NIFTY
Nifty
Historical option data for NIFTY
20 Dec 2024 04:11 PM IST
NIFTY 26DEC2024 25100 CE | ||||||||||
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Delta: 0.02
Vega: 1.22
Theta: -2.25
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
20 Dec | 23587.50 | 3.65 | -6.25 | 21.21 | 2,99,034 | -2,456.667 | 47,700.667 | |||
19 Dec | 23951.70 | 9.9 | -20.90 | 18.30 | 1,15,329.333 | -74,454.333 | 34,862.333 | |||
18 Dec | 24198.85 | 30.8 | -8.30 | 17.77 | 80,939.333 | -49,370.667 | 29,028 | |||
17 Dec | 24336.00 | 39.1 | -48.35 | 16.17 | 49,978 | -48,114.667 | 13,959 | |||
16 Dec | 24668.25 | 87.45 | -29.55 | 14.03 | 30,890.667 | -54,444.333 | 14,184.333 | |||
13 Dec | 24768.30 | 117 | 43.85 | 11.31 | 73,118 | -64,210.333 | 12,532.333 | |||
12 Dec | 24548.70 | 73.15 | -26.90 | 12.21 | 19,103.333 | -56,940 | 10,889.333 | |||
11 Dec | 24641.80 | 100.05 | -13.85 | 11.97 | 12,246.667 | 345 | 9,855.667 | |||
10 Dec | 24610.05 | 113.9 | -13.75 | 12.44 | 10,964.667 | -413.333 | 9,546.333 | |||
9 Dec | 24619.00 | 127.65 | -27.50 | 12.62 | 9,493.667 | -39,220.667 | 9,982.667 | |||
6 Dec | 24677.80 | 155.15 | -13.85 | 11.98 | 14,978.333 | -3,536.333 | 9,147 | |||
5 Dec | 24708.40 | 169 | 62.00 | 11.68 | 32,031.667 | -84,329.333 | 8,819.667 | |||
4 Dec | 24467.45 | 107 | 6.85 | 11.88 | 21,212.333 | -74,974 | 8,066.667 | |||
3 Dec | 24457.15 | 100.15 | 17.10 | 11.40 | 11,621.333 | -59,399.667 | 7,041.333 | |||
2 Dec | 24276.05 | 83.05 | 20.00 | 12.15 | 15,990 | 5,866.667 | 6,009 | |||
29 Nov | 24131.10 | 63.05 | 6.60 | 11.69 | 13,356.333 | 4,822.333 | 4,932.667 | |||
28 Nov | 23914.15 | 56.45 | -39.55 | 12.56 | 21,855.333 | -6,594.333 | 4,477.333 | |||
27 Nov | 24274.90 | 96 | 10.90 | 11.37 | 5,643.667 | 3,873.667 | 4,275.333 | |||
26 Nov | 24194.50 | 85.1 | -18.70 | 11.44 | 5,055 | 4,303 | 4,520 | |||
25 Nov | 24221.90 | 103.8 | 43.75 | 11.50 | 12,763 | 3,649.667 | 3,650.333 | |||
22 Nov | 23907.25 | 60.05 | 35.95 | 12.02 | 6,945 | 2,452.333 | 2,453 | |||
21 Nov | 23349.90 | 24.1 | -9.30 | 12.93 | 5,229 | 1,496.333 | 2,039 | |||
19 Nov | 23518.50 | 33.4 | -0.65 | 12.54 | 6,613 | -160.667 | 2,737.667 | |||
18 Nov | 23453.80 | 34.05 | -13.95 | 12.44 | 4,509.333 | 2,641.667 | 2,905.333 | |||
14 Nov | 23532.70 | 48 | -25.35 | 12.06 | 3,438.667 | 2,216.333 | 2,494 | |||
13 Nov | 23559.05 | 73.35 | -16.65 | 13.09 | 3,848 | 1,556.333 | 1,587.667 | |||
12 Nov | 23883.45 | 90 | -53.10 | 11.84 | 2,664 | 1,397.333 | 1,409.667 | |||
11 Nov | 24141.30 | 143.1 | -17.35 | 11.38 | 1,505.667 | 965.667 | 969.667 | |||
8 Nov | 24148.20 | 160.45 | -45.20 | 11.57 | 480.333 | 451.667 | 668 | |||
7 Nov | 24199.35 | 205.65 | -107.80 | 12.09 | 690.333 | 475.333 | 593.333 | |||
6 Nov | 24484.05 | 313.45 | 75.55 | 11.95 | 701.333 | 64.333 | 492 | |||
5 Nov | 24213.30 | 237.9 | 27.90 | 12.69 | 373 | 91.667 | 427.667 | |||
4 Nov | 23995.35 | 210 | -78.90 | 13.61 | 463 | 335.333 | 335.333 | |||
1 Nov | 24304.35 | 288.9 | -18.90 | 12.44 | 48.333 | 18.333 | 268.667 | |||
31 Oct | 24205.35 | 307.8 | -31.20 | - | 45 | 3.333 | 250.333 | |||
30 Oct | 24340.85 | 339 | -22.90 | - | 81 | 37.333 | 245 | |||
29 Oct | 24466.85 | 361.9 | 41.45 | - | 53.333 | 208 | 208 | |||
28 Oct | 24339.15 | 320.45 | 31.45 | - | 182.333 | 32.333 | 205.667 | |||
25 Oct | 24180.80 | 289 | -93.70 | - | 230.667 | 10 | 173.333 | |||
24 Oct | 24399.40 | 382.7 | -27.30 | - | 152.667 | 29 | 164 | |||
23 Oct | 24435.50 | 410 | -33.70 | - | 67.667 | -1 | 134.667 | |||
22 Oct | 24472.10 | 443.7 | -104.45 | - | 150.333 | 36.667 | 160.333 | |||
21 Oct | 24781.10 | 548.15 | -97.10 | - | 94.333 | 27.667 | 123.667 | |||
18 Oct | 24854.05 | 645.25 | 49.50 | - | 44 | -0.333 | 96 | |||
17 Oct | 24749.85 | 595.75 | -108.25 | - | 26 | 7 | 96 | |||
16 Oct | 24971.30 | 704 | -55.40 | - | 62.667 | 10 | 88.667 | |||
15 Oct | 25057.35 | 759.4 | -74.50 | - | 56.667 | 30 | 79.667 | |||
14 Oct | 25127.95 | 833.9 | 95.85 | - | 78.333 | 26.333 | 49 | |||
11 Oct | 24964.25 | 738.05 | -87.95 | - | 16.333 | 3 | 23 | |||
10 Oct | 24998.45 | 826 | 23.15 | - | 15.667 | 0.333 | 19.667 | |||
9 Oct | 24981.95 | 802.85 | -51.50 | - | 25.667 | 12 | 20.333 | |||
8 Oct | 25013.15 | 854.35 | 62.45 | - | 19.667 | 4.333 | 8.667 | |||
7 Oct | 24795.75 | 791.9 | -71.60 | - | 8.667 | 3.667 | 4.333 | |||
4 Oct | 25014.60 | 863.5 | -179.40 | - | 0.667 | 0.333 | 0.667 | |||
3 Oct | 25250.10 | 1042.9 | -794.10 | - | 0.333 | 0 | 0 | |||
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1 Oct | 25796.90 | 1837 | 0.00 | - | 0 | 0 | 0 | |||
30 Sept | 25810.85 | 1837 | 1837.00 | - | 0 | 0 | 0 | |||
27 Sept | 26173.35 | 0.00 | - | 0 | 0 | 0 |
For Nifty - strike price 25100 expiring on 26DEC2024
Delta for 25100 CE is 0.02
Historical price for 25100 CE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 3.65, which was -6.25 lower than the previous day. The implied volatity was 21.21, the open interest changed by -7370 which decreased total open position to 143102
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 9.9, which was -20.90 lower than the previous day. The implied volatity was 18.30, the open interest changed by -223363 which decreased total open position to 104587
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 30.8, which was -8.30 lower than the previous day. The implied volatity was 17.77, the open interest changed by -148112 which decreased total open position to 87084
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 39.1, which was -48.35 lower than the previous day. The implied volatity was 16.17, the open interest changed by -144344 which decreased total open position to 41877
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 87.45, which was -29.55 lower than the previous day. The implied volatity was 14.03, the open interest changed by -163333 which decreased total open position to 42553
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 117, which was 43.85 higher than the previous day. The implied volatity was 11.31, the open interest changed by -192631 which decreased total open position to 37597
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 73.15, which was -26.90 lower than the previous day. The implied volatity was 12.21, the open interest changed by -170820 which decreased total open position to 32668
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 100.05, which was -13.85 lower than the previous day. The implied volatity was 11.97, the open interest changed by 1035 which increased total open position to 29567
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 113.9, which was -13.75 lower than the previous day. The implied volatity was 12.44, the open interest changed by -1240 which decreased total open position to 28639
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 127.65, which was -27.50 lower than the previous day. The implied volatity was 12.62, the open interest changed by -117662 which decreased total open position to 29948
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 155.15, which was -13.85 lower than the previous day. The implied volatity was 11.98, the open interest changed by -10609 which decreased total open position to 27441
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 169, which was 62.00 higher than the previous day. The implied volatity was 11.68, the open interest changed by -252988 which decreased total open position to 26459
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 107, which was 6.85 higher than the previous day. The implied volatity was 11.88, the open interest changed by -224922 which decreased total open position to 24200
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 100.15, which was 17.10 higher than the previous day. The implied volatity was 11.40, the open interest changed by -178199 which decreased total open position to 21124
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 83.05, which was 20.00 higher than the previous day. The implied volatity was 12.15, the open interest changed by 17600 which increased total open position to 18027
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 63.05, which was 6.60 higher than the previous day. The implied volatity was 11.69, the open interest changed by 14467 which increased total open position to 14798
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 56.45, which was -39.55 lower than the previous day. The implied volatity was 12.56, the open interest changed by -19783 which decreased total open position to 13432
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 96, which was 10.90 higher than the previous day. The implied volatity was 11.37, the open interest changed by 11621 which increased total open position to 12826
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 85.1, which was -18.70 lower than the previous day. The implied volatity was 11.44, the open interest changed by 12909 which increased total open position to 13560
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 103.8, which was 43.75 higher than the previous day. The implied volatity was 11.50, the open interest changed by 10949 which increased total open position to 10951
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 60.05, which was 35.95 higher than the previous day. The implied volatity was 12.02, the open interest changed by 7357 which increased total open position to 7359
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 24.1, which was -9.30 lower than the previous day. The implied volatity was 12.93, the open interest changed by 4489 which increased total open position to 6117
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 33.4, which was -0.65 lower than the previous day. The implied volatity was 12.54, the open interest changed by -482 which decreased total open position to 8213
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 34.05, which was -13.95 lower than the previous day. The implied volatity was 12.44, the open interest changed by 7925 which increased total open position to 8716
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 48, which was -25.35 lower than the previous day. The implied volatity was 12.06, the open interest changed by 6649 which increased total open position to 7482
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 73.35, which was -16.65 lower than the previous day. The implied volatity was 13.09, the open interest changed by 4669 which increased total open position to 4763
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 90, which was -53.10 lower than the previous day. The implied volatity was 11.84, the open interest changed by 4192 which increased total open position to 4229
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 143.1, which was -17.35 lower than the previous day. The implied volatity was 11.38, the open interest changed by 2897 which increased total open position to 2909
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 160.45, which was -45.20 lower than the previous day. The implied volatity was 11.57, the open interest changed by 1355 which increased total open position to 2004
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 205.65, which was -107.80 lower than the previous day. The implied volatity was 12.09, the open interest changed by 1426 which increased total open position to 1780
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 313.45, which was 75.55 higher than the previous day. The implied volatity was 11.95, the open interest changed by 193 which increased total open position to 1476
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 237.9, which was 27.90 higher than the previous day. The implied volatity was 12.69, the open interest changed by 275 which increased total open position to 1283
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 210, which was -78.90 lower than the previous day. The implied volatity was 13.61, the open interest changed by 1006 which increased total open position to 1006
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 288.9, which was -18.90 lower than the previous day. The implied volatity was 12.44, the open interest changed by 55 which increased total open position to 806
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 307.8, which was -31.20 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 339, which was -22.90 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 361.9, which was 41.45 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 320.45, which was 31.45 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 289, which was -93.70 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 382.7, which was -27.30 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 410, which was -33.70 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 443.7, which was -104.45 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 548.15, which was -97.10 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 645.25, which was 49.50 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 595.75, which was -108.25 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 704, which was -55.40 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 759.4, which was -74.50 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 833.9, which was 95.85 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 738.05, which was -87.95 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 826, which was 23.15 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 802.85, which was -51.50 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 854.35, which was 62.45 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 791.9, which was -71.60 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 863.5, which was -179.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct NIFTY was trading at 25250.10. The strike last trading price was 1042.9, which was -794.10 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 1837, 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 1837, which was 1837.00 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 25100 PE | |||||||
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Delta: -0.93
Vega: 3.97
Theta: -3.59
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
20 Dec | 23587.50 | 1454.4 | 367.35 | 30.27 | 357 | 617 | 1,120 |
19 Dec | 23951.70 | 1087.05 | 224.50 | - | 138.667 | 443 | 1,198 |
18 Dec | 24198.85 | 862.55 | 127.80 | 18.20 | 359 | -63 | 1,186.333 |
17 Dec | 24336.00 | 734.75 | 268.35 | 12.85 | 590 | -93.667 | 1,251 |
16 Dec | 24668.25 | 466.4 | 120.60 | 13.68 | 1,614 | -175.333 | 1,344.333 |
13 Dec | 24768.30 | 345.8 | -179.15 | 11.29 | 1,768.667 | 486 | 1,270 |
12 Dec | 24548.70 | 524.95 | 64.95 | 11.26 | 656 | 512.667 | 1,063.333 |
11 Dec | 24641.80 | 460 | -65.80 | 11.56 | 565.667 | 164 | 980.333 |
10 Dec | 24610.05 | 525.8 | 0.65 | 14.77 | 1,512.333 | 638 | 816.333 |
9 Dec | 24619.00 | 525.15 | 49.15 | 14.73 | 1,759.667 | -20.667 | 864.333 |
6 Dec | 24677.80 | 476 | -9.00 | 13.26 | 1,099 | 327.333 | 851.333 |
5 Dec | 24708.40 | 485 | -155.95 | 14.43 | 2,698.667 | 1,020.333 | 1,023.333 |
4 Dec | 24467.45 | 640.95 | -17.15 | 14.19 | 273 | 35.333 | 636.667 |
3 Dec | 24457.15 | 658.1 | -93.40 | 14.37 | 344.333 | 602.667 | 602.667 |
2 Dec | 24276.05 | 751.5 | -102.70 | 12.73 | 63 | 398.333 | 523 |
29 Nov | 24131.10 | 854.2 | -144.95 | 11.66 | 62.667 | 514 | 514 |
28 Nov | 23914.15 | 999.15 | 265.10 | 12.14 | 328.667 | 520.333 | 520.333 |
27 Nov | 24274.90 | 734.05 | -91.80 | 12.02 | 285 | 446 | 505.333 |
26 Nov | 24194.50 | 825.85 | 69.10 | 13.38 | 59 | 292 | 313 |
25 Nov | 24221.90 | 756.75 | -362.60 | 12.26 | 137.333 | 284.667 | 284.667 |
22 Nov | 23907.25 | 1119.35 | -167.60 | 15.61 | 185.333 | 219 | 219 |
21 Nov | 23349.90 | 1286.95 | 0.00 | 0.00 | 0 | 0 | 0 |
19 Nov | 23518.50 | 1286.95 | -213.05 | - | 7 | -1.333 | 147 |
18 Nov | 23453.80 | 1500 | 121.00 | 18.20 | 2 | -1 | 148.667 |
14 Nov | 23532.70 | 1379 | 98.90 | 16.20 | 2.667 | 149.333 | 149.333 |
13 Nov | 23559.05 | 1280.1 | 219.00 | 13.17 | 92 | 152.667 | 152.667 |
12 Nov | 23883.45 | 1061.1 | 196.75 | 12.41 | 5 | 139 | 139 |
11 Nov | 24141.30 | 864.35 | 19.50 | 13.23 | 50.667 | 140 | 140 |
8 Nov | 24148.20 | 844.85 | 2.90 | 12.35 | 14.333 | 126.333 | 126.333 |
7 Nov | 24199.35 | 841.95 | 181.95 | 14.15 | 28 | 134.667 | 134.667 |
6 Nov | 24484.05 | 660 | -209.00 | 14.16 | 93.667 | 19.667 | 131 |
5 Nov | 24213.30 | 869 | -151.50 | 15.03 | 3.333 | -0.333 | 111.667 |
4 Nov | 23995.35 | 1020.5 | 153.95 | 15.40 | 36 | 112 | 112 |
1 Nov | 24304.35 | 866.55 | -8.45 | 16.64 | 2.333 | 0 | 114 |
31 Oct | 24205.35 | 875 | 108.15 | - | 12 | -3 | 113 |
30 Oct | 24340.85 | 766.85 | 84.25 | - | 40.667 | 3.667 | 115.667 |
29 Oct | 24466.85 | 682.6 | -77.90 | - | 33 | 112 | 112 |
28 Oct | 24339.15 | 760.5 | -103.55 | - | 71.333 | 25 | 109.333 |
25 Oct | 24180.80 | 864.05 | 135.90 | - | 108.667 | -53.333 | 84.333 |
24 Oct | 24399.40 | 728.15 | -5.25 | - | 10.333 | -1 | 138.333 |
23 Oct | 24435.50 | 733.4 | 22.65 | - | 53.333 | 18.333 | 139.333 |
22 Oct | 24472.10 | 710.75 | 123.95 | - | 65.333 | 19.667 | 103 |
21 Oct | 24781.10 | 586.8 | 95.75 | - | 64.667 | -3.667 | 83 |
18 Oct | 24854.05 | 491.05 | -63.65 | - | 95.667 | 2.667 | 88 |
17 Oct | 24749.85 | 554.7 | 78.05 | - | 82 | -11.333 | 125.333 |
16 Oct | 24971.30 | 476.65 | 36.65 | - | 32.667 | -26.333 | 136.667 |
15 Oct | 25057.35 | 440 | 23.95 | - | 57.333 | 17.667 | 163.667 |
14 Oct | 25127.95 | 416.05 | -96.15 | - | 182.667 | -8.333 | 147.333 |
11 Oct | 24964.25 | 512.2 | 32.20 | - | 364.333 | -94.333 | 155.667 |
10 Oct | 24998.45 | 480 | -47.15 | - | 303.667 | 184.333 | 252 |
9 Oct | 24981.95 | 527.15 | 102.35 | - | 96.333 | 20.667 | 69.333 |
8 Oct | 25013.15 | 424.8 | -134.05 | - | 34.667 | -5.667 | 49.333 |
7 Oct | 24795.75 | 558.85 | 47.40 | - | 69 | 29.333 | 55 |
4 Oct | 25014.60 | 511.45 | 114.80 | - | 69 | 11 | 25.667 |
3 Oct | 25250.10 | 396.65 | 139.65 | - | 21 | 9 | 14.667 |
1 Oct | 25796.90 | 257 | -19.00 | - | 0.667 | 0 | 5.333 |
30 Sept | 25810.85 | 276 | 57.00 | - | 4.667 | 4 | 5.333 |
27 Sept | 26173.35 | 219.00 | - | 1.333 | 0 | 0 |
For Nifty - strike price 25100 expiring on 26DEC2024
Delta for 25100 PE is -0.93
Historical price for 25100 PE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 1454.4, which was 367.35 higher than the previous day. The implied volatity was 30.27, the open interest changed by 1851 which increased total open position to 3360
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 1087.05, which was 224.50 higher than the previous day. The implied volatity was -, the open interest changed by 1329 which increased total open position to 3594
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 862.55, which was 127.80 higher than the previous day. The implied volatity was 18.20, the open interest changed by -189 which decreased total open position to 3559
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 734.75, which was 268.35 higher than the previous day. The implied volatity was 12.85, the open interest changed by -281 which decreased total open position to 3753
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 466.4, which was 120.60 higher than the previous day. The implied volatity was 13.68, the open interest changed by -526 which decreased total open position to 4033
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 345.8, which was -179.15 lower than the previous day. The implied volatity was 11.29, the open interest changed by 1458 which increased total open position to 3810
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 524.95, which was 64.95 higher than the previous day. The implied volatity was 11.26, the open interest changed by 1538 which increased total open position to 3190
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 460, which was -65.80 lower than the previous day. The implied volatity was 11.56, the open interest changed by 492 which increased total open position to 2941
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 525.8, which was 0.65 higher than the previous day. The implied volatity was 14.77, the open interest changed by 1914 which increased total open position to 2449
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 525.15, which was 49.15 higher than the previous day. The implied volatity was 14.73, the open interest changed by -62 which decreased total open position to 2593
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 476, which was -9.00 lower than the previous day. The implied volatity was 13.26, the open interest changed by 982 which increased total open position to 2554
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 485, which was -155.95 lower than the previous day. The implied volatity was 14.43, the open interest changed by 3061 which increased total open position to 3070
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 640.95, which was -17.15 lower than the previous day. The implied volatity was 14.19, the open interest changed by 106 which increased total open position to 1910
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 658.1, which was -93.40 lower than the previous day. The implied volatity was 14.37, the open interest changed by 1808 which increased total open position to 1808
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 751.5, which was -102.70 lower than the previous day. The implied volatity was 12.73, the open interest changed by 1195 which increased total open position to 1569
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 854.2, which was -144.95 lower than the previous day. The implied volatity was 11.66, the open interest changed by 1542 which increased total open position to 1542
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 999.15, which was 265.10 higher than the previous day. The implied volatity was 12.14, the open interest changed by 1561 which increased total open position to 1561
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 734.05, which was -91.80 lower than the previous day. The implied volatity was 12.02, the open interest changed by 1338 which increased total open position to 1516
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 825.85, which was 69.10 higher than the previous day. The implied volatity was 13.38, the open interest changed by 876 which increased total open position to 939
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 756.75, which was -362.60 lower than the previous day. The implied volatity was 12.26, the open interest changed by 854 which increased total open position to 854
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 1119.35, which was -167.60 lower than the previous day. The implied volatity was 15.61, the open interest changed by 657 which increased total open position to 657
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 1286.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1286.95, which was -213.05 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 441
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1500, which was 121.00 higher than the previous day. The implied volatity was 18.20, the open interest changed by -3 which decreased total open position to 446
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1379, which was 98.90 higher than the previous day. The implied volatity was 16.20, the open interest changed by 448 which increased total open position to 448
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 1280.1, which was 219.00 higher than the previous day. The implied volatity was 13.17, the open interest changed by 458 which increased total open position to 458
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1061.1, which was 196.75 higher than the previous day. The implied volatity was 12.41, the open interest changed by 417 which increased total open position to 417
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 864.35, which was 19.50 higher than the previous day. The implied volatity was 13.23, the open interest changed by 420 which increased total open position to 420
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 844.85, which was 2.90 higher than the previous day. The implied volatity was 12.35, the open interest changed by 379 which increased total open position to 379
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 841.95, which was 181.95 higher than the previous day. The implied volatity was 14.15, the open interest changed by 404 which increased total open position to 404
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 660, which was -209.00 lower than the previous day. The implied volatity was 14.16, the open interest changed by 59 which increased total open position to 393
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 869, which was -151.50 lower than the previous day. The implied volatity was 15.03, the open interest changed by -1 which decreased total open position to 335
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 1020.5, which was 153.95 higher than the previous day. The implied volatity was 15.40, the open interest changed by 336 which increased total open position to 336
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 866.55, which was -8.45 lower than the previous day. The implied volatity was 16.64, the open interest changed by 0 which decreased total open position to 342
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 875, which was 108.15 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 766.85, which was 84.25 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 682.6, which was -77.90 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 760.5, which was -103.55 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 864.05, which was 135.90 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 728.15, which was -5.25 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 733.4, which was 22.65 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 710.75, which was 123.95 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 586.8, which was 95.75 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 491.05, which was -63.65 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 554.7, which was 78.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct NIFTY was trading at 24971.30. The strike last trading price was 476.65, which was 36.65 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, which was 23.95 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 416.05, which was -96.15 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 512.2, which was 32.20 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 480, which was -47.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct NIFTY was trading at 24981.95. The strike last trading price was 527.15, which was 102.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 424.8, which was -134.05 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 558.85, which was 47.40 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 511.45, which was 114.80 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 396.65, which was 139.65 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 257, which was -19.00 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 276, which was 57.00 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 219.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to