 265 |
14 Nov | 23532.70 | 830.35 | 44.20 | 14.24 | 30 | 257 | 257 |
13 Nov | 23559.05 | 786.15 | 159.80 | 13.75 | 480 | -26 | 257 |
12 Nov | 23883.45 | 626.35 | 164.25 | 13.55 | 343 | 283 | 283 |
11 Nov | 24141.30 | 462.1 | -42.30 | 13.26 | 334 | -13 | 345 |
8 Nov | 24148.20 | 504.4 | 18.15 | 14.17 | 367 | 67 | 357 |
7 Nov | 24199.35 | 486.25 | 118.85 | 14.75 | 224 | 45 | 276 |
6 Nov | 24484.05 | 367.4 | -155.95 | 14.86 | 305 | 96 | 231 |
5 Nov | 24213.30 | 523.35 | -110.75 | 15.72 | 148 | 74 | 132 |
4 Nov | 23995.35 | 634.1 | 118.00 | 15.89 | 45 | -1 | 58 |
1 Nov | 24304.35 | 516.1 | 9.25 | 16.50 | 3 | 0 | 58 |
31 Oct | 24205.35 | 506.85 | 41.85 | - | 36 | 62 | 62 |
30 Oct | 24340.85 | 465 | 48.65 | - | 92 | 5 | 56 |
29 Oct | 24466.85 | 416.35 | -18.65 | - | 40 | 0 | 49 |
28 Oct | 24339.15 | 435 | -99.70 | - | 76 | -4 | 51 |
25 Oct | 24180.80 | 534.7 | 98.95 | - | 77 | -15 | 55 |
24 Oct | 24399.40 | 435.75 | -5.25 | - | 17 | 2 | 68 |
23 Oct | 24435.50 | 441 | -10.85 | - | 222 | -45 | 70 |
22 Oct | 24472.10 | 451.85 | 147.30 | - | 111 | 83 | 99 |
21 Oct | 24781.10 | 304.55 | -33.45 | - | 12 | 0 | 16 |
18 Oct | 24854.05 | 338 | 0.00 | - | 0 | 12 | 0 |
17 Oct | 24749.85 | 338 | 93.15 | - | 13 | 0 | 4 |
16 Oct | 24971.30 | 244.85 | 0.00 | - | 0 | 0 | 0 |
15 Oct | 25057.35 | 244.85 | 0.00 | - | 0 | 0 | 0 |
14 Oct | 25127.95 | 244.85 | 0.00 | - | 0 | 0 | 0 |
11 Oct | 24964.25 | 244.85 | -35.15 | - | 1 | 0 | 4 |
10 Oct | 24998.45 | 280 | -6.20 | - | 1 | 0 | 4 |
9 Oct | 24981.95 | 286.2 | -31.80 | - | 1 | 0 | 4 |
8 Oct | 25013.15 | 318 | 171.30 | - | 4 | 1 | 5 |
7 Oct | 24795.75 | 146.7 | 0.00 | - | 0 | 0 | 0 |
4 Oct | 25014.60 | 146.7 | 0.00 | - | 0 | 0 | 0 |
3 Oct | 25250.10 | 146.7 | 0.00 | - | 0 | 2 | 0 |
1 Oct | 25796.90 | 146.7 | -16.55 | - | 10 | 3 | 5 |
30 Sept | 25810.85 | 163.25 | 17.00 | - | 2 | 1 | 1 |
27 Sept | 26173.35 | 146.25 | - | 0 | 0 | 0 |
For Nifty - strike price 24450 expiring on 26DEC2024
Delta for 24450 PE is -
Historical price for 24450 PE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 700, which was 23.90 higher than the previous day. The implied volatity was -, the open interest changed by -888 which decreased total open position to 10018
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 676.1, which was -6.70 lower than the previous day. The implied volatity was -, the open interest changed by -672 which decreased total open position to 10906
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 682.8, which was -137.65 lower than the previous day. The implied volatity was 15.08, the open interest changed by -1414 which decreased total open position to 11590
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 820.45, which was 333.70 higher than the previous day. The implied volatity was 21.97, the open interest changed by -1362 which decreased total open position to 13006
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 486.75, which was 168.75 higher than the previous day. The implied volatity was 14.22, the open interest changed by -8321 which decreased total open position to 14366
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 318, which was 62.00 higher than the previous day. The implied volatity was 15.04, the open interest changed by -983 which decreased total open position to 16710
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 256, which was 122.40 higher than the previous day. The implied volatity was 14.35, the open interest changed by -26729 which decreased total open position to 17786
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 133.6, which was 42.00 higher than the previous day. The implied volatity was 15.04, the open interest changed by -28444 which decreased total open position to 13183
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 91.6, which was -73.85 lower than the previous day. The implied volatity was 13.33, the open interest changed by 2955 which increased total open position to 13189
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 165.45, which was 23.40 higher than the previous day. The implied volatity was 12.88, the open interest changed by -113954 which decreased total open position to 10243
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 142.05, which was -46.00 lower than the previous day. The implied volatity was 13.05, the open interest changed by 191 which increased total open position to 10374
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 188.05, which was -12.95 lower than the previous day. The implied volatity was 15.01, the open interest changed by -32053 which decreased total open position to 10184
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 201, which was 16.35 higher than the previous day. The implied volatity was 15.44, the open interest changed by -21398 which decreased total open position to 10154
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 184.65, which was -18.30 lower than the previous day. The implied volatity was 14.50, the open interest changed by -13591 which decreased total open position to 5437
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 202.95, which was -77.60 lower than the previous day. The implied volatity was 15.62, the open interest changed by -5326 which decreased total open position to 5496
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 280.55, which was -9.40 lower than the previous day. The implied volatity was 14.83, the open interest changed by 1117 which increased total open position to 5102
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 289.95, which was -58.65 lower than the previous day. The implied volatity was 14.72, the open interest changed by 1433 which increased total open position to 4457
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 348.6, which was -49.40 lower than the previous day. The implied volatity was 13.78, the open interest changed by 2130 which increased total open position to 3025
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 398, which was -89.60 lower than the previous day. The implied volatity was 12.17, the open interest changed by 2200 which increased total open position to 2558
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 487.6, which was 145.75 higher than the previous day. The implied volatity was 11.73, the open interest changed by -278 which decreased total open position to 2104
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 341.85, which was -65.85 lower than the previous day. The implied volatity was 12.89, the open interest changed by 2539 which increased total open position to 2571
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 407.7, which was 40.55 higher than the previous day. The implied volatity was 13.67, the open interest changed by 1970 which increased total open position to 1997
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 367.15, which was -238.45 lower than the previous day. The implied volatity was 13.16, the open interest changed by 1023 which increased total open position to 1357
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 605.6, which was -361.65 lower than the previous day. The implied volatity was 13.92, the open interest changed by 24 which increased total open position to 358
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 967.25, which was 52.75 higher than the previous day. The implied volatity was 13.14, the open interest changed by 333 which increased total open position to 333
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 914.5, which was 163.35 higher than the previous day. The implied volatity was 15.19, the open interest changed by 330 which increased total open position to 330
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 751.15, which was -79.20 lower than the previous day. The implied volatity was 6.83, the open interest changed by 17 which increased total open position to 265
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 830.35, which was 44.20 higher than the previous day. The implied volatity was 14.24, the open interest changed by 257 which increased total open position to 257
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 786.15, which was 159.80 higher than the previous day. The implied volatity was 13.75, the open interest changed by -26 which decreased total open position to 257
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 626.35, which was 164.25 higher than the previous day. The implied volatity was 13.55, the open interest changed by 283 which increased total open position to 283
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 462.1, which was -42.30 lower than the previous day. The implied volatity was 13.26, the open interest changed by -13 which decreased total open position to 345
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 504.4, which was 18.15 higher than the previous day. The implied volatity was 14.17, the open interest changed by 67 which increased total open position to 357
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 486.25, which was 118.85 higher than the previous day. The implied volatity was 14.75, the open interest changed by 45 which increased total open position to 276
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 367.4, which was -155.95 lower than the previous day. The implied volatity was 14.86, the open interest changed by 96 which increased total open position to 231
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 523.35, which was -110.75 lower than the previous day. The implied volatity was 15.72, the open interest changed by 74 which increased total open position to 132
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 634.1, which was 118.00 higher than the previous day. The implied volatity was 15.89, the open interest changed by -1 which decreased total open position to 58
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 516.1, which was 9.25 higher than the previous day. The implied volatity was 16.50, the open interest changed by 0 which decreased total open position to 58
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 506.85, which was 41.85 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 465, which was 48.65 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 416.35, which was -18.65 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 435, which was -99.70 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 534.7, which was 98.95 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 435.75, which was -5.25 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 441, which was -10.85 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 451.85, which was 147.30 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 304.55, which was -33.45 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 338, 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 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 338, which was 93.15 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 244.85, 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 244.85, 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 244.85, 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 244.85, which was -35.15 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 280, which was -6.20 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 286.2, which was -31.80 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 318, which was 171.30 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 146.7, 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 146.7, 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 146.7, 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 146.7, which was -16.55 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 163.25, which was 17.00 higher 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 146.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to