NIFTY
Nifty
Historical option data for NIFTY
20 Dec 2024 04:11 PM IST
NIFTY 26DEC2024 24700 CE | ||||||||||
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Delta: 0.04
Vega: 2.60
Theta: -4.32
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
20 Dec | 23587.50 | 9.05 | -19.65 | 18.81 | 4,13,235.667 | -8,579 | 77,444.333 | |||
19 Dec | 23951.70 | 28.7 | -44.80 | 16.54 | 1,40,551.333 | -68,453 | 61,685 | |||
18 Dec | 24198.85 | 73.5 | -39.00 | 15.69 | 1,24,906.667 | 12,490.333 | 73,194.333 | |||
17 Dec | 24336.00 | 112.5 | -134.50 | 15.60 | 1,06,048 | -32,573 | 61,232.667 | |||
16 Dec | 24668.25 | 247 | -71.15 | 14.70 | 1,02,806.667 | 1,509.333 | 50,687.667 | |||
13 Dec | 24768.30 | 318.15 | 103.30 | 11.99 | 1,18,144.333 | -799 | 30,517 | |||
12 Dec | 24548.70 | 214.85 | -53.55 | 12.85 | 37,223 | 3,790 | 31,318.667 | |||
11 Dec | 24641.80 | 268.4 | -3.60 | 12.67 | 34,211.333 | 3,261.333 | 27,518.333 | |||
10 Dec | 24610.05 | 272 | -23.45 | 12.53 | 44,988.333 | -1,05,503.333 | 24,274.667 | |||
9 Dec | 24619.00 | 295.45 | -51.55 | 12.97 | 32,928 | 16,048.333 | 19,987.333 | |||
6 Dec | 24677.80 | 347 | -18.45 | 12.70 | 33,216.333 | 14,929.667 | 16,054.333 | |||
5 Dec | 24708.40 | 365.45 | 112.30 | 12.21 | 48,238 | -81,422.333 | 13,770.667 | |||
4 Dec | 24467.45 | 253.15 | 10.15 | 12.34 | 28,421.667 | -91,033.667 | 14,235 | |||
3 Dec | 24457.15 | 243 | 36.35 | 11.84 | 19,443.667 | 11,271.667 | 11,634.333 | |||
2 Dec | 24276.05 | 206.65 | 43.15 | 12.83 | 14,388 | -367 | 8,953 | |||
29 Nov | 24131.10 | 163.5 | 32.75 | 12.25 | 15,149.667 | 2,835.333 | 9,308.333 | |||
28 Nov | 23914.15 | 130.75 | -87.30 | 12.59 | 18,537.667 | -6,045.333 | 6,465.333 | |||
27 Nov | 24274.90 | 218.05 | 23.30 | 11.64 | 6,682.333 | -1,559 | 5,367 | |||
26 Nov | 24194.50 | 194.75 | -41.10 | 11.66 | 4,837.667 | 3,807.333 | 4,526.333 | |||
25 Nov | 24221.90 | 235.85 | 99.85 | 12.09 | 12,837 | 4,236.667 | 4,238.333 | |||
22 Nov | 23907.25 | 136 | 88.80 | 12.16 | 11,403 | 5,200.333 | 5,202 | |||
21 Nov | 23349.90 | 47.2 | -25.80 | 12.23 | 10,611 | 573.333 | 5,793 | |||
19 Nov | 23518.50 | 73 | -1.85 | 12.35 | 8,506 | 5,200.667 | 5,200.667 | |||
18 Nov | 23453.80 | 74.85 | -23.20 | 12.30 | 6,394 | 3,212.333 | 4,513.333 | |||
14 Nov | 23532.70 | 98.05 | -35.25 | 11.85 | 4,264.667 | 3,194.333 | 4,487 | |||
13 Nov | 23559.05 | 133.3 | -39.00 | 12.75 | 10,379 | 3,240 | 4,547 | |||
12 Nov | 23883.45 | 172.3 | -103.70 | 11.71 | 2,296 | -131 | 1,989.667 | |||
11 Nov | 24141.30 | 276 | -15.80 | 11.72 | 1,552.667 | 2,149.667 | 2,149.667 | |||
8 Nov | 24148.20 | 291.8 | -61.70 | 11.73 | 2,279 | 1,015 | 2,248.667 | |||
7 Nov | 24199.35 | 353.5 | -153.65 | 12.28 | 1,112 | 1,198.333 | 1,234.333 | |||
6 Nov | 24484.05 | 507.15 | 127.10 | 12.23 | 1,334.333 | 1,014 | 1,045.667 | |||
5 Nov | 24213.30 | 380.05 | 37.90 | 12.57 | 477.667 | 452.333 | 471 | |||
4 Nov | 23995.35 | 342.15 | -119.90 | 13.79 | 727 | 452.667 | 465.333 | |||
1 Nov | 24304.35 | 462.05 | -17.90 | 12.71 | 24 | 216 | 228.667 | |||
31 Oct | 24205.35 | 479.95 | -50.95 | - | 103 | 240.333 | 240.667 | |||
30 Oct | 24340.85 | 530.9 | -46.10 | - | 79 | 227 | 227 | |||
29 Oct | 24466.85 | 577 | 66.60 | - | 156 | 218 | 218 | |||
28 Oct | 24339.15 | 510.4 | 49.40 | - | 165.667 | 9.667 | 179.667 | |||
25 Oct | 24180.80 | 461 | -116.10 | - | 147.667 | 16 | 170 | |||
24 Oct | 24399.40 | 577.1 | -40.75 | - | 106.667 | 28.333 | 152.667 | |||
23 Oct | 24435.50 | 617.85 | -31.40 | - | 78.667 | 4.667 | 124.333 | |||
22 Oct | 24472.10 | 649.25 | -125.75 | - | 117.667 | 16.667 | 117.333 | |||
21 Oct | 24781.10 | 775 | -117.45 | - | 100.333 | 18 | 100 | |||
18 Oct | 24854.05 | 892.45 | 49.05 | - | 116 | 39.667 | 82 | |||
17 Oct | 24749.85 | 843.4 | -157.80 | - | 55 | 21.667 | 41.333 | |||
16 Oct | 24971.30 | 1001.2 | 1.20 | - | 1.333 | 0.333 | 19.333 | |||
15 Oct | 25057.35 | 1000 | 0.00 | - | 0 | 0 | 0 | |||
14 Oct | 25127.95 | 1000 | 0.00 | - | 0 | 0 | 0 | |||
11 Oct | 24964.25 | 1000 | -99.85 | - | 0.333 | 0 | 19 | |||
10 Oct | 24998.45 | 1099.85 | -25.15 | - | 1 | 0 | 18.667 | |||
9 Oct | 24981.95 | 1125 | 15.05 | - | 2.667 | 0.333 | 20.667 | |||
8 Oct | 25013.15 | 1109.95 | 125.45 | - | 30 | 8.667 | 20.333 | |||
7 Oct | 24795.75 | 984.5 | -165.50 | - | 19.333 | 11 | 11.333 | |||
4 Oct | 25014.60 | 1150 | -998.20 | - | 0.333 | 0 | 0 | |||
3 Oct | 25250.10 | 2148.2 | 0.00 | - | 0 | 0 | 0 | |||
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1 Oct | 25796.90 | 2148.2 | 0.00 | - | 0 | 0 | 0 | |||
30 Sept | 25810.85 | 2148.2 | 0.00 | - | 0 | 0 | 0 | |||
27 Sept | 26173.35 | 2148.20 | - | 0 | 0 | 0 |
For Nifty - strike price 24700 expiring on 26DEC2024
Delta for 24700 CE is 0.04
Historical price for 24700 CE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 9.05, which was -19.65 lower than the previous day. The implied volatity was 18.81, the open interest changed by -25737 which decreased total open position to 232333
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 28.7, which was -44.80 lower than the previous day. The implied volatity was 16.54, the open interest changed by -205359 which decreased total open position to 185055
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 73.5, which was -39.00 lower than the previous day. The implied volatity was 15.69, the open interest changed by 37471 which increased total open position to 219583
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 112.5, which was -134.50 lower than the previous day. The implied volatity was 15.60, the open interest changed by -97719 which decreased total open position to 183698
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 247, which was -71.15 lower than the previous day. The implied volatity was 14.70, the open interest changed by 4528 which increased total open position to 152063
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 318.15, which was 103.30 higher than the previous day. The implied volatity was 11.99, the open interest changed by -2397 which decreased total open position to 91551
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 214.85, which was -53.55 lower than the previous day. The implied volatity was 12.85, the open interest changed by 11370 which increased total open position to 93956
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 268.4, which was -3.60 lower than the previous day. The implied volatity was 12.67, the open interest changed by 9784 which increased total open position to 82555
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 272, which was -23.45 lower than the previous day. The implied volatity was 12.53, the open interest changed by -316510 which decreased total open position to 72824
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 295.45, which was -51.55 lower than the previous day. The implied volatity was 12.97, the open interest changed by 48145 which increased total open position to 59962
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 347, which was -18.45 lower than the previous day. The implied volatity was 12.70, the open interest changed by 44789 which increased total open position to 48163
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 365.45, which was 112.30 higher than the previous day. The implied volatity was 12.21, the open interest changed by -244267 which decreased total open position to 41312
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 253.15, which was 10.15 higher than the previous day. The implied volatity was 12.34, the open interest changed by -273101 which decreased total open position to 42705
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 243, which was 36.35 higher than the previous day. The implied volatity was 11.84, the open interest changed by 33815 which increased total open position to 34903
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 206.65, which was 43.15 higher than the previous day. The implied volatity was 12.83, the open interest changed by -1101 which decreased total open position to 26859
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 163.5, which was 32.75 higher than the previous day. The implied volatity was 12.25, the open interest changed by 8506 which increased total open position to 27925
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 130.75, which was -87.30 lower than the previous day. The implied volatity was 12.59, the open interest changed by -18136 which decreased total open position to 19396
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 218.05, which was 23.30 higher than the previous day. The implied volatity was 11.64, the open interest changed by -4677 which decreased total open position to 16101
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 194.75, which was -41.10 lower than the previous day. The implied volatity was 11.66, the open interest changed by 11422 which increased total open position to 13579
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 235.85, which was 99.85 higher than the previous day. The implied volatity was 12.09, the open interest changed by 12710 which increased total open position to 12715
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 136, which was 88.80 higher than the previous day. The implied volatity was 12.16, the open interest changed by 15601 which increased total open position to 15606
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 47.2, which was -25.80 lower than the previous day. The implied volatity was 12.23, the open interest changed by 1720 which increased total open position to 17379
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 73, which was -1.85 lower than the previous day. The implied volatity was 12.35, the open interest changed by 15602 which increased total open position to 15602
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 74.85, which was -23.20 lower than the previous day. The implied volatity was 12.30, the open interest changed by 9637 which increased total open position to 13540
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 98.05, which was -35.25 lower than the previous day. The implied volatity was 11.85, the open interest changed by 9583 which increased total open position to 13461
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 133.3, which was -39.00 lower than the previous day. The implied volatity was 12.75, the open interest changed by 9720 which increased total open position to 13641
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 172.3, which was -103.70 lower than the previous day. The implied volatity was 11.71, the open interest changed by -393 which decreased total open position to 5969
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 276, which was -15.80 lower than the previous day. The implied volatity was 11.72, the open interest changed by 6449 which increased total open position to 6449
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 291.8, which was -61.70 lower than the previous day. The implied volatity was 11.73, the open interest changed by 3045 which increased total open position to 6746
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 353.5, which was -153.65 lower than the previous day. The implied volatity was 12.28, the open interest changed by 3595 which increased total open position to 3703
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 507.15, which was 127.10 higher than the previous day. The implied volatity was 12.23, the open interest changed by 3042 which increased total open position to 3137
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 380.05, which was 37.90 higher than the previous day. The implied volatity was 12.57, the open interest changed by 1357 which increased total open position to 1413
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 342.15, which was -119.90 lower than the previous day. The implied volatity was 13.79, the open interest changed by 1358 which increased total open position to 1396
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 462.05, which was -17.90 lower than the previous day. The implied volatity was 12.71, the open interest changed by 648 which increased total open position to 686
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 479.95, which was -50.95 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 530.9, which was -46.10 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 577, which was 66.60 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 510.4, which was 49.40 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 461, which was -116.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct NIFTY was trading at 24399.40. The strike last trading price was 577.1, which was -40.75 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 617.85, which was -31.40 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 649.25, which was -125.75 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 775, which was -117.45 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 892.45, which was 49.05 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 843.4, which was -157.80 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 1001.2, which was 1.20 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 1000, 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 1000, 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 1000, which was -99.85 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 1099.85, which was -25.15 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 1125, which was 15.05 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 1109.95, which was 125.45 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 984.5, which was -165.50 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 1150, which was -998.20 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 2148.2, 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 1 Oct NIFTY was trading at 25796.90. The strike last trading price was 2148.2, 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 30 Sept NIFTY was trading at 25810.85. The strike last trading price was 2148.2, 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 27 Sept NIFTY was trading at 26173.35. The strike last trading price was 2148.20, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
NIFTY 26DEC2024 24700 PE | |||||||
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Delta: -0.90
Vega: 5.32
Theta: -5.25
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
20 Dec | 23587.50 | 1064.5 | 356.50 | 25.61 | 4,595.667 | -638 | 34,161.667 |
19 Dec | 23951.70 | 708 | 198.85 | 14.49 | 10,705.333 | -2,496.667 | 34,812 |
18 Dec | 24198.85 | 509.15 | 95.05 | 16.22 | 16,504 | -1,188 | 37,316.333 |
17 Dec | 24336.00 | 414.1 | 187.65 | 14.21 | 42,194 | -26,064.333 | 39,604 |
16 Dec | 24668.25 | 226.45 | 72.75 | 14.39 | 89,438.667 | -14,397.333 | 41,709.667 |
13 Dec | 24768.30 | 153.7 | -115.30 | 12.30 | 68,290.333 | 5,912 | 27,772.667 |
12 Dec | 24548.70 | 269 | 37.00 | 12.20 | 43,687.333 | 6,016.333 | 25,633.333 |
11 Dec | 24641.80 | 232 | -56.85 | 12.43 | 38,665.667 | 13,254.333 | 23,620.333 |
10 Dec | 24610.05 | 288.85 | -7.90 | 14.74 | 41,957 | 13,072.667 | 20,668 |
9 Dec | 24619.00 | 296.75 | 27.75 | 14.95 | 33,350 | -42,207.333 | 16,023.667 |
6 Dec | 24677.80 | 269 | -14.00 | 13.85 | 42,785 | -11,974.667 | 12,255 |
5 Dec | 24708.40 | 283 | -108.05 | 14.86 | 41,605.333 | 2,778 | 8,333 |
4 Dec | 24467.45 | 391.05 | -8.05 | 14.33 | 8,676.333 | 3,636 | 3,679.667 |
3 Dec | 24457.15 | 399.1 | -75.95 | 14.14 | 5,157.333 | 2,469.333 | 2,673.667 |
2 Dec | 24276.05 | 475.05 | -67.00 | 13.15 | 1,230 | 1,716.667 | 1,735.333 |
29 Nov | 24131.10 | 542.05 | -154.75 | 11.57 | 1,014.333 | 1,690.667 | 1,716 |
28 Nov | 23914.15 | 696.8 | 230.55 | 13.25 | 2,377.667 | 1,311.333 | 1,480 |
27 Nov | 24274.90 | 466.25 | -70.75 | 12.41 | 1,410.333 | 1,313 | 1,313 |
26 Nov | 24194.50 | 537 | 43.30 | 13.10 | 601.667 | 1,011.667 | 1,145.667 |
25 Nov | 24221.90 | 493.7 | -301.00 | 12.74 | 1,468.333 | 1,086.333 | 1,088.667 |
22 Nov | 23907.25 | 794.7 | -418.10 | 14.70 | 95.333 | 802.333 | 804.667 |
21 Nov | 23349.90 | 1212.8 | 100.25 | 15.22 | 71.333 | 813 | 813 |
19 Nov | 23518.50 | 1112.55 | 23.40 | 15.46 | 86.333 | 809.333 | 809.333 |
18 Nov | 23453.80 | 1089.15 | 84.85 | 14.12 | 83.667 | -45.333 | 807.333 |
14 Nov | 23532.70 | 1004.3 | 29.10 | 13.82 | 940.667 | 870 | 870 |
13 Nov | 23559.05 | 975.2 | 188.20 | 14.04 | 753.333 | 1,382.667 | 1,382.667 |
12 Nov | 23883.45 | 787 | 199.10 | 13.47 | 1,146.333 | 558 | 1,723.333 |
11 Nov | 24141.30 | 587.9 | -43.60 | 12.87 | 319.333 | 1,165.333 | 1,165.333 |
8 Nov | 24148.20 | 631.5 | 21.50 | 13.87 | 370.333 | 1,113.667 | 1,113.667 |
7 Nov | 24199.35 | 610 | 152.65 | 14.57 | 383.333 | 1,049 | 1,049 |
6 Nov | 24484.05 | 457.35 | -200.00 | 14.41 | 907 | 402 | 1,058.333 |
5 Nov | 24213.30 | 657.35 | -120.90 | 15.87 | 73.333 | 656.333 | 656.333 |
4 Nov | 23995.35 | 778.25 | 153.10 | 15.95 | 261 | 650.667 | 650.667 |
1 Nov | 24304.35 | 625.15 | 9.15 | 16.20 | 90 | 708.667 | 708.667 |
31 Oct | 24205.35 | 616 | 51.90 | - | 16.333 | -6.333 | 659.333 |
30 Oct | 24340.85 | 564.1 | 53.85 | - | 29 | 13.333 | 666 |
29 Oct | 24466.85 | 510.25 | -48.85 | - | 74.333 | 650 | 650 |
28 Oct | 24339.15 | 559.1 | -85.85 | - | 214.667 | -1.333 | 627 |
25 Oct | 24180.80 | 644.95 | 120.95 | - | 171.667 | -31.667 | 628.333 |
24 Oct | 24399.40 | 524 | -24.95 | - | 105.333 | -42.333 | 660 |
23 Oct | 24435.50 | 548.95 | 22.00 | - | 173 | -59 | 702.333 |
22 Oct | 24472.10 | 526.95 | 98.60 | - | 285.667 | 59.333 | 778.333 |
21 Oct | 24781.10 | 428.35 | 73.80 | - | 162.333 | 55 | 719.333 |
18 Oct | 24854.05 | 354.55 | -48.05 | - | 251.333 | 84.667 | 665.667 |
17 Oct | 24749.85 | 402.6 | 58.65 | - | 104.333 | 47.667 | 581.333 |
16 Oct | 24971.30 | 343.95 | 26.10 | - | 22.333 | 7.333 | 533.667 |
15 Oct | 25057.35 | 317.85 | 18.65 | - | 15 | 0 | 526.667 |
14 Oct | 25127.95 | 299.2 | -67.40 | - | 74.667 | -30.333 | 529.667 |
11 Oct | 24964.25 | 366.6 | 8.30 | - | 6.667 | -0.333 | 560.333 |
10 Oct | 24998.45 | 358.3 | -18.95 | - | 11.667 | 3 | 561 |
9 Oct | 24981.95 | 377.25 | -4.70 | - | 9 | 0.333 | 557 |
8 Oct | 25013.15 | 381.95 | -43.05 | - | 184.333 | 38.333 | 556.667 |
7 Oct | 24795.75 | 425 | 42.05 | - | 35.667 | 6.333 | 519 |
4 Oct | 25014.60 | 382.95 | 102.95 | - | 542 | 210.333 | 512.667 |
3 Oct | 25250.10 | 280 | 91.90 | - | 138 | 78.667 | 302.333 |
1 Oct | 25796.90 | 188.1 | -20.75 | - | 121 | 84.667 | 223.667 |
30 Sept | 25810.85 | 208.85 | 40.05 | - | 87.667 | 81 | 140.333 |
27 Sept | 26173.35 | 168.80 | - | 62.667 | 52 | 52 |
For Nifty - strike price 24700 expiring on 26DEC2024
Delta for 24700 PE is -0.90
Historical price for 24700 PE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 1064.5, which was 356.50 higher than the previous day. The implied volatity was 25.61, the open interest changed by -1914 which decreased total open position to 102485
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 708, which was 198.85 higher than the previous day. The implied volatity was 14.49, the open interest changed by -7490 which decreased total open position to 104436
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 509.15, which was 95.05 higher than the previous day. The implied volatity was 16.22, the open interest changed by -3564 which decreased total open position to 111949
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 414.1, which was 187.65 higher than the previous day. The implied volatity was 14.21, the open interest changed by -78193 which decreased total open position to 118812
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 226.45, which was 72.75 higher than the previous day. The implied volatity was 14.39, the open interest changed by -43192 which decreased total open position to 125129
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 153.7, which was -115.30 lower than the previous day. The implied volatity was 12.30, the open interest changed by 17736 which increased total open position to 83318
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 269, which was 37.00 higher than the previous day. The implied volatity was 12.20, the open interest changed by 18049 which increased total open position to 76900
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 232, which was -56.85 lower than the previous day. The implied volatity was 12.43, the open interest changed by 39763 which increased total open position to 70861
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 288.85, which was -7.90 lower than the previous day. The implied volatity was 14.74, the open interest changed by 39218 which increased total open position to 62004
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 296.75, which was 27.75 higher than the previous day. The implied volatity was 14.95, the open interest changed by -126622 which decreased total open position to 48071
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 269, which was -14.00 lower than the previous day. The implied volatity was 13.85, the open interest changed by -35924 which decreased total open position to 36765
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 283, which was -108.05 lower than the previous day. The implied volatity was 14.86, the open interest changed by 8334 which increased total open position to 24999
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 391.05, which was -8.05 lower than the previous day. The implied volatity was 14.33, the open interest changed by 10908 which increased total open position to 11039
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 399.1, which was -75.95 lower than the previous day. The implied volatity was 14.14, the open interest changed by 7408 which increased total open position to 8021
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 475.05, which was -67.00 lower than the previous day. The implied volatity was 13.15, the open interest changed by 5150 which increased total open position to 5206
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 542.05, which was -154.75 lower than the previous day. The implied volatity was 11.57, the open interest changed by 5072 which increased total open position to 5148
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 696.8, which was 230.55 higher than the previous day. The implied volatity was 13.25, the open interest changed by 3934 which increased total open position to 4440
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 466.25, which was -70.75 lower than the previous day. The implied volatity was 12.41, the open interest changed by 3939 which increased total open position to 3939
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 537, which was 43.30 higher than the previous day. The implied volatity was 13.10, the open interest changed by 3035 which increased total open position to 3437
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 493.7, which was -301.00 lower than the previous day. The implied volatity was 12.74, the open interest changed by 3259 which increased total open position to 3266
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 794.7, which was -418.10 lower than the previous day. The implied volatity was 14.70, the open interest changed by 2407 which increased total open position to 2414
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 1212.8, which was 100.25 higher than the previous day. The implied volatity was 15.22, the open interest changed by 2439 which increased total open position to 2439
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1112.55, which was 23.40 higher than the previous day. The implied volatity was 15.46, the open interest changed by 2428 which increased total open position to 2428
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1089.15, which was 84.85 higher than the previous day. The implied volatity was 14.12, the open interest changed by -136 which decreased total open position to 2422
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1004.3, which was 29.10 higher than the previous day. The implied volatity was 13.82, the open interest changed by 2610 which increased total open position to 2610
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 975.2, which was 188.20 higher than the previous day. The implied volatity was 14.04, the open interest changed by 4148 which increased total open position to 4148
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 787, which was 199.10 higher than the previous day. The implied volatity was 13.47, the open interest changed by 1674 which increased total open position to 5170
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 587.9, which was -43.60 lower than the previous day. The implied volatity was 12.87, the open interest changed by 3496 which increased total open position to 3496
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 631.5, which was 21.50 higher than the previous day. The implied volatity was 13.87, the open interest changed by 3341 which increased total open position to 3341
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 610, which was 152.65 higher than the previous day. The implied volatity was 14.57, the open interest changed by 3147 which increased total open position to 3147
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 457.35, which was -200.00 lower than the previous day. The implied volatity was 14.41, the open interest changed by 1206 which increased total open position to 3175
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 657.35, which was -120.90 lower than the previous day. The implied volatity was 15.87, the open interest changed by 1969 which increased total open position to 1969
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 778.25, which was 153.10 higher than the previous day. The implied volatity was 15.95, the open interest changed by 1952 which increased total open position to 1952
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 625.15, which was 9.15 higher than the previous day. The implied volatity was 16.20, the open interest changed by 2126 which increased total open position to 2126
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 616, which was 51.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct NIFTY was trading at 24340.85. The strike last trading price was 564.1, which was 53.85 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 510.25, which was -48.85 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 559.1, which was -85.85 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 644.95, which was 120.95 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 524, which was -24.95 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 548.95, which was 22.00 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 526.95, which was 98.60 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 428.35, which was 73.80 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 354.55, which was -48.05 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 402.6, which was 58.65 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 343.95, which was 26.10 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 317.85, which was 18.65 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 299.2, which was -67.40 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 366.6, which was 8.30 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 358.3, which was -18.95 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 377.25, which was -4.70 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 381.95, which was -43.05 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 425, which was 42.05 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 382.95, which was 102.95 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 280, which was 91.90 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 188.1, which was -20.75 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 208.85, which was 40.05 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 168.80, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to