NIFTY
Nifty
Historical option data for NIFTY
21 Mar 2025 12:58 PM IST
NIFTY 27MAR2025 24500 CE | ||||||||||
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Delta: 0.01
Vega: 0.77
Theta: -0.98
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
21 Mar | 23401.00 | 1.4 | 0.05 | 14.52 | 2,82,305 | 61,845 | 75,152 | |||
20 Mar | 23190.65 | 1.15 | -0.05 | 15.82 | 1,30,221 | 37,395 | 58,669 | |||
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19 Mar | 22907.60 | 1.35 | 0.3 | 17.71 | 17,040 | -29,664 | 21,476 | |||
18 Mar | 22834.30 | 1.1 | 0.05 | 16.89 | 14,873 | -1,454 | 17,772 | |||
17 Mar | 22508.75 | 1.2 | -0.3 | 19.22 | 12,171 | -853 | 19,624 | |||
13 Mar | 22397.20 | 1.35 | -1 | 17.32 | 11,637 | -8,680 | 20,510 | |||
12 Mar | 22470.50 | 2.3 | -0.3 | 17.05 | 9,259 | 19,145 | 21,666 | |||
11 Mar | 22497.90 | 2.45 | -0.25 | 16.17 | 9,515 | -855 | 19,989 | |||
10 Mar | 22460.30 | 2.65 | -0.85 | 16.41 | 17,023 | -1,449 | 20,891 | |||
7 Mar | 22552.50 | 3.3 | -0.3 | 14.73 | 15,794 | 11,331 | 22,340 | |||
6 Mar | 22544.70 | 3.4 | -0.5 | 14.44 | 11,889 | 17,744 | 21,615 | |||
5 Mar | 22337.30 | 3.95 | -0.4 | 15.65 | 9,879 | 3,200 | 20,142 | |||
4 Mar | 22082.65 | 4.1 | -1.15 | 17.20 | 5,874 | -5,641 | 16,959 | |||
3 Mar | 22119.30 | 5.2 | -1.25 | 16.92 | 9,274 | -102 | 17,013 | |||
28 Feb | 22124.70 | 6.2 | -0.05 | 16.34 | 18,190 | -774 | 17,205 | |||
27 Feb | 22545.05 | 6 | -1.65 | 13.39 | 11,983 | 385 | 17,979 | |||
25 Feb | 22547.55 | 7 | -3.55 | 13.07 | 14,913 | 14,503 | 17,840 | |||
24 Feb | 22553.35 | 10.8 | -6.4 | 13.60 | 26,653 | 17,249 | 17,496 | |||
21 Feb | 22795.90 | 16 | -9.7 | 12.34 | 22,545 | 19,426 | 19,494 | |||
20 Feb | 22913.15 | 25.75 | -7.15 | 12.33 | 14,564 | 3,481 | 19,516 | |||
19 Feb | 22932.90 | 32 | -4.65 | 12.66 | 15,464 | 16,062 | 16,094 | |||
18 Feb | 22945.30 | 36.25 | -8.4 | 12.78 | 12,754 | 14,773 | 14,850 | |||
17 Feb | 22959.50 | 45.3 | -1.4 | 12.99 | 17,183 | 1,733 | 13,074 | |||
14 Feb | 22929.25 | 46.05 | -15.85 | 12.91 | 18,117 | 777 | 11,337 | |||
13 Feb | 23031.40 | 61 | -5.9 | 12.79 | 12,469 | 10,139 | 10,558 | |||
12 Feb | 23045.25 | 67 | -4.4 | 12.65 | 21,999 | -1,306 | 10,119 | |||
11 Feb | 23071.80 | 70 | -49.25 | 12.55 | 19,156 | 12,022 | 12,022 | |||
10 Feb | 23381.60 | 117.95 | -35.55 | 12.08 | 9,190 | 12,560 | 12,560 | |||
7 Feb | 23559.95 | 154.9 | -31.45 | 11.23 | 11,406 | 1,331 | 11,834 | |||
6 Feb | 23603.35 | 187 | -26.55 | 11.51 | 4,384 | 279 | 10,493 | |||
5 Feb | 23696.30 | 206.9 | -8.55 | 11.38 | 7,348 | 10,078 | 10,212 | |||
4 Feb | 23739.25 | 219.05 | 84.5 | 11.37 | 15,249 | 852 | 8,624 | |||
3 Feb | 23361.05 | 132.15 | -30.15 | 11.56 | 9,047 | 22 | 7,784 | |||
1 Feb | 23482.15 | 166.15 | -52.45 | 11.24 | 14,432 | 7,595 | 7,660 | |||
31 Jan | 23508.40 | 220 | 20.3 | 12.45 | 8,215 | 1,247 | 5,642 | |||
30 Jan | 23249.50 | 203.05 | 2.6 | 13.90 | 3,596 | 4,401 | 4,401 | |||
29 Jan | 23163.10 | 204.6 | 42.35 | 14.84 | 3,137 | 4,255 | 4,255 | |||
28 Jan | 22957.25 | 163 | 24.3 | 14.84 | 5,740 | 4,784 | 4,784 | |||
27 Jan | 22829.15 | 137 | -48.3 | 14.92 | 5,236 | 6,268 | 6,268 | |||
24 Jan | 23092.20 | 185.1 | -32.15 | 14.05 | 3,955 | 158 | 6,803 | |||
23 Jan | 23205.35 | 218.3 | 12.30 | 13.89 | 1,710 | 254 | 6,675 | |||
22 Jan | 23155.35 | 206 | 7.00 | 13.83 | 3,738 | -89 | 6,659 | |||
21 Jan | 23024.65 | 199 | -69.70 | 14.32 | 2,957 | 419 | 6,833 | |||
20 Jan | 23344.75 | 268.7 | 39.30 | 13.87 | 1,735 | 318 | 6,438 | |||
17 Jan | 23203.20 | 229.4 | -35.60 | 13.43 | 2,197 | 309 | 6,311 | |||
16 Jan | 23311.80 | 265 | 40.05 | 13.02 | 2,399 | -125 | 6,000 | |||
15 Jan | 23213.20 | 224.95 | -18.75 | 12.80 | 1,965 | 235 | 6,140 | |||
14 Jan | 23176.05 | 243.7 | 17.15 | 13.36 | 3,618 | 1,040 | 5,914 | |||
13 Jan | 23085.95 | 226.55 | -96.45 | 13.69 | 5,733 | 1,266 | 4,829 | |||
10 Jan | 23431.50 | 323 | -48.30 | 12.93 | 3,805 | 1,028 | 3,578 | |||
9 Jan | 23526.50 | 371.3 | -44.65 | 12.90 | 1,647 | 207 | 2,550 | |||
8 Jan | 23688.95 | 415.95 | -5.90 | 12.65 | 1,884 | 142 | 2,315 | |||
7 Jan | 23707.90 | 421.85 | 3.85 | 12.47 | 2,203 | 424 | 2,176 | |||
6 Jan | 23616.05 | 418 | -122.05 | 12.88 | 3,134 | 398 | 1,742 | |||
3 Jan | 24004.75 | 540.05 | -88.95 | 11.40 | 1,594 | 157 | 1,389 | |||
2 Jan | 24188.65 | 629 | 144.65 | 11.04 | 962 | 57 | 1,230 | |||
1 Jan | 23742.90 | 484.35 | 46.65 | 12.39 | 929 | 192 | 1,173 | |||
31 Dec | 23644.80 | 437.7 | -6.30 | 12.13 | 1,208 | 363 | 981 | |||
30 Dec | 23644.90 | 444 | 12.21 | 995 | 457 | 618 |
For Nifty - strike price 24500 expiring on 27MAR2025
Delta for 24500 CE is 0.01
Historical price for 24500 CE is as follows
On 21 Mar NIFTY was trading at 23401.00. The strike last trading price was 1.4, which was 0.05 higher than the previous day. The implied volatity was 14.52, the open interest changed by 61845 which increased total open position to 75152
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 1.15, which was -0.05 lower than the previous day. The implied volatity was 15.82, the open interest changed by 37395 which increased total open position to 58669
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 1.35, which was 0.3 higher than the previous day. The implied volatity was 17.71, the open interest changed by -29664 which decreased total open position to 21476
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 1.1, which was 0.05 higher than the previous day. The implied volatity was 16.89, the open interest changed by -1454 which decreased total open position to 17772
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 1.2, which was -0.3 lower than the previous day. The implied volatity was 19.22, the open interest changed by -853 which decreased total open position to 19624
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 1.35, which was -1 lower than the previous day. The implied volatity was 17.32, the open interest changed by -8680 which decreased total open position to 20510
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 2.3, which was -0.3 lower than the previous day. The implied volatity was 17.05, the open interest changed by 19145 which increased total open position to 21666
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 2.45, which was -0.25 lower than the previous day. The implied volatity was 16.17, the open interest changed by -855 which decreased total open position to 19989
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 2.65, which was -0.85 lower than the previous day. The implied volatity was 16.41, the open interest changed by -1449 which decreased total open position to 20891
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 3.3, which was -0.3 lower than the previous day. The implied volatity was 14.73, the open interest changed by 11331 which increased total open position to 22340
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 3.4, which was -0.5 lower than the previous day. The implied volatity was 14.44, the open interest changed by 17744 which increased total open position to 21615
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 3.95, which was -0.4 lower than the previous day. The implied volatity was 15.65, the open interest changed by 3200 which increased total open position to 20142
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 4.1, which was -1.15 lower than the previous day. The implied volatity was 17.20, the open interest changed by -5641 which decreased total open position to 16959
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 5.2, which was -1.25 lower than the previous day. The implied volatity was 16.92, the open interest changed by -102 which decreased total open position to 17013
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 6.2, which was -0.05 lower than the previous day. The implied volatity was 16.34, the open interest changed by -774 which decreased total open position to 17205
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 6, which was -1.65 lower than the previous day. The implied volatity was 13.39, the open interest changed by 385 which increased total open position to 17979
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 7, which was -3.55 lower than the previous day. The implied volatity was 13.07, the open interest changed by 14503 which increased total open position to 17840
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 10.8, which was -6.4 lower than the previous day. The implied volatity was 13.60, the open interest changed by 17249 which increased total open position to 17496
On 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 16, which was -9.7 lower than the previous day. The implied volatity was 12.34, the open interest changed by 19426 which increased total open position to 19494
On 20 Feb NIFTY was trading at 22913.15. The strike last trading price was 25.75, which was -7.15 lower than the previous day. The implied volatity was 12.33, the open interest changed by 3481 which increased total open position to 19516
On 19 Feb NIFTY was trading at 22932.90. The strike last trading price was 32, which was -4.65 lower than the previous day. The implied volatity was 12.66, the open interest changed by 16062 which increased total open position to 16094
On 18 Feb NIFTY was trading at 22945.30. The strike last trading price was 36.25, which was -8.4 lower than the previous day. The implied volatity was 12.78, the open interest changed by 14773 which increased total open position to 14850
On 17 Feb NIFTY was trading at 22959.50. The strike last trading price was 45.3, which was -1.4 lower than the previous day. The implied volatity was 12.99, the open interest changed by 1733 which increased total open position to 13074
On 14 Feb NIFTY was trading at 22929.25. The strike last trading price was 46.05, which was -15.85 lower than the previous day. The implied volatity was 12.91, the open interest changed by 777 which increased total open position to 11337
On 13 Feb NIFTY was trading at 23031.40. The strike last trading price was 61, which was -5.9 lower than the previous day. The implied volatity was 12.79, the open interest changed by 10139 which increased total open position to 10558
On 12 Feb NIFTY was trading at 23045.25. The strike last trading price was 67, which was -4.4 lower than the previous day. The implied volatity was 12.65, the open interest changed by -1306 which decreased total open position to 10119
On 11 Feb NIFTY was trading at 23071.80. The strike last trading price was 70, which was -49.25 lower than the previous day. The implied volatity was 12.55, the open interest changed by 12022 which increased total open position to 12022
On 10 Feb NIFTY was trading at 23381.60. The strike last trading price was 117.95, which was -35.55 lower than the previous day. The implied volatity was 12.08, the open interest changed by 12560 which increased total open position to 12560
On 7 Feb NIFTY was trading at 23559.95. The strike last trading price was 154.9, which was -31.45 lower than the previous day. The implied volatity was 11.23, the open interest changed by 1331 which increased total open position to 11834
On 6 Feb NIFTY was trading at 23603.35. The strike last trading price was 187, which was -26.55 lower than the previous day. The implied volatity was 11.51, the open interest changed by 279 which increased total open position to 10493
On 5 Feb NIFTY was trading at 23696.30. The strike last trading price was 206.9, which was -8.55 lower than the previous day. The implied volatity was 11.38, the open interest changed by 10078 which increased total open position to 10212
On 4 Feb NIFTY was trading at 23739.25. The strike last trading price was 219.05, which was 84.5 higher than the previous day. The implied volatity was 11.37, the open interest changed by 852 which increased total open position to 8624
On 3 Feb NIFTY was trading at 23361.05. The strike last trading price was 132.15, which was -30.15 lower than the previous day. The implied volatity was 11.56, the open interest changed by 22 which increased total open position to 7784
On 1 Feb NIFTY was trading at 23482.15. The strike last trading price was 166.15, which was -52.45 lower than the previous day. The implied volatity was 11.24, the open interest changed by 7595 which increased total open position to 7660
On 31 Jan NIFTY was trading at 23508.40. The strike last trading price was 220, which was 20.3 higher than the previous day. The implied volatity was 12.45, the open interest changed by 1247 which increased total open position to 5642
On 30 Jan NIFTY was trading at 23249.50. The strike last trading price was 203.05, which was 2.6 higher than the previous day. The implied volatity was 13.90, the open interest changed by 4401 which increased total open position to 4401
On 29 Jan NIFTY was trading at 23163.10. The strike last trading price was 204.6, which was 42.35 higher than the previous day. The implied volatity was 14.84, the open interest changed by 4255 which increased total open position to 4255
On 28 Jan NIFTY was trading at 22957.25. The strike last trading price was 163, which was 24.3 higher than the previous day. The implied volatity was 14.84, the open interest changed by 4784 which increased total open position to 4784
On 27 Jan NIFTY was trading at 22829.15. The strike last trading price was 137, which was -48.3 lower than the previous day. The implied volatity was 14.92, the open interest changed by 6268 which increased total open position to 6268
On 24 Jan NIFTY was trading at 23092.20. The strike last trading price was 185.1, which was -32.15 lower than the previous day. The implied volatity was 14.05, the open interest changed by 158 which increased total open position to 6803
On 23 Jan NIFTY was trading at 23205.35. The strike last trading price was 218.3, which was 12.30 higher than the previous day. The implied volatity was 13.89, the open interest changed by 254 which increased total open position to 6675
On 22 Jan NIFTY was trading at 23155.35. The strike last trading price was 206, which was 7.00 higher than the previous day. The implied volatity was 13.83, the open interest changed by -89 which decreased total open position to 6659
On 21 Jan NIFTY was trading at 23024.65. The strike last trading price was 199, which was -69.70 lower than the previous day. The implied volatity was 14.32, the open interest changed by 419 which increased total open position to 6833
On 20 Jan NIFTY was trading at 23344.75. The strike last trading price was 268.7, which was 39.30 higher than the previous day. The implied volatity was 13.87, the open interest changed by 318 which increased total open position to 6438
On 17 Jan NIFTY was trading at 23203.20. The strike last trading price was 229.4, which was -35.60 lower than the previous day. The implied volatity was 13.43, the open interest changed by 309 which increased total open position to 6311
On 16 Jan NIFTY was trading at 23311.80. The strike last trading price was 265, which was 40.05 higher than the previous day. The implied volatity was 13.02, the open interest changed by -125 which decreased total open position to 6000
On 15 Jan NIFTY was trading at 23213.20. The strike last trading price was 224.95, which was -18.75 lower than the previous day. The implied volatity was 12.80, the open interest changed by 235 which increased total open position to 6140
On 14 Jan NIFTY was trading at 23176.05. The strike last trading price was 243.7, which was 17.15 higher than the previous day. The implied volatity was 13.36, the open interest changed by 1040 which increased total open position to 5914
On 13 Jan NIFTY was trading at 23085.95. The strike last trading price was 226.55, which was -96.45 lower than the previous day. The implied volatity was 13.69, the open interest changed by 1266 which increased total open position to 4829
On 10 Jan NIFTY was trading at 23431.50. The strike last trading price was 323, which was -48.30 lower than the previous day. The implied volatity was 12.93, the open interest changed by 1028 which increased total open position to 3578
On 9 Jan NIFTY was trading at 23526.50. The strike last trading price was 371.3, which was -44.65 lower than the previous day. The implied volatity was 12.90, the open interest changed by 207 which increased total open position to 2550
On 8 Jan NIFTY was trading at 23688.95. The strike last trading price was 415.95, which was -5.90 lower than the previous day. The implied volatity was 12.65, the open interest changed by 142 which increased total open position to 2315
On 7 Jan NIFTY was trading at 23707.90. The strike last trading price was 421.85, which was 3.85 higher than the previous day. The implied volatity was 12.47, the open interest changed by 424 which increased total open position to 2176
On 6 Jan NIFTY was trading at 23616.05. The strike last trading price was 418, which was -122.05 lower than the previous day. The implied volatity was 12.88, the open interest changed by 398 which increased total open position to 1742
On 3 Jan NIFTY was trading at 24004.75. The strike last trading price was 540.05, which was -88.95 lower than the previous day. The implied volatity was 11.40, the open interest changed by 157 which increased total open position to 1389
On 2 Jan NIFTY was trading at 24188.65. The strike last trading price was 629, which was 144.65 higher than the previous day. The implied volatity was 11.04, the open interest changed by 57 which increased total open position to 1230
On 1 Jan NIFTY was trading at 23742.90. The strike last trading price was 484.35, which was 46.65 higher than the previous day. The implied volatity was 12.39, the open interest changed by 192 which increased total open position to 1173
On 31 Dec NIFTY was trading at 23644.80. The strike last trading price was 437.7, which was -6.30 lower than the previous day. The implied volatity was 12.13, the open interest changed by 363 which increased total open position to 981
On 30 Dec NIFTY was trading at 23644.90. The strike last trading price was 444, which was lower than the previous day. The implied volatity was 12.21, the open interest changed by 457 which increased total open position to 618
NIFTY 27MAR2025 24500 PE | |||||||
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Delta: -0.94
Vega: 3.84
Theta: -0.74
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Mar | 23401.00 | 1077.9 | -223.1 | 22.38 | 2,283 | 9,449 | 9,493 |
20 Mar | 23190.65 | 1309 | -215.2 | 25.21 | 1,459 | 11,060 | 11,252 |
19 Mar | 22907.60 | 1522 | -78.45 | - | 505 | -48 | 12,117 |
18 Mar | 22834.30 | 1595 | -319.2 | 19.88 | 399 | 11,746 | 12,173 |
17 Mar | 22508.75 | 1901.8 | -140.45 | - | 123 | 12,141 | 12,425 |
13 Mar | 22397.20 | 2042.95 | 80.1 | 25.36 | 137 | 12,179 | 12,488 |
12 Mar | 22470.50 | 1968.1 | 44.1 | 26.94 | 154 | 12,453 | 12,510 |
11 Mar | 22497.90 | 1904.3 | -65.6 | 24.68 | 146 | 12,185 | 12,609 |
10 Mar | 22460.30 | 1980 | 153.85 | 25.20 | 141 | -56 | 12,710 |
7 Mar | 22552.50 | 1854 | -12.05 | 20.72 | 90 | 12,328 | 12,766 |
6 Mar | 22544.70 | 1876.35 | -171.1 | 23.15 | 275 | -71 | 12,760 |
5 Mar | 22337.30 | 2046.5 | -243.5 | 23.51 | 175 | 12,319 | 12,832 |
4 Mar | 22082.65 | 2296.1 | 66.05 | 23.99 | 153 | 12,851 | 12,853 |
3 Mar | 22119.30 | 2215.35 | 6.5 | 20.83 | 313 | -24 | 12,921 |
28 Feb | 22124.70 | 2204.5 | 405.25 | 17.95 | 474 | -190 | 12,950 |
27 Feb | 22545.05 | 1815.35 | 51.45 | 15.01 | 3,018 | 12,790 | 13,140 |
25 Feb | 22547.55 | 1783.65 | 42.4 | 13.95 | 2,578 | 11,683 | 11,684 |
24 Feb | 22553.35 | 1754.8 | 223.75 | 13.61 | 5,388 | 9,606 | 9,606 |
21 Feb | 22795.90 | 1548.7 | 129 | 14.98 | 2,619 | 5,673 | 5,673 |
20 Feb | 22913.15 | 1423.35 | 12.5 | 15.54 | 425 | 235 | 3,297 |
19 Feb | 22932.90 | 1413.8 | -0.55 | 15.69 | 872 | 3,056 | 3,060 |
18 Feb | 22945.30 | 1418.05 | 68.8 | 16.41 | 324 | 2,451 | 2,451 |
17 Feb | 22959.50 | 1340.3 | -40.8 | 14.01 | 510 | 2,341 | 2,341 |
14 Feb | 22929.25 | 1404.65 | 108.35 | 14.87 | 1,331 | 2,577 | 2,577 |
13 Feb | 23031.40 | 1307.9 | 39.9 | 15.37 | 1,173 | 2,276 | 2,276 |
12 Feb | 23045.25 | 1270.8 | 20.55 | 15.26 | 1,044 | -581 | 2,829 |
11 Feb | 23071.80 | 1260.05 | 268.1 | 15.26 | 1,502 | 1,013 | 3,411 |
10 Feb | 23381.60 | 990 | 113.9 | 14.05 | 838 | 2,399 | 2,399 |
7 Feb | 23559.95 | 866.55 | 32.35 | 14.40 | 793 | -226 | 2,171 |
6 Feb | 23603.35 | 823.15 | 42.7 | 14.44 | 867 | 2,397 | 2,397 |
5 Feb | 23696.30 | 781.65 | 5.35 | 14.32 | 3,488 | 2,952 | 2,952 |
4 Feb | 23739.25 | 771.75 | -256.5 | 14.40 | 2,229 | 205 | 2,924 |
3 Feb | 23361.05 | 1030.65 | 79.9 | 15.21 | 699 | 294 | 2,718 |
1 Feb | 23482.15 | 955.8 | 16.4 | 15.78 | 2,954 | 2,441 | 2,441 |
31 Jan | 23508.40 | 922.6 | -179.9 | 15.51 | 1,296 | 2,083 | 2,083 |
30 Jan | 23249.50 | 1084 | -150.7 | 15.58 | 320 | 93 | 1,506 |
29 Jan | 23163.10 | 1229.25 | -148.55 | 17.47 | 131 | 1,413 | 1,413 |
28 Jan | 22957.25 | 1366.1 | -117.7 | 17.19 | 227 | 1,401 | 1,401 |
27 Jan | 22829.15 | 1488 | 227.85 | 17.26 | 267 | 1,369 | 1,369 |
24 Jan | 23092.20 | 1244 | 93 | 16.04 | 88 | -12 | 1,411 |
23 Jan | 23205.35 | 1152 | -48.00 | 16.01 | 131 | -12 | 1,429 |
22 Jan | 23155.35 | 1200 | -82.00 | 16.32 | 164 | 38 | 1,442 |
21 Jan | 23024.65 | 1282 | 229.65 | 16.47 | 152 | 3 | 1,404 |
20 Jan | 23344.75 | 1052.35 | -107.65 | 15.54 | 66 | 23 | 1,401 |
17 Jan | 23203.20 | 1160 | 99.15 | 16.04 | 97 | 13 | 1,377 |
16 Jan | 23311.80 | 1060.85 | -88.75 | 16.06 | 259 | 82 | 1,368 |
15 Jan | 23213.20 | 1149.6 | 8.85 | 16.25 | 204 | -8 | 1,286 |
14 Jan | 23176.05 | 1140.75 | -101.35 | 15.66 | 126 | -8 | 1,304 |
13 Jan | 23085.95 | 1242.1 | 250.60 | 16.21 | 398 | -77 | 1,312 |
10 Jan | 23431.50 | 991.5 | 101.75 | 15.68 | 1,058 | -53 | 1,389 |
9 Jan | 23526.50 | 889.75 | 60.75 | 14.94 | 1,072 | 29 | 1,443 |
8 Jan | 23688.95 | 829 | 4.00 | 15.12 | 1,178 | 227 | 1,416 |
7 Jan | 23707.90 | 825 | -54.65 | 15.25 | 735 | -5 | 1,191 |
6 Jan | 23616.05 | 879.65 | 223.40 | 15.66 | 1,641 | 514 | 1,199 |
3 Jan | 24004.75 | 656.25 | 71.45 | 14.83 | 1,193 | 40 | 677 |
2 Jan | 24188.65 | 584.8 | -185.55 | 15.03 | 940 | 251 | 633 |
1 Jan | 23742.90 | 770.35 | -52.65 | 14.77 | 217 | 75 | 379 |
31 Dec | 23644.80 | 823 | 18.00 | 14.85 | 292 | 75 | 304 |
30 Dec | 23644.90 | 805 | 14.36 | 491 | 149 | 219 |
For Nifty - strike price 24500 expiring on 27MAR2025
Delta for 24500 PE is -0.94
Historical price for 24500 PE is as follows
On 21 Mar NIFTY was trading at 23401.00. The strike last trading price was 1077.9, which was -223.1 lower than the previous day. The implied volatity was 22.38, the open interest changed by 9449 which increased total open position to 9493
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 1309, which was -215.2 lower than the previous day. The implied volatity was 25.21, the open interest changed by 11060 which increased total open position to 11252
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 1522, which was -78.45 lower than the previous day. The implied volatity was -, the open interest changed by -48 which decreased total open position to 12117
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 1595, which was -319.2 lower than the previous day. The implied volatity was 19.88, the open interest changed by 11746 which increased total open position to 12173
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 1901.8, which was -140.45 lower than the previous day. The implied volatity was -, the open interest changed by 12141 which increased total open position to 12425
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 2042.95, which was 80.1 higher than the previous day. The implied volatity was 25.36, the open interest changed by 12179 which increased total open position to 12488
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 1968.1, which was 44.1 higher than the previous day. The implied volatity was 26.94, the open interest changed by 12453 which increased total open position to 12510
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 1904.3, which was -65.6 lower than the previous day. The implied volatity was 24.68, the open interest changed by 12185 which increased total open position to 12609
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 1980, which was 153.85 higher than the previous day. The implied volatity was 25.20, the open interest changed by -56 which decreased total open position to 12710
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 1854, which was -12.05 lower than the previous day. The implied volatity was 20.72, the open interest changed by 12328 which increased total open position to 12766
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 1876.35, which was -171.1 lower than the previous day. The implied volatity was 23.15, the open interest changed by -71 which decreased total open position to 12760
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 2046.5, which was -243.5 lower than the previous day. The implied volatity was 23.51, the open interest changed by 12319 which increased total open position to 12832
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 2296.1, which was 66.05 higher than the previous day. The implied volatity was 23.99, the open interest changed by 12851 which increased total open position to 12853
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 2215.35, which was 6.5 higher than the previous day. The implied volatity was 20.83, the open interest changed by -24 which decreased total open position to 12921
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 2204.5, which was 405.25 higher than the previous day. The implied volatity was 17.95, the open interest changed by -190 which decreased total open position to 12950
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 1815.35, which was 51.45 higher than the previous day. The implied volatity was 15.01, the open interest changed by 12790 which increased total open position to 13140
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 1783.65, which was 42.4 higher than the previous day. The implied volatity was 13.95, the open interest changed by 11683 which increased total open position to 11684
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 1754.8, which was 223.75 higher than the previous day. The implied volatity was 13.61, the open interest changed by 9606 which increased total open position to 9606
On 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 1548.7, which was 129 higher than the previous day. The implied volatity was 14.98, the open interest changed by 5673 which increased total open position to 5673
On 20 Feb NIFTY was trading at 22913.15. The strike last trading price was 1423.35, which was 12.5 higher than the previous day. The implied volatity was 15.54, the open interest changed by 235 which increased total open position to 3297
On 19 Feb NIFTY was trading at 22932.90. The strike last trading price was 1413.8, which was -0.55 lower than the previous day. The implied volatity was 15.69, the open interest changed by 3056 which increased total open position to 3060
On 18 Feb NIFTY was trading at 22945.30. The strike last trading price was 1418.05, which was 68.8 higher than the previous day. The implied volatity was 16.41, the open interest changed by 2451 which increased total open position to 2451
On 17 Feb NIFTY was trading at 22959.50. The strike last trading price was 1340.3, which was -40.8 lower than the previous day. The implied volatity was 14.01, the open interest changed by 2341 which increased total open position to 2341
On 14 Feb NIFTY was trading at 22929.25. The strike last trading price was 1404.65, which was 108.35 higher than the previous day. The implied volatity was 14.87, the open interest changed by 2577 which increased total open position to 2577
On 13 Feb NIFTY was trading at 23031.40. The strike last trading price was 1307.9, which was 39.9 higher than the previous day. The implied volatity was 15.37, the open interest changed by 2276 which increased total open position to 2276
On 12 Feb NIFTY was trading at 23045.25. The strike last trading price was 1270.8, which was 20.55 higher than the previous day. The implied volatity was 15.26, the open interest changed by -581 which decreased total open position to 2829
On 11 Feb NIFTY was trading at 23071.80. The strike last trading price was 1260.05, which was 268.1 higher than the previous day. The implied volatity was 15.26, the open interest changed by 1013 which increased total open position to 3411
On 10 Feb NIFTY was trading at 23381.60. The strike last trading price was 990, which was 113.9 higher than the previous day. The implied volatity was 14.05, the open interest changed by 2399 which increased total open position to 2399
On 7 Feb NIFTY was trading at 23559.95. The strike last trading price was 866.55, which was 32.35 higher than the previous day. The implied volatity was 14.40, the open interest changed by -226 which decreased total open position to 2171
On 6 Feb NIFTY was trading at 23603.35. The strike last trading price was 823.15, which was 42.7 higher than the previous day. The implied volatity was 14.44, the open interest changed by 2397 which increased total open position to 2397
On 5 Feb NIFTY was trading at 23696.30. The strike last trading price was 781.65, which was 5.35 higher than the previous day. The implied volatity was 14.32, the open interest changed by 2952 which increased total open position to 2952
On 4 Feb NIFTY was trading at 23739.25. The strike last trading price was 771.75, which was -256.5 lower than the previous day. The implied volatity was 14.40, the open interest changed by 205 which increased total open position to 2924
On 3 Feb NIFTY was trading at 23361.05. The strike last trading price was 1030.65, which was 79.9 higher than the previous day. The implied volatity was 15.21, the open interest changed by 294 which increased total open position to 2718
On 1 Feb NIFTY was trading at 23482.15. The strike last trading price was 955.8, which was 16.4 higher than the previous day. The implied volatity was 15.78, the open interest changed by 2441 which increased total open position to 2441
On 31 Jan NIFTY was trading at 23508.40. The strike last trading price was 922.6, which was -179.9 lower than the previous day. The implied volatity was 15.51, the open interest changed by 2083 which increased total open position to 2083
On 30 Jan NIFTY was trading at 23249.50. The strike last trading price was 1084, which was -150.7 lower than the previous day. The implied volatity was 15.58, the open interest changed by 93 which increased total open position to 1506
On 29 Jan NIFTY was trading at 23163.10. The strike last trading price was 1229.25, which was -148.55 lower than the previous day. The implied volatity was 17.47, the open interest changed by 1413 which increased total open position to 1413
On 28 Jan NIFTY was trading at 22957.25. The strike last trading price was 1366.1, which was -117.7 lower than the previous day. The implied volatity was 17.19, the open interest changed by 1401 which increased total open position to 1401
On 27 Jan NIFTY was trading at 22829.15. The strike last trading price was 1488, which was 227.85 higher than the previous day. The implied volatity was 17.26, the open interest changed by 1369 which increased total open position to 1369
On 24 Jan NIFTY was trading at 23092.20. The strike last trading price was 1244, which was 93 higher than the previous day. The implied volatity was 16.04, the open interest changed by -12 which decreased total open position to 1411
On 23 Jan NIFTY was trading at 23205.35. The strike last trading price was 1152, which was -48.00 lower than the previous day. The implied volatity was 16.01, the open interest changed by -12 which decreased total open position to 1429
On 22 Jan NIFTY was trading at 23155.35. The strike last trading price was 1200, which was -82.00 lower than the previous day. The implied volatity was 16.32, the open interest changed by 38 which increased total open position to 1442
On 21 Jan NIFTY was trading at 23024.65. The strike last trading price was 1282, which was 229.65 higher than the previous day. The implied volatity was 16.47, the open interest changed by 3 which increased total open position to 1404
On 20 Jan NIFTY was trading at 23344.75. The strike last trading price was 1052.35, which was -107.65 lower than the previous day. The implied volatity was 15.54, the open interest changed by 23 which increased total open position to 1401
On 17 Jan NIFTY was trading at 23203.20. The strike last trading price was 1160, which was 99.15 higher than the previous day. The implied volatity was 16.04, the open interest changed by 13 which increased total open position to 1377
On 16 Jan NIFTY was trading at 23311.80. The strike last trading price was 1060.85, which was -88.75 lower than the previous day. The implied volatity was 16.06, the open interest changed by 82 which increased total open position to 1368
On 15 Jan NIFTY was trading at 23213.20. The strike last trading price was 1149.6, which was 8.85 higher than the previous day. The implied volatity was 16.25, the open interest changed by -8 which decreased total open position to 1286
On 14 Jan NIFTY was trading at 23176.05. The strike last trading price was 1140.75, which was -101.35 lower than the previous day. The implied volatity was 15.66, the open interest changed by -8 which decreased total open position to 1304
On 13 Jan NIFTY was trading at 23085.95. The strike last trading price was 1242.1, which was 250.60 higher than the previous day. The implied volatity was 16.21, the open interest changed by -77 which decreased total open position to 1312
On 10 Jan NIFTY was trading at 23431.50. The strike last trading price was 991.5, which was 101.75 higher than the previous day. The implied volatity was 15.68, the open interest changed by -53 which decreased total open position to 1389
On 9 Jan NIFTY was trading at 23526.50. The strike last trading price was 889.75, which was 60.75 higher than the previous day. The implied volatity was 14.94, the open interest changed by 29 which increased total open position to 1443
On 8 Jan NIFTY was trading at 23688.95. The strike last trading price was 829, which was 4.00 higher than the previous day. The implied volatity was 15.12, the open interest changed by 227 which increased total open position to 1416
On 7 Jan NIFTY was trading at 23707.90. The strike last trading price was 825, which was -54.65 lower than the previous day. The implied volatity was 15.25, the open interest changed by -5 which decreased total open position to 1191
On 6 Jan NIFTY was trading at 23616.05. The strike last trading price was 879.65, which was 223.40 higher than the previous day. The implied volatity was 15.66, the open interest changed by 514 which increased total open position to 1199
On 3 Jan NIFTY was trading at 24004.75. The strike last trading price was 656.25, which was 71.45 higher than the previous day. The implied volatity was 14.83, the open interest changed by 40 which increased total open position to 677
On 2 Jan NIFTY was trading at 24188.65. The strike last trading price was 584.8, which was -185.55 lower than the previous day. The implied volatity was 15.03, the open interest changed by 251 which increased total open position to 633
On 1 Jan NIFTY was trading at 23742.90. The strike last trading price was 770.35, which was -52.65 lower than the previous day. The implied volatity was 14.77, the open interest changed by 75 which increased total open position to 379
On 31 Dec NIFTY was trading at 23644.80. The strike last trading price was 823, which was 18.00 higher than the previous day. The implied volatity was 14.85, the open interest changed by 75 which increased total open position to 304
On 30 Dec NIFTY was trading at 23644.90. The strike last trading price was 805, which was lower than the previous day. The implied volatity was 14.36, the open interest changed by 149 which increased total open position to 219