NIFTY
Nifty
Historical option data for NIFTY
26 Dec 2024 04:11 PM IST
NIFTY 26DEC2024 25500 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
26 Dec | 23750.20 | 0.05 | -0.60 | - | 11,87,613 | -53,677 | 1,38,550 | |||
24 Dec | 23727.65 | 0.65 | -0.90 | 35.52 | 5,32,364 | -79,516 | 1,94,363 | |||
23 Dec | 23753.45 | 1.55 | -1.10 | 31.42 | 12,94,947 | -50,447 | 2,73,590 | |||
20 Dec | 23587.50 | 2.65 | -2.80 | 24.95 | 12,08,858 | 63,023 | 3,23,421 | |||
19 Dec | 23951.70 | 5.45 | -7.25 | 21.28 | 6,46,641 | -3,71,908 | 2,59,449 | |||
18 Dec | 24198.85 | 12.7 | 0.20 | 19.51 | 2,89,281 | 24,180 | 1,79,697 | |||
17 Dec | 24336.00 | 12.5 | -10.25 | 16.95 | 3,25,789 | -1,95,510 | 1,55,470 | |||
16 Dec | 24668.25 | 22.75 | -5.20 | 13.84 | 2,33,864 | 6,964 | 1,39,031 | |||
13 Dec | 24768.30 | 27.95 | 9.20 | 10.89 | 4,68,792 | -2,31,631 | 1,32,804 | |||
12 Dec | 24548.70 | 18.75 | -9.45 | 12.06 | 1,04,884 | -2,64,725 | 1,19,075 | |||
11 Dec | 24641.80 | 28.2 | -7.90 | 11.77 | 87,359 | -3,526 | 1,17,632 | |||
10 Dec | 24610.05 | 36.1 | -7.10 | 12.25 | 1,16,663 | -3,25,282 | 1,21,916 | |||
9 Dec | 24619.00 | 43.2 | -12.65 | 12.39 | 1,08,541 | 95,218 | 1,14,858 | |||
6 Dec | 24677.80 | 55.85 | -5.35 | 11.68 | 1,94,423 | -50,820 | 1,14,709 | |||
5 Dec | 24708.40 | 61.2 | 22.65 | 11.32 | 3,07,561 | 1,07,309 | 1,13,973 | |||
4 Dec | 24467.45 | 38.55 | 4.95 | 11.83 | 1,36,047 | 10,731 | 1,11,211 | |||
3 Dec | 24457.15 | 33.6 | 5.90 | 11.23 | 1,07,130 | 75,662 | 1,00,283 | |||
2 Dec | 24276.05 | 27.7 | 7.10 | 11.86 | 1,18,077 | 89,276 | 1,00,035 | |||
29 Nov | 24131.10 | 20.6 | -0.35 | 11.48 | 1,14,051 | 90,328 | 92,461 | |||
28 Nov | 23914.15 | 20.95 | -13.55 | 12.51 | 1,49,827 | 74,503 | 75,787 | |||
27 Nov | 24274.90 | 34.5 | 2.50 | 11.14 | 79,353 | 59,718 | 60,567 | |||
26 Nov | 24194.50 | 32 | -12.40 | 11.36 | 70,957 | 59,788 | 60,349 | |||
25 Nov | 24221.90 | 44.4 | 16.10 | 11.65 | 1,54,078 | 11,177 | 53,986 | |||
22 Nov | 23907.25 | 28.3 | 14.80 | 12.47 | 60,890 | 1,855 | 44,664 | |||
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21 Nov | 23349.90 | 13.5 | -5.50 | 13.82 | 47,557 | 40,673 | 42,807 | |||
19 Nov | 23518.50 | 19 | -1.50 | 13.43 | 58,751 | 37,632 | 39,585 | |||
18 Nov | 23453.80 | 20.5 | -10.40 | 13.46 | 41,510 | 30,529 | 32,549 | |||
14 Nov | 23532.70 | 30.9 | -7.75 | 13.19 | 51,357 | 33,459 | 33,604 | |||
13 Nov | 23559.05 | 38.65 | -11.05 | 13.39 | 62,643 | 38,804 | 38,967 | |||
12 Nov | 23883.45 | 49.7 | -20.60 | 12.40 | 45,656 | 38,797 | 40,233 | |||
11 Nov | 24141.30 | 70.3 | -13.70 | 11.38 | 41,974 | 41,294 | 42,587 | |||
8 Nov | 24148.20 | 84 | -24.50 | 11.64 | 32,490 | 42,267 | 42,972 | |||
7 Nov | 24199.35 | 108.5 | -67.80 | 11.90 | 32,677 | 40,921 | 41,234 | |||
6 Nov | 24484.05 | 176.3 | 44.80 | 11.70 | 41,226 | 1,964 | 40,105 | |||
5 Nov | 24213.30 | 131.5 | 13.50 | 12.44 | 32,680 | 37,977 | 38,116 | |||
4 Nov | 23995.35 | 118 | -50.20 | 13.35 | 41,431 | 35,869 | 35,910 | |||
1 Nov | 24304.35 | 168.2 | -12.00 | 12.26 | 4,810 | 1,454 | 33,563 | |||
31 Oct | 24205.35 | 180.2 | -23.20 | - | 15,379 | 1,248 | 32,151 | |||
30 Oct | 24340.85 | 203.4 | -15.10 | - | 8,037 | 1,222 | 30,903 | |||
29 Oct | 24466.85 | 218.5 | 30.50 | - | 13,273 | 1,113 | 29,678 | |||
28 Oct | 24339.15 | 188 | 18.00 | - | 14,190 | 3,639 | 28,540 | |||
25 Oct | 24180.80 | 170 | -70.75 | - | 33,119 | 6,643 | 24,901 | |||
24 Oct | 24399.40 | 240.75 | -18.05 | - | 12,999 | 3,119 | 18,241 | |||
23 Oct | 24435.50 | 258.8 | -21.75 | - | 14,199 | 502 | 15,207 | |||
22 Oct | 24472.10 | 280.55 | -77.45 | - | 12,801 | 2,872 | 14,734 | |||
21 Oct | 24781.10 | 358 | -72.90 | - | 5,471 | 1,062 | 11,864 | |||
18 Oct | 24854.05 | 430.9 | 30.95 | - | 11,293 | 310 | 10,793 | |||
17 Oct | 24749.85 | 399.95 | -100.05 | - | 10,981 | 1,755 | 10,465 | |||
16 Oct | 24971.30 | 500 | -32.00 | - | 4,293 | 275 | 8,697 | |||
15 Oct | 25057.35 | 532 | -68.00 | - | 2,856 | 280 | 8,421 | |||
14 Oct | 25127.95 | 600 | 73.85 | - | 2,737 | 739 | 8,146 | |||
11 Oct | 24964.25 | 526.15 | -53.85 | - | 3,327 | 221 | 7,385 | |||
10 Oct | 24998.45 | 580 | -2.20 | - | 2,549 | 695 | 7,186 | |||
9 Oct | 24981.95 | 582.2 | -35.70 | - | 2,938 | 210 | 6,490 | |||
8 Oct | 25013.15 | 617.9 | 86.90 | - | 6,051 | 1,075 | 6,301 | |||
7 Oct | 24795.75 | 531 | -128.75 | - | 9,472 | 228 | 5,221 | |||
4 Oct | 25014.60 | 659.75 | -118.25 | - | 10,299 | 2,749 | 5,054 | |||
3 Oct | 25250.10 | 778 | -298.25 | - | 5,667 | 1,640 | 2,202 | |||
1 Oct | 25796.90 | 1076.25 | -4.05 | - | 518 | 120 | 561 | |||
30 Sept | 25810.85 | 1080.3 | -254.75 | - | 1,115 | 406 | 442 | |||
27 Sept | 26173.35 | 1335.05 | - | 45 | 34 | 34 |
For Nifty - strike price 25500 expiring on 26DEC2024
Delta for 25500 CE is -
Historical price for 25500 CE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 0.05, which was -0.60 lower than the previous day. The implied volatity was -, the open interest changed by -53677 which decreased total open position to 138550
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 0.65, which was -0.90 lower than the previous day. The implied volatity was 35.52, the open interest changed by -79516 which decreased total open position to 194363
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 1.55, which was -1.10 lower than the previous day. The implied volatity was 31.42, the open interest changed by -50447 which decreased total open position to 273590
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 2.65, which was -2.80 lower than the previous day. The implied volatity was 24.95, the open interest changed by 63023 which increased total open position to 323421
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 5.45, which was -7.25 lower than the previous day. The implied volatity was 21.28, the open interest changed by -371908 which decreased total open position to 259449
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 12.7, which was 0.20 higher than the previous day. The implied volatity was 19.51, the open interest changed by 24180 which increased total open position to 179697
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 12.5, which was -10.25 lower than the previous day. The implied volatity was 16.95, the open interest changed by -195510 which decreased total open position to 155470
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 22.75, which was -5.20 lower than the previous day. The implied volatity was 13.84, the open interest changed by 6964 which increased total open position to 139031
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 27.95, which was 9.20 higher than the previous day. The implied volatity was 10.89, the open interest changed by -231631 which decreased total open position to 132804
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 18.75, which was -9.45 lower than the previous day. The implied volatity was 12.06, the open interest changed by -264725 which decreased total open position to 119075
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 28.2, which was -7.90 lower than the previous day. The implied volatity was 11.77, the open interest changed by -3526 which decreased total open position to 117632
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 36.1, which was -7.10 lower than the previous day. The implied volatity was 12.25, the open interest changed by -325282 which decreased total open position to 121916
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 43.2, which was -12.65 lower than the previous day. The implied volatity was 12.39, the open interest changed by 95218 which increased total open position to 114858
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 55.85, which was -5.35 lower than the previous day. The implied volatity was 11.68, the open interest changed by -50820 which decreased total open position to 114709
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 61.2, which was 22.65 higher than the previous day. The implied volatity was 11.32, the open interest changed by 107309 which increased total open position to 113973
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 38.55, which was 4.95 higher than the previous day. The implied volatity was 11.83, the open interest changed by 10731 which increased total open position to 111211
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 33.6, which was 5.90 higher than the previous day. The implied volatity was 11.23, the open interest changed by 75662 which increased total open position to 100283
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 27.7, which was 7.10 higher than the previous day. The implied volatity was 11.86, the open interest changed by 89276 which increased total open position to 100035
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 20.6, which was -0.35 lower than the previous day. The implied volatity was 11.48, the open interest changed by 90328 which increased total open position to 92461
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 20.95, which was -13.55 lower than the previous day. The implied volatity was 12.51, the open interest changed by 74503 which increased total open position to 75787
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 34.5, which was 2.50 higher than the previous day. The implied volatity was 11.14, the open interest changed by 59718 which increased total open position to 60567
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 32, which was -12.40 lower than the previous day. The implied volatity was 11.36, the open interest changed by 59788 which increased total open position to 60349
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 44.4, which was 16.10 higher than the previous day. The implied volatity was 11.65, the open interest changed by 11177 which increased total open position to 53986
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 28.3, which was 14.80 higher than the previous day. The implied volatity was 12.47, the open interest changed by 1855 which increased total open position to 44664
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 13.5, which was -5.50 lower than the previous day. The implied volatity was 13.82, the open interest changed by 40673 which increased total open position to 42807
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 19, which was -1.50 lower than the previous day. The implied volatity was 13.43, the open interest changed by 37632 which increased total open position to 39585
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 20.5, which was -10.40 lower than the previous day. The implied volatity was 13.46, the open interest changed by 30529 which increased total open position to 32549
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 30.9, which was -7.75 lower than the previous day. The implied volatity was 13.19, the open interest changed by 33459 which increased total open position to 33604
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 38.65, which was -11.05 lower than the previous day. The implied volatity was 13.39, the open interest changed by 38804 which increased total open position to 38967
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 49.7, which was -20.60 lower than the previous day. The implied volatity was 12.40, the open interest changed by 38797 which increased total open position to 40233
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 70.3, which was -13.70 lower than the previous day. The implied volatity was 11.38, the open interest changed by 41294 which increased total open position to 42587
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 84, which was -24.50 lower than the previous day. The implied volatity was 11.64, the open interest changed by 42267 which increased total open position to 42972
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 108.5, which was -67.80 lower than the previous day. The implied volatity was 11.90, the open interest changed by 40921 which increased total open position to 41234
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 176.3, which was 44.80 higher than the previous day. The implied volatity was 11.70, the open interest changed by 1964 which increased total open position to 40105
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 131.5, which was 13.50 higher than the previous day. The implied volatity was 12.44, the open interest changed by 37977 which increased total open position to 38116
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 118, which was -50.20 lower than the previous day. The implied volatity was 13.35, the open interest changed by 35869 which increased total open position to 35910
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 168.2, which was -12.00 lower than the previous day. The implied volatity was 12.26, the open interest changed by 1454 which increased total open position to 33563
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 180.2, which was -23.20 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 203.4, which was -15.10 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 218.5, which was 30.50 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 188, which was 18.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct NIFTY was trading at 24180.80. The strike last trading price was 170, which was -70.75 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 240.75, which was -18.05 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 258.8, which was -21.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct NIFTY was trading at 24472.10. The strike last trading price was 280.55, which was -77.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct NIFTY was trading at 24781.10. The strike last trading price was 358, which was -72.90 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 430.9, which was 30.95 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 399.95, which was -100.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct NIFTY was trading at 24971.30. The strike last trading price was 500, which was -32.00 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 532, which was -68.00 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 600, which was 73.85 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 526.15, which was -53.85 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 580, which was -2.20 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 582.2, which was -35.70 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 617.9, 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 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 531, which was -128.75 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 659.75, which was -118.25 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 778, which was -298.25 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 1076.25, which was -4.05 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 1080.3, which was -254.75 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 1335.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
NIFTY 26DEC2024 25500 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
26 Dec | 23750.20 | 1752.75 | 26.95 | - | 10,009 | -2,323 | 12,341 |
24 Dec | 23727.65 | 1725.8 | -1.90 | - | 9,860 | -5,249 | 16,033 |
23 Dec | 23753.45 | 1727.7 | -129.95 | - | 10,131 | -1,571 | 25,405 |
20 Dec | 23587.50 | 1857.65 | 376.20 | 37.47 | 7,150 | -3,148 | 26,977 |
19 Dec | 23951.70 | 1481.45 | 239.45 | - | 4,463 | 27,278 | 30,124 |
18 Dec | 24198.85 | 1242 | 129.90 | 19.86 | 3,519 | 26,742 | 30,835 |
17 Dec | 24336.00 | 1112.1 | 313.90 | - | 2,969 | 27,742 | 31,951 |
16 Dec | 24668.25 | 798.2 | 141.45 | 12.68 | 3,349 | 28,254 | 32,492 |
13 Dec | 24768.30 | 656.75 | -205.85 | 11.06 | 7,420 | 29,851 | 32,505 |
12 Dec | 24548.70 | 862.6 | 75.30 | - | 3,255 | 30,200 | 34,275 |
11 Dec | 24641.80 | 787.3 | -56.70 | 11.05 | 3,814 | -600 | 34,538 |
10 Dec | 24610.05 | 844 | 3.15 | 15.59 | 5,217 | 34,873 | 35,143 |
9 Dec | 24619.00 | 840.85 | 65.85 | 15.62 | 3,046 | 36,106 | 36,256 |
6 Dec | 24677.80 | 775 | 2.00 | 13.53 | 6,392 | 36,227 | 36,252 |
5 Dec | 24708.40 | 773 | -192.00 | 14.89 | 13,966 | 35,953 | 35,953 |
4 Dec | 24467.45 | 965 | -19.30 | 14.88 | 6,753 | 33,049 | 35,227 |
3 Dec | 24457.15 | 984.3 | -108.05 | 15.27 | 4,505 | 33,079 | 33,502 |
2 Dec | 24276.05 | 1092.35 | -108.50 | 12.75 | 2,878 | 32,810 | 33,207 |
29 Nov | 24131.10 | 1200.85 | -169.60 | 10.31 | 3,677 | 33,398 | 33,770 |
28 Nov | 23914.15 | 1370.45 | 298.60 | 12.99 | 16,498 | 31,859 | 33,002 |
27 Nov | 24274.90 | 1071.85 | -98.40 | 12.42 | 5,105 | 21,097 | 21,097 |
26 Nov | 24194.50 | 1170.25 | 80.25 | 14.32 | 3,543 | 19,504 | 19,504 |
25 Nov | 24221.90 | 1090 | -378.00 | 12.51 | 10,747 | 17,932 | 17,938 |
22 Nov | 23907.25 | 1468 | -511.85 | 16.36 | 2,661 | 14,600 | 14,606 |
21 Nov | 23349.90 | 1979.85 | 142.25 | 19.76 | 819 | 13,475 | 13,475 |
19 Nov | 23518.50 | 1837.6 | 12.60 | 17.98 | 713 | 13,129 | 13,129 |
18 Nov | 23453.80 | 1825 | 87.90 | 16.75 | 596 | 13,122 | 13,122 |
14 Nov | 23532.70 | 1737.1 | 69.00 | 17.15 | 3,694 | 13,316 | 13,316 |
13 Nov | 23559.05 | 1668.1 | 218.30 | 15.47 | 4,476 | 14,464 | 14,464 |
12 Nov | 23883.45 | 1449.8 | 285.30 | 15.06 | 2,649 | 14,929 | 14,929 |
11 Nov | 24141.30 | 1164.5 | -46.50 | 12.83 | 1,172 | 13,991 | 13,991 |
8 Nov | 24148.20 | 1211 | 57.65 | 14.62 | 2,459 | 484 | 13,902 |
7 Nov | 24199.35 | 1153.35 | 230.90 | 14.93 | 1,051 | -9 | 13,422 |
6 Nov | 24484.05 | 922.45 | -238.75 | 14.36 | 8,355 | 13,623 | 13,623 |
5 Nov | 24213.30 | 1161.2 | -174.45 | 15.37 | 3,218 | -808 | 14,201 |
4 Nov | 23995.35 | 1335.65 | 219.50 | 16.01 | 4,311 | 15,011 | 15,011 |
1 Nov | 24304.35 | 1116.15 | 23.50 | 16.28 | 1,033 | 16,452 | 16,452 |
31 Oct | 24205.35 | 1092.65 | 65.70 | - | 2,702 | 16,387 | 16,387 |
30 Oct | 24340.85 | 1026.95 | 88.40 | - | 2,101 | 17,230 | 17,230 |
29 Oct | 24466.85 | 938.55 | -71.45 | - | 1,126 | 16,776 | 16,776 |
28 Oct | 24339.15 | 1010 | -121.80 | - | 1,689 | -1,232 | 16,631 |
25 Oct | 24180.80 | 1131.8 | 182.80 | - | 5,574 | 141 | 17,863 |
24 Oct | 24399.40 | 949 | -9.95 | - | 4,529 | -751 | 18,039 |
23 Oct | 24435.50 | 958.95 | 29.75 | - | 2,864 | 438 | 19,191 |
22 Oct | 24472.10 | 929.2 | 139.20 | - | 3,412 | -21 | 18,755 |
21 Oct | 24781.10 | 790 | 114.00 | - | 4,026 | 453 | 18,786 |
18 Oct | 24854.05 | 676 | -70.95 | - | 3,599 | 533 | 18,349 |
17 Oct | 24749.85 | 746.95 | 91.80 | - | 5,412 | 812 | 18,307 |
16 Oct | 24971.30 | 655.15 | 62.15 | - | 2,815 | 403 | 17,489 |
15 Oct | 25057.35 | 593 | 26.00 | - | 1,997 | -160 | 17,067 |
14 Oct | 25127.95 | 567 | -117.00 | - | 1,603 | 241 | 17,232 |
11 Oct | 24964.25 | 684 | 34.00 | - | 1,814 | 52 | 16,952 |
10 Oct | 24998.45 | 650 | -28.50 | - | 1,987 | 315 | 16,902 |
9 Oct | 24981.95 | 678.5 | -5.65 | - | 3,613 | 350 | 16,585 |
8 Oct | 25013.15 | 684.15 | -50.05 | - | 3,859 | 572 | 16,238 |
7 Oct | 24795.75 | 734.2 | 84.15 | - | 11,788 | 1,117 | 15,670 |
4 Oct | 25014.60 | 650.05 | 128.00 | - | 21,564 | 7,990 | 14,587 |
3 Oct | 25250.10 | 522.05 | 173.40 | - | 12,650 | 2,964 | 6,541 |
1 Oct | 25796.90 | 348.65 | -19.05 | - | 2,466 | 616 | 3,576 |
30 Sept | 25810.85 | 367.7 | 70.45 | - | 3,699 | 1,148 | 2,974 |
27 Sept | 26173.35 | 297.25 | - | 3,264 | 1,821 | 1,821 |
For Nifty - strike price 25500 expiring on 26DEC2024
Delta for 25500 PE is -
Historical price for 25500 PE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 1752.75, which was 26.95 higher than the previous day. The implied volatity was -, the open interest changed by -2323 which decreased total open position to 12341
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 1725.8, which was -1.90 lower than the previous day. The implied volatity was -, the open interest changed by -5249 which decreased total open position to 16033
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 1727.7, which was -129.95 lower than the previous day. The implied volatity was -, the open interest changed by -1571 which decreased total open position to 25405
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 1857.65, which was 376.20 higher than the previous day. The implied volatity was 37.47, the open interest changed by -3148 which decreased total open position to 26977
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 1481.45, which was 239.45 higher than the previous day. The implied volatity was -, the open interest changed by 27278 which increased total open position to 30124
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 1242, which was 129.90 higher than the previous day. The implied volatity was 19.86, the open interest changed by 26742 which increased total open position to 30835
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 1112.1, which was 313.90 higher than the previous day. The implied volatity was -, the open interest changed by 27742 which increased total open position to 31951
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 798.2, which was 141.45 higher than the previous day. The implied volatity was 12.68, the open interest changed by 28254 which increased total open position to 32492
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 656.75, which was -205.85 lower than the previous day. The implied volatity was 11.06, the open interest changed by 29851 which increased total open position to 32505
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 862.6, which was 75.30 higher than the previous day. The implied volatity was -, the open interest changed by 30200 which increased total open position to 34275
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 787.3, which was -56.70 lower than the previous day. The implied volatity was 11.05, the open interest changed by -600 which decreased total open position to 34538
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 844, which was 3.15 higher than the previous day. The implied volatity was 15.59, the open interest changed by 34873 which increased total open position to 35143
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 840.85, which was 65.85 higher than the previous day. The implied volatity was 15.62, the open interest changed by 36106 which increased total open position to 36256
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 775, which was 2.00 higher than the previous day. The implied volatity was 13.53, the open interest changed by 36227 which increased total open position to 36252
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 773, which was -192.00 lower than the previous day. The implied volatity was 14.89, the open interest changed by 35953 which increased total open position to 35953
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 965, which was -19.30 lower than the previous day. The implied volatity was 14.88, the open interest changed by 33049 which increased total open position to 35227
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 984.3, which was -108.05 lower than the previous day. The implied volatity was 15.27, the open interest changed by 33079 which increased total open position to 33502
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 1092.35, which was -108.50 lower than the previous day. The implied volatity was 12.75, the open interest changed by 32810 which increased total open position to 33207
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 1200.85, which was -169.60 lower than the previous day. The implied volatity was 10.31, the open interest changed by 33398 which increased total open position to 33770
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 1370.45, which was 298.60 higher than the previous day. The implied volatity was 12.99, the open interest changed by 31859 which increased total open position to 33002
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 1071.85, which was -98.40 lower than the previous day. The implied volatity was 12.42, the open interest changed by 21097 which increased total open position to 21097
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 1170.25, which was 80.25 higher than the previous day. The implied volatity was 14.32, the open interest changed by 19504 which increased total open position to 19504
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 1090, which was -378.00 lower than the previous day. The implied volatity was 12.51, the open interest changed by 17932 which increased total open position to 17938
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 1468, which was -511.85 lower than the previous day. The implied volatity was 16.36, the open interest changed by 14600 which increased total open position to 14606
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 1979.85, which was 142.25 higher than the previous day. The implied volatity was 19.76, the open interest changed by 13475 which increased total open position to 13475
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1837.6, which was 12.60 higher than the previous day. The implied volatity was 17.98, the open interest changed by 13129 which increased total open position to 13129
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1825, which was 87.90 higher than the previous day. The implied volatity was 16.75, the open interest changed by 13122 which increased total open position to 13122
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1737.1, which was 69.00 higher than the previous day. The implied volatity was 17.15, the open interest changed by 13316 which increased total open position to 13316
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 1668.1, which was 218.30 higher than the previous day. The implied volatity was 15.47, the open interest changed by 14464 which increased total open position to 14464
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1449.8, which was 285.30 higher than the previous day. The implied volatity was 15.06, the open interest changed by 14929 which increased total open position to 14929
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 1164.5, which was -46.50 lower than the previous day. The implied volatity was 12.83, the open interest changed by 13991 which increased total open position to 13991
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 1211, which was 57.65 higher than the previous day. The implied volatity was 14.62, the open interest changed by 484 which increased total open position to 13902
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 1153.35, which was 230.90 higher than the previous day. The implied volatity was 14.93, the open interest changed by -9 which decreased total open position to 13422
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 922.45, which was -238.75 lower than the previous day. The implied volatity was 14.36, the open interest changed by 13623 which increased total open position to 13623
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 1161.2, which was -174.45 lower than the previous day. The implied volatity was 15.37, the open interest changed by -808 which decreased total open position to 14201
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 1335.65, which was 219.50 higher than the previous day. The implied volatity was 16.01, the open interest changed by 15011 which increased total open position to 15011
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 1116.15, which was 23.50 higher than the previous day. The implied volatity was 16.28, the open interest changed by 16452 which increased total open position to 16452
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 1092.65, which was 65.70 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 1026.95, which was 88.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct NIFTY was trading at 24466.85. The strike last trading price was 938.55, which was -71.45 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 1010, which was -121.80 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 1131.8, which was 182.80 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 949, which was -9.95 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 958.95, which was 29.75 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 929.2, which was 139.20 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 790, which was 114.00 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 676, which was -70.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 746.95, which was 91.80 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 655.15, which was 62.15 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 593, which was 26.00 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 567, which was -117.00 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 684, which was 34.00 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 650, which was -28.50 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 678.5, which was -5.65 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 684.15, which was -50.05 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 734.2, which was 84.15 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 650.05, which was 128.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct NIFTY was trading at 25250.10. The strike last trading price was 522.05, which was 173.40 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 348.65, which was -19.05 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 367.7, which was 70.45 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 297.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to