NIFTY
Nifty
Historical option data for NIFTY
26 Dec 2024 04:11 PM IST
NIFTY 26DEC2024 24800 CE | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
26 Dec | 23750.20 | 0.05 | -0.80 | - | 15,07,114 | -33,379 | 1,26,543 | |||
24 Dec | 23727.65 | 0.85 | -1.55 | 23.54 | 6,63,583 | -58,017 | 1,64,439 | |||
23 Dec | 23753.45 | 2.4 | -4.95 | 21.43 | 10,73,877 | 23,747 | 2,23,880 | |||
20 Dec | 23587.50 | 7.35 | -14.65 | 19.51 | 11,60,879 | 38,843 | 2,00,918 | |||
19 Dec | 23951.70 | 22 | -37.00 | 16.99 | 4,40,287 | -29,048 | 1,62,726 | |||
18 Dec | 24198.85 | 59 | -29.85 | 16.23 | 3,18,222 | 14,434 | 1,92,254 | |||
17 Dec | 24336.00 | 88.85 | -108.10 | 15.81 | 3,19,719 | 40,752 | 1,78,673 | |||
16 Dec | 24668.25 | 196.95 | -60.55 | 14.52 | 2,57,325 | 46,338 | 1,38,125 | |||
13 Dec | 24768.30 | 257.5 | 86.00 | 11.84 | 3,66,991 | -1,62,970 | 91,798 | |||
12 Dec | 24548.70 | 171.5 | -46.50 | 12.77 | 1,03,958 | -3,17,129 | 83,869 | |||
11 Dec | 24641.80 | 218 | -7.00 | 12.56 | 79,559 | -2,46,927 | 73,344 | |||
10 Dec | 24610.05 | 225 | -16.65 | 12.58 | 78,425 | -2,00,675 | 63,764 | |||
9 Dec | 24619.00 | 241.65 | -50.35 | 12.73 | 89,647 | -95,999 | 59,846 | |||
6 Dec | 24677.80 | 292 | -14.10 | 12.57 | 1,14,461 | -3,45,199 | 56,710 | |||
5 Dec | 24708.40 | 306.1 | 96.10 | 11.99 | 1,45,660 | -4,05,745 | 46,929 | |||
4 Dec | 24467.45 | 210 | 8.00 | 12.27 | 78,660 | -3,87,763 | 38,783 | |||
3 Dec | 24457.15 | 202 | 36.60 | 11.84 | 45,643 | -3,38,164 | 38,669 | |||
2 Dec | 24276.05 | 165.4 | 36.75 | 12.51 | 49,323 | -1,69,217 | 34,756 | |||
29 Nov | 24131.10 | 128.65 | 22.65 | 11.95 | 53,194 | 28,013 | 33,958 | |||
28 Nov | 23914.15 | 106 | -77.25 | 12.51 | 68,753 | -1,05,278 | 29,316 | |||
27 Nov | 24274.90 | 183.25 | 23.10 | 11.67 | 24,001 | -49,781 | 23,457 | |||
26 Nov | 24194.50 | 160.15 | -33.85 | 11.56 | 15,821 | -2,065 | 22,240 | |||
25 Nov | 24221.90 | 194 | 87.80 | 11.86 | 43,876 | 20,352 | 20,565 | |||
22 Nov | 23907.25 | 106.2 | 66.10 | 11.85 | 41,101 | 24,752 | 24,965 | |||
21 Nov | 23349.90 | 40.1 | -18.45 | 12.42 | 39,874 | 20,329 | 22,738 | |||
19 Nov | 23518.50 | 58.55 | -0.35 | 12.28 | 34,806 | 21,466 | 23,473 | |||
18 Nov | 23453.80 | 58.9 | -23.60 | 12.15 | 34,725 | 21,986 | 24,039 | |||
14 Nov | 23532.70 | 82.5 | -36.90 | 11.90 | 17,328 | 18,439 | 19,397 | |||
13 Nov | 23559.05 | 119.4 | -27.20 | 13.03 | 34,346 | 17,629 | 18,520 | |||
12 Nov | 23883.45 | 146.6 | -88.10 | 11.71 | 13,067 | 14,832 | 15,433 | |||
11 Nov | 24141.30 | 234.7 | -11.35 | 11.55 | 11,082 | 13,647 | 13,648 | |||
8 Nov | 24148.20 | 246.05 | -65.20 | 11.46 | 11,624 | 9,466 | 9,552 | |||
7 Nov | 24199.35 | 311.25 | -144.95 | 12.23 | 3,459 | 3,124 | 3,170 | |||
6 Nov | 24484.05 | 456.2 | 105.25 | 12.23 | 4,221 | 3,318 | 3,366 | |||
5 Nov | 24213.30 | 350.95 | 49.40 | 12.92 | 1,763 | 231 | 2,639 | |||
4 Nov | 23995.35 | 301.55 | -110.55 | 13.65 | 4,238 | 2,414 | 2,417 | |||
1 Nov | 24304.35 | 412.1 | -23.15 | 12.59 | 114 | 1,375 | 1,378 | |||
31 Oct | 24205.35 | 435.25 | -39.25 | - | 1,271 | 1,380 | 1,383 | |||
30 Oct | 24340.85 | 474.5 | -36.25 | - | 1,272 | 1,643 | 1,644 | |||
29 Oct | 24466.85 | 510.75 | 54.05 | - | 1,187 | 1,318 | 1,318 | |||
28 Oct | 24339.15 | 456.7 | 50.65 | - | 917 | 162 | 1,294 | |||
25 Oct | 24180.80 | 406.05 | -125.30 | - | 2,094 | -187 | 1,132 | |||
24 Oct | 24399.40 | 531.35 | -25.25 | - | 1,244 | 104 | 1,307 | |||
23 Oct | 24435.50 | 556.6 | -41.35 | - | 844 | 269 | 1,205 | |||
|
||||||||||
22 Oct | 24472.10 | 597.95 | -114.20 | - | 749 | 93 | 940 | |||
21 Oct | 24781.10 | 712.15 | -122.90 | - | 786 | 498 | 849 | |||
18 Oct | 24854.05 | 835.05 | 60.05 | - | 539 | 44 | 353 | |||
17 Oct | 24749.85 | 775 | -144.70 | - | 467 | 182 | 308 | |||
16 Oct | 24971.30 | 919.7 | -18.45 | - | 29 | 4 | 125 | |||
15 Oct | 25057.35 | 938.15 | -83.85 | - | 59 | 15 | 120 | |||
14 Oct | 25127.95 | 1022 | 82.55 | - | 19 | -3 | 109 | |||
11 Oct | 24964.25 | 939.45 | -68.55 | - | 55 | 13 | 112 | |||
10 Oct | 24998.45 | 1008 | -7.00 | - | 29 | 6 | 99 | |||
9 Oct | 24981.95 | 1015 | -16.20 | - | 78 | 9 | 96 | |||
8 Oct | 25013.15 | 1031.2 | 96.20 | - | 337 | -88 | 88 | |||
7 Oct | 24795.75 | 935 | -1133.35 | - | 299 | 176 | 176 | |||
4 Oct | 25014.60 | 2068.35 | 0.00 | - | 0 | 0 | 0 | |||
3 Oct | 25250.10 | 2068.35 | 0.00 | - | 0 | 0 | 0 | |||
1 Oct | 25796.90 | 2068.35 | 0.00 | - | 0 | 0 | 0 | |||
30 Sept | 25810.85 | 2068.35 | 0.00 | - | 0 | 0 | 0 | |||
27 Sept | 26173.35 | 2068.35 | - | 0 | 0 | 0 |
For Nifty - strike price 24800 expiring on 26DEC2024
Delta for 24800 CE is -
Historical price for 24800 CE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 0.05, which was -0.80 lower than the previous day. The implied volatity was -, the open interest changed by -33379 which decreased total open position to 126543
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 0.85, which was -1.55 lower than the previous day. The implied volatity was 23.54, the open interest changed by -58017 which decreased total open position to 164439
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 2.4, which was -4.95 lower than the previous day. The implied volatity was 21.43, the open interest changed by 23747 which increased total open position to 223880
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 7.35, which was -14.65 lower than the previous day. The implied volatity was 19.51, the open interest changed by 38843 which increased total open position to 200918
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 22, which was -37.00 lower than the previous day. The implied volatity was 16.99, the open interest changed by -29048 which decreased total open position to 162726
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 59, which was -29.85 lower than the previous day. The implied volatity was 16.23, the open interest changed by 14434 which increased total open position to 192254
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 88.85, which was -108.10 lower than the previous day. The implied volatity was 15.81, the open interest changed by 40752 which increased total open position to 178673
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 196.95, which was -60.55 lower than the previous day. The implied volatity was 14.52, the open interest changed by 46338 which increased total open position to 138125
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 257.5, which was 86.00 higher than the previous day. The implied volatity was 11.84, the open interest changed by -162970 which decreased total open position to 91798
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 171.5, which was -46.50 lower than the previous day. The implied volatity was 12.77, the open interest changed by -317129 which decreased total open position to 83869
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 218, which was -7.00 lower than the previous day. The implied volatity was 12.56, the open interest changed by -246927 which decreased total open position to 73344
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 225, which was -16.65 lower than the previous day. The implied volatity was 12.58, the open interest changed by -200675 which decreased total open position to 63764
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 241.65, which was -50.35 lower than the previous day. The implied volatity was 12.73, the open interest changed by -95999 which decreased total open position to 59846
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 292, which was -14.10 lower than the previous day. The implied volatity was 12.57, the open interest changed by -345199 which decreased total open position to 56710
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 306.1, which was 96.10 higher than the previous day. The implied volatity was 11.99, the open interest changed by -405745 which decreased total open position to 46929
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 210, which was 8.00 higher than the previous day. The implied volatity was 12.27, the open interest changed by -387763 which decreased total open position to 38783
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 202, which was 36.60 higher than the previous day. The implied volatity was 11.84, the open interest changed by -338164 which decreased total open position to 38669
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 165.4, which was 36.75 higher than the previous day. The implied volatity was 12.51, the open interest changed by -169217 which decreased total open position to 34756
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 128.65, which was 22.65 higher than the previous day. The implied volatity was 11.95, the open interest changed by 28013 which increased total open position to 33958
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 106, which was -77.25 lower than the previous day. The implied volatity was 12.51, the open interest changed by -105278 which decreased total open position to 29316
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 183.25, which was 23.10 higher than the previous day. The implied volatity was 11.67, the open interest changed by -49781 which decreased total open position to 23457
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 160.15, which was -33.85 lower than the previous day. The implied volatity was 11.56, the open interest changed by -2065 which decreased total open position to 22240
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 194, which was 87.80 higher than the previous day. The implied volatity was 11.86, the open interest changed by 20352 which increased total open position to 20565
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 106.2, which was 66.10 higher than the previous day. The implied volatity was 11.85, the open interest changed by 24752 which increased total open position to 24965
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 40.1, which was -18.45 lower than the previous day. The implied volatity was 12.42, the open interest changed by 20329 which increased total open position to 22738
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 58.55, which was -0.35 lower than the previous day. The implied volatity was 12.28, the open interest changed by 21466 which increased total open position to 23473
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 58.9, which was -23.60 lower than the previous day. The implied volatity was 12.15, the open interest changed by 21986 which increased total open position to 24039
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 82.5, which was -36.90 lower than the previous day. The implied volatity was 11.90, the open interest changed by 18439 which increased total open position to 19397
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 119.4, which was -27.20 lower than the previous day. The implied volatity was 13.03, the open interest changed by 17629 which increased total open position to 18520
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 146.6, which was -88.10 lower than the previous day. The implied volatity was 11.71, the open interest changed by 14832 which increased total open position to 15433
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 234.7, which was -11.35 lower than the previous day. The implied volatity was 11.55, the open interest changed by 13647 which increased total open position to 13648
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 246.05, which was -65.20 lower than the previous day. The implied volatity was 11.46, the open interest changed by 9466 which increased total open position to 9552
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 311.25, which was -144.95 lower than the previous day. The implied volatity was 12.23, the open interest changed by 3124 which increased total open position to 3170
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 456.2, which was 105.25 higher than the previous day. The implied volatity was 12.23, the open interest changed by 3318 which increased total open position to 3366
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 350.95, which was 49.40 higher than the previous day. The implied volatity was 12.92, the open interest changed by 231 which increased total open position to 2639
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 301.55, which was -110.55 lower than the previous day. The implied volatity was 13.65, the open interest changed by 2414 which increased total open position to 2417
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 412.1, which was -23.15 lower than the previous day. The implied volatity was 12.59, the open interest changed by 1375 which increased total open position to 1378
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 435.25, which was -39.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct NIFTY was trading at 24340.85. The strike last trading price was 474.5, which was -36.25 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 510.75, which was 54.05 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 456.7, which was 50.65 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 406.05, which was -125.30 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 531.35, which was -25.25 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 556.6, which was -41.35 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 597.95, which was -114.20 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 712.15, which was -122.90 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 835.05, which was 60.05 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 775, which was -144.70 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 919.7, which was -18.45 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 938.15, which was -83.85 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 1022, which was 82.55 higher 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 939.45, which was -68.55 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 1008, which was -7.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct NIFTY was trading at 24981.95. The strike last trading price was 1015, which was -16.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 1031.2, which was 96.20 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 935, which was -1133.35 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 2068.35, 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 2068.35, 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 2068.35, 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 2068.35, 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 2068.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
NIFTY 26DEC2024 24800 PE | |||||||
---|---|---|---|---|---|---|---|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
26 Dec | 23750.20 | 1050.1 | 20.95 | - | 90,360 | 15,332 | 96,581 |
24 Dec | 23727.65 | 1029.15 | -4.25 | - | 19,434 | -1,378 | 81,300 |
23 Dec | 23753.45 | 1033.4 | -129.60 | 22.36 | 18,289 | -10,142 | 82,705 |
20 Dec | 23587.50 | 1163 | 364.80 | 27.10 | 25,716 | -12,375 | 92,461 |
19 Dec | 23951.70 | 798.2 | 201.60 | 13.52 | 23,684 | -7,010 | 1,04,880 |
18 Dec | 24198.85 | 596.6 | 106.60 | 16.93 | 31,884 | -6,950 | 1,11,926 |
17 Dec | 24336.00 | 490 | 214.20 | 14.32 | 64,586 | -1,407 | 1,18,960 |
16 Dec | 24668.25 | 275.8 | 81.85 | 14.18 | 1,60,041 | 24,560 | 1,20,558 |
13 Dec | 24768.30 | 193.95 | -129.05 | 12.20 | 1,26,811 | 8,745 | 95,177 |
12 Dec | 24548.70 | 323 | 43.00 | 11.98 | 47,548 | -2,266 | 86,442 |
11 Dec | 24641.80 | 280 | -61.50 | 12.26 | 64,144 | 13,041 | 88,807 |
10 Dec | 24610.05 | 341.5 | -4.70 | 14.79 | 51,495 | -465 | 75,765 |
9 Dec | 24619.00 | 346.2 | 34.55 | 14.88 | 56,767 | -2,586 | 76,242 |
6 Dec | 24677.80 | 311.65 | -16.15 | 13.64 | 1,03,539 | 34,294 | 78,915 |
5 Dec | 24708.40 | 327.8 | -121.10 | 14.81 | 1,04,548 | 13,766 | 66,141 |
4 Dec | 24467.45 | 448.9 | -13.50 | 14.38 | 14,911 | -514 | 52,390 |
3 Dec | 24457.15 | 462.4 | -71.75 | 14.39 | 34,629 | 52,926 | 52,926 |
2 Dec | 24276.05 | 534.15 | -78.85 | 12.89 | 5,814 | -37 | 32,494 |
29 Nov | 24131.10 | 613 | -160.55 | 11.52 | 4,378 | 168 | 32,533 |
28 Nov | 23914.15 | 773.55 | 246.55 | 13.33 | 29,968 | 19,806 | 32,366 |
27 Nov | 24274.90 | 527 | -78.20 | 12.32 | 17,781 | 8,322 | 12,564 |
26 Nov | 24194.50 | 605.2 | 54.75 | 13.22 | 2,683 | 1,055 | 4,243 |
25 Nov | 24221.90 | 550.45 | -314.40 | 12.52 | 4,207 | 3,186 | 3,186 |
22 Nov | 23907.25 | 864.85 | -442.20 | 14.60 | 769 | 2,579 | 2,579 |
21 Nov | 23349.90 | 1307.05 | 128.15 | 15.78 | 144 | -41 | 2,231 |
19 Nov | 23518.50 | 1178.9 | 25.80 | 14.73 | 171 | -8 | 2,268 |
18 Nov | 23453.80 | 1153.1 | 64.90 | 13.11 | 330 | -122 | 2,277 |
14 Nov | 23532.70 | 1088.2 | 34.00 | 14.04 | 828 | -362 | 2,406 |
13 Nov | 23559.05 | 1054.2 | 192.70 | 14.13 | 1,197 | -74 | 2,770 |
12 Nov | 23883.45 | 861.5 | 215.35 | 13.61 | 1,244 | 2,844 | 2,844 |
11 Nov | 24141.30 | 646.15 | -30.20 | 12.76 | 2,085 | 3,102 | 3,102 |
8 Nov | 24148.20 | 676.35 | 14.40 | 13.41 | 1,125 | 209 | 2,620 |
7 Nov | 24199.35 | 661.95 | 160.05 | 14.42 | 515 | 43 | 2,411 |
6 Nov | 24484.05 | 501.9 | -192.40 | 14.27 | 1,211 | 154 | 2,367 |
5 Nov | 24213.30 | 694.3 | -119.00 | 15.33 | 363 | -16 | 2,212 |
4 Nov | 23995.35 | 813.3 | 121.15 | 15.19 | 659 | -79 | 2,230 |
1 Nov | 24304.35 | 692.15 | 34.00 | 16.58 | 6 | -1 | 2,305 |
31 Oct | 24205.35 | 658.15 | 28.15 | - | 231 | 10 | 2,324 |
30 Oct | 24340.85 | 630 | 79.15 | - | 89 | 12 | 2,311 |
29 Oct | 24466.85 | 550.85 | -51.15 | - | 341 | 78 | 2,299 |
28 Oct | 24339.15 | 602 | -85.50 | - | 289 | 71 | 2,223 |
25 Oct | 24180.80 | 687.5 | 119.95 | - | 1,051 | -252 | 2,152 |
24 Oct | 24399.40 | 567.55 | -10.90 | - | 534 | -161 | 2,404 |
23 Oct | 24435.50 | 578.45 | 9.45 | - | 768 | -5 | 2,567 |
22 Oct | 24472.10 | 569 | 105.00 | - | 1,408 | -109 | 2,560 |
21 Oct | 24781.10 | 464 | 75.90 | - | 882 | 130 | 2,678 |
18 Oct | 24854.05 | 388.1 | -54.90 | - | 1,246 | 127 | 2,547 |
17 Oct | 24749.85 | 443 | 66.00 | - | 1,198 | 412 | 2,414 |
16 Oct | 24971.30 | 377 | 30.95 | - | 305 | 60 | 2,002 |
15 Oct | 25057.35 | 346.05 | 18.10 | - | 214 | 27 | 1,942 |
14 Oct | 25127.95 | 327.95 | -79.90 | - | 103 | 52 | 1,918 |
11 Oct | 24964.25 | 407.85 | 21.65 | - | 59 | 30 | 1,860 |
10 Oct | 24998.45 | 386.2 | -29.20 | - | 67 | -9 | 1,832 |
9 Oct | 24981.95 | 415.4 | 10.40 | - | 95 | 5 | 1,841 |
8 Oct | 25013.15 | 405 | -44.05 | - | 305 | 27 | 1,841 |
7 Oct | 24795.75 | 449.05 | 38.20 | - | 836 | 240 | 1,818 |
4 Oct | 25014.60 | 410.85 | 97.85 | - | 1,873 | 417 | 1,578 |
3 Oct | 25250.10 | 313 | 122.35 | - | 357 | 193 | 1,163 |
1 Oct | 25796.90 | 190.65 | -29.30 | - | 435 | 330 | 968 |
30 Sept | 25810.85 | 219.95 | 38.70 | - | 238 | 200 | 637 |
27 Sept | 26173.35 | 181.25 | - | 624 | 437 | 437 |
For Nifty - strike price 24800 expiring on 26DEC2024
Delta for 24800 PE is -
Historical price for 24800 PE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 1050.1, which was 20.95 higher than the previous day. The implied volatity was -, the open interest changed by 15332 which increased total open position to 96581
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 1029.15, which was -4.25 lower than the previous day. The implied volatity was -, the open interest changed by -1378 which decreased total open position to 81300
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 1033.4, which was -129.60 lower than the previous day. The implied volatity was 22.36, the open interest changed by -10142 which decreased total open position to 82705
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 1163, which was 364.80 higher than the previous day. The implied volatity was 27.10, the open interest changed by -12375 which decreased total open position to 92461
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 798.2, which was 201.60 higher than the previous day. The implied volatity was 13.52, the open interest changed by -7010 which decreased total open position to 104880
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 596.6, which was 106.60 higher than the previous day. The implied volatity was 16.93, the open interest changed by -6950 which decreased total open position to 111926
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 490, which was 214.20 higher than the previous day. The implied volatity was 14.32, the open interest changed by -1407 which decreased total open position to 118960
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 275.8, which was 81.85 higher than the previous day. The implied volatity was 14.18, the open interest changed by 24560 which increased total open position to 120558
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 193.95, which was -129.05 lower than the previous day. The implied volatity was 12.20, the open interest changed by 8745 which increased total open position to 95177
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 323, which was 43.00 higher than the previous day. The implied volatity was 11.98, the open interest changed by -2266 which decreased total open position to 86442
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 280, which was -61.50 lower than the previous day. The implied volatity was 12.26, the open interest changed by 13041 which increased total open position to 88807
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 341.5, which was -4.70 lower than the previous day. The implied volatity was 14.79, the open interest changed by -465 which decreased total open position to 75765
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 346.2, which was 34.55 higher than the previous day. The implied volatity was 14.88, the open interest changed by -2586 which decreased total open position to 76242
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 311.65, which was -16.15 lower than the previous day. The implied volatity was 13.64, the open interest changed by 34294 which increased total open position to 78915
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 327.8, which was -121.10 lower than the previous day. The implied volatity was 14.81, the open interest changed by 13766 which increased total open position to 66141
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 448.9, which was -13.50 lower than the previous day. The implied volatity was 14.38, the open interest changed by -514 which decreased total open position to 52390
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 462.4, which was -71.75 lower than the previous day. The implied volatity was 14.39, the open interest changed by 52926 which increased total open position to 52926
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 534.15, which was -78.85 lower than the previous day. The implied volatity was 12.89, the open interest changed by -37 which decreased total open position to 32494
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 613, which was -160.55 lower than the previous day. The implied volatity was 11.52, the open interest changed by 168 which increased total open position to 32533
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 773.55, which was 246.55 higher than the previous day. The implied volatity was 13.33, the open interest changed by 19806 which increased total open position to 32366
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 527, which was -78.20 lower than the previous day. The implied volatity was 12.32, the open interest changed by 8322 which increased total open position to 12564
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 605.2, which was 54.75 higher than the previous day. The implied volatity was 13.22, the open interest changed by 1055 which increased total open position to 4243
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 550.45, which was -314.40 lower than the previous day. The implied volatity was 12.52, the open interest changed by 3186 which increased total open position to 3186
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 864.85, which was -442.20 lower than the previous day. The implied volatity was 14.60, the open interest changed by 2579 which increased total open position to 2579
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 1307.05, which was 128.15 higher than the previous day. The implied volatity was 15.78, the open interest changed by -41 which decreased total open position to 2231
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1178.9, which was 25.80 higher than the previous day. The implied volatity was 14.73, the open interest changed by -8 which decreased total open position to 2268
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1153.1, which was 64.90 higher than the previous day. The implied volatity was 13.11, the open interest changed by -122 which decreased total open position to 2277
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1088.2, which was 34.00 higher than the previous day. The implied volatity was 14.04, the open interest changed by -362 which decreased total open position to 2406
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 1054.2, which was 192.70 higher than the previous day. The implied volatity was 14.13, the open interest changed by -74 which decreased total open position to 2770
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 861.5, which was 215.35 higher than the previous day. The implied volatity was 13.61, the open interest changed by 2844 which increased total open position to 2844
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 646.15, which was -30.20 lower than the previous day. The implied volatity was 12.76, the open interest changed by 3102 which increased total open position to 3102
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 676.35, which was 14.40 higher than the previous day. The implied volatity was 13.41, the open interest changed by 209 which increased total open position to 2620
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 661.95, which was 160.05 higher than the previous day. The implied volatity was 14.42, the open interest changed by 43 which increased total open position to 2411
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 501.9, which was -192.40 lower than the previous day. The implied volatity was 14.27, the open interest changed by 154 which increased total open position to 2367
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 694.3, which was -119.00 lower than the previous day. The implied volatity was 15.33, the open interest changed by -16 which decreased total open position to 2212
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 813.3, which was 121.15 higher than the previous day. The implied volatity was 15.19, the open interest changed by -79 which decreased total open position to 2230
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 692.15, which was 34.00 higher than the previous day. The implied volatity was 16.58, the open interest changed by -1 which decreased total open position to 2305
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 658.15, which was 28.15 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 630, which was 79.15 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 550.85, which was -51.15 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 602, which was -85.50 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 687.5, which was 119.95 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 567.55, which was -10.90 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 578.45, which was 9.45 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 569, which was 105.00 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 464, which was 75.90 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 388.1, which was -54.90 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 443, which was 66.00 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 377, which was 30.95 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 346.05, which was 18.10 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 327.95, which was -79.90 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 407.85, which was 21.65 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 386.2, which was -29.20 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 415.4, which was 10.40 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 405, which was -44.05 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 449.05, which was 38.20 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 410.85, which was 97.85 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 313, which was 122.35 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 190.65, which was -29.30 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 219.95, which was 38.70 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 181.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to