NIFTY
Nifty
Historical option data for NIFTY
26 Dec 2024 04:11 PM IST
NIFTY 26DEC2024 25250 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
26 Dec | 23750.20 | 0.05 | -0.45 | - | 1,05,161 | -593 | 19,896 | |||
24 Dec | 23727.65 | 0.5 | -1.10 | 30.27 | 65,607 | -3,248 | 20,666 | |||
23 Dec | 23753.45 | 1.6 | -1.35 | 27.62 | 1,19,774 | -2,143 | 23,902 | |||
20 Dec | 23587.50 | 2.95 | -4.55 | 22.38 | 2,54,632 | -33,387 | 26,103 | |||
19 Dec | 23951.70 | 7.5 | -15.20 | 19.30 | 64,104 | -1,01,287 | 15,697 | |||
18 Dec | 24198.85 | 22.7 | -2.85 | 18.56 | 45,366 | -93,038 | 12,672 | |||
17 Dec | 24336.00 | 25.55 | -29.45 | 16.42 | 50,473 | -69,763 | 11,659 | |||
16 Dec | 24668.25 | 55 | -15.00 | 13.95 | 39,932 | -32,464 | 11,013 | |||
13 Dec | 24768.30 | 70 | 26.45 | 10.97 | 61,877 | -1,72,871 | 10,393 | |||
12 Dec | 24548.70 | 43.55 | -19.15 | 11.96 | 13,889 | -1,23,156 | 7,167 | |||
11 Dec | 24641.80 | 62.7 | -13.85 | 11.74 | 5,849 | -1,10,851 | 5,183 | |||
10 Dec | 24610.05 | 76.55 | -11.05 | 12.36 | 7,765 | -76,018 | 4,687 | |||
9 Dec | 24619.00 | 87.6 | -20.90 | 12.52 | 7,572 | -48,934 | 5,379 | |||
6 Dec | 24677.80 | 108.5 | -10.65 | 11.84 | 11,895 | -95,959 | 5,130 | |||
5 Dec | 24708.40 | 119.15 | 46.10 | 11.53 | 24,030 | -7,174 | 5,657 | |||
4 Dec | 24467.45 | 73.05 | 4.50 | 11.76 | 11,883 | 303 | 4,327 | |||
3 Dec | 24457.15 | 68.55 | 13.05 | 11.34 | 9,872 | -2,245 | 4,025 | |||
2 Dec | 24276.05 | 55.5 | 12.50 | 11.96 | 8,909 | 3,956 | 4,420 | |||
29 Nov | 24131.10 | 43 | 6.50 | 11.64 | 9,817 | 2,721 | 3,179 | |||
28 Nov | 23914.15 | 36.5 | -30.50 | 12.27 | 8,356 | -6,161 | 1,942 | |||
27 Nov | 24274.90 | 67 | 8.65 | 11.28 | 2,241 | -2,811 | 1,254 | |||
26 Nov | 24194.50 | 58.35 | -18.35 | 11.29 | 3,695 | 626 | 1,607 | |||
25 Nov | 24221.90 | 76.7 | 29.25 | 11.57 | 3,504 | 1,129 | 1,250 | |||
22 Nov | 23907.25 | 47.45 | 27.75 | 12.33 | 1,159 | 352 | 473 | |||
21 Nov | 23349.90 | 19.7 | -8.15 | 13.32 | 2,091 | 479 | 614 | |||
19 Nov | 23518.50 | 27.85 | -2.20 | 12.97 | 2,614 | 416 | 550 | |||
18 Nov | 23453.80 | 30.05 | -7.10 | 13.03 | 1,084 | 495 | 502 | |||
14 Nov | 23532.70 | 37.15 | -11.50 | 12.23 | 757 | 871 | 871 | |||
13 Nov | 23559.05 | 48.65 | -22.35 | 12.59 | 517 | 458 | 458 | |||
12 Nov | 23883.45 | 71 | -37.50 | 11.99 | 601 | 240 | 240 | |||
11 Nov | 24141.30 | 108.5 | -15.80 | 11.28 | 383 | 206 | 206 | |||
8 Nov | 24148.20 | 124.3 | -38.25 | 11.49 | 243 | 135 | 288 | |||
7 Nov | 24199.35 | 162.55 | -90.05 | 11.97 | 143 | 153 | 153 | |||
6 Nov | 24484.05 | 252.6 | 53.60 | 11.76 | 181 | -14 | 141 | |||
5 Nov | 24213.30 | 199 | 32.65 | 12.80 | 50 | 155 | 155 | |||
4 Nov | 23995.35 | 166.35 | -87.05 | 13.35 | 301 | 176 | 176 | |||
1 Nov | 24304.35 | 253.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
31 Oct | 24205.35 | 253.4 | -31.80 | - | 1 | 0 | 105 | |||
30 Oct | 24340.85 | 285.2 | 0.00 | - | 0 | -3 | 0 | |||
29 Oct | 24466.85 | 285.2 | 10.20 | - | 10 | -3 | 105 | |||
28 Oct | 24339.15 | 275 | 39.00 | - | 12 | -5 | 109 | |||
25 Oct | 24180.80 | 236 | -89.55 | - | 16 | 4 | 114 | |||
24 Oct | 24399.40 | 325.55 | -23.50 | - | 5 | 0 | 110 | |||
23 Oct | 24435.50 | 349.05 | -5.75 | - | 16 | 1 | 110 | |||
22 Oct | 24472.10 | 354.8 | -117.75 | - | 21 | 7 | 109 | |||
21 Oct | 24781.10 | 472.55 | -75.45 | - | 9 | 4 | 102 | |||
18 Oct | 24854.05 | 548 | 38.00 | - | 14 | 0 | 98 | |||
17 Oct | 24749.85 | 510 | -124.05 | - | 8 | 0 | 95 | |||
16 Oct | 24971.30 | 634.05 | -43.50 | - | 19 | 7 | 95 | |||
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15 Oct | 25057.35 | 677.55 | -48.45 | - | 14 | 1 | 87 | |||
14 Oct | 25127.95 | 726 | 0.00 | - | 0 | 0 | 0 | |||
11 Oct | 24964.25 | 726 | 0.00 | - | 0 | 1 | 0 | |||
10 Oct | 24998.45 | 726 | 1.50 | - | 2 | 1 | 86 | |||
9 Oct | 24981.95 | 724.5 | -50.50 | - | 7 | -1 | 84 | |||
8 Oct | 25013.15 | 775 | 12.20 | - | 3 | 2 | 86 | |||
7 Oct | 24795.75 | 762.8 | -136.20 | - | 14 | 1 | 80 | |||
4 Oct | 25014.60 | 899 | -40.80 | - | 91 | 76 | 78 | |||
3 Oct | 25250.10 | 939.8 | -787.40 | - | 2 | 0 | 0 | |||
1 Oct | 25796.90 | 1727.2 | 0.00 | - | 0 | 0 | 0 | |||
30 Sept | 25810.85 | 1727.2 | 1727.20 | - | 0 | 0 | 0 | |||
27 Sept | 26173.35 | 0.00 | - | 0 | 0 | 0 |
For Nifty - strike price 25250 expiring on 26DEC2024
Delta for 25250 CE is -
Historical price for 25250 CE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 0.05, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by -593 which decreased total open position to 19896
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 0.5, which was -1.10 lower than the previous day. The implied volatity was 30.27, the open interest changed by -3248 which decreased total open position to 20666
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 1.6, which was -1.35 lower than the previous day. The implied volatity was 27.62, the open interest changed by -2143 which decreased total open position to 23902
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 2.95, which was -4.55 lower than the previous day. The implied volatity was 22.38, the open interest changed by -33387 which decreased total open position to 26103
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 7.5, which was -15.20 lower than the previous day. The implied volatity was 19.30, the open interest changed by -101287 which decreased total open position to 15697
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 22.7, which was -2.85 lower than the previous day. The implied volatity was 18.56, the open interest changed by -93038 which decreased total open position to 12672
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 25.55, which was -29.45 lower than the previous day. The implied volatity was 16.42, the open interest changed by -69763 which decreased total open position to 11659
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 55, which was -15.00 lower than the previous day. The implied volatity was 13.95, the open interest changed by -32464 which decreased total open position to 11013
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 70, which was 26.45 higher than the previous day. The implied volatity was 10.97, the open interest changed by -172871 which decreased total open position to 10393
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 43.55, which was -19.15 lower than the previous day. The implied volatity was 11.96, the open interest changed by -123156 which decreased total open position to 7167
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 62.7, which was -13.85 lower than the previous day. The implied volatity was 11.74, the open interest changed by -110851 which decreased total open position to 5183
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 76.55, which was -11.05 lower than the previous day. The implied volatity was 12.36, the open interest changed by -76018 which decreased total open position to 4687
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 87.6, which was -20.90 lower than the previous day. The implied volatity was 12.52, the open interest changed by -48934 which decreased total open position to 5379
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 108.5, which was -10.65 lower than the previous day. The implied volatity was 11.84, the open interest changed by -95959 which decreased total open position to 5130
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 119.15, which was 46.10 higher than the previous day. The implied volatity was 11.53, the open interest changed by -7174 which decreased total open position to 5657
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 73.05, which was 4.50 higher than the previous day. The implied volatity was 11.76, the open interest changed by 303 which increased total open position to 4327
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 68.55, which was 13.05 higher than the previous day. The implied volatity was 11.34, the open interest changed by -2245 which decreased total open position to 4025
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 55.5, which was 12.50 higher than the previous day. The implied volatity was 11.96, the open interest changed by 3956 which increased total open position to 4420
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 43, which was 6.50 higher than the previous day. The implied volatity was 11.64, the open interest changed by 2721 which increased total open position to 3179
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 36.5, which was -30.50 lower than the previous day. The implied volatity was 12.27, the open interest changed by -6161 which decreased total open position to 1942
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 67, which was 8.65 higher than the previous day. The implied volatity was 11.28, the open interest changed by -2811 which decreased total open position to 1254
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 58.35, which was -18.35 lower than the previous day. The implied volatity was 11.29, the open interest changed by 626 which increased total open position to 1607
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 76.7, which was 29.25 higher than the previous day. The implied volatity was 11.57, the open interest changed by 1129 which increased total open position to 1250
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 47.45, which was 27.75 higher than the previous day. The implied volatity was 12.33, the open interest changed by 352 which increased total open position to 473
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 19.7, which was -8.15 lower than the previous day. The implied volatity was 13.32, the open interest changed by 479 which increased total open position to 614
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 27.85, which was -2.20 lower than the previous day. The implied volatity was 12.97, the open interest changed by 416 which increased total open position to 550
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 30.05, which was -7.10 lower than the previous day. The implied volatity was 13.03, the open interest changed by 495 which increased total open position to 502
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 37.15, which was -11.50 lower than the previous day. The implied volatity was 12.23, the open interest changed by 871 which increased total open position to 871
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 48.65, which was -22.35 lower than the previous day. The implied volatity was 12.59, 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 71, which was -37.50 lower than the previous day. The implied volatity was 11.99, the open interest changed by 240 which increased total open position to 240
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 108.5, which was -15.80 lower than the previous day. The implied volatity was 11.28, the open interest changed by 206 which increased total open position to 206
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 124.3, which was -38.25 lower than the previous day. The implied volatity was 11.49, the open interest changed by 135 which increased total open position to 288
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 162.55, which was -90.05 lower than the previous day. The implied volatity was 11.97, the open interest changed by 153 which increased total open position to 153
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 252.6, which was 53.60 higher than the previous day. The implied volatity was 11.76, the open interest changed by -14 which decreased total open position to 141
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 199, which was 32.65 higher than the previous day. The implied volatity was 12.80, the open interest changed by 155 which increased total open position to 155
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 166.35, which was -87.05 lower than the previous day. The implied volatity was 13.35, the open interest changed by 176 which increased total open position to 176
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 253.4, 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 253.4, which was -31.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct NIFTY was trading at 24340.85. The strike last trading price was 285.2, 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 285.2, which was 10.20 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 275, which was 39.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct NIFTY was trading at 24180.80. The strike last trading price was 236, which was -89.55 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 325.55, which was -23.50 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 349.05, which was -5.75 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 354.8, which was -117.75 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 472.55, which was -75.45 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 548, which was 38.00 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 510, which was -124.05 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 634.05, which was -43.50 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 677.55, which was -48.45 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 726, 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 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 726, 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 726, which was 1.50 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 724.5, which was -50.50 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 775, which was 12.20 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 762.8, which was -136.20 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 899, which was -40.80 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 939.8, which was -787.40 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 1727.2, 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 1727.2, which was 1727.20 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 25250 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 | 1498.9 | 23.90 | - | 195 | -155 | 266 |
24 Dec | 23727.65 | 1475 | 5.00 | - | 64 | -39 | 425 |
23 Dec | 23753.45 | 1470 | -150.90 | - | 68 | -20 | 464 |
20 Dec | 23587.50 | 1620.9 | 389.05 | 36.49 | 46 | 103 | 484 |
19 Dec | 23951.70 | 1231.85 | 224.80 | - | 98 | 45 | 495 |
18 Dec | 24198.85 | 1007.05 | 138.00 | 19.61 | 149 | 5 | 454 |
17 Dec | 24336.00 | 869.05 | 286.60 | 9.84 | 74 | -36 | 450 |
16 Dec | 24668.25 | 582.45 | 129.55 | 13.41 | 534 | -71 | 491 |
13 Dec | 24768.30 | 452.9 | -187.55 | 11.26 | 281 | 17 | 561 |
12 Dec | 24548.70 | 640.45 | 68.00 | 10.23 | 115 | 313 | 544 |
11 Dec | 24641.80 | 572.45 | -110.45 | 11.27 | 318 | 473 | 614 |
10 Dec | 24610.05 | 682.9 | 49.30 | 17.63 | 40 | 221 | 362 |
9 Dec | 24619.00 | 633.6 | 57.75 | 14.84 | 9 | 248 | 354 |
6 Dec | 24677.80 | 575.85 | -7.90 | 13.11 | 438 | 353 | 353 |
5 Dec | 24708.40 | 583.75 | -167.40 | 14.51 | 851 | 430 | 430 |
4 Dec | 24467.45 | 751.15 | -8.15 | 14.11 | 114 | 270 | 284 |
3 Dec | 24457.15 | 759.3 | -106.15 | 13.85 | 5 | 346 | 346 |
2 Dec | 24276.05 | 865.45 | -98.80 | 12.15 | 11 | 344 | 344 |
29 Nov | 24131.10 | 964.25 | -188.70 | 9.95 | 7 | 346 | 346 |
28 Nov | 23914.15 | 1152.95 | 297.90 | 13.79 | 40 | 346 | 346 |
27 Nov | 24274.90 | 855.05 | -54.95 | 12.11 | 43 | 339 | 339 |
26 Nov | 24194.50 | 910 | -96.25 | 11.40 | 3 | 331 | 352 |
25 Nov | 24221.90 | 1006.25 | -512.30 | 18.23 | 37 | 352 | 352 |
22 Nov | 23907.25 | 1518.55 | -48.45 | 27.74 | 11 | 325 | 325 |
21 Nov | 23349.90 | 1567 | 0.00 | 0.00 | 0 | 0 | 0 |
19 Nov | 23518.50 | 1567 | 0.00 | 0.00 | 0 | 0 | 0 |
18 Nov | 23453.80 | 1567 | 368.65 | 14.24 | 1 | 326 | 326 |
14 Nov | 23532.70 | 1198.35 | 0.00 | 0.00 | 0 | 0 | 0 |
13 Nov | 23559.05 | 1198.35 | 0.00 | 0.00 | 0 | 0 | 0 |
12 Nov | 23883.45 | 1198.35 | 222.80 | 13.03 | 1 | 327 | 327 |
11 Nov | 24141.30 | 975.55 | 0.00 | 0.00 | 0 | 0 | 0 |
8 Nov | 24148.20 | 975.55 | 70.55 | 13.14 | 3 | 327 | 327 |
7 Nov | 24199.35 | 905 | 185.00 | 12.79 | 12 | 319 | 319 |
6 Nov | 24484.05 | 720 | -210.00 | 13.37 | 6 | 319 | 319 |
5 Nov | 24213.30 | 930 | 0.00 | 0.00 | 0 | 0 | 0 |
4 Nov | 23995.35 | 930 | 0.00 | 0.00 | 0 | 0 | 0 |
1 Nov | 24304.35 | 930 | 0.00 | 15.78 | 1 | 313 | 313 |
31 Oct | 24205.35 | 930 | 0.00 | - | 0 | 0 | 0 |
30 Oct | 24340.85 | 930 | 0.00 | - | 0 | 0 | 0 |
29 Oct | 24466.85 | 930 | 0.00 | - | 0 | 0 | 0 |
28 Oct | 24339.15 | 930 | 0.00 | - | 0 | 0 | 0 |
25 Oct | 24180.80 | 930 | 105.00 | - | 4 | 0 | 317 |
24 Oct | 24399.40 | 825 | 31.80 | - | 18 | -1 | 317 |
23 Oct | 24435.50 | 793.2 | 169.85 | - | 22 | -3 | 320 |
22 Oct | 24472.10 | 623.35 | 29.10 | - | 40 | -11 | 326 |
21 Oct | 24781.10 | 594.25 | 33.25 | - | 34 | -3 | 347 |
18 Oct | 24854.05 | 561 | -63.20 | - | 286 | -166 | 354 |
17 Oct | 24749.85 | 624.2 | 119.25 | - | 143 | -50 | 519 |
16 Oct | 24971.30 | 504.95 | 21.85 | - | 898 | -7 | 551 |
15 Oct | 25057.35 | 483.1 | 18.10 | - | 579 | 444 | 558 |
14 Oct | 25127.95 | 465 | -82.95 | - | 28 | 1 | 114 |
11 Oct | 24964.25 | 547.95 | 0.00 | - | 0 | -7 | 0 |
10 Oct | 24998.45 | 547.95 | -45.15 | - | 34 | -7 | 113 |
9 Oct | 24981.95 | 593.1 | 0.00 | - | 0 | 0 | 0 |
8 Oct | 25013.15 | 593.1 | 58.35 | - | 21 | 0 | 120 |
7 Oct | 24795.75 | 534.75 | -33.80 | - | 4 | 0 | 121 |
4 Oct | 25014.60 | 568.55 | 134.35 | - | 226 | -57 | 121 |
3 Oct | 25250.10 | 434.2 | 128.45 | - | 290 | 144 | 144 |
1 Oct | 25796.90 | 305.75 | 0.00 | - | 0 | 0 | 0 |
30 Sept | 25810.85 | 305.75 | 0.00 | - | 0 | 0 | 0 |
27 Sept | 26173.35 | 305.75 | - | 0 | 0 | 0 |
For Nifty - strike price 25250 expiring on 26DEC2024
Delta for 25250 PE is -
Historical price for 25250 PE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 1498.9, which was 23.90 higher than the previous day. The implied volatity was -, the open interest changed by -155 which decreased total open position to 266
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 1475, which was 5.00 higher than the previous day. The implied volatity was -, the open interest changed by -39 which decreased total open position to 425
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 1470, which was -150.90 lower than the previous day. The implied volatity was -, the open interest changed by -20 which decreased total open position to 464
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 1620.9, which was 389.05 higher than the previous day. The implied volatity was 36.49, the open interest changed by 103 which increased total open position to 484
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 1231.85, which was 224.80 higher than the previous day. The implied volatity was -, the open interest changed by 45 which increased total open position to 495
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 1007.05, which was 138.00 higher than the previous day. The implied volatity was 19.61, the open interest changed by 5 which increased total open position to 454
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 869.05, which was 286.60 higher than the previous day. The implied volatity was 9.84, the open interest changed by -36 which decreased total open position to 450
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 582.45, which was 129.55 higher than the previous day. The implied volatity was 13.41, the open interest changed by -71 which decreased total open position to 491
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 452.9, which was -187.55 lower than the previous day. The implied volatity was 11.26, the open interest changed by 17 which increased total open position to 561
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 640.45, which was 68.00 higher than the previous day. The implied volatity was 10.23, the open interest changed by 313 which increased total open position to 544
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 572.45, which was -110.45 lower than the previous day. The implied volatity was 11.27, the open interest changed by 473 which increased total open position to 614
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 682.9, which was 49.30 higher than the previous day. The implied volatity was 17.63, the open interest changed by 221 which increased total open position to 362
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 633.6, which was 57.75 higher than the previous day. The implied volatity was 14.84, the open interest changed by 248 which increased total open position to 354
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 575.85, which was -7.90 lower than the previous day. The implied volatity was 13.11, the open interest changed by 353 which increased total open position to 353
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 583.75, which was -167.40 lower than the previous day. The implied volatity was 14.51, the open interest changed by 430 which increased total open position to 430
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 751.15, which was -8.15 lower than the previous day. The implied volatity was 14.11, the open interest changed by 270 which increased total open position to 284
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 759.3, which was -106.15 lower than the previous day. The implied volatity was 13.85, the open interest changed by 346 which increased total open position to 346
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 865.45, which was -98.80 lower than the previous day. The implied volatity was 12.15, the open interest changed by 344 which increased total open position to 344
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 964.25, which was -188.70 lower than the previous day. The implied volatity was 9.95, the open interest changed by 346 which increased total open position to 346
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 1152.95, which was 297.90 higher than the previous day. The implied volatity was 13.79, the open interest changed by 346 which increased total open position to 346
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 855.05, which was -54.95 lower than the previous day. The implied volatity was 12.11, the open interest changed by 339 which increased total open position to 339
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 910, which was -96.25 lower than the previous day. The implied volatity was 11.40, the open interest changed by 331 which increased total open position to 352
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 1006.25, which was -512.30 lower than the previous day. The implied volatity was 18.23, the open interest changed by 352 which increased total open position to 352
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 1518.55, which was -48.45 lower than the previous day. The implied volatity was 27.74, the open interest changed by 325 which increased total open position to 325
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 1567, 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 1567, 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 1567, which was 368.65 higher than the previous day. The implied volatity was 14.24, the open interest changed by 326 which increased total open position to 326
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1198.35, 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 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 1198.35, 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 1198.35, which was 222.80 higher than the previous day. The implied volatity was 13.03, the open interest changed by 327 which increased total open position to 327
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 975.55, 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 975.55, which was 70.55 higher than the previous day. The implied volatity was 13.14, the open interest changed by 327 which increased total open position to 327
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 905, which was 185.00 higher than the previous day. The implied volatity was 12.79, the open interest changed by 319 which increased total open position to 319
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 720, which was -210.00 lower than the previous day. The implied volatity was 13.37, the open interest changed by 319 which increased total open position to 319
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 930, 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 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 930, 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 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 930, which was 0.00 lower than the previous day. The implied volatity was 15.78, the open interest changed by 313 which increased total open position to 313
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 930, 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 930, 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 930, 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 930, 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 930, which was 105.00 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 825, which was 31.80 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 793.2, which was 169.85 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 623.35, which was 29.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct NIFTY was trading at 24781.10. The strike last trading price was 594.25, which was 33.25 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 561, which was -63.20 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 624.2, which was 119.25 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 504.95, which was 21.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct NIFTY was trading at 25057.35. The strike last trading price was 483.1, which was 18.10 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 465, which was -82.95 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 547.95, 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 547.95, which was -45.15 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 593.1, 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 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 593.1, which was 58.35 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 534.75, which was -33.80 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 568.55, which was 134.35 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 434.2, which was 128.45 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 305.75, 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 305.75, 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 305.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to