NIFTY
Nifty
Historical option data for NIFTY
26 Dec 2024 03:31 PM IST
NIFTY 26DEC2024 25400 CE | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
26 Dec | 23750.20 | 0.05 | -0.55 | - | 1,77,296 | -11,894 | 33,040 | |||
24 Dec | 23727.65 | 0.6 | -1.00 | 33.49 | 94,727 | -12,451 | 45,161 | |||
23 Dec | 23753.45 | 1.6 | -1.00 | 29.98 | 2,82,107 | -6,745 | 57,860 | |||
20 Dec | 23587.50 | 2.6 | -2.40 | 23.75 | 5,61,209 | 10,597 | 64,954 | |||
19 Dec | 23951.70 | 5 | -10.25 | 19.84 | 2,44,923 | -2,48,262 | 53,709 | |||
18 Dec | 24198.85 | 15.25 | -0.45 | 18.96 | 1,36,221 | -2,96,873 | 50,784 | |||
17 Dec | 24336.00 | 15.7 | -16.25 | 16.52 | 1,75,402 | 9,215 | 49,057 | |||
16 Dec | 24668.25 | 31.95 | -8.05 | 13.76 | 1,07,929 | -1,56,633 | 40,028 | |||
13 Dec | 24768.30 | 40 | 14.75 | 10.82 | 1,86,152 | -1,04,049 | 34,711 | |||
12 Dec | 24548.70 | 25.25 | -13.25 | 11.86 | 58,676 | -2,05,556 | 31,577 | |||
11 Dec | 24641.80 | 38.5 | -11.40 | 11.68 | 50,655 | -6,436 | 30,763 | |||
10 Dec | 24610.05 | 49.9 | -8.00 | 12.33 | 47,597 | 12,697 | 25,114 | |||
9 Dec | 24619.00 | 57.9 | -16.60 | 12.43 | 43,485 | 18,189 | 25,939 | |||
6 Dec | 24677.80 | 74.5 | -5.25 | 11.79 | 52,954 | 1,919 | 18,795 | |||
5 Dec | 24708.40 | 79.75 | 31.95 | 11.33 | 96,895 | -69,623 | 17,040 | |||
4 Dec | 24467.45 | 47.8 | 2.60 | 11.62 | 50,825 | -8,394 | 16,129 | |||
3 Dec | 24457.15 | 45.2 | 10.80 | 11.27 | 26,341 | 14,319 | 15,488 | |||
2 Dec | 24276.05 | 34.4 | 6.45 | 11.67 | 38,855 | 15,526 | 15,592 | |||
29 Nov | 24131.10 | 27.95 | 2.30 | 11.54 | 32,761 | -24,444 | 13,973 | |||
28 Nov | 23914.15 | 25.65 | -20.05 | 12.35 | 52,395 | 14,354 | 14,362 | |||
27 Nov | 24274.90 | 45.7 | 4.50 | 11.21 | 18,090 | -1,943 | 10,116 | |||
26 Nov | 24194.50 | 41.2 | -14.40 | 11.35 | 18,954 | 7,602 | 7,602 | |||
25 Nov | 24221.90 | 55.6 | 17.65 | 11.62 | 42,582 | 7,986 | 8,207 | |||
22 Nov | 23907.25 | 37.95 | 22.15 | 12.68 | 20,283 | 3,617 | 3,838 | |||
21 Nov | 23349.90 | 15.8 | -6.10 | 13.64 | 16,278 | 7,793 | 7,903 | |||
19 Nov | 23518.50 | 21.9 | -1.20 | 13.22 | 7,619 | 2,520 | 2,523 | |||
18 Nov | 23453.80 | 23.1 | -8.20 | 13.19 | 5,561 | 2,025 | 2,081 | |||
14 Nov | 23532.70 | 31.3 | -11.00 | 12.64 | 9,119 | 2,694 | 2,746 | |||
13 Nov | 23559.05 | 42.3 | -14.85 | 13.07 | 12,150 | 5,736 | 5,736 | |||
12 Nov | 23883.45 | 57.15 | -23.05 | 12.22 | 9,057 | 4,798 | 4,814 | |||
11 Nov | 24141.30 | 80.2 | -15.80 | 11.17 | 7,758 | 3,965 | 3,965 | |||
8 Nov | 24148.20 | 96 | -30.05 | 11.47 | 3,107 | 2,742 | 2,742 | |||
7 Nov | 24199.35 | 126.05 | -79.55 | 11.85 | 3,117 | 3,065 | 3,065 | |||
6 Nov | 24484.05 | 205.6 | 52.05 | 11.76 | 3,056 | -57 | 1,935 | |||
5 Nov | 24213.30 | 153.55 | 21.95 | 12.49 | 1,749 | 76 | 1,992 | |||
4 Nov | 23995.35 | 131.6 | -59.40 | 13.19 | 3,528 | 1,914 | 1,914 | |||
1 Nov | 24304.35 | 191 | -13.00 | 12.21 | 222 | 1,221 | 1,221 | |||
31 Oct | 24205.35 | 204 | -30.80 | - | 559 | 71 | 1,095 | |||
30 Oct | 24340.85 | 234.8 | -7.35 | - | 289 | 1,024 | 1,024 | |||
29 Oct | 24466.85 | 242.15 | 27.80 | - | 593 | 910 | 910 | |||
28 Oct | 24339.15 | 214.35 | 26.25 | - | 582 | 132 | 845 | |||
25 Oct | 24180.80 | 188.1 | -74.90 | - | 1,189 | 222 | 713 | |||
24 Oct | 24399.40 | 263 | -22.05 | - | 430 | 97 | 491 | |||
23 Oct | 24435.50 | 285.05 | -33.80 | - | 272 | -28 | 393 | |||
22 Oct | 24472.10 | 318.85 | -83.85 | - | 559 | -14 | 421 | |||
21 Oct | 24781.10 | 402.7 | -62.10 | - | 311 | 15 | 436 | |||
18 Oct | 24854.05 | 464.8 | 20.45 | - | 305 | 58 | 397 | |||
17 Oct | 24749.85 | 444.35 | -96.20 | - | 336 | -24 | 343 | |||
16 Oct | 24971.30 | 540.55 | -50.45 | - | 204 | 153 | 367 | |||
15 Oct | 25057.35 | 591 | -41.00 | - | 65 | 41 | 215 | |||
14 Oct | 25127.95 | 632 | 62.00 | - | 42 | 1 | 175 | |||
11 Oct | 24964.25 | 570 | -75.00 | - | 27 | 16 | 173 | |||
|
||||||||||
10 Oct | 24998.45 | 645 | 0.80 | - | 27 | 3 | 157 | |||
9 Oct | 24981.95 | 644.2 | -23.80 | - | 23 | 6 | 154 | |||
8 Oct | 25013.15 | 668 | 98.00 | - | 100 | -18 | 164 | |||
7 Oct | 24795.75 | 570 | -128.55 | - | 245 | -52 | 174 | |||
4 Oct | 25014.60 | 698.55 | -120.10 | - | 306 | 64 | 229 | |||
3 Oct | 25250.10 | 818.65 | -337.00 | - | 299 | 161 | 165 | |||
1 Oct | 25796.90 | 1155.65 | -462.95 | - | 4 | 0 | 0 | |||
30 Sept | 25810.85 | 1618.6 | 1618.60 | - | 0 | 0 | 0 | |||
27 Sept | 26173.35 | 0.00 | - | 0 | 0 | 0 |
For Nifty - strike price 25400 expiring on 26DEC2024
Delta for 25400 CE is -
Historical price for 25400 CE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 0.05, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by -11894 which decreased total open position to 33040
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 0.6, which was -1.00 lower than the previous day. The implied volatity was 33.49, the open interest changed by -12451 which decreased total open position to 45161
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 1.6, which was -1.00 lower than the previous day. The implied volatity was 29.98, the open interest changed by -6745 which decreased total open position to 57860
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 2.6, which was -2.40 lower than the previous day. The implied volatity was 23.75, the open interest changed by 10597 which increased total open position to 64954
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 5, which was -10.25 lower than the previous day. The implied volatity was 19.84, the open interest changed by -248262 which decreased total open position to 53709
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 15.25, which was -0.45 lower than the previous day. The implied volatity was 18.96, the open interest changed by -296873 which decreased total open position to 50784
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 15.7, which was -16.25 lower than the previous day. The implied volatity was 16.52, the open interest changed by 9215 which increased total open position to 49057
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 31.95, which was -8.05 lower than the previous day. The implied volatity was 13.76, the open interest changed by -156633 which decreased total open position to 40028
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 40, which was 14.75 higher than the previous day. The implied volatity was 10.82, the open interest changed by -104049 which decreased total open position to 34711
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 25.25, which was -13.25 lower than the previous day. The implied volatity was 11.86, the open interest changed by -205556 which decreased total open position to 31577
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 38.5, which was -11.40 lower than the previous day. The implied volatity was 11.68, the open interest changed by -6436 which decreased total open position to 30763
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 49.9, which was -8.00 lower than the previous day. The implied volatity was 12.33, the open interest changed by 12697 which increased total open position to 25114
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 57.9, which was -16.60 lower than the previous day. The implied volatity was 12.43, the open interest changed by 18189 which increased total open position to 25939
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 74.5, which was -5.25 lower than the previous day. The implied volatity was 11.79, the open interest changed by 1919 which increased total open position to 18795
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 79.75, which was 31.95 higher than the previous day. The implied volatity was 11.33, the open interest changed by -69623 which decreased total open position to 17040
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 47.8, which was 2.60 higher than the previous day. The implied volatity was 11.62, the open interest changed by -8394 which decreased total open position to 16129
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 45.2, which was 10.80 higher than the previous day. The implied volatity was 11.27, the open interest changed by 14319 which increased total open position to 15488
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 34.4, which was 6.45 higher than the previous day. The implied volatity was 11.67, the open interest changed by 15526 which increased total open position to 15592
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 27.95, which was 2.30 higher than the previous day. The implied volatity was 11.54, the open interest changed by -24444 which decreased total open position to 13973
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 25.65, which was -20.05 lower than the previous day. The implied volatity was 12.35, the open interest changed by 14354 which increased total open position to 14362
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 45.7, which was 4.50 higher than the previous day. The implied volatity was 11.21, the open interest changed by -1943 which decreased total open position to 10116
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 41.2, which was -14.40 lower than the previous day. The implied volatity was 11.35, the open interest changed by 7602 which increased total open position to 7602
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 55.6, which was 17.65 higher than the previous day. The implied volatity was 11.62, the open interest changed by 7986 which increased total open position to 8207
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 37.95, which was 22.15 higher than the previous day. The implied volatity was 12.68, the open interest changed by 3617 which increased total open position to 3838
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 15.8, which was -6.10 lower than the previous day. The implied volatity was 13.64, the open interest changed by 7793 which increased total open position to 7903
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 21.9, which was -1.20 lower than the previous day. The implied volatity was 13.22, the open interest changed by 2520 which increased total open position to 2523
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 23.1, which was -8.20 lower than the previous day. The implied volatity was 13.19, the open interest changed by 2025 which increased total open position to 2081
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 31.3, which was -11.00 lower than the previous day. The implied volatity was 12.64, the open interest changed by 2694 which increased total open position to 2746
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 42.3, which was -14.85 lower than the previous day. The implied volatity was 13.07, the open interest changed by 5736 which increased total open position to 5736
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 57.15, which was -23.05 lower than the previous day. The implied volatity was 12.22, the open interest changed by 4798 which increased total open position to 4814
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 80.2, which was -15.80 lower than the previous day. The implied volatity was 11.17, the open interest changed by 3965 which increased total open position to 3965
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 96, which was -30.05 lower than the previous day. The implied volatity was 11.47, the open interest changed by 2742 which increased total open position to 2742
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 126.05, which was -79.55 lower than the previous day. The implied volatity was 11.85, the open interest changed by 3065 which increased total open position to 3065
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 205.6, which was 52.05 higher than the previous day. The implied volatity was 11.76, the open interest changed by -57 which decreased total open position to 1935
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 153.55, which was 21.95 higher than the previous day. The implied volatity was 12.49, the open interest changed by 76 which increased total open position to 1992
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 131.6, which was -59.40 lower than the previous day. The implied volatity was 13.19, the open interest changed by 1914 which increased total open position to 1914
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 191, which was -13.00 lower than the previous day. The implied volatity was 12.21, the open interest changed by 1221 which increased total open position to 1221
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 204, which was -30.80 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 234.8, which was -7.35 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 242.15, which was 27.80 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 214.35, which was 26.25 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 188.1, which was -74.90 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 263, which was -22.05 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 285.05, 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 22 Oct NIFTY was trading at 24472.10. The strike last trading price was 318.85, which was -83.85 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 402.7, which was -62.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 464.8, which was 20.45 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 444.35, which was -96.20 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 540.55, which was -50.45 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 591, which was -41.00 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 632, which was 62.00 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 570, which was -75.00 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 645, which was 0.80 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 644.2, which was -23.80 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 668, which was 98.00 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 570, which was -128.55 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 698.55, which was -120.10 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 818.65, which was -337.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct NIFTY was trading at 25796.90. The strike last trading price was 1155.65, which was -462.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept NIFTY was trading at 25810.85. The strike last trading price was 1618.6, which was 1618.60 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 25400 PE | |||||||
---|---|---|---|---|---|---|---|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
26 Dec | 23750.20 | 1649.55 | 22.55 | - | 772 | -370 | 910 |
24 Dec | 23727.65 | 1627 | -6.10 | - | 456 | -337 | 1,284 |
23 Dec | 23753.45 | 1633.1 | -123.35 | 33.02 | 1,111 | -19 | 2,206 |
20 Dec | 23587.50 | 1756.45 | 376.00 | 35.58 | 822 | -389 | 2,226 |
19 Dec | 23951.70 | 1380.45 | 232.15 | - | 2,340 | 2,057 | 2,615 |
18 Dec | 24198.85 | 1148.3 | 148.00 | 20.07 | 506 | 384 | 2,007 |
17 Dec | 24336.00 | 1000.3 | 298.70 | - | 546 | -52 | 1,617 |
16 Dec | 24668.25 | 701.6 | 130.60 | 11.95 | 435 | -46 | 1,669 |
13 Dec | 24768.30 | 571 | -204.00 | 11.12 | 464 | 73 | 1,714 |
12 Dec | 24548.70 | 775 | 79.45 | 9.78 | 53 | 1,065 | 1,636 |
11 Dec | 24641.80 | 695.55 | -68.45 | 10.85 | 107 | -31 | 1,644 |
10 Dec | 24610.05 | 764 | 11.20 | 15.67 | 173 | -4 | 1,676 |
9 Dec | 24619.00 | 752.8 | 62.55 | 15.10 | 293 | 1,683 | 1,683 |
6 Dec | 24677.80 | 690.25 | -3.75 | 13.21 | 939 | 1,135 | 1,655 |
5 Dec | 24708.40 | 694 | -185.35 | 14.69 | 1,859 | 1,701 | 1,701 |
4 Dec | 24467.45 | 879.35 | -14.85 | 14.65 | 260 | 1,488 | 1,499 |
3 Dec | 24457.15 | 894.2 | -101.30 | 14.76 | 136 | 1,488 | 1,488 |
2 Dec | 24276.05 | 995.5 | -106.25 | 12.10 | 15 | 1,413 | 1,413 |
29 Nov | 24131.10 | 1101.75 | -160.25 | 9.65 | 205 | 1,009 | 1,337 |
28 Nov | 23914.15 | 1262 | 277.45 | 11.11 | 587 | 1,329 | 1,329 |
27 Nov | 24274.90 | 984.55 | -100.10 | 12.33 | 346 | 810 | 815 |
26 Nov | 24194.50 | 1084.65 | 74.65 | 14.27 | 219 | 104 | 566 |
25 Nov | 24221.90 | 1010 | -371.85 | 12.86 | 326 | 462 | 462 |
22 Nov | 23907.25 | 1381.85 | -495.15 | 16.35 | 38 | 337 | 337 |
21 Nov | 23349.90 | 1877 | 129.00 | 18.76 | 2 | 1 | 325 |
19 Nov | 23518.50 | 1748 | 73.00 | 18.12 | 74 | 60 | 323 |
18 Nov | 23453.80 | 1675 | 16.65 | 9.51 | 99 | 20 | 239 |
14 Nov | 23532.70 | 1658.35 | 92.20 | 17.58 | 91 | 221 | 221 |
13 Nov | 23559.05 | 1566.15 | 366.15 | 14.61 | 12 | 226 | 226 |
12 Nov | 23883.45 | 1200 | 91.00 | - | 7 | 229 | 229 |
11 Nov | 24141.30 | 1109 | 70.25 | 13.90 | 9 | 231 | 231 |
8 Nov | 24148.20 | 1038.75 | -29.00 | 10.80 | 4 | -1 | 236 |
7 Nov | 24199.35 | 1067.75 | 224.75 | 14.57 | 26 | 240 | 240 |
6 Nov | 24484.05 | 843 | -363.25 | 14.01 | 55 | 3 | 266 |
5 Nov | 24213.30 | 1206.25 | -33.75 | 19.11 | 21 | -10 | 263 |
4 Nov | 23995.35 | 1240 | 205.25 | 15.35 | 48 | -4 | 276 |
1 Nov | 24304.35 | 1034.75 | 0.00 | 0.00 | 0 | -37 | 0 |
31 Oct | 24205.35 | 1034.75 | 66.75 | - | 111 | -33 | 284 |
30 Oct | 24340.85 | 968 | -50.95 | - | 734 | -361 | 319 |
29 Oct | 24466.85 | 1018.95 | 66.65 | - | 15 | 679 | 679 |
28 Oct | 24339.15 | 952.3 | -172.70 | - | 88 | 17 | 675 |
25 Oct | 24180.80 | 1125 | 245.80 | - | 75 | -1 | 658 |
24 Oct | 24399.40 | 879.2 | -35.80 | - | 65 | -2 | 659 |
23 Oct | 24435.50 | 915 | 37.00 | - | 48 | -29 | 661 |
22 Oct | 24472.10 | 878 | 154.20 | - | 763 | -6 | 694 |
21 Oct | 24781.10 | 723.8 | 103.80 | - | 604 | 490 | 702 |
18 Oct | 24854.05 | 620 | -87.45 | - | 86 | 4 | 212 |
17 Oct | 24749.85 | 707.45 | 100.80 | - | 74 | 4 | 208 |
16 Oct | 24971.30 | 606.65 | 47.65 | - | 80 | 54 | 203 |
15 Oct | 25057.35 | 559 | 13.20 | - | 76 | 2 | 148 |
14 Oct | 25127.95 | 545.8 | -62.15 | - | 13 | 0 | 146 |
11 Oct | 24964.25 | 607.95 | 18.55 | - | 7 | 1 | 150 |
10 Oct | 24998.45 | 589.4 | -60.60 | - | 8 | -1 | 145 |
9 Oct | 24981.95 | 650 | 20.00 | - | 16 | 0 | 142 |
8 Oct | 25013.15 | 630 | -72.05 | - | 14 | -1 | 138 |
7 Oct | 24795.75 | 702.05 | 90.50 | - | 85 | 26 | 138 |
4 Oct | 25014.60 | 611.55 | 113.10 | - | 273 | -30 | 112 |
3 Oct | 25250.10 | 498.45 | 179.95 | - | 315 | 114 | 144 |
1 Oct | 25796.90 | 318.5 | -33.20 | - | 10 | 1 | 32 |
30 Sept | 25810.85 | 351.7 | 71.70 | - | 61 | 22 | 26 |
27 Sept | 26173.35 | 280.00 | - | 4 | 0 | 0 |
For Nifty - strike price 25400 expiring on 26DEC2024
Delta for 25400 PE is -
Historical price for 25400 PE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 1649.55, which was 22.55 higher than the previous day. The implied volatity was -, the open interest changed by -370 which decreased total open position to 910
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 1627, which was -6.10 lower than the previous day. The implied volatity was -, the open interest changed by -337 which decreased total open position to 1284
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 1633.1, which was -123.35 lower than the previous day. The implied volatity was 33.02, the open interest changed by -19 which decreased total open position to 2206
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 1756.45, which was 376.00 higher than the previous day. The implied volatity was 35.58, the open interest changed by -389 which decreased total open position to 2226
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 1380.45, which was 232.15 higher than the previous day. The implied volatity was -, the open interest changed by 2057 which increased total open position to 2615
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 1148.3, which was 148.00 higher than the previous day. The implied volatity was 20.07, the open interest changed by 384 which increased total open position to 2007
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 1000.3, which was 298.70 higher than the previous day. The implied volatity was -, the open interest changed by -52 which decreased total open position to 1617
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 701.6, which was 130.60 higher than the previous day. The implied volatity was 11.95, the open interest changed by -46 which decreased total open position to 1669
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 571, which was -204.00 lower than the previous day. The implied volatity was 11.12, the open interest changed by 73 which increased total open position to 1714
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 775, which was 79.45 higher than the previous day. The implied volatity was 9.78, the open interest changed by 1065 which increased total open position to 1636
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 695.55, which was -68.45 lower than the previous day. The implied volatity was 10.85, the open interest changed by -31 which decreased total open position to 1644
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 764, which was 11.20 higher than the previous day. The implied volatity was 15.67, the open interest changed by -4 which decreased total open position to 1676
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 752.8, which was 62.55 higher than the previous day. The implied volatity was 15.10, the open interest changed by 1683 which increased total open position to 1683
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 690.25, which was -3.75 lower than the previous day. The implied volatity was 13.21, the open interest changed by 1135 which increased total open position to 1655
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 694, which was -185.35 lower than the previous day. The implied volatity was 14.69, the open interest changed by 1701 which increased total open position to 1701
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 879.35, which was -14.85 lower than the previous day. The implied volatity was 14.65, the open interest changed by 1488 which increased total open position to 1499
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 894.2, which was -101.30 lower than the previous day. The implied volatity was 14.76, the open interest changed by 1488 which increased total open position to 1488
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 995.5, which was -106.25 lower than the previous day. The implied volatity was 12.10, the open interest changed by 1413 which increased total open position to 1413
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 1101.75, which was -160.25 lower than the previous day. The implied volatity was 9.65, the open interest changed by 1009 which increased total open position to 1337
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 1262, which was 277.45 higher than the previous day. The implied volatity was 11.11, the open interest changed by 1329 which increased total open position to 1329
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 984.55, which was -100.10 lower than the previous day. The implied volatity was 12.33, the open interest changed by 810 which increased total open position to 815
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 1084.65, which was 74.65 higher than the previous day. The implied volatity was 14.27, the open interest changed by 104 which increased total open position to 566
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 1010, which was -371.85 lower than the previous day. The implied volatity was 12.86, the open interest changed by 462 which increased total open position to 462
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 1381.85, which was -495.15 lower than the previous day. The implied volatity was 16.35, the open interest changed by 337 which increased total open position to 337
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 1877, which was 129.00 higher than the previous day. The implied volatity was 18.76, the open interest changed by 1 which increased total open position to 325
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1748, which was 73.00 higher than the previous day. The implied volatity was 18.12, the open interest changed by 60 which increased total open position to 323
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1675, which was 16.65 higher than the previous day. The implied volatity was 9.51, the open interest changed by 20 which increased total open position to 239
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1658.35, which was 92.20 higher than the previous day. The implied volatity was 17.58, the open interest changed by 221 which increased total open position to 221
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 1566.15, which was 366.15 higher than the previous day. The implied volatity was 14.61, the open interest changed by 226 which increased total open position to 226
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1200, which was 91.00 higher than the previous day. The implied volatity was -, the open interest changed by 229 which increased total open position to 229
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 1109, which was 70.25 higher than the previous day. The implied volatity was 13.90, the open interest changed by 231 which increased total open position to 231
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 1038.75, which was -29.00 lower than the previous day. The implied volatity was 10.80, the open interest changed by -1 which decreased total open position to 236
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 1067.75, which was 224.75 higher than the previous day. The implied volatity was 14.57, the open interest changed by 240 which increased total open position to 240
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 843, which was -363.25 lower than the previous day. The implied volatity was 14.01, the open interest changed by 3 which increased total open position to 266
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 1206.25, which was -33.75 lower than the previous day. The implied volatity was 19.11, the open interest changed by -10 which decreased total open position to 263
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 1240, which was 205.25 higher than the previous day. The implied volatity was 15.35, the open interest changed by -4 which decreased total open position to 276
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 1034.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -37 which decreased total open position to 0
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 1034.75, which was 66.75 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 968, which was -50.95 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 1018.95, which was 66.65 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 952.3, which was -172.70 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 1125, which was 245.80 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 879.2, which was -35.80 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 915, which was 37.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct NIFTY was trading at 24472.10. The strike last trading price was 878, which was 154.20 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 723.8, which was 103.80 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 620, which was -87.45 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 707.45, which was 100.80 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 606.65, which was 47.65 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 559, which was 13.20 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 545.8, which was -62.15 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 607.95, which was 18.55 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 589.4, which was -60.60 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 650, which was 20.00 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 630, which was -72.05 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 702.05, which was 90.50 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 611.55, which was 113.10 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 498.45, which was 179.95 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 318.5, which was -33.20 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 351.7, which was 71.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept NIFTY was trading at 26173.35. The strike last trading price was 280.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to