NIFTY
Nifty
Historical option data for NIFTY
20 Dec 2024 04:11 PM IST
| NIFTY 26DEC2024 25450 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.85
Theta: -1.80
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 23587.50 | 2.65 | -2.40 | 24.38 | 71,306.667 | -20,667.333 | 7,809 | |||
| 19 Dec | 23951.70 | 5.05 | -8.55 | 20.45 | 13,272.667 | -88,087.333 | 3,854 | |||
| 18 Dec | 24198.85 | 13.6 | -0.85 | 19.14 | 10,889.667 | -614.333 | 2,666 | |||
| 17 Dec | 24336.00 | 14.45 | -12.10 | 16.85 | 14,674 | 1,508 | 3,292 | |||
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| 16 Dec | 24668.25 | 26.55 | -8.45 | 13.74 | 9,011.333 | -250.333 | 1,729.333 | |||
| 13 Dec | 24768.30 | 35 | 13.20 | 10.99 | 10,136 | 615 | 2,196.667 | |||
| 12 Dec | 24548.70 | 21.8 | -10.95 | 11.96 | 3,629 | 536.333 | 1,572.667 | |||
| 11 Dec | 24641.80 | 32.75 | -10.10 | 11.70 | 2,459.667 | -1,559.333 | 1,071 | |||
| 10 Dec | 24610.05 | 42.85 | -7.15 | 12.31 | 3,012 | -32,290 | 1,167 | |||
| 9 Dec | 24619.00 | 50 | -14.10 | 12.39 | 3,081.333 | -183.333 | 1,012.667 | |||
| 6 Dec | 24677.80 | 64.1 | -9.15 | 11.70 | 2,589.333 | 260.333 | 1,188.667 | |||
| 5 Dec | 24708.40 | 73.25 | 30.75 | 11.53 | 4,372 | 185.333 | 927.667 | |||
| 4 Dec | 24467.45 | 42.5 | 2.75 | 11.69 | 2,193 | -4,073.333 | 747 | |||
| 3 Dec | 24457.15 | 39.75 | 8.05 | 11.31 | 691.333 | -4,516.667 | 507.667 | |||
| 2 Dec | 24276.05 | 31.7 | 8.00 | 11.85 | 1,214.333 | 125.333 | 429.667 | |||
| 29 Nov | 24131.10 | 23.7 | 0.00 | 11.47 | 726.333 | 264.333 | 306.667 | |||
| 28 Nov | 23914.15 | 23.7 | -14.70 | 12.49 | 1,747 | 50 | 203 | |||
| 27 Nov | 24274.90 | 38.4 | 0.80 | 11.07 | 166.667 | 126.667 | 127.667 | |||
| 26 Nov | 24194.50 | 37.6 | -11.95 | 11.45 | 96 | 71 | 145.333 | |||
| 25 Nov | 24221.90 | 49.55 | 17.45 | 11.62 | 342.667 | 38 | 114.333 | |||
| 22 Nov | 23907.25 | 32.1 | 16.40 | 12.51 | 222.667 | 51.333 | 127.667 | |||
| 21 Nov | 23349.90 | 15.7 | -4.35 | 13.91 | 210.667 | 171.667 | 177.667 | |||
| 19 Nov | 23518.50 | 20.05 | -1.80 | 13.26 | 99 | 33 | 132 | |||
| 18 Nov | 23453.80 | 21.85 | -8.55 | 13.34 | 820 | -50 | 99 | |||
| 14 Nov | 23532.70 | 30.4 | -10.80 | 12.85 | 139.333 | -23.667 | 149.333 | |||
| 13 Nov | 23559.05 | 41.2 | -11.60 | 13.29 | 384 | 150.333 | 173 | |||
| 12 Nov | 23883.45 | 52.8 | -21.75 | 12.28 | 331.333 | 72.667 | 82.667 | |||
| 11 Nov | 24141.30 | 74.55 | -16.65 | 11.25 | 319.667 | 222.667 | 233 | |||
| 8 Nov | 24148.20 | 91.2 | -27.20 | 11.62 | 58.667 | 16.333 | 117 | |||
| 7 Nov | 24199.35 | 118.4 | -68.75 | 11.93 | 88.667 | 29 | 100.667 | |||
| 6 Nov | 24484.05 | 187.15 | 47.15 | 11.62 | 31 | -2.667 | 71.667 | |||
| 5 Nov | 24213.30 | 140 | 12.25 | 12.38 | 8.333 | -0.667 | 73 | |||
| 4 Nov | 23995.35 | 127.75 | -66.30 | 13.40 | 71.667 | 45 | 70.333 | |||
| 1 Nov | 24304.35 | 194.05 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 31 Oct | 24205.35 | 194.05 | -10.15 | - | 38.667 | 22.667 | 26.667 | |||
| 30 Oct | 24340.85 | 204.2 | 15.20 | - | 1 | 0.333 | 3.333 | |||
| 29 Oct | 24466.85 | 189 | -19.00 | - | 0.667 | 0.333 | 3.333 | |||
| 28 Oct | 24339.15 | 208 | 8.15 | - | 3 | 1 | 2.667 | |||
| 25 Oct | 24180.80 | 199.85 | -55.35 | - | 0.333 | 0 | 1.667 | |||
| 24 Oct | 24399.40 | 255.2 | -44.80 | - | 1 | 0 | 1.667 | |||
| 23 Oct | 24435.50 | 300 | 3.55 | - | 1.333 | 0.333 | 1.333 | |||
| 22 Oct | 24472.10 | 296.45 | -222.10 | - | 0.667 | 0.333 | 1.333 | |||
| 21 Oct | 24781.10 | 518.55 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 24854.05 | 518.55 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 24749.85 | 518.55 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 24971.30 | 518.55 | -81.35 | - | 0.667 | 0 | 1 | |||
| 15 Oct | 25057.35 | 599.9 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 25127.95 | 599.9 | 0.10 | - | 0.333 | 0 | 1 | |||
| 11 Oct | 24964.25 | 599.8 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 24998.45 | 599.8 | -306.25 | - | 0.667 | 0 | 1 | |||
| 9 Oct | 24981.95 | 906.05 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 25013.15 | 906.05 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 24795.75 | 906.05 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 25014.60 | 906.05 | 46.05 | - | 1 | 0 | 1 | |||
| 3 Oct | 25250.10 | 860 | -763.85 | - | 1.333 | 0.333 | 0.667 | |||
| 1 Oct | 25796.90 | 1623.85 | 0.00 | - | 0 | 0 | 0.333 | |||
| 30 Sept | 25810.85 | 1623.85 | 1623.85 | - | 0.333 | 0 | 0 | |||
| 27 Sept | 26173.35 | 0.00 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 25450 expiring on 26DEC2024
Delta for 25450 CE is 0.01
Historical price for 25450 CE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 2.65, which was -2.40 lower than the previous day. The implied volatity was 24.38, the open interest changed by -62002 which decreased total open position to 23427
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 5.05, which was -8.55 lower than the previous day. The implied volatity was 20.45, the open interest changed by -264262 which decreased total open position to 11562
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 13.6, which was -0.85 lower than the previous day. The implied volatity was 19.14, the open interest changed by -1843 which decreased total open position to 7998
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 14.45, which was -12.10 lower than the previous day. The implied volatity was 16.85, the open interest changed by 4524 which increased total open position to 9876
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 26.55, which was -8.45 lower than the previous day. The implied volatity was 13.74, the open interest changed by -751 which decreased total open position to 5188
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 35, which was 13.20 higher than the previous day. The implied volatity was 10.99, the open interest changed by 1845 which increased total open position to 6590
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 21.8, which was -10.95 lower than the previous day. The implied volatity was 11.96, the open interest changed by 1609 which increased total open position to 4718
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 32.75, which was -10.10 lower than the previous day. The implied volatity was 11.70, the open interest changed by -4678 which decreased total open position to 3213
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 42.85, which was -7.15 lower than the previous day. The implied volatity was 12.31, the open interest changed by -96870 which decreased total open position to 3501
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 50, which was -14.10 lower than the previous day. The implied volatity was 12.39, the open interest changed by -550 which decreased total open position to 3038
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 64.1, which was -9.15 lower than the previous day. The implied volatity was 11.70, the open interest changed by 781 which increased total open position to 3566
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 73.25, which was 30.75 higher than the previous day. The implied volatity was 11.53, the open interest changed by 556 which increased total open position to 2783
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 42.5, which was 2.75 higher than the previous day. The implied volatity was 11.69, the open interest changed by -12220 which decreased total open position to 2241
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 39.75, which was 8.05 higher than the previous day. The implied volatity was 11.31, the open interest changed by -13550 which decreased total open position to 1523
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 31.7, which was 8.00 higher than the previous day. The implied volatity was 11.85, the open interest changed by 376 which increased total open position to 1289
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 23.7, which was 0.00 lower than the previous day. The implied volatity was 11.47, the open interest changed by 793 which increased total open position to 920
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 23.7, which was -14.70 lower than the previous day. The implied volatity was 12.49, the open interest changed by 150 which increased total open position to 609
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 38.4, which was 0.80 higher than the previous day. The implied volatity was 11.07, the open interest changed by 380 which increased total open position to 383
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 37.6, which was -11.95 lower than the previous day. The implied volatity was 11.45, the open interest changed by 213 which increased total open position to 436
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 49.55, which was 17.45 higher than the previous day. The implied volatity was 11.62, the open interest changed by 114 which increased total open position to 343
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 32.1, which was 16.40 higher than the previous day. The implied volatity was 12.51, the open interest changed by 154 which increased total open position to 383
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 15.7, which was -4.35 lower than the previous day. The implied volatity was 13.91, the open interest changed by 515 which increased total open position to 533
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 20.05, which was -1.80 lower than the previous day. The implied volatity was 13.26, the open interest changed by 99 which increased total open position to 396
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 21.85, which was -8.55 lower than the previous day. The implied volatity was 13.34, the open interest changed by -150 which decreased total open position to 297
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 30.4, which was -10.80 lower than the previous day. The implied volatity was 12.85, the open interest changed by -71 which decreased total open position to 448
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 41.2, which was -11.60 lower than the previous day. The implied volatity was 13.29, the open interest changed by 451 which increased total open position to 519
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 52.8, which was -21.75 lower than the previous day. The implied volatity was 12.28, the open interest changed by 218 which increased total open position to 248
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 74.55, which was -16.65 lower than the previous day. The implied volatity was 11.25, the open interest changed by 668 which increased total open position to 699
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 91.2, which was -27.20 lower than the previous day. The implied volatity was 11.62, the open interest changed by 49 which increased total open position to 351
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 118.4, which was -68.75 lower than the previous day. The implied volatity was 11.93, the open interest changed by 87 which increased total open position to 302
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 187.15, which was 47.15 higher than the previous day. The implied volatity was 11.62, the open interest changed by -8 which decreased total open position to 215
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 140, which was 12.25 higher than the previous day. The implied volatity was 12.38, the open interest changed by -2 which decreased total open position to 219
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 127.75, which was -66.30 lower than the previous day. The implied volatity was 13.40, the open interest changed by 135 which increased total open position to 211
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 194.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 194.05, which was -10.15 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 204.2, which was 15.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct NIFTY was trading at 24466.85. The strike last trading price was 189, which was -19.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct NIFTY was trading at 24339.15. The strike last trading price was 208, which was 8.15 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 199.85, which was -55.35 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 255.2, which was -44.80 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 300, which was 3.55 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 296.45, which was -222.10 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 518.55, 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 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 518.55, 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 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 518.55, 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 16 Oct NIFTY was trading at 24971.30. The strike last trading price was 518.55, which was -81.35 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 599.9, 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 599.9, which was 0.10 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 599.8, 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 599.8, which was -306.25 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 906.05, 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 906.05, 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 906.05, 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 906.05, which was 46.05 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 860, which was -763.85 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 1623.85, 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 1623.85, which was 1623.85 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
| NIFTY 26DEC2024 25450 PE | |||||||
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Delta: -0.92
Vega: 4.52
Theta: -8.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23587.50 | 1819.8 | 386.35 | 39.62 | 55 | 206.333 | 227.333 |
| 19 Dec | 23951.70 | 1433.45 | 213.50 | - | 3 | 2.667 | 239.333 |
| 18 Dec | 24198.85 | 1219.95 | 159.40 | 24.77 | 56 | 34.333 | 240 |
| 17 Dec | 24336.00 | 1060.55 | 319.50 | - | 17.667 | -4.333 | 207 |
| 16 Dec | 24668.25 | 741.05 | 97.75 | 10.56 | 57.333 | 203 | 212 |
| 13 Dec | 24768.30 | 643.3 | -177.50 | 13.62 | 3.333 | -1 | 206 |
| 12 Dec | 24548.70 | 820.8 | 69.40 | 9.41 | 1.667 | 0 | 207 |
| 11 Dec | 24641.80 | 751.4 | -101.65 | 12.03 | 0.667 | 142 | 207 |
| 10 Dec | 24610.05 | 853.05 | 94.55 | 18.90 | 2 | 0 | 207 |
| 9 Dec | 24619.00 | 758.5 | 19.90 | 12.60 | 2 | 0.333 | 207 |
| 6 Dec | 24677.80 | 738.6 | 18.75 | 13.75 | 2 | 0.333 | 206.333 |
| 5 Dec | 24708.40 | 719.85 | -425.15 | 14.09 | 39.333 | 197 | 206.333 |
| 4 Dec | 24467.45 | 1145 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 24457.15 | 1145 | 0.00 | 0.00 | 0 | 0.333 | 0 |
| 2 Dec | 24276.05 | 1145 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 24131.10 | 1145 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 23914.15 | 1145 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 24274.90 | 1145 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 24194.50 | 1145 | 65.05 | 15.33 | 1.667 | 0 | 189.333 |
| 25 Nov | 24221.90 | 1079.95 | -762.50 | 14.44 | 0.333 | 189.333 | 189.333 |
| 22 Nov | 23907.25 | 1842.45 | 763.90 | 34.76 | 2.667 | 190.667 | 190.667 |
| 21 Nov | 23349.90 | 1078.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 23518.50 | 1078.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 23453.80 | 1078.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 23532.70 | 1078.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 23559.05 | 1078.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 23883.45 | 1078.55 | 0.00 | 0.00 | 0 | -0.333 | 0 |
| 11 Nov | 24141.30 | 1078.55 | 10.75 | 10.68 | 0.333 | 189.667 | 189.667 |
| 8 Nov | 24148.20 | 1067.8 | 0.00 | 0.00 | 0 | 0.333 | 0 |
| 7 Nov | 24199.35 | 1067.8 | -31.80 | 13.21 | 0.333 | 0 | 189.333 |
| 6 Nov | 24484.05 | 1099.6 | 0.00 | 0.00 | 0 | -44 | 0 |
| 5 Nov | 24213.30 | 1099.6 | 20.85 | 14.54 | 57 | -44 | 189.333 |
| 4 Nov | 23995.35 | 1078.75 | 0.00 | 0.00 | 0 | -104.333 | 0 |
| 1 Nov | 24304.35 | 1078.75 | -31.25 | 16.20 | 130.667 | -104 | 233.667 |
| 31 Oct | 24205.35 | 1110 | 365.65 | - | 20.667 | 341 | 341 |
| 30 Oct | 24340.85 | 744.35 | -233.50 | - | 286 | 357.667 | 357.667 |
| 29 Oct | 24466.85 | 977.85 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 24339.15 | 977.85 | 86.90 | - | 0.333 | 213.333 | 213.333 |
| 25 Oct | 24180.80 | 890.95 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 24399.40 | 890.95 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 24435.50 | 890.95 | 0.00 | - | 0 | 45.667 | 0 |
| 22 Oct | 24472.10 | 890.95 | 129.65 | - | 109 | 45.667 | 213.333 |
| 21 Oct | 24781.10 | 761.3 | 69.30 | - | 10 | -9 | 167.667 |
| 18 Oct | 24854.05 | 692 | -26.80 | - | 10.667 | 6.667 | 174.333 |
| 17 Oct | 24749.85 | 718.8 | 48.80 | - | 28.667 | 0 | 167.667 |
| 16 Oct | 24971.30 | 670 | 85.00 | - | 3 | 0 | 170.667 |
| 15 Oct | 25057.35 | 585 | -25.70 | - | 4.667 | 3 | 170.667 |
| 14 Oct | 25127.95 | 610.7 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 24964.25 | 610.7 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 24998.45 | 610.7 | -50.65 | - | 0.333 | 0 | 167.667 |
| 9 Oct | 24981.95 | 661.35 | -12.85 | - | 13.667 | 0.333 | 167.667 |
| 8 Oct | 25013.15 | 674.2 | -86.75 | - | 1.667 | 0 | 167.333 |
| 7 Oct | 24795.75 | 760.95 | 402.35 | - | 182 | 167 | 167 |
| 4 Oct | 25014.60 | 358.6 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 25250.10 | 358.6 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 25796.90 | 358.6 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 25810.85 | 358.6 | 358.60 | - | 0 | 0 | 0 |
| 27 Sept | 26173.35 | 0.00 | - | 0 | 0 | 0 | |
For Nifty - strike price 25450 expiring on 26DEC2024
Delta for 25450 PE is -0.92
Historical price for 25450 PE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 1819.8, which was 386.35 higher than the previous day. The implied volatity was 39.62, the open interest changed by 619 which increased total open position to 682
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 1433.45, which was 213.50 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 718
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 1219.95, which was 159.40 higher than the previous day. The implied volatity was 24.77, the open interest changed by 103 which increased total open position to 720
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 1060.55, which was 319.50 higher than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 621
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 741.05, which was 97.75 higher than the previous day. The implied volatity was 10.56, the open interest changed by 609 which increased total open position to 636
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 643.3, which was -177.50 lower than the previous day. The implied volatity was 13.62, the open interest changed by -3 which decreased total open position to 618
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 820.8, which was 69.40 higher than the previous day. The implied volatity was 9.41, the open interest changed by 0 which decreased total open position to 621
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 751.4, which was -101.65 lower than the previous day. The implied volatity was 12.03, the open interest changed by 426 which increased total open position to 621
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 853.05, which was 94.55 higher than the previous day. The implied volatity was 18.90, the open interest changed by 0 which decreased total open position to 621
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 758.5, which was 19.90 higher than the previous day. The implied volatity was 12.60, the open interest changed by 1 which increased total open position to 621
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 738.6, which was 18.75 higher than the previous day. The implied volatity was 13.75, the open interest changed by 1 which increased total open position to 619
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 719.85, which was -425.15 lower than the previous day. The implied volatity was 14.09, the open interest changed by 591 which increased total open position to 619
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 1145, 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 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 1145, 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 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 1145, 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 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 1145, 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 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 1145, 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 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 1145, 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 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 1145, which was 65.05 higher than the previous day. The implied volatity was 15.33, the open interest changed by 0 which decreased total open position to 568
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 1079.95, which was -762.50 lower than the previous day. The implied volatity was 14.44, the open interest changed by 568 which increased total open position to 568
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 1842.45, which was 763.90 higher than the previous day. The implied volatity was 34.76, the open interest changed by 572 which increased total open position to 572
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 1078.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1078.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1078.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1078.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 1078.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1078.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 1078.55, which was 10.75 higher than the previous day. The implied volatity was 10.68, the open interest changed by 569 which increased total open position to 569
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 1067.8, 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 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 1067.8, which was -31.80 lower than the previous day. The implied volatity was 13.21, the open interest changed by 0 which decreased total open position to 568
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 1099.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -132 which decreased total open position to 0
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 1099.6, which was 20.85 higher than the previous day. The implied volatity was 14.54, the open interest changed by -132 which decreased total open position to 568
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 1078.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -313 which decreased total open position to 0
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 1078.75, which was -31.25 lower than the previous day. The implied volatity was 16.20, the open interest changed by -312 which decreased total open position to 701
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 1110, which was 365.65 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 744.35, which was -233.50 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 977.85, 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 28 Oct NIFTY was trading at 24339.15. The strike last trading price was 977.85, which was 86.90 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 890.95, 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 24 Oct NIFTY was trading at 24399.40. The strike last trading price was 890.95, 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 23 Oct NIFTY was trading at 24435.50. The strike last trading price was 890.95, 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 22 Oct NIFTY was trading at 24472.10. The strike last trading price was 890.95, which was 129.65 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 761.3, which was 69.30 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 692, 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 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 718.8, which was 48.80 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 670, which was 85.00 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 585, which was -25.70 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 610.7, 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 610.7, 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 610.7, which was -50.65 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 661.35, which was -12.85 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 674.2, which was -86.75 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 760.95, which was 402.35 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 358.6, 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 358.6, 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 1 Oct NIFTY was trading at 25796.90. The strike last trading price was 358.6, 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 358.6, which was 358.60 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
