NIFTY
Nifty
Historical option data for NIFTY
26 Dec 2024 04:11 PM IST
NIFTY 26DEC2024 25000 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
26 Dec | 23750.20 | 0.05 | -0.75 | - | 21,82,963 | -1,23,192 | 2,96,588 | |||
24 Dec | 23727.65 | 0.8 | -1.15 | 27.16 | 19,76,973 | -1,80,842 | 4,23,060 | |||
23 Dec | 23753.45 | 1.95 | -2.50 | 24.20 | 24,31,009 | 60,323 | 6,04,637 | |||
20 Dec | 23587.50 | 4.45 | -7.40 | 20.56 | 21,14,967 | 88,865 | 5,42,845 | |||
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19 Dec | 23951.70 | 11.85 | -26.65 | 17.56 | 9,55,285 | -1,24,705 | 4,51,815 | |||
18 Dec | 24198.85 | 38.5 | -13.45 | 17.31 | 5,72,894 | -2,45,034 | 3,17,918 | |||
17 Dec | 24336.00 | 51.95 | -66.20 | 15.76 | 5,72,264 | 62,480 | 2,67,535 | |||
16 Dec | 24668.25 | 118.15 | -37.90 | 14.24 | 3,48,130 | -65,314 | 2,06,333 | |||
13 Dec | 24768.30 | 156.05 | 56.05 | 11.46 | 7,46,515 | -1,40,924 | 1,85,235 | |||
12 Dec | 24548.70 | 100 | -33.10 | 12.41 | 1,78,753 | 95,235 | 2,06,061 | |||
11 Dec | 24641.80 | 133.1 | -11.90 | 12.17 | 1,68,821 | -2,79,544 | 1,98,048 | |||
10 Dec | 24610.05 | 145 | -16.15 | 12.47 | 1,76,817 | -2,32,804 | 1,95,034 | |||
9 Dec | 24619.00 | 161.15 | -35.35 | 12.71 | 1,87,131 | -97,159 | 1,90,342 | |||
6 Dec | 24677.80 | 196.5 | -13.50 | 12.24 | 2,40,985 | 70,852 | 1,92,042 | |||
5 Dec | 24708.40 | 210 | 73.00 | 11.83 | 4,35,773 | 54,311 | 1,70,163 | |||
4 Dec | 24467.45 | 137 | 6.70 | 12.05 | 2,00,204 | 12,039 | 1,87,985 | |||
3 Dec | 24457.15 | 130.3 | 23.25 | 11.61 | 1,91,562 | 1,72,549 | 1,76,212 | |||
2 Dec | 24276.05 | 107.05 | 24.90 | 12.32 | 2,44,647 | 1,82,961 | 1,85,931 | |||
29 Nov | 24131.10 | 82.15 | 14.65 | 11.83 | 2,23,845 | -68,840 | 1,85,771 | |||
28 Nov | 23914.15 | 67.5 | -53.45 | 12.38 | 3,02,439 | 72,253 | 1,73,848 | |||
27 Nov | 24274.90 | 120.95 | 13.45 | 11.48 | 1,59,853 | 72,929 | 1,41,095 | |||
26 Nov | 24194.50 | 107.5 | -22.40 | 11.54 | 1,31,838 | 1,00,926 | 1,41,944 | |||
25 Nov | 24221.90 | 129.9 | 54.90 | 11.63 | 2,42,300 | 6,943 | 1,38,924 | |||
22 Nov | 23907.25 | 75 | 45.80 | 12.07 | 2,12,485 | 3,137 | 1,35,118 | |||
21 Nov | 23349.90 | 29.2 | -11.25 | 12.83 | 1,13,021 | 1,32,516 | 1,32,720 | |||
19 Nov | 23518.50 | 40.45 | -1.35 | 12.45 | 1,29,002 | 1,17,869 | 1,19,093 | |||
18 Nov | 23453.80 | 41.8 | -16.80 | 12.40 | 1,30,932 | 1,22,636 | 1,23,160 | |||
14 Nov | 23532.70 | 58.6 | -26.40 | 12.06 | 71,902 | 1,08,401 | 1,08,740 | |||
13 Nov | 23559.05 | 85 | -27.85 | 12.99 | 1,25,250 | 11,821 | 1,02,916 | |||
12 Nov | 23883.45 | 112.85 | -61.65 | 12.08 | 71,575 | 90,892 | 90,938 | |||
11 Nov | 24141.30 | 174.5 | -15.00 | 11.59 | 47,596 | 84,393 | 84,401 | |||
8 Nov | 24148.20 | 189.5 | -48.50 | 11.65 | 35,402 | 77,410 | 80,382 | |||
7 Nov | 24199.35 | 238 | -118.90 | 12.15 | 30,395 | 75,505 | 76,971 | |||
6 Nov | 24484.05 | 356.9 | 83.85 | 12.03 | 49,216 | -1,365 | 74,653 | |||
5 Nov | 24213.30 | 273.05 | 36.05 | 12.78 | 32,917 | 75,542 | 76,010 | |||
4 Nov | 23995.35 | 237 | -88.00 | 13.60 | 53,883 | 80,525 | 80,806 | |||
1 Nov | 24304.35 | 325 | -21.00 | 12.44 | 2,853 | -58 | 74,721 | |||
31 Oct | 24205.35 | 346 | -43.95 | - | 15,906 | 74,669 | 74,881 | |||
30 Oct | 24340.85 | 389.95 | -26.05 | - | 14,541 | 72,392 | 72,483 | |||
29 Oct | 24466.85 | 416 | 50.00 | - | 17,873 | 1,735 | 71,832 | |||
28 Oct | 24339.15 | 366 | 44.30 | - | 25,941 | -2,871 | 70,146 | |||
25 Oct | 24180.80 | 321.7 | -109.40 | - | 47,996 | 674 | 73,017 | |||
24 Oct | 24399.40 | 431.1 | -32.90 | - | 16,210 | 2,721 | 72,424 | |||
23 Oct | 24435.50 | 464 | -26.00 | - | 22,943 | 1,465 | 69,697 | |||
22 Oct | 24472.10 | 490 | -110.00 | - | 20,425 | 2,197 | 68,318 | |||
21 Oct | 24781.10 | 600 | -109.00 | - | 16,597 | 1,340 | 66,084 | |||
18 Oct | 24854.05 | 709 | 58.00 | - | 19,632 | 3,279 | 65,101 | |||
17 Oct | 24749.85 | 651 | -114.75 | - | 15,052 | 2,194 | 61,789 | |||
16 Oct | 24971.30 | 765.75 | -60.25 | - | 6,086 | 342 | 59,581 | |||
15 Oct | 25057.35 | 826 | -73.05 | - | 4,780 | 1,067 | 59,339 | |||
14 Oct | 25127.95 | 899.05 | 93.05 | - | 4,032 | -144 | 58,259 | |||
11 Oct | 24964.25 | 806 | -64.00 | - | 6,097 | 1,090 | 58,414 | |||
10 Oct | 24998.45 | 870 | -9.00 | - | 4,144 | 100 | 57,335 | |||
9 Oct | 24981.95 | 879 | -23.05 | - | 6,347 | -234 | 57,276 | |||
8 Oct | 25013.15 | 902.05 | 98.50 | - | 10,490 | -222 | 57,600 | |||
7 Oct | 24795.75 | 803.55 | -141.45 | - | 18,979 | 2,478 | 57,897 | |||
4 Oct | 25014.60 | 945 | -167.00 | - | 14,215 | 268 | 55,430 | |||
3 Oct | 25250.10 | 1112 | -346.00 | - | 8,526 | 922 | 55,167 | |||
1 Oct | 25796.90 | 1458 | -2.00 | - | 2,124 | -391 | 54,219 | |||
30 Sept | 25810.85 | 1460 | -272.00 | - | 4,903 | -1,734 | 54,651 | |||
27 Sept | 26173.35 | 1732.00 | - | 4,037 | -509 | 56,410 |
For Nifty - strike price 25000 expiring on 26DEC2024
Delta for 25000 CE is -
Historical price for 25000 CE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 0.05, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by -123192 which decreased total open position to 296588
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 0.8, which was -1.15 lower than the previous day. The implied volatity was 27.16, the open interest changed by -180842 which decreased total open position to 423060
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 1.95, which was -2.50 lower than the previous day. The implied volatity was 24.20, the open interest changed by 60323 which increased total open position to 604637
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 4.45, which was -7.40 lower than the previous day. The implied volatity was 20.56, the open interest changed by 88865 which increased total open position to 542845
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 11.85, which was -26.65 lower than the previous day. The implied volatity was 17.56, the open interest changed by -124705 which decreased total open position to 451815
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 38.5, which was -13.45 lower than the previous day. The implied volatity was 17.31, the open interest changed by -245034 which decreased total open position to 317918
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 51.95, which was -66.20 lower than the previous day. The implied volatity was 15.76, the open interest changed by 62480 which increased total open position to 267535
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 118.15, which was -37.90 lower than the previous day. The implied volatity was 14.24, the open interest changed by -65314 which decreased total open position to 206333
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 156.05, which was 56.05 higher than the previous day. The implied volatity was 11.46, the open interest changed by -140924 which decreased total open position to 185235
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 100, which was -33.10 lower than the previous day. The implied volatity was 12.41, the open interest changed by 95235 which increased total open position to 206061
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 133.1, which was -11.90 lower than the previous day. The implied volatity was 12.17, the open interest changed by -279544 which decreased total open position to 198048
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 145, which was -16.15 lower than the previous day. The implied volatity was 12.47, the open interest changed by -232804 which decreased total open position to 195034
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 161.15, which was -35.35 lower than the previous day. The implied volatity was 12.71, the open interest changed by -97159 which decreased total open position to 190342
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 196.5, which was -13.50 lower than the previous day. The implied volatity was 12.24, the open interest changed by 70852 which increased total open position to 192042
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 210, which was 73.00 higher than the previous day. The implied volatity was 11.83, the open interest changed by 54311 which increased total open position to 170163
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 137, which was 6.70 higher than the previous day. The implied volatity was 12.05, the open interest changed by 12039 which increased total open position to 187985
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 130.3, which was 23.25 higher than the previous day. The implied volatity was 11.61, the open interest changed by 172549 which increased total open position to 176212
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 107.05, which was 24.90 higher than the previous day. The implied volatity was 12.32, the open interest changed by 182961 which increased total open position to 185931
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 82.15, which was 14.65 higher than the previous day. The implied volatity was 11.83, the open interest changed by -68840 which decreased total open position to 185771
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 67.5, which was -53.45 lower than the previous day. The implied volatity was 12.38, the open interest changed by 72253 which increased total open position to 173848
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 120.95, which was 13.45 higher than the previous day. The implied volatity was 11.48, the open interest changed by 72929 which increased total open position to 141095
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 107.5, which was -22.40 lower than the previous day. The implied volatity was 11.54, the open interest changed by 100926 which increased total open position to 141944
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 129.9, which was 54.90 higher than the previous day. The implied volatity was 11.63, the open interest changed by 6943 which increased total open position to 138924
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 75, which was 45.80 higher than the previous day. The implied volatity was 12.07, the open interest changed by 3137 which increased total open position to 135118
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 29.2, which was -11.25 lower than the previous day. The implied volatity was 12.83, the open interest changed by 132516 which increased total open position to 132720
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 40.45, which was -1.35 lower than the previous day. The implied volatity was 12.45, the open interest changed by 117869 which increased total open position to 119093
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 41.8, which was -16.80 lower than the previous day. The implied volatity was 12.40, the open interest changed by 122636 which increased total open position to 123160
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 58.6, which was -26.40 lower than the previous day. The implied volatity was 12.06, the open interest changed by 108401 which increased total open position to 108740
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 85, which was -27.85 lower than the previous day. The implied volatity was 12.99, the open interest changed by 11821 which increased total open position to 102916
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 112.85, which was -61.65 lower than the previous day. The implied volatity was 12.08, the open interest changed by 90892 which increased total open position to 90938
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 174.5, which was -15.00 lower than the previous day. The implied volatity was 11.59, the open interest changed by 84393 which increased total open position to 84401
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 189.5, which was -48.50 lower than the previous day. The implied volatity was 11.65, the open interest changed by 77410 which increased total open position to 80382
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 238, which was -118.90 lower than the previous day. The implied volatity was 12.15, the open interest changed by 75505 which increased total open position to 76971
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 356.9, which was 83.85 higher than the previous day. The implied volatity was 12.03, the open interest changed by -1365 which decreased total open position to 74653
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 273.05, which was 36.05 higher than the previous day. The implied volatity was 12.78, the open interest changed by 75542 which increased total open position to 76010
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 237, which was -88.00 lower than the previous day. The implied volatity was 13.60, the open interest changed by 80525 which increased total open position to 80806
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 325, which was -21.00 lower than the previous day. The implied volatity was 12.44, the open interest changed by -58 which decreased total open position to 74721
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 346, which was -43.95 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 389.95, which was -26.05 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 416, which was 50.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct NIFTY was trading at 24339.15. The strike last trading price was 366, which was 44.30 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 321.7, which was -109.40 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 431.1, which was -32.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct NIFTY was trading at 24435.50. The strike last trading price was 464, which was -26.00 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 490, which was -110.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct NIFTY was trading at 24781.10. The strike last trading price was 600, which was -109.00 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 709, 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 651, which was -114.75 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 765.75, which was -60.25 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 826, which was -73.05 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 899.05, which was 93.05 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 806, which was -64.00 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 870, which was -9.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct NIFTY was trading at 24981.95. The strike last trading price was 879, which was -23.05 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 902.05, which was 98.50 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 803.55, which was -141.45 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 945, which was -167.00 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 1112, which was -346.00 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 1458, which was -2.00 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 1460, which was -272.00 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 1732.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
NIFTY 26DEC2024 25000 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 | 1252 | 25.40 | - | 50,162 | -10,041 | 54,257 |
24 Dec | 23727.65 | 1226.6 | -3.40 | - | 14,974 | -8,074 | 64,331 |
23 Dec | 23753.45 | 1230 | -132.75 | - | 15,096 | -9,189 | 72,443 |
20 Dec | 23587.50 | 1362.75 | 376.75 | 30.52 | 24,048 | -6,587 | 81,701 |
19 Dec | 23951.70 | 986 | 216.45 | - | 24,028 | -3,981 | 88,310 |
18 Dec | 24198.85 | 769.55 | 119.10 | 17.56 | 27,631 | 72,536 | 92,300 |
17 Dec | 24336.00 | 650.45 | 255.45 | 13.74 | 55,371 | -1,855 | 96,118 |
16 Dec | 24668.25 | 395 | 104.75 | 13.78 | 60,715 | 67,464 | 98,104 |
13 Dec | 24768.30 | 290.25 | -156.45 | 11.75 | 1,14,144 | -1,141 | 98,963 |
12 Dec | 24548.70 | 446.7 | 52.70 | 11.22 | 41,500 | 95,519 | 1,01,771 |
11 Dec | 24641.80 | 394 | -66.15 | 11.83 | 42,954 | 3,820 | 1,01,800 |
10 Dec | 24610.05 | 460.15 | -1.85 | 14.81 | 40,323 | -964 | 98,706 |
9 Dec | 24619.00 | 462 | 48.15 | 14.84 | 46,612 | -13 | 99,677 |
6 Dec | 24677.80 | 413.85 | -13.15 | 13.27 | 78,855 | 3,160 | 99,765 |
5 Dec | 24708.40 | 427 | -147.05 | 14.53 | 1,20,529 | 5,953 | 96,848 |
4 Dec | 24467.45 | 574.05 | -10.95 | 14.31 | 31,415 | 79,035 | 90,932 |
3 Dec | 24457.15 | 585 | -88.40 | 14.20 | 26,818 | 90,209 | 90,234 |
2 Dec | 24276.05 | 673.4 | -86.40 | 12.70 | 19,088 | 1,289 | 90,909 |
29 Nov | 24131.10 | 759.8 | -155.90 | 11.01 | 17,989 | 89,591 | 89,615 |
28 Nov | 23914.15 | 915.7 | 257.80 | 12.30 | 47,006 | 89,844 | 89,844 |
27 Nov | 24274.90 | 657.9 | -95.05 | 11.99 | 44,832 | 85,851 | 85,851 |
26 Nov | 24194.50 | 752.95 | 65.95 | 13.49 | 21,764 | 75,050 | 75,050 |
25 Nov | 24221.90 | 687 | -344.95 | 12.47 | 46,227 | 73,793 | 73,793 |
22 Nov | 23907.25 | 1031.95 | -464.05 | 15.20 | 18,759 | 67,146 | 67,146 |
21 Nov | 23349.90 | 1496 | 116.00 | 16.83 | 7,912 | 63,053 | 63,053 |
19 Nov | 23518.50 | 1380 | 19.05 | 16.54 | 8,233 | 62,265 | 62,265 |
18 Nov | 23453.80 | 1360.95 | 92.15 | 15.24 | 8,251 | 1,127 | 61,379 |
14 Nov | 23532.70 | 1268.8 | 46.80 | 14.88 | 12,352 | 240 | 60,229 |
13 Nov | 23559.05 | 1222 | 193.15 | 14.47 | 19,064 | 60,009 | 60,009 |
12 Nov | 23883.45 | 1028.85 | 248.85 | 14.40 | 18,800 | -1,505 | 62,010 |
11 Nov | 24141.30 | 780 | -41.15 | 12.77 | 18,735 | -2,741 | 63,506 |
8 Nov | 24148.20 | 821.15 | 30.15 | 13.86 | 18,402 | 69,098 | 69,118 |
7 Nov | 24199.35 | 791 | 192.00 | 14.60 | 13,050 | -1,472 | 73,254 |
6 Nov | 24484.05 | 599 | -213.00 | 14.05 | 29,664 | 74,586 | 74,590 |
5 Nov | 24213.30 | 812 | -167.90 | 15.25 | 16,227 | 873 | 72,244 |
4 Nov | 23995.35 | 979.9 | 189.90 | 16.27 | 18,631 | 848 | 73,087 |
1 Nov | 24304.35 | 790 | 22.00 | 16.21 | 1,987 | -199 | 72,238 |
31 Oct | 24205.35 | 768 | 53.00 | - | 10,425 | 1,584 | 72,677 |
30 Oct | 24340.85 | 715 | 76.35 | - | 7,414 | 71,082 | 71,086 |
29 Oct | 24466.85 | 638.65 | -62.55 | - | 13,939 | -460 | 71,615 |
28 Oct | 24339.15 | 701.2 | -99.80 | - | 16,595 | -3,365 | 72,082 |
25 Oct | 24180.80 | 801 | 146.00 | - | 27,486 | -5,283 | 75,447 |
24 Oct | 24399.40 | 655 | -31.15 | - | 12,555 | -255 | 82,960 |
23 Oct | 24435.50 | 686.15 | 25.05 | - | 20,013 | -3,829 | 83,235 |
22 Oct | 24472.10 | 661.1 | 114.10 | - | 24,167 | 834 | 87,114 |
21 Oct | 24781.10 | 547 | 90.00 | - | 17,134 | 703 | 86,310 |
18 Oct | 24854.05 | 457 | -56.90 | - | 21,812 | 171 | 85,781 |
17 Oct | 24749.85 | 513.9 | 71.90 | - | 20,926 | -746 | 85,804 |
16 Oct | 24971.30 | 442 | 34.00 | - | 14,419 | -441 | 86,499 |
15 Oct | 25057.35 | 408 | 19.20 | - | 8,125 | 796 | 87,069 |
14 Oct | 25127.95 | 388.8 | -86.20 | - | 8,195 | -219 | 86,341 |
11 Oct | 24964.25 | 475 | 24.00 | - | 9,673 | -258 | 87,027 |
10 Oct | 24998.45 | 451 | -20.50 | - | 11,140 | 1,419 | 87,227 |
9 Oct | 24981.95 | 471.5 | -4.50 | - | 15,814 | 42 | 85,859 |
8 Oct | 25013.15 | 476 | -46.10 | - | 21,820 | -1,925 | 85,932 |
7 Oct | 24795.75 | 522.1 | 55.60 | - | 39,439 | -4,373 | 87,966 |
4 Oct | 25014.60 | 466.5 | 102.50 | - | 53,469 | -2,428 | 93,617 |
3 Oct | 25250.10 | 364 | 121.25 | - | 44,572 | -409 | 98,552 |
1 Oct | 25796.90 | 242.75 | -18.25 | - | 15,204 | 3,231 | 98,982 |
30 Sept | 25810.85 | 261 | 48.55 | - | 31,252 | -6,221 | 95,780 |
27 Sept | 26173.35 | 212.45 | - | 22,782 | 2,361 | 1,04,140 |
For Nifty - strike price 25000 expiring on 26DEC2024
Delta for 25000 PE is -
Historical price for 25000 PE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 1252, which was 25.40 higher than the previous day. The implied volatity was -, the open interest changed by -10041 which decreased total open position to 54257
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 1226.6, which was -3.40 lower than the previous day. The implied volatity was -, the open interest changed by -8074 which decreased total open position to 64331
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 1230, which was -132.75 lower than the previous day. The implied volatity was -, the open interest changed by -9189 which decreased total open position to 72443
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 1362.75, which was 376.75 higher than the previous day. The implied volatity was 30.52, the open interest changed by -6587 which decreased total open position to 81701
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 986, which was 216.45 higher than the previous day. The implied volatity was -, the open interest changed by -3981 which decreased total open position to 88310
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 769.55, which was 119.10 higher than the previous day. The implied volatity was 17.56, the open interest changed by 72536 which increased total open position to 92300
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 650.45, which was 255.45 higher than the previous day. The implied volatity was 13.74, the open interest changed by -1855 which decreased total open position to 96118
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 395, which was 104.75 higher than the previous day. The implied volatity was 13.78, the open interest changed by 67464 which increased total open position to 98104
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 290.25, which was -156.45 lower than the previous day. The implied volatity was 11.75, the open interest changed by -1141 which decreased total open position to 98963
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 446.7, which was 52.70 higher than the previous day. The implied volatity was 11.22, the open interest changed by 95519 which increased total open position to 101771
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 394, which was -66.15 lower than the previous day. The implied volatity was 11.83, the open interest changed by 3820 which increased total open position to 101800
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 460.15, which was -1.85 lower than the previous day. The implied volatity was 14.81, the open interest changed by -964 which decreased total open position to 98706
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 462, which was 48.15 higher than the previous day. The implied volatity was 14.84, the open interest changed by -13 which decreased total open position to 99677
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 413.85, which was -13.15 lower than the previous day. The implied volatity was 13.27, the open interest changed by 3160 which increased total open position to 99765
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 427, which was -147.05 lower than the previous day. The implied volatity was 14.53, the open interest changed by 5953 which increased total open position to 96848
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 574.05, which was -10.95 lower than the previous day. The implied volatity was 14.31, the open interest changed by 79035 which increased total open position to 90932
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 585, which was -88.40 lower than the previous day. The implied volatity was 14.20, the open interest changed by 90209 which increased total open position to 90234
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 673.4, which was -86.40 lower than the previous day. The implied volatity was 12.70, the open interest changed by 1289 which increased total open position to 90909
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 759.8, which was -155.90 lower than the previous day. The implied volatity was 11.01, the open interest changed by 89591 which increased total open position to 89615
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 915.7, which was 257.80 higher than the previous day. The implied volatity was 12.30, the open interest changed by 89844 which increased total open position to 89844
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 657.9, which was -95.05 lower than the previous day. The implied volatity was 11.99, the open interest changed by 85851 which increased total open position to 85851
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 752.95, which was 65.95 higher than the previous day. The implied volatity was 13.49, the open interest changed by 75050 which increased total open position to 75050
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 687, which was -344.95 lower than the previous day. The implied volatity was 12.47, the open interest changed by 73793 which increased total open position to 73793
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 1031.95, which was -464.05 lower than the previous day. The implied volatity was 15.20, the open interest changed by 67146 which increased total open position to 67146
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 1496, which was 116.00 higher than the previous day. The implied volatity was 16.83, the open interest changed by 63053 which increased total open position to 63053
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1380, which was 19.05 higher than the previous day. The implied volatity was 16.54, the open interest changed by 62265 which increased total open position to 62265
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1360.95, which was 92.15 higher than the previous day. The implied volatity was 15.24, the open interest changed by 1127 which increased total open position to 61379
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1268.8, which was 46.80 higher than the previous day. The implied volatity was 14.88, the open interest changed by 240 which increased total open position to 60229
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 1222, which was 193.15 higher than the previous day. The implied volatity was 14.47, the open interest changed by 60009 which increased total open position to 60009
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1028.85, which was 248.85 higher than the previous day. The implied volatity was 14.40, the open interest changed by -1505 which decreased total open position to 62010
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 780, which was -41.15 lower than the previous day. The implied volatity was 12.77, the open interest changed by -2741 which decreased total open position to 63506
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 821.15, which was 30.15 higher than the previous day. The implied volatity was 13.86, the open interest changed by 69098 which increased total open position to 69118
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 791, which was 192.00 higher than the previous day. The implied volatity was 14.60, the open interest changed by -1472 which decreased total open position to 73254
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 599, which was -213.00 lower than the previous day. The implied volatity was 14.05, the open interest changed by 74586 which increased total open position to 74590
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 812, which was -167.90 lower than the previous day. The implied volatity was 15.25, the open interest changed by 873 which increased total open position to 72244
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 979.9, which was 189.90 higher than the previous day. The implied volatity was 16.27, the open interest changed by 848 which increased total open position to 73087
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 790, which was 22.00 higher than the previous day. The implied volatity was 16.21, the open interest changed by -199 which decreased total open position to 72238
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 768, which was 53.00 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 715, which was 76.35 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 638.65, which was -62.55 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 701.2, which was -99.80 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 801, which was 146.00 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 655, which was -31.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct NIFTY was trading at 24435.50. The strike last trading price was 686.15, which was 25.05 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 661.1, which was 114.10 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 547, which was 90.00 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 457, which was -56.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 513.9, which was 71.90 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 442, which was 34.00 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 408, which was 19.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct NIFTY was trading at 25127.95. The strike last trading price was 388.8, which was -86.20 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 475, which was 24.00 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 451, which was -20.50 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 471.5, which was -4.50 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 476, which was -46.10 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 522.1, which was 55.60 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 466.5, which was 102.50 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 364, which was 121.25 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 242.75, which was -18.25 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 261, which was 48.55 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 212.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to