NIFTY
Nifty
Historical option data for NIFTY
26 Dec 2024 04:01 PM IST
| NIFTY 26DEC2024 24600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 23750.20 | 0.05 | -0.80 | - | 19,24,028 | -47,323 | 1,58,753 | |||
| 24 Dec | 23727.65 | 0.85 | -2.25 | 19.66 | 14,07,810 | 32,070 | 2,11,644 | |||
| 23 Dec | 23753.45 | 3.1 | -8.35 | 18.58 | 15,53,897 | 2,951 | 1,81,908 | |||
| 20 Dec | 23587.50 | 11.45 | -28.50 | 18.16 | 12,33,286 | -14,032 | 1,78,334 | |||
| 19 Dec | 23951.70 | 39.95 | -54.00 | 16.41 | 3,86,639 | 11,210 | 1,55,108 | |||
| 18 Dec | 24198.85 | 93.95 | -52.00 | 15.34 | 2,96,408 | 18,890 | 1,45,974 | |||
| 17 Dec | 24336.00 | 145.95 | -159.05 | 15.69 | 3,36,256 | -21,109 | 1,27,455 | |||
| 16 Dec | 24668.25 | 305 | -86.30 | 14.97 | 1,17,868 | -33,104 | 63,780 | |||
| 13 Dec | 24768.30 | 391.3 | 121.45 | 12.50 | 3,15,391 | -6,56,767 | 54,245 | |||
| 12 Dec | 24548.70 | 269.85 | -60.05 | 13.20 | 1,01,523 | 14,257 | 56,312 | |||
| 11 Dec | 24641.80 | 329.9 | -1.10 | 13.04 | 68,829 | -2,52,750 | 42,264 | |||
| 10 Dec | 24610.05 | 331 | -20.00 | 12.78 | 80,868 | -1,38,531 | 43,563 | |||
| 9 Dec | 24619.00 | 351 | -57.00 | 13.02 | 61,571 | 35,080 | 39,776 | |||
| 6 Dec | 24677.80 | 408 | -18.75 | 12.86 | 44,105 | -1,05,705 | 33,980 | |||
| 5 Dec | 24708.40 | 426.75 | 121.75 | 12.28 | 1,47,477 | -8,598 | 32,980 | |||
| 4 Dec | 24467.45 | 305 | 12.00 | 12.54 | 94,011 | 30,009 | 31,945 | |||
| 3 Dec | 24457.15 | 293 | 44.00 | 11.98 | 36,291 | 3,097 | 23,146 | |||
| 2 Dec | 24276.05 | 249 | 51.50 | 12.98 | 33,724 | 19,453 | 20,067 | |||
| 29 Nov | 24131.10 | 197.5 | 35.50 | 12.30 | 44,848 | -75,214 | 20,616 | |||
| 28 Nov | 23914.15 | 162 | -102.00 | 12.81 | 63,271 | 29,365 | 29,557 | |||
| 27 Nov | 24274.90 | 264 | 28.00 | 11.84 | 29,073 | 16,059 | 16,125 | |||
| 26 Nov | 24194.50 | 236 | -39.80 | 11.82 | 14,502 | -589 | 14,012 | |||
| 25 Nov | 24221.90 | 275.8 | 110.80 | 12.08 | 52,778 | -13,434 | 14,720 | |||
| 22 Nov | 23907.25 | 165 | 104.95 | 12.27 | 34,911 | 182 | 28,336 | |||
| 21 Nov | 23349.90 | 60.05 | -27.25 | 12.32 | 23,234 | 27,911 | 28,393 | |||
| 19 Nov | 23518.50 | 87.3 | 1.25 | 12.29 | 26,090 | 27,398 | 27,398 | |||
| 18 Nov | 23453.80 | 86.05 | -31.15 | 12.08 | 29,021 | 27,236 | 27,344 | |||
| 14 Nov | 23532.70 | 117.2 | -39.40 | 11.82 | 20,564 | 27,545 | 28,254 | |||
| 13 Nov | 23559.05 | 156.6 | -45.05 | 12.80 | 42,816 | 24,223 | 24,716 | |||
| 12 Nov | 23883.45 | 201.65 | -111.65 | 11.72 | 7,514 | 319 | 10,037 | |||
| 11 Nov | 24141.30 | 313.3 | -17.55 | 11.64 | 6,460 | 9,696 | 9,724 | |||
| 8 Nov | 24148.20 | 330.85 | -72.55 | 11.69 | 8,943 | 5,080 | 7,453 | |||
| 7 Nov | 24199.35 | 403.4 | -166.25 | 12.45 | 2,202 | 2,336 | 2,373 | |||
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| 6 Nov | 24484.05 | 569.65 | 129.65 | 12.45 | 2,948 | 2,218 | 2,219 | |||
| 5 Nov | 24213.30 | 440 | 58.10 | 13.00 | 649 | -7 | 746 | |||
| 4 Nov | 23995.35 | 381.9 | -131.55 | 13.82 | 907 | 757 | 758 | |||
| 1 Nov | 24304.35 | 513.45 | -20.25 | 12.78 | 70 | -2 | 708 | |||
| 31 Oct | 24205.35 | 533.7 | -48.65 | - | 339 | 47 | 709 | |||
| 30 Oct | 24340.85 | 582.35 | -39.65 | - | 272 | -20 | 660 | |||
| 29 Oct | 24466.85 | 622 | 61.50 | - | 205 | 680 | 680 | |||
| 28 Oct | 24339.15 | 560.5 | 54.35 | - | 286 | 42 | 666 | |||
| 25 Oct | 24180.80 | 506.15 | -135.45 | - | 1,006 | 304 | 624 | |||
| 24 Oct | 24399.40 | 641.6 | -28.95 | - | 237 | -3 | 318 | |||
| 23 Oct | 24435.50 | 670.55 | -35.00 | - | 301 | 26 | 317 | |||
| 22 Oct | 24472.10 | 705.55 | -130.35 | - | 290 | 35 | 291 | |||
| 21 Oct | 24781.10 | 835.9 | -125.55 | - | 184 | 126 | 261 | |||
| 18 Oct | 24854.05 | 961.45 | 81.45 | - | 297 | 123 | 135 | |||
| 17 Oct | 24749.85 | 880 | -198.20 | - | 9 | 0 | 3 | |||
| 16 Oct | 24971.30 | 1078.2 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 25057.35 | 1078.2 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 25127.95 | 1078.2 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 24964.25 | 1078.2 | -53.20 | - | 3 | 0 | 3 | |||
| 10 Oct | 24998.45 | 1131.4 | -1097.90 | - | 3 | 0 | 0 | |||
| 9 Oct | 24981.95 | 2229.3 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 25013.15 | 2229.3 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 24795.75 | 2229.3 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 25014.60 | 2229.3 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 25250.10 | 2229.3 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 25796.90 | 2229.3 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 25810.85 | 2229.3 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 26173.35 | 2229.30 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 24600 expiring on 26DEC2024
Delta for 24600 CE is -
Historical price for 24600 CE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 0.05, which was -0.80 lower than the previous day. The implied volatity was -, the open interest changed by -47323 which decreased total open position to 158753
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 0.85, which was -2.25 lower than the previous day. The implied volatity was 19.66, the open interest changed by 32070 which increased total open position to 211644
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 3.1, which was -8.35 lower than the previous day. The implied volatity was 18.58, the open interest changed by 2951 which increased total open position to 181908
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 11.45, which was -28.50 lower than the previous day. The implied volatity was 18.16, the open interest changed by -14032 which decreased total open position to 178334
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 39.95, which was -54.00 lower than the previous day. The implied volatity was 16.41, the open interest changed by 11210 which increased total open position to 155108
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 93.95, which was -52.00 lower than the previous day. The implied volatity was 15.34, the open interest changed by 18890 which increased total open position to 145974
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 145.95, which was -159.05 lower than the previous day. The implied volatity was 15.69, the open interest changed by -21109 which decreased total open position to 127455
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 305, which was -86.30 lower than the previous day. The implied volatity was 14.97, the open interest changed by -33104 which decreased total open position to 63780
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 391.3, which was 121.45 higher than the previous day. The implied volatity was 12.50, the open interest changed by -656767 which decreased total open position to 54245
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 269.85, which was -60.05 lower than the previous day. The implied volatity was 13.20, the open interest changed by 14257 which increased total open position to 56312
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 329.9, which was -1.10 lower than the previous day. The implied volatity was 13.04, the open interest changed by -252750 which decreased total open position to 42264
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 331, which was -20.00 lower than the previous day. The implied volatity was 12.78, the open interest changed by -138531 which decreased total open position to 43563
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 351, which was -57.00 lower than the previous day. The implied volatity was 13.02, the open interest changed by 35080 which increased total open position to 39776
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 408, which was -18.75 lower than the previous day. The implied volatity was 12.86, the open interest changed by -105705 which decreased total open position to 33980
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 426.75, which was 121.75 higher than the previous day. The implied volatity was 12.28, the open interest changed by -8598 which decreased total open position to 32980
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 305, which was 12.00 higher than the previous day. The implied volatity was 12.54, the open interest changed by 30009 which increased total open position to 31945
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 293, which was 44.00 higher than the previous day. The implied volatity was 11.98, the open interest changed by 3097 which increased total open position to 23146
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 249, which was 51.50 higher than the previous day. The implied volatity was 12.98, the open interest changed by 19453 which increased total open position to 20067
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 197.5, which was 35.50 higher than the previous day. The implied volatity was 12.30, the open interest changed by -75214 which decreased total open position to 20616
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 162, which was -102.00 lower than the previous day. The implied volatity was 12.81, the open interest changed by 29365 which increased total open position to 29557
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 264, which was 28.00 higher than the previous day. The implied volatity was 11.84, the open interest changed by 16059 which increased total open position to 16125
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 236, which was -39.80 lower than the previous day. The implied volatity was 11.82, the open interest changed by -589 which decreased total open position to 14012
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 275.8, which was 110.80 higher than the previous day. The implied volatity was 12.08, the open interest changed by -13434 which decreased total open position to 14720
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 165, which was 104.95 higher than the previous day. The implied volatity was 12.27, the open interest changed by 182 which increased total open position to 28336
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 60.05, which was -27.25 lower than the previous day. The implied volatity was 12.32, the open interest changed by 27911 which increased total open position to 28393
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 87.3, which was 1.25 higher than the previous day. The implied volatity was 12.29, the open interest changed by 27398 which increased total open position to 27398
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 86.05, which was -31.15 lower than the previous day. The implied volatity was 12.08, the open interest changed by 27236 which increased total open position to 27344
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 117.2, which was -39.40 lower than the previous day. The implied volatity was 11.82, the open interest changed by 27545 which increased total open position to 28254
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 156.6, which was -45.05 lower than the previous day. The implied volatity was 12.80, the open interest changed by 24223 which increased total open position to 24716
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 201.65, which was -111.65 lower than the previous day. The implied volatity was 11.72, the open interest changed by 319 which increased total open position to 10037
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 313.3, which was -17.55 lower than the previous day. The implied volatity was 11.64, the open interest changed by 9696 which increased total open position to 9724
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 330.85, which was -72.55 lower than the previous day. The implied volatity was 11.69, the open interest changed by 5080 which increased total open position to 7453
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 403.4, which was -166.25 lower than the previous day. The implied volatity was 12.45, the open interest changed by 2336 which increased total open position to 2373
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 569.65, which was 129.65 higher than the previous day. The implied volatity was 12.45, the open interest changed by 2218 which increased total open position to 2219
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 440, which was 58.10 higher than the previous day. The implied volatity was 13.00, the open interest changed by -7 which decreased total open position to 746
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 381.9, which was -131.55 lower than the previous day. The implied volatity was 13.82, the open interest changed by 757 which increased total open position to 758
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 513.45, which was -20.25 lower than the previous day. The implied volatity was 12.78, the open interest changed by -2 which decreased total open position to 708
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 533.7, which was -48.65 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 582.35, which was -39.65 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 622, which was 61.50 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 560.5, which was 54.35 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 506.15, which was -135.45 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 641.6, which was -28.95 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 670.55, which was -35.00 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 705.55, which was -130.35 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 835.9, which was -125.55 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 961.45, which was 81.45 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 880, which was -198.20 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 1078.2, 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 1078.2, 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 1078.2, 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 1078.2, which was -53.20 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 1131.4, which was -1097.90 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 2229.3, 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 2229.3, 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 2229.3, 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 2229.3, 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 2229.3, 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 2229.3, 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 2229.3, 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 27 Sept NIFTY was trading at 26173.35. The strike last trading price was 2229.30, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 26DEC2024 24600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 23750.20 | 850.1 | 25.90 | - | 52,303 | 10,055 | 60,611 |
| 24 Dec | 23727.65 | 824.2 | -6.65 | - | 34,398 | -16,723 | 51,373 |
| 23 Dec | 23753.45 | 830.85 | -138.80 | 14.72 | 22,240 | -13,645 | 68,258 |
| 20 Dec | 23587.50 | 969.65 | 349.65 | 24.69 | 19,178 | 50,076 | 81,938 |
| 19 Dec | 23951.70 | 620 | 191.70 | 14.88 | 45,136 | 23,167 | 84,845 |
| 18 Dec | 24198.85 | 428.3 | 84.10 | 15.69 | 71,454 | -611 | 1,02,186 |
| 17 Dec | 24336.00 | 344.2 | 159.95 | 14.19 | 2,22,722 | 20,370 | 1,03,724 |
| 16 Dec | 24668.25 | 184.25 | 60.80 | 14.62 | 1,59,057 | -65,567 | 83,629 |
| 13 Dec | 24768.30 | 123.45 | -99.40 | 12.59 | 2,32,395 | -13 | 74,993 |
| 12 Dec | 24548.70 | 222.85 | 29.75 | 12.47 | 1,24,763 | 24,254 | 76,393 |
| 11 Dec | 24641.80 | 193.1 | -51.90 | 12.75 | 95,714 | -1,46,348 | 74,336 |
| 10 Dec | 24610.05 | 245 | -10.00 | 14.86 | 96,363 | 50,239 | 63,972 |
| 9 Dec | 24619.00 | 255 | 26.00 | 15.14 | 80,426 | 48,472 | 54,002 |
| 6 Dec | 24677.80 | 229 | -18.00 | 13.98 | 56,075 | -7,236 | 47,966 |
| 5 Dec | 24708.40 | 247 | -98.00 | 15.12 | 1,44,998 | 2,845 | 45,639 |
| 4 Dec | 24467.45 | 345 | -6.40 | 14.59 | 77,655 | 39,495 | 42,865 |
| 3 Dec | 24457.15 | 351.4 | -70.10 | 14.34 | 18,302 | 18,057 | 26,718 |
| 2 Dec | 24276.05 | 421.5 | -63.75 | 13.43 | 5,266 | 213 | 23,169 |
| 29 Nov | 24131.10 | 485.25 | -143.45 | 12.00 | 5,342 | 22,399 | 22,957 |
| 28 Nov | 23914.15 | 628.7 | 215.45 | 13.39 | 18,375 | 807 | 22,812 |
| 27 Nov | 24274.90 | 413.25 | -75.55 | 12.61 | 36,513 | 17,810 | 22,020 |
| 26 Nov | 24194.50 | 488.8 | 53.55 | 13.58 | 4,420 | 3,187 | 4,204 |
| 25 Nov | 24221.90 | 435.25 | -270.75 | 12.75 | 10,150 | 1,262 | 4,255 |
| 22 Nov | 23907.25 | 706 | -422.40 | 13.96 | 2,181 | 1,043 | 4,036 |
| 21 Nov | 23349.90 | 1128.4 | 107.10 | 15.13 | 267 | 122 | 3,043 |
| 19 Nov | 23518.50 | 1021.3 | 29.00 | 14.89 | 902 | 2,919 | 2,919 |
| 18 Nov | 23453.80 | 992.3 | 62.65 | 13.35 | 939 | 531 | 2,774 |
| 14 Nov | 23532.70 | 929.65 | 49.55 | 13.88 | 796 | 2,183 | 2,183 |
| 13 Nov | 23559.05 | 880.1 | 155.20 | 13.27 | 5,319 | 2,047 | 2,047 |
| 12 Nov | 23883.45 | 724.9 | 193.90 | 13.65 | 8,468 | 5,504 | 5,504 |
| 11 Nov | 24141.30 | 531 | -47.40 | 12.91 | 9,780 | 8,827 | 8,827 |
| 8 Nov | 24148.20 | 578.4 | 17.65 | 13.99 | 9,540 | 7,416 | 7,416 |
| 7 Nov | 24199.35 | 560.75 | 141.45 | 14.71 | 1,569 | 163 | 2,142 |
| 6 Nov | 24484.05 | 419.3 | -177.00 | 14.61 | 3,047 | 726 | 1,962 |
| 5 Nov | 24213.30 | 596.3 | -125.70 | 15.66 | 1,238 | 1,238 | 1,238 |
| 4 Nov | 23995.35 | 722 | 143.45 | 16.02 | 540 | -134 | 1,315 |
| 1 Nov | 24304.35 | 578.55 | 20.45 | 16.29 | 109 | 1,538 | 1,538 |
| 31 Oct | 24205.35 | 558.1 | 33.65 | - | 317 | 1,519 | 1,519 |
| 30 Oct | 24340.85 | 524.45 | 54.00 | - | 202 | 24 | 1,507 |
| 29 Oct | 24466.85 | 470.45 | -42.90 | - | 1,115 | 384 | 1,493 |
| 28 Oct | 24339.15 | 513.35 | -81.50 | - | 443 | -176 | 1,109 |
| 25 Oct | 24180.80 | 594.85 | 96.15 | - | 664 | -58 | 1,285 |
| 24 Oct | 24399.40 | 498.7 | -6.30 | - | 184 | 46 | 1,343 |
| 23 Oct | 24435.50 | 505 | 23.00 | - | 653 | -220 | 1,311 |
| 22 Oct | 24472.10 | 482 | 90.60 | - | 1,259 | 429 | 1,535 |
| 21 Oct | 24781.10 | 391.4 | 65.90 | - | 790 | 58 | 1,114 |
| 18 Oct | 24854.05 | 325.5 | -42.85 | - | 1,284 | 141 | 1,056 |
| 17 Oct | 24749.85 | 368.35 | 56.35 | - | 423 | 30 | 915 |
| 16 Oct | 24971.30 | 312 | 23.05 | - | 40 | 4 | 885 |
| 15 Oct | 25057.35 | 288.95 | 14.95 | - | 44 | 4 | 877 |
| 14 Oct | 25127.95 | 274 | -70.95 | - | 41 | -2 | 871 |
| 11 Oct | 24964.25 | 344.95 | 31.15 | - | 45 | -2 | 873 |
| 10 Oct | 24998.45 | 313.8 | -43.70 | - | 16 | 10 | 875 |
| 9 Oct | 24981.95 | 357.5 | -5.25 | - | 24 | 7 | 865 |
| 8 Oct | 25013.15 | 362.75 | 38.15 | - | 49 | 0 | 858 |
| 7 Oct | 24795.75 | 324.6 | -14.60 | - | 67 | -11 | 856 |
| 4 Oct | 25014.60 | 339.2 | 85.40 | - | 18 | 10 | 865 |
| 3 Oct | 25250.10 | 253.8 | 83.35 | - | 361 | 244 | 853 |
| 1 Oct | 25796.90 | 170.45 | -27.00 | - | 234 | 229 | 609 |
| 30 Sept | 25810.85 | 197.45 | 38.45 | - | 386 | 373 | 386 |
| 27 Sept | 26173.35 | 159.00 | - | 13 | 11 | 11 | |
For Nifty - strike price 24600 expiring on 26DEC2024
Delta for 24600 PE is -
Historical price for 24600 PE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 850.1, which was 25.90 higher than the previous day. The implied volatity was -, the open interest changed by 10055 which increased total open position to 60611
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 824.2, which was -6.65 lower than the previous day. The implied volatity was -, the open interest changed by -16723 which decreased total open position to 51373
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 830.85, which was -138.80 lower than the previous day. The implied volatity was 14.72, the open interest changed by -13645 which decreased total open position to 68258
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 969.65, which was 349.65 higher than the previous day. The implied volatity was 24.69, the open interest changed by 50076 which increased total open position to 81938
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 620, which was 191.70 higher than the previous day. The implied volatity was 14.88, the open interest changed by 23167 which increased total open position to 84845
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 428.3, which was 84.10 higher than the previous day. The implied volatity was 15.69, the open interest changed by -611 which decreased total open position to 102186
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 344.2, which was 159.95 higher than the previous day. The implied volatity was 14.19, the open interest changed by 20370 which increased total open position to 103724
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 184.25, which was 60.80 higher than the previous day. The implied volatity was 14.62, the open interest changed by -65567 which decreased total open position to 83629
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 123.45, which was -99.40 lower than the previous day. The implied volatity was 12.59, the open interest changed by -13 which decreased total open position to 74993
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 222.85, which was 29.75 higher than the previous day. The implied volatity was 12.47, the open interest changed by 24254 which increased total open position to 76393
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 193.1, which was -51.90 lower than the previous day. The implied volatity was 12.75, the open interest changed by -146348 which decreased total open position to 74336
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 245, which was -10.00 lower than the previous day. The implied volatity was 14.86, the open interest changed by 50239 which increased total open position to 63972
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 255, which was 26.00 higher than the previous day. The implied volatity was 15.14, the open interest changed by 48472 which increased total open position to 54002
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 229, which was -18.00 lower than the previous day. The implied volatity was 13.98, the open interest changed by -7236 which decreased total open position to 47966
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 247, which was -98.00 lower than the previous day. The implied volatity was 15.12, the open interest changed by 2845 which increased total open position to 45639
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 345, which was -6.40 lower than the previous day. The implied volatity was 14.59, the open interest changed by 39495 which increased total open position to 42865
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 351.4, which was -70.10 lower than the previous day. The implied volatity was 14.34, the open interest changed by 18057 which increased total open position to 26718
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 421.5, which was -63.75 lower than the previous day. The implied volatity was 13.43, the open interest changed by 213 which increased total open position to 23169
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 485.25, which was -143.45 lower than the previous day. The implied volatity was 12.00, the open interest changed by 22399 which increased total open position to 22957
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 628.7, which was 215.45 higher than the previous day. The implied volatity was 13.39, the open interest changed by 807 which increased total open position to 22812
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 413.25, which was -75.55 lower than the previous day. The implied volatity was 12.61, the open interest changed by 17810 which increased total open position to 22020
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 488.8, which was 53.55 higher than the previous day. The implied volatity was 13.58, the open interest changed by 3187 which increased total open position to 4204
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 435.25, which was -270.75 lower than the previous day. The implied volatity was 12.75, the open interest changed by 1262 which increased total open position to 4255
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 706, which was -422.40 lower than the previous day. The implied volatity was 13.96, the open interest changed by 1043 which increased total open position to 4036
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 1128.4, which was 107.10 higher than the previous day. The implied volatity was 15.13, the open interest changed by 122 which increased total open position to 3043
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1021.3, which was 29.00 higher than the previous day. The implied volatity was 14.89, the open interest changed by 2919 which increased total open position to 2919
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 992.3, which was 62.65 higher than the previous day. The implied volatity was 13.35, the open interest changed by 531 which increased total open position to 2774
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 929.65, which was 49.55 higher than the previous day. The implied volatity was 13.88, the open interest changed by 2183 which increased total open position to 2183
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 880.1, which was 155.20 higher than the previous day. The implied volatity was 13.27, the open interest changed by 2047 which increased total open position to 2047
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 724.9, which was 193.90 higher than the previous day. The implied volatity was 13.65, the open interest changed by 5504 which increased total open position to 5504
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 531, which was -47.40 lower than the previous day. The implied volatity was 12.91, the open interest changed by 8827 which increased total open position to 8827
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 578.4, which was 17.65 higher than the previous day. The implied volatity was 13.99, the open interest changed by 7416 which increased total open position to 7416
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 560.75, which was 141.45 higher than the previous day. The implied volatity was 14.71, the open interest changed by 163 which increased total open position to 2142
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 419.3, which was -177.00 lower than the previous day. The implied volatity was 14.61, the open interest changed by 726 which increased total open position to 1962
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 596.3, which was -125.70 lower than the previous day. The implied volatity was 15.66, the open interest changed by 1238 which increased total open position to 1238
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 722, which was 143.45 higher than the previous day. The implied volatity was 16.02, the open interest changed by -134 which decreased total open position to 1315
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 578.55, which was 20.45 higher than the previous day. The implied volatity was 16.29, the open interest changed by 1538 which increased total open position to 1538
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 558.1, which was 33.65 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 524.45, which was 54.00 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 470.45, which was -42.90 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 513.35, which was -81.50 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 594.85, which was 96.15 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 498.7, which was -6.30 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 505, which was 23.00 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 482, which was 90.60 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 391.4, which was 65.90 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 325.5, which was -42.85 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 368.35, which was 56.35 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 312, which was 23.05 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 288.95, which was 14.95 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 274, which was -70.95 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 344.95, which was 31.15 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 313.8, which was -43.70 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 357.5, which was -5.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 362.75, which was 38.15 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 324.6, which was -14.60 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 339.2, which was 85.40 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 253.8, which was 83.35 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 170.45, which was -27.00 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 197.45, which was 38.45 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 159.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
