NIFTY
Nifty
Historical option data for NIFTY
26 Dec 2024 04:11 PM IST
NIFTY 26DEC2024 24850 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 | -0.75 | - | 3,34,872 | -6,502 | 24,845 | |||
24 Dec | 23727.65 | 0.8 | -1.35 | 24.33 | 1,44,785 | -5,490 | 31,262 | |||
23 Dec | 23753.45 | 2.15 | -4.45 | 21.97 | 3,00,316 | -1,807 | 37,484 | |||
20 Dec | 23587.50 | 6.6 | -12.15 | 19.84 | 4,66,944 | 19,705 | 39,194 | |||
19 Dec | 23951.70 | 18.75 | -33.30 | 17.12 | 81,025 | 147 | 19,611 | |||
18 Dec | 24198.85 | 52.05 | -26.00 | 16.40 | 64,580 | -1,28,491 | 19,464 | |||
17 Dec | 24336.00 | 78.05 | -94.10 | 15.87 | 52,403 | -72,169 | 16,822 | |||
16 Dec | 24668.25 | 172.15 | -55.90 | 14.29 | 34,709 | 2,989 | 14,167 | |||
13 Dec | 24768.30 | 228.05 | 77.00 | 11.67 | 54,869 | -1,13,598 | 11,303 | |||
12 Dec | 24548.70 | 151.05 | -42.25 | 12.67 | 11,694 | -1,72,854 | 6,613 | |||
11 Dec | 24641.80 | 193.3 | -9.20 | 12.41 | 7,383 | -1,29,898 | 5,885 | |||
10 Dec | 24610.05 | 202.5 | -20.35 | 12.54 | 8,592 | -98,780 | 4,989 | |||
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9 Dec | 24619.00 | 222.85 | -42.15 | 12.89 | 5,830 | -98 | 5,395 | |||
6 Dec | 24677.80 | 265 | -13.60 | 12.44 | 7,409 | -34,360 | 5,495 | |||
5 Dec | 24708.40 | 278.6 | 90.65 | 11.91 | 17,134 | 1,216 | 4,578 | |||
4 Dec | 24467.45 | 187.95 | 5.90 | 12.14 | 8,518 | 318 | 3,344 | |||
3 Dec | 24457.15 | 182.05 | 33.45 | 11.78 | 4,791 | -302 | 3,048 | |||
2 Dec | 24276.05 | 148.6 | 33.30 | 12.44 | 9,955 | 974 | 3,216 | |||
29 Nov | 24131.10 | 115.3 | 16.60 | 11.91 | 5,685 | 2,177 | 2,250 | |||
28 Nov | 23914.15 | 98.7 | -67.30 | 12.67 | 8,588 | 1,794 | 2,087 | |||
27 Nov | 24274.90 | 166 | 17.85 | 11.62 | 1,656 | 2 | 935 | |||
26 Nov | 24194.50 | 148.15 | -28.65 | 11.67 | 1,323 | -72 | 933 | |||
25 Nov | 24221.90 | 176.8 | 78.80 | 11.82 | 2,456 | 996 | 1,017 | |||
22 Nov | 23907.25 | 98 | 61.05 | 11.93 | 1,805 | 557 | 578 | |||
21 Nov | 23349.90 | 36.95 | -18.25 | 12.52 | 2,061 | 297 | 298 | |||
19 Nov | 23518.50 | 55.2 | 0.60 | 12.44 | 976 | 455 | 458 | |||
18 Nov | 23453.80 | 54.6 | -26.35 | 12.25 | 832 | 29 | 418 | |||
14 Nov | 23532.70 | 80.95 | -23.25 | 12.21 | 534 | 84 | 389 | |||
13 Nov | 23559.05 | 104.2 | -33.80 | 12.76 | 1,278 | 312 | 312 | |||
12 Nov | 23883.45 | 138 | -79.05 | 11.83 | 488 | 303 | 303 | |||
11 Nov | 24141.30 | 217.05 | -24.20 | 11.52 | 67 | -7 | 183 | |||
8 Nov | 24148.20 | 241.25 | -51.55 | 11.83 | 306 | 190 | 190 | |||
7 Nov | 24199.35 | 292.8 | -131.60 | 12.24 | 98 | -12 | 170 | |||
6 Nov | 24484.05 | 424.4 | 97.40 | 12.03 | 62 | 188 | 188 | |||
5 Nov | 24213.30 | 327 | 38.55 | 12.79 | 129 | 198 | 198 | |||
4 Nov | 23995.35 | 288.45 | -115.40 | 13.76 | 184 | 77 | 136 | |||
1 Nov | 24304.35 | 403.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
31 Oct | 24205.35 | 403.85 | -31.15 | - | 57 | -8 | 58 | |||
30 Oct | 24340.85 | 435 | -50.00 | - | 6 | 66 | 66 | |||
29 Oct | 24466.85 | 485 | 51.00 | - | 14 | 2 | 68 | |||
28 Oct | 24339.15 | 434 | 54.00 | - | 11 | 8 | 66 | |||
25 Oct | 24180.80 | 380 | -110.00 | - | 32 | -1 | 58 | |||
24 Oct | 24399.40 | 490 | -50.45 | - | 15 | -7 | 59 | |||
23 Oct | 24435.50 | 540.45 | -24.90 | - | 10 | 2 | 66 | |||
22 Oct | 24472.10 | 565.35 | -179.65 | - | 66 | 24 | 63 | |||
21 Oct | 24781.10 | 745 | -55.00 | - | 9 | 2 | 38 | |||
18 Oct | 24854.05 | 800 | 77.20 | - | 11 | 3 | 36 | |||
17 Oct | 24749.85 | 722.8 | -197.35 | - | 36 | 10 | 31 | |||
16 Oct | 24971.30 | 920.15 | 0.00 | - | 0 | 0 | 0 | |||
15 Oct | 25057.35 | 920.15 | 9.20 | - | 2 | 0 | 21 | |||
14 Oct | 25127.95 | 910.95 | 0.00 | - | 0 | 0 | 0 | |||
11 Oct | 24964.25 | 910.95 | -55.95 | - | 1 | 0 | 21 | |||
10 Oct | 24998.45 | 966.9 | -72.80 | - | 1 | 0 | 20 | |||
9 Oct | 24981.95 | 1039.7 | 38.00 | - | 1 | 0 | 20 | |||
8 Oct | 25013.15 | 1001.7 | 49.70 | - | 41 | 18 | 20 | |||
7 Oct | 24795.75 | 952 | -1076.90 | - | 2 | 1 | 1 | |||
4 Oct | 25014.60 | 2028.9 | 0.00 | - | 0 | 0 | 0 | |||
3 Oct | 25250.10 | 2028.9 | 0.00 | - | 0 | 0 | 0 | |||
1 Oct | 25796.90 | 2028.9 | 0.00 | - | 0 | 0 | 0 | |||
30 Sept | 25810.85 | 2028.9 | 2028.90 | - | 0 | 0 | 0 | |||
27 Sept | 26173.35 | 0.00 | - | 0 | 0 | 0 |
For Nifty - strike price 24850 expiring on 26DEC2024
Delta for 24850 CE is -
Historical price for 24850 CE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 0.05, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by -6502 which decreased total open position to 24845
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 0.8, which was -1.35 lower than the previous day. The implied volatity was 24.33, the open interest changed by -5490 which decreased total open position to 31262
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 2.15, which was -4.45 lower than the previous day. The implied volatity was 21.97, the open interest changed by -1807 which decreased total open position to 37484
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 6.6, which was -12.15 lower than the previous day. The implied volatity was 19.84, the open interest changed by 19705 which increased total open position to 39194
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 18.75, which was -33.30 lower than the previous day. The implied volatity was 17.12, the open interest changed by 147 which increased total open position to 19611
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 52.05, which was -26.00 lower than the previous day. The implied volatity was 16.40, the open interest changed by -128491 which decreased total open position to 19464
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 78.05, which was -94.10 lower than the previous day. The implied volatity was 15.87, the open interest changed by -72169 which decreased total open position to 16822
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 172.15, which was -55.90 lower than the previous day. The implied volatity was 14.29, the open interest changed by 2989 which increased total open position to 14167
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 228.05, which was 77.00 higher than the previous day. The implied volatity was 11.67, the open interest changed by -113598 which decreased total open position to 11303
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 151.05, which was -42.25 lower than the previous day. The implied volatity was 12.67, the open interest changed by -172854 which decreased total open position to 6613
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 193.3, which was -9.20 lower than the previous day. The implied volatity was 12.41, the open interest changed by -129898 which decreased total open position to 5885
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 202.5, which was -20.35 lower than the previous day. The implied volatity was 12.54, the open interest changed by -98780 which decreased total open position to 4989
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 222.85, which was -42.15 lower than the previous day. The implied volatity was 12.89, the open interest changed by -98 which decreased total open position to 5395
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 265, which was -13.60 lower than the previous day. The implied volatity was 12.44, the open interest changed by -34360 which decreased total open position to 5495
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 278.6, which was 90.65 higher than the previous day. The implied volatity was 11.91, the open interest changed by 1216 which increased total open position to 4578
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 187.95, which was 5.90 higher than the previous day. The implied volatity was 12.14, the open interest changed by 318 which increased total open position to 3344
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 182.05, which was 33.45 higher than the previous day. The implied volatity was 11.78, the open interest changed by -302 which decreased total open position to 3048
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 148.6, which was 33.30 higher than the previous day. The implied volatity was 12.44, the open interest changed by 974 which increased total open position to 3216
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 115.3, which was 16.60 higher than the previous day. The implied volatity was 11.91, the open interest changed by 2177 which increased total open position to 2250
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 98.7, which was -67.30 lower than the previous day. The implied volatity was 12.67, the open interest changed by 1794 which increased total open position to 2087
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 166, which was 17.85 higher than the previous day. The implied volatity was 11.62, the open interest changed by 2 which increased total open position to 935
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 148.15, which was -28.65 lower than the previous day. The implied volatity was 11.67, the open interest changed by -72 which decreased total open position to 933
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 176.8, which was 78.80 higher than the previous day. The implied volatity was 11.82, the open interest changed by 996 which increased total open position to 1017
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 98, which was 61.05 higher than the previous day. The implied volatity was 11.93, the open interest changed by 557 which increased total open position to 578
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 36.95, which was -18.25 lower than the previous day. The implied volatity was 12.52, the open interest changed by 297 which increased total open position to 298
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 55.2, which was 0.60 higher than the previous day. The implied volatity was 12.44, the open interest changed by 455 which increased total open position to 458
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 54.6, which was -26.35 lower than the previous day. The implied volatity was 12.25, the open interest changed by 29 which increased total open position to 418
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 80.95, which was -23.25 lower than the previous day. The implied volatity was 12.21, the open interest changed by 84 which increased total open position to 389
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 104.2, which was -33.80 lower than the previous day. The implied volatity was 12.76, the open interest changed by 312 which increased total open position to 312
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 138, which was -79.05 lower than the previous day. The implied volatity was 11.83, the open interest changed by 303 which increased total open position to 303
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 217.05, which was -24.20 lower than the previous day. The implied volatity was 11.52, the open interest changed by -7 which decreased total open position to 183
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 241.25, which was -51.55 lower than the previous day. The implied volatity was 11.83, the open interest changed by 190 which increased total open position to 190
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 292.8, which was -131.60 lower than the previous day. The implied volatity was 12.24, the open interest changed by -12 which decreased total open position to 170
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 424.4, which was 97.40 higher than the previous day. The implied volatity was 12.03, the open interest changed by 188 which increased total open position to 188
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 327, which was 38.55 higher than the previous day. The implied volatity was 12.79, the open interest changed by 198 which increased total open position to 198
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 288.45, which was -115.40 lower than the previous day. The implied volatity was 13.76, the open interest changed by 77 which increased total open position to 136
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 403.85, 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 403.85, which was -31.15 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 435, which was -50.00 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 485, which was 51.00 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 434, which was 54.00 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 380, which was -110.00 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 490, which was -50.45 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 540.45, which was -24.90 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 565.35, which was -179.65 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 745, which was -55.00 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 800, which was 77.20 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 722.8, which was -197.35 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 920.15, 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 15 Oct NIFTY was trading at 25057.35. The strike last trading price was 920.15, which was 9.20 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 910.95, 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 910.95, which was -55.95 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 966.9, which was -72.80 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 1039.7, which was 38.00 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 1001.7, which was 49.70 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 952, which was -1076.90 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 2028.9, 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 2028.9, 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 2028.9, 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 2028.9, which was 2028.90 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 24850 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 | 1101.95 | 24.90 | - | 856 | -513 | 2,786 |
24 Dec | 23727.65 | 1077.05 | -3.50 | - | 779 | -536 | 3,300 |
23 Dec | 23753.45 | 1080.55 | -133.00 | 18.14 | 406 | -94 | 3,836 |
20 Dec | 23587.50 | 1213.55 | 361.75 | 28.11 | 607 | -150 | 3,934 |
19 Dec | 23951.70 | 851.8 | 211.80 | 15.33 | 1,426 | -31 | 4,088 |
18 Dec | 24198.85 | 640 | 116.05 | 17.19 | 1,349 | -589 | 4,124 |
17 Dec | 24336.00 | 523.95 | 221.45 | 13.73 | 5,546 | -1,376 | 4,716 |
16 Dec | 24668.25 | 302.5 | 89.30 | 14.04 | 12,597 | -500 | 6,096 |
13 Dec | 24768.30 | 213.2 | -141.20 | 11.97 | 13,646 | -23,450 | 6,582 |
12 Dec | 24548.70 | 354.4 | 48.25 | 11.97 | 3,103 | -28,980 | 3,574 |
11 Dec | 24641.80 | 306.15 | -60.40 | 12.16 | 3,587 | -31,474 | 3,865 |
10 Dec | 24610.05 | 366.55 | -7.10 | 14.66 | 1,951 | -34,614 | 3,551 |
9 Dec | 24619.00 | 373.65 | 38.30 | 14.89 | 2,539 | 2,991 | 3,721 |
6 Dec | 24677.80 | 335.35 | -16.65 | 13.54 | 4,013 | -27,367 | 3,873 |
5 Dec | 24708.40 | 352 | -121.80 | 14.78 | 11,490 | 1,656 | 2,690 |
4 Dec | 24467.45 | 473.8 | -15.80 | 14.16 | 2,649 | 485 | 1,033 |
3 Dec | 24457.15 | 489.6 | -77.90 | 14.27 | 710 | 500 | 561 |
2 Dec | 24276.05 | 567.5 | -83.65 | 12.85 | 218 | 234 | 387 |
29 Nov | 24131.10 | 651.15 | -144.50 | 11.55 | 158 | 381 | 434 |
28 Nov | 23914.15 | 795.65 | 240.00 | 12.48 | 166 | 351 | 351 |
27 Nov | 24274.90 | 555.65 | -79.40 | 12.14 | 521 | 337 | 394 |
26 Nov | 24194.50 | 635.05 | 53.10 | 13.05 | 173 | 508 | 538 |
25 Nov | 24221.90 | 581.95 | -320.65 | 12.46 | 795 | 481 | 483 |
22 Nov | 23907.25 | 902.6 | -347.40 | 14.62 | 5 | 168 | 170 |
21 Nov | 23349.90 | 1250 | 0.00 | 0.00 | 0 | 0 | 0 |
19 Nov | 23518.50 | 1250 | 39.40 | 16.25 | 1 | 171 | 171 |
18 Nov | 23453.80 | 1210.6 | 336.50 | 13.96 | 21 | 170 | 170 |
14 Nov | 23532.70 | 874.1 | 0.00 | 0.00 | 0 | 0 | 0 |
13 Nov | 23559.05 | 874.1 | 0.00 | 0.00 | 0 | 0 | 0 |
12 Nov | 23883.45 | 874.1 | 240.15 | 12.74 | 2 | 169 | 169 |
11 Nov | 24141.30 | 633.95 | -88.50 | 11.34 | 3 | 168 | 168 |
8 Nov | 24148.20 | 722.45 | 46.20 | 13.85 | 4 | -1 | 169 |
7 Nov | 24199.35 | 676.25 | 146.65 | 13.98 | 4 | 170 | 170 |
6 Nov | 24484.05 | 529.6 | -202.35 | 14.34 | 78 | 12 | 219 |
5 Nov | 24213.30 | 731.95 | 7.60 | 15.57 | 195 | 165 | 165 |
4 Nov | 23995.35 | 724.35 | 0.00 | 0.00 | 0 | 0 | 0 |
1 Nov | 24304.35 | 724.35 | 0.00 | 0.00 | 0 | 1 | 0 |
31 Oct | 24205.35 | 724.35 | 163.35 | - | 1 | 61 | 61 |
30 Oct | 24340.85 | 561 | 0.00 | - | 0 | -2 | 0 |
29 Oct | 24466.85 | 561 | -85.50 | - | 3 | 63 | 63 |
28 Oct | 24339.15 | 646.5 | -74.25 | - | 1 | 0 | 63 |
25 Oct | 24180.80 | 720.75 | 110.75 | - | 8 | -4 | 63 |
24 Oct | 24399.40 | 610 | 45.90 | - | 8 | 0 | 67 |
23 Oct | 24435.50 | 564.1 | -29.50 | - | 19 | -1 | 68 |
22 Oct | 24472.10 | 593.6 | 150.75 | - | 252 | 57 | 72 |
21 Oct | 24781.10 | 442.85 | 43.85 | - | 40 | 14 | 15 |
18 Oct | 24854.05 | 399 | 32.80 | - | 22 | -2 | 2 |
17 Oct | 24749.85 | 366.2 | 0.00 | - | 0 | 0 | 0 |
16 Oct | 24971.30 | 366.2 | 0.00 | - | 0 | 1 | 0 |
15 Oct | 25057.35 | 366.2 | -54.65 | - | 9 | 3 | 6 |
14 Oct | 25127.95 | 420.85 | 0.00 | - | 0 | 1 | 0 |
11 Oct | 24964.25 | 420.85 | 9.40 | - | 3 | 1 | 3 |
10 Oct | 24998.45 | 411.45 | 196.75 | - | 2 | 1 | 1 |
9 Oct | 24981.95 | 214.7 | 0.00 | - | 0 | 0 | 0 |
8 Oct | 25013.15 | 214.7 | 0.00 | - | 0 | 0 | 0 |
7 Oct | 24795.75 | 214.7 | 0.00 | - | 0 | 0 | 0 |
4 Oct | 25014.60 | 214.7 | 0.00 | - | 0 | 0 | 0 |
3 Oct | 25250.10 | 214.7 | 0.00 | - | 0 | 0 | 0 |
1 Oct | 25796.90 | 214.7 | 0.00 | - | 0 | 0 | 0 |
30 Sept | 25810.85 | 214.7 | 0.00 | - | 0 | 0 | 0 |
27 Sept | 26173.35 | 214.70 | - | 0 | 0 | 0 |
For Nifty - strike price 24850 expiring on 26DEC2024
Delta for 24850 PE is -
Historical price for 24850 PE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 1101.95, which was 24.90 higher than the previous day. The implied volatity was -, the open interest changed by -513 which decreased total open position to 2786
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 1077.05, which was -3.50 lower than the previous day. The implied volatity was -, the open interest changed by -536 which decreased total open position to 3300
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 1080.55, which was -133.00 lower than the previous day. The implied volatity was 18.14, the open interest changed by -94 which decreased total open position to 3836
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 1213.55, which was 361.75 higher than the previous day. The implied volatity was 28.11, the open interest changed by -150 which decreased total open position to 3934
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 851.8, which was 211.80 higher than the previous day. The implied volatity was 15.33, the open interest changed by -31 which decreased total open position to 4088
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 640, which was 116.05 higher than the previous day. The implied volatity was 17.19, the open interest changed by -589 which decreased total open position to 4124
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 523.95, which was 221.45 higher than the previous day. The implied volatity was 13.73, the open interest changed by -1376 which decreased total open position to 4716
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 302.5, which was 89.30 higher than the previous day. The implied volatity was 14.04, the open interest changed by -500 which decreased total open position to 6096
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 213.2, which was -141.20 lower than the previous day. The implied volatity was 11.97, the open interest changed by -23450 which decreased total open position to 6582
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 354.4, which was 48.25 higher than the previous day. The implied volatity was 11.97, the open interest changed by -28980 which decreased total open position to 3574
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 306.15, which was -60.40 lower than the previous day. The implied volatity was 12.16, the open interest changed by -31474 which decreased total open position to 3865
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 366.55, which was -7.10 lower than the previous day. The implied volatity was 14.66, the open interest changed by -34614 which decreased total open position to 3551
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 373.65, which was 38.30 higher than the previous day. The implied volatity was 14.89, the open interest changed by 2991 which increased total open position to 3721
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 335.35, which was -16.65 lower than the previous day. The implied volatity was 13.54, the open interest changed by -27367 which decreased total open position to 3873
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 352, which was -121.80 lower than the previous day. The implied volatity was 14.78, the open interest changed by 1656 which increased total open position to 2690
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 473.8, which was -15.80 lower than the previous day. The implied volatity was 14.16, the open interest changed by 485 which increased total open position to 1033
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 489.6, which was -77.90 lower than the previous day. The implied volatity was 14.27, the open interest changed by 500 which increased total open position to 561
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 567.5, which was -83.65 lower than the previous day. The implied volatity was 12.85, the open interest changed by 234 which increased total open position to 387
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 651.15, which was -144.50 lower than the previous day. The implied volatity was 11.55, the open interest changed by 381 which increased total open position to 434
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 795.65, which was 240.00 higher than the previous day. The implied volatity was 12.48, the open interest changed by 351 which increased total open position to 351
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 555.65, which was -79.40 lower than the previous day. The implied volatity was 12.14, the open interest changed by 337 which increased total open position to 394
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 635.05, which was 53.10 higher than the previous day. The implied volatity was 13.05, the open interest changed by 508 which increased total open position to 538
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 581.95, which was -320.65 lower than the previous day. The implied volatity was 12.46, the open interest changed by 481 which increased total open position to 483
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 902.6, which was -347.40 lower than the previous day. The implied volatity was 14.62, the open interest changed by 168 which increased total open position to 170
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 1250, 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 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1250, which was 39.40 higher than the previous day. The implied volatity was 16.25, the open interest changed by 171 which increased total open position to 171
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1210.6, which was 336.50 higher than the previous day. The implied volatity was 13.96, the open interest changed by 170 which increased total open position to 170
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 874.1, 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 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 874.1, 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 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 874.1, which was 240.15 higher than the previous day. The implied volatity was 12.74, the open interest changed by 169 which increased total open position to 169
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 633.95, which was -88.50 lower than the previous day. The implied volatity was 11.34, the open interest changed by 168 which increased total open position to 168
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 722.45, which was 46.20 higher than the previous day. The implied volatity was 13.85, the open interest changed by -1 which decreased total open position to 169
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 676.25, which was 146.65 higher than the previous day. The implied volatity was 13.98, the open interest changed by 170 which increased total open position to 170
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 529.6, which was -202.35 lower than the previous day. The implied volatity was 14.34, the open interest changed by 12 which increased total open position to 219
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 731.95, which was 7.60 higher than the previous day. The implied volatity was 15.57, the open interest changed by 165 which increased total open position to 165
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 724.35, 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 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 724.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 724.35, which was 163.35 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 561, 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 561, 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 28 Oct NIFTY was trading at 24339.15. The strike last trading price was 646.5, which was -74.25 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 720.75, which was 110.75 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 610, which was 45.90 higher 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 564.1, which was -29.50 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 593.6, which was 150.75 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 442.85, which was 43.85 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 399, which was 32.80 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 366.2, 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 16 Oct NIFTY was trading at 24971.30. The strike last trading price was 366.2, 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 15 Oct NIFTY was trading at 25057.35. The strike last trading price was 366.2, which was -54.65 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 420.85, 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 420.85, which was 9.40 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 411.45, which was 196.75 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 214.7, 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 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 214.7, 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 214.7, 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 4 Oct NIFTY was trading at 25014.60. The strike last trading price was 214.7, 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 214.7, 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 214.7, 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 214.7, 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 214.70, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to