NIFTY
Nifty
Historical option data for NIFTY
29 Jan 2026 04:11 PM IST
| NIFTY 24-FEB-2026 25500 CE | ||||||||||||||||
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Delta: 0.56
Vega: 26.8
Theta: -9.74
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jan | 25418.90 | 364 | 30.85 | 11.58 | 74,120 | -24,968 | 55,342 | |||||||||
| 28 Jan | 25342.75 | 330 | 0.6 | 11.35 | 69,738 | -3,754 | 52,640 | |||||||||
| 27 Jan | 25175.40 | 344 | 74.65 | 14.54 | 74,219 | 14,873 | 45,884 | |||||||||
| 23 Jan | 25048.65 | 275.95 | -100.25 | 12.51 | 52,658 | 38,529 | 41,925 | |||||||||
| 22 Jan | 25289.90 | 387 | 73.15 | 11.94 | 57,297 | 8,593 | 35,147 | |||||||||
| 21 Jan | 25157.50 | 314 | -26.65 | 11.73 | 64,686 | 26,449 | 26,592 | |||||||||
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| 20 Jan | 25232.50 | 338 | -172.45 | 11.33 | 27,891 | 12,505 | 15,001 | |||||||||
| 19 Jan | 25585.50 | 492.3 | -125.4 | 9.89 | 12,781 | 2,643 | 7,605 | |||||||||
| 16 Jan | 25694.35 | 612.3 | 10.5 | 9.7 | 6,245 | 4,943 | 4,943 | |||||||||
| 14 Jan | 25665.60 | 608.2 | -38.4 | 9.79 | 3,683 | 66 | 4,247 | |||||||||
| 13 Jan | 25732.30 | 635.45 | -80.2 | 9.32 | 4,149 | 4,095 | 4,192 | |||||||||
| 12 Jan | 25790.25 | 718 | 51.9 | 9.49 | 8,181 | 3,345 | 3,583 | |||||||||
| 9 Jan | 25683.30 | 675 | -132.25 | 9.81 | 2,805 | 580 | 2,557 | |||||||||
| 8 Jan | 25876.85 | 797.4 | -197.15 | 9.43 | 1,115 | 1,971 | 1,977 | |||||||||
| 7 Jan | 26140.75 | 991 | -49.1 | 6.57 | 484 | 1,785 | 1,786 | |||||||||
| 6 Jan | 26178.70 | 1037.5 | -41.35 | 7.47 | 395 | -76 | 1,866 | |||||||||
| 5 Jan | 26250.30 | 1070.35 | -112.4 | - | 1,326 | 1,945 | 1,945 | |||||||||
| 2 Jan | 26328.55 | 1201 | 157.4 | - | 308 | -61 | 2,240 | |||||||||
| 1 Jan | 26146.55 | 1037.1 | -9.35 | 7.06 | 304 | 93 | 2,301 | |||||||||
| 31 Dec | 26129.60 | 1045.55 | 144.55 | 7.39 | 772 | -40 | 2,206 | |||||||||
| 30 Dec | 25938.85 | 912 | 2.8 | 8.15 | 785 | 271 | 2,249 | |||||||||
| 29 Dec | 25942.10 | 912 | -83.85 | 8.16 | 676 | 86 | 1,980 | |||||||||
| 26 Dec | 26042.30 | 993.35 | -109.45 | 6.98 | 677 | 368 | 1,891 | |||||||||
| 24 Dec | 26142.10 | 1100.1 | -42.55 | 7.55 | 274 | 21 | 1,521 | |||||||||
| 23 Dec | 26177.15 | 1115.6 | -18.2 | 6.22 | 590 | 350 | 1,501 | |||||||||
| 22 Dec | 26172.40 | 1133 | 139.5 | 7.31 | 150 | 68 | 1,162 | |||||||||
| 19 Dec | 25966.40 | 997 | 103.45 | 8.29 | 242 | 75 | 1,111 | |||||||||
| 18 Dec | 25815.55 | 897.35 | -6.8 | 8.68 | 1,017 | 345 | 1,052 | |||||||||
| 17 Dec | 25818.55 | 907.95 | -40.05 | 8.68 | 136 | 52 | 712 | |||||||||
| 16 Dec | 25860.10 | 939.15 | -132.3 | 8.68 | 180 | 63 | 669 | |||||||||
| 15 Dec | 26027.30 | 1072.85 | -23.3 | 8.26 | 84 | 14 | 606 | |||||||||
| 12 Dec | 26046.95 | 1096 | 84.7 | 7.52 | 72 | 19 | 592 | |||||||||
| 11 Dec | 25898.55 | 1004.25 | 82.2 | 8.44 | 560 | 133 | 573 | |||||||||
| 10 Dec | 25758.00 | 915.9 | -70.3 | 9.25 | 513 | 180 | 431 | |||||||||
| 9 Dec | 25839.65 | 986.4 | -95.3 | 8.79 | 230 | 63 | 250 | |||||||||
| 8 Dec | 25960.55 | 1068.4 | -200.8 | 8.74 | 77 | 28 | 188 | |||||||||
| 5 Dec | 26186.45 | 1267.8 | 98.85 | 7.06 | 96 | 8 | 159 | |||||||||
| 4 Dec | 26033.75 | 1179.9 | 37.25 | 9.18 | 45 | 29 | 151 | |||||||||
| 3 Dec | 25986.00 | 1148.9 | -51.1 | 8.8 | 106 | 79 | 121 | |||||||||
| 2 Dec | 26032.20 | 1200 | -127.45 | 8.12 | 40 | 17 | 26 | |||||||||
| 1 Dec | 26175.75 | 1327.45 | -33.8 | 8.45 | 11 | 4 | 9 | |||||||||
| 28 Nov | 26202.95 | 1341.3 | -65.7 | 7.19 | 11 | 4 | 6 | |||||||||
| 27 Nov | 26215.55 | 1407 | 228.15 | 9.23 | 2 | 1 | 1 | |||||||||
For Nifty - strike price 25500 expiring on 24FEB2026
Delta for 25500 CE is 0.56
Historical price for 25500 CE is as follows
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 364, which was 30.85 higher than the previous day. The implied volatity was 11.58, the open interest changed by -24968 which decreased total open position to 55342
On 28 Jan NIFTY was trading at 25342.75. The strike last trading price was 330, which was 0.6 higher than the previous day. The implied volatity was 11.35, the open interest changed by -3754 which decreased total open position to 52640
On 27 Jan NIFTY was trading at 25175.40. The strike last trading price was 344, which was 74.65 higher than the previous day. The implied volatity was 14.54, the open interest changed by 14873 which increased total open position to 45884
On 23 Jan NIFTY was trading at 25048.65. The strike last trading price was 275.95, which was -100.25 lower than the previous day. The implied volatity was 12.51, the open interest changed by 38529 which increased total open position to 41925
On 22 Jan NIFTY was trading at 25289.90. The strike last trading price was 387, which was 73.15 higher than the previous day. The implied volatity was 11.94, the open interest changed by 8593 which increased total open position to 35147
On 21 Jan NIFTY was trading at 25157.50. The strike last trading price was 314, which was -26.65 lower than the previous day. The implied volatity was 11.73, the open interest changed by 26449 which increased total open position to 26592
On 20 Jan NIFTY was trading at 25232.50. The strike last trading price was 338, which was -172.45 lower than the previous day. The implied volatity was 11.33, the open interest changed by 12505 which increased total open position to 15001
On 19 Jan NIFTY was trading at 25585.50. The strike last trading price was 492.3, which was -125.4 lower than the previous day. The implied volatity was 9.89, the open interest changed by 2643 which increased total open position to 7605
On 16 Jan NIFTY was trading at 25694.35. The strike last trading price was 612.3, which was 10.5 higher than the previous day. The implied volatity was 9.7, the open interest changed by 4943 which increased total open position to 4943
On 14 Jan NIFTY was trading at 25665.60. The strike last trading price was 608.2, which was -38.4 lower than the previous day. The implied volatity was 9.79, the open interest changed by 66 which increased total open position to 4247
On 13 Jan NIFTY was trading at 25732.30. The strike last trading price was 635.45, which was -80.2 lower than the previous day. The implied volatity was 9.32, the open interest changed by 4095 which increased total open position to 4192
On 12 Jan NIFTY was trading at 25790.25. The strike last trading price was 718, which was 51.9 higher than the previous day. The implied volatity was 9.49, the open interest changed by 3345 which increased total open position to 3583
On 9 Jan NIFTY was trading at 25683.30. The strike last trading price was 675, which was -132.25 lower than the previous day. The implied volatity was 9.81, the open interest changed by 580 which increased total open position to 2557
On 8 Jan NIFTY was trading at 25876.85. The strike last trading price was 797.4, which was -197.15 lower than the previous day. The implied volatity was 9.43, the open interest changed by 1971 which increased total open position to 1977
On 7 Jan NIFTY was trading at 26140.75. The strike last trading price was 991, which was -49.1 lower than the previous day. The implied volatity was 6.57, the open interest changed by 1785 which increased total open position to 1786
On 6 Jan NIFTY was trading at 26178.70. The strike last trading price was 1037.5, which was -41.35 lower than the previous day. The implied volatity was 7.47, the open interest changed by -76 which decreased total open position to 1866
On 5 Jan NIFTY was trading at 26250.30. The strike last trading price was 1070.35, which was -112.4 lower than the previous day. The implied volatity was -, the open interest changed by 1945 which increased total open position to 1945
On 2 Jan NIFTY was trading at 26328.55. The strike last trading price was 1201, which was 157.4 higher than the previous day. The implied volatity was -, the open interest changed by -61 which decreased total open position to 2240
On 1 Jan NIFTY was trading at 26146.55. The strike last trading price was 1037.1, which was -9.35 lower than the previous day. The implied volatity was 7.06, the open interest changed by 93 which increased total open position to 2301
On 31 Dec NIFTY was trading at 26129.60. The strike last trading price was 1045.55, which was 144.55 higher than the previous day. The implied volatity was 7.39, the open interest changed by -40 which decreased total open position to 2206
On 30 Dec NIFTY was trading at 25938.85. The strike last trading price was 912, which was 2.8 higher than the previous day. The implied volatity was 8.15, the open interest changed by 271 which increased total open position to 2249
On 29 Dec NIFTY was trading at 25942.10. The strike last trading price was 912, which was -83.85 lower than the previous day. The implied volatity was 8.16, the open interest changed by 86 which increased total open position to 1980
On 26 Dec NIFTY was trading at 26042.30. The strike last trading price was 993.35, which was -109.45 lower than the previous day. The implied volatity was 6.98, the open interest changed by 368 which increased total open position to 1891
On 24 Dec NIFTY was trading at 26142.10. The strike last trading price was 1100.1, which was -42.55 lower than the previous day. The implied volatity was 7.55, the open interest changed by 21 which increased total open position to 1521
On 23 Dec NIFTY was trading at 26177.15. The strike last trading price was 1115.6, which was -18.2 lower than the previous day. The implied volatity was 6.22, the open interest changed by 350 which increased total open position to 1501
On 22 Dec NIFTY was trading at 26172.40. The strike last trading price was 1133, which was 139.5 higher than the previous day. The implied volatity was 7.31, the open interest changed by 68 which increased total open position to 1162
On 19 Dec NIFTY was trading at 25966.40. The strike last trading price was 997, which was 103.45 higher than the previous day. The implied volatity was 8.29, the open interest changed by 75 which increased total open position to 1111
On 18 Dec NIFTY was trading at 25815.55. The strike last trading price was 897.35, which was -6.8 lower than the previous day. The implied volatity was 8.68, the open interest changed by 345 which increased total open position to 1052
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 907.95, which was -40.05 lower than the previous day. The implied volatity was 8.68, the open interest changed by 52 which increased total open position to 712
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 939.15, which was -132.3 lower than the previous day. The implied volatity was 8.68, the open interest changed by 63 which increased total open position to 669
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 1072.85, which was -23.3 lower than the previous day. The implied volatity was 8.26, the open interest changed by 14 which increased total open position to 606
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1096, which was 84.7 higher than the previous day. The implied volatity was 7.52, the open interest changed by 19 which increased total open position to 592
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1004.25, which was 82.2 higher than the previous day. The implied volatity was 8.44, the open interest changed by 133 which increased total open position to 573
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 915.9, which was -70.3 lower than the previous day. The implied volatity was 9.25, the open interest changed by 180 which increased total open position to 431
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 986.4, which was -95.3 lower than the previous day. The implied volatity was 8.79, the open interest changed by 63 which increased total open position to 250
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 1068.4, which was -200.8 lower than the previous day. The implied volatity was 8.74, the open interest changed by 28 which increased total open position to 188
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1267.8, which was 98.85 higher than the previous day. The implied volatity was 7.06, the open interest changed by 8 which increased total open position to 159
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1179.9, which was 37.25 higher than the previous day. The implied volatity was 9.18, the open interest changed by 29 which increased total open position to 151
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 1148.9, which was -51.1 lower than the previous day. The implied volatity was 8.8, the open interest changed by 79 which increased total open position to 121
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 1200, which was -127.45 lower than the previous day. The implied volatity was 8.12, the open interest changed by 17 which increased total open position to 26
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 1327.45, which was -33.8 lower than the previous day. The implied volatity was 8.45, the open interest changed by 4 which increased total open position to 9
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 1341.3, which was -65.7 lower than the previous day. The implied volatity was 7.19, the open interest changed by 4 which increased total open position to 6
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 1407, which was 228.15 higher than the previous day. The implied volatity was 9.23, the open interest changed by 1 which increased total open position to 1
| NIFTY 24FEB2026 25500 PE | |||||||
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Delta: -0.45
Vega: 26.86
Theta: -3.9
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jan | 25418.90 | 325.85 | -48.7 | 13.8 | 56,567 | 46,659 | 51,680 |
| 28 Jan | 25342.75 | 373.25 | -67.6 | 14.22 | 64,332 | 33,701 | 50,750 |
| 27 Jan | 25175.40 | 414 | -144.85 | 12.38 | 44,355 | 44,702 | 47,280 |
| 23 Jan | 25048.65 | 555 | 166.9 | 14.85 | 39,006 | 5,309 | 44,417 |
| 22 Jan | 25289.90 | 382.55 | -112 | 13.39 | 45,188 | 30,704 | 39,113 |
| 21 Jan | 25157.50 | 487 | 56.3 | 14.25 | 50,668 | 23,043 | 33,674 |
| 20 Jan | 25232.50 | 411.75 | 146.7 | 12.7 | 37,200 | 26,560 | 27,644 |
| 19 Jan | 25585.50 | 273 | 58.65 | 12.84 | 25,040 | 25,442 | 25,462 |
| 16 Jan | 25694.35 | 211.05 | -22.3 | 12.17 | 16,990 | 23,059 | 23,309 |
| 14 Jan | 25665.60 | 235 | 20.25 | 12.46 | 12,315 | 21,065 | 23,707 |
| 13 Jan | 25732.30 | 217.6 | 21.65 | 12.32 | 11,898 | 21,793 | 21,980 |
| 12 Jan | 25790.25 | 195.6 | -34.45 | 12.36 | 25,854 | 207 | 22,128 |
| 9 Jan | 25683.30 | 223.25 | 45.9 | 12.1 | 15,274 | 21,880 | 21,924 |
| 8 Jan | 25876.85 | 181 | 62.65 | 12.17 | 17,112 | 22,391 | 22,391 |
| 7 Jan | 26140.75 | 118.8 | 1.3 | 12.06 | 6,560 | 21,039 | 21,844 |
| 6 Jan | 26178.70 | 118.1 | 7.15 | 12.19 | 7,855 | 1,267 | 21,453 |
| 5 Jan | 26250.30 | 110.75 | 13.05 | 12.31 | 10,104 | 19,553 | 20,174 |
| 2 Jan | 26328.55 | 95.75 | -20.95 | 12.07 | 8,854 | 704 | 19,475 |
| 1 Jan | 26146.55 | 115.4 | -6.85 | 11.52 | 7,098 | 1,332 | 18,780 |
| 31 Dec | 26129.60 | 121.5 | -33.45 | 11.67 | 12,961 | 17,090 | 17,444 |
| 30 Dec | 25938.85 | 150.05 | -9.55 | 11.44 | 3,764 | 14,007 | 14,296 |
| 29 Dec | 25942.10 | 160 | 24.15 | 11.58 | 7,625 | 13,874 | 14,012 |
| 26 Dec | 26042.30 | 136.35 | 17 | 11.33 | 4,705 | 700 | 12,195 |
| 24 Dec | 26142.10 | 119.7 | 1.95 | 11.26 | 4,321 | 1,276 | 11,451 |
| 23 Dec | 26177.15 | 117.15 | -12.2 | 11.3 | 6,778 | 2,663 | 10,166 |
| 22 Dec | 26172.40 | 129.5 | -39.6 | 11.67 | 4,048 | 643 | 7,506 |
| 19 Dec | 25966.40 | 165 | -43.5 | 11.39 | 1,974 | 204 | 6,878 |
| 18 Dec | 25815.55 | 208.15 | 2.35 | 11.61 | 2,698 | 87 | 6,742 |
| 17 Dec | 25818.55 | 203.9 | 2.4 | 11.49 | 1,672 | -135 | 6,659 |
| 16 Dec | 25860.10 | 203.15 | 31.3 | 11.64 | 1,713 | 350 | 6,802 |
| 15 Dec | 26027.30 | 169.7 | -1.4 | 11.74 | 2,576 | 1,155 | 6,479 |
| 12 Dec | 26046.95 | 168 | -37.8 | 11.76 | 1,727 | 333 | 5,323 |
| 11 Dec | 25898.55 | 205.4 | -42.55 | 11.84 | 1,832 | 654 | 4,996 |
| 10 Dec | 25758.00 | 249.45 | 24.45 | 11.92 | 1,958 | 156 | 4,352 |
| 9 Dec | 25839.65 | 223.1 | 13.35 | 11.9 | 1,933 | 132 | 4,203 |
| 8 Dec | 25960.55 | 215.3 | 61.1 | 12.27 | 2,292 | 413 | 4,092 |
| 5 Dec | 26186.45 | 155.85 | -33.75 | 11.99 | 2,122 | 656 | 3,676 |
| 4 Dec | 26033.75 | 189.75 | -16.75 | 11.98 | 1,033 | 154 | 3,024 |
| 3 Dec | 25986.00 | 206.7 | 9.9 | 12.21 | 1,371 | 448 | 2,880 |
| 2 Dec | 26032.20 | 192.4 | 10.55 | 12.23 | 1,131 | 266 | 2,447 |
| 1 Dec | 26175.75 | 180.75 | 4 | 12.61 | 1,624 | 665 | 2,182 |
| 28 Nov | 26202.95 | 177.45 | -5.3 | 12.53 | 1,065 | 548 | 1,533 |
| 27 Nov | 26215.55 | 179.75 | -21.45 | 12.65 | 1,136 | 498 | 989 |
For Nifty - strike price 25500 expiring on 24FEB2026
Delta for 25500 PE is -0.45
Historical price for 25500 PE is as follows
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 325.85, which was -48.7 lower than the previous day. The implied volatity was 13.8, the open interest changed by 46659 which increased total open position to 51680
On 28 Jan NIFTY was trading at 25342.75. The strike last trading price was 373.25, which was -67.6 lower than the previous day. The implied volatity was 14.22, the open interest changed by 33701 which increased total open position to 50750
On 27 Jan NIFTY was trading at 25175.40. The strike last trading price was 414, which was -144.85 lower than the previous day. The implied volatity was 12.38, the open interest changed by 44702 which increased total open position to 47280
On 23 Jan NIFTY was trading at 25048.65. The strike last trading price was 555, which was 166.9 higher than the previous day. The implied volatity was 14.85, the open interest changed by 5309 which increased total open position to 44417
On 22 Jan NIFTY was trading at 25289.90. The strike last trading price was 382.55, which was -112 lower than the previous day. The implied volatity was 13.39, the open interest changed by 30704 which increased total open position to 39113
On 21 Jan NIFTY was trading at 25157.50. The strike last trading price was 487, which was 56.3 higher than the previous day. The implied volatity was 14.25, the open interest changed by 23043 which increased total open position to 33674
On 20 Jan NIFTY was trading at 25232.50. The strike last trading price was 411.75, which was 146.7 higher than the previous day. The implied volatity was 12.7, the open interest changed by 26560 which increased total open position to 27644
On 19 Jan NIFTY was trading at 25585.50. The strike last trading price was 273, which was 58.65 higher than the previous day. The implied volatity was 12.84, the open interest changed by 25442 which increased total open position to 25462
On 16 Jan NIFTY was trading at 25694.35. The strike last trading price was 211.05, which was -22.3 lower than the previous day. The implied volatity was 12.17, the open interest changed by 23059 which increased total open position to 23309
On 14 Jan NIFTY was trading at 25665.60. The strike last trading price was 235, which was 20.25 higher than the previous day. The implied volatity was 12.46, the open interest changed by 21065 which increased total open position to 23707
On 13 Jan NIFTY was trading at 25732.30. The strike last trading price was 217.6, which was 21.65 higher than the previous day. The implied volatity was 12.32, the open interest changed by 21793 which increased total open position to 21980
On 12 Jan NIFTY was trading at 25790.25. The strike last trading price was 195.6, which was -34.45 lower than the previous day. The implied volatity was 12.36, the open interest changed by 207 which increased total open position to 22128
On 9 Jan NIFTY was trading at 25683.30. The strike last trading price was 223.25, which was 45.9 higher than the previous day. The implied volatity was 12.1, the open interest changed by 21880 which increased total open position to 21924
On 8 Jan NIFTY was trading at 25876.85. The strike last trading price was 181, which was 62.65 higher than the previous day. The implied volatity was 12.17, the open interest changed by 22391 which increased total open position to 22391
On 7 Jan NIFTY was trading at 26140.75. The strike last trading price was 118.8, which was 1.3 higher than the previous day. The implied volatity was 12.06, the open interest changed by 21039 which increased total open position to 21844
On 6 Jan NIFTY was trading at 26178.70. The strike last trading price was 118.1, which was 7.15 higher than the previous day. The implied volatity was 12.19, the open interest changed by 1267 which increased total open position to 21453
On 5 Jan NIFTY was trading at 26250.30. The strike last trading price was 110.75, which was 13.05 higher than the previous day. The implied volatity was 12.31, the open interest changed by 19553 which increased total open position to 20174
On 2 Jan NIFTY was trading at 26328.55. The strike last trading price was 95.75, which was -20.95 lower than the previous day. The implied volatity was 12.07, the open interest changed by 704 which increased total open position to 19475
On 1 Jan NIFTY was trading at 26146.55. The strike last trading price was 115.4, which was -6.85 lower than the previous day. The implied volatity was 11.52, the open interest changed by 1332 which increased total open position to 18780
On 31 Dec NIFTY was trading at 26129.60. The strike last trading price was 121.5, which was -33.45 lower than the previous day. The implied volatity was 11.67, the open interest changed by 17090 which increased total open position to 17444
On 30 Dec NIFTY was trading at 25938.85. The strike last trading price was 150.05, which was -9.55 lower than the previous day. The implied volatity was 11.44, the open interest changed by 14007 which increased total open position to 14296
On 29 Dec NIFTY was trading at 25942.10. The strike last trading price was 160, which was 24.15 higher than the previous day. The implied volatity was 11.58, the open interest changed by 13874 which increased total open position to 14012
On 26 Dec NIFTY was trading at 26042.30. The strike last trading price was 136.35, which was 17 higher than the previous day. The implied volatity was 11.33, the open interest changed by 700 which increased total open position to 12195
On 24 Dec NIFTY was trading at 26142.10. The strike last trading price was 119.7, which was 1.95 higher than the previous day. The implied volatity was 11.26, the open interest changed by 1276 which increased total open position to 11451
On 23 Dec NIFTY was trading at 26177.15. The strike last trading price was 117.15, which was -12.2 lower than the previous day. The implied volatity was 11.3, the open interest changed by 2663 which increased total open position to 10166
On 22 Dec NIFTY was trading at 26172.40. The strike last trading price was 129.5, which was -39.6 lower than the previous day. The implied volatity was 11.67, the open interest changed by 643 which increased total open position to 7506
On 19 Dec NIFTY was trading at 25966.40. The strike last trading price was 165, which was -43.5 lower than the previous day. The implied volatity was 11.39, the open interest changed by 204 which increased total open position to 6878
On 18 Dec NIFTY was trading at 25815.55. The strike last trading price was 208.15, which was 2.35 higher than the previous day. The implied volatity was 11.61, the open interest changed by 87 which increased total open position to 6742
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 203.9, which was 2.4 higher than the previous day. The implied volatity was 11.49, the open interest changed by -135 which decreased total open position to 6659
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 203.15, which was 31.3 higher than the previous day. The implied volatity was 11.64, the open interest changed by 350 which increased total open position to 6802
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 169.7, which was -1.4 lower than the previous day. The implied volatity was 11.74, the open interest changed by 1155 which increased total open position to 6479
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 168, which was -37.8 lower than the previous day. The implied volatity was 11.76, the open interest changed by 333 which increased total open position to 5323
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 205.4, which was -42.55 lower than the previous day. The implied volatity was 11.84, the open interest changed by 654 which increased total open position to 4996
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 249.45, which was 24.45 higher than the previous day. The implied volatity was 11.92, the open interest changed by 156 which increased total open position to 4352
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 223.1, which was 13.35 higher than the previous day. The implied volatity was 11.9, the open interest changed by 132 which increased total open position to 4203
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 215.3, which was 61.1 higher than the previous day. The implied volatity was 12.27, the open interest changed by 413 which increased total open position to 4092
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 155.85, which was -33.75 lower than the previous day. The implied volatity was 11.99, the open interest changed by 656 which increased total open position to 3676
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 189.75, which was -16.75 lower than the previous day. The implied volatity was 11.98, the open interest changed by 154 which increased total open position to 3024
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 206.7, which was 9.9 higher than the previous day. The implied volatity was 12.21, the open interest changed by 448 which increased total open position to 2880
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 192.4, which was 10.55 higher than the previous day. The implied volatity was 12.23, the open interest changed by 266 which increased total open position to 2447
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 180.75, which was 4 higher than the previous day. The implied volatity was 12.61, the open interest changed by 665 which increased total open position to 2182
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 177.45, which was -5.3 lower than the previous day. The implied volatity was 12.53, the open interest changed by 548 which increased total open position to 1533
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 179.75, which was -21.45 lower than the previous day. The implied volatity was 12.65, the open interest changed by 498 which increased total open position to 989






























































































































































































































