`
[--[65.84.65.76]--]
NIFTY
Nifty

23748.8 21.15 (0.09%)

Back to Option Chain


Historical option data for NIFTY

26 Dec 2024 03:20 PM IST
NIFTY 26DEC2024 24800 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
26 Dec 23747.85 0.05 -0.80 - 15,03,788 -32,376 1,27,546
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 23747.85. 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 -32376 which decreased total open position to 127546


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 23747.85 1050.1 20.95 - 89,988 15,699 96,948
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 23747.85. 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 15699 which increased total open position to 96948


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