NIFTY
Nifty
Historical option data for NIFTY
20 Dec 2024 04:11 PM IST
NIFTY 26DEC2024 25200 CE | ||||||||||
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Delta: 0.01
Vega: 1.09
Theta: -2.10
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
20 Dec | 23587.50 | 3.3 | -4.70 | 22.12 | 3,68,063.333 | 41,260.667 | 76,436.333 | |||
19 Dec | 23951.70 | 8 | -17.35 | 18.88 | 1,14,519.667 | -58,605.333 | 39,270 | |||
18 Dec | 24198.85 | 25.35 | -3.65 | 18.34 | 69,893.667 | -85,747 | 33,556 | |||
17 Dec | 24336.00 | 29 | -33.50 | 16.25 | 72,845 | -57,403 | 31,216.333 | |||
16 Dec | 24668.25 | 62.5 | -19.70 | 13.80 | 61,697 | -23,774.667 | 27,585 | |||
13 Dec | 24768.30 | 82.2 | 30.30 | 10.99 | 1,14,181 | -96,691.667 | 23,981 | |||
12 Dec | 24548.70 | 51.9 | -22.60 | 12.02 | 30,388 | 6,606 | 22,592.667 | |||
11 Dec | 24641.80 | 74.5 | -12.50 | 11.87 | 24,064 | 11,265.333 | 21,455 | |||
10 Dec | 24610.05 | 87 | -11.50 | 12.34 | 22,985.333 | 14,268.333 | 22,008.333 | |||
9 Dec | 24619.00 | 98.5 | -24.25 | 12.48 | 16,103.333 | 16,846.667 | 21,808.667 | |||
6 Dec | 24677.80 | 122.75 | -12.25 | 11.88 | 33,648.667 | -72,604 | 20,494.667 | |||
5 Dec | 24708.40 | 135 | 51.10 | 11.61 | 46,158.333 | -76,680 | 19,172.333 | |||
4 Dec | 24467.45 | 83.9 | 4.90 | 11.83 | 22,152 | -50,880 | 16,707.667 | |||
3 Dec | 24457.15 | 79 | 15.50 | 11.41 | 19,737.667 | -38,641.667 | 16,387.667 | |||
2 Dec | 24276.05 | 63.5 | 16.50 | 12.01 | 19,804.667 | -36,354 | 14,854.667 | |||
29 Nov | 24131.10 | 47 | 4.60 | 11.51 | 16,404.333 | -17,559.667 | 11,408.667 | |||
28 Nov | 23914.15 | 42.4 | -34.40 | 12.36 | 23,334 | 315.667 | 11,021.667 | |||
27 Nov | 24274.90 | 76.8 | 9.80 | 11.37 | 9,125.333 | 2,240.667 | 9,856 | |||
26 Nov | 24194.50 | 67 | -18.10 | 11.37 | 9,297.667 | 5,952.667 | 9,869.333 | |||
25 Nov | 24221.90 | 85.1 | 31.10 | 11.55 | 19,518.333 | 9,568.667 | 9,623.667 | |||
22 Nov | 23907.25 | 54 | 32.40 | 12.41 | 11,697.667 | 6,993.333 | 7,048.333 | |||
21 Nov | 23349.90 | 21.6 | -8.55 | 13.26 | 5,463.667 | 3,424 | 3,828.333 | |||
19 Nov | 23518.50 | 30.15 | -0.85 | 12.88 | 8,828.333 | 3,190.333 | 3,581.333 | |||
18 Nov | 23453.80 | 31 | -11.50 | 12.80 | 7,040 | 3,785.333 | 3,903.333 | |||
14 Nov | 23532.70 | 42.5 | -15.85 | 12.32 | 6,200 | 4,388 | 4,473.333 | |||
13 Nov | 23559.05 | 58.35 | -19.65 | 12.90 | 7,742.333 | 3,292.667 | 3,379.667 | |||
12 Nov | 23883.45 | 78 | -39.80 | 12.00 | 3,929.333 | 2,412.667 | 2,444.667 | |||
11 Nov | 24141.30 | 117.8 | -18.20 | 11.26 | 2,438 | 1,943.333 | 1,955.667 | |||
8 Nov | 24148.20 | 136 | -39.50 | 11.53 | 1,545 | 1,573 | 1,599.667 | |||
7 Nov | 24199.35 | 175.5 | -98.65 | 11.99 | 835.667 | 1,305 | 1,331.667 | |||
6 Nov | 24484.05 | 274.15 | 66.90 | 11.85 | 931 | 1,231.333 | 1,231.333 | |||
5 Nov | 24213.30 | 207.25 | 27.25 | 12.63 | 797.667 | 1,167 | 1,167 | |||
4 Nov | 23995.35 | 180 | -75.00 | 13.44 | 1,202.333 | 1,127.667 | 1,127.667 | |||
1 Nov | 24304.35 | 255 | -20.00 | 12.42 | 63.333 | 1,048 | 1,048 | |||
31 Oct | 24205.35 | 275 | -26.00 | - | 459 | 154.333 | 1,033.333 | |||
30 Oct | 24340.85 | 301 | -19.00 | - | 482.667 | 893.667 | 893.667 | |||
29 Oct | 24466.85 | 320 | 36.55 | - | 647 | 935.667 | 935.667 | |||
28 Oct | 24339.15 | 283.45 | 62.80 | - | 369.333 | 59.667 | 832 | |||
25 Oct | 24180.80 | 220.65 | -131.15 | - | 684.667 | 16.333 | 772.333 | |||
24 Oct | 24399.40 | 351.8 | -17.60 | - | 366.333 | -28.333 | 757.333 | |||
23 Oct | 24435.50 | 369.4 | -28.60 | - | 972.667 | 559 | 787 | |||
22 Oct | 24472.10 | 398 | -97.00 | - | 216 | 36 | 228 | |||
21 Oct | 24781.10 | 495 | -92.30 | - | 33.667 | -4.333 | 192.333 | |||
18 Oct | 24854.05 | 587.3 | 45.30 | - | 229 | 2 | 196.667 | |||
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17 Oct | 24749.85 | 542 | -106.00 | - | 123.333 | 36.667 | 194.333 | |||
16 Oct | 24971.30 | 648 | -59.55 | - | 70.333 | 12.333 | 156 | |||
15 Oct | 25057.35 | 707.55 | -56.05 | - | 93 | 44.667 | 143.667 | |||
14 Oct | 25127.95 | 763.6 | 72.95 | - | 25 | 0 | 100.667 | |||
11 Oct | 24964.25 | 690.65 | -61.85 | - | 7 | 0.333 | 101 | |||
10 Oct | 24998.45 | 752.5 | 1.40 | - | 51 | 12.333 | 101 | |||
9 Oct | 24981.95 | 751.1 | -16.35 | - | 84.667 | 25.333 | 89.667 | |||
8 Oct | 25013.15 | 767.45 | 93.75 | - | 16.667 | 5.667 | 64.667 | |||
7 Oct | 24795.75 | 673.7 | -143.30 | - | 130 | 20.333 | 59 | |||
4 Oct | 25014.60 | 817 | -169.70 | - | 108.333 | 9 | 38.667 | |||
3 Oct | 25250.10 | 986.7 | -263.30 | - | 39.667 | 28.333 | 29.333 | |||
1 Oct | 25796.90 | 1250 | -100.00 | - | 0.333 | 0 | 0.667 | |||
30 Sept | 25810.85 | 1350 | -190.00 | - | 0.333 | 0 | 0.333 | |||
27 Sept | 26173.35 | 1540.00 | - | 0.333 | 0 | 0 |
For Nifty - strike price 25200 expiring on 26DEC2024
Delta for 25200 CE is 0.01
Historical price for 25200 CE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 3.3, which was -4.70 lower than the previous day. The implied volatity was 22.12, the open interest changed by 123782 which increased total open position to 229309
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 8, which was -17.35 lower than the previous day. The implied volatity was 18.88, the open interest changed by -175816 which decreased total open position to 117810
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 25.35, which was -3.65 lower than the previous day. The implied volatity was 18.34, the open interest changed by -257241 which decreased total open position to 100668
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 29, which was -33.50 lower than the previous day. The implied volatity was 16.25, the open interest changed by -172209 which decreased total open position to 93649
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 62.5, which was -19.70 lower than the previous day. The implied volatity was 13.80, the open interest changed by -71324 which decreased total open position to 82755
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 82.2, which was 30.30 higher than the previous day. The implied volatity was 10.99, the open interest changed by -290075 which decreased total open position to 71943
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 51.9, which was -22.60 lower than the previous day. The implied volatity was 12.02, the open interest changed by 19818 which increased total open position to 67778
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 74.5, which was -12.50 lower than the previous day. The implied volatity was 11.87, the open interest changed by 33796 which increased total open position to 64365
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 87, which was -11.50 lower than the previous day. The implied volatity was 12.34, the open interest changed by 42805 which increased total open position to 66025
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 98.5, which was -24.25 lower than the previous day. The implied volatity was 12.48, the open interest changed by 50540 which increased total open position to 65426
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 122.75, which was -12.25 lower than the previous day. The implied volatity was 11.88, the open interest changed by -217812 which decreased total open position to 61484
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 135, which was 51.10 higher than the previous day. The implied volatity was 11.61, the open interest changed by -230040 which decreased total open position to 57517
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 83.9, which was 4.90 higher than the previous day. The implied volatity was 11.83, the open interest changed by -152640 which decreased total open position to 50123
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 79, which was 15.50 higher than the previous day. The implied volatity was 11.41, the open interest changed by -115925 which decreased total open position to 49163
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 63.5, which was 16.50 higher than the previous day. The implied volatity was 12.01, the open interest changed by -109062 which decreased total open position to 44564
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 47, which was 4.60 higher than the previous day. The implied volatity was 11.51, the open interest changed by -52679 which decreased total open position to 34226
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 42.4, which was -34.40 lower than the previous day. The implied volatity was 12.36, the open interest changed by 947 which increased total open position to 33065
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 76.8, which was 9.80 higher than the previous day. The implied volatity was 11.37, the open interest changed by 6722 which increased total open position to 29568
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 67, which was -18.10 lower than the previous day. The implied volatity was 11.37, the open interest changed by 17858 which increased total open position to 29608
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 85.1, which was 31.10 higher than the previous day. The implied volatity was 11.55, the open interest changed by 28706 which increased total open position to 28871
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 54, which was 32.40 higher than the previous day. The implied volatity was 12.41, the open interest changed by 20980 which increased total open position to 21145
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 21.6, which was -8.55 lower than the previous day. The implied volatity was 13.26, the open interest changed by 10272 which increased total open position to 11485
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 30.15, which was -0.85 lower than the previous day. The implied volatity was 12.88, the open interest changed by 9571 which increased total open position to 10744
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 31, which was -11.50 lower than the previous day. The implied volatity was 12.80, the open interest changed by 11356 which increased total open position to 11710
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 42.5, which was -15.85 lower than the previous day. The implied volatity was 12.32, the open interest changed by 13164 which increased total open position to 13420
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 58.35, which was -19.65 lower than the previous day. The implied volatity was 12.90, the open interest changed by 9878 which increased total open position to 10139
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 78, which was -39.80 lower than the previous day. The implied volatity was 12.00, the open interest changed by 7238 which increased total open position to 7334
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 117.8, which was -18.20 lower than the previous day. The implied volatity was 11.26, the open interest changed by 5830 which increased total open position to 5867
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 136, which was -39.50 lower than the previous day. The implied volatity was 11.53, the open interest changed by 4719 which increased total open position to 4799
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 175.5, which was -98.65 lower than the previous day. The implied volatity was 11.99, the open interest changed by 3915 which increased total open position to 3995
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 274.15, which was 66.90 higher than the previous day. The implied volatity was 11.85, the open interest changed by 3694 which increased total open position to 3694
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 207.25, which was 27.25 higher than the previous day. The implied volatity was 12.63, the open interest changed by 3501 which increased total open position to 3501
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 180, which was -75.00 lower than the previous day. The implied volatity was 13.44, the open interest changed by 3383 which increased total open position to 3383
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 255, which was -20.00 lower than the previous day. The implied volatity was 12.42, the open interest changed by 3144 which increased total open position to 3144
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 275, which was -26.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct NIFTY was trading at 24340.85. The strike last trading price was 301, 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 29 Oct NIFTY was trading at 24466.85. The strike last trading price was 320, which was 36.55 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 283.45, which was 62.80 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 220.65, which was -131.15 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 351.8, which was -17.60 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 369.4, which was -28.60 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 398, which was -97.00 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 495, which was -92.30 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 587.3, which was 45.30 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 542, which was -106.00 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 648, which was -59.55 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 707.55, which was -56.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct NIFTY was trading at 25127.95. The strike last trading price was 763.6, which was 72.95 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 690.65, which was -61.85 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 752.5, which was 1.40 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 751.1, which was -16.35 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 767.45, which was 93.75 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 673.7, which was -143.30 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 817, which was -169.70 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 986.7, which was -263.30 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 1250, which was -100.00 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 1350, which was -190.00 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 1540.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
NIFTY 26DEC2024 25200 PE | |||||||
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Delta: -0.93
Vega: 4.10
Theta: -4.76
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
20 Dec | 23587.50 | 1558 | 376.00 | 32.76 | 544 | -370.333 | 1,935 |
19 Dec | 23951.70 | 1182 | 227.00 | - | 895.667 | 166 | 2,313.333 |
18 Dec | 24198.85 | 955 | 129.25 | 18.28 | 1,142.333 | 282 | 2,143.667 |
17 Dec | 24336.00 | 825.75 | 283.00 | 12.13 | 613.333 | -3.667 | 1,861.667 |
16 Dec | 24668.25 | 542.75 | 125.50 | 13.57 | 1,526.333 | 21.333 | 1,871.667 |
13 Dec | 24768.30 | 417.25 | -185.20 | 11.41 | 2,533.333 | 1,413.333 | 1,832.333 |
12 Dec | 24548.70 | 602.45 | 67.75 | 10.80 | 1,216 | -387.333 | 1,298.333 |
11 Dec | 24641.80 | 534.7 | -63.60 | 11.45 | 886.667 | -766.667 | 1,196 |
10 Dec | 24610.05 | 598.3 | 1.10 | 14.86 | 975.333 | -1,158.667 | 1,086 |
9 Dec | 24619.00 | 597.2 | 55.95 | 14.85 | 1,369 | -917.667 | 1,276.333 |
6 Dec | 24677.80 | 541.25 | -6.15 | 13.15 | 1,407 | 916 | 1,224.333 |
5 Dec | 24708.40 | 547.4 | -172.60 | 14.38 | 2,130 | 904.667 | 1,222.667 |
4 Dec | 24467.45 | 720 | -14.35 | 14.47 | 326.667 | 503.333 | 813.667 |
3 Dec | 24457.15 | 734.35 | -93.65 | 14.52 | 209.667 | 364.667 | 762.667 |
2 Dec | 24276.05 | 828 | -104.50 | 12.45 | 110.667 | 304.667 | 697.667 |
29 Nov | 24131.10 | 932.5 | -155.75 | 11.11 | 103 | 246.333 | 671.667 |
28 Nov | 23914.15 | 1088.25 | 275.65 | 12.20 | 468.667 | 425 | 672 |
27 Nov | 24274.90 | 812.6 | -93.10 | 12.01 | 221.667 | 473.333 | 520.333 |
26 Nov | 24194.50 | 905.7 | 69.75 | 13.45 | 250.667 | 363.333 | 397.667 |
25 Nov | 24221.90 | 835.95 | -377.85 | 12.31 | 162 | 280.333 | 280.333 |
22 Nov | 23907.25 | 1213.8 | -473.15 | 16.28 | 102 | 213 | 213 |
21 Nov | 23349.90 | 1686.95 | 148.95 | 17.89 | 33 | 209.667 | 213.667 |
19 Nov | 23518.50 | 1538 | -16.00 | 15.66 | 69 | 210 | 214 |
18 Nov | 23453.80 | 1554 | 94.00 | 16.45 | 30.333 | 209 | 213 |
14 Nov | 23532.70 | 1460 | 76.15 | 16.08 | 3 | 223 | 227 |
13 Nov | 23559.05 | 1383.85 | 209.65 | 14.15 | 33.333 | 224.333 | 228.333 |
12 Nov | 23883.45 | 1174.2 | 244.10 | 13.83 | 29 | 230 | 234 |
11 Nov | 24141.30 | 930.1 | -41.70 | 12.95 | 22 | 223.667 | 227.667 |
8 Nov | 24148.20 | 971.8 | 56.80 | 14.19 | 12 | 217.667 | 221.667 |
7 Nov | 24199.35 | 915 | 192.40 | 14.29 | 36.333 | 220.333 | 222.333 |
6 Nov | 24484.05 | 722.6 | -210.50 | 14.24 | 67 | 218 | 218 |
5 Nov | 24213.30 | 933.1 | -167.65 | 14.94 | 9.667 | 211.667 | 211.667 |
4 Nov | 23995.35 | 1100.75 | 191.75 | 15.68 | 26 | 213.667 | 213.667 |
1 Nov | 24304.35 | 909 | 4.75 | 16.09 | 3 | 218 | 218 |
31 Oct | 24205.35 | 904.25 | 82.05 | - | 23.667 | 217.667 | 217.667 |
30 Oct | 24340.85 | 822.2 | 68.20 | - | 63 | 227 | 227 |
29 Oct | 24466.85 | 754 | -60.90 | - | 56.333 | -0.333 | 256.333 |
28 Oct | 24339.15 | 814.9 | -107.40 | - | 162.333 | 57 | 257.333 |
25 Oct | 24180.80 | 922.3 | 142.30 | - | 96 | -8.667 | 200.333 |
24 Oct | 24399.40 | 780 | 9.35 | - | 15.667 | -1 | 209 |
23 Oct | 24435.50 | 770.65 | 6.65 | - | 64 | -16.667 | 210.667 |
22 Oct | 24472.10 | 764 | 134.00 | - | 43.667 | 11.667 | 227.333 |
21 Oct | 24781.10 | 630 | 91.00 | - | 29.333 | 8 | 215.667 |
18 Oct | 24854.05 | 539 | -92.95 | - | 54.667 | -7.667 | 205 |
17 Oct | 24749.85 | 631.95 | 112.45 | - | 103 | -24.667 | 210 |
16 Oct | 24971.30 | 519.5 | 46.55 | - | 133 | -51.333 | 234.667 |
15 Oct | 25057.35 | 472.95 | 29.35 | - | 345.333 | -12.333 | 286.333 |
14 Oct | 25127.95 | 443.6 | -96.40 | - | 231.333 | 80.333 | 283.333 |
11 Oct | 24964.25 | 540 | 41.40 | - | 9.667 | 0 | 203 |
10 Oct | 24998.45 | 498.6 | -45.40 | - | 4.333 | 1 | 203 |
9 Oct | 24981.95 | 544 | -4.40 | - | 31.667 | 3 | 202.667 |
8 Oct | 25013.15 | 548.4 | -17.65 | - | 26.667 | -6.667 | 199.667 |
7 Oct | 24795.75 | 566.05 | 26.55 | - | 137.333 | 15.667 | 206.333 |
4 Oct | 25014.60 | 539.5 | 114.55 | - | 373.333 | 159.667 | 191 |
3 Oct | 25250.10 | 424.95 | 150.75 | - | 30.333 | 9.333 | 31.667 |
1 Oct | 25796.90 | 274.2 | -24.70 | - | 6.667 | 3.333 | 22 |
30 Sept | 25810.85 | 298.9 | 59.75 | - | 9.333 | 7.333 | 19 |
27 Sept | 26173.35 | 239.15 | - | 25.333 | 11.667 | 11.667 |
For Nifty - strike price 25200 expiring on 26DEC2024
Delta for 25200 PE is -0.93
Historical price for 25200 PE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 1558, which was 376.00 higher than the previous day. The implied volatity was 32.76, the open interest changed by -1111 which decreased total open position to 5805
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 1182, which was 227.00 higher than the previous day. The implied volatity was -, the open interest changed by 498 which increased total open position to 6940
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 955, which was 129.25 higher than the previous day. The implied volatity was 18.28, the open interest changed by 846 which increased total open position to 6431
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 825.75, which was 283.00 higher than the previous day. The implied volatity was 12.13, the open interest changed by -11 which decreased total open position to 5585
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 542.75, which was 125.50 higher than the previous day. The implied volatity was 13.57, the open interest changed by 64 which increased total open position to 5615
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 417.25, which was -185.20 lower than the previous day. The implied volatity was 11.41, the open interest changed by 4240 which increased total open position to 5497
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 602.45, which was 67.75 higher than the previous day. The implied volatity was 10.80, the open interest changed by -1162 which decreased total open position to 3895
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 534.7, which was -63.60 lower than the previous day. The implied volatity was 11.45, the open interest changed by -2300 which decreased total open position to 3588
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 598.3, which was 1.10 higher than the previous day. The implied volatity was 14.86, the open interest changed by -3476 which decreased total open position to 3258
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 597.2, which was 55.95 higher than the previous day. The implied volatity was 14.85, the open interest changed by -2753 which decreased total open position to 3829
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 541.25, which was -6.15 lower than the previous day. The implied volatity was 13.15, the open interest changed by 2748 which increased total open position to 3673
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 547.4, which was -172.60 lower than the previous day. The implied volatity was 14.38, the open interest changed by 2714 which increased total open position to 3668
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 720, which was -14.35 lower than the previous day. The implied volatity was 14.47, the open interest changed by 1510 which increased total open position to 2441
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 734.35, which was -93.65 lower than the previous day. The implied volatity was 14.52, the open interest changed by 1094 which increased total open position to 2288
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 828, which was -104.50 lower than the previous day. The implied volatity was 12.45, the open interest changed by 914 which increased total open position to 2093
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 932.5, which was -155.75 lower than the previous day. The implied volatity was 11.11, the open interest changed by 739 which increased total open position to 2015
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 1088.25, which was 275.65 higher than the previous day. The implied volatity was 12.20, the open interest changed by 1275 which increased total open position to 2016
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 812.6, which was -93.10 lower than the previous day. The implied volatity was 12.01, the open interest changed by 1420 which increased total open position to 1561
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 905.7, which was 69.75 higher than the previous day. The implied volatity was 13.45, the open interest changed by 1090 which increased total open position to 1193
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 835.95, which was -377.85 lower than the previous day. The implied volatity was 12.31, the open interest changed by 841 which increased total open position to 841
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 1213.8, which was -473.15 lower than the previous day. The implied volatity was 16.28, the open interest changed by 639 which increased total open position to 639
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 1686.95, which was 148.95 higher than the previous day. The implied volatity was 17.89, the open interest changed by 629 which increased total open position to 641
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1538, which was -16.00 lower than the previous day. The implied volatity was 15.66, the open interest changed by 630 which increased total open position to 642
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1554, which was 94.00 higher than the previous day. The implied volatity was 16.45, the open interest changed by 627 which increased total open position to 639
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1460, which was 76.15 higher than the previous day. The implied volatity was 16.08, the open interest changed by 669 which increased total open position to 681
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 1383.85, which was 209.65 higher than the previous day. The implied volatity was 14.15, the open interest changed by 673 which increased total open position to 685
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1174.2, which was 244.10 higher than the previous day. The implied volatity was 13.83, the open interest changed by 690 which increased total open position to 702
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 930.1, which was -41.70 lower than the previous day. The implied volatity was 12.95, the open interest changed by 671 which increased total open position to 683
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 971.8, which was 56.80 higher than the previous day. The implied volatity was 14.19, the open interest changed by 653 which increased total open position to 665
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 915, which was 192.40 higher than the previous day. The implied volatity was 14.29, the open interest changed by 661 which increased total open position to 667
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 722.6, which was -210.50 lower than the previous day. The implied volatity was 14.24, the open interest changed by 654 which increased total open position to 654
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 933.1, which was -167.65 lower than the previous day. The implied volatity was 14.94, the open interest changed by 635 which increased total open position to 635
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 1100.75, which was 191.75 higher than the previous day. The implied volatity was 15.68, the open interest changed by 641 which increased total open position to 641
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 909, which was 4.75 higher than the previous day. The implied volatity was 16.09, the open interest changed by 654 which increased total open position to 654
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 904.25, which was 82.05 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 822.2, which was 68.20 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 754, which was -60.90 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 814.9, which was -107.40 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 922.3, which was 142.30 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 780, which was 9.35 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 770.65, which was 6.65 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 764, which was 134.00 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 630, which was 91.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 539, which was -92.95 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 631.95, which was 112.45 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 519.5, which was 46.55 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 472.95, which was 29.35 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 443.6, which was -96.40 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 540, which was 41.40 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 498.6, which was -45.40 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 544, which was -4.40 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 548.4, which was -17.65 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 566.05, which was 26.55 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 539.5, which was 114.55 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 424.95, which was 150.75 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 274.2, which was -24.70 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 298.9, 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 27 Sept NIFTY was trading at 26173.35. The strike last trading price was 239.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to