NIFTY
Nifty
Historical option data for NIFTY
26 Dec 2024 04:11 PM IST
NIFTY 26DEC2024 24750 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
26 Dec | 23750.20 | 0.05 | -0.70 | - | 5,61,916 | -12,108 | 39,336 | |||
24 Dec | 23727.65 | 0.75 | -1.80 | 22.27 | 4,09,041 | -16,761 | 51,955 | |||
23 Dec | 23753.45 | 2.55 | -5.85 | 20.73 | 4,93,025 | 1,622 | 68,971 | |||
20 Dec | 23587.50 | 8.4 | -16.60 | 19.27 | 5,94,810 | -88,653 | 67,250 | |||
19 Dec | 23951.70 | 25 | -39.75 | 16.75 | 1,32,218 | -1,64,231 | 34,069 | |||
18 Dec | 24198.85 | 64.75 | -35.50 | 15.85 | 76,098 | -1,67,746 | 26,087 | |||
17 Dec | 24336.00 | 100.25 | -120.35 | 15.73 | 68,583 | -1,24,734 | 23,905 | |||
16 Dec | 24668.25 | 220.6 | -63.10 | 14.58 | 61,625 | -74,538 | 20,038 | |||
13 Dec | 24768.30 | 283.7 | 91.80 | 11.76 | 81,995 | -14,192 | 15,161 | |||
12 Dec | 24548.70 | 191.9 | -50.40 | 12.79 | 14,876 | -1,94,028 | 13,311 | |||
11 Dec | 24641.80 | 242.3 | -6.00 | 12.61 | 13,430 | -1,37,073 | 12,661 | |||
10 Dec | 24610.05 | 248.3 | -19.10 | 12.58 | 15,022 | -1,15,549 | 11,314 | |||
9 Dec | 24619.00 | 267.4 | -51.60 | 12.83 | 14,061 | -33 | 11,820 | |||
6 Dec | 24677.80 | 319 | -13.00 | 12.64 | 16,271 | -3,12,837 | 11,810 | |||
5 Dec | 24708.40 | 332 | 101.65 | 11.97 | 21,192 | -2,11,575 | 9,915 | |||
4 Dec | 24467.45 | 230.35 | 8.85 | 12.28 | 18,789 | -1,00,896 | 8,712 | |||
3 Dec | 24457.15 | 221.5 | 36.70 | 11.82 | 6,018 | -2,545 | 4,205 | |||
2 Dec | 24276.05 | 184.8 | 36.00 | 12.68 | 9,209 | -239 | 4,123 | |||
29 Nov | 24131.10 | 148.8 | 37.75 | 12.25 | 7,513 | 2,460 | 3,640 | |||
28 Nov | 23914.15 | 111.05 | -89.40 | 12.22 | 9,424 | -5,989 | 2,932 | |||
27 Nov | 24274.90 | 200.45 | 21.45 | 11.66 | 2,282 | -3,597 | 2,667 | |||
26 Nov | 24194.50 | 179 | -36.05 | 11.69 | 1,287 | 2,063 | 2,325 | |||
25 Nov | 24221.90 | 215.05 | 94.80 | 12.00 | 5,578 | 1,955 | 1,956 | |||
22 Nov | 23907.25 | 120.25 | 75.80 | 11.99 | 2,395 | 853 | 854 | |||
21 Nov | 23349.90 | 44.45 | -21.95 | 12.40 | 1,005 | 418 | 603 | |||
19 Nov | 23518.50 | 66.4 | 0.70 | 12.37 | 2,234 | 734 | 734 | |||
18 Nov | 23453.80 | 65.7 | -23.05 | 12.18 | 1,241 | 695 | 734 | |||
14 Nov | 23532.70 | 88.75 | -35.20 | 11.82 | 1,011 | 237 | 719 | |||
13 Nov | 23559.05 | 123.95 | -40.00 | 12.81 | 2,490 | -737 | 486 | |||
12 Nov | 23883.45 | 163.95 | -91.00 | 11.89 | 889 | 127 | 1,138 | |||
11 Nov | 24141.30 | 254.95 | -16.20 | 11.64 | 292 | 990 | 1,010 | |||
8 Nov | 24148.20 | 271.15 | -60.85 | 11.68 | 318 | 924 | 943 | |||
7 Nov | 24199.35 | 332 | -144.85 | 12.26 | 84 | 745 | 763 | |||
6 Nov | 24484.05 | 476.85 | 108.55 | 12.11 | 911 | 749 | 766 | |||
5 Nov | 24213.30 | 368.3 | 49.25 | 12.83 | 85 | 40 | 148 | |||
4 Nov | 23995.35 | 319.05 | -114.95 | 13.65 | 55 | 105 | 105 | |||
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1 Nov | 24304.35 | 434 | 11.95 | 12.58 | 43 | 9 | 81 | |||
31 Oct | 24205.35 | 422.05 | -117.95 | - | 7 | 71 | 71 | |||
30 Oct | 24340.85 | 540 | 0.00 | - | 21 | 89 | 89 | |||
29 Oct | 24466.85 | 540 | 40.00 | - | 27 | 87 | 87 | |||
28 Oct | 24339.15 | 500 | 64.00 | - | 41 | 16 | 108 | |||
25 Oct | 24180.80 | 436 | -122.00 | - | 61 | 34 | 92 | |||
24 Oct | 24399.40 | 558 | -31.30 | - | 2 | 0 | 58 | |||
23 Oct | 24435.50 | 589.3 | -30.70 | - | 13 | 0 | 58 | |||
22 Oct | 24472.10 | 620 | -143.55 | - | 26 | 7 | 59 | |||
21 Oct | 24781.10 | 763.55 | -96.50 | - | 51 | 22 | 51 | |||
18 Oct | 24854.05 | 860.05 | 41.20 | - | 35 | 10 | 28 | |||
17 Oct | 24749.85 | 818.85 | -146.20 | - | 10 | 7 | 17 | |||
16 Oct | 24971.30 | 965.05 | -70.95 | - | 1 | 0 | 9 | |||
15 Oct | 25057.35 | 1036 | 0.00 | - | 0 | 0 | 0 | |||
14 Oct | 25127.95 | 1036 | 0.00 | - | 0 | 0 | 0 | |||
11 Oct | 24964.25 | 1036 | 0.00 | - | 0 | 0 | 0 | |||
10 Oct | 24998.45 | 1036 | -7.75 | - | 1 | 0 | 9 | |||
9 Oct | 24981.95 | 1043.75 | 87.10 | - | 4 | -1 | 8 | |||
8 Oct | 25013.15 | 956.65 | 0.00 | - | 0 | 9 | 0 | |||
7 Oct | 24795.75 | 956.65 | -1151.45 | - | 11 | 4 | 4 | |||
4 Oct | 25014.60 | 2108.1 | 0.00 | - | 0 | 0 | 0 | |||
3 Oct | 25250.10 | 2108.1 | 0.00 | - | 0 | 0 | 0 | |||
1 Oct | 25796.90 | 2108.1 | 0.00 | - | 0 | 0 | 0 | |||
30 Sept | 25810.85 | 2108.1 | 2108.10 | - | 0 | 0 | 0 | |||
27 Sept | 26173.35 | 0.00 | - | 0 | 0 | 0 |
For Nifty - strike price 24750 expiring on 26DEC2024
Delta for 24750 CE is -
Historical price for 24750 CE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 0.05, which was -0.70 lower than the previous day. The implied volatity was -, the open interest changed by -12108 which decreased total open position to 39336
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 0.75, which was -1.80 lower than the previous day. The implied volatity was 22.27, the open interest changed by -16761 which decreased total open position to 51955
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 2.55, which was -5.85 lower than the previous day. The implied volatity was 20.73, the open interest changed by 1622 which increased total open position to 68971
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 8.4, which was -16.60 lower than the previous day. The implied volatity was 19.27, the open interest changed by -88653 which decreased total open position to 67250
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 25, which was -39.75 lower than the previous day. The implied volatity was 16.75, the open interest changed by -164231 which decreased total open position to 34069
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 64.75, which was -35.50 lower than the previous day. The implied volatity was 15.85, the open interest changed by -167746 which decreased total open position to 26087
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 100.25, which was -120.35 lower than the previous day. The implied volatity was 15.73, the open interest changed by -124734 which decreased total open position to 23905
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 220.6, which was -63.10 lower than the previous day. The implied volatity was 14.58, the open interest changed by -74538 which decreased total open position to 20038
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 283.7, which was 91.80 higher than the previous day. The implied volatity was 11.76, the open interest changed by -14192 which decreased total open position to 15161
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 191.9, which was -50.40 lower than the previous day. The implied volatity was 12.79, the open interest changed by -194028 which decreased total open position to 13311
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 242.3, which was -6.00 lower than the previous day. The implied volatity was 12.61, the open interest changed by -137073 which decreased total open position to 12661
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 248.3, which was -19.10 lower than the previous day. The implied volatity was 12.58, the open interest changed by -115549 which decreased total open position to 11314
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 267.4, which was -51.60 lower than the previous day. The implied volatity was 12.83, the open interest changed by -33 which decreased total open position to 11820
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 319, which was -13.00 lower than the previous day. The implied volatity was 12.64, the open interest changed by -312837 which decreased total open position to 11810
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 332, which was 101.65 higher than the previous day. The implied volatity was 11.97, the open interest changed by -211575 which decreased total open position to 9915
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 230.35, which was 8.85 higher than the previous day. The implied volatity was 12.28, the open interest changed by -100896 which decreased total open position to 8712
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 221.5, which was 36.70 higher than the previous day. The implied volatity was 11.82, the open interest changed by -2545 which decreased total open position to 4205
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 184.8, which was 36.00 higher than the previous day. The implied volatity was 12.68, the open interest changed by -239 which decreased total open position to 4123
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 148.8, which was 37.75 higher than the previous day. The implied volatity was 12.25, the open interest changed by 2460 which increased total open position to 3640
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 111.05, which was -89.40 lower than the previous day. The implied volatity was 12.22, the open interest changed by -5989 which decreased total open position to 2932
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 200.45, which was 21.45 higher than the previous day. The implied volatity was 11.66, the open interest changed by -3597 which decreased total open position to 2667
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 179, which was -36.05 lower than the previous day. The implied volatity was 11.69, the open interest changed by 2063 which increased total open position to 2325
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 215.05, which was 94.80 higher than the previous day. The implied volatity was 12.00, the open interest changed by 1955 which increased total open position to 1956
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 120.25, which was 75.80 higher than the previous day. The implied volatity was 11.99, the open interest changed by 853 which increased total open position to 854
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 44.45, which was -21.95 lower than the previous day. The implied volatity was 12.40, the open interest changed by 418 which increased total open position to 603
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 66.4, which was 0.70 higher than the previous day. The implied volatity was 12.37, the open interest changed by 734 which increased total open position to 734
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 65.7, which was -23.05 lower than the previous day. The implied volatity was 12.18, the open interest changed by 695 which increased total open position to 734
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 88.75, which was -35.20 lower than the previous day. The implied volatity was 11.82, the open interest changed by 237 which increased total open position to 719
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 123.95, which was -40.00 lower than the previous day. The implied volatity was 12.81, the open interest changed by -737 which decreased total open position to 486
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 163.95, which was -91.00 lower than the previous day. The implied volatity was 11.89, the open interest changed by 127 which increased total open position to 1138
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 254.95, which was -16.20 lower than the previous day. The implied volatity was 11.64, the open interest changed by 990 which increased total open position to 1010
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 271.15, which was -60.85 lower than the previous day. The implied volatity was 11.68, the open interest changed by 924 which increased total open position to 943
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 332, which was -144.85 lower than the previous day. The implied volatity was 12.26, the open interest changed by 745 which increased total open position to 763
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 476.85, which was 108.55 higher than the previous day. The implied volatity was 12.11, the open interest changed by 749 which increased total open position to 766
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 368.3, which was 49.25 higher than the previous day. The implied volatity was 12.83, the open interest changed by 40 which increased total open position to 148
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 319.05, which was -114.95 lower than the previous day. The implied volatity was 13.65, the open interest changed by 105 which increased total open position to 105
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 434, which was 11.95 higher than the previous day. The implied volatity was 12.58, the open interest changed by 9 which increased total open position to 81
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 422.05, which was -117.95 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 540, 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 29 Oct NIFTY was trading at 24466.85. The strike last trading price was 540, which was 40.00 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 500, which was 64.00 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 436, which was -122.00 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 558, which was -31.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct NIFTY was trading at 24435.50. The strike last trading price was 589.3, which was -30.70 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 620, which was -143.55 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 763.55, which was -96.50 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 860.05, which was 41.20 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 818.85, which was -146.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct NIFTY was trading at 24971.30. The strike last trading price was 965.05, which was -70.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct NIFTY was trading at 25057.35. The strike last trading price was 1036, 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 1036, 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 1036, 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 1036, which was -7.75 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 1043.75, which was 87.10 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 956.65, 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 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 956.65, which was -1151.45 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 2108.1, 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 2108.1, 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 2108.1, 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 2108.1, which was 2108.10 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 24750 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
26 Dec | 23750.20 | 1000.25 | 25.35 | - | 2,152 | -571 | 7,217 |
24 Dec | 23727.65 | 974.9 | -8.15 | - | 2,059 | -185 | 7,793 |
23 Dec | 23753.45 | 983.05 | -133.35 | 21.05 | 1,075 | -178 | 8,002 |
20 Dec | 23587.50 | 1116.4 | 366.05 | 26.89 | 1,672 | -50,882 | 8,218 |
19 Dec | 23951.70 | 750.35 | 203.25 | 13.45 | 4,247 | -51,686 | 8,602 |
18 Dec | 24198.85 | 547.1 | 97.25 | 16.11 | 5,031 | -59,113 | 10,182 |
17 Dec | 24336.00 | 449.85 | 199.35 | 14.11 | 16,181 | -71,684 | 11,038 |
16 Dec | 24668.25 | 250.5 | 77.50 | 14.30 | 54,577 | -85,496 | 14,210 |
13 Dec | 24768.30 | 173 | -120.70 | 12.23 | 32,982 | -8,816 | 11,600 |
12 Dec | 24548.70 | 293.7 | 39.60 | 12.01 | 11,157 | -25,405 | 7,373 |
11 Dec | 24641.80 | 254.1 | -55.70 | 12.29 | 9,505 | -39,644 | 7,646 |
10 Dec | 24610.05 | 309.8 | -9.35 | 14.53 | 6,914 | -43,902 | 6,207 |
9 Dec | 24619.00 | 319.15 | 31.20 | 14.83 | 10,028 | -38,388 | 6,697 |
6 Dec | 24677.80 | 287.95 | -11.05 | 13.67 | 12,959 | -22,002 | 6,688 |
5 Dec | 24708.40 | 299 | -119.75 | 14.59 | 14,489 | 4,907 | 5,823 |
4 Dec | 24467.45 | 418.75 | -12.85 | 14.33 | 4,941 | 2,069 | 2,589 |
3 Dec | 24457.15 | 431.6 | -72.00 | 14.32 | 1,818 | 1,286 | 1,759 |
2 Dec | 24276.05 | 503.6 | -78.25 | 13.00 | 589 | 1,300 | 1,416 |
29 Nov | 24131.10 | 581.85 | -143.15 | 11.76 | 516 | 1,327 | 1,329 |
28 Nov | 23914.15 | 725 | 236.55 | 12.83 | 812 | 1,068 | 1,070 |
27 Nov | 24274.90 | 488.45 | -47.60 | 12.07 | 952 | 833 | 833 |
26 Nov | 24194.50 | 536.05 | 15.95 | 11.81 | 92 | 427 | 555 |
25 Nov | 24221.90 | 520.1 | -729.00 | 12.58 | 781 | 555 | 556 |
22 Nov | 23907.25 | 1249.1 | 0.00 | 0.00 | 0 | 0 | 0 |
21 Nov | 23349.90 | 1249.1 | 404.70 | 14.88 | 4 | 138 | 139 |
19 Nov | 23518.50 | 844.4 | -330.35 | - | 12 | 140 | 141 |
18 Nov | 23453.80 | 1174.75 | 94.75 | 16.25 | 16 | 146 | 147 |
14 Nov | 23532.70 | 1080 | 83.90 | 15.33 | 12 | 156 | 157 |
13 Nov | 23559.05 | 996.1 | 192.10 | 13.34 | 178 | 158 | 158 |
12 Nov | 23883.45 | 804 | 184.30 | 12.85 | 255 | 318 | 318 |
11 Nov | 24141.30 | 619.7 | -45.05 | 12.91 | 299 | -133 | 308 |
8 Nov | 24148.20 | 664.75 | 32.30 | 13.97 | 639 | 252 | 442 |
7 Nov | 24199.35 | 632.45 | 150.15 | 14.41 | 50 | 20 | 182 |
6 Nov | 24484.05 | 482.3 | -187.15 | 14.40 | 329 | 162 | 162 |
5 Nov | 24213.30 | 669.45 | -121.85 | 15.43 | 26 | 146 | 146 |
4 Nov | 23995.35 | 791.3 | 141.30 | 15.46 | 147 | 104 | 134 |
1 Nov | 24304.35 | 650 | 0.00 | 0.00 | 0 | 0 | 0 |
31 Oct | 24205.35 | 650 | 111.70 | - | 4 | -1 | 30 |
30 Oct | 24340.85 | 538.3 | 0.00 | - | 0 | 2 | 0 |
29 Oct | 24466.85 | 538.3 | -35.00 | - | 16 | 1 | 30 |
28 Oct | 24339.15 | 573.3 | -86.70 | - | 16 | -8 | 26 |
25 Oct | 24180.80 | 660 | 119.00 | - | 30 | -17 | 34 |
24 Oct | 24399.40 | 541 | 0.00 | - | 15 | -7 | 51 |
23 Oct | 24435.50 | 541 | 32.65 | - | 32 | -5 | 51 |
22 Oct | 24472.10 | 508.35 | 62.10 | - | 53 | 3 | 56 |
21 Oct | 24781.10 | 446.25 | 79.45 | - | 51 | 6 | 52 |
18 Oct | 24854.05 | 366.8 | -56.55 | - | 52 | 15 | 46 |
17 Oct | 24749.85 | 423.35 | 92.35 | - | 35 | 16 | 31 |
16 Oct | 24971.30 | 331 | 14.90 | - | 3 | 1 | 16 |
15 Oct | 25057.35 | 316.1 | 0.00 | - | 0 | 3 | 0 |
14 Oct | 25127.95 | 316.1 | -68.90 | - | 4 | 0 | 12 |
11 Oct | 24964.25 | 385 | 10.45 | - | 27 | -23 | 11 |
10 Oct | 24998.45 | 374.55 | 34.55 | - | 26 | 13 | 24 |
9 Oct | 24981.95 | 340 | -75.00 | - | 3 | 0 | 12 |
8 Oct | 25013.15 | 415 | 0.00 | - | 0 | 0 | 0 |
7 Oct | 24795.75 | 415 | 15.00 | - | 2 | 0 | 12 |
4 Oct | 25014.60 | 400 | 110.40 | - | 9 | 3 | 11 |
3 Oct | 25250.10 | 289.6 | 89.60 | - | 10 | 6 | 7 |
1 Oct | 25796.90 | 200 | 0.00 | - | 0 | 1 | 0 |
30 Sept | 25810.85 | 200 | 4.35 | - | 1 | 0 | 0 |
27 Sept | 26173.35 | 195.65 | - | 0 | 0 | 0 |
For Nifty - strike price 24750 expiring on 26DEC2024
Delta for 24750 PE is -
Historical price for 24750 PE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 1000.25, which was 25.35 higher than the previous day. The implied volatity was -, the open interest changed by -571 which decreased total open position to 7217
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 974.9, which was -8.15 lower than the previous day. The implied volatity was -, the open interest changed by -185 which decreased total open position to 7793
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 983.05, which was -133.35 lower than the previous day. The implied volatity was 21.05, the open interest changed by -178 which decreased total open position to 8002
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 1116.4, which was 366.05 higher than the previous day. The implied volatity was 26.89, the open interest changed by -50882 which decreased total open position to 8218
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 750.35, which was 203.25 higher than the previous day. The implied volatity was 13.45, the open interest changed by -51686 which decreased total open position to 8602
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 547.1, which was 97.25 higher than the previous day. The implied volatity was 16.11, the open interest changed by -59113 which decreased total open position to 10182
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 449.85, which was 199.35 higher than the previous day. The implied volatity was 14.11, the open interest changed by -71684 which decreased total open position to 11038
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 250.5, which was 77.50 higher than the previous day. The implied volatity was 14.30, the open interest changed by -85496 which decreased total open position to 14210
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 173, which was -120.70 lower than the previous day. The implied volatity was 12.23, the open interest changed by -8816 which decreased total open position to 11600
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 293.7, which was 39.60 higher than the previous day. The implied volatity was 12.01, the open interest changed by -25405 which decreased total open position to 7373
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 254.1, which was -55.70 lower than the previous day. The implied volatity was 12.29, the open interest changed by -39644 which decreased total open position to 7646
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 309.8, which was -9.35 lower than the previous day. The implied volatity was 14.53, the open interest changed by -43902 which decreased total open position to 6207
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 319.15, which was 31.20 higher than the previous day. The implied volatity was 14.83, the open interest changed by -38388 which decreased total open position to 6697
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 287.95, which was -11.05 lower than the previous day. The implied volatity was 13.67, the open interest changed by -22002 which decreased total open position to 6688
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 299, which was -119.75 lower than the previous day. The implied volatity was 14.59, the open interest changed by 4907 which increased total open position to 5823
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 418.75, which was -12.85 lower than the previous day. The implied volatity was 14.33, the open interest changed by 2069 which increased total open position to 2589
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 431.6, which was -72.00 lower than the previous day. The implied volatity was 14.32, the open interest changed by 1286 which increased total open position to 1759
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 503.6, which was -78.25 lower than the previous day. The implied volatity was 13.00, the open interest changed by 1300 which increased total open position to 1416
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 581.85, which was -143.15 lower than the previous day. The implied volatity was 11.76, the open interest changed by 1327 which increased total open position to 1329
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 725, which was 236.55 higher than the previous day. The implied volatity was 12.83, the open interest changed by 1068 which increased total open position to 1070
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 488.45, which was -47.60 lower than the previous day. The implied volatity was 12.07, the open interest changed by 833 which increased total open position to 833
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 536.05, which was 15.95 higher than the previous day. The implied volatity was 11.81, the open interest changed by 427 which increased total open position to 555
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 520.1, which was -729.00 lower than the previous day. The implied volatity was 12.58, the open interest changed by 555 which increased total open position to 556
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 1249.1, 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 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 1249.1, which was 404.70 higher than the previous day. The implied volatity was 14.88, the open interest changed by 138 which increased total open position to 139
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 844.4, which was -330.35 lower than the previous day. The implied volatity was -, the open interest changed by 140 which increased total open position to 141
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1174.75, which was 94.75 higher than the previous day. The implied volatity was 16.25, the open interest changed by 146 which increased total open position to 147
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1080, which was 83.90 higher than the previous day. The implied volatity was 15.33, the open interest changed by 156 which increased total open position to 157
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 996.1, which was 192.10 higher than the previous day. The implied volatity was 13.34, the open interest changed by 158 which increased total open position to 158
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 804, which was 184.30 higher than the previous day. The implied volatity was 12.85, the open interest changed by 318 which increased total open position to 318
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 619.7, which was -45.05 lower than the previous day. The implied volatity was 12.91, the open interest changed by -133 which decreased total open position to 308
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 664.75, which was 32.30 higher than the previous day. The implied volatity was 13.97, the open interest changed by 252 which increased total open position to 442
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 632.45, which was 150.15 higher than the previous day. The implied volatity was 14.41, the open interest changed by 20 which increased total open position to 182
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 482.3, which was -187.15 lower than the previous day. The implied volatity was 14.40, the open interest changed by 162 which increased total open position to 162
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 669.45, which was -121.85 lower than the previous day. The implied volatity was 15.43, the open interest changed by 146 which increased total open position to 146
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 791.3, which was 141.30 higher than the previous day. The implied volatity was 15.46, the open interest changed by 104 which increased total open position to 134
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 650, 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 650, which was 111.70 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 538.3, 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 29 Oct NIFTY was trading at 24466.85. The strike last trading price was 538.3, which was -35.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct NIFTY was trading at 24339.15. The strike last trading price was 573.3, which was -86.70 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 660, which was 119.00 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 541, 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 541, which was 32.65 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 508.35, which was 62.10 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 446.25, which was 79.45 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 366.8, which was -56.55 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 423.35, which was 92.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct NIFTY was trading at 24971.30. The strike last trading price was 331, which was 14.90 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 316.1, 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 316.1, which was -68.90 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 385, which was 10.45 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 374.55, which was 34.55 higher 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 340, which was -75.00 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 415, 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 415, which was 15.00 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 400, which was 110.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct NIFTY was trading at 25250.10. The strike last trading price was 289.6, which was 89.60 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 200, 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 200, 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 27 Sept NIFTY was trading at 26173.35. The strike last trading price was 195.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to