NIFTY
Nifty
Historical option data for NIFTY
29 Oct 2024 04:11 PM IST
NIFTY 25000 CE | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
29 Oct | 24466.85 | 2.6 | -0.30 | 5,69,44,800 | 66,000 | 1,05,78,775 | ||||
28 Oct | 24339.15 | 2.9 | -2.05 | 6,64,74,175 | -97,925 | 1,08,39,125 | ||||
25 Oct | 24180.80 | 4.95 | -12.05 | 4,56,84,625 | 31,66,350 | 1,09,37,050 | ||||
24 Oct | 24399.40 | 17 | -9.10 | 1,58,90,100 | 19,72,925 | 77,75,175 | ||||
23 Oct | 24435.50 | 26.1 | -15.95 | 1,46,57,075 | 4,91,475 | 58,21,050 | ||||
22 Oct | 24472.10 | 42.05 | -59.45 | 1,67,24,475 | 5,83,475 | 53,58,500 | ||||
21 Oct | 24781.10 | 101.5 | -83.60 | 1,19,81,150 | 7,54,950 | 48,13,825 | ||||
18 Oct | 24854.05 | 185.1 | 28.15 | 1,06,88,650 | -2,31,300 | 40,61,575 | ||||
17 Oct | 24749.85 | 156.95 | -91.00 | 79,38,650 | 4,87,550 | 43,86,200 | ||||
16 Oct | 24971.30 | 247.95 | -75.00 | 56,26,450 | -6,77,100 | 40,16,075 | ||||
15 Oct | 25057.35 | 322.95 | -62.20 | 33,63,900 | 1,00,775 | 36,45,650 | ||||
14 Oct | 25127.95 | 385.15 | 85.15 | 28,01,250 | -22,34,600 | 35,49,650 | ||||
11 Oct | 24964.25 | 300 | -66.90 | 38,06,925 | 1,94,450 | 36,75,625 | ||||
10 Oct | 24998.45 | 366.9 | -18.10 | 39,18,300 | 2,94,825 | 35,98,575 | ||||
9 Oct | 24981.95 | 385 | -38.95 | 43,08,925 | -1,28,250 | 33,47,250 | ||||
8 Oct | 25013.15 | 423.95 | 69.95 | 56,65,375 | 4,16,550 | 34,98,900 | ||||
7 Oct | 24795.75 | 354 | -124.00 | 65,87,475 | 12,04,375 | 30,79,300 | ||||
4 Oct | 25014.60 | 478 | -169.00 | 32,10,725 | 4,58,625 | 20,98,125 | ||||
3 Oct | 25250.10 | 647 | -397.30 | 12,20,975 | 16,41,250 | 16,41,250 | ||||
1 Oct | 25796.90 | 1044.3 | -22.60 | 1,46,525 | 13,41,175 | 15,99,250 | ||||
30 Sept | 25810.85 | 1066.9 | -320.65 | 3,37,775 | -52,650 | 16,05,550 | ||||
27 Sept | 26178.95 | 1387.55 | 61.55 | 1,99,900 | 20,650 | 16,57,950 | ||||
26 Sept | 26216.05 | 1326 | 114.15 | 6,02,275 | 16,04,875 | 16,36,450 | ||||
25 Sept | 26004.15 | 1211.85 | 20.60 | 2,18,425 | 14,04,200 | 14,28,600 | ||||
24 Sept | 25940.40 | 1191.25 | 26.75 | 1,33,375 | 23,950 | 13,85,675 | ||||
23 Sept | 25939.05 | 1164.5 | 124.50 | 3,39,450 | 13,40,525 | 13,60,175 | ||||
20 Sept | 25790.95 | 1040 | 233.55 | 6,72,725 | 12,81,375 | 12,97,125 | ||||
19 Sept | 25415.80 | 806.45 | 62.45 | 5,17,525 | 21,675 | 11,96,550 | ||||
18 Sept | 25377.55 | 744 | -46.95 | 4,24,900 | 46,500 | 11,76,150 | ||||
17 Sept | 25418.55 | 790.95 | 15.95 | 2,24,975 | 20,850 | 11,29,675 | ||||
16 Sept | 25383.75 | 775 | 36.15 | 2,33,100 | 9,375 | 11,09,050 | ||||
13 Sept | 25356.50 | 738.85 | 16.90 | 3,07,950 | 6,475 | 11,01,600 | ||||
12 Sept | 25388.90 | 721.95 | 216.95 | 10,79,275 | 8,775 | 10,96,500 | ||||
11 Sept | 24918.45 | 505 | -81.55 | 4,32,675 | 10,72,675 | 10,87,375 | ||||
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10 Sept | 25041.10 | 586.55 | 33.65 | 5,20,200 | 10,30,000 | 10,39,750 | ||||
9 Sept | 24936.40 | 552.9 | 10.90 | 6,82,650 | 1,44,975 | 10,37,575 | ||||
6 Sept | 24852.15 | 542 | -191.15 | 8,78,200 | 1,78,375 | 8,94,425 | ||||
5 Sept | 25145.10 | 733.15 | -15.95 | 1,05,575 | 7,03,025 | 7,16,250 | ||||
4 Sept | 25198.70 | 749.1 | -50.90 | 2,32,750 | 25,525 | 7,05,000 | ||||
3 Sept | 25279.85 | 800 | 0.60 | 94,900 | 29,150 | 6,79,700 | ||||
2 Sept | 25278.70 | 799.4 | -18.60 | 1,14,825 | -5,725 | 6,50,975 | ||||
30 Aug | 25235.90 | 818 | 80.40 | 2,02,425 | 54,575 | 6,57,575 | ||||
29 Aug | 25151.95 | 737.6 | 67.60 | 4,15,075 | 1,16,575 | 6,00,525 | ||||
28 Aug | 25052.35 | 670 | 25.00 | 2,62,600 | 4,77,850 | 4,84,100 | ||||
27 Aug | 25017.75 | 645 | -34.00 | 1,24,900 | 3,71,775 | 3,75,850 | ||||
26 Aug | 25010.60 | 679 | 102.90 | 2,01,025 | 28,050 | 3,53,025 | ||||
23 Aug | 24823.15 | 576.1 | 20.10 | 1,15,450 | 30,700 | 3,25,075 | ||||
22 Aug | 24811.50 | 556 | 8.90 | 1,06,675 | 46,625 | 2,94,525 | ||||
21 Aug | 24770.20 | 547.1 | 31.10 | 65,975 | 17,500 | 2,50,625 | ||||
20 Aug | 24698.85 | 516 | 45.20 | 96,500 | 14,050 | 2,33,225 | ||||
19 Aug | 24572.65 | 470.8 | -18.20 | 1,48,300 | 45,225 | 2,19,675 | ||||
16 Aug | 24541.15 | 489 | 143.20 | 1,16,050 | 15,700 | 1,74,675 | ||||
14 Aug | 24143.75 | 345.8 | -22.20 | 52,875 | 6,025 | 1,59,100 | ||||
13 Aug | 24139.00 | 368 | -70.00 | 51,625 | 5,125 | 1,53,250 | ||||
12 Aug | 24347.00 | 438 | -20.15 | 58,975 | 750 | 1,48,300 | ||||
9 Aug | 24367.50 | 458.15 | 66.15 | 58,200 | 350 | 1,53,350 | ||||
8 Aug | 24117.00 | 392 | -79.30 | 1,26,200 | 29,625 | 1,52,700 | ||||
7 Aug | 24297.50 | 471.3 | 91.30 | 78,100 | 8,125 | 1,23,500 | ||||
6 Aug | 23992.55 | 380 | -31.00 | 85,400 | -10,250 | 1,15,375 | ||||
5 Aug | 24055.60 | 411 | -206.85 | 2,11,000 | -7,600 | 1,25,875 | ||||
2 Aug | 24702.00 | 617.85 | 72,800 | 35,075 | 1,33,475 |
For Nifty - strike price 25000 expiring on 31OCT2024
Delta for 25000 CE is -
Historical price for 25000 CE is as follows
On 29 Oct NIFTY was trading at 24466.85. The strike last trading price was 2.6, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by 66000 which increased total open position to 10578775
On 28 Oct NIFTY was trading at 24339.15. The strike last trading price was 2.9, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by -97925 which decreased total open position to 10839125
On 25 Oct NIFTY was trading at 24180.80. The strike last trading price was 4.95, which was -12.05 lower than the previous day. The implied volatity was -, the open interest changed by 3166350 which increased total open position to 10937050
On 24 Oct NIFTY was trading at 24399.40. The strike last trading price was 17, which was -9.10 lower than the previous day. The implied volatity was -, the open interest changed by 1972925 which increased total open position to 7775175
On 23 Oct NIFTY was trading at 24435.50. The strike last trading price was 26.1, which was -15.95 lower than the previous day. The implied volatity was -, the open interest changed by 491475 which increased total open position to 5821050
On 22 Oct NIFTY was trading at 24472.10. The strike last trading price was 42.05, which was -59.45 lower than the previous day. The implied volatity was -, the open interest changed by 583475 which increased total open position to 5358500
On 21 Oct NIFTY was trading at 24781.10. The strike last trading price was 101.5, which was -83.60 lower than the previous day. The implied volatity was -, the open interest changed by 754950 which increased total open position to 4813825
On 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 185.1, which was 28.15 higher than the previous day. The implied volatity was -, the open interest changed by -231300 which decreased total open position to 4061575
On 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 156.95, which was -91.00 lower than the previous day. The implied volatity was -, the open interest changed by 487550 which increased total open position to 4386200
On 16 Oct NIFTY was trading at 24971.30. The strike last trading price was 247.95, which was -75.00 lower than the previous day. The implied volatity was -, the open interest changed by -677100 which decreased total open position to 4016075
On 15 Oct NIFTY was trading at 25057.35. The strike last trading price was 322.95, which was -62.20 lower than the previous day. The implied volatity was -, the open interest changed by 100775 which increased total open position to 3645650
On 14 Oct NIFTY was trading at 25127.95. The strike last trading price was 385.15, which was 85.15 higher than the previous day. The implied volatity was -, the open interest changed by -2234600 which decreased total open position to 3549650
On 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 300, which was -66.90 lower than the previous day. The implied volatity was -, the open interest changed by 194450 which increased total open position to 3675625
On 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 366.9, which was -18.10 lower than the previous day. The implied volatity was -, the open interest changed by 294825 which increased total open position to 3598575
On 9 Oct NIFTY was trading at 24981.95. The strike last trading price was 385, which was -38.95 lower than the previous day. The implied volatity was -, the open interest changed by -128250 which decreased total open position to 3347250
On 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 423.95, which was 69.95 higher than the previous day. The implied volatity was -, the open interest changed by 416550 which increased total open position to 3498900
On 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 354, which was -124.00 lower than the previous day. The implied volatity was -, the open interest changed by 1204375 which increased total open position to 3079300
On 4 Oct NIFTY was trading at 25014.60. The strike last trading price was 478, which was -169.00 lower than the previous day. The implied volatity was -, the open interest changed by 458625 which increased total open position to 2098125
On 3 Oct NIFTY was trading at 25250.10. The strike last trading price was 647, which was -397.30 lower than the previous day. The implied volatity was -, the open interest changed by 1641250 which increased total open position to 1641250
On 1 Oct NIFTY was trading at 25796.90. The strike last trading price was 1044.3, which was -22.60 lower than the previous day. The implied volatity was -, the open interest changed by 1341175 which increased total open position to 1599250
On 30 Sept NIFTY was trading at 25810.85. The strike last trading price was 1066.9, which was -320.65 lower than the previous day. The implied volatity was -, the open interest changed by -52650 which decreased total open position to 1605550
On 27 Sept NIFTY was trading at 26178.95. The strike last trading price was 1387.55, which was 61.55 higher than the previous day. The implied volatity was -, the open interest changed by 20650 which increased total open position to 1657950
On 26 Sept NIFTY was trading at 26216.05. The strike last trading price was 1326, which was 114.15 higher than the previous day. The implied volatity was -, the open interest changed by 1604875 which increased total open position to 1636450
On 25 Sept NIFTY was trading at 26004.15. The strike last trading price was 1211.85, which was 20.60 higher than the previous day. The implied volatity was -, the open interest changed by 1404200 which increased total open position to 1428600
On 24 Sept NIFTY was trading at 25940.40. The strike last trading price was 1191.25, which was 26.75 higher than the previous day. The implied volatity was -, the open interest changed by 23950 which increased total open position to 1385675
On 23 Sept NIFTY was trading at 25939.05. The strike last trading price was 1164.5, which was 124.50 higher than the previous day. The implied volatity was -, the open interest changed by 1340525 which increased total open position to 1360175
On 20 Sept NIFTY was trading at 25790.95. The strike last trading price was 1040, which was 233.55 higher than the previous day. The implied volatity was -, the open interest changed by 1281375 which increased total open position to 1297125
On 19 Sept NIFTY was trading at 25415.80. The strike last trading price was 806.45, which was 62.45 higher than the previous day. The implied volatity was -, the open interest changed by 21675 which increased total open position to 1196550
On 18 Sept NIFTY was trading at 25377.55. The strike last trading price was 744, which was -46.95 lower than the previous day. The implied volatity was -, the open interest changed by 46500 which increased total open position to 1176150
On 17 Sept NIFTY was trading at 25418.55. The strike last trading price was 790.95, which was 15.95 higher than the previous day. The implied volatity was -, the open interest changed by 20850 which increased total open position to 1129675
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 775, which was 36.15 higher than the previous day. The implied volatity was -, the open interest changed by 9375 which increased total open position to 1109050
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 738.85, which was 16.90 higher than the previous day. The implied volatity was -, the open interest changed by 6475 which increased total open position to 1101600
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 721.95, which was 216.95 higher than the previous day. The implied volatity was -, the open interest changed by 8775 which increased total open position to 1096500
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 505, which was -81.55 lower than the previous day. The implied volatity was -, the open interest changed by 1072675 which increased total open position to 1087375
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 586.55, which was 33.65 higher than the previous day. The implied volatity was -, the open interest changed by 1030000 which increased total open position to 1039750
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 552.9, which was 10.90 higher than the previous day. The implied volatity was -, the open interest changed by 144975 which increased total open position to 1037575
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 542, which was -191.15 lower than the previous day. The implied volatity was -, the open interest changed by 178375 which increased total open position to 894425
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 733.15, which was -15.95 lower than the previous day. The implied volatity was -, the open interest changed by 703025 which increased total open position to 716250
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 749.1, which was -50.90 lower than the previous day. The implied volatity was -, the open interest changed by 25525 which increased total open position to 705000
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 800, which was 0.60 higher than the previous day. The implied volatity was -, the open interest changed by 29150 which increased total open position to 679700
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 799.4, which was -18.60 lower than the previous day. The implied volatity was -, the open interest changed by -5725 which decreased total open position to 650975
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 818, which was 80.40 higher than the previous day. The implied volatity was -, the open interest changed by 54575 which increased total open position to 657575
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 737.6, which was 67.60 higher than the previous day. The implied volatity was -, the open interest changed by 116575 which increased total open position to 600525
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 670, which was 25.00 higher than the previous day. The implied volatity was -, the open interest changed by 477850 which increased total open position to 484100
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 645, which was -34.00 lower than the previous day. The implied volatity was -, the open interest changed by 371775 which increased total open position to 375850
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 679, which was 102.90 higher than the previous day. The implied volatity was -, the open interest changed by 28050 which increased total open position to 353025
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 576.1, which was 20.10 higher than the previous day. The implied volatity was -, the open interest changed by 30700 which increased total open position to 325075
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 556, which was 8.90 higher than the previous day. The implied volatity was -, the open interest changed by 46625 which increased total open position to 294525
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 547.1, which was 31.10 higher than the previous day. The implied volatity was -, the open interest changed by 17500 which increased total open position to 250625
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 516, which was 45.20 higher than the previous day. The implied volatity was -, the open interest changed by 14050 which increased total open position to 233225
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 470.8, which was -18.20 lower than the previous day. The implied volatity was -, the open interest changed by 45225 which increased total open position to 219675
On 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 489, which was 143.20 higher than the previous day. The implied volatity was -, the open interest changed by 15700 which increased total open position to 174675
On 14 Aug NIFTY was trading at 24143.75. The strike last trading price was 345.8, which was -22.20 lower than the previous day. The implied volatity was -, the open interest changed by 6025 which increased total open position to 159100
On 13 Aug NIFTY was trading at 24139.00. The strike last trading price was 368, which was -70.00 lower than the previous day. The implied volatity was -, the open interest changed by 5125 which increased total open position to 153250
On 12 Aug NIFTY was trading at 24347.00. The strike last trading price was 438, which was -20.15 lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 148300
On 9 Aug NIFTY was trading at 24367.50. The strike last trading price was 458.15, which was 66.15 higher than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 153350
On 8 Aug NIFTY was trading at 24117.00. The strike last trading price was 392, which was -79.30 lower than the previous day. The implied volatity was -, the open interest changed by 29625 which increased total open position to 152700
On 7 Aug NIFTY was trading at 24297.50. The strike last trading price was 471.3, which was 91.30 higher than the previous day. The implied volatity was -, the open interest changed by 8125 which increased total open position to 123500
On 6 Aug NIFTY was trading at 23992.55. The strike last trading price was 380, which was -31.00 lower than the previous day. The implied volatity was -, the open interest changed by -10250 which decreased total open position to 115375
On 5 Aug NIFTY was trading at 24055.60. The strike last trading price was 411, which was -206.85 lower than the previous day. The implied volatity was -, the open interest changed by -7600 which decreased total open position to 125875
On 2 Aug NIFTY was trading at 24702.00. The strike last trading price was 617.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 35075 which increased total open position to 133475
NIFTY 25000 PE | ||||||
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Date | Close | Ltp | Change | Volume | Change OI | OI |
29 Oct | 24466.85 | 527.45 | -110.70 | 9,96,325 | -1,21,975 | 27,41,925 |
28 Oct | 24339.15 | 638.15 | -151.20 | 12,62,150 | -3,91,575 | 28,67,050 |
25 Oct | 24180.80 | 789.35 | 246.75 | 18,97,325 | -1,99,950 | 32,58,625 |
24 Oct | 24399.40 | 542.6 | -0.30 | 16,93,275 | 2,41,150 | 34,91,975 |
23 Oct | 24435.50 | 542.9 | 37.90 | 23,46,400 | -2,87,450 | 32,62,675 |
22 Oct | 24472.10 | 505 | 165.00 | 62,09,825 | -3,85,375 | 35,47,500 |
21 Oct | 24781.10 | 340 | 120.20 | 63,59,225 | 2,83,325 | 39,58,000 |
18 Oct | 24854.05 | 219.8 | -90.40 | 60,96,525 | -2,80,975 | 37,56,100 |
17 Oct | 24749.85 | 310.2 | 99.05 | 66,58,750 | -4,65,100 | 41,18,925 |
16 Oct | 24971.30 | 211.15 | 26.40 | 71,90,375 | -12,24,900 | 46,87,625 |
15 Oct | 25057.35 | 184.75 | 34.70 | 52,09,750 | -1,10,325 | 42,02,000 |
14 Oct | 25127.95 | 150.05 | -99.00 | 42,88,225 | -5,78,425 | 43,87,575 |
11 Oct | 24964.25 | 249.05 | 13.05 | 52,50,775 | -3,32,075 | 43,35,625 |
10 Oct | 24998.45 | 236 | -25.35 | 59,54,950 | 5,14,525 | 45,62,125 |
9 Oct | 24981.95 | 261.35 | -11.10 | 69,17,275 | 39,79,550 | 40,90,150 |
8 Oct | 25013.15 | 272.45 | -85.20 | 62,77,600 | 1,13,075 | 40,60,625 |
7 Oct | 24795.75 | 357.65 | 91.65 | 88,94,050 | 55,725 | 40,63,075 |
4 Oct | 25014.60 | 266 | 93.55 | 94,89,200 | 13,52,050 | 43,82,375 |
3 Oct | 25250.10 | 172.45 | 97.15 | 94,18,500 | 40,09,800 | 41,38,775 |
1 Oct | 25796.90 | 75.3 | -23.70 | 29,14,400 | 3,25,300 | 39,54,525 |
30 Sept | 25810.85 | 99 | 37.00 | 41,65,875 | -30,97,225 | 36,50,100 |
27 Sept | 26178.95 | 62 | -6.35 | 26,40,225 | 45,600 | 36,39,700 |
26 Sept | 26216.05 | 68.35 | -22.65 | 43,73,075 | -650 | 35,96,300 |
25 Sept | 26004.15 | 91 | -27.50 | 21,45,975 | 3,22,500 | 36,17,800 |
24 Sept | 25940.40 | 118.5 | -20.50 | 13,99,450 | 24,38,825 | 32,96,800 |
23 Sept | 25939.05 | 139 | -13.00 | 19,43,675 | 1,56,600 | 32,28,675 |
20 Sept | 25790.95 | 152 | -45.20 | 32,78,400 | 29,68,850 | 30,70,525 |
19 Sept | 25415.80 | 197.2 | -50.80 | 25,82,925 | 4,58,925 | 28,30,175 |
18 Sept | 25377.55 | 248 | 29.00 | 20,16,200 | 4,41,750 | 23,74,825 |
17 Sept | 25418.55 | 219 | 3.50 | 9,44,525 | 19,28,700 | 19,29,475 |
16 Sept | 25383.75 | 215.5 | -27.40 | 6,53,800 | 74,975 | 17,09,475 |
13 Sept | 25356.50 | 242.9 | -29.10 | 9,87,950 | 46,950 | 16,34,050 |
12 Sept | 25388.90 | 272 | -154.75 | 17,45,350 | 2,75,950 | 15,83,575 |
11 Sept | 24918.45 | 426.75 | 58.45 | 7,04,875 | 20,500 | 13,09,325 |
10 Sept | 25041.10 | 368.3 | -61.70 | 6,98,675 | 99,250 | 12,89,025 |
9 Sept | 24936.40 | 430 | -68.95 | 5,72,200 | 59,225 | 11,92,550 |
6 Sept | 24852.15 | 498.95 | 136.15 | 10,94,275 | 23,225 | 11,32,725 |
5 Sept | 25145.10 | 362.8 | -2.20 | 2,60,075 | 21,775 | 11,09,250 |
4 Sept | 25198.70 | 365 | 31.00 | 5,91,175 | 1,25,050 | 10,86,425 |
3 Sept | 25279.85 | 334 | -3.85 | 4,46,925 | 1,50,400 | 9,62,300 |
2 Sept | 25278.70 | 337.85 | 36.85 | 3,39,025 | 77,300 | 8,10,950 |
30 Aug | 25235.90 | 301 | -51.00 | 5,00,650 | 7,22,675 | 7,30,950 |
29 Aug | 25151.95 | 352 | -38.00 | 5,33,425 | 6,98,425 | 7,05,575 |
28 Aug | 25052.35 | 390 | -14.75 | 3,50,800 | 5,88,525 | 5,92,250 |
27 Aug | 25017.75 | 404.75 | 7.75 | 1,76,250 | 4,47,550 | 4,49,675 |
26 Aug | 25010.60 | 397 | -81.00 | 2,83,250 | 1,13,875 | 4,10,650 |
23 Aug | 24823.15 | 478 | 18.75 | 1,14,350 | 35,500 | 2,96,550 |
22 Aug | 24811.50 | 459.25 | -34.75 | 1,50,000 | 76,925 | 2,61,150 |
21 Aug | 24770.20 | 494 | -51.00 | 69,275 | 22,700 | 1,86,375 |
20 Aug | 24698.85 | 545 | -75.15 | 64,625 | 19,425 | 1,63,125 |
19 Aug | 24572.65 | 620.15 | -20.85 | 1,05,825 | 42,500 | 1,43,525 |
16 Aug | 24541.15 | 641 | -259.00 | 80,875 | 15,700 | 1,01,350 |
14 Aug | 24143.75 | 900 | -18.25 | 18,100 | 1,325 | 85,625 |
13 Aug | 24139.00 | 918.25 | 115.65 | 27,200 | 8,725 | 84,350 |
12 Aug | 24347.00 | 802.6 | 10.60 | 29,725 | -3,900 | 75,650 |
9 Aug | 24367.50 | 792 | -193.05 | 22,825 | -2,225 | 79,625 |
8 Aug | 24117.00 | 985.05 | 146.70 | 18,400 | 275 | 81,850 |
7 Aug | 24297.50 | 838.35 | -181.65 | 19,425 | 1,350 | 81,575 |
6 Aug | 23992.55 | 1020 | -11.05 | 40,775 | -1,300 | 80,375 |
5 Aug | 24055.60 | 1031.05 | 380.30 | 62,400 | -9,250 | 81,925 |
2 Aug | 24702.00 | 650.75 | 99,425 | 6,600 | 92,650 |
For Nifty - strike price 25000 expiring on 31OCT2024
Delta for 25000 PE is -
Historical price for 25000 PE is as follows
On 29 Oct NIFTY was trading at 24466.85. The strike last trading price was 527.45, which was -110.70 lower than the previous day. The implied volatity was -, the open interest changed by -121975 which decreased total open position to 2741925
On 28 Oct NIFTY was trading at 24339.15. The strike last trading price was 638.15, which was -151.20 lower than the previous day. The implied volatity was -, the open interest changed by -391575 which decreased total open position to 2867050
On 25 Oct NIFTY was trading at 24180.80. The strike last trading price was 789.35, which was 246.75 higher than the previous day. The implied volatity was -, the open interest changed by -199950 which decreased total open position to 3258625
On 24 Oct NIFTY was trading at 24399.40. The strike last trading price was 542.6, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by 241150 which increased total open position to 3491975
On 23 Oct NIFTY was trading at 24435.50. The strike last trading price was 542.9, which was 37.90 higher than the previous day. The implied volatity was -, the open interest changed by -287450 which decreased total open position to 3262675
On 22 Oct NIFTY was trading at 24472.10. The strike last trading price was 505, which was 165.00 higher than the previous day. The implied volatity was -, the open interest changed by -385375 which decreased total open position to 3547500
On 21 Oct NIFTY was trading at 24781.10. The strike last trading price was 340, which was 120.20 higher than the previous day. The implied volatity was -, the open interest changed by 283325 which increased total open position to 3958000
On 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 219.8, which was -90.40 lower than the previous day. The implied volatity was -, the open interest changed by -280975 which decreased total open position to 3756100
On 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 310.2, which was 99.05 higher than the previous day. The implied volatity was -, the open interest changed by -465100 which decreased total open position to 4118925
On 16 Oct NIFTY was trading at 24971.30. The strike last trading price was 211.15, which was 26.40 higher than the previous day. The implied volatity was -, the open interest changed by -1224900 which decreased total open position to 4687625
On 15 Oct NIFTY was trading at 25057.35. The strike last trading price was 184.75, which was 34.70 higher than the previous day. The implied volatity was -, the open interest changed by -110325 which decreased total open position to 4202000
On 14 Oct NIFTY was trading at 25127.95. The strike last trading price was 150.05, which was -99.00 lower than the previous day. The implied volatity was -, the open interest changed by -578425 which decreased total open position to 4387575
On 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 249.05, which was 13.05 higher than the previous day. The implied volatity was -, the open interest changed by -332075 which decreased total open position to 4335625
On 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 236, which was -25.35 lower than the previous day. The implied volatity was -, the open interest changed by 514525 which increased total open position to 4562125
On 9 Oct NIFTY was trading at 24981.95. The strike last trading price was 261.35, which was -11.10 lower than the previous day. The implied volatity was -, the open interest changed by 3979550 which increased total open position to 4090150
On 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 272.45, which was -85.20 lower than the previous day. The implied volatity was -, the open interest changed by 113075 which increased total open position to 4060625
On 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 357.65, which was 91.65 higher than the previous day. The implied volatity was -, the open interest changed by 55725 which increased total open position to 4063075
On 4 Oct NIFTY was trading at 25014.60. The strike last trading price was 266, which was 93.55 higher than the previous day. The implied volatity was -, the open interest changed by 1352050 which increased total open position to 4382375
On 3 Oct NIFTY was trading at 25250.10. The strike last trading price was 172.45, which was 97.15 higher than the previous day. The implied volatity was -, the open interest changed by 4009800 which increased total open position to 4138775
On 1 Oct NIFTY was trading at 25796.90. The strike last trading price was 75.3, which was -23.70 lower than the previous day. The implied volatity was -, the open interest changed by 325300 which increased total open position to 3954525
On 30 Sept NIFTY was trading at 25810.85. The strike last trading price was 99, which was 37.00 higher than the previous day. The implied volatity was -, the open interest changed by -3097225 which decreased total open position to 3650100
On 27 Sept NIFTY was trading at 26178.95. The strike last trading price was 62, which was -6.35 lower than the previous day. The implied volatity was -, the open interest changed by 45600 which increased total open position to 3639700
On 26 Sept NIFTY was trading at 26216.05. The strike last trading price was 68.35, which was -22.65 lower than the previous day. The implied volatity was -, the open interest changed by -650 which decreased total open position to 3596300
On 25 Sept NIFTY was trading at 26004.15. The strike last trading price was 91, which was -27.50 lower than the previous day. The implied volatity was -, the open interest changed by 322500 which increased total open position to 3617800
On 24 Sept NIFTY was trading at 25940.40. The strike last trading price was 118.5, which was -20.50 lower than the previous day. The implied volatity was -, the open interest changed by 2438825 which increased total open position to 3296800
On 23 Sept NIFTY was trading at 25939.05. The strike last trading price was 139, which was -13.00 lower than the previous day. The implied volatity was -, the open interest changed by 156600 which increased total open position to 3228675
On 20 Sept NIFTY was trading at 25790.95. The strike last trading price was 152, which was -45.20 lower than the previous day. The implied volatity was -, the open interest changed by 2968850 which increased total open position to 3070525
On 19 Sept NIFTY was trading at 25415.80. The strike last trading price was 197.2, which was -50.80 lower than the previous day. The implied volatity was -, the open interest changed by 458925 which increased total open position to 2830175
On 18 Sept NIFTY was trading at 25377.55. The strike last trading price was 248, which was 29.00 higher than the previous day. The implied volatity was -, the open interest changed by 441750 which increased total open position to 2374825
On 17 Sept NIFTY was trading at 25418.55. The strike last trading price was 219, which was 3.50 higher than the previous day. The implied volatity was -, the open interest changed by 1928700 which increased total open position to 1929475
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 215.5, which was -27.40 lower than the previous day. The implied volatity was -, the open interest changed by 74975 which increased total open position to 1709475
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 242.9, which was -29.10 lower than the previous day. The implied volatity was -, the open interest changed by 46950 which increased total open position to 1634050
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 272, which was -154.75 lower than the previous day. The implied volatity was -, the open interest changed by 275950 which increased total open position to 1583575
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 426.75, which was 58.45 higher than the previous day. The implied volatity was -, the open interest changed by 20500 which increased total open position to 1309325
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 368.3, which was -61.70 lower than the previous day. The implied volatity was -, the open interest changed by 99250 which increased total open position to 1289025
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 430, which was -68.95 lower than the previous day. The implied volatity was -, the open interest changed by 59225 which increased total open position to 1192550
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 498.95, which was 136.15 higher than the previous day. The implied volatity was -, the open interest changed by 23225 which increased total open position to 1132725
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 362.8, which was -2.20 lower than the previous day. The implied volatity was -, the open interest changed by 21775 which increased total open position to 1109250
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 365, which was 31.00 higher than the previous day. The implied volatity was -, the open interest changed by 125050 which increased total open position to 1086425
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 334, which was -3.85 lower than the previous day. The implied volatity was -, the open interest changed by 150400 which increased total open position to 962300
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 337.85, which was 36.85 higher than the previous day. The implied volatity was -, the open interest changed by 77300 which increased total open position to 810950
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 301, which was -51.00 lower than the previous day. The implied volatity was -, the open interest changed by 722675 which increased total open position to 730950
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 352, which was -38.00 lower than the previous day. The implied volatity was -, the open interest changed by 698425 which increased total open position to 705575
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 390, which was -14.75 lower than the previous day. The implied volatity was -, the open interest changed by 588525 which increased total open position to 592250
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 404.75, which was 7.75 higher than the previous day. The implied volatity was -, the open interest changed by 447550 which increased total open position to 449675
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 397, which was -81.00 lower than the previous day. The implied volatity was -, the open interest changed by 113875 which increased total open position to 410650
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 478, which was 18.75 higher than the previous day. The implied volatity was -, the open interest changed by 35500 which increased total open position to 296550
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 459.25, which was -34.75 lower than the previous day. The implied volatity was -, the open interest changed by 76925 which increased total open position to 261150
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 494, which was -51.00 lower than the previous day. The implied volatity was -, the open interest changed by 22700 which increased total open position to 186375
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 545, which was -75.15 lower than the previous day. The implied volatity was -, the open interest changed by 19425 which increased total open position to 163125
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 620.15, which was -20.85 lower than the previous day. The implied volatity was -, the open interest changed by 42500 which increased total open position to 143525
On 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 641, which was -259.00 lower than the previous day. The implied volatity was -, the open interest changed by 15700 which increased total open position to 101350
On 14 Aug NIFTY was trading at 24143.75. The strike last trading price was 900, which was -18.25 lower than the previous day. The implied volatity was -, the open interest changed by 1325 which increased total open position to 85625
On 13 Aug NIFTY was trading at 24139.00. The strike last trading price was 918.25, which was 115.65 higher than the previous day. The implied volatity was -, the open interest changed by 8725 which increased total open position to 84350
On 12 Aug NIFTY was trading at 24347.00. The strike last trading price was 802.6, which was 10.60 higher than the previous day. The implied volatity was -, the open interest changed by -3900 which decreased total open position to 75650
On 9 Aug NIFTY was trading at 24367.50. The strike last trading price was 792, which was -193.05 lower than the previous day. The implied volatity was -, the open interest changed by -2225 which decreased total open position to 79625
On 8 Aug NIFTY was trading at 24117.00. The strike last trading price was 985.05, which was 146.70 higher than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 81850
On 7 Aug NIFTY was trading at 24297.50. The strike last trading price was 838.35, which was -181.65 lower than the previous day. The implied volatity was -, the open interest changed by 1350 which increased total open position to 81575
On 6 Aug NIFTY was trading at 23992.55. The strike last trading price was 1020, which was -11.05 lower than the previous day. The implied volatity was -, the open interest changed by -1300 which decreased total open position to 80375
On 5 Aug NIFTY was trading at 24055.60. The strike last trading price was 1031.05, which was 380.30 higher than the previous day. The implied volatity was -, the open interest changed by -9250 which decreased total open position to 81925
On 2 Aug NIFTY was trading at 24702.00. The strike last trading price was 650.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 6600 which increased total open position to 92650