NIFTY
Nifty
Historical option data for NIFTY
26 Dec 2024 04:01 PM IST
NIFTY 26DEC2024 25150 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 | 0.1 | -0.75 | - | 1,37,181 | 264 | 20,966 | |||
24 Dec | 23727.65 | 0.85 | -1.05 | 30.18 | 76,683 | -5,442 | 20,376 | |||
23 Dec | 23753.45 | 1.9 | -2.10 | 26.59 | 1,43,422 | 3,972 | 26,099 | |||
20 Dec | 23587.50 | 4 | -6.80 | 22.16 | 2,19,316 | -37,443 | 22,186 | |||
19 Dec | 23951.70 | 10.8 | -16.75 | 19.27 | 56,841 | -1,02,971 | 10,818 | |||
18 Dec | 24198.85 | 27.55 | -6.10 | 17.99 | 41,425 | -1,06,409 | 11,581 | |||
17 Dec | 24336.00 | 33.65 | -42.15 | 16.20 | 50,653 | -86,492 | 8,488 | |||
16 Dec | 24668.25 | 75.8 | -25.00 | 14.04 | 29,359 | -26,298 | 7,572 | |||
13 Dec | 24768.30 | 100.8 | 38.80 | 11.29 | 50,056 | -14,880 | 7,362 | |||
12 Dec | 24548.70 | 62 | -25.50 | 12.13 | 14,569 | -1,07,765 | 5,380 | |||
11 Dec | 24641.80 | 87.5 | -12.15 | 11.98 | 8,994 | -9 | 5,068 | |||
10 Dec | 24610.05 | 99.65 | -13.20 | 12.38 | 8,242 | -75,711 | 5,367 | |||
9 Dec | 24619.00 | 112.85 | -25.20 | 12.58 | 8,605 | -42,193 | 6,318 | |||
6 Dec | 24677.80 | 138.05 | -10.95 | 11.92 | 12,166 | 5,689 | 6,417 | |||
5 Dec | 24708.40 | 149 | 53.25 | 11.54 | 16,115 | 4,291 | 4,566 | |||
4 Dec | 24467.45 | 95.75 | 6.50 | 11.90 | 8,043 | -2,364 | 4,514 | |||
3 Dec | 24457.15 | 89.25 | 16.35 | 11.41 | 10,921 | 4,230 | 4,264 | |||
2 Dec | 24276.05 | 72.9 | 17.65 | 12.09 | 7,654 | 3,486 | 3,518 | |||
29 Nov | 24131.10 | 55.25 | 14.00 | 11.65 | 7,550 | 2,700 | 2,728 | |||
28 Nov | 23914.15 | 41.25 | -43.30 | 11.86 | 6,300 | 680 | 2,028 | |||
27 Nov | 24274.90 | 84.55 | 11.15 | 11.29 | 2,560 | 1,350 | 1,354 | |||
26 Nov | 24194.50 | 73.4 | -23.00 | 11.28 | 1,016 | 919 | 929 | |||
25 Nov | 24221.90 | 96.4 | 39.95 | 11.64 | 1,560 | 874 | 879 | |||
22 Nov | 23907.25 | 56.45 | 33.40 | 12.19 | 411 | 640 | 645 | |||
21 Nov | 23349.90 | 23.05 | -8.45 | 13.12 | 232 | 888 | 890 | |||
19 Nov | 23518.50 | 31.5 | -1.90 | 12.69 | 1,600 | 993 | 993 | |||
18 Nov | 23453.80 | 33.4 | -16.85 | 12.70 | 1,268 | 904 | 908 | |||
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14 Nov | 23532.70 | 50.25 | -15.10 | 12.55 | 1,562 | 1,061 | 1,064 | |||
13 Nov | 23559.05 | 65.35 | -14.40 | 12.98 | 370 | 218 | 221 | |||
12 Nov | 23883.45 | 79.75 | -51.00 | 11.72 | 670 | 256 | 259 | |||
11 Nov | 24141.30 | 130.75 | -15.45 | 11.34 | 100 | 264 | 267 | |||
8 Nov | 24148.20 | 146.2 | -42.75 | 11.49 | 92 | 194 | 194 | |||
7 Nov | 24199.35 | 188.95 | -99.80 | 12.00 | 6 | 155 | 155 | |||
6 Nov | 24484.05 | 288.75 | 68.75 | 11.79 | 132 | 157 | 157 | |||
5 Nov | 24213.30 | 220 | 44.60 | 12.59 | 121 | 219 | 219 | |||
4 Nov | 23995.35 | 175.4 | -109.60 | 12.87 | 178 | 132 | 132 | |||
1 Nov | 24304.35 | 285 | 0.00 | 0.00 | 0 | 0 | 0 | |||
31 Oct | 24205.35 | 285 | -27.00 | - | 12 | 32 | 32 | |||
30 Oct | 24340.85 | 312 | -7.00 | - | 6 | 31 | 31 | |||
29 Oct | 24466.85 | 319 | 0.00 | - | 0 | 0 | 0 | |||
28 Oct | 24339.15 | 319 | 59.75 | - | 19 | 8 | 27 | |||
25 Oct | 24180.80 | 259.25 | -102.75 | - | 7 | 0 | 19 | |||
24 Oct | 24399.40 | 362 | -68.00 | - | 5 | -1 | 19 | |||
23 Oct | 24435.50 | 430 | 10.00 | - | 2 | 0 | 21 | |||
22 Oct | 24472.10 | 420 | -121.75 | - | 20 | -3 | 20 | |||
21 Oct | 24781.10 | 541.75 | -80.10 | - | 29 | 6 | 23 | |||
18 Oct | 24854.05 | 621.85 | 46.60 | - | 16 | 0 | 18 | |||
17 Oct | 24749.85 | 575.25 | -102.25 | - | 16 | 7 | 17 | |||
16 Oct | 24971.30 | 677.5 | -90.25 | - | 14 | 2 | 10 | |||
15 Oct | 25057.35 | 767.75 | -31.25 | - | 2 | 1 | 9 | |||
14 Oct | 25127.95 | 799 | 3.05 | - | 6 | 1 | 8 | |||
11 Oct | 24964.25 | 795.95 | 0.00 | - | 0 | 0 | 0 | |||
10 Oct | 24998.45 | 795.95 | -15.30 | - | 3 | 0 | 7 | |||
9 Oct | 24981.95 | 811.25 | 17.15 | - | 2 | 0 | 6 | |||
8 Oct | 25013.15 | 794.1 | -89.70 | - | 2 | 1 | 5 | |||
7 Oct | 24795.75 | 883.8 | -915.90 | - | 4 | 0 | 0 | |||
4 Oct | 25014.60 | 1799.7 | 0.00 | - | 0 | 0 | 0 | |||
3 Oct | 25250.10 | 1799.7 | 0.00 | - | 0 | 0 | 0 | |||
1 Oct | 25796.90 | 1799.7 | 0.00 | - | 0 | 0 | 0 | |||
30 Sept | 25810.85 | 1799.7 | 1799.70 | - | 0 | 0 | 0 | |||
27 Sept | 26173.35 | 0.00 | - | 0 | 0 | 0 |
For Nifty - strike price 25150 expiring on 26DEC2024
Delta for 25150 CE is -
Historical price for 25150 CE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 0.1, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by 264 which increased total open position to 20966
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 0.85, which was -1.05 lower than the previous day. The implied volatity was 30.18, the open interest changed by -5442 which decreased total open position to 20376
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 1.9, which was -2.10 lower than the previous day. The implied volatity was 26.59, the open interest changed by 3972 which increased total open position to 26099
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 4, which was -6.80 lower than the previous day. The implied volatity was 22.16, the open interest changed by -37443 which decreased total open position to 22186
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 10.8, which was -16.75 lower than the previous day. The implied volatity was 19.27, the open interest changed by -102971 which decreased total open position to 10818
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 27.55, which was -6.10 lower than the previous day. The implied volatity was 17.99, the open interest changed by -106409 which decreased total open position to 11581
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 33.65, which was -42.15 lower than the previous day. The implied volatity was 16.20, the open interest changed by -86492 which decreased total open position to 8488
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 75.8, which was -25.00 lower than the previous day. The implied volatity was 14.04, the open interest changed by -26298 which decreased total open position to 7572
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 100.8, which was 38.80 higher than the previous day. The implied volatity was 11.29, the open interest changed by -14880 which decreased total open position to 7362
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 62, which was -25.50 lower than the previous day. The implied volatity was 12.13, the open interest changed by -107765 which decreased total open position to 5380
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 87.5, which was -12.15 lower than the previous day. The implied volatity was 11.98, the open interest changed by -9 which decreased total open position to 5068
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 99.65, which was -13.20 lower than the previous day. The implied volatity was 12.38, the open interest changed by -75711 which decreased total open position to 5367
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 112.85, which was -25.20 lower than the previous day. The implied volatity was 12.58, the open interest changed by -42193 which decreased total open position to 6318
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 138.05, which was -10.95 lower than the previous day. The implied volatity was 11.92, the open interest changed by 5689 which increased total open position to 6417
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 149, which was 53.25 higher than the previous day. The implied volatity was 11.54, the open interest changed by 4291 which increased total open position to 4566
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 95.75, which was 6.50 higher than the previous day. The implied volatity was 11.90, the open interest changed by -2364 which decreased total open position to 4514
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 89.25, which was 16.35 higher than the previous day. The implied volatity was 11.41, the open interest changed by 4230 which increased total open position to 4264
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 72.9, which was 17.65 higher than the previous day. The implied volatity was 12.09, the open interest changed by 3486 which increased total open position to 3518
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 55.25, which was 14.00 higher than the previous day. The implied volatity was 11.65, the open interest changed by 2700 which increased total open position to 2728
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 41.25, which was -43.30 lower than the previous day. The implied volatity was 11.86, the open interest changed by 680 which increased total open position to 2028
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 84.55, which was 11.15 higher than the previous day. The implied volatity was 11.29, the open interest changed by 1350 which increased total open position to 1354
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 73.4, which was -23.00 lower than the previous day. The implied volatity was 11.28, the open interest changed by 919 which increased total open position to 929
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 96.4, which was 39.95 higher than the previous day. The implied volatity was 11.64, the open interest changed by 874 which increased total open position to 879
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 56.45, which was 33.40 higher than the previous day. The implied volatity was 12.19, the open interest changed by 640 which increased total open position to 645
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 23.05, which was -8.45 lower than the previous day. The implied volatity was 13.12, the open interest changed by 888 which increased total open position to 890
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 31.5, which was -1.90 lower than the previous day. The implied volatity was 12.69, the open interest changed by 993 which increased total open position to 993
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 33.4, which was -16.85 lower than the previous day. The implied volatity was 12.70, the open interest changed by 904 which increased total open position to 908
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 50.25, which was -15.10 lower than the previous day. The implied volatity was 12.55, the open interest changed by 1061 which increased total open position to 1064
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 65.35, which was -14.40 lower than the previous day. The implied volatity was 12.98, the open interest changed by 218 which increased total open position to 221
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 79.75, which was -51.00 lower than the previous day. The implied volatity was 11.72, the open interest changed by 256 which increased total open position to 259
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 130.75, which was -15.45 lower than the previous day. The implied volatity was 11.34, the open interest changed by 264 which increased total open position to 267
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 146.2, which was -42.75 lower than the previous day. The implied volatity was 11.49, the open interest changed by 194 which increased total open position to 194
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 188.95, which was -99.80 lower than the previous day. The implied volatity was 12.00, the open interest changed by 155 which increased total open position to 155
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 288.75, which was 68.75 higher than the previous day. The implied volatity was 11.79, the open interest changed by 157 which increased total open position to 157
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 220, which was 44.60 higher than the previous day. The implied volatity was 12.59, the open interest changed by 219 which increased total open position to 219
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 175.4, which was -109.60 lower than the previous day. The implied volatity was 12.87, the open interest changed by 132 which increased total open position to 132
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 285, 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 285, which was -27.00 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 312, which was -7.00 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 319, 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 319, which was 59.75 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 259.25, which was -102.75 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 362, which was -68.00 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 430, which was 10.00 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 420, which was -121.75 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 541.75, which was -80.10 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 621.85, which was 46.60 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 575.25, which was -102.25 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 677.5, which was -90.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct NIFTY was trading at 25057.35. The strike last trading price was 767.75, which was -31.25 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 799, which was 3.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 795.95, 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 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 795.95, which was -15.30 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 811.25, which was 17.15 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 794.1, which was -89.70 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 883.8, which was -915.90 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 1799.7, 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 3 Oct NIFTY was trading at 25250.10. The strike last trading price was 1799.7, 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 1 Oct NIFTY was trading at 25796.90. The strike last trading price was 1799.7, 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 30 Sept NIFTY was trading at 25810.85. The strike last trading price was 1799.7, which was 1799.70 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 25150 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 | 1398.15 | 23.60 | - | 55 | -48 | 239 |
24 Dec | 23727.65 | 1374.55 | -10.70 | - | 145 | -83 | 291 |
23 Dec | 23753.45 | 1385.25 | -108.60 | 30.72 | 49 | -17 | 374 |
20 Dec | 23587.50 | 1493.85 | 361.85 | 28.00 | 126 | 10 | 403 |
19 Dec | 23951.70 | 1132 | 209.00 | - | 33 | -112 | 462 |
18 Dec | 24198.85 | 923 | 161.90 | 20.32 | 83 | -295 | 430 |
17 Dec | 24336.00 | 761.1 | 254.65 | - | 127 | -41 | 435 |
16 Dec | 24668.25 | 506.45 | 123.60 | 13.82 | 833 | -128 | 476 |
13 Dec | 24768.30 | 382.85 | -172.15 | 11.46 | 983 | -293 | 539 |
12 Dec | 24548.70 | 555 | 59.55 | 10.36 | 94 | -35 | 832 |
11 Dec | 24641.80 | 495.45 | -70.30 | 11.43 | 265 | 719 | 867 |
10 Dec | 24610.05 | 565.75 | 2.75 | 15.05 | 15 | 391 | 831 |
9 Dec | 24619.00 | 563 | 55.00 | 14.91 | 173 | 448 | 832 |
6 Dec | 24677.80 | 508 | -8.50 | 13.20 | 755 | 798 | 798 |
5 Dec | 24708.40 | 516.5 | -195.85 | 14.45 | 2,055 | 1,067 | 1,067 |
4 Dec | 24467.45 | 712.35 | 17.10 | 15.91 | 235 | 259 | 259 |
3 Dec | 24457.15 | 695.25 | -93.45 | 14.42 | 223 | 294 | 294 |
2 Dec | 24276.05 | 788.7 | -101.20 | 12.56 | 27 | 289 | 289 |
29 Nov | 24131.10 | 889.9 | -150.10 | 11.19 | 17 | 279 | 279 |
28 Nov | 23914.15 | 1040 | 265.95 | 11.90 | 10 | 1 | 270 |
27 Nov | 24274.90 | 774.05 | -15.05 | 12.07 | 26 | 270 | 270 |
26 Nov | 24194.50 | 789.1 | 0.00 | 0.00 | 0 | 0 | 0 |
25 Nov | 24221.90 | 789.1 | -710.90 | 11.96 | 212 | 261 | 261 |
22 Nov | 23907.25 | 1500 | -23.30 | 29.73 | 2 | 184 | 184 |
21 Nov | 23349.90 | 1523.3 | 0.00 | 0.00 | 0 | 0 | 0 |
19 Nov | 23518.50 | 1523.3 | 0.00 | 0.00 | 0 | 0 | 0 |
18 Nov | 23453.80 | 1523.3 | 73.30 | 17.19 | 2 | 186 | 186 |
14 Nov | 23532.70 | 1450 | 344.85 | 17.61 | 1 | 187 | 187 |
13 Nov | 23559.05 | 1105.15 | 0.00 | 0.00 | 0 | 0 | 0 |
12 Nov | 23883.45 | 1105.15 | 209.15 | 12.55 | 1 | 188 | 188 |
11 Nov | 24141.30 | 896 | 0.00 | 0.00 | 0 | 0 | 0 |
8 Nov | 24148.20 | 896 | 21.00 | 12.85 | 32 | 0 | 188 |
7 Nov | 24199.35 | 875 | 196.10 | 14.12 | 1 | 187 | 187 |
6 Nov | 24484.05 | 678.9 | -487.10 | 13.89 | 123 | 50 | 187 |
5 Nov | 24213.30 | 1166 | 0.00 | 0.00 | 0 | -3 | 0 |
4 Nov | 23995.35 | 1166 | 434.90 | 18.82 | 3 | -1 | 139 |
1 Nov | 24304.35 | 731.1 | 0.00 | 0.00 | 0 | 0 | 0 |
31 Oct | 24205.35 | 731.1 | 0.00 | - | 0 | 0 | 0 |
30 Oct | 24340.85 | 731.1 | 0.00 | - | 0 | -5 | 0 |
29 Oct | 24466.85 | 731.1 | -136.95 | - | 5 | 0 | 145 |
28 Oct | 24339.15 | 868.05 | 0.00 | - | 0 | 0 | 0 |
25 Oct | 24180.80 | 868.05 | 115.05 | - | 1 | 0 | 145 |
24 Oct | 24399.40 | 753 | 11.20 | - | 184 | 33 | 163 |
23 Oct | 24435.50 | 741.8 | 178.00 | - | 6 | -1 | 125 |
22 Oct | 24472.10 | 563.8 | 0.00 | - | 0 | 0 | 0 |
21 Oct | 24781.10 | 563.8 | 0.00 | - | 0 | 0 | 0 |
18 Oct | 24854.05 | 563.8 | 0.00 | - | 0 | -4 | 0 |
17 Oct | 24749.85 | 563.8 | 105.15 | - | 7 | -3 | 127 |
16 Oct | 24971.30 | 458.65 | 0.00 | - | 0 | -142 | 0 |
15 Oct | 25057.35 | 458.65 | 33.40 | - | 286 | -141 | 131 |
14 Oct | 25127.95 | 425.25 | -88.20 | - | 907 | -345 | 272 |
11 Oct | 24964.25 | 513.45 | 21.25 | - | 759 | 608 | 617 |
10 Oct | 24998.45 | 492.2 | 30.05 | - | 3 | 0 | 6 |
9 Oct | 24981.95 | 462.15 | 193.05 | - | 16 | 8 | 8 |
8 Oct | 25013.15 | 269.1 | 0.00 | - | 0 | 0 | 0 |
7 Oct | 24795.75 | 269.1 | 0.00 | - | 0 | 0 | 0 |
4 Oct | 25014.60 | 269.1 | 0.00 | - | 0 | 0 | 0 |
3 Oct | 25250.10 | 269.1 | 0.00 | - | 0 | 0 | 0 |
1 Oct | 25796.90 | 269.1 | -10.95 | - | 4 | 2 | 2 |
30 Sept | 25810.85 | 280.05 | 0.00 | - | 0 | 0 | 0 |
27 Sept | 26173.35 | 280.05 | - | 0 | 0 | 0 |
For Nifty - strike price 25150 expiring on 26DEC2024
Delta for 25150 PE is -
Historical price for 25150 PE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 1398.15, which was 23.60 higher than the previous day. The implied volatity was -, the open interest changed by -48 which decreased total open position to 239
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 1374.55, which was -10.70 lower than the previous day. The implied volatity was -, the open interest changed by -83 which decreased total open position to 291
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 1385.25, which was -108.60 lower than the previous day. The implied volatity was 30.72, the open interest changed by -17 which decreased total open position to 374
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 1493.85, which was 361.85 higher than the previous day. The implied volatity was 28.00, the open interest changed by 10 which increased total open position to 403
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 1132, which was 209.00 higher than the previous day. The implied volatity was -, the open interest changed by -112 which decreased total open position to 462
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 923, which was 161.90 higher than the previous day. The implied volatity was 20.32, the open interest changed by -295 which decreased total open position to 430
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 761.1, which was 254.65 higher than the previous day. The implied volatity was -, the open interest changed by -41 which decreased total open position to 435
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 506.45, which was 123.60 higher than the previous day. The implied volatity was 13.82, the open interest changed by -128 which decreased total open position to 476
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 382.85, which was -172.15 lower than the previous day. The implied volatity was 11.46, the open interest changed by -293 which decreased total open position to 539
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 555, which was 59.55 higher than the previous day. The implied volatity was 10.36, the open interest changed by -35 which decreased total open position to 832
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 495.45, which was -70.30 lower than the previous day. The implied volatity was 11.43, the open interest changed by 719 which increased total open position to 867
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 565.75, which was 2.75 higher than the previous day. The implied volatity was 15.05, the open interest changed by 391 which increased total open position to 831
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 563, which was 55.00 higher than the previous day. The implied volatity was 14.91, the open interest changed by 448 which increased total open position to 832
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 508, which was -8.50 lower than the previous day. The implied volatity was 13.20, the open interest changed by 798 which increased total open position to 798
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 516.5, which was -195.85 lower than the previous day. The implied volatity was 14.45, the open interest changed by 1067 which increased total open position to 1067
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 712.35, which was 17.10 higher than the previous day. The implied volatity was 15.91, the open interest changed by 259 which increased total open position to 259
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 695.25, which was -93.45 lower than the previous day. The implied volatity was 14.42, the open interest changed by 294 which increased total open position to 294
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 788.7, which was -101.20 lower than the previous day. The implied volatity was 12.56, the open interest changed by 289 which increased total open position to 289
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 889.9, which was -150.10 lower than the previous day. The implied volatity was 11.19, the open interest changed by 279 which increased total open position to 279
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 1040, which was 265.95 higher than the previous day. The implied volatity was 11.90, the open interest changed by 1 which increased total open position to 270
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 774.05, which was -15.05 lower than the previous day. The implied volatity was 12.07, the open interest changed by 270 which increased total open position to 270
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 789.1, 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 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 789.1, which was -710.90 lower than the previous day. The implied volatity was 11.96, the open interest changed by 261 which increased total open position to 261
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 1500, which was -23.30 lower than the previous day. The implied volatity was 29.73, the open interest changed by 184 which increased total open position to 184
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 1523.3, 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 1523.3, 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 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1523.3, which was 73.30 higher than the previous day. The implied volatity was 17.19, the open interest changed by 186 which increased total open position to 186
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1450, which was 344.85 higher than the previous day. The implied volatity was 17.61, the open interest changed by 187 which increased total open position to 187
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 1105.15, 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 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1105.15, which was 209.15 higher than the previous day. The implied volatity was 12.55, the open interest changed by 188 which increased total open position to 188
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 896, 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 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 896, which was 21.00 higher than the previous day. The implied volatity was 12.85, the open interest changed by 0 which decreased total open position to 188
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 875, which was 196.10 higher than the previous day. The implied volatity was 14.12, the open interest changed by 187 which increased total open position to 187
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 678.9, which was -487.10 lower than the previous day. The implied volatity was 13.89, the open interest changed by 50 which increased total open position to 187
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 1166, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 1166, which was 434.90 higher than the previous day. The implied volatity was 18.82, the open interest changed by -1 which decreased total open position to 139
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 731.1, 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 731.1, 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 731.1, 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 731.1, which was -136.95 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 868.05, 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 25 Oct NIFTY was trading at 24180.80. The strike last trading price was 868.05, which was 115.05 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 753, which was 11.20 higher 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 741.8, which was 178.00 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 563.8, 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 563.8, 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 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 563.8, 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 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 563.8, which was 105.15 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 458.65, 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 15 Oct NIFTY was trading at 25057.35. The strike last trading price was 458.65, which was 33.40 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 425.25, which was -88.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 513.45, which was 21.25 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 492.2, which was 30.05 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 462.15, which was 193.05 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 269.1, 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 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 269.1, 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 4 Oct NIFTY was trading at 25014.60. The strike last trading price was 269.1, 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 3 Oct NIFTY was trading at 25250.10. The strike last trading price was 269.1, 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 269.1, which was -10.95 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 280.05, 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 27 Sept NIFTY was trading at 26173.35. The strike last trading price was 280.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to