NIFTY
Nifty
Historical option data for NIFTY
20 Dec 2024 04:11 PM IST
NIFTY 26DEC2024 24650 CE | ||||||||||
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Delta: 0.04
Vega: 2.83
Theta: -4.62
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
20 Dec | 23587.50 | 10 | -23.60 | 18.43 | 1,83,448.333 | 5,266.333 | 16,363.333 | |||
19 Dec | 23951.70 | 33.6 | -48.10 | 16.43 | 39,332.667 | 362.667 | 11,156.667 | |||
18 Dec | 24198.85 | 81.7 | -47.20 | 15.39 | 31,269.333 | 3,209 | 10,861 | |||
17 Dec | 24336.00 | 128.9 | -144.00 | 15.67 | 22,399.333 | 2,738.333 | 7,721.333 | |||
16 Dec | 24668.25 | 272.9 | -77.00 | 14.70 | 16,850.333 | -9,483.333 | 4,955.667 | |||
13 Dec | 24768.30 | 349.9 | 109.25 | 12.00 | 28,445.333 | -8,743.667 | 4,437.667 | |||
12 Dec | 24548.70 | 240.65 | -57.45 | 12.98 | 9,327 | -97,435.333 | 4,286.667 | |||
11 Dec | 24641.80 | 298.1 | 2.15 | 12.84 | 8,052.333 | 274.667 | 3,219 | |||
10 Dec | 24610.05 | 295.95 | -27.40 | 12.42 | 8,618.667 | 568 | 2,356.333 | |||
9 Dec | 24619.00 | 323.35 | -52.90 | 13.04 | 5,550.333 | 268.667 | 1,808.333 | |||
6 Dec | 24677.80 | 376.25 | -22.75 | 12.75 | 3,334.333 | -28,427 | 1,403.333 | |||
5 Dec | 24708.40 | 399 | 119.45 | 12.42 | 7,763.667 | -45,611.333 | 1,335.667 | |||
4 Dec | 24467.45 | 279.55 | 10.85 | 12.49 | 4,396 | -30,187.667 | 1,478.333 | |||
3 Dec | 24457.15 | 268.7 | 42.85 | 11.97 | 2,010 | -62.667 | 1,266.333 | |||
2 Dec | 24276.05 | 225.85 | 43.20 | 12.85 | 2,025 | 103.667 | 1,101.333 | |||
29 Nov | 24131.10 | 182.65 | 34.65 | 12.39 | 2,035.333 | 700.667 | 982 | |||
28 Nov | 23914.15 | 148 | -93.85 | 12.79 | 3,146 | 211.667 | 892.667 | |||
27 Nov | 24274.90 | 241.85 | 26.85 | 11.80 | 867.667 | 211 | 683.667 | |||
26 Nov | 24194.50 | 215 | -41.20 | 11.75 | 403.333 | -750.667 | 466.333 | |||
25 Nov | 24221.90 | 256.2 | 111.70 | 12.12 | 1,007.333 | 172 | 470.333 | |||
22 Nov | 23907.25 | 144.5 | 90.70 | 11.99 | 570.333 | 82.667 | 381 | |||
21 Nov | 23349.90 | 53.8 | -25.75 | 12.30 | 294 | 300 | 301.333 | |||
19 Nov | 23518.50 | 79.55 | 0.80 | 12.30 | 558.667 | 329 | 329 | |||
18 Nov | 23453.80 | 78.75 | -28.10 | 12.11 | 638.333 | 348.667 | 363.667 | |||
14 Nov | 23532.70 | 106.85 | -39.75 | 11.83 | 241 | 328 | 342 | |||
13 Nov | 23559.05 | 146.6 | -44.05 | 12.86 | 851.667 | 415.333 | 415.333 | |||
12 Nov | 23883.45 | 190.65 | -104.95 | 11.86 | 153 | 362.667 | 369.667 | |||
11 Nov | 24141.30 | 295.6 | -20.15 | 11.72 | 124.667 | 318.667 | 318.667 | |||
8 Nov | 24148.20 | 315.75 | -65.45 | 11.86 | 124.333 | 74.333 | 245.667 | |||
7 Nov | 24199.35 | 381.2 | -160.75 | 12.46 | 47.333 | 164.667 | 171.333 | |||
6 Nov | 24484.05 | 541.95 | 120.15 | 12.45 | 36 | 10 | 191.333 | |||
5 Nov | 24213.30 | 421.8 | 56.75 | 13.12 | 202.667 | 167.667 | 181.333 | |||
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4 Nov | 23995.35 | 365.05 | -139.70 | 13.90 | 25.667 | -4 | 15.667 | |||
1 Nov | 24304.35 | 504.75 | 0.00 | 0.00 | 0 | 1.333 | 0 | |||
31 Oct | 24205.35 | 504.75 | -65.25 | - | 2.333 | 18 | 19.667 | |||
30 Oct | 24340.85 | 570 | 65.20 | - | 1.333 | 18.333 | 18.333 | |||
29 Oct | 24466.85 | 504.8 | -16.20 | - | 3.667 | 17.667 | 17.667 | |||
28 Oct | 24339.15 | 521 | 32.00 | - | 19.333 | 14.333 | 18 | |||
25 Oct | 24180.80 | 489 | -121.00 | - | 6 | 0 | 3.667 | |||
24 Oct | 24399.40 | 610 | -127.00 | - | 3.667 | 0.333 | 3.333 | |||
23 Oct | 24435.50 | 737 | 51.75 | - | 0.667 | -0.333 | 2.667 | |||
22 Oct | 24472.10 | 685.25 | -129.50 | - | 3 | 1.667 | 2.667 | |||
21 Oct | 24781.10 | 814.75 | -108.60 | - | 3 | 1 | 2 | |||
18 Oct | 24854.05 | 923.35 | -1265.25 | - | 3 | 1.333 | 1.333 | |||
17 Oct | 24749.85 | 2188.6 | 0.00 | - | 0 | 0 | 0 | |||
16 Oct | 24971.30 | 2188.6 | 0.00 | - | 0 | 0 | 0 | |||
15 Oct | 25057.35 | 2188.6 | 0.00 | - | 0 | 0 | 0 | |||
14 Oct | 25127.95 | 2188.6 | 0.00 | - | 0 | 0 | 0 | |||
11 Oct | 24964.25 | 2188.6 | 0.00 | - | 0 | 0 | 0 | |||
10 Oct | 24998.45 | 2188.6 | 0.00 | - | 0 | 0 | 0 | |||
9 Oct | 24981.95 | 2188.6 | 0.00 | - | 0 | 0 | 0 | |||
8 Oct | 25013.15 | 2188.6 | 0.00 | - | 0 | 0 | 0 | |||
7 Oct | 24795.75 | 2188.6 | 0.00 | - | 0 | 0 | 0 | |||
4 Oct | 25014.60 | 2188.6 | 0.00 | - | 0 | 0 | 0 | |||
3 Oct | 25250.10 | 2188.6 | 0.00 | - | 0 | 0 | 0 | |||
1 Oct | 25796.90 | 2188.6 | 0.00 | - | 0 | 0 | 0 | |||
30 Sept | 25810.85 | 2188.6 | 2188.60 | - | 0 | 0 | 0 | |||
27 Sept | 26173.35 | 0.00 | - | 0 | 0 | 0 |
For Nifty - strike price 24650 expiring on 26DEC2024
Delta for 24650 CE is 0.04
Historical price for 24650 CE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 10, which was -23.60 lower than the previous day. The implied volatity was 18.43, the open interest changed by 15799 which increased total open position to 49090
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 33.6, which was -48.10 lower than the previous day. The implied volatity was 16.43, the open interest changed by 1088 which increased total open position to 33470
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 81.7, which was -47.20 lower than the previous day. The implied volatity was 15.39, the open interest changed by 9627 which increased total open position to 32583
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 128.9, which was -144.00 lower than the previous day. The implied volatity was 15.67, the open interest changed by 8215 which increased total open position to 23164
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 272.9, which was -77.00 lower than the previous day. The implied volatity was 14.70, the open interest changed by -28450 which decreased total open position to 14867
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 349.9, which was 109.25 higher than the previous day. The implied volatity was 12.00, the open interest changed by -26231 which decreased total open position to 13313
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 240.65, which was -57.45 lower than the previous day. The implied volatity was 12.98, the open interest changed by -292306 which decreased total open position to 12860
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 298.1, which was 2.15 higher than the previous day. The implied volatity was 12.84, the open interest changed by 824 which increased total open position to 9657
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 295.95, which was -27.40 lower than the previous day. The implied volatity was 12.42, the open interest changed by 1704 which increased total open position to 7069
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 323.35, which was -52.90 lower than the previous day. The implied volatity was 13.04, the open interest changed by 806 which increased total open position to 5425
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 376.25, which was -22.75 lower than the previous day. The implied volatity was 12.75, the open interest changed by -85281 which decreased total open position to 4210
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 399, which was 119.45 higher than the previous day. The implied volatity was 12.42, the open interest changed by -136834 which decreased total open position to 4007
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 279.55, which was 10.85 higher than the previous day. The implied volatity was 12.49, the open interest changed by -90563 which decreased total open position to 4435
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 268.7, which was 42.85 higher than the previous day. The implied volatity was 11.97, the open interest changed by -188 which decreased total open position to 3799
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 225.85, which was 43.20 higher than the previous day. The implied volatity was 12.85, the open interest changed by 311 which increased total open position to 3304
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 182.65, which was 34.65 higher than the previous day. The implied volatity was 12.39, the open interest changed by 2102 which increased total open position to 2946
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 148, which was -93.85 lower than the previous day. The implied volatity was 12.79, the open interest changed by 635 which increased total open position to 2678
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 241.85, which was 26.85 higher than the previous day. The implied volatity was 11.80, the open interest changed by 633 which increased total open position to 2051
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 215, which was -41.20 lower than the previous day. The implied volatity was 11.75, the open interest changed by -2252 which decreased total open position to 1399
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 256.2, which was 111.70 higher than the previous day. The implied volatity was 12.12, the open interest changed by 516 which increased total open position to 1411
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 144.5, which was 90.70 higher than the previous day. The implied volatity was 11.99, the open interest changed by 248 which increased total open position to 1143
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 53.8, which was -25.75 lower than the previous day. The implied volatity was 12.30, the open interest changed by 900 which increased total open position to 904
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 79.55, which was 0.80 higher than the previous day. The implied volatity was 12.30, the open interest changed by 987 which increased total open position to 987
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 78.75, which was -28.10 lower than the previous day. The implied volatity was 12.11, the open interest changed by 1046 which increased total open position to 1091
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 106.85, which was -39.75 lower than the previous day. The implied volatity was 11.83, the open interest changed by 984 which increased total open position to 1026
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 146.6, which was -44.05 lower than the previous day. The implied volatity was 12.86, the open interest changed by 1246 which increased total open position to 1246
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 190.65, which was -104.95 lower than the previous day. The implied volatity was 11.86, the open interest changed by 1088 which increased total open position to 1109
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 295.6, which was -20.15 lower than the previous day. The implied volatity was 11.72, the open interest changed by 956 which increased total open position to 956
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 315.75, which was -65.45 lower than the previous day. The implied volatity was 11.86, the open interest changed by 223 which increased total open position to 737
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 381.2, which was -160.75 lower than the previous day. The implied volatity was 12.46, the open interest changed by 494 which increased total open position to 514
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 541.95, which was 120.15 higher than the previous day. The implied volatity was 12.45, the open interest changed by 30 which increased total open position to 574
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 421.8, which was 56.75 higher than the previous day. The implied volatity was 13.12, the open interest changed by 503 which increased total open position to 544
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 365.05, which was -139.70 lower than the previous day. The implied volatity was 13.90, the open interest changed by -12 which decreased total open position to 47
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 504.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 504.75, which was -65.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct NIFTY was trading at 24340.85. The strike last trading price was 570, which was 65.20 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 504.8, which was -16.20 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 521, which was 32.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct NIFTY was trading at 24180.80. The strike last trading price was 489, which was -121.00 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 610, which was -127.00 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 737, which was 51.75 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 685.25, which was -129.50 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 814.75, which was -108.60 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 923.35, which was -1265.25 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 2188.6, 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 2188.6, 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 2188.6, 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 2188.6, 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 2188.6, 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 2188.6, 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 2188.6, 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 2188.6, 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 2188.6, 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 2188.6, 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 2188.6, 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 2188.6, 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 2188.6, which was 2188.60 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 24650 PE | |||||||
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Delta: -0.90
Vega: 5.34
Theta: -4.80
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
20 Dec | 23587.50 | 1013.2 | 350.55 | 24.46 | 756.667 | -87.333 | 4,444 |
19 Dec | 23951.70 | 662.65 | 195.95 | 14.55 | 1,615.333 | -1,384.333 | 4,571.667 |
18 Dec | 24198.85 | 466.7 | 90.15 | 15.83 | 2,219.667 | -522.667 | 4,932.333 |
17 Dec | 24336.00 | 376.55 | 172.70 | 14.08 | 10,224.667 | -25,438.667 | 5,458 |
16 Dec | 24668.25 | 203.85 | 67.20 | 14.46 | 18,471.333 | 481.333 | 6,197.667 |
13 Dec | 24768.30 | 136.65 | -106.75 | 12.38 | 13,288.333 | -15,374 | 5,700.333 |
12 Dec | 24548.70 | 243.4 | 32.40 | 12.25 | 10,102.333 | -386 | 4,999.667 |
11 Dec | 24641.80 | 211 | -54.90 | 12.55 | 8,970 | 238 | 4,623 |
10 Dec | 24610.05 | 265.9 | -7.10 | 14.78 | 7,650 | 3,007.333 | 4,380.667 |
9 Dec | 24619.00 | 273 | 23.00 | 14.94 | 8,484.667 | -14,793.333 | 4,033.667 |
6 Dec | 24677.80 | 250 | -13.00 | 13.99 | 4,039.333 | -1,949.333 | 2,418.333 |
5 Dec | 24708.40 | 263 | -104.00 | 14.91 | 6,751.667 | 1,178.667 | 2,094.333 |
4 Dec | 24467.45 | 367 | -12.70 | 14.44 | 2,108.667 | 1,186 | 1,190 |
3 Dec | 24457.15 | 379.7 | -65.30 | 14.44 | 852.333 | 310.333 | 760.333 |
2 Dec | 24276.05 | 445 | -71.90 | 13.18 | 275 | 211 | 451.667 |
29 Nov | 24131.10 | 516.9 | -138.20 | 11.94 | 179.333 | 45.667 | 434 |
28 Nov | 23914.15 | 655.1 | 217.50 | 13.01 | 352.667 | 199.667 | 390 |
27 Nov | 24274.90 | 437.6 | -74.40 | 12.45 | 418 | 254.667 | 336.333 |
26 Nov | 24194.50 | 512 | 51.10 | 13.32 | 64.333 | 207 | 207 |
25 Nov | 24221.90 | 460.9 | -249.00 | 12.64 | 409.333 | 222.333 | 226 |
22 Nov | 23907.25 | 709.9 | -267.60 | 12.74 | 0.333 | 39.667 | 43.333 |
21 Nov | 23349.90 | 977.5 | 0.00 | 0.00 | 0 | 0 | 0 |
19 Nov | 23518.50 | 977.5 | -105.10 | 10.52 | 3 | 44 | 44 |
18 Nov | 23453.80 | 1082.6 | 133.50 | 15.64 | 1.667 | 44 | 44 |
14 Nov | 23532.70 | 949.1 | 179.00 | 13.14 | 0.333 | 41.667 | 44 |
13 Nov | 23559.05 | 770.1 | 79.15 | 5.59 | 41.667 | 44 | 44 |
12 Nov | 23883.45 | 690.95 | 128.60 | 11.38 | 13.333 | 37.667 | 37.667 |
11 Nov | 24141.30 | 562.35 | 99.45 | 12.99 | 67.333 | 31.333 | 31.333 |
8 Nov | 24148.20 | 462.9 | 0.00 | 0.00 | 0 | 0 | 0 |
7 Nov | 24199.35 | 462.9 | 0.00 | 0.00 | 0 | 0 | 0 |
6 Nov | 24484.05 | 462.9 | -153.35 | 15.16 | 57 | 41.333 | 41.333 |
5 Nov | 24213.30 | 616.25 | -121.45 | 15.48 | 6.667 | 26.667 | 26.667 |
4 Nov | 23995.35 | 737.7 | 127.25 | 15.65 | 71.333 | 20 | 20 |
1 Nov | 24304.35 | 610.45 | 0.00 | 0.00 | 0 | 0 | 0 |
31 Oct | 24205.35 | 610.45 | 65.85 | - | 4 | 33.667 | 33.667 |
30 Oct | 24340.85 | 544.6 | 69.60 | - | 1.333 | 32.667 | 32.667 |
29 Oct | 24466.85 | 475 | -58.00 | - | 19.667 | 32.667 | 32.667 |
28 Oct | 24339.15 | 533 | 4.35 | - | 35.333 | 32 | 32 |
25 Oct | 24180.80 | 528.65 | 0.00 | - | 0 | 0 | 0 |
24 Oct | 24399.40 | 528.65 | 0.00 | - | 0 | 0 | 0 |
23 Oct | 24435.50 | 528.65 | 55.90 | - | 4.333 | 0 | 3.667 |
22 Oct | 24472.10 | 472.75 | 160.45 | - | 5.667 | 2 | 3.667 |
21 Oct | 24781.10 | 312.3 | 0.00 | - | 0 | 0 | 0 |
18 Oct | 24854.05 | 312.3 | 0.00 | - | 0 | 0 | 0 |
17 Oct | 24749.85 | 312.3 | 0.00 | - | 0 | 0 | 0 |
16 Oct | 24971.30 | 312.3 | 0.00 | - | 0 | 0.333 | 0 |
15 Oct | 25057.35 | 312.3 | -38.70 | - | 0.333 | 0 | 1.333 |
14 Oct | 25127.95 | 351 | 0.00 | - | 0 | 0.333 | 0 |
11 Oct | 24964.25 | 351 | 10.70 | - | 0.333 | 0 | 1 |
10 Oct | 24998.45 | 340.3 | -46.85 | - | 0.333 | 0 | 0.667 |
9 Oct | 24981.95 | 387.15 | 0.00 | - | 0 | 0 | 0 |
8 Oct | 25013.15 | 387.15 | 0.00 | - | 0 | 0 | 0 |
7 Oct | 24795.75 | 387.15 | 46.75 | - | 0.333 | 0 | 0.667 |
4 Oct | 25014.60 | 340.4 | 87.15 | - | 0.667 | 0 | 0.667 |
3 Oct | 25250.10 | 253.25 | 75.30 | - | 0.667 | 0 | 0 |
1 Oct | 25796.90 | 177.95 | 0.00 | - | 0 | 0 | 0 |
30 Sept | 25810.85 | 177.95 | 0.00 | - | 0 | 0 | 0 |
27 Sept | 26173.35 | 177.95 | - | 0 | 0 | 0 |
For Nifty - strike price 24650 expiring on 26DEC2024
Delta for 24650 PE is -0.90
Historical price for 24650 PE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 1013.2, which was 350.55 higher than the previous day. The implied volatity was 24.46, the open interest changed by -262 which decreased total open position to 13332
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 662.65, which was 195.95 higher than the previous day. The implied volatity was 14.55, the open interest changed by -4153 which decreased total open position to 13715
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 466.7, which was 90.15 higher than the previous day. The implied volatity was 15.83, the open interest changed by -1568 which decreased total open position to 14797
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 376.55, which was 172.70 higher than the previous day. The implied volatity was 14.08, the open interest changed by -76316 which decreased total open position to 16374
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 203.85, which was 67.20 higher than the previous day. The implied volatity was 14.46, the open interest changed by 1444 which increased total open position to 18593
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 136.65, which was -106.75 lower than the previous day. The implied volatity was 12.38, the open interest changed by -46122 which decreased total open position to 17101
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 243.4, which was 32.40 higher than the previous day. The implied volatity was 12.25, the open interest changed by -1158 which decreased total open position to 14999
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 211, which was -54.90 lower than the previous day. The implied volatity was 12.55, the open interest changed by 714 which increased total open position to 13869
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 265.9, which was -7.10 lower than the previous day. The implied volatity was 14.78, the open interest changed by 9022 which increased total open position to 13142
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 273, which was 23.00 higher than the previous day. The implied volatity was 14.94, the open interest changed by -44380 which decreased total open position to 12101
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 250, which was -13.00 lower than the previous day. The implied volatity was 13.99, the open interest changed by -5848 which decreased total open position to 7255
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 263, which was -104.00 lower than the previous day. The implied volatity was 14.91, the open interest changed by 3536 which increased total open position to 6283
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 367, which was -12.70 lower than the previous day. The implied volatity was 14.44, the open interest changed by 3558 which increased total open position to 3570
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 379.7, which was -65.30 lower than the previous day. The implied volatity was 14.44, the open interest changed by 931 which increased total open position to 2281
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 445, which was -71.90 lower than the previous day. The implied volatity was 13.18, the open interest changed by 633 which increased total open position to 1355
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 516.9, which was -138.20 lower than the previous day. The implied volatity was 11.94, the open interest changed by 137 which increased total open position to 1302
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 655.1, which was 217.50 higher than the previous day. The implied volatity was 13.01, the open interest changed by 599 which increased total open position to 1170
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 437.6, which was -74.40 lower than the previous day. The implied volatity was 12.45, the open interest changed by 764 which increased total open position to 1009
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 512, which was 51.10 higher than the previous day. The implied volatity was 13.32, the open interest changed by 621 which increased total open position to 621
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 460.9, which was -249.00 lower than the previous day. The implied volatity was 12.64, the open interest changed by 667 which increased total open position to 678
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 709.9, which was -267.60 lower than the previous day. The implied volatity was 12.74, the open interest changed by 119 which increased total open position to 130
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 977.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 977.5, which was -105.10 lower than the previous day. The implied volatity was 10.52, the open interest changed by 132 which increased total open position to 132
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1082.6, which was 133.50 higher than the previous day. The implied volatity was 15.64, the open interest changed by 132 which increased total open position to 132
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 949.1, which was 179.00 higher than the previous day. The implied volatity was 13.14, the open interest changed by 125 which increased total open position to 132
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 770.1, which was 79.15 higher than the previous day. The implied volatity was 5.59, the open interest changed by 132 which increased total open position to 132
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 690.95, which was 128.60 higher than the previous day. The implied volatity was 11.38, the open interest changed by 113 which increased total open position to 113
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 562.35, which was 99.45 higher than the previous day. The implied volatity was 12.99, the open interest changed by 94 which increased total open position to 94
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 462.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 462.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 462.9, which was -153.35 lower than the previous day. The implied volatity was 15.16, the open interest changed by 124 which increased total open position to 124
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 616.25, which was -121.45 lower than the previous day. The implied volatity was 15.48, the open interest changed by 80 which increased total open position to 80
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 737.7, which was 127.25 higher than the previous day. The implied volatity was 15.65, the open interest changed by 60 which increased total open position to 60
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 610.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 610.45, which was 65.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct NIFTY was trading at 24340.85. The strike last trading price was 544.6, which was 69.60 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 475, which was -58.00 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 533, which was 4.35 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 528.65, 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 24 Oct NIFTY was trading at 24399.40. The strike last trading price was 528.65, 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 528.65, which was 55.90 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 472.75, which was 160.45 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 312.3, 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 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 312.3, 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 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 312.3, 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 312.3, 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 312.3, which was -38.70 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 351, 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 351, which was 10.70 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 340.3, which was -46.85 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 387.15, 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 387.15, 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 387.15, which was 46.75 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 340.4, which was 87.15 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 253.25, which was 75.30 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 177.95, 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 177.95, 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 177.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to