NIFTY
Nifty
Historical option data for NIFTY
20 Dec 2024 04:11 PM IST
| NIFTY 26DEC2024 24950 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 1.57
Theta: -2.79
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 23587.50 | 4.9 | -9.60 | 20.21 | 1,64,073 | -36,763.667 | 10,789 | |||
| 19 Dec | 23951.70 | 14.5 | -29.05 | 17.59 | 33,647 | -33,323.333 | 6,515.333 | |||
| 18 Dec | 24198.85 | 43.55 | -15.10 | 17.14 | 17,125.667 | -30,057.667 | 3,946 | |||
| 17 Dec | 24336.00 | 58.65 | -75.35 | 15.88 | 17,176 | 278.667 | 4,037.667 | |||
| 16 Dec | 24668.25 | 134 | -44.45 | 14.22 | 8,708.333 | -7,984 | 3,733.667 | |||
| 13 Dec | 24768.30 | 178.45 | 63.40 | 11.54 | 20,006 | -2,667.667 | 3,203.667 | |||
| 12 Dec | 24548.70 | 115.05 | -35.80 | 12.46 | 3,866 | -1,409.333 | 2,202.667 | |||
| 11 Dec | 24641.80 | 150.85 | -11.65 | 12.21 | 1,849.667 | 238.667 | 1,930.333 | |||
| 10 Dec | 24610.05 | 162.5 | -18.00 | 12.48 | 2,461.667 | 844.667 | 1,738.667 | |||
| 9 Dec | 24619.00 | 180.5 | -36.20 | 12.78 | 2,363.667 | -12,291.667 | 1,578.667 | |||
| 6 Dec | 24677.80 | 216.7 | -13.75 | 12.25 | 2,489.333 | 1,437.667 | 1,626 | |||
| 5 Dec | 24708.40 | 230.45 | 77.45 | 11.80 | 5,259 | -1,284.667 | 1,514.333 | |||
| 4 Dec | 24467.45 | 153 | 7.90 | 12.09 | 2,553.333 | -1,030 | 1,286.667 | |||
| 3 Dec | 24457.15 | 145.1 | 26.10 | 11.61 | 1,489.333 | 102.667 | 1,158.667 | |||
| 2 Dec | 24276.05 | 119 | 23.45 | 12.32 | 2,149.333 | -248 | 1,056.333 | |||
| 29 Nov | 24131.10 | 95.55 | 20.55 | 12.03 | 1,908 | 54.667 | 804.333 | |||
| 28 Nov | 23914.15 | 75 | -58.85 | 12.36 | 2,646.333 | 555.667 | 747.333 | |||
| 27 Nov | 24274.90 | 133.85 | 16.55 | 11.48 | 929.667 | 375.667 | 479.333 | |||
| 26 Nov | 24194.50 | 117.3 | -26.05 | 11.46 | 535.333 | 444.333 | 477.333 | |||
| 25 Nov | 24221.90 | 143.35 | 61.50 | 11.65 | 1,132 | 415 | 428 | |||
| 22 Nov | 23907.25 | 81.85 | 51.00 | 12.01 | 325.333 | 232 | 245 | |||
| 21 Nov | 23349.90 | 30.85 | -13.85 | 12.65 | 636.333 | -60 | 194.667 | |||
| 19 Nov | 23518.50 | 44.7 | -0.45 | 12.43 | 392 | 241.667 | 245.667 | |||
| 18 Nov | 23453.80 | 45.15 | -18.95 | 12.31 | 838.333 | 235.667 | 239.667 | |||
| 14 Nov | 23532.70 | 64.1 | -24.15 | 12.03 | 102 | 138.667 | 138.667 | |||
| 13 Nov | 23559.05 | 88.25 | -30.75 | 12.78 | 484.667 | 144 | 144 | |||
| 12 Nov | 23883.45 | 119 | -67.70 | 11.92 | 135.333 | 148 | 148 | |||
| 11 Nov | 24141.30 | 186.7 | -38.30 | 11.53 | 42.667 | 114.667 | 114.667 | |||
| 8 Nov | 24148.20 | 225 | -35.75 | 12.32 | 3 | 0 | 108.333 | |||
| 7 Nov | 24199.35 | 260.75 | -115.05 | 12.34 | 16 | 4 | 108 | |||
| 6 Nov | 24484.05 | 375.8 | 92.60 | 11.95 | 159.667 | 105 | 105.333 | |||
| 5 Nov | 24213.30 | 283.2 | 23.70 | 12.58 | 7 | 66 | 66.333 | |||
| 4 Nov | 23995.35 | 259.5 | -166.15 | 13.84 | 81 | 50.667 | 66.667 | |||
| 1 Nov | 24304.35 | 425.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 24205.35 | 425.65 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 24340.85 | 425.65 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 24466.85 | 425.65 | 12.60 | - | 0.667 | 0.333 | 16.333 | |||
| 28 Oct | 24339.15 | 413.05 | -26.95 | - | 0.333 | 15.667 | 15.667 | |||
| 25 Oct | 24180.80 | 440 | 0.00 | - | 0 | 0.333 | 0 | |||
| 24 Oct | 24399.40 | 440 | -41.05 | - | 0.667 | 0.333 | 15.667 | |||
| 23 Oct | 24435.50 | 481.05 | -33.35 | - | 2 | 0 | 15.667 | |||
| 22 Oct | 24472.10 | 514.4 | -146.95 | - | 4.667 | 1 | 15.667 | |||
| 21 Oct | 24781.10 | 661.35 | -81.55 | - | 5.667 | -0.333 | 14.333 | |||
| 18 Oct | 24854.05 | 742.9 | 61.10 | - | 9.667 | 2.667 | 14.667 | |||
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| 17 Oct | 24749.85 | 681.8 | -117.95 | - | 0.333 | 0 | 11.667 | |||
| 16 Oct | 24971.30 | 799.75 | -109.70 | - | 9 | 5.333 | 9 | |||
| 15 Oct | 25057.35 | 909.45 | 0.00 | - | 0 | -0.333 | 0 | |||
| 14 Oct | 25127.95 | 909.45 | 89.35 | - | 0.667 | 0 | 4 | |||
| 11 Oct | 24964.25 | 820.1 | -88.25 | - | 7.333 | 1.333 | 4 | |||
| 10 Oct | 24998.45 | 908.35 | -4.15 | - | 0.333 | 0 | 2.667 | |||
| 9 Oct | 24981.95 | 912.5 | 21.50 | - | 8.333 | -0.667 | 2.333 | |||
| 8 Oct | 25013.15 | 891 | -60.30 | - | 4 | 1.667 | 2.333 | |||
| 7 Oct | 24795.75 | 951.3 | -38.50 | - | 0.333 | 0 | 0.333 | |||
| 4 Oct | 25014.60 | 989.8 | -961.30 | - | 0.333 | 0 | 0 | |||
| 3 Oct | 25250.10 | 1951.1 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 25796.90 | 1951.1 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 25810.85 | 1951.1 | 1951.10 | - | 0 | 0 | 0 | |||
| 27 Sept | 26173.35 | 0.00 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 24950 expiring on 26DEC2024
Delta for 24950 CE is 0.02
Historical price for 24950 CE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 4.9, which was -9.60 lower than the previous day. The implied volatity was 20.21, the open interest changed by -110291 which decreased total open position to 32367
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 14.5, which was -29.05 lower than the previous day. The implied volatity was 17.59, the open interest changed by -99970 which decreased total open position to 19546
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 43.55, which was -15.10 lower than the previous day. The implied volatity was 17.14, the open interest changed by -90173 which decreased total open position to 11838
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 58.65, which was -75.35 lower than the previous day. The implied volatity was 15.88, the open interest changed by 836 which increased total open position to 12113
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 134, which was -44.45 lower than the previous day. The implied volatity was 14.22, the open interest changed by -23952 which decreased total open position to 11201
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 178.45, which was 63.40 higher than the previous day. The implied volatity was 11.54, the open interest changed by -8003 which decreased total open position to 9611
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 115.05, which was -35.80 lower than the previous day. The implied volatity was 12.46, the open interest changed by -4228 which decreased total open position to 6608
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 150.85, which was -11.65 lower than the previous day. The implied volatity was 12.21, the open interest changed by 716 which increased total open position to 5791
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 162.5, which was -18.00 lower than the previous day. The implied volatity was 12.48, the open interest changed by 2534 which increased total open position to 5216
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 180.5, which was -36.20 lower than the previous day. The implied volatity was 12.78, the open interest changed by -36875 which decreased total open position to 4736
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 216.7, which was -13.75 lower than the previous day. The implied volatity was 12.25, the open interest changed by 4313 which increased total open position to 4878
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 230.45, which was 77.45 higher than the previous day. The implied volatity was 11.80, the open interest changed by -3854 which decreased total open position to 4543
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 153, which was 7.90 higher than the previous day. The implied volatity was 12.09, the open interest changed by -3090 which decreased total open position to 3860
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 145.1, which was 26.10 higher than the previous day. The implied volatity was 11.61, the open interest changed by 308 which increased total open position to 3476
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 119, which was 23.45 higher than the previous day. The implied volatity was 12.32, the open interest changed by -744 which decreased total open position to 3169
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 95.55, which was 20.55 higher than the previous day. The implied volatity was 12.03, the open interest changed by 164 which increased total open position to 2413
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 75, which was -58.85 lower than the previous day. The implied volatity was 12.36, the open interest changed by 1667 which increased total open position to 2242
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 133.85, which was 16.55 higher than the previous day. The implied volatity was 11.48, the open interest changed by 1127 which increased total open position to 1438
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 117.3, which was -26.05 lower than the previous day. The implied volatity was 11.46, the open interest changed by 1333 which increased total open position to 1432
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 143.35, which was 61.50 higher than the previous day. The implied volatity was 11.65, the open interest changed by 1245 which increased total open position to 1284
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 81.85, which was 51.00 higher than the previous day. The implied volatity was 12.01, the open interest changed by 696 which increased total open position to 735
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 30.85, which was -13.85 lower than the previous day. The implied volatity was 12.65, the open interest changed by -180 which decreased total open position to 584
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 44.7, which was -0.45 lower than the previous day. The implied volatity was 12.43, the open interest changed by 725 which increased total open position to 737
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 45.15, which was -18.95 lower than the previous day. The implied volatity was 12.31, the open interest changed by 707 which increased total open position to 719
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 64.1, which was -24.15 lower than the previous day. The implied volatity was 12.03, the open interest changed by 416 which increased total open position to 416
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 88.25, which was -30.75 lower than the previous day. The implied volatity was 12.78, the open interest changed by 432 which increased total open position to 432
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 119, which was -67.70 lower than the previous day. The implied volatity was 11.92, the open interest changed by 444 which increased total open position to 444
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 186.7, which was -38.30 lower than the previous day. The implied volatity was 11.53, the open interest changed by 344 which increased total open position to 344
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 225, which was -35.75 lower than the previous day. The implied volatity was 12.32, the open interest changed by 0 which decreased total open position to 325
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 260.75, which was -115.05 lower than the previous day. The implied volatity was 12.34, the open interest changed by 12 which increased total open position to 324
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 375.8, which was 92.60 higher than the previous day. The implied volatity was 11.95, the open interest changed by 315 which increased total open position to 316
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 283.2, which was 23.70 higher than the previous day. The implied volatity was 12.58, the open interest changed by 198 which increased total open position to 199
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 259.5, which was -166.15 lower than the previous day. The implied volatity was 13.84, the open interest changed by 152 which increased total open position to 200
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 425.65, 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 425.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct NIFTY was trading at 24340.85. The strike last trading price was 425.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct NIFTY was trading at 24466.85. The strike last trading price was 425.65, which was 12.60 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 413.05, which was -26.95 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 440, 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 24 Oct NIFTY was trading at 24399.40. The strike last trading price was 440, which was -41.05 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 481.05, which was -33.35 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 514.4, which was -146.95 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 661.35, which was -81.55 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 742.9, which was 61.10 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 681.8, which was -117.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct NIFTY was trading at 24971.30. The strike last trading price was 799.75, which was -109.70 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 909.45, 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 909.45, which was 89.35 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 820.1, which was -88.25 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 908.35, which was -4.15 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 912.5, which was 21.50 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 891, which was -60.30 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 951.3, which was -38.50 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 989.8, which was -961.30 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 1951.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct NIFTY was trading at 25796.90. The strike last trading price was 1951.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept NIFTY was trading at 25810.85. The strike last trading price was 1951.1, which was 1951.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept NIFTY was trading at 26173.35. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 26DEC2024 24950 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.92
Vega: 4.66
Theta: -5.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23587.50 | 1311.25 | 368.60 | 29.34 | 293.333 | -82 | 569.333 |
| 19 Dec | 23951.70 | 942.65 | 212.95 | 12.88 | 349 | -110 | 652.667 |
| 18 Dec | 24198.85 | 729.7 | 124.25 | 17.97 | 75 | -185.667 | 644.333 |
| 17 Dec | 24336.00 | 605.45 | 243.30 | 13.55 | 607.333 | -256 | 687.333 |
| 16 Dec | 24668.25 | 362.15 | 101.10 | 13.85 | 1,195 | -87 | 946.333 |
| 13 Dec | 24768.30 | 261.05 | -152.05 | 11.73 | 1,694.667 | 195 | 1,041.667 |
| 12 Dec | 24548.70 | 413.1 | 51.65 | 11.41 | 562.667 | -135.667 | 846.333 |
| 11 Dec | 24641.80 | 361.45 | -64.85 | 11.82 | 402.333 | 144 | 982.667 |
| 10 Dec | 24610.05 | 426.3 | -3.05 | 14.69 | 342 | 657.667 | 838.667 |
| 9 Dec | 24619.00 | 429.35 | 42.65 | 14.76 | 517 | 15.667 | 754 |
| 6 Dec | 24677.80 | 386.7 | -10.35 | 13.38 | 806.667 | -3,948 | 739.667 |
| 5 Dec | 24708.40 | 397.05 | -141.30 | 14.45 | 1,632.333 | 522.667 | 581.667 |
| 4 Dec | 24467.45 | 538.35 | -14.45 | 14.20 | 119.667 | 179.333 | 179.333 |
| 3 Dec | 24457.15 | 552.8 | -83.60 | 14.25 | 165 | 24.333 | 205.333 |
| 2 Dec | 24276.05 | 636.4 | -89.70 | 12.72 | 78.667 | -10 | 176.333 |
| 29 Nov | 24131.10 | 726.1 | -139.95 | 11.39 | 110.333 | 181.333 | 184.333 |
| 28 Nov | 23914.15 | 866.05 | 228.55 | 11.83 | 58 | 113.333 | 113.333 |
| 27 Nov | 24274.90 | 637.5 | -32.30 | 12.67 | 26.333 | 135 | 135 |
| 26 Nov | 24194.50 | 669.8 | 11.45 | 11.46 | 10.667 | 146 | 146 |
| 25 Nov | 24221.90 | 658.35 | -460.85 | 12.77 | 190 | 142.333 | 142.333 |
| 22 Nov | 23907.25 | 1119.2 | -194.60 | 20.48 | 2.333 | 75.667 | 75.667 |
| 21 Nov | 23349.90 | 1313.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 23518.50 | 1313.8 | 0.00 | 0.00 | 0 | 0.333 | 0 |
| 18 Nov | 23453.80 | 1313.8 | 62.45 | 14.98 | 1 | 74.333 | 74.333 |
| 14 Nov | 23532.70 | 1251.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 23559.05 | 1251.35 | 341.55 | 17.40 | 3 | 75 | 75 |
| 12 Nov | 23883.45 | 909.8 | 200.15 | 11.08 | 1.333 | 0 | 75 |
| 11 Nov | 24141.30 | 709.65 | -24.45 | 11.58 | 32.667 | 75.333 | 75.333 |
| 8 Nov | 24148.20 | 734.1 | 0.00 | 0.00 | 0 | 0.667 | 0 |
| 7 Nov | 24199.35 | 734.1 | 109.40 | 13.86 | 1.333 | 0.333 | 71.333 |
| 6 Nov | 24484.05 | 624.7 | -167.85 | 15.52 | 12.333 | 69.667 | 69.667 |
| 5 Nov | 24213.30 | 792.55 | -128.95 | 15.58 | 27 | 60.667 | 60.667 |
| 4 Nov | 23995.35 | 921.5 | 153.95 | 15.51 | 3.333 | -0.667 | 38.667 |
| 1 Nov | 24304.35 | 767.55 | 27.10 | 16.37 | 0.333 | 0 | 39.333 |
| 31 Oct | 24205.35 | 740.45 | -59.55 | - | 0.667 | 39.333 | 39.333 |
| 30 Oct | 24340.85 | 800 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 24466.85 | 800 | 170.75 | - | 0.333 | 39 | 39 |
| 28 Oct | 24339.15 | 629.25 | -150.75 | - | 1 | 0 | 39 |
| 25 Oct | 24180.80 | 780 | 106.50 | - | 1.667 | 0 | 39 |
| 24 Oct | 24399.40 | 673.5 | 0.00 | - | 0 | 1.333 | 0 |
| 23 Oct | 24435.50 | 673.5 | 150.00 | - | 3.333 | 1.333 | 39 |
| 22 Oct | 24472.10 | 523.5 | 0.00 | - | 0.333 | 0 | 38 |
| 21 Oct | 24781.10 | 523.5 | 92.05 | - | 4.333 | -1 | 38 |
| 18 Oct | 24854.05 | 431.45 | -71.25 | - | 40 | -30.667 | 40.333 |
| 17 Oct | 24749.85 | 502.7 | 85.05 | - | 9.667 | -0.667 | 71.333 |
| 16 Oct | 24971.30 | 417.65 | 23.05 | - | 6 | -0.333 | 72 |
| 15 Oct | 25057.35 | 394.6 | 29.15 | - | 39.333 | 26 | 65 |
| 14 Oct | 25127.95 | 365.45 | -70.60 | - | 7.333 | 0 | 39 |
| 11 Oct | 24964.25 | 436.05 | 0.00 | - | 0 | 0.333 | 0 |
| 10 Oct | 24998.45 | 436.05 | -13.95 | - | 2.667 | 0.333 | 39 |
| 9 Oct | 24981.95 | 450 | -21.40 | - | 11.333 | -4 | 36 |
| 8 Oct | 25013.15 | 471.4 | -60.10 | - | 48.333 | 26.333 | 40 |
| 7 Oct | 24795.75 | 531.5 | 189.55 | - | 9.333 | 0.333 | 8.333 |
| 4 Oct | 25014.60 | 341.95 | -35.40 | - | 4.333 | -0.333 | 8 |
| 3 Oct | 25250.10 | 377.35 | 134.35 | - | 1.333 | 0.333 | 8 |
| 1 Oct | 25796.90 | 243 | 0.00 | - | 0 | 7.667 | 0 |
| 30 Sept | 25810.85 | 243 | 7.95 | - | 7.667 | 3.667 | 3.667 |
| 27 Sept | 26173.35 | 235.05 | - | 0 | 0 | 0 | |
For Nifty - strike price 24950 expiring on 26DEC2024
Delta for 24950 PE is -0.92
Historical price for 24950 PE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 1311.25, which was 368.60 higher than the previous day. The implied volatity was 29.34, the open interest changed by -246 which decreased total open position to 1708
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 942.65, which was 212.95 higher than the previous day. The implied volatity was 12.88, the open interest changed by -330 which decreased total open position to 1958
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 729.7, which was 124.25 higher than the previous day. The implied volatity was 17.97, the open interest changed by -557 which decreased total open position to 1933
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 605.45, which was 243.30 higher than the previous day. The implied volatity was 13.55, the open interest changed by -768 which decreased total open position to 2062
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 362.15, which was 101.10 higher than the previous day. The implied volatity was 13.85, the open interest changed by -261 which decreased total open position to 2839
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 261.05, which was -152.05 lower than the previous day. The implied volatity was 11.73, the open interest changed by 585 which increased total open position to 3125
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 413.1, which was 51.65 higher than the previous day. The implied volatity was 11.41, the open interest changed by -407 which decreased total open position to 2539
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 361.45, which was -64.85 lower than the previous day. The implied volatity was 11.82, the open interest changed by 432 which increased total open position to 2948
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 426.3, which was -3.05 lower than the previous day. The implied volatity was 14.69, the open interest changed by 1973 which increased total open position to 2516
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 429.35, which was 42.65 higher than the previous day. The implied volatity was 14.76, the open interest changed by 47 which increased total open position to 2262
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 386.7, which was -10.35 lower than the previous day. The implied volatity was 13.38, the open interest changed by -11844 which decreased total open position to 2219
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 397.05, which was -141.30 lower than the previous day. The implied volatity was 14.45, the open interest changed by 1568 which increased total open position to 1745
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 538.35, which was -14.45 lower than the previous day. The implied volatity was 14.20, the open interest changed by 538 which increased total open position to 538
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 552.8, which was -83.60 lower than the previous day. The implied volatity was 14.25, the open interest changed by 73 which increased total open position to 616
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 636.4, which was -89.70 lower than the previous day. The implied volatity was 12.72, the open interest changed by -30 which decreased total open position to 529
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 726.1, which was -139.95 lower than the previous day. The implied volatity was 11.39, the open interest changed by 544 which increased total open position to 553
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 866.05, which was 228.55 higher than the previous day. The implied volatity was 11.83, the open interest changed by 340 which increased total open position to 340
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 637.5, which was -32.30 lower than the previous day. The implied volatity was 12.67, the open interest changed by 405 which increased total open position to 405
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 669.8, which was 11.45 higher than the previous day. The implied volatity was 11.46, the open interest changed by 438 which increased total open position to 438
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 658.35, which was -460.85 lower than the previous day. The implied volatity was 12.77, the open interest changed by 427 which increased total open position to 427
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 1119.2, which was -194.60 lower than the previous day. The implied volatity was 20.48, the open interest changed by 227 which increased total open position to 227
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 1313.8, 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 1313.8, 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 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1313.8, which was 62.45 higher than the previous day. The implied volatity was 14.98, the open interest changed by 223 which increased total open position to 223
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1251.35, 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 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 1251.35, which was 341.55 higher than the previous day. The implied volatity was 17.40, the open interest changed by 225 which increased total open position to 225
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 909.8, which was 200.15 higher than the previous day. The implied volatity was 11.08, the open interest changed by 0 which decreased total open position to 225
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 709.65, which was -24.45 lower than the previous day. The implied volatity was 11.58, the open interest changed by 226 which increased total open position to 226
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 734.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 734.1, which was 109.40 higher than the previous day. The implied volatity was 13.86, the open interest changed by 1 which increased total open position to 214
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 624.7, which was -167.85 lower than the previous day. The implied volatity was 15.52, the open interest changed by 209 which increased total open position to 209
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 792.55, which was -128.95 lower than the previous day. The implied volatity was 15.58, the open interest changed by 182 which increased total open position to 182
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 921.5, which was 153.95 higher than the previous day. The implied volatity was 15.51, the open interest changed by -2 which decreased total open position to 116
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 767.55, which was 27.10 higher than the previous day. The implied volatity was 16.37, the open interest changed by 0 which decreased total open position to 118
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 740.45, which was -59.55 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 800, 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 800, which was 170.75 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 629.25, which was -150.75 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 780, which was 106.50 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 673.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct NIFTY was trading at 24435.50. The strike last trading price was 673.5, which was 150.00 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 523.5, 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 21 Oct NIFTY was trading at 24781.10. The strike last trading price was 523.5, which was 92.05 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 431.45, which was -71.25 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 502.7, which was 85.05 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 417.65, which was 23.05 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 394.6, which was 29.15 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 365.45, which was -70.60 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 436.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 436.05, which was -13.95 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 450, which was -21.40 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 471.4, which was -60.10 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 531.5, which was 189.55 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 341.95, which was -35.40 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 377.35, which was 134.35 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 243, 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 243, which was 7.95 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 235.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
