NIFTY
Nifty
Historical option data for NIFTY
20 Dec 2024 04:11 PM IST
NIFTY 26DEC2024 25300 CE | ||||||||||
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Delta: 0.01
Vega: 0.94
Theta: -1.85
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
20 Dec | 23587.50 | 2.8 | -3.20 | 22.81 | 2,59,698.667 | 7,308 | 37,002.333 | |||
19 Dec | 23951.70 | 6 | -13.00 | 19.20 | 99,035.333 | 2,875.333 | 26,935.667 | |||
18 Dec | 24198.85 | 19 | -2.00 | 18.50 | 61,665.667 | -62,958.667 | 24,112.333 | |||
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17 Dec | 24336.00 | 21 | -24.30 | 16.31 | 71,173 | 740 | 22,377.667 | |||
16 Dec | 24668.25 | 45.3 | -13.10 | 13.79 | 53,772 | -18,067.667 | 21,641.333 | |||
13 Dec | 24768.30 | 58.4 | 21.80 | 10.90 | 1,01,324.667 | -67,991.667 | 18,711 | |||
12 Dec | 24548.70 | 36.6 | -16.65 | 11.93 | 26,848 | -5,914 | 16,433.667 | |||
11 Dec | 24641.80 | 53.25 | -12.50 | 11.71 | 19,345.333 | 4,068.333 | 16,847.333 | |||
10 Dec | 24610.05 | 65.75 | -9.25 | 12.29 | 21,447.333 | 2,269 | 16,933.667 | |||
9 Dec | 24619.00 | 75 | -19.40 | 12.37 | 19,639.333 | -26,518.667 | 14,725 | |||
6 Dec | 24677.80 | 94.4 | -6.20 | 11.72 | 35,124 | 13,798.333 | 15,241.667 | |||
5 Dec | 24708.40 | 100.6 | 35.95 | 11.25 | 41,332.333 | -14,706.667 | 14,146.667 | |||
4 Dec | 24467.45 | 64.65 | 5.20 | 11.77 | 21,046.333 | 457.333 | 11,826.333 | |||
3 Dec | 24457.15 | 59.45 | 11.25 | 11.28 | 13,773.667 | 6,638.333 | 11,393.667 | |||
2 Dec | 24276.05 | 48.2 | 11.30 | 11.91 | 18,871 | 7,478.667 | 10,146.667 | |||
29 Nov | 24131.10 | 36.9 | 6.90 | 11.57 | 16,491.667 | 7,251 | 7,391.333 | |||
28 Nov | 23914.15 | 30 | -29.50 | 12.06 | 20,281.333 | 1,297 | 4,807.667 | |||
27 Nov | 24274.90 | 59.5 | 7.10 | 11.28 | 8,372.333 | 3,419.667 | 3,514.333 | |||
26 Nov | 24194.50 | 52.4 | -15.60 | 11.33 | 8,082.333 | 3,374.667 | 3,455.667 | |||
25 Nov | 24221.90 | 68 | 22.50 | 11.53 | 17,090.667 | 3,571.333 | 3,581.667 | |||
22 Nov | 23907.25 | 45.5 | 27.00 | 12.56 | 4,318.667 | 1,423.333 | 1,433.667 | |||
21 Nov | 23349.90 | 18.5 | -7.05 | 13.45 | 4,065.667 | 1,188.667 | 1,261 | |||
19 Nov | 23518.50 | 25.55 | -1.30 | 13.03 | 2,725.333 | 1,202.333 | 1,242.667 | |||
18 Nov | 23453.80 | 26.85 | -10.80 | 13.01 | 3,978.333 | -653 | 1,245.333 | |||
14 Nov | 23532.70 | 37.65 | -7.50 | 12.58 | 2,774.667 | 1,907.333 | 1,920.333 | |||
13 Nov | 23559.05 | 45.15 | -19.00 | 12.66 | 4,278 | 1,891 | 1,898.667 | |||
12 Nov | 23883.45 | 64.15 | -33.10 | 11.96 | 4,089.667 | 1,645.667 | 1,645.667 | |||
11 Nov | 24141.30 | 97.25 | -17.25 | 11.20 | 2,427.333 | 1,537.333 | 1,537.333 | |||
8 Nov | 24148.20 | 114.5 | -34.20 | 11.49 | 883.667 | 1,010 | 1,037.333 | |||
7 Nov | 24199.35 | 148.7 | -88.00 | 11.90 | 753.333 | 934.667 | 954.667 | |||
6 Nov | 24484.05 | 236.7 | 62.70 | 11.78 | 858 | 887.667 | 929.667 | |||
5 Nov | 24213.30 | 174 | 17.40 | 12.39 | 377.667 | 8.667 | 723.333 | |||
4 Nov | 23995.35 | 156.6 | -62.75 | 13.38 | 1,226.667 | 703.333 | 713.667 | |||
1 Nov | 24304.35 | 219.35 | -11.40 | 12.25 | 83.667 | 509.667 | 517.333 | |||
31 Oct | 24205.35 | 230.75 | -19.45 | - | 363.333 | 485.333 | 493 | |||
30 Oct | 24340.85 | 250.2 | -32.80 | - | 164 | 443 | 443 | |||
29 Oct | 24466.85 | 283 | 40.00 | - | 464.333 | 421.333 | 421.333 | |||
28 Oct | 24339.15 | 243 | 26.50 | - | 404.333 | 59.333 | 319 | |||
25 Oct | 24180.80 | 216.5 | -83.70 | - | 495 | -21.667 | 259.667 | |||
24 Oct | 24399.40 | 300.2 | -29.75 | - | 335.667 | -27.333 | 268.333 | |||
23 Oct | 24435.50 | 329.95 | -18.10 | - | 250 | -12.333 | 295.667 | |||
22 Oct | 24472.10 | 348.05 | -98.45 | - | 299.333 | 61 | 307.667 | |||
21 Oct | 24781.10 | 446.5 | -81.50 | - | 70 | 32 | 247.333 | |||
18 Oct | 24854.05 | 528 | 41.00 | - | 234.333 | 54.333 | 190.667 | |||
17 Oct | 24749.85 | 487 | -101.15 | - | 122.333 | 31.667 | 136.333 | |||
16 Oct | 24971.30 | 588.15 | -52.85 | - | 86.667 | 8 | 104.333 | |||
15 Oct | 25057.35 | 641 | -73.20 | - | 13.333 | 8 | 96.333 | |||
14 Oct | 25127.95 | 714.2 | 28.00 | - | 4.667 | 0.667 | 88.667 | |||
11 Oct | 24964.25 | 686.2 | 0.00 | - | 0 | -18.333 | 0 | |||
10 Oct | 24998.45 | 686.2 | 1.20 | - | 28 | -17.667 | 88.667 | |||
9 Oct | 24981.95 | 685 | -18.30 | - | 10.667 | -1 | 106.333 | |||
8 Oct | 25013.15 | 703.3 | 66.70 | - | 123 | -8.667 | 109 | |||
7 Oct | 24795.75 | 636.6 | -115.40 | - | 97.667 | 10 | 117.667 | |||
4 Oct | 25014.60 | 752 | -159.30 | - | 107.667 | 53.333 | 100.667 | |||
3 Oct | 25250.10 | 911.3 | -779.65 | - | 86.667 | 47 | 47 | |||
1 Oct | 25796.90 | 1690.95 | 0.00 | - | 0 | 0 | 0 | |||
30 Sept | 25810.85 | 1690.95 | 1690.95 | - | 0 | 0 | 0 | |||
27 Sept | 26173.35 | 0.00 | - | 0 | 0 | 0 |
For Nifty - strike price 25300 expiring on 26DEC2024
Delta for 25300 CE is 0.01
Historical price for 25300 CE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 2.8, which was -3.20 lower than the previous day. The implied volatity was 22.81, the open interest changed by 21924 which increased total open position to 111007
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 6, which was -13.00 lower than the previous day. The implied volatity was 19.20, the open interest changed by 8626 which increased total open position to 80807
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 19, which was -2.00 lower than the previous day. The implied volatity was 18.50, the open interest changed by -188876 which decreased total open position to 72337
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 21, which was -24.30 lower than the previous day. The implied volatity was 16.31, the open interest changed by 2220 which increased total open position to 67133
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 45.3, which was -13.10 lower than the previous day. The implied volatity was 13.79, the open interest changed by -54203 which decreased total open position to 64924
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 58.4, which was 21.80 higher than the previous day. The implied volatity was 10.90, the open interest changed by -203975 which decreased total open position to 56133
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 36.6, which was -16.65 lower than the previous day. The implied volatity was 11.93, the open interest changed by -17742 which decreased total open position to 49301
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 53.25, which was -12.50 lower than the previous day. The implied volatity was 11.71, the open interest changed by 12205 which increased total open position to 50542
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 65.75, which was -9.25 lower than the previous day. The implied volatity was 12.29, the open interest changed by 6807 which increased total open position to 50801
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 75, which was -19.40 lower than the previous day. The implied volatity was 12.37, the open interest changed by -79556 which decreased total open position to 44175
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 94.4, which was -6.20 lower than the previous day. The implied volatity was 11.72, the open interest changed by 41395 which increased total open position to 45725
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 100.6, which was 35.95 higher than the previous day. The implied volatity was 11.25, the open interest changed by -44120 which decreased total open position to 42440
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 64.65, which was 5.20 higher than the previous day. The implied volatity was 11.77, the open interest changed by 1372 which increased total open position to 35479
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 59.45, which was 11.25 higher than the previous day. The implied volatity was 11.28, the open interest changed by 19915 which increased total open position to 34181
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 48.2, which was 11.30 higher than the previous day. The implied volatity was 11.91, the open interest changed by 22436 which increased total open position to 30440
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 36.9, which was 6.90 higher than the previous day. The implied volatity was 11.57, the open interest changed by 21753 which increased total open position to 22174
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 30, which was -29.50 lower than the previous day. The implied volatity was 12.06, the open interest changed by 3891 which increased total open position to 14423
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 59.5, which was 7.10 higher than the previous day. The implied volatity was 11.28, the open interest changed by 10259 which increased total open position to 10543
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 52.4, which was -15.60 lower than the previous day. The implied volatity was 11.33, the open interest changed by 10124 which increased total open position to 10367
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 68, which was 22.50 higher than the previous day. The implied volatity was 11.53, the open interest changed by 10714 which increased total open position to 10745
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 45.5, which was 27.00 higher than the previous day. The implied volatity was 12.56, the open interest changed by 4270 which increased total open position to 4301
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 18.5, which was -7.05 lower than the previous day. The implied volatity was 13.45, the open interest changed by 3566 which increased total open position to 3783
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 25.55, which was -1.30 lower than the previous day. The implied volatity was 13.03, the open interest changed by 3607 which increased total open position to 3728
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 26.85, which was -10.80 lower than the previous day. The implied volatity was 13.01, the open interest changed by -1959 which decreased total open position to 3736
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 37.65, which was -7.50 lower than the previous day. The implied volatity was 12.58, the open interest changed by 5722 which increased total open position to 5761
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 45.15, which was -19.00 lower than the previous day. The implied volatity was 12.66, the open interest changed by 5673 which increased total open position to 5696
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 64.15, which was -33.10 lower than the previous day. The implied volatity was 11.96, the open interest changed by 4937 which increased total open position to 4937
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 97.25, which was -17.25 lower than the previous day. The implied volatity was 11.20, the open interest changed by 4612 which increased total open position to 4612
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 114.5, which was -34.20 lower than the previous day. The implied volatity was 11.49, the open interest changed by 3030 which increased total open position to 3112
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 148.7, which was -88.00 lower than the previous day. The implied volatity was 11.90, the open interest changed by 2804 which increased total open position to 2864
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 236.7, which was 62.70 higher than the previous day. The implied volatity was 11.78, the open interest changed by 2663 which increased total open position to 2789
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 174, which was 17.40 higher than the previous day. The implied volatity was 12.39, the open interest changed by 26 which increased total open position to 2170
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 156.6, which was -62.75 lower than the previous day. The implied volatity was 13.38, the open interest changed by 2110 which increased total open position to 2141
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 219.35, which was -11.40 lower than the previous day. The implied volatity was 12.25, the open interest changed by 1529 which increased total open position to 1552
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 230.75, which was -19.45 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 250.2, which was -32.80 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 283, which was 40.00 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 243, which was 26.50 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 216.5, which was -83.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct NIFTY was trading at 24399.40. The strike last trading price was 300.2, which was -29.75 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 329.95, which was -18.10 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 348.05, which was -98.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct NIFTY was trading at 24781.10. The strike last trading price was 446.5, which was -81.50 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 528, which was 41.00 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 487, which was -101.15 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 588.15, which was -52.85 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 641, which was -73.20 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 714.2, which was 28.00 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 686.2, 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 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 686.2, which was 1.20 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 685, which was -18.30 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 703.3, which was 66.70 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 636.6, which was -115.40 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 752, which was -159.30 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 911.3, which was -779.65 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 1690.95, 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 30 Sept NIFTY was trading at 25810.85. The strike last trading price was 1690.95, which was 1690.95 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 25300 PE | |||||||
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Delta: -0.94
Vega: 3.82
Theta: -4.25
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
20 Dec | 23587.50 | 1655.55 | 374.25 | 33.76 | 47 | -22.667 | 718.333 |
19 Dec | 23951.70 | 1281.3 | 227.55 | - | 201.333 | 12 | 740.667 |
18 Dec | 24198.85 | 1053.75 | 137.60 | 19.75 | 120.667 | 52 | 728.667 |
17 Dec | 24336.00 | 916.15 | 293.15 | - | 317.667 | -33 | 677.667 |
16 Dec | 24668.25 | 623 | 134.35 | 13.24 | 408.667 | 13.333 | 710 |
13 Dec | 24768.30 | 488.65 | -191.85 | 11.08 | 342 | 45.333 | 695 |
12 Dec | 24548.70 | 680.5 | 68.65 | 9.58 | 131.667 | 256.667 | 649.333 |
11 Dec | 24641.80 | 611.85 | -62.75 | 11.10 | 177.667 | 189 | 643 |
10 Dec | 24610.05 | 674.6 | 0.05 | 14.94 | 110.333 | 5.333 | 673.333 |
9 Dec | 24619.00 | 674.55 | 61.70 | 15.05 | 257 | 136 | 668.333 |
6 Dec | 24677.80 | 612.85 | -6.30 | 13.14 | 439.333 | 525.667 | 611.667 |
5 Dec | 24708.40 | 619.15 | -175.85 | 14.55 | 912.333 | 468 | 621.667 |
4 Dec | 24467.45 | 795 | -17.05 | 14.38 | 126 | 5 | 535 |
3 Dec | 24457.15 | 812.05 | -97.95 | 14.59 | 180.333 | 293.333 | 529.667 |
2 Dec | 24276.05 | 910 | -111.85 | 12.27 | 35.333 | 240.333 | 475.667 |
29 Nov | 24131.10 | 1021.85 | -153.60 | 11.11 | 72.667 | 475.333 | 475.667 |
28 Nov | 23914.15 | 1175.45 | 280.45 | 11.89 | 311 | 232 | 473 |
27 Nov | 24274.90 | 895 | -88.40 | 12.03 | 165.333 | 237 | 237 |
26 Nov | 24194.50 | 983.4 | 66.75 | 13.25 | 37 | 127.333 | 127.333 |
25 Nov | 24221.90 | 916.65 | -403.35 | 12.30 | 81.667 | 104.333 | 104.333 |
22 Nov | 23907.25 | 1320 | -94.00 | 17.53 | 7.333 | 74.667 | 74.667 |
21 Nov | 23349.90 | 1414 | 0.00 | 0.00 | 0 | 0 | 0 |
19 Nov | 23518.50 | 1414 | -238.80 | - | 5 | 68.333 | 68.333 |
18 Nov | 23453.80 | 1652.8 | 102.30 | 17.18 | 18.333 | -6.333 | 72.667 |
14 Nov | 23532.70 | 1550.5 | 50.50 | 16.37 | 4.667 | 78 | 78 |
13 Nov | 23559.05 | 1500 | 523.00 | 15.81 | 20 | 75.667 | 75.667 |
12 Nov | 23883.45 | 977 | -61.75 | - | 1 | 75.333 | 75.333 |
11 Nov | 24141.30 | 1038.75 | 5.70 | 14.18 | 5.333 | 75.333 | 75.333 |
8 Nov | 24148.20 | 1033.05 | 39.35 | 13.75 | 79.667 | 75.333 | 75.333 |
7 Nov | 24199.35 | 993.7 | 222.20 | 14.54 | 3.333 | 95.333 | 95.333 |
6 Nov | 24484.05 | 771.5 | -398.35 | 13.84 | 33.667 | 95.667 | 95.667 |
5 Nov | 24213.30 | 1169.85 | 0.00 | 0.00 | 0 | -1.333 | 0 |
4 Nov | 23995.35 | 1169.85 | 134.10 | 15.54 | 8.333 | 94.667 | 94.667 |
1 Nov | 24304.35 | 1035.75 | 0.00 | 0.00 | 0 | 0.667 | 0 |
31 Oct | 24205.35 | 1035.75 | 188.10 | - | 1 | 0.333 | 95.333 |
30 Oct | 24340.85 | 847.65 | 34.40 | - | 8 | 94.667 | 94.667 |
29 Oct | 24466.85 | 813.25 | -31.30 | - | 25 | -6 | 81.333 |
28 Oct | 24339.15 | 844.55 | -144.75 | - | 14.333 | 2.333 | 87.667 |
25 Oct | 24180.80 | 989.3 | 164.15 | - | 23 | -20.667 | 85.333 |
24 Oct | 24399.40 | 825.15 | -11.30 | - | 4.333 | -1.333 | 107 |
23 Oct | 24435.50 | 836.45 | 22.45 | - | 56 | 19.667 | 108.667 |
22 Oct | 24472.10 | 814 | 132.00 | - | 130 | -10 | 94.333 |
21 Oct | 24781.10 | 682 | 103.00 | - | 83 | -44.667 | 104.667 |
18 Oct | 24854.05 | 579 | -65.95 | - | 319.333 | -84 | 150.667 |
17 Oct | 24749.85 | 644.95 | 84.10 | - | 70 | 6 | 234.667 |
16 Oct | 24971.30 | 560.85 | 54.35 | - | 203.333 | 134 | 229.333 |
15 Oct | 25057.35 | 506.5 | 27.05 | - | 2.333 | 1.333 | 95.667 |
14 Oct | 25127.95 | 479.45 | -111.30 | - | 7.333 | 0 | 94.667 |
11 Oct | 24964.25 | 590.75 | 27.30 | - | 57.333 | 30.333 | 96 |
10 Oct | 24998.45 | 563.45 | -26.80 | - | 23.333 | -0.667 | 66 |
9 Oct | 24981.95 | 590.25 | 0.90 | - | 8 | -0.667 | 66.667 |
8 Oct | 25013.15 | 589.35 | -41.40 | - | 77.333 | 23.333 | 67.333 |
7 Oct | 24795.75 | 630.75 | 54.75 | - | 80.333 | -10.333 | 45 |
4 Oct | 25014.60 | 576 | 124.00 | - | 194.667 | -13.333 | 55 |
3 Oct | 25250.10 | 452 | 144.90 | - | 152.667 | 45.333 | 67.667 |
1 Oct | 25796.90 | 307.1 | -6.90 | - | 0.667 | -0.333 | 22 |
30 Sept | 25810.85 | 314 | 51.50 | - | 21.333 | 19.667 | 22 |
27 Sept | 26173.35 | 262.50 | - | 2.667 | 1.667 | 1.667 |
For Nifty - strike price 25300 expiring on 26DEC2024
Delta for 25300 PE is -0.94
Historical price for 25300 PE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 1655.55, which was 374.25 higher than the previous day. The implied volatity was 33.76, the open interest changed by -68 which decreased total open position to 2155
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 1281.3, which was 227.55 higher than the previous day. The implied volatity was -, the open interest changed by 36 which increased total open position to 2222
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 1053.75, which was 137.60 higher than the previous day. The implied volatity was 19.75, the open interest changed by 156 which increased total open position to 2186
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 916.15, which was 293.15 higher than the previous day. The implied volatity was -, the open interest changed by -99 which decreased total open position to 2033
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 623, which was 134.35 higher than the previous day. The implied volatity was 13.24, the open interest changed by 40 which increased total open position to 2130
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 488.65, which was -191.85 lower than the previous day. The implied volatity was 11.08, the open interest changed by 136 which increased total open position to 2085
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 680.5, which was 68.65 higher than the previous day. The implied volatity was 9.58, the open interest changed by 770 which increased total open position to 1948
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 611.85, which was -62.75 lower than the previous day. The implied volatity was 11.10, the open interest changed by 567 which increased total open position to 1929
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 674.6, which was 0.05 higher than the previous day. The implied volatity was 14.94, the open interest changed by 16 which increased total open position to 2020
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 674.55, which was 61.70 higher than the previous day. The implied volatity was 15.05, the open interest changed by 408 which increased total open position to 2005
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 612.85, which was -6.30 lower than the previous day. The implied volatity was 13.14, the open interest changed by 1577 which increased total open position to 1835
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 619.15, which was -175.85 lower than the previous day. The implied volatity was 14.55, the open interest changed by 1404 which increased total open position to 1865
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 795, which was -17.05 lower than the previous day. The implied volatity was 14.38, the open interest changed by 15 which increased total open position to 1605
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 812.05, which was -97.95 lower than the previous day. The implied volatity was 14.59, the open interest changed by 880 which increased total open position to 1589
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 910, which was -111.85 lower than the previous day. The implied volatity was 12.27, the open interest changed by 721 which increased total open position to 1427
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 1021.85, which was -153.60 lower than the previous day. The implied volatity was 11.11, the open interest changed by 1426 which increased total open position to 1427
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 1175.45, which was 280.45 higher than the previous day. The implied volatity was 11.89, the open interest changed by 696 which increased total open position to 1419
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 895, which was -88.40 lower than the previous day. The implied volatity was 12.03, the open interest changed by 711 which increased total open position to 711
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 983.4, which was 66.75 higher than the previous day. The implied volatity was 13.25, the open interest changed by 382 which increased total open position to 382
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 916.65, which was -403.35 lower than the previous day. The implied volatity was 12.30, the open interest changed by 313 which increased total open position to 313
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 1320, which was -94.00 lower than the previous day. The implied volatity was 17.53, the open interest changed by 224 which increased total open position to 224
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 1414, 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 1414, which was -238.80 lower than the previous day. The implied volatity was -, the open interest changed by 205 which increased total open position to 205
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1652.8, which was 102.30 higher than the previous day. The implied volatity was 17.18, the open interest changed by -19 which decreased total open position to 218
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1550.5, which was 50.50 higher than the previous day. The implied volatity was 16.37, the open interest changed by 234 which increased total open position to 234
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 1500, which was 523.00 higher than the previous day. The implied volatity was 15.81, the open interest changed by 227 which increased total open position to 227
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 977, which was -61.75 lower than the previous day. The implied volatity was -, the open interest changed by 226 which increased total open position to 226
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 1038.75, which was 5.70 higher than the previous day. The implied volatity was 14.18, the open interest changed by 226 which increased total open position to 226
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 1033.05, which was 39.35 higher than the previous day. The implied volatity was 13.75, the open interest changed by 226 which increased total open position to 226
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 993.7, which was 222.20 higher than the previous day. The implied volatity was 14.54, the open interest changed by 286 which increased total open position to 286
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 771.5, which was -398.35 lower than the previous day. The implied volatity was 13.84, the open interest changed by 287 which increased total open position to 287
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 1169.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 1169.85, which was 134.10 higher than the previous day. The implied volatity was 15.54, the open interest changed by 284 which increased total open position to 284
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 1035.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 1035.75, which was 188.10 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 847.65, which was 34.40 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 813.25, which was -31.30 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 844.55, which was -144.75 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 989.3, which was 164.15 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 825.15, which was -11.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct NIFTY was trading at 24435.50. The strike last trading price was 836.45, which was 22.45 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 814, which was 132.00 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 682, which was 103.00 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 579, which was -65.95 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 644.95, which was 84.10 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 560.85, which was 54.35 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 506.5, which was 27.05 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 479.45, which was -111.30 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 590.75, which was 27.30 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 563.45, which was -26.80 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 590.25, which was 0.90 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 589.35, which was -41.40 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 630.75, which was 54.75 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 576, which was 124.00 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 452, which was 144.90 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 307.1, which was -6.90 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 314, which was 51.50 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 262.50, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to