NIFTY
Nifty
Historical option data for NIFTY
30 Dec 2024 04:11 PM IST
| NIFTY 02JAN2025 24750 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.52
Theta: -1.88
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 30 Dec | 23644.90 | 1.35 | -0.80 | 20.93 | 1,18,410 | 7,204 | 16,601 | |||
| 27 Dec | 23813.40 | 2.15 | -1.85 | 12.99 | 1,79,324 | 5,485 | 9,397 | |||
| 26 Dec | 23750.20 | 4 | -2.30 | 14.01 | 12,962 | 1,776 | 3,912 | |||
| 24 Dec | 23727.65 | 6.3 | -4.35 | 13.56 | 5,785 | 931 | 2,136 | |||
| 23 Dec | 23753.45 | 10.65 | -18.85 | 13.85 | 5,087 | 354 | 1,205 | |||
| 20 Dec | 23587.50 | 29.5 | -39.25 | 16.52 | 3,342 | 409 | 851 | |||
| 19 Dec | 23951.70 | 68.75 | -54.35 | 15.49 | 935 | -28 | 442 | |||
| 18 Dec | 24198.85 | 123.1 | -52.10 | 14.64 | 562 | 112 | 470 | |||
| 17 Dec | 24336.00 | 175.2 | -141.85 | 15.15 | 815 | -26 | 358 | |||
| 16 Dec | 24668.25 | 317.05 | -57.95 | 14.64 | 765 | 71 | 384 | |||
| 13 Dec | 24768.30 | 375 | 92.75 | 12.29 | 492 | -25 | 313 | |||
| 12 Dec | 24548.70 | 282.25 | -46.05 | 13.42 | 211 | 174 | 338 | |||
| 11 Dec | 24641.80 | 328.3 | -9.70 | 13.01 | 117 | 49 | 164 | |||
| 10 Dec | 24610.05 | 338 | -12.00 | 13.18 | 6 | 2 | 115 | |||
| 9 Dec | 24619.00 | 350 | -46.55 | 13.14 | 46 | 37 | 113 | |||
| 6 Dec | 24677.80 | 396.55 | -49.60 | 12.85 | 37 | 10 | 76 | |||
| 5 Dec | 24708.40 | 446.15 | 159.60 | 13.64 | 21 | -1 | 66 | |||
| 4 Dec | 24467.45 | 286.55 | -11.45 | 12.01 | 33 | 10 | 67 | |||
| 3 Dec | 24457.15 | 298 | 47.00 | 12.38 | 60 | 54 | 57 | |||
| 2 Dec | 24276.05 | 251 | 62.60 | 12.96 | 4 | 3 | 3 | |||
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| 29 Nov | 24131.10 | 188.4 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 28 Nov | 23914.15 | 188.4 | 0.00 | 13.62 | 2 | 2 | 2 | |||
| 27 Nov | 24274.90 | 188.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 24194.50 | 188.4 | -76.60 | 10.30 | 3 | 0 | 2 | |||
| 25 Nov | 24221.90 | 265 | 185.00 | 11.92 | 2 | 0 | 2 | |||
| 22 Nov | 23907.25 | 80 | 8.81 | 3 | 2 | 2 | ||||
For Nifty - strike price 24750 expiring on 02JAN2025
Delta for 24750 CE is 0.01
Historical price for 24750 CE is as follows
On 30 Dec NIFTY was trading at 23644.90. The strike last trading price was 1.35, which was -0.80 lower than the previous day. The implied volatity was 20.93, the open interest changed by 7204 which increased total open position to 16601
On 27 Dec NIFTY was trading at 23813.40. The strike last trading price was 2.15, which was -1.85 lower than the previous day. The implied volatity was 12.99, the open interest changed by 5485 which increased total open position to 9397
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 4, which was -2.30 lower than the previous day. The implied volatity was 14.01, the open interest changed by 1776 which increased total open position to 3912
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 6.3, which was -4.35 lower than the previous day. The implied volatity was 13.56, the open interest changed by 931 which increased total open position to 2136
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 10.65, which was -18.85 lower than the previous day. The implied volatity was 13.85, the open interest changed by 354 which increased total open position to 1205
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 29.5, which was -39.25 lower than the previous day. The implied volatity was 16.52, the open interest changed by 409 which increased total open position to 851
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 68.75, which was -54.35 lower than the previous day. The implied volatity was 15.49, the open interest changed by -28 which decreased total open position to 442
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 123.1, which was -52.10 lower than the previous day. The implied volatity was 14.64, the open interest changed by 112 which increased total open position to 470
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 175.2, which was -141.85 lower than the previous day. The implied volatity was 15.15, the open interest changed by -26 which decreased total open position to 358
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 317.05, which was -57.95 lower than the previous day. The implied volatity was 14.64, the open interest changed by 71 which increased total open position to 384
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 375, which was 92.75 higher than the previous day. The implied volatity was 12.29, the open interest changed by -25 which decreased total open position to 313
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 282.25, which was -46.05 lower than the previous day. The implied volatity was 13.42, the open interest changed by 174 which increased total open position to 338
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 328.3, which was -9.70 lower than the previous day. The implied volatity was 13.01, the open interest changed by 49 which increased total open position to 164
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 338, which was -12.00 lower than the previous day. The implied volatity was 13.18, the open interest changed by 2 which increased total open position to 115
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 350, which was -46.55 lower than the previous day. The implied volatity was 13.14, the open interest changed by 37 which increased total open position to 113
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 396.55, which was -49.60 lower than the previous day. The implied volatity was 12.85, the open interest changed by 10 which increased total open position to 76
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 446.15, which was 159.60 higher than the previous day. The implied volatity was 13.64, the open interest changed by -1 which decreased total open position to 66
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 286.55, which was -11.45 lower than the previous day. The implied volatity was 12.01, the open interest changed by 10 which increased total open position to 67
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 298, which was 47.00 higher than the previous day. The implied volatity was 12.38, the open interest changed by 54 which increased total open position to 57
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 251, which was 62.60 higher than the previous day. The implied volatity was 12.96, the open interest changed by 3 which increased total open position to 3
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 188.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 188.4, which was 0.00 lower than the previous day. The implied volatity was 13.62, the open interest changed by 2 which increased total open position to 2
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 188.4, 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 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 188.4, which was -76.60 lower than the previous day. The implied volatity was 10.30, the open interest changed by 0 which decreased total open position to 2
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 265, which was 185.00 higher than the previous day. The implied volatity was 11.92, the open interest changed by 0 which decreased total open position to 2
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 80, which was lower than the previous day. The implied volatity was 8.81, the open interest changed by 2 which increased total open position to 2
| NIFTY 02JAN2025 24750 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 30 Dec | 23644.90 | 1066.15 | 189.25 | - | 25 | 1 | 131 |
| 27 Dec | 23813.40 | 876.9 | -63.10 | 7.07 | 18 | -2 | 130 |
| 26 Dec | 23750.20 | 940 | 40.10 | 9.86 | 29 | 17 | 132 |
| 24 Dec | 23727.65 | 899.9 | -105.10 | - | 12 | 5 | 115 |
| 23 Dec | 23753.45 | 1005 | -50.00 | 22.70 | 22 | -7 | 110 |
| 20 Dec | 23587.50 | 1055 | 311.40 | 15.76 | 66 | -11 | 117 |
| 19 Dec | 23951.70 | 743.6 | 193.05 | 13.87 | 27 | -18 | 128 |
| 18 Dec | 24198.85 | 550.55 | 102.05 | 14.34 | 69 | 12 | 146 |
| 17 Dec | 24336.00 | 448.5 | 160.45 | 12.53 | 567 | -23 | 134 |
| 16 Dec | 24668.25 | 288.05 | 72.00 | 13.88 | 572 | 46 | 157 |
| 13 Dec | 24768.30 | 216.05 | -106.75 | 12.67 | 446 | 88 | 111 |
| 12 Dec | 24548.70 | 322.8 | 39.65 | 12.20 | 3 | 1 | 23 |
| 11 Dec | 24641.80 | 283.15 | -33.60 | 12.34 | 8 | 0 | 22 |
| 10 Dec | 24610.05 | 316.75 | -26.35 | 13.37 | 27 | 3 | 22 |
| 9 Dec | 24619.00 | 343.1 | 37.65 | 14.37 | 3 | -2 | 19 |
| 6 Dec | 24677.80 | 305.45 | -1016.85 | 13.25 | 38 | 21 | 21 |
| 5 Dec | 24708.40 | 1322.3 | 1322.30 | - | 0 | 0 | 0 |
| 4 Dec | 24467.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 24457.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 24276.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 24131.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 23914.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 24274.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 24194.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 24221.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 23907.25 | 0 | - | 0 | 0 | 0 | |
For Nifty - strike price 24750 expiring on 02JAN2025
Delta for 24750 PE is -
Historical price for 24750 PE is as follows
On 30 Dec NIFTY was trading at 23644.90. The strike last trading price was 1066.15, which was 189.25 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 131
On 27 Dec NIFTY was trading at 23813.40. The strike last trading price was 876.9, which was -63.10 lower than the previous day. The implied volatity was 7.07, the open interest changed by -2 which decreased total open position to 130
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 940, which was 40.10 higher than the previous day. The implied volatity was 9.86, the open interest changed by 17 which increased total open position to 132
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 899.9, which was -105.10 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 115
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 1005, which was -50.00 lower than the previous day. The implied volatity was 22.70, the open interest changed by -7 which decreased total open position to 110
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 1055, which was 311.40 higher than the previous day. The implied volatity was 15.76, the open interest changed by -11 which decreased total open position to 117
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 743.6, which was 193.05 higher than the previous day. The implied volatity was 13.87, the open interest changed by -18 which decreased total open position to 128
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 550.55, which was 102.05 higher than the previous day. The implied volatity was 14.34, the open interest changed by 12 which increased total open position to 146
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 448.5, which was 160.45 higher than the previous day. The implied volatity was 12.53, the open interest changed by -23 which decreased total open position to 134
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 288.05, which was 72.00 higher than the previous day. The implied volatity was 13.88, the open interest changed by 46 which increased total open position to 157
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 216.05, which was -106.75 lower than the previous day. The implied volatity was 12.67, the open interest changed by 88 which increased total open position to 111
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 322.8, which was 39.65 higher than the previous day. The implied volatity was 12.20, the open interest changed by 1 which increased total open position to 23
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 283.15, which was -33.60 lower than the previous day. The implied volatity was 12.34, the open interest changed by 0 which decreased total open position to 22
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 316.75, which was -26.35 lower than the previous day. The implied volatity was 13.37, the open interest changed by 3 which increased total open position to 22
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 343.1, which was 37.65 higher than the previous day. The implied volatity was 14.37, the open interest changed by -2 which decreased total open position to 19
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 305.45, which was -1016.85 lower than the previous day. The implied volatity was 13.25, the open interest changed by 21 which increased total open position to 21
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 1322.3, which was 1322.30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
