NIFTY
Nifty
Historical option data for NIFTY
21 Mar 2025 12:05 PM IST
| NIFTY 27MAR2025 24750 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.54
Theta: -0.79
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Mar | 23358.70 | 1.05 | -0.05 | 17.25 | 22,459 | 2,420 | 3,816 | |||
| 20 Mar | 23190.65 | 0.8 | -0.3 | 17.69 | 3,772 | -2,787 | 1,325 | |||
| 19 Mar | 22907.60 | 1.25 | 0.25 | 19.96 | 103 | -29 | 420 | |||
| 18 Mar | 22834.30 | 1 | -0.05 | 18.93 | 223 | -31 | 449 | |||
| 17 Mar | 22508.75 | 1.1 | -0.85 | 21.12 | 861 | -317 | 487 | |||
| 13 Mar | 22397.20 | 2.5 | 0.4 | 20.50 | 130 | -1,445 | 344 | |||
| 12 Mar | 22470.50 | 2.15 | -0.5 | 18.72 | 58 | 21 | 376 | |||
| 11 Mar | 22497.90 | 2.65 | 0.15 | 18.12 | 148 | 242 | 348 | |||
| 10 Mar | 22460.30 | 2.5 | -0.5 | 18.02 | 32 | 18 | 381 | |||
| 7 Mar | 22552.50 | 3 | -0.35 | 16.17 | 103 | -2,161 | 363 | |||
| 6 Mar | 22544.70 | 3.35 | -0.7 | 16.02 | 104 | 297 | 372 | |||
| 5 Mar | 22337.30 | 4.05 | -0.05 | 17.31 | 199 | -15 | 389 | |||
| 4 Mar | 22082.65 | 4 | -1.05 | 18.67 | 109 | 8 | 405 | |||
| 3 Mar | 22119.30 | 4.8 | -1.25 | 18.26 | 87 | 345 | 410 | |||
| 28 Feb | 22124.70 | 6 | 0.55 | 17.77 | 808 | -19 | 416 | |||
| 27 Feb | 22545.05 | 5.3 | -1.45 | 14.62 | 689 | 32 | 435 | |||
| 25 Feb | 22547.55 | 6.35 | -2.35 | 14.31 | 92 | 102 | 388 | |||
| 24 Feb | 22553.35 | 8.7 | -3.5 | 14.59 | 394 | 419 | 423 | |||
| 21 Feb | 22795.90 | 11.65 | -5.2 | 13.11 | 225 | 428 | 432 | |||
| 20 Feb | 22913.15 | 16.55 | -4.75 | 12.77 | 684 | 436 | 439 | |||
| 19 Feb | 22932.90 | 20.6 | -3.2 | 13.04 | 169 | 10 | 397 | |||
| 18 Feb | 22945.30 | 23.05 | -6.55 | 13.08 | 109 | 382 | 386 | |||
| 17 Feb | 22959.50 | 29.6 | -2 | 13.28 | 311 | 11 | 392 | |||
| 14 Feb | 22929.25 | 30.85 | -9.55 | 13.25 | 329 | 6 | 382 | |||
| 13 Feb | 23031.40 | 40.4 | -4.65 | 13.04 | 103 | 29 | 366 | |||
| 12 Feb | 23045.25 | 45.1 | -2.6 | 12.93 | 206 | 297 | 325 | |||
| 11 Feb | 23071.80 | 47.15 | -28.2 | 12.81 | 181 | 288 | 288 | |||
| 10 Feb | 23381.60 | 75.25 | -23.4 | 12.05 | 93 | 246 | 249 | |||
| 7 Feb | 23559.95 | 98.5 | -23.15 | 11.12 | 48 | -4 | 232 | |||
| 6 Feb | 23603.35 | 121.65 | -22.55 | 11.35 | 2 | 1 | 237 | |||
| 5 Feb | 23696.30 | 139.55 | -0.1 | 11.35 | 87 | 5 | 236 | |||
| 4 Feb | 23739.25 | 139.65 | 51.55 | 11.00 | 67 | 2 | 231 | |||
| 3 Feb | 23361.05 | 88.1 | -27.85 | 11.61 | 80 | 2 | 229 | |||
| 1 Feb | 23482.15 | 115.95 | -38.2 | 11.42 | 49 | -1 | 228 | |||
| 31 Jan | 23508.40 | 154.85 | 50.4 | 12.39 | 132 | -4 | 230 | |||
| 30 Jan | 23249.50 | 104.45 | 0 | 0.00 | 0 | 0 | 0 | |||
| 29 Jan | 23163.10 | 104.45 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Jan | 22957.25 | 104.45 | 0 | 0.00 | 0 | -13 | 0 | |||
| 27 Jan | 22829.15 | 104.45 | -60.55 | 15.12 | 21 | 236 | 236 | |||
| 24 Jan | 23092.20 | 165 | 17.05 | 15.13 | 2 | 0 | 248 | |||
| 23 Jan | 23205.35 | 149.4 | 0.00 | 0.00 | 0 | 206 | 0 | |||
| 22 Jan | 23155.35 | 149.4 | 1.75 | 13.70 | 212 | 206 | 248 | |||
| 21 Jan | 23024.65 | 147.65 | -19.30 | 14.28 | 42 | -1 | 18 | |||
| 20 Jan | 23344.75 | 166.95 | 0.00 | 0.00 | 0 | 15 | 0 | |||
| 17 Jan | 23203.20 | 166.95 | -17.05 | 13.27 | 47 | 27 | 31 | |||
| 16 Jan | 23311.80 | 184 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 15 Jan | 23213.20 | 184 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Jan | 23176.05 | 184 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 13 Jan | 23085.95 | 184 | -349.00 | 14.09 | 4 | 0 | 0 | |||
| 10 Jan | 23431.50 | 533 | 0.00 | 1.74 | 0 | 0 | 0 | |||
| 9 Jan | 23526.50 | 533 | 0.00 | 1.46 | 0 | 0 | 0 | |||
| 8 Jan | 23688.95 | 533 | 0.00 | 1.19 | 0 | 0 | 0 | |||
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| 7 Jan | 23707.90 | 533 | 0.00 | 1.12 | 0 | 0 | 0 | |||
| 6 Jan | 23616.05 | 533 | 0.00 | 1.24 | 0 | 0 | 0 | |||
| 3 Jan | 24004.75 | 533 | 0.00 | 0.45 | 0 | 0 | 0 | |||
| 2 Jan | 24188.65 | 533 | 0.00 | 0.05 | 0 | 0 | 0 | |||
| 1 Jan | 23742.90 | 533 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Dec | 23644.80 | 533 | 0.00 | 1.05 | 0 | 0 | 0 | |||
| 30 Dec | 23644.90 | 533 | 1.08 | 0 | 0 | 0 | ||||
For Nifty - strike price 24750 expiring on 27MAR2025
Delta for 24750 CE is 0.01
Historical price for 24750 CE is as follows
On 21 Mar NIFTY was trading at 23358.70. The strike last trading price was 1.05, which was -0.05 lower than the previous day. The implied volatity was 17.25, the open interest changed by 2420 which increased total open position to 3816
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 0.8, which was -0.3 lower than the previous day. The implied volatity was 17.69, the open interest changed by -2787 which decreased total open position to 1325
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 1.25, which was 0.25 higher than the previous day. The implied volatity was 19.96, the open interest changed by -29 which decreased total open position to 420
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 1, which was -0.05 lower than the previous day. The implied volatity was 18.93, the open interest changed by -31 which decreased total open position to 449
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 1.1, which was -0.85 lower than the previous day. The implied volatity was 21.12, the open interest changed by -317 which decreased total open position to 487
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 2.5, which was 0.4 higher than the previous day. The implied volatity was 20.50, the open interest changed by -1445 which decreased total open position to 344
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 2.15, which was -0.5 lower than the previous day. The implied volatity was 18.72, the open interest changed by 21 which increased total open position to 376
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 2.65, which was 0.15 higher than the previous day. The implied volatity was 18.12, the open interest changed by 242 which increased total open position to 348
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 2.5, which was -0.5 lower than the previous day. The implied volatity was 18.02, the open interest changed by 18 which increased total open position to 381
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 3, which was -0.35 lower than the previous day. The implied volatity was 16.17, the open interest changed by -2161 which decreased total open position to 363
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 3.35, which was -0.7 lower than the previous day. The implied volatity was 16.02, the open interest changed by 297 which increased total open position to 372
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 4.05, which was -0.05 lower than the previous day. The implied volatity was 17.31, the open interest changed by -15 which decreased total open position to 389
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 4, which was -1.05 lower than the previous day. The implied volatity was 18.67, the open interest changed by 8 which increased total open position to 405
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 4.8, which was -1.25 lower than the previous day. The implied volatity was 18.26, the open interest changed by 345 which increased total open position to 410
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 6, which was 0.55 higher than the previous day. The implied volatity was 17.77, the open interest changed by -19 which decreased total open position to 416
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 5.3, which was -1.45 lower than the previous day. The implied volatity was 14.62, the open interest changed by 32 which increased total open position to 435
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 6.35, which was -2.35 lower than the previous day. The implied volatity was 14.31, the open interest changed by 102 which increased total open position to 388
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 8.7, which was -3.5 lower than the previous day. The implied volatity was 14.59, the open interest changed by 419 which increased total open position to 423
On 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 11.65, which was -5.2 lower than the previous day. The implied volatity was 13.11, the open interest changed by 428 which increased total open position to 432
On 20 Feb NIFTY was trading at 22913.15. The strike last trading price was 16.55, which was -4.75 lower than the previous day. The implied volatity was 12.77, the open interest changed by 436 which increased total open position to 439
On 19 Feb NIFTY was trading at 22932.90. The strike last trading price was 20.6, which was -3.2 lower than the previous day. The implied volatity was 13.04, the open interest changed by 10 which increased total open position to 397
On 18 Feb NIFTY was trading at 22945.30. The strike last trading price was 23.05, which was -6.55 lower than the previous day. The implied volatity was 13.08, the open interest changed by 382 which increased total open position to 386
On 17 Feb NIFTY was trading at 22959.50. The strike last trading price was 29.6, which was -2 lower than the previous day. The implied volatity was 13.28, the open interest changed by 11 which increased total open position to 392
On 14 Feb NIFTY was trading at 22929.25. The strike last trading price was 30.85, which was -9.55 lower than the previous day. The implied volatity was 13.25, the open interest changed by 6 which increased total open position to 382
On 13 Feb NIFTY was trading at 23031.40. The strike last trading price was 40.4, which was -4.65 lower than the previous day. The implied volatity was 13.04, the open interest changed by 29 which increased total open position to 366
On 12 Feb NIFTY was trading at 23045.25. The strike last trading price was 45.1, which was -2.6 lower than the previous day. The implied volatity was 12.93, the open interest changed by 297 which increased total open position to 325
On 11 Feb NIFTY was trading at 23071.80. The strike last trading price was 47.15, which was -28.2 lower than the previous day. The implied volatity was 12.81, the open interest changed by 288 which increased total open position to 288
On 10 Feb NIFTY was trading at 23381.60. The strike last trading price was 75.25, which was -23.4 lower than the previous day. The implied volatity was 12.05, the open interest changed by 246 which increased total open position to 249
On 7 Feb NIFTY was trading at 23559.95. The strike last trading price was 98.5, which was -23.15 lower than the previous day. The implied volatity was 11.12, the open interest changed by -4 which decreased total open position to 232
On 6 Feb NIFTY was trading at 23603.35. The strike last trading price was 121.65, which was -22.55 lower than the previous day. The implied volatity was 11.35, the open interest changed by 1 which increased total open position to 237
On 5 Feb NIFTY was trading at 23696.30. The strike last trading price was 139.55, which was -0.1 lower than the previous day. The implied volatity was 11.35, the open interest changed by 5 which increased total open position to 236
On 4 Feb NIFTY was trading at 23739.25. The strike last trading price was 139.65, which was 51.55 higher than the previous day. The implied volatity was 11.00, the open interest changed by 2 which increased total open position to 231
On 3 Feb NIFTY was trading at 23361.05. The strike last trading price was 88.1, which was -27.85 lower than the previous day. The implied volatity was 11.61, the open interest changed by 2 which increased total open position to 229
On 1 Feb NIFTY was trading at 23482.15. The strike last trading price was 115.95, which was -38.2 lower than the previous day. The implied volatity was 11.42, the open interest changed by -1 which decreased total open position to 228
On 31 Jan NIFTY was trading at 23508.40. The strike last trading price was 154.85, which was 50.4 higher than the previous day. The implied volatity was 12.39, the open interest changed by -4 which decreased total open position to 230
On 30 Jan NIFTY was trading at 23249.50. The strike last trading price was 104.45, which was 0 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 29 Jan NIFTY was trading at 23163.10. The strike last trading price was 104.45, which was 0 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 28 Jan NIFTY was trading at 22957.25. The strike last trading price was 104.45, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -13 which decreased total open position to 0
On 27 Jan NIFTY was trading at 22829.15. The strike last trading price was 104.45, which was -60.55 lower than the previous day. The implied volatity was 15.12, the open interest changed by 236 which increased total open position to 236
On 24 Jan NIFTY was trading at 23092.20. The strike last trading price was 165, which was 17.05 higher than the previous day. The implied volatity was 15.13, the open interest changed by 0 which decreased total open position to 248
On 23 Jan NIFTY was trading at 23205.35. The strike last trading price was 149.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 206 which increased total open position to 0
On 22 Jan NIFTY was trading at 23155.35. The strike last trading price was 149.4, which was 1.75 higher than the previous day. The implied volatity was 13.70, the open interest changed by 206 which increased total open position to 248
On 21 Jan NIFTY was trading at 23024.65. The strike last trading price was 147.65, which was -19.30 lower than the previous day. The implied volatity was 14.28, the open interest changed by -1 which decreased total open position to 18
On 20 Jan NIFTY was trading at 23344.75. The strike last trading price was 166.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 15 which increased total open position to 0
On 17 Jan NIFTY was trading at 23203.20. The strike last trading price was 166.95, which was -17.05 lower than the previous day. The implied volatity was 13.27, the open interest changed by 27 which increased total open position to 31
On 16 Jan NIFTY was trading at 23311.80. The strike last trading price was 184, 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 15 Jan NIFTY was trading at 23213.20. The strike last trading price was 184, 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 14 Jan NIFTY was trading at 23176.05. The strike last trading price was 184, 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 13 Jan NIFTY was trading at 23085.95. The strike last trading price was 184, which was -349.00 lower than the previous day. The implied volatity was 14.09, the open interest changed by 0 which decreased total open position to 0
On 10 Jan NIFTY was trading at 23431.50. The strike last trading price was 533, which was 0.00 lower than the previous day. The implied volatity was 1.74, the open interest changed by 0 which decreased total open position to 0
On 9 Jan NIFTY was trading at 23526.50. The strike last trading price was 533, which was 0.00 lower than the previous day. The implied volatity was 1.46, the open interest changed by 0 which decreased total open position to 0
On 8 Jan NIFTY was trading at 23688.95. The strike last trading price was 533, which was 0.00 lower than the previous day. The implied volatity was 1.19, the open interest changed by 0 which decreased total open position to 0
On 7 Jan NIFTY was trading at 23707.90. The strike last trading price was 533, which was 0.00 lower than the previous day. The implied volatity was 1.12, the open interest changed by 0 which decreased total open position to 0
On 6 Jan NIFTY was trading at 23616.05. The strike last trading price was 533, which was 0.00 lower than the previous day. The implied volatity was 1.24, the open interest changed by 0 which decreased total open position to 0
On 3 Jan NIFTY was trading at 24004.75. The strike last trading price was 533, which was 0.00 lower than the previous day. The implied volatity was 0.45, the open interest changed by 0 which decreased total open position to 0
On 2 Jan NIFTY was trading at 24188.65. The strike last trading price was 533, which was 0.00 lower than the previous day. The implied volatity was 0.05, the open interest changed by 0 which decreased total open position to 0
On 1 Jan NIFTY was trading at 23742.90. The strike last trading price was 533, 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 Dec NIFTY was trading at 23644.80. The strike last trading price was 533, which was 0.00 lower than the previous day. The implied volatity was 1.05, the open interest changed by 0 which decreased total open position to 0
On 30 Dec NIFTY was trading at 23644.90. The strike last trading price was 533, which was lower than the previous day. The implied volatity was 1.08, the open interest changed by 0 which decreased total open position to 0
| NIFTY 27MAR2025 24750 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Mar | 23358.70 | 1525.4 | 0 | 0.00 | 0 | 0 | 0 |
| 20 Mar | 23190.65 | 1525.4 | -350.55 | - | 1 | 6 | 14 |
| 19 Mar | 22907.60 | 1878.35 | 2.4 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 22834.30 | 1878.35 | -243.25 | 32.75 | 8 | 0 | 6 |
| 17 Mar | 22508.75 | 2121.6 | 0 | 0.00 | 0 | 0 | 0 |
| 13 Mar | 22397.20 | 2121.6 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 22470.50 | 2121.6 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Mar | 22497.90 | 2121.6 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Mar | 22460.30 | 2121.6 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Mar | 22552.50 | 2121.6 | 0 | 0.00 | 0 | 1 | 0 |
| 6 Mar | 22544.70 | 2121.6 | -168.7 | 24.94 | 1 | -4 | 5 |
| 5 Mar | 22337.30 | 2289.85 | -179.95 | 24.67 | 4 | -2 | 3 |
| 4 Mar | 22082.65 | 2469.4 | -0.4 | 0.00 | 0 | 2 | 0 |
| 3 Mar | 22119.30 | 2469.4 | 22.2 | 23.25 | 4 | 1 | 3 |
| 28 Feb | 22124.70 | 2447.2 | 920.7 | 15.71 | 1 | 3 | 3 |
| 27 Feb | 22545.05 | 1526.5 | 0 | 0.00 | 0 | 0 | 0 |
| 25 Feb | 22547.55 | 1526.5 | 0 | 0.00 | 0 | 0 | 0 |
| 24 Feb | 22553.35 | 1526.5 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Feb | 22795.90 | 1526.5 | 0 | 0.00 | 0 | 0 | 0 |
| 20 Feb | 22913.15 | 1526.5 | 0 | 0.00 | 0 | 0 | 0 |
| 19 Feb | 22932.90 | 1526.5 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Feb | 22945.30 | 1526.5 | 0 | 0.00 | 0 | 8 | 0 |
| 17 Feb | 22959.50 | 1526.5 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Feb | 22929.25 | 1526.5 | 0 | 0.00 | 0 | 0 | 0 |
| 13 Feb | 23031.40 | 1526.5 | -173.5 | 15.71 | 1 | 0 | 2 |
| 12 Feb | 23045.25 | 1700 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Feb | 23071.80 | 1700 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Feb | 23381.60 | 1700 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Feb | 23559.95 | 1700 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Feb | 23603.35 | 1700 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Feb | 23696.30 | 1700 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Feb | 23739.25 | 1700 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Feb | 23361.05 | 1700 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Feb | 23482.15 | 1700 | 0 | 0.00 | 0 | 0 | 0 |
| 31 Jan | 23508.40 | 1700 | 0 | 0.00 | 0 | 0 | 0 |
| 30 Jan | 23249.50 | 1700 | 0 | 0.00 | 0 | 0 | 0 |
| 29 Jan | 23163.10 | 1700 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Jan | 22957.25 | 1700 | 0 | 0.00 | 0 | 0 | 0 |
| 27 Jan | 22829.15 | 1700 | 614.15 | 17.72 | 2 | 0 | 0 |
| 24 Jan | 23092.20 | 1085.85 | 0 | - | 0 | 0 | 0 |
| 23 Jan | 23205.35 | 1085.85 | 0.00 | - | 0 | 0 | 0 |
| 22 Jan | 23155.35 | 1085.85 | 0.00 | - | 0 | 0 | 0 |
| 21 Jan | 23024.65 | 1085.85 | 0.00 | - | 0 | 0 | 0 |
| 20 Jan | 23344.75 | 1085.85 | 0.00 | - | 0 | 0 | 0 |
| 17 Jan | 23203.20 | 1085.85 | 0.00 | - | 0 | 0 | 0 |
| 16 Jan | 23311.80 | 1085.85 | 0.00 | - | 0 | 0 | 0 |
| 15 Jan | 23213.20 | 1085.85 | 0.00 | - | 0 | 0 | 0 |
| 14 Jan | 23176.05 | 1085.85 | 0.00 | - | 0 | 0 | 0 |
| 13 Jan | 23085.95 | 1085.85 | 0.00 | - | 0 | 0 | 0 |
| 10 Jan | 23431.50 | 1085.85 | 0.00 | - | 0 | 0 | 0 |
| 9 Jan | 23526.50 | 1085.85 | 0.00 | - | 0 | 0 | 0 |
| 8 Jan | 23688.95 | 1085.85 | 0.00 | - | 0 | 0 | 0 |
| 7 Jan | 23707.90 | 1085.85 | 0.00 | - | 0 | 0 | 0 |
| 6 Jan | 23616.05 | 1085.85 | 0.00 | - | 0 | 0 | 0 |
| 3 Jan | 24004.75 | 1085.85 | 0.00 | - | 0 | 0 | 0 |
| 2 Jan | 24188.65 | 1085.85 | 0.00 | 0.01 | 0 | 0 | 0 |
| 1 Jan | 23742.90 | 1085.85 | 0.00 | - | 0 | 0 | 0 |
| 31 Dec | 23644.80 | 1085.85 | 1085.85 | - | 0 | 0 | 0 |
| 30 Dec | 23644.90 | 0 | - | 0 | 0 | 0 | |
For Nifty - strike price 24750 expiring on 27MAR2025
Delta for 24750 PE is 0.00
Historical price for 24750 PE is as follows
On 21 Mar NIFTY was trading at 23358.70. The strike last trading price was 1525.4, which was 0 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 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 1525.4, which was -350.55 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 14
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 1878.35, which was 2.4 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 1878.35, which was -243.25 lower than the previous day. The implied volatity was 32.75, the open interest changed by 0 which decreased total open position to 6
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 2121.6, which was 0 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 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 2121.6, which was 0 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 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 2121.6, which was 0 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 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 2121.6, which was 0 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 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 2121.6, which was 0 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 Mar NIFTY was trading at 22552.50. The strike last trading price was 2121.6, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 2121.6, which was -168.7 lower than the previous day. The implied volatity was 24.94, the open interest changed by -4 which decreased total open position to 5
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 2289.85, which was -179.95 lower than the previous day. The implied volatity was 24.67, the open interest changed by -2 which decreased total open position to 3
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 2469.4, which was -0.4 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 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 2469.4, which was 22.2 higher than the previous day. The implied volatity was 23.25, the open interest changed by 1 which increased total open position to 3
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 2447.2, which was 920.7 higher than the previous day. The implied volatity was 15.71, the open interest changed by 3 which increased total open position to 3
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 1526.5, which was 0 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 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 1526.5, which was 0 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 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 1526.5, which was 0 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 21 Feb NIFTY was trading at 22795.90. The strike last trading price was 1526.5, which was 0 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 20 Feb NIFTY was trading at 22913.15. The strike last trading price was 1526.5, which was 0 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 Feb NIFTY was trading at 22932.90. The strike last trading price was 1526.5, which was 0 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 18 Feb NIFTY was trading at 22945.30. The strike last trading price was 1526.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 17 Feb NIFTY was trading at 22959.50. The strike last trading price was 1526.5, which was 0 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 14 Feb NIFTY was trading at 22929.25. The strike last trading price was 1526.5, which was 0 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 13 Feb NIFTY was trading at 23031.40. The strike last trading price was 1526.5, which was -173.5 lower than the previous day. The implied volatity was 15.71, the open interest changed by 0 which decreased total open position to 2
On 12 Feb NIFTY was trading at 23045.25. The strike last trading price was 1700, which was 0 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 11 Feb NIFTY was trading at 23071.80. The strike last trading price was 1700, which was 0 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 10 Feb NIFTY was trading at 23381.60. The strike last trading price was 1700, which was 0 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 Feb NIFTY was trading at 23559.95. The strike last trading price was 1700, which was 0 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 Feb NIFTY was trading at 23603.35. The strike last trading price was 1700, which was 0 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 5 Feb NIFTY was trading at 23696.30. The strike last trading price was 1700, which was 0 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 4 Feb NIFTY was trading at 23739.25. The strike last trading price was 1700, which was 0 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 3 Feb NIFTY was trading at 23361.05. The strike last trading price was 1700, which was 0 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 1 Feb NIFTY was trading at 23482.15. The strike last trading price was 1700, which was 0 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 Jan NIFTY was trading at 23508.40. The strike last trading price was 1700, which was 0 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 30 Jan NIFTY was trading at 23249.50. The strike last trading price was 1700, which was 0 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 29 Jan NIFTY was trading at 23163.10. The strike last trading price was 1700, which was 0 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 28 Jan NIFTY was trading at 22957.25. The strike last trading price was 1700, which was 0 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 27 Jan NIFTY was trading at 22829.15. The strike last trading price was 1700, which was 614.15 higher than the previous day. The implied volatity was 17.72, the open interest changed by 0 which decreased total open position to 0
On 24 Jan NIFTY was trading at 23092.20. The strike last trading price was 1085.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Jan NIFTY was trading at 23205.35. The strike last trading price was 1085.85, 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 Jan NIFTY was trading at 23155.35. The strike last trading price was 1085.85, 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 21 Jan NIFTY was trading at 23024.65. The strike last trading price was 1085.85, 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 20 Jan NIFTY was trading at 23344.75. The strike last trading price was 1085.85, 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 17 Jan NIFTY was trading at 23203.20. The strike last trading price was 1085.85, 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 16 Jan NIFTY was trading at 23311.80. The strike last trading price was 1085.85, 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 15 Jan NIFTY was trading at 23213.20. The strike last trading price was 1085.85, 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 14 Jan NIFTY was trading at 23176.05. The strike last trading price was 1085.85, 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 13 Jan NIFTY was trading at 23085.95. The strike last trading price was 1085.85, 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 10 Jan NIFTY was trading at 23431.50. The strike last trading price was 1085.85, 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 9 Jan NIFTY was trading at 23526.50. The strike last trading price was 1085.85, 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 8 Jan NIFTY was trading at 23688.95. The strike last trading price was 1085.85, 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 7 Jan NIFTY was trading at 23707.90. The strike last trading price was 1085.85, 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 6 Jan NIFTY was trading at 23616.05. The strike last trading price was 1085.85, 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 Jan NIFTY was trading at 24004.75. The strike last trading price was 1085.85, 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 Jan NIFTY was trading at 24188.65. The strike last trading price was 1085.85, which was 0.00 lower than the previous day. The implied volatity was 0.01, the open interest changed by 0 which decreased total open position to 0
On 1 Jan NIFTY was trading at 23742.90. The strike last trading price was 1085.85, 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 31 Dec NIFTY was trading at 23644.80. The strike last trading price was 1085.85, which was 1085.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Dec NIFTY was trading at 23644.90. 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
