NIFTY
Nifty
Historical option data for NIFTY
26 Dec 2024 03:41 PM IST
NIFTY 26DEC2024 24900 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 | -0.65 | - | 5,52,022 | -22,479 | 57,536 | |||
24 Dec | 23727.65 | 0.7 | -1.35 | 24.93 | 3,73,138 | -36,655 | 81,513 | |||
23 Dec | 23753.45 | 2.05 | -3.60 | 22.68 | 7,15,410 | 5,782 | 1,18,477 | |||
20 Dec | 23587.50 | 5.65 | -10.15 | 20.01 | 9,32,831 | 34,264 | 1,13,738 | |||
19 Dec | 23951.70 | 15.8 | -32.30 | 17.19 | 4,20,000 | -54,073 | 80,409 | |||
18 Dec | 24198.85 | 48.1 | -19.20 | 16.83 | 1,88,427 | -76,430 | 1,34,684 | |||
17 Dec | 24336.00 | 67.3 | -86.90 | 15.83 | 2,14,869 | 8,009 | 1,29,604 | |||
16 Dec | 24668.25 | 154.2 | -49.80 | 14.38 | 1,19,232 | 34,191 | 1,23,825 | |||
13 Dec | 24768.30 | 204 | 71.50 | 11.70 | 3,03,259 | 44,600 | 1,16,562 | |||
12 Dec | 24548.70 | 132.5 | -40.50 | 12.59 | 81,053 | 23,021 | 72,458 | |||
11 Dec | 24641.80 | 173 | -9.85 | 12.40 | 31,281 | -1,47,392 | 45,397 | |||
10 Dec | 24610.05 | 182.85 | -18.90 | 12.57 | 46,491 | 33,277 | 43,041 | |||
9 Dec | 24619.00 | 201.75 | -36.25 | 12.87 | 47,788 | -63,147 | 28,407 | |||
6 Dec | 24677.80 | 238 | -15.90 | 12.26 | 33,072 | 1,669 | 21,725 | |||
5 Dec | 24708.40 | 253.9 | 83.90 | 11.85 | 72,088 | -20,052 | 20,519 | |||
4 Dec | 24467.45 | 170 | 8.00 | 12.12 | 37,635 | -4,380 | 19,702 | |||
3 Dec | 24457.15 | 162 | 29.00 | 11.65 | 32,270 | 4,464 | 20,813 | |||
2 Dec | 24276.05 | 133 | 30.45 | 12.37 | 40,474 | 19,143 | 19,585 | |||
29 Nov | 24131.10 | 102.55 | 15.55 | 11.85 | 34,910 | 14,345 | 17,675 | |||
28 Nov | 23914.15 | 87 | -59.00 | 12.55 | 45,370 | -12,642 | 15,877 | |||
27 Nov | 24274.90 | 146 | 14.70 | 11.41 | 17,083 | 12,595 | 12,705 | |||
26 Nov | 24194.50 | 131.3 | -30.65 | 11.53 | 13,029 | 11,886 | 11,923 | |||
25 Nov | 24221.90 | 161.95 | 72.45 | 11.84 | 26,483 | 11,024 | 11,036 | |||
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22 Nov | 23907.25 | 89.5 | 59.45 | 11.96 | 20,573 | 9,388 | 9,400 | |||
21 Nov | 23349.90 | 30.05 | -17.40 | 12.24 | 11,647 | -429 | 8,763 | |||
19 Nov | 23518.50 | 47.45 | -2.60 | 12.27 | 16,697 | 348 | 9,215 | |||
18 Nov | 23453.80 | 50.05 | -17.60 | 12.30 | 17,725 | 8,598 | 8,861 | |||
14 Nov | 23532.70 | 67.65 | -31.95 | 11.87 | 8,916 | 6,573 | 6,690 | |||
13 Nov | 23559.05 | 99.6 | -25.40 | 12.94 | 14,338 | 5,897 | 6,010 | |||
12 Nov | 23883.45 | 125 | -74.55 | 11.75 | 5,031 | 4,124 | 4,124 | |||
11 Nov | 24141.30 | 199.55 | -17.90 | 11.46 | 2,728 | 3,286 | 3,286 | |||
8 Nov | 24148.20 | 217.45 | -54.95 | 11.59 | 3,614 | 2,994 | 3,003 | |||
7 Nov | 24199.35 | 272.4 | -135.35 | 12.17 | 1,321 | 1,458 | 1,467 | |||
6 Nov | 24484.05 | 407.75 | 97.60 | 12.21 | 2,174 | 268 | 1,443 | |||
5 Nov | 24213.30 | 310.15 | 44.55 | 12.84 | 998 | 1,184 | 1,188 | |||
4 Nov | 23995.35 | 265.6 | -103.10 | 13.55 | 1,366 | 378 | 1,302 | |||
1 Nov | 24304.35 | 368.7 | -14.30 | 12.57 | 114 | 29 | 924 | |||
31 Oct | 24205.35 | 383 | -41.70 | - | 463 | 870 | 870 | |||
30 Oct | 24340.85 | 424.7 | -37.30 | - | 208 | 920 | 920 | |||
29 Oct | 24466.85 | 462 | 53.35 | - | 122 | 894 | 894 | |||
28 Oct | 24339.15 | 408.65 | 43.65 | - | 279 | 72 | 908 | |||
25 Oct | 24180.80 | 365 | -114.50 | - | 1,063 | 210 | 836 | |||
24 Oct | 24399.40 | 479.5 | -28.70 | - | 226 | 23 | 622 | |||
23 Oct | 24435.50 | 508.2 | -30.25 | - | 257 | 24 | 593 | |||
22 Oct | 24472.10 | 538.45 | -116.55 | - | 447 | 184 | 569 | |||
21 Oct | 24781.10 | 655 | -113.00 | - | 504 | 106 | 384 | |||
18 Oct | 24854.05 | 768 | 58.00 | - | 207 | 25 | 279 | |||
17 Oct | 24749.85 | 710 | -120.00 | - | 165 | 69 | 256 | |||
16 Oct | 24971.30 | 830 | -120.00 | - | 28 | 12 | 186 | |||
15 Oct | 25057.35 | 950 | 0.00 | - | 2 | -1 | 174 | |||
14 Oct | 25127.95 | 950 | 59.25 | - | 7 | 1 | 181 | |||
11 Oct | 24964.25 | 890.75 | -40.35 | - | 174 | 2 | 180 | |||
10 Oct | 24998.45 | 931.1 | -24.15 | - | 22 | 17 | 181 | |||
9 Oct | 24981.95 | 955.25 | 5.25 | - | 113 | 71 | 164 | |||
8 Oct | 25013.15 | 950 | 65.00 | - | 77 | 26 | 91 | |||
7 Oct | 24795.75 | 885 | -1104.85 | - | 211 | 65 | 65 | |||
4 Oct | 25014.60 | 1989.85 | 0.00 | - | 0 | 0 | 0 | |||
3 Oct | 25250.10 | 1989.85 | 0.00 | - | 0 | 0 | 0 | |||
1 Oct | 25796.90 | 1989.85 | 0.00 | - | 0 | 0 | 0 | |||
30 Sept | 25810.85 | 1989.85 | 0.00 | - | 0 | 0 | 0 | |||
27 Sept | 26173.35 | 1989.85 | - | 0 | 0 | 0 |
For Nifty - strike price 24900 expiring on 26DEC2024
Delta for 24900 CE is -
Historical price for 24900 CE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 0.05, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by -22479 which decreased total open position to 57536
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 0.7, which was -1.35 lower than the previous day. The implied volatity was 24.93, the open interest changed by -36655 which decreased total open position to 81513
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 2.05, which was -3.60 lower than the previous day. The implied volatity was 22.68, the open interest changed by 5782 which increased total open position to 118477
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 5.65, which was -10.15 lower than the previous day. The implied volatity was 20.01, the open interest changed by 34264 which increased total open position to 113738
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 15.8, which was -32.30 lower than the previous day. The implied volatity was 17.19, the open interest changed by -54073 which decreased total open position to 80409
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 48.1, which was -19.20 lower than the previous day. The implied volatity was 16.83, the open interest changed by -76430 which decreased total open position to 134684
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 67.3, which was -86.90 lower than the previous day. The implied volatity was 15.83, the open interest changed by 8009 which increased total open position to 129604
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 154.2, which was -49.80 lower than the previous day. The implied volatity was 14.38, the open interest changed by 34191 which increased total open position to 123825
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 204, which was 71.50 higher than the previous day. The implied volatity was 11.70, the open interest changed by 44600 which increased total open position to 116562
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 132.5, which was -40.50 lower than the previous day. The implied volatity was 12.59, the open interest changed by 23021 which increased total open position to 72458
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 173, which was -9.85 lower than the previous day. The implied volatity was 12.40, the open interest changed by -147392 which decreased total open position to 45397
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 182.85, which was -18.90 lower than the previous day. The implied volatity was 12.57, the open interest changed by 33277 which increased total open position to 43041
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 201.75, which was -36.25 lower than the previous day. The implied volatity was 12.87, the open interest changed by -63147 which decreased total open position to 28407
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 238, which was -15.90 lower than the previous day. The implied volatity was 12.26, the open interest changed by 1669 which increased total open position to 21725
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 253.9, which was 83.90 higher than the previous day. The implied volatity was 11.85, the open interest changed by -20052 which decreased total open position to 20519
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 170, which was 8.00 higher than the previous day. The implied volatity was 12.12, the open interest changed by -4380 which decreased total open position to 19702
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 162, which was 29.00 higher than the previous day. The implied volatity was 11.65, the open interest changed by 4464 which increased total open position to 20813
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 133, which was 30.45 higher than the previous day. The implied volatity was 12.37, the open interest changed by 19143 which increased total open position to 19585
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 102.55, which was 15.55 higher than the previous day. The implied volatity was 11.85, the open interest changed by 14345 which increased total open position to 17675
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 87, which was -59.00 lower than the previous day. The implied volatity was 12.55, the open interest changed by -12642 which decreased total open position to 15877
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 146, which was 14.70 higher than the previous day. The implied volatity was 11.41, the open interest changed by 12595 which increased total open position to 12705
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 131.3, which was -30.65 lower than the previous day. The implied volatity was 11.53, the open interest changed by 11886 which increased total open position to 11923
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 161.95, which was 72.45 higher than the previous day. The implied volatity was 11.84, the open interest changed by 11024 which increased total open position to 11036
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 89.5, which was 59.45 higher than the previous day. The implied volatity was 11.96, the open interest changed by 9388 which increased total open position to 9400
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 30.05, which was -17.40 lower than the previous day. The implied volatity was 12.24, the open interest changed by -429 which decreased total open position to 8763
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 47.45, which was -2.60 lower than the previous day. The implied volatity was 12.27, the open interest changed by 348 which increased total open position to 9215
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 50.05, which was -17.60 lower than the previous day. The implied volatity was 12.30, the open interest changed by 8598 which increased total open position to 8861
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 67.65, which was -31.95 lower than the previous day. The implied volatity was 11.87, the open interest changed by 6573 which increased total open position to 6690
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 99.6, which was -25.40 lower than the previous day. The implied volatity was 12.94, the open interest changed by 5897 which increased total open position to 6010
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 125, which was -74.55 lower than the previous day. The implied volatity was 11.75, the open interest changed by 4124 which increased total open position to 4124
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 199.55, which was -17.90 lower than the previous day. The implied volatity was 11.46, the open interest changed by 3286 which increased total open position to 3286
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 217.45, which was -54.95 lower than the previous day. The implied volatity was 11.59, the open interest changed by 2994 which increased total open position to 3003
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 272.4, which was -135.35 lower than the previous day. The implied volatity was 12.17, the open interest changed by 1458 which increased total open position to 1467
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 407.75, which was 97.60 higher than the previous day. The implied volatity was 12.21, the open interest changed by 268 which increased total open position to 1443
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 310.15, which was 44.55 higher than the previous day. The implied volatity was 12.84, the open interest changed by 1184 which increased total open position to 1188
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 265.6, which was -103.10 lower than the previous day. The implied volatity was 13.55, the open interest changed by 378 which increased total open position to 1302
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 368.7, which was -14.30 lower than the previous day. The implied volatity was 12.57, the open interest changed by 29 which increased total open position to 924
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 383, which was -41.70 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 424.7, which was -37.30 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 462, which was 53.35 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 408.65, which was 43.65 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 365, which was -114.50 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 479.5, which was -28.70 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 508.2, which was -30.25 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 538.45, which was -116.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct NIFTY was trading at 24781.10. The strike last trading price was 655, which was -113.00 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 768, which was 58.00 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 710, which was -120.00 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 830, which was -120.00 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 950, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct NIFTY was trading at 25127.95. The strike last trading price was 950, which was 59.25 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 890.75, which was -40.35 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 931.1, which was -24.15 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 955.25, which was 5.25 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 950, which was 65.00 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 885, which was -1104.85 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 1989.85, 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 3 Oct NIFTY was trading at 25250.10. The strike last trading price was 1989.85, 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 1 Oct NIFTY was trading at 25796.90. The strike last trading price was 1989.85, 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 30 Sept NIFTY was trading at 25810.85. The strike last trading price was 1989.85, 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 27 Sept NIFTY was trading at 26173.35. The strike last trading price was 1989.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
NIFTY 26DEC2024 24900 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 | 1151.9 | 22.35 | - | 3,635 | -885 | 8,510 |
24 Dec | 23727.65 | 1129.55 | -2.00 | - | 1,362 | -372 | 9,395 |
23 Dec | 23753.45 | 1131.55 | -131.30 | 21.71 | 1,762 | -444 | 9,771 |
20 Dec | 23587.50 | 1262.85 | 372.15 | 28.82 | 2,528 | 3,284 | 10,217 |
19 Dec | 23951.70 | 890.7 | 209.70 | 9.78 | 5,096 | 2,223 | 10,901 |
18 Dec | 24198.85 | 681 | 111.20 | 17.24 | 8,839 | 1,181 | 12,764 |
17 Dec | 24336.00 | 569.8 | 236.40 | 14.27 | 18,674 | -8,799 | 16,411 |
16 Dec | 24668.25 | 333.4 | 95.50 | 14.08 | 30,342 | 475 | 19,934 |
13 Dec | 24768.30 | 237.9 | -146.80 | 11.92 | 34,575 | 2,335 | 17,064 |
12 Dec | 24548.70 | 384.7 | 52.65 | 11.80 | 11,105 | -6,445 | 12,065 |
11 Dec | 24641.80 | 332.05 | -64.95 | 11.96 | 11,689 | -5,549 | 11,099 |
10 Dec | 24610.05 | 397 | -4.55 | 14.74 | 11,377 | -8,588 | 10,176 |
9 Dec | 24619.00 | 401.55 | 39.60 | 14.86 | 15,170 | 7,426 | 8,686 |
6 Dec | 24677.80 | 361.95 | -8.55 | 13.53 | 20,023 | -34,959 | 8,827 |
5 Dec | 24708.40 | 370.5 | -135.50 | 14.47 | 31,101 | 5,395 | 7,565 |
4 Dec | 24467.45 | 506 | -14.00 | 14.20 | 5,052 | 3,786 | 3,800 |
3 Dec | 24457.15 | 520 | -80.25 | 14.23 | 1,028 | 2,183 | 2,822 |
2 Dec | 24276.05 | 600.25 | -87.30 | 12.73 | 1,042 | 2,047 | 2,666 |
29 Nov | 24131.10 | 687.55 | -151.10 | 11.44 | 928 | 2,390 | 2,391 |
28 Nov | 23914.15 | 838.65 | 248.00 | 12.63 | 1,746 | 2,296 | 2,300 |
27 Nov | 24274.90 | 590.65 | -100.45 | 12.18 | 1,934 | 2,185 | 2,186 |
26 Nov | 24194.50 | 691.1 | 74.50 | 13.92 | 597 | 1,269 | 1,269 |
25 Nov | 24221.90 | 616.6 | -332.80 | 12.49 | 1,683 | 1,148 | 1,148 |
22 Nov | 23907.25 | 949.4 | -450.60 | 15.00 | 376 | 836 | 836 |
21 Nov | 23349.90 | 1400 | 122.65 | 16.23 | 65 | 589 | 589 |
19 Nov | 23518.50 | 1277.35 | -7.65 | 15.53 | 142 | 595 | 595 |
18 Nov | 23453.80 | 1285 | 98.40 | 15.69 | 73 | 606 | 606 |
14 Nov | 23532.70 | 1186.6 | 57.35 | 14.85 | 41 | 608 | 608 |
13 Nov | 23559.05 | 1129.25 | 186.75 | 13.94 | 171 | 613 | 613 |
12 Nov | 23883.45 | 942.5 | 228.40 | 13.90 | 184 | -13 | 626 |
11 Nov | 24141.30 | 714.1 | -5.85 | 12.85 | 171 | 639 | 639 |
8 Nov | 24148.20 | 719.95 | 1.55 | 12.79 | 134 | 1 | 544 |
7 Nov | 24199.35 | 718.4 | 169.40 | 14.32 | 236 | 78 | 543 |
6 Nov | 24484.05 | 549 | -214.10 | 14.16 | 689 | -25 | 465 |
5 Nov | 24213.30 | 763.1 | -137.70 | 15.61 | 95 | 490 | 490 |
4 Nov | 23995.35 | 900.8 | 170.80 | 15.87 | 361 | 53 | 472 |
1 Nov | 24304.35 | 730 | 5.00 | 16.12 | 4 | 0 | 423 |
31 Oct | 24205.35 | 725 | 57.00 | - | 56 | -2 | 423 |
30 Oct | 24340.85 | 668 | 67.50 | - | 38 | 423 | 423 |
29 Oct | 24466.85 | 600.5 | -36.40 | - | 258 | 6 | 409 |
28 Oct | 24339.15 | 636.9 | -111.10 | - | 76 | 2 | 402 |
25 Oct | 24180.80 | 748 | 134.60 | - | 105 | -2 | 400 |
24 Oct | 24399.40 | 613.4 | -22.10 | - | 78 | -37 | 403 |
23 Oct | 24435.50 | 635.5 | 20.90 | - | 308 | 9 | 441 |
22 Oct | 24472.10 | 614.6 | 116.60 | - | 222 | 8 | 436 |
21 Oct | 24781.10 | 498 | 77.00 | - | 395 | -40 | 428 |
18 Oct | 24854.05 | 421 | -55.95 | - | 371 | 59 | 468 |
17 Oct | 24749.85 | 476.95 | 69.70 | - | 435 | -5 | 409 |
16 Oct | 24971.30 | 407.25 | 17.60 | - | 355 | 14 | 413 |
15 Oct | 25057.35 | 389.65 | 34.65 | - | 16 | 10 | 399 |
14 Oct | 25127.95 | 355 | -78.00 | - | 103 | 3 | 389 |
11 Oct | 24964.25 | 433 | 17.10 | - | 81 | 27 | 386 |
10 Oct | 24998.45 | 415.9 | -37.90 | - | 18 | 5 | 360 |
9 Oct | 24981.95 | 453.8 | 19.90 | - | 39 | 3 | 355 |
8 Oct | 25013.15 | 433.9 | -57.80 | - | 39 | -4 | 351 |
7 Oct | 24795.75 | 491.7 | 48.20 | - | 253 | 21 | 357 |
4 Oct | 25014.60 | 443.5 | 113.00 | - | 62 | 8 | 336 |
3 Oct | 25250.10 | 330.5 | 115.30 | - | 66 | 12 | 328 |
1 Oct | 25796.90 | 215.2 | -27.75 | - | 191 | 124 | 316 |
30 Sept | 25810.85 | 242.95 | 46.95 | - | 171 | 155 | 196 |
27 Sept | 26173.35 | 196.00 | - | 43 | 40 | 40 |
For Nifty - strike price 24900 expiring on 26DEC2024
Delta for 24900 PE is -
Historical price for 24900 PE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 1151.9, which was 22.35 higher than the previous day. The implied volatity was -, the open interest changed by -885 which decreased total open position to 8510
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 1129.55, which was -2.00 lower than the previous day. The implied volatity was -, the open interest changed by -372 which decreased total open position to 9395
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 1131.55, which was -131.30 lower than the previous day. The implied volatity was 21.71, the open interest changed by -444 which decreased total open position to 9771
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 1262.85, which was 372.15 higher than the previous day. The implied volatity was 28.82, the open interest changed by 3284 which increased total open position to 10217
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 890.7, which was 209.70 higher than the previous day. The implied volatity was 9.78, the open interest changed by 2223 which increased total open position to 10901
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 681, which was 111.20 higher than the previous day. The implied volatity was 17.24, the open interest changed by 1181 which increased total open position to 12764
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 569.8, which was 236.40 higher than the previous day. The implied volatity was 14.27, the open interest changed by -8799 which decreased total open position to 16411
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 333.4, which was 95.50 higher than the previous day. The implied volatity was 14.08, the open interest changed by 475 which increased total open position to 19934
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 237.9, which was -146.80 lower than the previous day. The implied volatity was 11.92, the open interest changed by 2335 which increased total open position to 17064
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 384.7, which was 52.65 higher than the previous day. The implied volatity was 11.80, the open interest changed by -6445 which decreased total open position to 12065
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 332.05, which was -64.95 lower than the previous day. The implied volatity was 11.96, the open interest changed by -5549 which decreased total open position to 11099
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 397, which was -4.55 lower than the previous day. The implied volatity was 14.74, the open interest changed by -8588 which decreased total open position to 10176
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 401.55, which was 39.60 higher than the previous day. The implied volatity was 14.86, the open interest changed by 7426 which increased total open position to 8686
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 361.95, which was -8.55 lower than the previous day. The implied volatity was 13.53, the open interest changed by -34959 which decreased total open position to 8827
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 370.5, which was -135.50 lower than the previous day. The implied volatity was 14.47, the open interest changed by 5395 which increased total open position to 7565
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 506, which was -14.00 lower than the previous day. The implied volatity was 14.20, the open interest changed by 3786 which increased total open position to 3800
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 520, which was -80.25 lower than the previous day. The implied volatity was 14.23, the open interest changed by 2183 which increased total open position to 2822
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 600.25, which was -87.30 lower than the previous day. The implied volatity was 12.73, the open interest changed by 2047 which increased total open position to 2666
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 687.55, which was -151.10 lower than the previous day. The implied volatity was 11.44, the open interest changed by 2390 which increased total open position to 2391
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 838.65, which was 248.00 higher than the previous day. The implied volatity was 12.63, the open interest changed by 2296 which increased total open position to 2300
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 590.65, which was -100.45 lower than the previous day. The implied volatity was 12.18, the open interest changed by 2185 which increased total open position to 2186
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 691.1, which was 74.50 higher than the previous day. The implied volatity was 13.92, the open interest changed by 1269 which increased total open position to 1269
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 616.6, which was -332.80 lower than the previous day. The implied volatity was 12.49, the open interest changed by 1148 which increased total open position to 1148
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 949.4, which was -450.60 lower than the previous day. The implied volatity was 15.00, the open interest changed by 836 which increased total open position to 836
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 1400, which was 122.65 higher than the previous day. The implied volatity was 16.23, the open interest changed by 589 which increased total open position to 589
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1277.35, which was -7.65 lower than the previous day. The implied volatity was 15.53, the open interest changed by 595 which increased total open position to 595
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1285, which was 98.40 higher than the previous day. The implied volatity was 15.69, the open interest changed by 606 which increased total open position to 606
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1186.6, which was 57.35 higher than the previous day. The implied volatity was 14.85, the open interest changed by 608 which increased total open position to 608
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 1129.25, which was 186.75 higher than the previous day. The implied volatity was 13.94, the open interest changed by 613 which increased total open position to 613
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 942.5, which was 228.40 higher than the previous day. The implied volatity was 13.90, the open interest changed by -13 which decreased total open position to 626
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 714.1, which was -5.85 lower than the previous day. The implied volatity was 12.85, the open interest changed by 639 which increased total open position to 639
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 719.95, which was 1.55 higher than the previous day. The implied volatity was 12.79, the open interest changed by 1 which increased total open position to 544
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 718.4, which was 169.40 higher than the previous day. The implied volatity was 14.32, the open interest changed by 78 which increased total open position to 543
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 549, which was -214.10 lower than the previous day. The implied volatity was 14.16, the open interest changed by -25 which decreased total open position to 465
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 763.1, which was -137.70 lower than the previous day. The implied volatity was 15.61, the open interest changed by 490 which increased total open position to 490
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 900.8, which was 170.80 higher than the previous day. The implied volatity was 15.87, the open interest changed by 53 which increased total open position to 472
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 730, which was 5.00 higher than the previous day. The implied volatity was 16.12, the open interest changed by 0 which decreased total open position to 423
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 725, which was 57.00 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 668, which was 67.50 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 600.5, which was -36.40 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 636.9, which was -111.10 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 748, which was 134.60 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 613.4, which was -22.10 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 635.5, which was 20.90 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 614.6, which was 116.60 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 498, which was 77.00 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 421, 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 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 476.95, which was 69.70 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 407.25, which was 17.60 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 389.65, which was 34.65 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 355, which was -78.00 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 433, which was 17.10 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 415.9, which was -37.90 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 453.8, which was 19.90 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 433.9, which was -57.80 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 491.7, which was 48.20 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 443.5, which was 113.00 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 330.5, which was 115.30 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 215.2, which was -27.75 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 242.95, which was 46.95 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 196.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to