NIFTY
Nifty
Historical option data for NIFTY
20 Dec 2024 04:11 PM IST
| NIFTY 26DEC2024 24500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 3.81
Theta: -5.99
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 23587.50 | 14.8 | -38.60 | 17.56 | 7,64,042.333 | 18,570 | 1,13,126.333 | |||
| 19 Dec | 23951.70 | 53.4 | -66.05 | 16.12 | 2,41,482.667 | -58,209.667 | 89,376 | |||
| 18 Dec | 24198.85 | 119.45 | -66.25 | 14.98 | 1,74,163.333 | -49,414.333 | 81,247.333 | |||
| 17 Dec | 24336.00 | 185.7 | -186.25 | 15.77 | 1,79,964 | 42,512.333 | 73,357.333 | |||
| 16 Dec | 24668.25 | 371.95 | -96.90 | 15.43 | 37,668.333 | 23,183 | 51,506.667 | |||
| 13 Dec | 24768.30 | 468.85 | 136.60 | 12.98 | 1,90,504.667 | 26,571.333 | 51,144 | |||
| 12 Dec | 24548.70 | 332.25 | -63.75 | 13.63 | 36,063.333 | 326.333 | 49,343.667 | |||
| 11 Dec | 24641.80 | 396 | 6.65 | 13.35 | 27,537.667 | -13,622 | 45,679 | |||
| 10 Dec | 24610.05 | 389.35 | -26.50 | 12.70 | 34,046.667 | 3,119.667 | 45,410.333 | |||
| 9 Dec | 24619.00 | 415.85 | -62.65 | 13.27 | 30,102.667 | 39,782 | 45,201.333 | |||
| 6 Dec | 24677.80 | 478.5 | -14.30 | 13.24 | 33,163.667 | -53,077.667 | 44,685.667 | |||
| 5 Dec | 24708.40 | 492.8 | 130.70 | 12.34 | 1,23,685.333 | 10,060 | 49,321.333 | |||
| 4 Dec | 24467.45 | 362.1 | 12.10 | 12.75 | 86,154.667 | -58,002.333 | 55,427.333 | |||
| 3 Dec | 24457.15 | 350 | 51.00 | 12.18 | 72,088.667 | 34,517.667 | 47,490.333 | |||
| 2 Dec | 24276.05 | 299 | 56.00 | 13.24 | 56,008.667 | -48,162.333 | 49,808.333 | |||
| 29 Nov | 24131.10 | 243 | 48.25 | 12.63 | 62,158.667 | 38,997.333 | 45,082.333 | |||
| 28 Nov | 23914.15 | 194.75 | -120.25 | 12.85 | 1,10,072.333 | 46,522 | 50,617.667 | |||
| 27 Nov | 24274.90 | 315 | 31.45 | 12.05 | 35,716.333 | 27,499 | 29,949.667 | |||
| 26 Nov | 24194.50 | 283.55 | -49.40 | 12.04 | 29,243 | 25,481 | 26,694.333 | |||
| 25 Nov | 24221.90 | 332.95 | 140.95 | 12.52 | 65,218 | 22,708.333 | 23,229.667 | |||
| 22 Nov | 23907.25 | 192 | 122.00 | 12.16 | 50,862.667 | 23,282.667 | 23,804 | |||
| 21 Nov | 23349.90 | 70 | -38.00 | 12.10 | 31,900.333 | 21,868.667 | 23,912.667 | |||
| 19 Nov | 23518.50 | 108 | 7.95 | 12.41 | 38,517 | 22,331.333 | 22,547.333 | |||
| 18 Nov | 23453.80 | 100.05 | -39.45 | 11.89 | 29,213.667 | 3,312.667 | 18,926 | |||
| 14 Nov | 23532.70 | 139.5 | -41.40 | 11.86 | 19,088 | 15,627.667 | 15,711.667 | |||
| 13 Nov | 23559.05 | 180.9 | -62.10 | 12.76 | 25,939.333 | 12,461 | 12,501.667 | |||
| 12 Nov | 23883.45 | 243 | -126.00 | 12.01 | 13,640 | 9,013.333 | 9,018.333 | |||
| 11 Nov | 24141.30 | 369 | -18.75 | 12.00 | 7,521 | 7,855 | 7,855 | |||
| 8 Nov | 24148.20 | 387.75 | -62.25 | 12.07 | 7,162.667 | 7,002.667 | 7,293 | |||
| 7 Nov | 24199.35 | 450 | -176.00 | 12.43 | 5,328 | 6,903 | 7,167.667 | |||
| 6 Nov | 24484.05 | 626 | 133.00 | 12.40 | 7,047.667 | 6,287 | 6,322 | |||
| 5 Nov | 24213.30 | 493 | 62.00 | 13.14 | 5,806 | 5,618.667 | 5,643.667 | |||
| 4 Nov | 23995.35 | 431 | -138.95 | 14.03 | 7,474.667 | 4,997 | 5,013.333 | |||
| 1 Nov | 24304.35 | 569.95 | -13.80 | 12.88 | 704.667 | 5,001.667 | 5,015.667 | |||
| 31 Oct | 24205.35 | 583.75 | -68.15 | - | 2,815 | 5,040.333 | 5,050.667 | |||
| 30 Oct | 24340.85 | 651.9 | -34.45 | - | 1,946 | 4,317 | 4,322.667 | |||
| 29 Oct | 24466.85 | 686.35 | 61.05 | - | 3,139 | 4,042.667 | 4,048.333 | |||
| 28 Oct | 24339.15 | 625.3 | 67.30 | - | 3,200.333 | 722.333 | 4,215 | |||
| 25 Oct | 24180.80 | 558 | -144.10 | - | 8,194.333 | 838 | 3,492.667 | |||
| 24 Oct | 24399.40 | 702.1 | -27.95 | - | 1,547 | 349 | 2,697.667 | |||
| 23 Oct | 24435.50 | 730.05 | -28.65 | - | 2,652.333 | 666.667 | 2,344 | |||
| 22 Oct | 24472.10 | 758.7 | -149.50 | - | 1,883 | 614 | 1,678.667 | |||
| 21 Oct | 24781.10 | 908.2 | -132.75 | - | 407.333 | 84 | 1,072.333 | |||
| 18 Oct | 24854.05 | 1040.95 | 88.00 | - | 1,041 | 311.333 | 988 | |||
| 17 Oct | 24749.85 | 952.95 | -148.30 | - | 420.333 | 109 | 674 | |||
| 16 Oct | 24971.30 | 1101.25 | -73.45 | - | 331.333 | 164.667 | 564.667 | |||
| 15 Oct | 25057.35 | 1174.7 | -82.25 | - | 80 | 18.667 | 399.667 | |||
| 14 Oct | 25127.95 | 1256.95 | 117.00 | - | 65.667 | 6 | 381.333 | |||
| 11 Oct | 24964.25 | 1139.95 | -72.80 | - | 76 | 33.333 | 375.333 | |||
| 10 Oct | 24998.45 | 1212.75 | -17.75 | - | 56.333 | 28 | 342.333 | |||
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| 9 Oct | 24981.95 | 1230.5 | -8.60 | - | 94.667 | 4 | 314.333 | |||
| 8 Oct | 25013.15 | 1239.1 | 100.05 | - | 167 | 67 | 310.667 | |||
| 7 Oct | 24795.75 | 1139.05 | -148.90 | - | 361.333 | 118.667 | 244 | |||
| 4 Oct | 25014.60 | 1287.95 | -190.05 | - | 135.667 | 48.667 | 124 | |||
| 3 Oct | 25250.10 | 1478 | -337.00 | - | 111 | 59 | 68.333 | |||
| 1 Oct | 25796.90 | 1815 | -85.00 | - | 10 | 7.667 | 9.333 | |||
| 30 Sept | 25810.85 | 1900 | -238.15 | - | 1.333 | 0.333 | 1.667 | |||
| 27 Sept | 26173.35 | 2138.15 | - | 1.333 | 0.667 | 0.667 | ||||
For Nifty - strike price 24500 expiring on 26DEC2024
Delta for 24500 CE is 0.06
Historical price for 24500 CE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 14.8, which was -38.60 lower than the previous day. The implied volatity was 17.56, the open interest changed by 55710 which increased total open position to 339379
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 53.4, which was -66.05 lower than the previous day. The implied volatity was 16.12, the open interest changed by -174629 which decreased total open position to 268128
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 119.45, which was -66.25 lower than the previous day. The implied volatity was 14.98, the open interest changed by -148243 which decreased total open position to 243742
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 185.7, which was -186.25 lower than the previous day. The implied volatity was 15.77, the open interest changed by 127537 which increased total open position to 220072
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 371.95, which was -96.90 lower than the previous day. The implied volatity was 15.43, the open interest changed by 69549 which increased total open position to 154520
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 468.85, which was 136.60 higher than the previous day. The implied volatity was 12.98, the open interest changed by 79714 which increased total open position to 153432
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 332.25, which was -63.75 lower than the previous day. The implied volatity was 13.63, the open interest changed by 979 which increased total open position to 148031
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 396, which was 6.65 higher than the previous day. The implied volatity was 13.35, the open interest changed by -40866 which decreased total open position to 137037
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 389.35, which was -26.50 lower than the previous day. The implied volatity was 12.70, the open interest changed by 9359 which increased total open position to 136231
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 415.85, which was -62.65 lower than the previous day. The implied volatity was 13.27, the open interest changed by 119346 which increased total open position to 135604
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 478.5, which was -14.30 lower than the previous day. The implied volatity was 13.24, the open interest changed by -159233 which decreased total open position to 134057
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 492.8, which was 130.70 higher than the previous day. The implied volatity was 12.34, the open interest changed by 30180 which increased total open position to 147964
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 362.1, which was 12.10 higher than the previous day. The implied volatity was 12.75, the open interest changed by -174007 which decreased total open position to 166282
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 350, which was 51.00 higher than the previous day. The implied volatity was 12.18, the open interest changed by 103553 which increased total open position to 142471
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 299, which was 56.00 higher than the previous day. The implied volatity was 13.24, the open interest changed by -144487 which decreased total open position to 149425
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 243, which was 48.25 higher than the previous day. The implied volatity was 12.63, the open interest changed by 116992 which increased total open position to 135247
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 194.75, which was -120.25 lower than the previous day. The implied volatity was 12.85, the open interest changed by 139566 which increased total open position to 151853
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 315, which was 31.45 higher than the previous day. The implied volatity was 12.05, the open interest changed by 82497 which increased total open position to 89849
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 283.55, which was -49.40 lower than the previous day. The implied volatity was 12.04, the open interest changed by 76443 which increased total open position to 80083
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 332.95, which was 140.95 higher than the previous day. The implied volatity was 12.52, the open interest changed by 68125 which increased total open position to 69689
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 192, which was 122.00 higher than the previous day. The implied volatity was 12.16, the open interest changed by 69848 which increased total open position to 71412
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 70, which was -38.00 lower than the previous day. The implied volatity was 12.10, the open interest changed by 65606 which increased total open position to 71738
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 108, which was 7.95 higher than the previous day. The implied volatity was 12.41, the open interest changed by 66994 which increased total open position to 67642
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 100.05, which was -39.45 lower than the previous day. The implied volatity was 11.89, the open interest changed by 9938 which increased total open position to 56778
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 139.5, which was -41.40 lower than the previous day. The implied volatity was 11.86, the open interest changed by 46883 which increased total open position to 47135
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 180.9, which was -62.10 lower than the previous day. The implied volatity was 12.76, the open interest changed by 37383 which increased total open position to 37505
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 243, which was -126.00 lower than the previous day. The implied volatity was 12.01, the open interest changed by 27040 which increased total open position to 27055
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 369, which was -18.75 lower than the previous day. The implied volatity was 12.00, the open interest changed by 23565 which increased total open position to 23565
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 387.75, which was -62.25 lower than the previous day. The implied volatity was 12.07, the open interest changed by 21008 which increased total open position to 21879
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 450, which was -176.00 lower than the previous day. The implied volatity was 12.43, the open interest changed by 20709 which increased total open position to 21503
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 626, which was 133.00 higher than the previous day. The implied volatity was 12.40, the open interest changed by 18861 which increased total open position to 18966
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 493, which was 62.00 higher than the previous day. The implied volatity was 13.14, the open interest changed by 16856 which increased total open position to 16931
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 431, which was -138.95 lower than the previous day. The implied volatity was 14.03, the open interest changed by 14991 which increased total open position to 15040
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 569.95, which was -13.80 lower than the previous day. The implied volatity was 12.88, the open interest changed by 15005 which increased total open position to 15047
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 583.75, which was -68.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct NIFTY was trading at 24340.85. The strike last trading price was 651.9, which was -34.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct NIFTY was trading at 24466.85. The strike last trading price was 686.35, which was 61.05 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 625.3, which was 67.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct NIFTY was trading at 24180.80. The strike last trading price was 558, which was -144.10 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 702.1, which was -27.95 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 730.05, which was -28.65 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 758.7, which was -149.50 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 908.2, which was -132.75 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 1040.95, which was 88.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 952.95, which was -148.30 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 1101.25, which was -73.45 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 1174.7, which was -82.25 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 1256.95, which was 117.00 higher 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 1139.95, which was -72.80 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 1212.75, which was -17.75 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 1230.5, which was -8.60 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 1239.1, which was 100.05 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 1139.05, which was -148.90 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 1287.95, which was -190.05 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 1478, which was -337.00 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 1815, which was -85.00 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 1900, which was -238.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept NIFTY was trading at 26173.35. The strike last trading price was 2138.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 26DEC2024 24500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.88
Vega: 6.05
Theta: -5.43
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23587.50 | 868.2 | 339.40 | 22.56 | 38,137.667 | 44,411.333 | 59,583.333 |
| 19 Dec | 23951.70 | 528.8 | 173.00 | 14.25 | 43,588.667 | 29,903 | 68,043.333 |
| 18 Dec | 24198.85 | 355.8 | 71.35 | 15.44 | 65,248.667 | 19,860.333 | 78,908.333 |
| 17 Dec | 24336.00 | 284.45 | 134.45 | 14.37 | 1,54,332 | 4,039.333 | 86,993 |
| 16 Dec | 24668.25 | 150 | 47.50 | 14.96 | 78,332 | -3,850.333 | 78,897.333 |
| 13 Dec | 24768.30 | 102.5 | -80.25 | 13.17 | 1,96,294 | 44,735 | 83,181 |
| 12 Dec | 24548.70 | 182.75 | 22.75 | 12.73 | 64,030.667 | 66,586.667 | 88,042.333 |
| 11 Dec | 24641.80 | 160 | -46.00 | 13.07 | 49,721 | 69,100 | 81,907.667 |
| 10 Dec | 24610.05 | 206 | -9.90 | 14.97 | 57,729.333 | 71,737.333 | 80,137 |
| 9 Dec | 24619.00 | 215.9 | 17.10 | 15.24 | 44,559.667 | 10,074.667 | 76,383.333 |
| 6 Dec | 24677.80 | 198.8 | -16.00 | 14.34 | 62,126.667 | 69,063.667 | 74,432 |
| 5 Dec | 24708.40 | 214.8 | -86.85 | 15.36 | 1,40,036 | 67,116.333 | 70,980.667 |
| 4 Dec | 24467.45 | 301.65 | -8.35 | 14.78 | 84,347.333 | 67,389.667 | 68,783.333 |
| 3 Dec | 24457.15 | 310 | -61.70 | 14.64 | 49,507.667 | 60,273.333 | 60,474 |
| 2 Dec | 24276.05 | 371.7 | -58.80 | 13.66 | 33,166.667 | 54,334.333 | 54,412.333 |
| 29 Nov | 24131.10 | 430.5 | -120.60 | 12.29 | 29,846.667 | 37,771 | 49,627.333 |
| 28 Nov | 23914.15 | 551.1 | 187.10 | 12.98 | 65,834.667 | 12,625.333 | 47,091.667 |
| 27 Nov | 24274.90 | 364 | -70.00 | 12.79 | 31,244.333 | 29,319.667 | 34,853.667 |
| 26 Nov | 24194.50 | 434 | 46.80 | 13.65 | 27,381.667 | 24,257 | 26,802.667 |
| 25 Nov | 24221.90 | 387.2 | -247.20 | 12.97 | 43,276.333 | 19,772.667 | 19,775 |
| 22 Nov | 23907.25 | 634.4 | -413.65 | 13.80 | 6,028.667 | 8,882.667 | 8,885 |
| 21 Nov | 23349.90 | 1048.05 | 90.05 | 15.14 | 1,988.667 | 8,519.667 | 8,522 |
| 19 Nov | 23518.50 | 958 | 31.50 | 15.45 | 3,897 | 8,059.333 | 8,088.667 |
| 18 Nov | 23453.80 | 926.5 | 69.45 | 13.91 | 5,833.667 | 8,161.333 | 8,192 |
| 14 Nov | 23532.70 | 857.05 | 31.95 | 13.92 | 6,179 | 8,797.667 | 8,824.333 |
| 13 Nov | 23559.05 | 825.1 | 169.15 | 13.90 | 10,002.667 | 10,563 | 10,589 |
| 12 Nov | 23883.45 | 655.95 | 178.20 | 13.51 | 9,154.667 | -582.667 | 11,016.333 |
| 11 Nov | 24141.30 | 477.75 | -48.25 | 12.95 | 7,530 | 11,641.333 | 11,671 |
| 8 Nov | 24148.20 | 526 | 11.00 | 14.04 | 6,436 | 10,736.667 | 10,766 |
| 7 Nov | 24199.35 | 515 | 130.40 | 14.87 | 6,313.333 | 9,390 | 9,408 |
| 6 Nov | 24484.05 | 384.6 | -165.45 | 14.82 | 11,693.333 | 8,749.667 | 8,751 |
| 5 Nov | 24213.30 | 550.05 | -120.35 | 15.78 | 4,661.667 | 7,859.667 | 7,861 |
| 4 Nov | 23995.35 | 670.4 | 130.60 | 16.16 | 6,134.333 | 7,792.667 | 7,794.333 |
| 1 Nov | 24304.35 | 539.8 | 17.90 | 16.52 | 777 | 8,316 | 8,316.333 |
| 31 Oct | 24205.35 | 521.9 | 34.90 | - | 3,632.667 | -163.333 | 8,217 |
| 30 Oct | 24340.85 | 487 | 52.05 | - | 3,540.667 | 905 | 8,378 |
| 29 Oct | 24466.85 | 434.95 | -32.50 | - | 3,181.667 | 7,472 | 7,472.667 |
| 28 Oct | 24339.15 | 467.45 | -93.30 | - | 5,229 | -747 | 7,415 |
| 25 Oct | 24180.80 | 560.75 | 120.75 | - | 9,828.333 | 552.333 | 8,162 |
| 24 Oct | 24399.40 | 440 | -20.70 | - | 4,054 | 837.667 | 7,640.333 |
| 23 Oct | 24435.50 | 460.7 | 14.70 | - | 5,668.333 | 1,283 | 6,831.333 |
| 22 Oct | 24472.10 | 446 | 83.00 | - | 4,893.333 | 726 | 5,545.333 |
| 21 Oct | 24781.10 | 363 | 63.00 | - | 2,245.667 | 418 | 4,822 |
| 18 Oct | 24854.05 | 300 | -46.50 | - | 4,379.333 | 315 | 4,406 |
| 17 Oct | 24749.85 | 346.5 | 48.40 | - | 3,141 | 266.667 | 4,087.667 |
| 16 Oct | 24971.30 | 298.1 | 31.00 | - | 1,405.667 | 189.333 | 3,825.667 |
| 15 Oct | 25057.35 | 267.1 | 12.00 | - | 811 | 73 | 3,633.333 |
| 14 Oct | 25127.95 | 255.1 | -62.90 | - | 749.333 | 141.333 | 3,559.667 |
| 11 Oct | 24964.25 | 318 | 16.35 | - | 882.333 | 41.667 | 3,415.667 |
| 10 Oct | 24998.45 | 301.65 | -24.45 | - | 731.667 | 1.667 | 3,374 |
| 9 Oct | 24981.95 | 326.1 | -6.90 | - | 1,213.333 | 207 | 3,371 |
| 8 Oct | 25013.15 | 333 | -33.15 | - | 1,167 | 73.333 | 3,165.333 |
| 7 Oct | 24795.75 | 366.15 | 41.60 | - | 1,839 | 204 | 3,089.667 |
| 4 Oct | 25014.60 | 324.55 | 79.55 | - | 4,275 | 309.333 | 2,900 |
| 3 Oct | 25250.10 | 245 | 82.15 | - | 1,990 | 698 | 2,587.333 |
| 1 Oct | 25796.90 | 162.85 | -19.40 | - | 1,500.667 | 775.333 | 1,890 |
| 30 Sept | 25810.85 | 182.25 | 35.40 | - | 1,698.333 | 622 | 1,115.333 |
| 27 Sept | 26173.35 | 146.85 | - | 862.333 | 491.667 | 491.667 | |
For Nifty - strike price 24500 expiring on 26DEC2024
Delta for 24500 PE is -0.88
Historical price for 24500 PE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 868.2, which was 339.40 higher than the previous day. The implied volatity was 22.56, the open interest changed by 133234 which increased total open position to 178750
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 528.8, which was 173.00 higher than the previous day. The implied volatity was 14.25, the open interest changed by 89709 which increased total open position to 204130
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 355.8, which was 71.35 higher than the previous day. The implied volatity was 15.44, the open interest changed by 59581 which increased total open position to 236725
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 284.45, which was 134.45 higher than the previous day. The implied volatity was 14.37, the open interest changed by 12118 which increased total open position to 260979
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 150, which was 47.50 higher than the previous day. The implied volatity was 14.96, the open interest changed by -11551 which decreased total open position to 236692
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 102.5, which was -80.25 lower than the previous day. The implied volatity was 13.17, the open interest changed by 134205 which increased total open position to 249543
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 182.75, which was 22.75 higher than the previous day. The implied volatity was 12.73, the open interest changed by 199760 which increased total open position to 264127
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 160, which was -46.00 lower than the previous day. The implied volatity was 13.07, the open interest changed by 207300 which increased total open position to 245723
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 206, which was -9.90 lower than the previous day. The implied volatity was 14.97, the open interest changed by 215212 which increased total open position to 240411
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 215.9, which was 17.10 higher than the previous day. The implied volatity was 15.24, the open interest changed by 30224 which increased total open position to 229150
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 198.8, which was -16.00 lower than the previous day. The implied volatity was 14.34, the open interest changed by 207191 which increased total open position to 223296
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 214.8, which was -86.85 lower than the previous day. The implied volatity was 15.36, the open interest changed by 201349 which increased total open position to 212942
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 301.65, which was -8.35 lower than the previous day. The implied volatity was 14.78, the open interest changed by 202169 which increased total open position to 206350
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 310, which was -61.70 lower than the previous day. The implied volatity was 14.64, the open interest changed by 180820 which increased total open position to 181422
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 371.7, which was -58.80 lower than the previous day. The implied volatity was 13.66, the open interest changed by 163003 which increased total open position to 163237
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 430.5, which was -120.60 lower than the previous day. The implied volatity was 12.29, the open interest changed by 113313 which increased total open position to 148882
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 551.1, which was 187.10 higher than the previous day. The implied volatity was 12.98, the open interest changed by 37876 which increased total open position to 141275
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 364, which was -70.00 lower than the previous day. The implied volatity was 12.79, the open interest changed by 87959 which increased total open position to 104561
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 434, which was 46.80 higher than the previous day. The implied volatity was 13.65, the open interest changed by 72771 which increased total open position to 80408
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 387.2, which was -247.20 lower than the previous day. The implied volatity was 12.97, the open interest changed by 59318 which increased total open position to 59325
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 634.4, which was -413.65 lower than the previous day. The implied volatity was 13.80, the open interest changed by 26648 which increased total open position to 26655
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 1048.05, which was 90.05 higher than the previous day. The implied volatity was 15.14, the open interest changed by 25559 which increased total open position to 25566
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 958, which was 31.50 higher than the previous day. The implied volatity was 15.45, the open interest changed by 24178 which increased total open position to 24266
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 926.5, which was 69.45 higher than the previous day. The implied volatity was 13.91, the open interest changed by 24484 which increased total open position to 24576
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 857.05, which was 31.95 higher than the previous day. The implied volatity was 13.92, the open interest changed by 26393 which increased total open position to 26473
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 825.1, which was 169.15 higher than the previous day. The implied volatity was 13.90, the open interest changed by 31689 which increased total open position to 31767
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 655.95, which was 178.20 higher than the previous day. The implied volatity was 13.51, the open interest changed by -1748 which decreased total open position to 33049
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 477.75, which was -48.25 lower than the previous day. The implied volatity was 12.95, the open interest changed by 34924 which increased total open position to 35013
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 526, which was 11.00 higher than the previous day. The implied volatity was 14.04, the open interest changed by 32210 which increased total open position to 32298
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 515, which was 130.40 higher than the previous day. The implied volatity was 14.87, the open interest changed by 28170 which increased total open position to 28224
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 384.6, which was -165.45 lower than the previous day. The implied volatity was 14.82, the open interest changed by 26249 which increased total open position to 26253
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 550.05, which was -120.35 lower than the previous day. The implied volatity was 15.78, the open interest changed by 23579 which increased total open position to 23583
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 670.4, which was 130.60 higher than the previous day. The implied volatity was 16.16, the open interest changed by 23378 which increased total open position to 23383
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 539.8, which was 17.90 higher than the previous day. The implied volatity was 16.52, the open interest changed by 24948 which increased total open position to 24949
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 521.9, which was 34.90 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 487, which was 52.05 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 434.95, which was -32.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct NIFTY was trading at 24339.15. The strike last trading price was 467.45, which was -93.30 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 560.75, which was 120.75 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 440, which was -20.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct NIFTY was trading at 24435.50. The strike last trading price was 460.7, which was 14.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct NIFTY was trading at 24472.10. The strike last trading price was 446, which was 83.00 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 363, which was 63.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 300, which was -46.50 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 346.5, which was 48.40 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 298.1, which was 31.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct NIFTY was trading at 25057.35. The strike last trading price was 267.1, which was 12.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct NIFTY was trading at 25127.95. The strike last trading price was 255.1, which was -62.90 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 318, which was 16.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 301.65, which was -24.45 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 326.1, which was -6.90 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 333, which was -33.15 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 366.15, which was 41.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct NIFTY was trading at 25014.60. The strike last trading price was 324.55, which was 79.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct NIFTY was trading at 25250.10. The strike last trading price was 245, which was 82.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct NIFTY was trading at 25796.90. The strike last trading price was 162.85, which was -19.40 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 182.25, which was 35.40 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 146.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
