NIFTY
Nifty
Historical option data for NIFTY
26 Dec 2024 04:01 PM IST
NIFTY 26DEC2024 24550 CE | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
26 Dec | 23750.20 | 0.05 | -0.85 | - | 9,60,879 | -3,585 | 49,121 | |||
24 Dec | 23727.65 | 0.9 | -2.65 | 18.77 | 6,70,721 | -3,681 | 51,160 | |||
23 Dec | 23753.45 | 3.55 | -9.15 | 18.12 | 8,64,829 | 12,823 | 55,642 | |||
20 Dec | 23587.50 | 12.7 | -33.30 | 17.77 | 5,93,097 | -45,940 | 42,976 | |||
19 Dec | 23951.70 | 46 | -58.70 | 16.24 | 1,19,768 | -1,47,354 | 33,236 | |||
18 Dec | 24198.85 | 104.7 | -60.25 | 15.05 | 67,709 | -1,48,771 | 22,320 | |||
17 Dec | 24336.00 | 164.95 | -171.35 | 15.71 | 67,490 | 11,866 | 21,675 | |||
16 Dec | 24668.25 | 336.3 | -91.00 | 15.11 | 10,795 | -24,753 | 9,809 | |||
13 Dec | 24768.30 | 427.3 | 127.30 | 12.64 | 58,613 | -27,653 | 9,560 | |||
12 Dec | 24548.70 | 300 | -62.00 | 13.40 | 14,954 | -45,102 | 9,985 | |||
11 Dec | 24641.80 | 362 | 0.00 | 13.18 | 6,897 | -62,925 | 8,156 | |||
10 Dec | 24610.05 | 362 | -21.90 | 12.87 | 10,240 | 7,704 | 8,981 | |||
9 Dec | 24619.00 | 383.9 | -58.60 | 13.20 | 4,900 | -10,451 | 8,236 | |||
6 Dec | 24677.80 | 442.5 | -7.55 | 13.04 | 4,507 | 7,298 | 8,279 | |||
5 Dec | 24708.40 | 450.05 | 115.80 | 11.89 | 17,809 | 7,620 | 8,453 | |||
4 Dec | 24467.45 | 334.25 | 15.75 | 12.70 | 24,428 | 9,105 | 9,756 | |||
3 Dec | 24457.15 | 318.5 | 41.85 | 12.00 | 10,019 | 5,030 | 5,069 | |||
2 Dec | 24276.05 | 276.65 | 56.40 | 13.28 | 8,833 | 3,396 | 3,435 | |||
29 Nov | 24131.10 | 220.25 | 44.15 | 12.49 | 6,474 | 3,234 | 3,292 | |||
28 Nov | 23914.15 | 176.1 | -113.45 | 12.75 | 8,818 | 2,759 | 2,772 | |||
27 Nov | 24274.90 | 289.55 | 31.00 | 11.98 | 3,419 | 2,320 | 2,330 | |||
26 Nov | 24194.50 | 258.55 | -43.95 | 11.92 | 2,165 | 1,393 | 1,393 | |||
25 Nov | 24221.90 | 302.5 | 117.05 | 12.26 | 2,995 | 1,362 | 1,430 | |||
22 Nov | 23907.25 | 185.45 | 121.75 | 12.50 | 2,913 | 1,215 | 1,283 | |||
21 Nov | 23349.90 | 63.7 | -35.20 | 12.14 | 1,075 | 1,148 | 1,148 | |||
19 Nov | 23518.50 | 98.9 | 4.85 | 12.43 | 1,853 | 646 | 1,076 | |||
18 Nov | 23453.80 | 94.05 | -32.50 | 12.05 | 1,979 | 563 | 997 | |||
14 Nov | 23532.70 | 126.55 | -42.70 | 11.79 | 540 | -107 | 939 | |||
13 Nov | 23559.05 | 169.25 | -54.05 | 12.81 | 1,774 | 452 | 1,047 | |||
12 Nov | 23883.45 | 223.3 | -116.35 | 11.92 | 572 | 565 | 595 | |||
11 Nov | 24141.30 | 339.65 | -20.95 | 11.79 | 132 | 60 | 528 | |||
8 Nov | 24148.20 | 360.6 | -67.45 | 11.94 | 505 | 321 | 468 | |||
7 Nov | 24199.35 | 428.05 | -164.60 | 12.49 | 179 | 24 | 153 | |||
6 Nov | 24484.05 | 592.65 | 126.70 | 12.29 | 120 | 129 | 129 | |||
5 Nov | 24213.30 | 465.95 | 54.20 | 13.06 | 66 | 102 | 102 | |||
|
||||||||||
4 Nov | 23995.35 | 411.75 | -127.85 | 14.08 | 99 | 105 | 105 | |||
1 Nov | 24304.35 | 539.6 | -5.40 | 12.79 | 15 | 93 | 93 | |||
31 Oct | 24205.35 | 545 | -71.45 | - | 23 | 4 | 90 | |||
30 Oct | 24340.85 | 616.45 | 6.10 | - | 20 | 81 | 82 | |||
29 Oct | 24466.85 | 610.35 | 32.90 | - | 30 | 82 | 82 | |||
28 Oct | 24339.15 | 577.45 | 53.50 | - | 64 | 25 | 72 | |||
25 Oct | 24180.80 | 523.95 | -134.35 | - | 54 | 22 | 47 | |||
24 Oct | 24399.40 | 658.3 | -39.20 | - | 11 | -1 | 24 | |||
23 Oct | 24435.50 | 697.5 | -43.50 | - | 58 | 2 | 26 | |||
22 Oct | 24472.10 | 741 | -184.55 | - | 44 | 21 | 23 | |||
21 Oct | 24781.10 | 925.55 | 0.00 | - | 0 | 2 | 0 | |||
18 Oct | 24854.05 | 925.55 | -1344.75 | - | 4 | 2 | 2 | |||
17 Oct | 24749.85 | 2270.3 | 0.00 | - | 0 | 0 | 0 | |||
16 Oct | 24971.30 | 2270.3 | 0.00 | - | 0 | 0 | 0 | |||
15 Oct | 25057.35 | 2270.3 | 0.00 | - | 0 | 0 | 0 | |||
14 Oct | 25127.95 | 2270.3 | 0.00 | - | 0 | 0 | 0 | |||
11 Oct | 24964.25 | 2270.3 | 0.00 | - | 0 | 0 | 0 | |||
10 Oct | 24998.45 | 2270.3 | 0.00 | - | 0 | 0 | 0 | |||
9 Oct | 24981.95 | 2270.3 | 0.00 | - | 0 | 0 | 0 | |||
8 Oct | 25013.15 | 2270.3 | 0.00 | - | 0 | 0 | 0 | |||
7 Oct | 24795.75 | 2270.3 | 0.00 | - | 0 | 0 | 0 | |||
4 Oct | 25014.60 | 2270.3 | 0.00 | - | 0 | 0 | 0 | |||
3 Oct | 25250.10 | 2270.3 | 0.00 | - | 0 | 0 | 0 | |||
1 Oct | 25796.90 | 2270.3 | 0.00 | - | 0 | 0 | 0 | |||
30 Sept | 25810.85 | 2270.3 | 2270.30 | - | 0 | 0 | 0 | |||
27 Sept | 26173.35 | 0.00 | - | 0 | 0 | 0 |
For Nifty - strike price 24550 expiring on 26DEC2024
Delta for 24550 CE is -
Historical price for 24550 CE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 0.05, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by -3585 which decreased total open position to 49121
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 0.9, which was -2.65 lower than the previous day. The implied volatity was 18.77, the open interest changed by -3681 which decreased total open position to 51160
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 3.55, which was -9.15 lower than the previous day. The implied volatity was 18.12, the open interest changed by 12823 which increased total open position to 55642
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 12.7, which was -33.30 lower than the previous day. The implied volatity was 17.77, the open interest changed by -45940 which decreased total open position to 42976
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 46, which was -58.70 lower than the previous day. The implied volatity was 16.24, the open interest changed by -147354 which decreased total open position to 33236
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 104.7, which was -60.25 lower than the previous day. The implied volatity was 15.05, the open interest changed by -148771 which decreased total open position to 22320
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 164.95, which was -171.35 lower than the previous day. The implied volatity was 15.71, the open interest changed by 11866 which increased total open position to 21675
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 336.3, which was -91.00 lower than the previous day. The implied volatity was 15.11, the open interest changed by -24753 which decreased total open position to 9809
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 427.3, which was 127.30 higher than the previous day. The implied volatity was 12.64, the open interest changed by -27653 which decreased total open position to 9560
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 300, which was -62.00 lower than the previous day. The implied volatity was 13.40, the open interest changed by -45102 which decreased total open position to 9985
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 362, which was 0.00 lower than the previous day. The implied volatity was 13.18, the open interest changed by -62925 which decreased total open position to 8156
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 362, which was -21.90 lower than the previous day. The implied volatity was 12.87, the open interest changed by 7704 which increased total open position to 8981
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 383.9, which was -58.60 lower than the previous day. The implied volatity was 13.20, the open interest changed by -10451 which decreased total open position to 8236
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 442.5, which was -7.55 lower than the previous day. The implied volatity was 13.04, the open interest changed by 7298 which increased total open position to 8279
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 450.05, which was 115.80 higher than the previous day. The implied volatity was 11.89, the open interest changed by 7620 which increased total open position to 8453
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 334.25, which was 15.75 higher than the previous day. The implied volatity was 12.70, the open interest changed by 9105 which increased total open position to 9756
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 318.5, which was 41.85 higher than the previous day. The implied volatity was 12.00, the open interest changed by 5030 which increased total open position to 5069
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 276.65, which was 56.40 higher than the previous day. The implied volatity was 13.28, the open interest changed by 3396 which increased total open position to 3435
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 220.25, which was 44.15 higher than the previous day. The implied volatity was 12.49, the open interest changed by 3234 which increased total open position to 3292
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 176.1, which was -113.45 lower than the previous day. The implied volatity was 12.75, the open interest changed by 2759 which increased total open position to 2772
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 289.55, which was 31.00 higher than the previous day. The implied volatity was 11.98, the open interest changed by 2320 which increased total open position to 2330
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 258.55, which was -43.95 lower than the previous day. The implied volatity was 11.92, the open interest changed by 1393 which increased total open position to 1393
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 302.5, which was 117.05 higher than the previous day. The implied volatity was 12.26, the open interest changed by 1362 which increased total open position to 1430
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 185.45, which was 121.75 higher than the previous day. The implied volatity was 12.50, the open interest changed by 1215 which increased total open position to 1283
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 63.7, which was -35.20 lower than the previous day. The implied volatity was 12.14, the open interest changed by 1148 which increased total open position to 1148
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 98.9, which was 4.85 higher than the previous day. The implied volatity was 12.43, the open interest changed by 646 which increased total open position to 1076
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 94.05, which was -32.50 lower than the previous day. The implied volatity was 12.05, the open interest changed by 563 which increased total open position to 997
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 126.55, which was -42.70 lower than the previous day. The implied volatity was 11.79, the open interest changed by -107 which decreased total open position to 939
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 169.25, which was -54.05 lower than the previous day. The implied volatity was 12.81, the open interest changed by 452 which increased total open position to 1047
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 223.3, which was -116.35 lower than the previous day. The implied volatity was 11.92, the open interest changed by 565 which increased total open position to 595
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 339.65, which was -20.95 lower than the previous day. The implied volatity was 11.79, the open interest changed by 60 which increased total open position to 528
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 360.6, which was -67.45 lower than the previous day. The implied volatity was 11.94, the open interest changed by 321 which increased total open position to 468
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 428.05, which was -164.60 lower than the previous day. The implied volatity was 12.49, the open interest changed by 24 which increased total open position to 153
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 592.65, which was 126.70 higher than the previous day. The implied volatity was 12.29, the open interest changed by 129 which increased total open position to 129
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 465.95, which was 54.20 higher than the previous day. The implied volatity was 13.06, the open interest changed by 102 which increased total open position to 102
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 411.75, which was -127.85 lower than the previous day. The implied volatity was 14.08, the open interest changed by 105 which increased total open position to 105
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 539.6, which was -5.40 lower than the previous day. The implied volatity was 12.79, the open interest changed by 93 which increased total open position to 93
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 545, which was -71.45 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 616.45, which was 6.10 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 610.35, which was 32.90 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 577.45, which was 53.50 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 523.95, which was -134.35 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 658.3, which was -39.20 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 697.5, which was -43.50 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 741, which was -184.55 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 925.55, 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 925.55, which was -1344.75 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 2270.3, 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 2270.3, 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 2270.3, 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 2270.3, 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 2270.3, 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 2270.3, 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 2270.3, 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 2270.3, 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 2270.3, 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 2270.3, 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 2270.3, 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 2270.3, 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 2270.3, which was 2270.30 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 24550 PE | |||||||
---|---|---|---|---|---|---|---|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
26 Dec | 23750.20 | 801.4 | 24.40 | - | 1,060 | -544 | 2,661 |
24 Dec | 23727.65 | 777 | -5.05 | - | 1,127 | -551 | 3,206 |
23 Dec | 23753.45 | 782.05 | -134.80 | 16.13 | 1,116 | -497 | 3,758 |
20 Dec | 23587.50 | 916.85 | 342.40 | 23.28 | 2,247 | -741 | 4,258 |
19 Dec | 23951.70 | 574.45 | 183.50 | 14.61 | 4,072 | -1,563 | 4,978 |
18 Dec | 24198.85 | 390.95 | 79.65 | 15.54 | 10,602 | -1,832 | 6,573 |
17 Dec | 24336.00 | 311.3 | 146.25 | 14.13 | 47,360 | -344 | 8,434 |
16 Dec | 24668.25 | 165.05 | 54.70 | 14.70 | 30,239 | 1,259 | 8,819 |
13 Dec | 24768.30 | 110.35 | -90.65 | 12.75 | 44,345 | -6,85,088 | 7,491 |
12 Dec | 24548.70 | 201 | 26.95 | 12.55 | 22,693 | 1,361 | 7,378 |
11 Dec | 24641.80 | 174.05 | -49.20 | 12.82 | 10,959 | -75,444 | 6,008 |
10 Dec | 24610.05 | 223.25 | -9.30 | 14.83 | 12,128 | -56,819 | 5,953 |
9 Dec | 24619.00 | 232.55 | 22.05 | 15.08 | 7,080 | -24,802 | 5,325 |
6 Dec | 24677.80 | 210.5 | -19.70 | 14.03 | 6,903 | -1,08,600 | 5,541 |
5 Dec | 24708.40 | 230.2 | -89.80 | 15.23 | 17,956 | -48,423 | 4,754 |
4 Dec | 24467.45 | 320 | -10.15 | 14.57 | 16,521 | -13,763 | 4,436 |
3 Dec | 24457.15 | 330.15 | -83.40 | 14.48 | 4,431 | -3,546 | 3,037 |
2 Dec | 24276.05 | 413.55 | -40.55 | 14.26 | 2,425 | 1,403 | 1,851 |
29 Nov | 24131.10 | 454.1 | -136.20 | 12.02 | 2,239 | 442 | 1,315 |
28 Nov | 23914.15 | 590.3 | 204.65 | 13.22 | 2,183 | 559 | 976 |
27 Nov | 24274.90 | 385.65 | -71.50 | 12.61 | 1,157 | 400 | 1,032 |
26 Nov | 24194.50 | 457.15 | 46.95 | 13.48 | 501 | -466 | 462 |
25 Nov | 24221.90 | 410.2 | -246.70 | 12.84 | 1,374 | 508 | 508 |
22 Nov | 23907.25 | 656.9 | -437.90 | 13.39 | 221 | 389 | 389 |
21 Nov | 23349.90 | 1094.8 | 115.40 | 15.47 | 38 | 303 | 304 |
19 Nov | 23518.50 | 979.4 | -34.60 | 14.75 | 23 | 287 | 288 |
18 Nov | 23453.80 | 1014 | 130.70 | 15.97 | 56 | 283 | 283 |
14 Nov | 23532.70 | 883.3 | -41.70 | 13.53 | 8 | 249 | 249 |
13 Nov | 23559.05 | 925 | 242.70 | 16.16 | 32 | 251 | 251 |
12 Nov | 23883.45 | 682.3 | 185.20 | 13.33 | 457 | 254 | 254 |
11 Nov | 24141.30 | 497.1 | -53.90 | 12.73 | 77 | 272 | 272 |
8 Nov | 24148.20 | 551 | 21.80 | 13.99 | 88 | 19 | 258 |
7 Nov | 24199.35 | 529.2 | 126.20 | 14.56 | 30 | 239 | 239 |
6 Nov | 24484.05 | 403 | -170.00 | 14.71 | 318 | 240 | 240 |
5 Nov | 24213.30 | 573 | -111.20 | 15.72 | 86 | 36 | 36 |
4 Nov | 23995.35 | 684.2 | 124.20 | 15.76 | 26 | 58 | 58 |
1 Nov | 24304.35 | 560 | 40.00 | 16.44 | 17 | 56 | 56 |
31 Oct | 24205.35 | 520 | 41.35 | - | 3 | 55 | 55 |
30 Oct | 24340.85 | 478.65 | 27.40 | - | 5 | 1 | 54 |
29 Oct | 24466.85 | 451.25 | -16.30 | - | 2 | 53 | 53 |
28 Oct | 24339.15 | 467.55 | -149.45 | - | 3 | 2 | 54 |
25 Oct | 24180.80 | 617 | 138.60 | - | 71 | 6 | 52 |
24 Oct | 24399.40 | 478.4 | 0.00 | - | 3 | 0 | 49 |
23 Oct | 24435.50 | 478.4 | 14.70 | - | 64 | 11 | 57 |
22 Oct | 24472.10 | 463.7 | 68.70 | - | 70 | 28 | 45 |
21 Oct | 24781.10 | 395 | -16.10 | - | 1 | 0 | 16 |
18 Oct | 24854.05 | 411.1 | 133.65 | - | 27 | 17 | 18 |
17 Oct | 24749.85 | 277.45 | 0.00 | - | 0 | 0 | 0 |
16 Oct | 24971.30 | 277.45 | 0.00 | - | 0 | 0 | 0 |
15 Oct | 25057.35 | 277.45 | 0.00 | - | 0 | 1 | 0 |
14 Oct | 25127.95 | 277.45 | -6.80 | - | 2 | 1 | 1 |
11 Oct | 24964.25 | 284.25 | 0.00 | - | 0 | 0 | 0 |
10 Oct | 24998.45 | 284.25 | 0.00 | - | 0 | 0 | 0 |
9 Oct | 24981.95 | 284.25 | 122.75 | - | 2 | 0 | 0 |
8 Oct | 25013.15 | 161.5 | 0.00 | - | 0 | 0 | 0 |
7 Oct | 24795.75 | 161.5 | 0.00 | - | 0 | 0 | 0 |
4 Oct | 25014.60 | 161.5 | 0.00 | - | 0 | 0 | 0 |
3 Oct | 25250.10 | 161.5 | 0.00 | - | 0 | 0 | 0 |
1 Oct | 25796.90 | 161.5 | 0.00 | - | 0 | 0 | 0 |
30 Sept | 25810.85 | 161.5 | 0.00 | - | 0 | 0 | 0 |
27 Sept | 26173.35 | 161.50 | - | 0 | 0 | 0 |
For Nifty - strike price 24550 expiring on 26DEC2024
Delta for 24550 PE is -
Historical price for 24550 PE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 801.4, which was 24.40 higher than the previous day. The implied volatity was -, the open interest changed by -544 which decreased total open position to 2661
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 777, which was -5.05 lower than the previous day. The implied volatity was -, the open interest changed by -551 which decreased total open position to 3206
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 782.05, which was -134.80 lower than the previous day. The implied volatity was 16.13, the open interest changed by -497 which decreased total open position to 3758
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 916.85, which was 342.40 higher than the previous day. The implied volatity was 23.28, the open interest changed by -741 which decreased total open position to 4258
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 574.45, which was 183.50 higher than the previous day. The implied volatity was 14.61, the open interest changed by -1563 which decreased total open position to 4978
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 390.95, which was 79.65 higher than the previous day. The implied volatity was 15.54, the open interest changed by -1832 which decreased total open position to 6573
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 311.3, which was 146.25 higher than the previous day. The implied volatity was 14.13, the open interest changed by -344 which decreased total open position to 8434
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 165.05, which was 54.70 higher than the previous day. The implied volatity was 14.70, the open interest changed by 1259 which increased total open position to 8819
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 110.35, which was -90.65 lower than the previous day. The implied volatity was 12.75, the open interest changed by -685088 which decreased total open position to 7491
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 201, which was 26.95 higher than the previous day. The implied volatity was 12.55, the open interest changed by 1361 which increased total open position to 7378
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 174.05, which was -49.20 lower than the previous day. The implied volatity was 12.82, the open interest changed by -75444 which decreased total open position to 6008
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 223.25, which was -9.30 lower than the previous day. The implied volatity was 14.83, the open interest changed by -56819 which decreased total open position to 5953
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 232.55, which was 22.05 higher than the previous day. The implied volatity was 15.08, the open interest changed by -24802 which decreased total open position to 5325
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 210.5, which was -19.70 lower than the previous day. The implied volatity was 14.03, the open interest changed by -108600 which decreased total open position to 5541
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 230.2, which was -89.80 lower than the previous day. The implied volatity was 15.23, the open interest changed by -48423 which decreased total open position to 4754
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 320, which was -10.15 lower than the previous day. The implied volatity was 14.57, the open interest changed by -13763 which decreased total open position to 4436
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 330.15, which was -83.40 lower than the previous day. The implied volatity was 14.48, the open interest changed by -3546 which decreased total open position to 3037
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 413.55, which was -40.55 lower than the previous day. The implied volatity was 14.26, the open interest changed by 1403 which increased total open position to 1851
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 454.1, which was -136.20 lower than the previous day. The implied volatity was 12.02, the open interest changed by 442 which increased total open position to 1315
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 590.3, which was 204.65 higher than the previous day. The implied volatity was 13.22, the open interest changed by 559 which increased total open position to 976
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 385.65, which was -71.50 lower than the previous day. The implied volatity was 12.61, the open interest changed by 400 which increased total open position to 1032
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 457.15, which was 46.95 higher than the previous day. The implied volatity was 13.48, the open interest changed by -466 which decreased total open position to 462
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 410.2, which was -246.70 lower than the previous day. The implied volatity was 12.84, the open interest changed by 508 which increased total open position to 508
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 656.9, which was -437.90 lower than the previous day. The implied volatity was 13.39, the open interest changed by 389 which increased total open position to 389
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 1094.8, which was 115.40 higher than the previous day. The implied volatity was 15.47, the open interest changed by 303 which increased total open position to 304
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 979.4, which was -34.60 lower than the previous day. The implied volatity was 14.75, the open interest changed by 287 which increased total open position to 288
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1014, which was 130.70 higher than the previous day. The implied volatity was 15.97, the open interest changed by 283 which increased total open position to 283
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 883.3, which was -41.70 lower than the previous day. The implied volatity was 13.53, the open interest changed by 249 which increased total open position to 249
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 925, which was 242.70 higher than the previous day. The implied volatity was 16.16, the open interest changed by 251 which increased total open position to 251
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 682.3, which was 185.20 higher than the previous day. The implied volatity was 13.33, the open interest changed by 254 which increased total open position to 254
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 497.1, which was -53.90 lower than the previous day. The implied volatity was 12.73, the open interest changed by 272 which increased total open position to 272
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 551, which was 21.80 higher than the previous day. The implied volatity was 13.99, the open interest changed by 19 which increased total open position to 258
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 529.2, which was 126.20 higher than the previous day. The implied volatity was 14.56, the open interest changed by 239 which increased total open position to 239
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 403, which was -170.00 lower than the previous day. The implied volatity was 14.71, the open interest changed by 240 which increased total open position to 240
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 573, which was -111.20 lower than the previous day. The implied volatity was 15.72, the open interest changed by 36 which increased total open position to 36
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 684.2, which was 124.20 higher than the previous day. The implied volatity was 15.76, the open interest changed by 58 which increased total open position to 58
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 560, which was 40.00 higher than the previous day. The implied volatity was 16.44, the open interest changed by 56 which increased total open position to 56
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 520, which was 41.35 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 478.65, which was 27.40 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 451.25, which was -16.30 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 467.55, which was -149.45 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 617, which was 138.60 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 478.4, 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 23 Oct NIFTY was trading at 24435.50. The strike last trading price was 478.4, 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 463.7, which was 68.70 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 395, which was -16.10 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 411.1, which was 133.65 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 277.45, 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 277.45, 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 277.45, 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 277.45, which was -6.80 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 284.25, 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 284.25, 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 284.25, which was 122.75 higher 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 161.5, 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 161.5, 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 161.5, 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 161.5, 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 161.5, 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 161.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept NIFTY was trading at 26173.35. The strike last trading price was 161.50, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to