NIFTY
Nifty
Historical option data for NIFTY
26 Dec 2024 03:41 PM IST
NIFTY 26DEC2024 25050 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 | -0.55 | - | 2,26,442 | -1,323 | 19,108 | |||
24 Dec | 23727.65 | 0.6 | -1.20 | 27.24 | 89,399 | -6,676 | 21,037 | |||
23 Dec | 23753.45 | 1.8 | -2.55 | 24.78 | 2,04,705 | -2,824 | 27,674 | |||
20 Dec | 23587.50 | 4.35 | -6.50 | 21.12 | 2,84,132 | -81,396 | 30,654 | |||
19 Dec | 23951.70 | 10.85 | -23.15 | 17.94 | 62,463 | -1,63,482 | 15,157 | |||
18 Dec | 24198.85 | 34 | -11.00 | 17.48 | 51,037 | -1,474 | 11,947 | |||
17 Dec | 24336.00 | 45 | -55.90 | 16.09 | 54,580 | 2,701 | 13,414 | |||
16 Dec | 24668.25 | 100.9 | -35.20 | 14.06 | 31,382 | -25,710 | 10,751 | |||
13 Dec | 24768.30 | 136.1 | 50.35 | 11.43 | 61,753 | -15,126 | 8,783 | |||
12 Dec | 24548.70 | 85.75 | -30.45 | 12.31 | 14,660 | -2,796 | 6,094 | |||
11 Dec | 24641.80 | 116.2 | -11.65 | 12.09 | 6,405 | 315 | 5,840 | |||
10 Dec | 24610.05 | 127.85 | -16.15 | 12.41 | 8,862 | 2,983 | 5,753 | |||
9 Dec | 24619.00 | 144 | -30.20 | 12.68 | 6,139 | 3,125 | 5,251 | |||
6 Dec | 24677.80 | 174.2 | -14.80 | 12.07 | 11,657 | -10,487 | 5,248 | |||
5 Dec | 24708.40 | 189 | 66.75 | 11.76 | 18,353 | -1,21,639 | 7,129 | |||
4 Dec | 24467.45 | 122.25 | 8.25 | 12.01 | 10,002 | -1,834 | 5,312 | |||
3 Dec | 24457.15 | 114 | 20.80 | 11.47 | 7,960 | -59,079 | 5,037 | |||
2 Dec | 24276.05 | 93.2 | 22.45 | 12.17 | 7,627 | -30,007 | 4,523 | |||
29 Nov | 24131.10 | 70.75 | 11.40 | 11.68 | 6,357 | 3,680 | 3,691 | |||
28 Nov | 23914.15 | 59.35 | -47.95 | 12.31 | 20,893 | 2,102 | 3,378 | |||
27 Nov | 24274.90 | 107.3 | 12.50 | 11.40 | 4,045 | -2,034 | 3,186 | |||
26 Nov | 24194.50 | 94.8 | -23.20 | 11.44 | 2,346 | 1,813 | 1,813 | |||
25 Nov | 24221.90 | 118 | 46.90 | 11.64 | 3,452 | 1,318 | 1,318 | |||
22 Nov | 23907.25 | 71.1 | 44.65 | 12.27 | 1,194 | 1,299 | 1,299 | |||
21 Nov | 23349.90 | 26.45 | -10.85 | 12.87 | 1,884 | 942 | 1,119 | |||
19 Nov | 23518.50 | 37.3 | -1.90 | 12.54 | 1,064 | 1,208 | 1,208 | |||
18 Nov | 23453.80 | 39.2 | -14.75 | 12.54 | 2,821 | 464 | 1,204 | |||
14 Nov | 23532.70 | 53.95 | -21.00 | 12.12 | 452 | 39 | 680 | |||
13 Nov | 23559.05 | 74.95 | -21.90 | 12.82 | 1,277 | 642 | 642 | |||
12 Nov | 23883.45 | 96.85 | -61.45 | 11.77 | 750 | -71 | 611 | |||
11 Nov | 24141.30 | 158.3 | -31.75 | 11.48 | 539 | 676 | 676 | |||
8 Nov | 24148.20 | 190.05 | -33.15 | 12.13 | 103 | 501 | 503 | |||
7 Nov | 24199.35 | 223.2 | -111.85 | 12.17 | 151 | 453 | 455 | |||
6 Nov | 24484.05 | 335.05 | 81.75 | 12.00 | 92 | -44 | 417 | |||
5 Nov | 24213.30 | 253.3 | 40.20 | 12.68 | 357 | 460 | 461 | |||
4 Nov | 23995.35 | 213.1 | -102.10 | 13.28 | 240 | 147 | 289 | |||
1 Nov | 24304.35 | 315.2 | 0.00 | 0.00 | 0 | 54 | 0 | |||
31 Oct | 24205.35 | 315.2 | -103.80 | - | 86 | 50 | 138 | |||
30 Oct | 24340.85 | 419 | 29.10 | - | 5 | 89 | 89 | |||
29 Oct | 24466.85 | 389.9 | 39.90 | - | 13 | -1 | 90 | |||
28 Oct | 24339.15 | 350 | 56.00 | - | 5 | 4 | 90 | |||
25 Oct | 24180.80 | 294 | -116.00 | - | 109 | 27 | 86 | |||
24 Oct | 24399.40 | 410 | -28.35 | - | 24 | 0 | 59 | |||
23 Oct | 24435.50 | 438.35 | -77.65 | - | 12 | 2 | 59 | |||
22 Oct | 24472.10 | 516 | -70.15 | - | 1 | 0 | 56 | |||
21 Oct | 24781.10 | 586.15 | -86.05 | - | 9 | 1 | 54 | |||
18 Oct | 24854.05 | 672.2 | 21.85 | - | 25 | 8 | 53 | |||
17 Oct | 24749.85 | 650.35 | -85.65 | - | 5 | 1 | 45 | |||
16 Oct | 24971.30 | 736 | -56.00 | - | 12 | -3 | 43 | |||
15 Oct | 25057.35 | 792 | -76.85 | - | 10 | 3 | 44 | |||
14 Oct | 25127.95 | 868.85 | 100.85 | - | 11 | -2 | 41 | |||
11 Oct | 24964.25 | 768 | -82.00 | - | 11 | 4 | 42 | |||
10 Oct | 24998.45 | 850 | 14.00 | - | 35 | 14 | 37 | |||
9 Oct | 24981.95 | 836 | -22.15 | - | 9 | 6 | 21 | |||
8 Oct | 25013.15 | 858.15 | -1.85 | - | 4 | -1 | 16 | |||
7 Oct | 24795.75 | 860 | -69.90 | - | 16 | 15 | 16 | |||
4 Oct | 25014.60 | 929.9 | -944.75 | - | 1 | 0 | 0 | |||
3 Oct | 25250.10 | 1874.65 | 0.00 | - | 0 | 0 | 0 | |||
1 Oct | 25796.90 | 1874.65 | 0.00 | - | 0 | 0 | 0 | |||
30 Sept | 25810.85 | 1874.65 | 1874.65 | - | 0 | 0 | 0 | |||
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27 Sept | 26173.35 | 0.00 | - | 0 | 0 | 0 |
For Nifty - strike price 25050 expiring on 26DEC2024
Delta for 25050 CE is -
Historical price for 25050 CE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 0.05, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by -1323 which decreased total open position to 19108
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 0.6, which was -1.20 lower than the previous day. The implied volatity was 27.24, the open interest changed by -6676 which decreased total open position to 21037
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 1.8, which was -2.55 lower than the previous day. The implied volatity was 24.78, the open interest changed by -2824 which decreased total open position to 27674
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 4.35, which was -6.50 lower than the previous day. The implied volatity was 21.12, the open interest changed by -81396 which decreased total open position to 30654
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 10.85, which was -23.15 lower than the previous day. The implied volatity was 17.94, the open interest changed by -163482 which decreased total open position to 15157
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 34, which was -11.00 lower than the previous day. The implied volatity was 17.48, the open interest changed by -1474 which decreased total open position to 11947
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 45, which was -55.90 lower than the previous day. The implied volatity was 16.09, the open interest changed by 2701 which increased total open position to 13414
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 100.9, which was -35.20 lower than the previous day. The implied volatity was 14.06, the open interest changed by -25710 which decreased total open position to 10751
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 136.1, which was 50.35 higher than the previous day. The implied volatity was 11.43, the open interest changed by -15126 which decreased total open position to 8783
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 85.75, which was -30.45 lower than the previous day. The implied volatity was 12.31, the open interest changed by -2796 which decreased total open position to 6094
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 116.2, which was -11.65 lower than the previous day. The implied volatity was 12.09, the open interest changed by 315 which increased total open position to 5840
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 127.85, which was -16.15 lower than the previous day. The implied volatity was 12.41, the open interest changed by 2983 which increased total open position to 5753
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 144, which was -30.20 lower than the previous day. The implied volatity was 12.68, the open interest changed by 3125 which increased total open position to 5251
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 174.2, which was -14.80 lower than the previous day. The implied volatity was 12.07, the open interest changed by -10487 which decreased total open position to 5248
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 189, which was 66.75 higher than the previous day. The implied volatity was 11.76, the open interest changed by -121639 which decreased total open position to 7129
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 122.25, which was 8.25 higher than the previous day. The implied volatity was 12.01, the open interest changed by -1834 which decreased total open position to 5312
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 114, which was 20.80 higher than the previous day. The implied volatity was 11.47, the open interest changed by -59079 which decreased total open position to 5037
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 93.2, which was 22.45 higher than the previous day. The implied volatity was 12.17, the open interest changed by -30007 which decreased total open position to 4523
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 70.75, which was 11.40 higher than the previous day. The implied volatity was 11.68, the open interest changed by 3680 which increased total open position to 3691
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 59.35, which was -47.95 lower than the previous day. The implied volatity was 12.31, the open interest changed by 2102 which increased total open position to 3378
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 107.3, which was 12.50 higher than the previous day. The implied volatity was 11.40, the open interest changed by -2034 which decreased total open position to 3186
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 94.8, which was -23.20 lower than the previous day. The implied volatity was 11.44, the open interest changed by 1813 which increased total open position to 1813
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 118, which was 46.90 higher than the previous day. The implied volatity was 11.64, the open interest changed by 1318 which increased total open position to 1318
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 71.1, which was 44.65 higher than the previous day. The implied volatity was 12.27, the open interest changed by 1299 which increased total open position to 1299
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 26.45, which was -10.85 lower than the previous day. The implied volatity was 12.87, the open interest changed by 942 which increased total open position to 1119
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 37.3, which was -1.90 lower than the previous day. The implied volatity was 12.54, the open interest changed by 1208 which increased total open position to 1208
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 39.2, which was -14.75 lower than the previous day. The implied volatity was 12.54, the open interest changed by 464 which increased total open position to 1204
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 53.95, which was -21.00 lower than the previous day. The implied volatity was 12.12, the open interest changed by 39 which increased total open position to 680
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 74.95, which was -21.90 lower than the previous day. The implied volatity was 12.82, the open interest changed by 642 which increased total open position to 642
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 96.85, which was -61.45 lower than the previous day. The implied volatity was 11.77, the open interest changed by -71 which decreased total open position to 611
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 158.3, which was -31.75 lower than the previous day. The implied volatity was 11.48, the open interest changed by 676 which increased total open position to 676
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 190.05, which was -33.15 lower than the previous day. The implied volatity was 12.13, the open interest changed by 501 which increased total open position to 503
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 223.2, which was -111.85 lower than the previous day. The implied volatity was 12.17, the open interest changed by 453 which increased total open position to 455
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 335.05, which was 81.75 higher than the previous day. The implied volatity was 12.00, the open interest changed by -44 which decreased total open position to 417
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 253.3, which was 40.20 higher than the previous day. The implied volatity was 12.68, the open interest changed by 460 which increased total open position to 461
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 213.1, which was -102.10 lower than the previous day. The implied volatity was 13.28, the open interest changed by 147 which increased total open position to 289
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 315.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 54 which increased total open position to 0
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 315.2, which was -103.80 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 419, which was 29.10 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 389.9, which was 39.90 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 350, which was 56.00 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 294, which was -116.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct NIFTY was trading at 24399.40. The strike last trading price was 410, which was -28.35 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 438.35, which was -77.65 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 516, which was -70.15 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 586.15, which was -86.05 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 672.2, which was 21.85 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 650.35, which was -85.65 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 736, which was -56.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct NIFTY was trading at 25057.35. The strike last trading price was 792, which was -76.85 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 868.85, which was 100.85 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 768, which was -82.00 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 850, which was 14.00 higher 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 836, which was -22.15 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 858.15, which was -1.85 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 860, which was -69.90 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 929.9, which was -944.75 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 1874.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct NIFTY was trading at 25796.90. The strike last trading price was 1874.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept NIFTY was trading at 25810.85. The strike last trading price was 1874.65, which was 1874.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept NIFTY was trading at 26173.35. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
NIFTY 26DEC2024 25050 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 | 1302.15 | 22.15 | - | 355 | -301 | 631 |
24 Dec | 23727.65 | 1280 | -9.60 | - | 175 | -78 | 948 |
23 Dec | 23753.45 | 1289.6 | -124.40 | 31.87 | 100 | -2 | 1,028 |
20 Dec | 23587.50 | 1414 | 369.60 | 31.64 | 482 | -398 | 1,031 |
19 Dec | 23951.70 | 1044.4 | 225.95 | 15.30 | 194 | 879 | 1,429 |
18 Dec | 24198.85 | 818.45 | 127.70 | 17.91 | 91 | 368 | 1,336 |
17 Dec | 24336.00 | 690.75 | 261.95 | 13.14 | 527 | 38 | 1,329 |
16 Dec | 24668.25 | 428.8 | 111.30 | 13.66 | 2,242 | 62 | 1,412 |
13 Dec | 24768.30 | 317.5 | -163.00 | 11.53 | 4,751 | 1,284 | 1,887 |
12 Dec | 24548.70 | 480.5 | 55.10 | 10.91 | 372 | 553 | 1,159 |
11 Dec | 24641.80 | 425.4 | -68.25 | 11.61 | 672 | 697 | 1,165 |
10 Dec | 24610.05 | 493.65 | -0.45 | 14.86 | 449 | 603 | 991 |
9 Dec | 24619.00 | 494.1 | 51.00 | 14.84 | 1,067 | 155 | 895 |
6 Dec | 24677.80 | 443.1 | -12.25 | 13.21 | 943 | -132 | 1,298 |
5 Dec | 24708.40 | 455.35 | -150.30 | 14.49 | 4,203 | 1,272 | 1,430 |
4 Dec | 24467.45 | 605.65 | 13.65 | 14.19 | 313 | 45 | 165 |
3 Dec | 24457.15 | 592 | -121.15 | 12.93 | 26 | 7 | 170 |
2 Dec | 24276.05 | 713.15 | 16.65 | 12.78 | 97 | 163 | 163 |
29 Nov | 24131.10 | 696.5 | 0.00 | 0.00 | 0 | 3 | 0 |
28 Nov | 23914.15 | 696.5 | 0.00 | 0.00 | 0 | 33 | 0 |
27 Nov | 24274.90 | 696.5 | -93.50 | 12.05 | 130 | 167 | 174 |
26 Nov | 24194.50 | 790 | 68.70 | 13.49 | 10 | 139 | 146 |
25 Nov | 24221.90 | 721.3 | -345.35 | 12.36 | 154 | 131 | 132 |
22 Nov | 23907.25 | 1066.65 | -526.40 | 15.00 | 4 | 108 | 109 |
21 Nov | 23349.90 | 1593.05 | 493.05 | 20.02 | 3 | 2 | 110 |
19 Nov | 23518.50 | 1100 | -325.20 | - | 3 | 106 | 107 |
18 Nov | 23453.80 | 1425.2 | 79.80 | 16.46 | 2 | 0 | 107 |
14 Nov | 23532.70 | 1345.4 | 245.40 | 16.54 | 1 | 0 | 108 |
13 Nov | 23559.05 | 1100 | 97.70 | - | 30 | 108 | 108 |
12 Nov | 23883.45 | 1002.3 | 176.20 | 11.59 | 2 | 115 | 115 |
11 Nov | 24141.30 | 826.1 | 0.00 | 0.00 | 0 | 5 | 0 |
8 Nov | 24148.20 | 826.1 | 15.15 | 12.91 | 12 | 114 | 114 |
7 Nov | 24199.35 | 810.95 | 153.00 | 14.22 | 16 | -2 | 109 |
6 Nov | 24484.05 | 657.95 | -200.25 | 14.91 | 97 | 119 | 119 |
5 Nov | 24213.30 | 858.2 | -129.55 | 15.67 | 19 | 95 | 95 |
4 Nov | 23995.35 | 987.75 | 124.75 | 15.46 | 25 | -16 | 94 |
1 Nov | 24304.35 | 863 | 0.00 | 0.00 | 0 | 0 | 0 |
31 Oct | 24205.35 | 863 | 0.00 | - | 0 | 0 | 0 |
30 Oct | 24340.85 | 863 | 0.00 | - | 0 | 0 | 0 |
29 Oct | 24466.85 | 863 | 0.00 | - | 0 | 0 | 0 |
28 Oct | 24339.15 | 863 | -14.00 | - | 1 | -11 | 110 |
25 Oct | 24180.80 | 877 | 199.30 | - | 72 | -43 | 121 |
24 Oct | 24399.40 | 677.7 | 0.00 | - | 0 | 0 | 0 |
23 Oct | 24435.50 | 677.7 | 147.70 | - | 13 | 0 | 164 |
22 Oct | 24472.10 | 530 | 0.00 | - | 0 | 30 | 0 |
21 Oct | 24781.10 | 530 | 64.15 | - | 30 | 10 | 144 |
18 Oct | 24854.05 | 465.85 | -81.55 | - | 11 | -8 | 133 |
17 Oct | 24749.85 | 547.4 | 99.65 | - | 13 | 4 | 141 |
16 Oct | 24971.30 | 447.75 | 6.90 | - | 19 | -1 | 140 |
15 Oct | 25057.35 | 440.85 | 38.85 | - | 3 | 1 | 142 |
14 Oct | 25127.95 | 402 | -73.05 | - | 38 | 8 | 141 |
11 Oct | 24964.25 | 475.05 | 4.75 | - | 414 | -153 | 134 |
10 Oct | 24998.45 | 470.3 | -16.75 | - | 1,128 | -433 | 291 |
9 Oct | 24981.95 | 487.05 | -15.60 | - | 971 | 696 | 728 |
8 Oct | 25013.15 | 502.65 | -69.85 | - | 4 | 1 | 31 |
7 Oct | 24795.75 | 572.5 | 92.55 | - | 52 | 28 | 32 |
4 Oct | 25014.60 | 479.95 | 211.95 | - | 14 | 1 | 4 |
3 Oct | 25250.10 | 268 | 0.00 | - | 0 | 0 | 3 |
1 Oct | 25796.90 | 268 | 0.00 | - | 4 | 0 | 3 |
30 Sept | 25810.85 | 268 | -1.65 | - | 4 | 2 | 3 |
27 Sept | 26173.35 | 269.65 | - | 1 | 0 | 0 |
For Nifty - strike price 25050 expiring on 26DEC2024
Delta for 25050 PE is -
Historical price for 25050 PE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 1302.15, which was 22.15 higher than the previous day. The implied volatity was -, the open interest changed by -301 which decreased total open position to 631
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 1280, which was -9.60 lower than the previous day. The implied volatity was -, the open interest changed by -78 which decreased total open position to 948
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 1289.6, which was -124.40 lower than the previous day. The implied volatity was 31.87, the open interest changed by -2 which decreased total open position to 1028
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 1414, which was 369.60 higher than the previous day. The implied volatity was 31.64, the open interest changed by -398 which decreased total open position to 1031
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 1044.4, which was 225.95 higher than the previous day. The implied volatity was 15.30, the open interest changed by 879 which increased total open position to 1429
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 818.45, which was 127.70 higher than the previous day. The implied volatity was 17.91, the open interest changed by 368 which increased total open position to 1336
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 690.75, which was 261.95 higher than the previous day. The implied volatity was 13.14, the open interest changed by 38 which increased total open position to 1329
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 428.8, which was 111.30 higher than the previous day. The implied volatity was 13.66, the open interest changed by 62 which increased total open position to 1412
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 317.5, which was -163.00 lower than the previous day. The implied volatity was 11.53, the open interest changed by 1284 which increased total open position to 1887
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 480.5, which was 55.10 higher than the previous day. The implied volatity was 10.91, the open interest changed by 553 which increased total open position to 1159
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 425.4, which was -68.25 lower than the previous day. The implied volatity was 11.61, the open interest changed by 697 which increased total open position to 1165
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 493.65, which was -0.45 lower than the previous day. The implied volatity was 14.86, the open interest changed by 603 which increased total open position to 991
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 494.1, which was 51.00 higher than the previous day. The implied volatity was 14.84, the open interest changed by 155 which increased total open position to 895
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 443.1, which was -12.25 lower than the previous day. The implied volatity was 13.21, the open interest changed by -132 which decreased total open position to 1298
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 455.35, which was -150.30 lower than the previous day. The implied volatity was 14.49, the open interest changed by 1272 which increased total open position to 1430
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 605.65, which was 13.65 higher than the previous day. The implied volatity was 14.19, the open interest changed by 45 which increased total open position to 165
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 592, which was -121.15 lower than the previous day. The implied volatity was 12.93, the open interest changed by 7 which increased total open position to 170
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 713.15, which was 16.65 higher than the previous day. The implied volatity was 12.78, the open interest changed by 163 which increased total open position to 163
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 696.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 696.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 33 which increased total open position to 0
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 696.5, which was -93.50 lower than the previous day. The implied volatity was 12.05, the open interest changed by 167 which increased total open position to 174
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 790, which was 68.70 higher than the previous day. The implied volatity was 13.49, the open interest changed by 139 which increased total open position to 146
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 721.3, which was -345.35 lower than the previous day. The implied volatity was 12.36, the open interest changed by 131 which increased total open position to 132
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 1066.65, which was -526.40 lower than the previous day. The implied volatity was 15.00, the open interest changed by 108 which increased total open position to 109
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 1593.05, which was 493.05 higher than the previous day. The implied volatity was 20.02, the open interest changed by 2 which increased total open position to 110
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1100, which was -325.20 lower than the previous day. The implied volatity was -, the open interest changed by 106 which increased total open position to 107
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1425.2, which was 79.80 higher than the previous day. The implied volatity was 16.46, the open interest changed by 0 which decreased total open position to 107
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1345.4, which was 245.40 higher than the previous day. The implied volatity was 16.54, the open interest changed by 0 which decreased total open position to 108
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 1100, which was 97.70 higher than the previous day. The implied volatity was -, the open interest changed by 108 which increased total open position to 108
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1002.3, which was 176.20 higher than the previous day. The implied volatity was 11.59, the open interest changed by 115 which increased total open position to 115
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 826.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 826.1, which was 15.15 higher than the previous day. The implied volatity was 12.91, the open interest changed by 114 which increased total open position to 114
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 810.95, which was 153.00 higher than the previous day. The implied volatity was 14.22, the open interest changed by -2 which decreased total open position to 109
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 657.95, which was -200.25 lower than the previous day. The implied volatity was 14.91, the open interest changed by 119 which increased total open position to 119
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 858.2, which was -129.55 lower than the previous day. The implied volatity was 15.67, the open interest changed by 95 which increased total open position to 95
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 987.75, which was 124.75 higher than the previous day. The implied volatity was 15.46, the open interest changed by -16 which decreased total open position to 94
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 863, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 863, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct NIFTY was trading at 24340.85. The strike last trading price was 863, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct NIFTY was trading at 24466.85. The strike last trading price was 863, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct NIFTY was trading at 24339.15. The strike last trading price was 863, which was -14.00 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 877, which was 199.30 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 677.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct NIFTY was trading at 24435.50. The strike last trading price was 677.7, which was 147.70 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 530, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct NIFTY was trading at 24781.10. The strike last trading price was 530, which was 64.15 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 465.85, which was -81.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 547.4, which was 99.65 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 447.75, which was 6.90 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 440.85, which was 38.85 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 402, 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 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 475.05, which was 4.75 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 470.3, which was -16.75 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 487.05, which was -15.60 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 502.65, which was -69.85 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 572.5, which was 92.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct NIFTY was trading at 25014.60. The strike last trading price was 479.95, which was 211.95 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 268, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct NIFTY was trading at 25796.90. The strike last trading price was 268, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept NIFTY was trading at 25810.85. The strike last trading price was 268, which was -1.65 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 269.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to