NIFTY
Nifty
Historical option data for NIFTY
20 Dec 2024 04:11 PM IST
NIFTY 26DEC2024 25350 CE | ||||||||||
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Delta: 0.01
Vega: 0.88
Theta: -1.78
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
20 Dec | 23587.50 | 2.65 | -3.00 | 23.23 | 59,284.333 | -4,701.333 | 6,093 | |||
19 Dec | 23951.70 | 5.65 | -10.85 | 19.62 | 18,607.333 | -26,784 | 3,982 | |||
18 Dec | 24198.85 | 16.5 | -2.25 | 18.62 | 11,335.333 | 312.333 | 3,703.667 | |||
17 Dec | 24336.00 | 18.75 | -19.25 | 16.53 | 15,302.333 | -106.333 | 3,384.667 | |||
16 Dec | 24668.25 | 38 | -12.00 | 13.76 | 12,193.667 | 522.333 | 3,520.667 | |||
13 Dec | 24768.30 | 50 | 20.95 | 10.98 | 21,563.333 | -33,182 | 2,959 | |||
12 Dec | 24548.70 | 29.05 | -17.10 | 11.73 | 4,853.333 | -1,089.667 | 2,314.333 | |||
11 Dec | 24641.80 | 46.15 | -10.55 | 11.75 | 2,425 | -2 | 1,766 | |||
10 Dec | 24610.05 | 56.7 | -9.60 | 12.26 | 2,242.333 | -283.333 | 1,586.667 | |||
9 Dec | 24619.00 | 66.3 | -18.30 | 12.43 | 1,920.667 | 472 | 1,267 | |||
6 Dec | 24677.80 | 84.6 | -5.40 | 11.79 | 3,943.667 | 1,105 | 1,256.667 | |||
5 Dec | 24708.40 | 90 | 33.70 | 11.31 | 5,671.333 | 1,064 | 1,144.667 | |||
4 Dec | 24467.45 | 56.3 | 3.85 | 11.73 | 2,796 | 1,245.667 | 1,278.333 | |||
3 Dec | 24457.15 | 52.45 | 10.95 | 11.31 | 2,889.667 | 1,320.667 | 1,350.667 | |||
2 Dec | 24276.05 | 41.5 | 10.05 | 11.84 | 1,627.667 | 1,329.667 | 1,331 | |||
29 Nov | 24131.10 | 31.45 | 1.20 | 11.49 | 3,137.667 | 1,219.333 | 1,219.667 | |||
28 Nov | 23914.15 | 30.25 | -20.80 | 12.46 | 3,517.667 | 783.667 | 784 | |||
27 Nov | 24274.90 | 51.05 | 2.15 | 11.16 | 1,389.333 | 353.333 | 723.667 | |||
26 Nov | 24194.50 | 48.9 | -14.55 | 11.51 | 332.333 | 370.333 | 370.333 | |||
25 Nov | 24221.90 | 63.45 | 25.70 | 11.69 | 495 | 71.333 | 383 | |||
22 Nov | 23907.25 | 37.75 | 20.65 | 12.31 | 331 | 30.667 | 342.333 | |||
21 Nov | 23349.90 | 17.1 | -5.45 | 13.55 | 454.667 | -28.333 | 336.333 | |||
19 Nov | 23518.50 | 22.55 | -2.10 | 13.00 | 176 | 360.333 | 366.667 | |||
18 Nov | 23453.80 | 24.65 | -8.40 | 13.07 | 315 | -63 | 373 | |||
14 Nov | 23532.70 | 33.05 | -14.45 | 12.49 | 304 | 434.333 | 439 | |||
13 Nov | 23559.05 | 47.5 | -11.50 | 13.15 | 308 | 479.333 | 483.667 | |||
12 Nov | 23883.45 | 59 | -30.60 | 12.00 | 135.667 | 437 | 439 | |||
11 Nov | 24141.30 | 89.6 | -15.85 | 11.24 | 160.667 | 444.333 | 445.333 | |||
8 Nov | 24148.20 | 105.45 | -32.95 | 11.50 | 81.333 | 404.333 | 405.333 | |||
7 Nov | 24199.35 | 138.4 | -77.80 | 11.92 | 71.333 | 10 | 389.333 | |||
6 Nov | 24484.05 | 216.2 | 51.85 | 11.63 | 126.333 | -4 | 379.333 | |||
5 Nov | 24213.30 | 164.35 | 16.10 | 12.47 | 27.667 | 383.333 | 384.333 | |||
4 Nov | 23995.35 | 148.25 | -58.45 | 13.46 | 125 | 385 | 386 | |||
1 Nov | 24304.35 | 206.7 | 1.30 | 12.29 | 76.667 | 1.333 | 351.667 | |||
31 Oct | 24205.35 | 205.4 | -19.80 | - | 25 | 337.333 | 338.333 | |||
30 Oct | 24340.85 | 225.2 | 0.00 | - | 0 | 0 | 0 | |||
29 Oct | 24466.85 | 225.2 | -6.60 | - | 1.333 | 338 | 338.333 | |||
28 Oct | 24339.15 | 231.8 | 46.80 | - | 9 | -0.333 | 339.667 | |||
25 Oct | 24180.80 | 185 | -171.20 | - | 84 | 3.667 | 340 | |||
24 Oct | 24399.40 | 356.2 | 0.00 | - | 0 | -0.333 | 0 | |||
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23 Oct | 24435.50 | 356.2 | 21.20 | - | 0.667 | -0.333 | 336.333 | |||
22 Oct | 24472.10 | 335 | -89.60 | - | 29.333 | -2.333 | 336.333 | |||
21 Oct | 24781.10 | 424.6 | -31.05 | - | 4.333 | 0.667 | 339 | |||
18 Oct | 24854.05 | 455.65 | -12.15 | - | 31 | -12.333 | 338.333 | |||
17 Oct | 24749.85 | 467.8 | -95.90 | - | 21 | 9.333 | 347.333 | |||
16 Oct | 24971.30 | 563.7 | -63.40 | - | 7 | 1.667 | 335 | |||
15 Oct | 25057.35 | 627.1 | 58.00 | - | 0.667 | 0 | 333.333 | |||
14 Oct | 25127.95 | 569.1 | 0.00 | - | 0 | 332 | 0 | |||
11 Oct | 24964.25 | 569.1 | -95.80 | - | 377.667 | 332 | 333.333 | |||
10 Oct | 24998.45 | 664.9 | -115.10 | - | 0.667 | 0.333 | 1 | |||
9 Oct | 24981.95 | 780 | 171.35 | - | 0.333 | 0 | 0.667 | |||
8 Oct | 25013.15 | 608.65 | 0.00 | - | 0 | 0 | 0 | |||
7 Oct | 24795.75 | 608.65 | -306.55 | - | 0.667 | 0.333 | 1 | |||
4 Oct | 25014.60 | 915.2 | 40.35 | - | 2 | 0.333 | 0.667 | |||
3 Oct | 25250.10 | 874.85 | 874.85 | - | 0.333 | 0 | 0 | |||
1 Oct | 25796.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
30 Sept | 25810.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
27 Sept | 26173.35 | 0.00 | - | 0 | 0 | 0 |
For Nifty - strike price 25350 expiring on 26DEC2024
Delta for 25350 CE is 0.01
Historical price for 25350 CE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 2.65, which was -3.00 lower than the previous day. The implied volatity was 23.23, the open interest changed by -14104 which decreased total open position to 18279
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 5.65, which was -10.85 lower than the previous day. The implied volatity was 19.62, the open interest changed by -80352 which decreased total open position to 11946
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 16.5, which was -2.25 lower than the previous day. The implied volatity was 18.62, the open interest changed by 937 which increased total open position to 11111
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 18.75, which was -19.25 lower than the previous day. The implied volatity was 16.53, the open interest changed by -319 which decreased total open position to 10154
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 38, which was -12.00 lower than the previous day. The implied volatity was 13.76, the open interest changed by 1567 which increased total open position to 10562
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 50, which was 20.95 higher than the previous day. The implied volatity was 10.98, the open interest changed by -99546 which decreased total open position to 8877
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 29.05, which was -17.10 lower than the previous day. The implied volatity was 11.73, the open interest changed by -3269 which decreased total open position to 6943
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 46.15, which was -10.55 lower than the previous day. The implied volatity was 11.75, the open interest changed by -6 which decreased total open position to 5298
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 56.7, which was -9.60 lower than the previous day. The implied volatity was 12.26, the open interest changed by -850 which decreased total open position to 4760
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 66.3, which was -18.30 lower than the previous day. The implied volatity was 12.43, the open interest changed by 1416 which increased total open position to 3801
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 84.6, which was -5.40 lower than the previous day. The implied volatity was 11.79, the open interest changed by 3315 which increased total open position to 3770
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 90, which was 33.70 higher than the previous day. The implied volatity was 11.31, the open interest changed by 3192 which increased total open position to 3434
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 56.3, which was 3.85 higher than the previous day. The implied volatity was 11.73, the open interest changed by 3737 which increased total open position to 3835
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 52.45, which was 10.95 higher than the previous day. The implied volatity was 11.31, the open interest changed by 3962 which increased total open position to 4052
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 41.5, which was 10.05 higher than the previous day. The implied volatity was 11.84, the open interest changed by 3989 which increased total open position to 3993
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 31.45, which was 1.20 higher than the previous day. The implied volatity was 11.49, the open interest changed by 3658 which increased total open position to 3659
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 30.25, which was -20.80 lower than the previous day. The implied volatity was 12.46, the open interest changed by 2351 which increased total open position to 2352
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 51.05, which was 2.15 higher than the previous day. The implied volatity was 11.16, the open interest changed by 1060 which increased total open position to 2171
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 48.9, which was -14.55 lower than the previous day. The implied volatity was 11.51, the open interest changed by 1111 which increased total open position to 1111
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 63.45, which was 25.70 higher than the previous day. The implied volatity was 11.69, the open interest changed by 214 which increased total open position to 1149
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 37.75, which was 20.65 higher than the previous day. The implied volatity was 12.31, the open interest changed by 92 which increased total open position to 1027
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 17.1, which was -5.45 lower than the previous day. The implied volatity was 13.55, the open interest changed by -85 which decreased total open position to 1009
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 22.55, which was -2.10 lower than the previous day. The implied volatity was 13.00, the open interest changed by 1081 which increased total open position to 1100
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 24.65, which was -8.40 lower than the previous day. The implied volatity was 13.07, the open interest changed by -189 which decreased total open position to 1119
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 33.05, which was -14.45 lower than the previous day. The implied volatity was 12.49, the open interest changed by 1303 which increased total open position to 1317
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 47.5, which was -11.50 lower than the previous day. The implied volatity was 13.15, the open interest changed by 1438 which increased total open position to 1451
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 59, which was -30.60 lower than the previous day. The implied volatity was 12.00, the open interest changed by 1311 which increased total open position to 1317
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 89.6, which was -15.85 lower than the previous day. The implied volatity was 11.24, the open interest changed by 1333 which increased total open position to 1336
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 105.45, which was -32.95 lower than the previous day. The implied volatity was 11.50, the open interest changed by 1213 which increased total open position to 1216
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 138.4, which was -77.80 lower than the previous day. The implied volatity was 11.92, the open interest changed by 30 which increased total open position to 1168
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 216.2, which was 51.85 higher than the previous day. The implied volatity was 11.63, the open interest changed by -12 which decreased total open position to 1138
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 164.35, which was 16.10 higher than the previous day. The implied volatity was 12.47, the open interest changed by 1150 which increased total open position to 1153
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 148.25, which was -58.45 lower than the previous day. The implied volatity was 13.46, the open interest changed by 1155 which increased total open position to 1158
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 206.7, which was 1.30 higher than the previous day. The implied volatity was 12.29, the open interest changed by 4 which increased total open position to 1055
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 205.4, which was -19.80 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 225.2, 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 225.2, which was -6.60 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 231.8, which was 46.80 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 185, which was -171.20 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 356.2, 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 23 Oct NIFTY was trading at 24435.50. The strike last trading price was 356.2, which was 21.20 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 335, which was -89.60 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 424.6, which was -31.05 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 455.65, which was -12.15 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 467.8, which was -95.90 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 563.7, which was -63.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct NIFTY was trading at 25057.35. The strike last trading price was 627.1, which was 58.00 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 569.1, 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 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 569.1, which was -95.80 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 664.9, which was -115.10 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 780, which was 171.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 608.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 608.65, which was -306.55 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 915.2, which was 40.35 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 874.85, which was 874.85 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 0, 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 0, 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 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 25350 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
20 Dec | 23587.50 | 1469.8 | 128.80 | - | 8 | 5 | 47 |
19 Dec | 23951.70 | 1341 | 235.80 | 16.37 | 0.333 | 0 | 48.333 |
18 Dec | 24198.85 | 1105.2 | 167.40 | 20.76 | 14.333 | -0.667 | 47 |
17 Dec | 24336.00 | 937.8 | 268.80 | - | 11.667 | -9 | 47.667 |
16 Dec | 24668.25 | 669 | 115.55 | 13.55 | 244.333 | 6 | 50.333 |
13 Dec | 24768.30 | 553.45 | -178.85 | 12.93 | 19 | 7.333 | 42.667 |
12 Dec | 24548.70 | 732.3 | 78.80 | 10.39 | 1.667 | 0.333 | 48.333 |
11 Dec | 24641.80 | 653.5 | -71.25 | 11.01 | 9 | 11.333 | 48.333 |
10 Dec | 24610.05 | 724.75 | -2.60 | 15.67 | 3 | 53.667 | 53.667 |
9 Dec | 24619.00 | 727.35 | 77.90 | 15.93 | 2.333 | 53.333 | 53.333 |
6 Dec | 24677.80 | 649.45 | 5.60 | 13.08 | 92.333 | 39.667 | 53.667 |
5 Dec | 24708.40 | 643.85 | -203.35 | 14.01 | 100 | 65.667 | 65.667 |
4 Dec | 24467.45 | 847.2 | -121.65 | 15.11 | 5.333 | 47.333 | 51 |
3 Dec | 24457.15 | 968.85 | 0.00 | 0.00 | 0 | 0 | 0 |
2 Dec | 24276.05 | 968.85 | -306.15 | 13.40 | 0.667 | 51.667 | 51.667 |
29 Nov | 24131.10 | 1275 | 0.00 | 0.00 | 0 | -7.333 | 0 |
28 Nov | 23914.15 | 1275 | 347.30 | 16.24 | 21.333 | 51.333 | 51.333 |
27 Nov | 24274.90 | 927.7 | -118.30 | 11.43 | 4.333 | 59 | 59 |
26 Nov | 24194.50 | 1046 | 65.90 | 14.43 | 2.333 | 0.333 | 56.667 |
25 Nov | 24221.90 | 980.1 | -832.25 | 13.50 | 31 | 56.333 | 56.333 |
22 Nov | 23907.25 | 1812.35 | 0.00 | 0.00 | 0 | 0 | 0 |
21 Nov | 23349.90 | 1812.35 | 135.35 | 17.20 | 4.667 | 2.333 | 34.333 |
19 Nov | 23518.50 | 1677 | 0.00 | 0.00 | 0 | 0 | 0 |
18 Nov | 23453.80 | 1677 | 422.25 | 15.78 | 0.333 | 0 | 32 |
14 Nov | 23532.70 | 1254.75 | 0.00 | 0.00 | 0 | 0 | 0 |
13 Nov | 23559.05 | 1254.75 | 0.00 | 0.00 | 0 | 0 | 0 |
12 Nov | 23883.45 | 1254.75 | 0.00 | 0.00 | 0 | 0 | 0 |
11 Nov | 24141.30 | 1254.75 | 0.00 | 0.00 | 0 | 0 | 0 |
8 Nov | 24148.20 | 1254.75 | 0.00 | 0.00 | 0 | 0 | 0 |
7 Nov | 24199.35 | 1254.75 | 0.00 | 0.00 | 0 | 0 | 0 |
6 Nov | 24484.05 | 1254.75 | 0.00 | 0.00 | 0 | 0.333 | 0 |
5 Nov | 24213.30 | 1254.75 | 229.35 | 21.58 | 0.667 | 31.667 | 31.667 |
4 Nov | 23995.35 | 1025.4 | 0.00 | 0.00 | 0 | 0 | 0 |
1 Nov | 24304.35 | 1025.4 | 0.00 | 0.00 | 0 | 0.333 | 0 |
31 Oct | 24205.35 | 1025.4 | 140.35 | - | 0.333 | 0 | 31.333 |
30 Oct | 24340.85 | 885.05 | -91.90 | - | 20.667 | -8.333 | 30.333 |
29 Oct | 24466.85 | 976.95 | 145.85 | - | 0.667 | 0 | 38.667 |
28 Oct | 24339.15 | 831.1 | 0.00 | - | 0 | 0 | 0 |
25 Oct | 24180.80 | 831.1 | 0.00 | - | 0 | 0 | 0 |
24 Oct | 24399.40 | 831.1 | 0.00 | - | 0 | 0 | 0 |
23 Oct | 24435.50 | 831.1 | 0.00 | - | 0 | -21.333 | 0 |
22 Oct | 24472.10 | 831.1 | 110.10 | - | 95 | -21.333 | 38.667 |
21 Oct | 24781.10 | 721 | 124.00 | - | 208.333 | -127.667 | 60.333 |
18 Oct | 24854.05 | 597 | -73.00 | - | 188 | 178.667 | 187.667 |
17 Oct | 24749.85 | 670 | 65.00 | - | 9 | 0 | 9 |
16 Oct | 24971.30 | 605 | 90.00 | - | 9.667 | -0.333 | 0.333 |
15 Oct | 25057.35 | 515 | 0.00 | - | 0 | -2.333 | 0 |
14 Oct | 25127.95 | 515 | -85.00 | - | 3 | 0 | 3 |
11 Oct | 24964.25 | 600 | 31.70 | - | 3 | 0 | 2.667 |
10 Oct | 24998.45 | 568.3 | 103.00 | - | 0.333 | 0 | 2.667 |
9 Oct | 24981.95 | 465.3 | 0.00 | - | 0 | 0 | 0 |
8 Oct | 25013.15 | 465.3 | 0.00 | - | 0 | 0 | 0 |
7 Oct | 24795.75 | 465.3 | 0.00 | - | 0 | 0 | 0 |
4 Oct | 25014.60 | 465.3 | 0.00 | - | 0 | 2.667 | 0 |
3 Oct | 25250.10 | 465.3 | 133.45 | - | 5.333 | 2.667 | 2.667 |
1 Oct | 25796.90 | 331.85 | 0.00 | - | 0 | 0 | 0 |
30 Sept | 25810.85 | 331.85 | 331.85 | - | 0 | 0 | 0 |
27 Sept | 26173.35 | 0.00 | - | 0 | 0 | 0 |
For Nifty - strike price 25350 expiring on 26DEC2024
Delta for 25350 PE is -
Historical price for 25350 PE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 1469.8, which was 128.80 higher than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 141
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 1341, which was 235.80 higher than the previous day. The implied volatity was 16.37, the open interest changed by 0 which decreased total open position to 145
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 1105.2, which was 167.40 higher than the previous day. The implied volatity was 20.76, the open interest changed by -2 which decreased total open position to 141
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 937.8, which was 268.80 higher than the previous day. The implied volatity was -, the open interest changed by -27 which decreased total open position to 143
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 669, which was 115.55 higher than the previous day. The implied volatity was 13.55, the open interest changed by 18 which increased total open position to 151
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 553.45, which was -178.85 lower than the previous day. The implied volatity was 12.93, the open interest changed by 22 which increased total open position to 128
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 732.3, which was 78.80 higher than the previous day. The implied volatity was 10.39, the open interest changed by 1 which increased total open position to 145
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 653.5, which was -71.25 lower than the previous day. The implied volatity was 11.01, the open interest changed by 34 which increased total open position to 145
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 724.75, which was -2.60 lower than the previous day. The implied volatity was 15.67, the open interest changed by 161 which increased total open position to 161
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 727.35, which was 77.90 higher than the previous day. The implied volatity was 15.93, the open interest changed by 160 which increased total open position to 160
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 649.45, which was 5.60 higher than the previous day. The implied volatity was 13.08, the open interest changed by 119 which increased total open position to 161
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 643.85, which was -203.35 lower than the previous day. The implied volatity was 14.01, the open interest changed by 197 which increased total open position to 197
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 847.2, which was -121.65 lower than the previous day. The implied volatity was 15.11, the open interest changed by 142 which increased total open position to 153
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 968.85, 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 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 968.85, which was -306.15 lower than the previous day. The implied volatity was 13.40, the open interest changed by 155 which increased total open position to 155
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 1275, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -22 which decreased total open position to 0
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 1275, which was 347.30 higher than the previous day. The implied volatity was 16.24, the open interest changed by 154 which increased total open position to 154
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 927.7, which was -118.30 lower than the previous day. The implied volatity was 11.43, the open interest changed by 177 which increased total open position to 177
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 1046, which was 65.90 higher than the previous day. The implied volatity was 14.43, the open interest changed by 1 which increased total open position to 170
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 980.1, which was -832.25 lower than the previous day. The implied volatity was 13.50, the open interest changed by 169 which increased total open position to 169
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 1812.35, 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 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 1812.35, which was 135.35 higher than the previous day. The implied volatity was 17.20, the open interest changed by 7 which increased total open position to 103
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1677, 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 1677, which was 422.25 higher than the previous day. The implied volatity was 15.78, the open interest changed by 0 which decreased total open position to 96
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1254.75, 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 1254.75, 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 1254.75, 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 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 1254.75, 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 1254.75, 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 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 1254.75, 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 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 1254.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 1254.75, which was 229.35 higher than the previous day. The implied volatity was 21.58, the open interest changed by 95 which increased total open position to 95
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 1025.4, 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 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 1025.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 1025.4, which was 140.35 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 885.05, which was -91.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct NIFTY was trading at 24466.85. The strike last trading price was 976.95, which was 145.85 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 831.1, 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 25 Oct NIFTY was trading at 24180.80. The strike last trading price was 831.1, 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 24 Oct NIFTY was trading at 24399.40. The strike last trading price was 831.1, 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 23 Oct NIFTY was trading at 24435.50. The strike last trading price was 831.1, 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 22 Oct NIFTY was trading at 24472.10. The strike last trading price was 831.1, which was 110.10 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 721, 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 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 597, which was -73.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 670, which was 65.00 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 605, which was 90.00 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 515, 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 14 Oct NIFTY was trading at 25127.95. The strike last trading price was 515, which was -85.00 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 600, which was 31.70 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 568.3, 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 9 Oct NIFTY was trading at 24981.95. The strike last trading price was 465.3, 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 465.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 465.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct NIFTY was trading at 25014.60. The strike last trading price was 465.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct NIFTY was trading at 25250.10. The strike last trading price was 465.3, which was 133.45 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 331.85, 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 331.85, which was 331.85 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