NIFTY
Nifty
Historical option data for NIFTY
28 Jan 2025 09:01 AM IST
NIFTY 30JAN2025 25000 CE | ||||||||||
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Delta: 0.01
Vega: 0.33
Theta: -2.21
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
28 Jan | 22860.45 | 1.45 | 0.1 | 39.16 | 8,53,194 | 1,184 | 2,95,509 | |||
27 Jan | 22829.15 | 1.45 | 0.1 | 39.16 | 8,53,194 | 2,635 | 2,95,509 | |||
24 Jan | 23092.20 | 1.35 | -0.55 | 24.00 | 15,16,318 | 15,337 | 2,97,737 | |||
23 Jan | 23205.35 | 1.7 | -0.40 | 21.32 | 3,83,574 | 1,28,396 | 2,81,333 | |||
22 Jan | 23155.35 | 2.1 | -0.95 | 20.98 | 1,20,330 | 9,154 | 1,66,725 | |||
21 Jan | 23024.65 | 3.05 | -1.50 | 21.81 | 1,57,330 | -20,696 | 1,58,263 | |||
20 Jan | 23344.75 | 4.55 | -0.60 | 18.81 | 95,624 | -20,541 | 1,70,127 | |||
17 Jan | 23203.20 | 5.15 | -2.10 | 17.88 | 89,990 | 36,662 | 1,66,853 | |||
16 Jan | 23311.80 | 7.25 | 0.45 | 16.68 | 63,942 | -1,06,540 | 1,72,937 | |||
15 Jan | 23213.20 | 6.8 | -2.50 | 17.01 | 85,057 | 1,34,827 | 1,69,654 | |||
14 Jan | 23176.05 | 9.3 | -2.20 | 17.45 | 57,633 | -7,169 | 1,72,134 | |||
13 Jan | 23085.95 | 11.5 | -2.50 | 18.56 | 1,28,503 | 1,59,301 | 1,79,596 | |||
10 Jan | 23431.50 | 14 | -2.20 | 14.58 | 1,57,792 | 2,373 | 1,91,118 | |||
9 Jan | 23526.50 | 16.2 | -4.85 | 13.57 | 88,762 | 9,665 | 1,88,666 | |||
8 Jan | 23688.95 | 21.05 | -2.15 | 12.89 | 1,55,222 | 535 | 1,79,512 | |||
7 Jan | 23707.90 | 23.2 | -5.90 | 12.67 | 1,23,266 | 1,71,071 | 1,78,298 | |||
6 Jan | 23616.05 | 29.1 | -21.10 | 13.60 | 3,15,398 | -26,127 | 1,83,366 | |||
3 Jan | 24004.75 | 50.2 | -32.80 | 11.23 | 1,86,258 | 27,083 | 2,08,171 | |||
2 Jan | 24188.65 | 83 | 34.90 | 11.12 | 3,00,459 | 1,62,251 | 1,80,572 | |||
1 Jan | 23742.90 | 48.1 | 7.20 | 12.66 | 1,23,950 | 2,764 | 1,75,852 | |||
31 Dec | 23644.80 | 40.9 | 2.10 | 12.60 | 1,39,749 | 1,36,067 | 1,73,075 | |||
30 Dec | 23644.90 | 38.8 | -19.00 | 12.24 | 1,95,330 | 11,585 | 1,66,711 | |||
27 Dec | 23813.40 | 57.8 | -1.70 | 11.44 | 1,59,843 | 1,36,917 | 1,55,553 | |||
26 Dec | 23750.20 | 59.5 | 0.50 | 11.91 | 1,17,003 | 1,34,273 | 1,45,754 | |||
24 Dec | 23727.65 | 59 | -13.00 | 11.72 | 96,937 | 62,194 | 1,26,244 | |||
23 Dec | 23753.45 | 72 | -22.80 | 12.12 | 1,42,691 | 19,355 | 1,15,703 | |||
20 Dec | 23587.50 | 94.8 | -60.95 | 13.65 | 1,51,299 | 95,857 | 96,610 | |||
19 Dec | 23951.70 | 155.75 | -70.25 | 13.10 | 86,050 | 7,311 | 79,988 | |||
18 Dec | 24198.85 | 226 | -54.65 | 12.76 | 78,591 | 13,603 | 72,693 | |||
17 Dec | 24336.00 | 280.65 | -129.85 | 13.12 | 64,649 | 58,806 | 59,043 | |||
16 Dec | 24668.25 | 410.5 | -53.50 | 12.53 | 58,626 | 50,115 | 50,637 | |||
13 Dec | 24768.30 | 464 | 104.00 | 11.39 | 1,10,707 | 49,173 | 49,326 | |||
12 Dec | 24548.70 | 360 | -51.95 | 11.70 | 30,086 | 36,951 | 39,726 | |||
11 Dec | 24641.80 | 411.95 | 18.25 | 11.72 | 37,640 | 12,261 | 45,292 | |||
10 Dec | 24610.05 | 393.7 | -18.30 | 11.16 | 18,823 | 2,059 | 32,997 | |||
9 Dec | 24619.00 | 412 | -44.55 | 11.38 | 34,485 | -6,664 | 30,923 | |||
6 Dec | 24677.80 | 456.55 | 6.55 | 11.39 | 52,935 | 3,585 | 37,626 | |||
5 Dec | 24708.40 | 450 | 95.50 | 10.57 | 54,912 | 861 | 34,082 | |||
4 Dec | 24467.45 | 354.5 | 12.30 | 11.01 | 53,093 | 32,561 | 33,194 | |||
3 Dec | 24457.15 | 342.2 | 37.25 | 10.70 | 25,181 | 27,219 | 27,822 | |||
2 Dec | 24276.05 | 304.95 | 45.80 | 11.44 | 23,384 | 1,910 | 29,711 | |||
29 Nov | 24131.10 | 259.15 | 38.65 | 11.26 | 27,547 | -93 | 27,846 | |||
28 Nov | 23914.15 | 220.5 | -89.15 | 11.54 | 43,962 | 28,696 | 28,831 | |||
27 Nov | 24274.90 | 309.65 | 21.70 | 10.76 | 12,164 | 1,271 | 24,247 | |||
26 Nov | 24194.50 | 287.95 | -35.80 | 10.90 | 15,058 | 22,991 | 23,084 | |||
25 Nov | 24221.90 | 323.75 | 118.10 | 11.08 | 27,142 | 1,757 | 22,533 | |||
22 Nov | 23907.25 | 205.65 | 103.60 | 11.00 | 28,053 | 259 | 21,035 | |||
21 Nov | 23349.90 | 102.05 | -24.55 | 11.40 | 18,010 | 3,070 | 20,720 | |||
19 Nov | 23518.50 | 126.6 | -1.20 | 11.21 | 18,472 | 2,165 | 17,714 | |||
18 Nov | 23453.80 | 127.8 | -29.75 | 11.18 | 21,055 | 8,544 | 15,623 | |||
14 Nov | 23532.70 | 157.55 | -39.45 | 11.03 | 8,735 | 1,279 | 7,099 | |||
13 Nov | 23559.05 | 197 | -47.45 | 11.73 | 8,516 | 1,293 | 5,879 | |||
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12 Nov | 23883.45 | 244.45 | -98.55 | 11.03 | 5,365 | 511 | 4,569 | |||
11 Nov | 24141.30 | 343 | -23.10 | 10.86 | 3,759 | 748 | 4,337 | |||
8 Nov | 24148.20 | 366.1 | -48.05 | 11.12 | 2,573 | 505 | 3,583 | |||
7 Nov | 24199.35 | 414.15 | -150.85 | 11.26 | 2,976 | 528 | 3,082 | |||
6 Nov | 24484.05 | 565 | 114.00 | 11.29 | 2,337 | 509 | 2,666 | |||
5 Nov | 24213.30 | 451 | 60.00 | 11.77 | 1,622 | 512 | 2,126 | |||
4 Nov | 23995.35 | 391 | 12.25 | 2,474 | 1,557 | 1,607 |
For Nifty - strike price 25000 expiring on 30JAN2025
Delta for 25000 CE is 0.01
Historical price for 25000 CE is as follows
On 28 Jan NIFTY was trading at 22860.45. The strike last trading price was 1.45, which was 0.1 higher than the previous day. The implied volatity was 39.16, the open interest changed by 1184 which increased total open position to 295509
On 27 Jan NIFTY was trading at 22829.15. The strike last trading price was 1.45, which was 0.1 higher than the previous day. The implied volatity was 39.16, the open interest changed by 2635 which increased total open position to 295509
On 24 Jan NIFTY was trading at 23092.20. The strike last trading price was 1.35, which was -0.55 lower than the previous day. The implied volatity was 24.00, the open interest changed by 15337 which increased total open position to 297737
On 23 Jan NIFTY was trading at 23205.35. The strike last trading price was 1.7, which was -0.40 lower than the previous day. The implied volatity was 21.32, the open interest changed by 128396 which increased total open position to 281333
On 22 Jan NIFTY was trading at 23155.35. The strike last trading price was 2.1, which was -0.95 lower than the previous day. The implied volatity was 20.98, the open interest changed by 9154 which increased total open position to 166725
On 21 Jan NIFTY was trading at 23024.65. The strike last trading price was 3.05, which was -1.50 lower than the previous day. The implied volatity was 21.81, the open interest changed by -20696 which decreased total open position to 158263
On 20 Jan NIFTY was trading at 23344.75. The strike last trading price was 4.55, which was -0.60 lower than the previous day. The implied volatity was 18.81, the open interest changed by -20541 which decreased total open position to 170127
On 17 Jan NIFTY was trading at 23203.20. The strike last trading price was 5.15, which was -2.10 lower than the previous day. The implied volatity was 17.88, the open interest changed by 36662 which increased total open position to 166853
On 16 Jan NIFTY was trading at 23311.80. The strike last trading price was 7.25, which was 0.45 higher than the previous day. The implied volatity was 16.68, the open interest changed by -106540 which decreased total open position to 172937
On 15 Jan NIFTY was trading at 23213.20. The strike last trading price was 6.8, which was -2.50 lower than the previous day. The implied volatity was 17.01, the open interest changed by 134827 which increased total open position to 169654
On 14 Jan NIFTY was trading at 23176.05. The strike last trading price was 9.3, which was -2.20 lower than the previous day. The implied volatity was 17.45, the open interest changed by -7169 which decreased total open position to 172134
On 13 Jan NIFTY was trading at 23085.95. The strike last trading price was 11.5, which was -2.50 lower than the previous day. The implied volatity was 18.56, the open interest changed by 159301 which increased total open position to 179596
On 10 Jan NIFTY was trading at 23431.50. The strike last trading price was 14, which was -2.20 lower than the previous day. The implied volatity was 14.58, the open interest changed by 2373 which increased total open position to 191118
On 9 Jan NIFTY was trading at 23526.50. The strike last trading price was 16.2, which was -4.85 lower than the previous day. The implied volatity was 13.57, the open interest changed by 9665 which increased total open position to 188666
On 8 Jan NIFTY was trading at 23688.95. The strike last trading price was 21.05, which was -2.15 lower than the previous day. The implied volatity was 12.89, the open interest changed by 535 which increased total open position to 179512
On 7 Jan NIFTY was trading at 23707.90. The strike last trading price was 23.2, which was -5.90 lower than the previous day. The implied volatity was 12.67, the open interest changed by 171071 which increased total open position to 178298
On 6 Jan NIFTY was trading at 23616.05. The strike last trading price was 29.1, which was -21.10 lower than the previous day. The implied volatity was 13.60, the open interest changed by -26127 which decreased total open position to 183366
On 3 Jan NIFTY was trading at 24004.75. The strike last trading price was 50.2, which was -32.80 lower than the previous day. The implied volatity was 11.23, the open interest changed by 27083 which increased total open position to 208171
On 2 Jan NIFTY was trading at 24188.65. The strike last trading price was 83, which was 34.90 higher than the previous day. The implied volatity was 11.12, the open interest changed by 162251 which increased total open position to 180572
On 1 Jan NIFTY was trading at 23742.90. The strike last trading price was 48.1, which was 7.20 higher than the previous day. The implied volatity was 12.66, the open interest changed by 2764 which increased total open position to 175852
On 31 Dec NIFTY was trading at 23644.80. The strike last trading price was 40.9, which was 2.10 higher than the previous day. The implied volatity was 12.60, the open interest changed by 136067 which increased total open position to 173075
On 30 Dec NIFTY was trading at 23644.90. The strike last trading price was 38.8, which was -19.00 lower than the previous day. The implied volatity was 12.24, the open interest changed by 11585 which increased total open position to 166711
On 27 Dec NIFTY was trading at 23813.40. The strike last trading price was 57.8, which was -1.70 lower than the previous day. The implied volatity was 11.44, the open interest changed by 136917 which increased total open position to 155553
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 59.5, which was 0.50 higher than the previous day. The implied volatity was 11.91, the open interest changed by 134273 which increased total open position to 145754
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 59, which was -13.00 lower than the previous day. The implied volatity was 11.72, the open interest changed by 62194 which increased total open position to 126244
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 72, which was -22.80 lower than the previous day. The implied volatity was 12.12, the open interest changed by 19355 which increased total open position to 115703
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 94.8, which was -60.95 lower than the previous day. The implied volatity was 13.65, the open interest changed by 95857 which increased total open position to 96610
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 155.75, which was -70.25 lower than the previous day. The implied volatity was 13.10, the open interest changed by 7311 which increased total open position to 79988
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 226, which was -54.65 lower than the previous day. The implied volatity was 12.76, the open interest changed by 13603 which increased total open position to 72693
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 280.65, which was -129.85 lower than the previous day. The implied volatity was 13.12, the open interest changed by 58806 which increased total open position to 59043
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 410.5, which was -53.50 lower than the previous day. The implied volatity was 12.53, the open interest changed by 50115 which increased total open position to 50637
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 464, which was 104.00 higher than the previous day. The implied volatity was 11.39, the open interest changed by 49173 which increased total open position to 49326
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 360, which was -51.95 lower than the previous day. The implied volatity was 11.70, the open interest changed by 36951 which increased total open position to 39726
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 411.95, which was 18.25 higher than the previous day. The implied volatity was 11.72, the open interest changed by 12261 which increased total open position to 45292
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 393.7, which was -18.30 lower than the previous day. The implied volatity was 11.16, the open interest changed by 2059 which increased total open position to 32997
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 412, which was -44.55 lower than the previous day. The implied volatity was 11.38, the open interest changed by -6664 which decreased total open position to 30923
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 456.55, which was 6.55 higher than the previous day. The implied volatity was 11.39, the open interest changed by 3585 which increased total open position to 37626
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 450, which was 95.50 higher than the previous day. The implied volatity was 10.57, the open interest changed by 861 which increased total open position to 34082
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 354.5, which was 12.30 higher than the previous day. The implied volatity was 11.01, the open interest changed by 32561 which increased total open position to 33194
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 342.2, which was 37.25 higher than the previous day. The implied volatity was 10.70, the open interest changed by 27219 which increased total open position to 27822
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 304.95, which was 45.80 higher than the previous day. The implied volatity was 11.44, the open interest changed by 1910 which increased total open position to 29711
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 259.15, which was 38.65 higher than the previous day. The implied volatity was 11.26, the open interest changed by -93 which decreased total open position to 27846
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 220.5, which was -89.15 lower than the previous day. The implied volatity was 11.54, the open interest changed by 28696 which increased total open position to 28831
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 309.65, which was 21.70 higher than the previous day. The implied volatity was 10.76, the open interest changed by 1271 which increased total open position to 24247
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 287.95, which was -35.80 lower than the previous day. The implied volatity was 10.90, the open interest changed by 22991 which increased total open position to 23084
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 323.75, which was 118.10 higher than the previous day. The implied volatity was 11.08, the open interest changed by 1757 which increased total open position to 22533
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 205.65, which was 103.60 higher than the previous day. The implied volatity was 11.00, the open interest changed by 259 which increased total open position to 21035
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 102.05, which was -24.55 lower than the previous day. The implied volatity was 11.40, the open interest changed by 3070 which increased total open position to 20720
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 126.6, which was -1.20 lower than the previous day. The implied volatity was 11.21, the open interest changed by 2165 which increased total open position to 17714
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 127.8, which was -29.75 lower than the previous day. The implied volatity was 11.18, the open interest changed by 8544 which increased total open position to 15623
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 157.55, which was -39.45 lower than the previous day. The implied volatity was 11.03, the open interest changed by 1279 which increased total open position to 7099
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 197, which was -47.45 lower than the previous day. The implied volatity was 11.73, the open interest changed by 1293 which increased total open position to 5879
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 244.45, which was -98.55 lower than the previous day. The implied volatity was 11.03, the open interest changed by 511 which increased total open position to 4569
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 343, which was -23.10 lower than the previous day. The implied volatity was 10.86, the open interest changed by 748 which increased total open position to 4337
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 366.1, which was -48.05 lower than the previous day. The implied volatity was 11.12, the open interest changed by 505 which increased total open position to 3583
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 414.15, which was -150.85 lower than the previous day. The implied volatity was 11.26, the open interest changed by 528 which increased total open position to 3082
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 565, which was 114.00 higher than the previous day. The implied volatity was 11.29, the open interest changed by 509 which increased total open position to 2666
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 451, which was 60.00 higher than the previous day. The implied volatity was 11.77, the open interest changed by 512 which increased total open position to 2126
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 391, which was lower than the previous day. The implied volatity was 12.25, the open interest changed by 1557 which increased total open position to 1607
NIFTY 30JAN2025 25000 PE | |||||||
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Delta: -0.98
Vega: 1.17
Theta: -3.08
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
28 Jan | 22860.45 | 2171.4 | 282.95 | 49.99 | 7,307 | -2,202 | 50,762 |
27 Jan | 22829.15 | 2171.4 | 282.95 | 49.99 | 7,307 | -2,170 | 50,762 |
24 Jan | 23092.20 | 1882 | 152.05 | 32.76 | 4,147 | -2,057 | 52,943 |
23 Jan | 23205.35 | 1735 | -62.45 | - | 7,183 | 52,878 | 55,071 |
22 Jan | 23155.35 | 1797.45 | -93.25 | 27.76 | 4,048 | 170 | 56,043 |
21 Jan | 23024.65 | 1890.7 | 285.70 | 23.54 | 2,138 | 49,814 | 55,877 |
20 Jan | 23344.75 | 1605 | -126.45 | 21.38 | 3,855 | 50,144 | 56,327 |
17 Jan | 23203.20 | 1731.45 | 140.75 | 23.02 | 2,228 | 50,792 | 56,786 |
16 Jan | 23311.80 | 1590.7 | -133.65 | 23.19 | 2,290 | 53,129 | 56,789 |
15 Jan | 23213.20 | 1724.35 | 12.35 | 25.92 | 3,640 | 56,590 | 56,992 |
14 Jan | 23176.05 | 1712 | -121.00 | 21.67 | 1,940 | -818 | 57,567 |
13 Jan | 23085.95 | 1833 | 343.00 | 23.54 | 5,507 | 58,289 | 58,382 |
10 Jan | 23431.50 | 1490 | 145.65 | 20.85 | 4,654 | -1,849 | 60,498 |
9 Jan | 23526.50 | 1344.35 | 109.35 | 17.03 | 4,898 | 54,159 | 62,355 |
8 Jan | 23688.95 | 1235 | 11.40 | 16.93 | 4,105 | -370 | 62,853 |
7 Jan | 23707.90 | 1223.6 | -66.40 | 17.31 | 2,839 | 53,771 | 63,227 |
6 Jan | 23616.05 | 1290 | 330.00 | 18.15 | 11,745 | -2,200 | 63,576 |
3 Jan | 24004.75 | 960 | 158.00 | 16.04 | 8,742 | 65,777 | 65,777 |
2 Jan | 24188.65 | 802 | -320.85 | 14.90 | 13,645 | 65,726 | 65,726 |
1 Jan | 23742.90 | 1122.85 | -83.90 | 14.79 | 5,592 | -1,297 | 66,508 |
31 Dec | 23644.80 | 1206.75 | 11.40 | 15.34 | 5,823 | 67,831 | 67,834 |
30 Dec | 23644.90 | 1195.35 | 147.45 | 13.10 | 14,559 | 68,543 | 68,543 |
27 Dec | 23813.40 | 1047.9 | -75.00 | 14.41 | 10,138 | 64,948 | 65,512 |
26 Dec | 23750.20 | 1122.9 | 17.90 | 15.40 | 31,844 | 66,164 | 66,164 |
24 Dec | 23727.65 | 1105 | -17.00 | 13.33 | 17,545 | 55,280 | 55,448 |
23 Dec | 23753.45 | 1122 | -132.75 | 15.01 | 23,256 | 49,234 | 49,234 |
20 Dec | 23587.50 | 1254.75 | 319.75 | 16.88 | 24,767 | 44,334 | 44,334 |
19 Dec | 23951.70 | 935 | 171.60 | 14.14 | 17,718 | 37,049 | 37,187 |
18 Dec | 24198.85 | 763.4 | 77.05 | 14.28 | 27,857 | 35,232 | 35,370 |
17 Dec | 24336.00 | 686.35 | 189.30 | 13.90 | 24,601 | 1,799 | 32,121 |
16 Dec | 24668.25 | 497.05 | 81.40 | 13.71 | 30,097 | 30,303 | 30,303 |
13 Dec | 24768.30 | 415.65 | -108.85 | 13.08 | 47,165 | 6,039 | 27,310 |
12 Dec | 24548.70 | 524.5 | 29.60 | 12.73 | 14,410 | 21,230 | 21,230 |
11 Dec | 24641.80 | 494.9 | -38.10 | 13.19 | 18,715 | 4,551 | 21,105 |
10 Dec | 24610.05 | 533 | -0.60 | 14.06 | 10,939 | -107 | 16,547 |
9 Dec | 24619.00 | 533.6 | 30.40 | 14.11 | 15,118 | -2,000 | 16,683 |
6 Dec | 24677.80 | 503.2 | -1.20 | 13.74 | 23,527 | 2,611 | 18,651 |
5 Dec | 24708.40 | 504.4 | -107.05 | 14.14 | 34,520 | 1,811 | 16,047 |
4 Dec | 24467.45 | 611.45 | -16.30 | 13.76 | 13,323 | -412 | 14,229 |
3 Dec | 24457.15 | 627.75 | -77.50 | 13.93 | 11,602 | 3,702 | 14,383 |
2 Dec | 24276.05 | 705.25 | -64.85 | 13.49 | 7,136 | 65 | 10,677 |
29 Nov | 24131.10 | 770.1 | -126.90 | 12.75 | 4,738 | 604 | 10,611 |
28 Nov | 23914.15 | 897 | 216.90 | 13.29 | 9,897 | 1,000 | 9,999 |
27 Nov | 24274.90 | 680.1 | -83.90 | 12.82 | 3,269 | 991 | 8,998 |
26 Nov | 24194.50 | 764 | 53.85 | 13.71 | 2,983 | 641 | 8,011 |
25 Nov | 24221.90 | 710.15 | -271.95 | 13.21 | 12,840 | 4,579 | 7,390 |
22 Nov | 23907.25 | 982.1 | -413.90 | 14.22 | 1,229 | -88 | 2,723 |
21 Nov | 23349.90 | 1396 | 112.20 | 15.36 | 959 | -393 | 2,811 |
19 Nov | 23518.50 | 1283.8 | 9.15 | 14.90 | 1,843 | 1,027 | 3,211 |
18 Nov | 23453.80 | 1274.65 | 69.75 | 14.52 | 457 | -26 | 2,198 |
14 Nov | 23532.70 | 1204.9 | 27.55 | 14.58 | 707 | -143 | 2,230 |
13 Nov | 23559.05 | 1177.35 | 177.35 | 14.70 | 1,702 | 26 | 2,375 |
12 Nov | 23883.45 | 1000 | 193.00 | 14.28 | 531 | 73 | 2,349 |
11 Nov | 24141.30 | 807 | -38.25 | 13.79 | 981 | 138 | 2,266 |
8 Nov | 24148.20 | 845.25 | 37.35 | 14.49 | 449 | 55 | 2,123 |
7 Nov | 24199.35 | 807.9 | 159.90 | 14.68 | 1,095 | 131 | 2,068 |
6 Nov | 24484.05 | 648 | -207.00 | 14.45 | 3,668 | 1,801 | 1,937 |
5 Nov | 24213.30 | 855 | -134.90 | 15.73 | 126 | 62 | 133 |
4 Nov | 23995.35 | 989.9 | 16.15 | 148 | 96 | 98 |
For Nifty - strike price 25000 expiring on 30JAN2025
Delta for 25000 PE is -0.98
Historical price for 25000 PE is as follows
On 28 Jan NIFTY was trading at 22860.45. The strike last trading price was 2171.4, which was 282.95 higher than the previous day. The implied volatity was 49.99, the open interest changed by -2202 which decreased total open position to 50762
On 27 Jan NIFTY was trading at 22829.15. The strike last trading price was 2171.4, which was 282.95 higher than the previous day. The implied volatity was 49.99, the open interest changed by -2170 which decreased total open position to 50762
On 24 Jan NIFTY was trading at 23092.20. The strike last trading price was 1882, which was 152.05 higher than the previous day. The implied volatity was 32.76, the open interest changed by -2057 which decreased total open position to 52943
On 23 Jan NIFTY was trading at 23205.35. The strike last trading price was 1735, which was -62.45 lower than the previous day. The implied volatity was -, the open interest changed by 52878 which increased total open position to 55071
On 22 Jan NIFTY was trading at 23155.35. The strike last trading price was 1797.45, which was -93.25 lower than the previous day. The implied volatity was 27.76, the open interest changed by 170 which increased total open position to 56043
On 21 Jan NIFTY was trading at 23024.65. The strike last trading price was 1890.7, which was 285.70 higher than the previous day. The implied volatity was 23.54, the open interest changed by 49814 which increased total open position to 55877
On 20 Jan NIFTY was trading at 23344.75. The strike last trading price was 1605, which was -126.45 lower than the previous day. The implied volatity was 21.38, the open interest changed by 50144 which increased total open position to 56327
On 17 Jan NIFTY was trading at 23203.20. The strike last trading price was 1731.45, which was 140.75 higher than the previous day. The implied volatity was 23.02, the open interest changed by 50792 which increased total open position to 56786
On 16 Jan NIFTY was trading at 23311.80. The strike last trading price was 1590.7, which was -133.65 lower than the previous day. The implied volatity was 23.19, the open interest changed by 53129 which increased total open position to 56789
On 15 Jan NIFTY was trading at 23213.20. The strike last trading price was 1724.35, which was 12.35 higher than the previous day. The implied volatity was 25.92, the open interest changed by 56590 which increased total open position to 56992
On 14 Jan NIFTY was trading at 23176.05. The strike last trading price was 1712, which was -121.00 lower than the previous day. The implied volatity was 21.67, the open interest changed by -818 which decreased total open position to 57567
On 13 Jan NIFTY was trading at 23085.95. The strike last trading price was 1833, which was 343.00 higher than the previous day. The implied volatity was 23.54, the open interest changed by 58289 which increased total open position to 58382
On 10 Jan NIFTY was trading at 23431.50. The strike last trading price was 1490, which was 145.65 higher than the previous day. The implied volatity was 20.85, the open interest changed by -1849 which decreased total open position to 60498
On 9 Jan NIFTY was trading at 23526.50. The strike last trading price was 1344.35, which was 109.35 higher than the previous day. The implied volatity was 17.03, the open interest changed by 54159 which increased total open position to 62355
On 8 Jan NIFTY was trading at 23688.95. The strike last trading price was 1235, which was 11.40 higher than the previous day. The implied volatity was 16.93, the open interest changed by -370 which decreased total open position to 62853
On 7 Jan NIFTY was trading at 23707.90. The strike last trading price was 1223.6, which was -66.40 lower than the previous day. The implied volatity was 17.31, the open interest changed by 53771 which increased total open position to 63227
On 6 Jan NIFTY was trading at 23616.05. The strike last trading price was 1290, which was 330.00 higher than the previous day. The implied volatity was 18.15, the open interest changed by -2200 which decreased total open position to 63576
On 3 Jan NIFTY was trading at 24004.75. The strike last trading price was 960, which was 158.00 higher than the previous day. The implied volatity was 16.04, the open interest changed by 65777 which increased total open position to 65777
On 2 Jan NIFTY was trading at 24188.65. The strike last trading price was 802, which was -320.85 lower than the previous day. The implied volatity was 14.90, the open interest changed by 65726 which increased total open position to 65726
On 1 Jan NIFTY was trading at 23742.90. The strike last trading price was 1122.85, which was -83.90 lower than the previous day. The implied volatity was 14.79, the open interest changed by -1297 which decreased total open position to 66508
On 31 Dec NIFTY was trading at 23644.80. The strike last trading price was 1206.75, which was 11.40 higher than the previous day. The implied volatity was 15.34, the open interest changed by 67831 which increased total open position to 67834
On 30 Dec NIFTY was trading at 23644.90. The strike last trading price was 1195.35, which was 147.45 higher than the previous day. The implied volatity was 13.10, the open interest changed by 68543 which increased total open position to 68543
On 27 Dec NIFTY was trading at 23813.40. The strike last trading price was 1047.9, which was -75.00 lower than the previous day. The implied volatity was 14.41, the open interest changed by 64948 which increased total open position to 65512
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 1122.9, which was 17.90 higher than the previous day. The implied volatity was 15.40, the open interest changed by 66164 which increased total open position to 66164
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 1105, which was -17.00 lower than the previous day. The implied volatity was 13.33, the open interest changed by 55280 which increased total open position to 55448
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 1122, which was -132.75 lower than the previous day. The implied volatity was 15.01, the open interest changed by 49234 which increased total open position to 49234
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 1254.75, which was 319.75 higher than the previous day. The implied volatity was 16.88, the open interest changed by 44334 which increased total open position to 44334
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 935, which was 171.60 higher than the previous day. The implied volatity was 14.14, the open interest changed by 37049 which increased total open position to 37187
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 763.4, which was 77.05 higher than the previous day. The implied volatity was 14.28, the open interest changed by 35232 which increased total open position to 35370
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 686.35, which was 189.30 higher than the previous day. The implied volatity was 13.90, the open interest changed by 1799 which increased total open position to 32121
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 497.05, which was 81.40 higher than the previous day. The implied volatity was 13.71, the open interest changed by 30303 which increased total open position to 30303
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 415.65, which was -108.85 lower than the previous day. The implied volatity was 13.08, the open interest changed by 6039 which increased total open position to 27310
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 524.5, which was 29.60 higher than the previous day. The implied volatity was 12.73, the open interest changed by 21230 which increased total open position to 21230
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 494.9, which was -38.10 lower than the previous day. The implied volatity was 13.19, the open interest changed by 4551 which increased total open position to 21105
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 533, which was -0.60 lower than the previous day. The implied volatity was 14.06, the open interest changed by -107 which decreased total open position to 16547
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 533.6, which was 30.40 higher than the previous day. The implied volatity was 14.11, the open interest changed by -2000 which decreased total open position to 16683
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 503.2, which was -1.20 lower than the previous day. The implied volatity was 13.74, the open interest changed by 2611 which increased total open position to 18651
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 504.4, which was -107.05 lower than the previous day. The implied volatity was 14.14, the open interest changed by 1811 which increased total open position to 16047
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 611.45, which was -16.30 lower than the previous day. The implied volatity was 13.76, the open interest changed by -412 which decreased total open position to 14229
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 627.75, which was -77.50 lower than the previous day. The implied volatity was 13.93, the open interest changed by 3702 which increased total open position to 14383
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 705.25, which was -64.85 lower than the previous day. The implied volatity was 13.49, the open interest changed by 65 which increased total open position to 10677
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 770.1, which was -126.90 lower than the previous day. The implied volatity was 12.75, the open interest changed by 604 which increased total open position to 10611
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 897, which was 216.90 higher than the previous day. The implied volatity was 13.29, the open interest changed by 1000 which increased total open position to 9999
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 680.1, which was -83.90 lower than the previous day. The implied volatity was 12.82, the open interest changed by 991 which increased total open position to 8998
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 764, which was 53.85 higher than the previous day. The implied volatity was 13.71, the open interest changed by 641 which increased total open position to 8011
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 710.15, which was -271.95 lower than the previous day. The implied volatity was 13.21, the open interest changed by 4579 which increased total open position to 7390
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 982.1, which was -413.90 lower than the previous day. The implied volatity was 14.22, the open interest changed by -88 which decreased total open position to 2723
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 1396, which was 112.20 higher than the previous day. The implied volatity was 15.36, the open interest changed by -393 which decreased total open position to 2811
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1283.8, which was 9.15 higher than the previous day. The implied volatity was 14.90, the open interest changed by 1027 which increased total open position to 3211
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1274.65, which was 69.75 higher than the previous day. The implied volatity was 14.52, the open interest changed by -26 which decreased total open position to 2198
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1204.9, which was 27.55 higher than the previous day. The implied volatity was 14.58, the open interest changed by -143 which decreased total open position to 2230
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 1177.35, which was 177.35 higher than the previous day. The implied volatity was 14.70, the open interest changed by 26 which increased total open position to 2375
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1000, which was 193.00 higher than the previous day. The implied volatity was 14.28, the open interest changed by 73 which increased total open position to 2349
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 807, which was -38.25 lower than the previous day. The implied volatity was 13.79, the open interest changed by 138 which increased total open position to 2266
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 845.25, which was 37.35 higher than the previous day. The implied volatity was 14.49, the open interest changed by 55 which increased total open position to 2123
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 807.9, which was 159.90 higher than the previous day. The implied volatity was 14.68, the open interest changed by 131 which increased total open position to 2068
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 648, which was -207.00 lower than the previous day. The implied volatity was 14.45, the open interest changed by 1801 which increased total open position to 1937
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 855, which was -134.90 lower than the previous day. The implied volatity was 15.73, the open interest changed by 62 which increased total open position to 133
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 989.9, which was lower than the previous day. The implied volatity was 16.15, the open interest changed by 96 which increased total open position to 98