NIFTY
Nifty
Historical option data for NIFTY
26 Dec 2024 03:29 PM IST
NIFTY 26DEC2024 25550 CE | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
26 Dec | 23761.65 | 0.05 | -0.45 | - | 92,484 | -1,025 | 13,738 | |||
24 Dec | 23727.65 | 0.5 | -0.95 | 35.46 | 39,831 | -1,111 | 15,124 | |||
23 Dec | 23753.45 | 1.45 | -0.65 | 31.94 | 1,02,832 | -2,382 | 16,269 | |||
20 Dec | 23587.50 | 2.1 | -1.90 | 24.80 | 1,37,059 | -1,14,501 | 18,880 | |||
19 Dec | 23951.70 | 4 | -7.65 | 20.89 | 36,947 | -3,00,085 | 9,656 | |||
18 Dec | 24198.85 | 11.65 | 0.85 | 19.80 | 35,416 | 1,735 | 8,124 | |||
17 Dec | 24336.00 | 10.8 | -8.00 | 17.06 | 40,176 | -69,310 | 7,009 | |||
16 Dec | 24668.25 | 18.8 | -5.95 | 13.83 | 46,793 | -8,148 | 6,090 | |||
13 Dec | 24768.30 | 24.75 | 8.70 | 11.11 | 49,462 | -9,646 | 14,297 | |||
12 Dec | 24548.70 | 16.05 | -7.65 | 12.15 | 12,249 | 984 | 4,948 | |||
11 Dec | 24641.80 | 23.7 | -7.85 | 11.77 | 11,992 | -1,676 | 3,998 | |||
10 Dec | 24610.05 | 31.55 | -6.05 | 12.32 | 11,057 | 634 | 5,762 | |||
9 Dec | 24619.00 | 37.6 | -11.85 | 12.42 | 7,939 | -58,063 | 5,130 | |||
6 Dec | 24677.80 | 49.45 | -3.55 | 11.74 | 11,661 | 2,470 | 5,147 | |||
5 Dec | 24708.40 | 53 | 20.15 | 11.29 | 13,538 | 123 | 2,760 | |||
4 Dec | 24467.45 | 32.85 | 3.35 | 11.77 | 9,497 | 2,395 | 2,633 | |||
3 Dec | 24457.15 | 29.5 | 5.15 | 11.28 | 3,625 | -5,625 | 2,064 | |||
2 Dec | 24276.05 | 24.35 | 6.10 | 11.90 | 2,509 | 1,634 | 2,002 | |||
29 Nov | 24131.10 | 18.25 | 1.20 | 11.54 | 1,323 | 1,690 | 1,755 | |||
28 Nov | 23914.15 | 17.05 | -12.80 | 12.33 | 7,678 | 1,660 | 1,673 | |||
27 Nov | 24274.90 | 29.85 | 0.65 | 11.11 | 1,391 | 64 | 1,433 | |||
26 Nov | 24194.50 | 29.2 | -9.20 | 11.47 | 1,610 | 690 | 1,378 | |||
25 Nov | 24221.90 | 38.4 | 11.10 | 11.57 | 1,955 | 700 | 709 | |||
22 Nov | 23907.25 | 27.3 | 13.60 | 12.70 | 757 | 943 | 952 | |||
21 Nov | 23349.90 | 13.7 | -4.15 | 14.14 | 1,721 | 545 | 764 | |||
19 Nov | 23518.50 | 17.85 | -0.90 | 13.58 | 2,536 | 1,248 | 1,250 | |||
18 Nov | 23453.80 | 18.75 | -9.50 | 13.51 | 2,696 | 298 | 1,029 | |||
14 Nov | 23532.70 | 28.25 | -8.35 | 13.22 | 1,549 | 729 | 731 | |||
13 Nov | 23559.05 | 36.6 | -8.90 | 13.52 | 1,292 | 190 | 389 | |||
12 Nov | 23883.45 | 45.5 | -15.95 | 12.42 | 824 | 250 | 251 | |||
11 Nov | 24141.30 | 61.45 | -13.65 | 11.25 | 554 | 199 | 462 | |||
8 Nov | 24148.20 | 75.1 | -25.90 | 11.55 | 241 | 260 | 263 | |||
7 Nov | 24199.35 | 101 | -58.05 | 11.94 | 333 | 293 | 296 | |||
6 Nov | 24484.05 | 159.05 | 38.35 | 11.53 | 281 | -37 | 266 | |||
5 Nov | 24213.30 | 120.7 | 9.80 | 12.38 | 387 | -84 | 295 | |||
|
||||||||||
4 Nov | 23995.35 | 110.9 | -43.20 | 13.40 | 645 | 268 | 395 | |||
1 Nov | 24304.35 | 154.1 | -5.90 | 12.16 | 18 | 10 | 123 | |||
31 Oct | 24205.35 | 160 | -26.90 | - | 17 | -10 | 112 | |||
30 Oct | 24340.85 | 186.9 | -0.05 | - | 1 | 121 | 122 | |||
29 Oct | 24466.85 | 186.95 | 24.60 | - | 45 | 122 | 122 | |||
28 Oct | 24339.15 | 162.35 | 6.25 | - | 77 | 34 | 107 | |||
25 Oct | 24180.80 | 156.1 | -59.90 | - | 52 | 2 | 73 | |||
24 Oct | 24399.40 | 216 | -24.30 | - | 26 | -2 | 71 | |||
23 Oct | 24435.50 | 240.3 | -29.70 | - | 79 | -29 | 73 | |||
22 Oct | 24472.10 | 270 | -80.00 | - | 74 | -11 | 103 | |||
21 Oct | 24781.10 | 350 | 30.90 | - | 2 | 1 | 114 | |||
18 Oct | 24854.05 | 319.1 | -66.65 | - | 7 | 0 | 113 | |||
17 Oct | 24749.85 | 385.75 | -100.25 | - | 214 | 65 | 113 | |||
16 Oct | 24971.30 | 486 | -34.00 | - | 6 | 0 | 50 | |||
15 Oct | 25057.35 | 520 | -40.00 | - | 1 | 0 | 50 | |||
14 Oct | 25127.95 | 560 | 53.00 | - | 6 | -1 | 52 | |||
11 Oct | 24964.25 | 507 | -53.00 | - | 18 | 2 | 52 | |||
10 Oct | 24998.45 | 560 | 4.00 | - | 14 | -9 | 50 | |||
9 Oct | 24981.95 | 556 | -0.90 | - | 38 | 6 | 49 | |||
8 Oct | 25013.15 | 556.9 | 53.90 | - | 22 | -1 | 44 | |||
7 Oct | 24795.75 | 503 | -132.00 | - | 4 | 0 | 45 | |||
4 Oct | 25014.60 | 635 | -129.75 | - | 8 | -2 | 45 | |||
3 Oct | 25250.10 | 764.75 | -750.20 | - | 53 | 46 | 46 | |||
1 Oct | 25796.90 | 1514.95 | 0.00 | - | 0 | 0 | 0 | |||
30 Sept | 25810.85 | 1514.95 | 1514.95 | - | 0 | 0 | 0 | |||
27 Sept | 26173.35 | 0.00 | - | 0 | 0 | 0 |
For Nifty - strike price 25550 expiring on 26DEC2024
Delta for 25550 CE is -
Historical price for 25550 CE is as follows
On 26 Dec NIFTY was trading at 23761.65. The strike last trading price was 0.05, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by -1025 which decreased total open position to 13738
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 0.5, which was -0.95 lower than the previous day. The implied volatity was 35.46, the open interest changed by -1111 which decreased total open position to 15124
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 1.45, which was -0.65 lower than the previous day. The implied volatity was 31.94, the open interest changed by -2382 which decreased total open position to 16269
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 2.1, which was -1.90 lower than the previous day. The implied volatity was 24.80, the open interest changed by -114501 which decreased total open position to 18880
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 4, which was -7.65 lower than the previous day. The implied volatity was 20.89, the open interest changed by -300085 which decreased total open position to 9656
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 11.65, which was 0.85 higher than the previous day. The implied volatity was 19.80, the open interest changed by 1735 which increased total open position to 8124
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 10.8, which was -8.00 lower than the previous day. The implied volatity was 17.06, the open interest changed by -69310 which decreased total open position to 7009
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 18.8, which was -5.95 lower than the previous day. The implied volatity was 13.83, the open interest changed by -8148 which decreased total open position to 6090
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 24.75, which was 8.70 higher than the previous day. The implied volatity was 11.11, the open interest changed by -9646 which decreased total open position to 14297
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 16.05, which was -7.65 lower than the previous day. The implied volatity was 12.15, the open interest changed by 984 which increased total open position to 4948
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 23.7, which was -7.85 lower than the previous day. The implied volatity was 11.77, the open interest changed by -1676 which decreased total open position to 3998
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 31.55, which was -6.05 lower than the previous day. The implied volatity was 12.32, the open interest changed by 634 which increased total open position to 5762
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 37.6, which was -11.85 lower than the previous day. The implied volatity was 12.42, the open interest changed by -58063 which decreased total open position to 5130
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 49.45, which was -3.55 lower than the previous day. The implied volatity was 11.74, the open interest changed by 2470 which increased total open position to 5147
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 53, which was 20.15 higher than the previous day. The implied volatity was 11.29, the open interest changed by 123 which increased total open position to 2760
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 32.85, which was 3.35 higher than the previous day. The implied volatity was 11.77, the open interest changed by 2395 which increased total open position to 2633
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 29.5, which was 5.15 higher than the previous day. The implied volatity was 11.28, the open interest changed by -5625 which decreased total open position to 2064
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 24.35, which was 6.10 higher than the previous day. The implied volatity was 11.90, the open interest changed by 1634 which increased total open position to 2002
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 18.25, which was 1.20 higher than the previous day. The implied volatity was 11.54, the open interest changed by 1690 which increased total open position to 1755
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 17.05, which was -12.80 lower than the previous day. The implied volatity was 12.33, the open interest changed by 1660 which increased total open position to 1673
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 29.85, which was 0.65 higher than the previous day. The implied volatity was 11.11, the open interest changed by 64 which increased total open position to 1433
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 29.2, which was -9.20 lower than the previous day. The implied volatity was 11.47, the open interest changed by 690 which increased total open position to 1378
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 38.4, which was 11.10 higher than the previous day. The implied volatity was 11.57, the open interest changed by 700 which increased total open position to 709
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 27.3, which was 13.60 higher than the previous day. The implied volatity was 12.70, the open interest changed by 943 which increased total open position to 952
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 13.7, which was -4.15 lower than the previous day. The implied volatity was 14.14, the open interest changed by 545 which increased total open position to 764
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 17.85, which was -0.90 lower than the previous day. The implied volatity was 13.58, the open interest changed by 1248 which increased total open position to 1250
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 18.75, which was -9.50 lower than the previous day. The implied volatity was 13.51, the open interest changed by 298 which increased total open position to 1029
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 28.25, which was -8.35 lower than the previous day. The implied volatity was 13.22, the open interest changed by 729 which increased total open position to 731
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 36.6, which was -8.90 lower than the previous day. The implied volatity was 13.52, the open interest changed by 190 which increased total open position to 389
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 45.5, which was -15.95 lower than the previous day. The implied volatity was 12.42, the open interest changed by 250 which increased total open position to 251
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 61.45, which was -13.65 lower than the previous day. The implied volatity was 11.25, the open interest changed by 199 which increased total open position to 462
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 75.1, which was -25.90 lower than the previous day. The implied volatity was 11.55, the open interest changed by 260 which increased total open position to 263
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 101, which was -58.05 lower than the previous day. The implied volatity was 11.94, the open interest changed by 293 which increased total open position to 296
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 159.05, which was 38.35 higher than the previous day. The implied volatity was 11.53, the open interest changed by -37 which decreased total open position to 266
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 120.7, which was 9.80 higher than the previous day. The implied volatity was 12.38, the open interest changed by -84 which decreased total open position to 295
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 110.9, which was -43.20 lower than the previous day. The implied volatity was 13.40, the open interest changed by 268 which increased total open position to 395
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 154.1, which was -5.90 lower than the previous day. The implied volatity was 12.16, the open interest changed by 10 which increased total open position to 123
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 160, which was -26.90 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 186.9, which was -0.05 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 186.95, which was 24.60 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 162.35, which was 6.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct NIFTY was trading at 24180.80. The strike last trading price was 156.1, which was -59.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct NIFTY was trading at 24399.40. The strike last trading price was 216, which was -24.30 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 240.3, which was -29.70 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 270, which was -80.00 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 350, which was 30.90 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 319.1, which was -66.65 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 385.75, which was -100.25 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 486, which was -34.00 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 520, which was -40.00 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 560, which was 53.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 507, which was -53.00 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 560, which was 4.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct NIFTY was trading at 24981.95. The strike last trading price was 556, which was -0.90 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 556.9, which was 53.90 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 503, which was -132.00 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 635, which was -129.75 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 764.75, which was -750.20 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 1514.95, 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 30 Sept NIFTY was trading at 25810.85. The strike last trading price was 1514.95, which was 1514.95 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 25550 PE | |||||||
---|---|---|---|---|---|---|---|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
26 Dec | 23761.65 | 1803.15 | 23.15 | - | 326 | -276 | 62 |
24 Dec | 23727.65 | 1780 | -45.00 | - | 44 | -40 | 342 |
23 Dec | 23753.45 | 1825 | 282.20 | 56.58 | 24 | -14 | 387 |
20 Dec | 23587.50 | 1542.8 | 12.25 | - | 6 | 2 | 403 |
19 Dec | 23951.70 | 1530.55 | 234.55 | - | 128 | 62 | 401 |
18 Dec | 24198.85 | 1296 | 135.05 | 21.58 | 309 | 239 | 340 |
17 Dec | 24336.00 | 1160.95 | 323.30 | - | 1 | 71 | 102 |
16 Dec | 24668.25 | 837.65 | 94.65 | 10.74 | 9 | 2 | 103 |
13 Dec | 24768.30 | 743 | -72.35 | 15.09 | 4 | 89 | 102 |
12 Dec | 24548.70 | 815.35 | 0.00 | 0.00 | 0 | 3 | 0 |
11 Dec | 24641.80 | 815.35 | 0.00 | 0.00 | 0 | -19 | 0 |
10 Dec | 24610.05 | 815.35 | 0.00 | 0.00 | 0 | 5 | 0 |
9 Dec | 24619.00 | 815.35 | 0.00 | 0.00 | 0 | 35 | 0 |
6 Dec | 24677.80 | 815.35 | 0.00 | 0.00 | 0 | 9 | 0 |
5 Dec | 24708.40 | 815.35 | -225.00 | 15.09 | 48 | 69 | 103 |
4 Dec | 24467.45 | 1040.35 | -19.65 | 17.03 | 14 | 89 | 117 |
3 Dec | 24457.15 | 1060 | -162.00 | 17.37 | 2 | 0 | 128 |
2 Dec | 24276.05 | 1222 | 102.00 | 18.90 | 51 | 100 | 126 |
29 Nov | 24131.10 | 1120 | 0.00 | 0.00 | 0 | 0 | 0 |
28 Nov | 23914.15 | 1120 | 0.00 | 0.00 | 0 | 0 | 0 |
27 Nov | 24274.90 | 1120 | -77.80 | 12.68 | 54 | 108 | 108 |
26 Nov | 24194.50 | 1197.8 | -108.90 | 13.22 | 25 | 123 | 123 |
25 Nov | 24221.90 | 1306.7 | -211.90 | 21.73 | 49 | 117 | 117 |
22 Nov | 23907.25 | 1518.6 | -551.00 | 16.82 | 8 | 107 | 107 |
21 Nov | 23349.90 | 2069.6 | 339.60 | 22.91 | 21 | 106 | 106 |
19 Nov | 23518.50 | 1730 | -149.00 | - | 12 | 100 | 100 |
18 Nov | 23453.80 | 1879 | 59.00 | 17.44 | 21 | 101 | 101 |
14 Nov | 23532.70 | 1820 | 255.00 | 19.38 | 3 | 91 | 91 |
13 Nov | 23559.05 | 1565 | 361.55 | - | 4 | 87 | 87 |
12 Nov | 23883.45 | 1203.45 | 0.00 | 0.00 | 0 | 0 | 0 |
11 Nov | 24141.30 | 1203.45 | 0.00 | 0.00 | 0 | 0 | 0 |
8 Nov | 24148.20 | 1203.45 | -176.55 | 12.62 | 85 | -10 | 87 |
7 Nov | 24199.35 | 1380 | 0.00 | 0.00 | 0 | 0 | 0 |
6 Nov | 24484.05 | 1380 | 0.00 | 0.00 | 0 | 0 | 0 |
5 Nov | 24213.30 | 1380 | 280.00 | 21.25 | 72 | 0 | 169 |
4 Nov | 23995.35 | 1100 | 0.00 | 0.00 | 0 | 0 | 0 |
1 Nov | 24304.35 | 1100 | 0.00 | 0.00 | 0 | 0 | 0 |
31 Oct | 24205.35 | 1100 | -15.00 | - | 176 | 169 | 169 |
30 Oct | 24340.85 | 1115 | 0.00 | - | 0 | 0 | 0 |
29 Oct | 24466.85 | 1115 | 0.00 | - | 0 | 0 | 0 |
28 Oct | 24339.15 | 1115 | 0.00 | - | 0 | 0 | 0 |
25 Oct | 24180.80 | 1115 | 380.00 | - | 1 | 0 | 14 |
24 Oct | 24399.40 | 735 | 0.00 | - | 0 | 0 | 0 |
23 Oct | 24435.50 | 735 | 0.00 | - | 0 | 0 | 0 |
22 Oct | 24472.10 | 735 | 0.00 | - | 0 | 0 | 0 |
21 Oct | 24781.10 | 735 | 0.00 | - | 0 | 0 | 0 |
18 Oct | 24854.05 | 735 | -35.00 | - | 9 | 0 | 14 |
17 Oct | 24749.85 | 770 | 145.35 | - | 9 | 0 | 14 |
16 Oct | 24971.30 | 624.65 | 0.00 | - | 0 | 1 | 0 |
15 Oct | 25057.35 | 624.65 | -33.05 | - | 4 | 2 | 15 |
14 Oct | 25127.95 | 657.7 | 0.00 | - | 0 | 0 | 0 |
11 Oct | 24964.25 | 657.7 | 0.00 | - | 0 | 1 | 0 |
10 Oct | 24998.45 | 657.7 | 44.60 | - | 1 | 0 | 12 |
9 Oct | 24981.95 | 613.1 | -282.05 | - | 13 | -1 | 0 |
8 Oct | 25013.15 | 895.15 | 507.05 | - | 1 | 0 | 0 |
7 Oct | 24795.75 | 388.1 | 0.00 | - | 0 | 0 | 0 |
4 Oct | 25014.60 | 388.1 | 0.00 | - | 0 | 0 | 0 |
3 Oct | 25250.10 | 388.1 | 0.00 | - | 0 | 0 | 0 |
1 Oct | 25796.90 | 388.1 | 0.00 | - | 0 | 0 | 0 |
30 Sept | 25810.85 | 388.1 | 388.10 | - | 0 | 0 | 0 |
27 Sept | 26173.35 | 0.00 | - | 0 | 0 | 0 |
For Nifty - strike price 25550 expiring on 26DEC2024
Delta for 25550 PE is -
Historical price for 25550 PE is as follows
On 26 Dec NIFTY was trading at 23761.65. The strike last trading price was 1803.15, which was 23.15 higher than the previous day. The implied volatity was -, the open interest changed by -276 which decreased total open position to 62
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 1780, which was -45.00 lower than the previous day. The implied volatity was -, the open interest changed by -40 which decreased total open position to 342
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 1825, which was 282.20 higher than the previous day. The implied volatity was 56.58, the open interest changed by -14 which decreased total open position to 387
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 1542.8, which was 12.25 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 403
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 1530.55, which was 234.55 higher than the previous day. The implied volatity was -, the open interest changed by 62 which increased total open position to 401
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 1296, which was 135.05 higher than the previous day. The implied volatity was 21.58, the open interest changed by 239 which increased total open position to 340
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 1160.95, which was 323.30 higher than the previous day. The implied volatity was -, the open interest changed by 71 which increased total open position to 102
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 837.65, which was 94.65 higher than the previous day. The implied volatity was 10.74, the open interest changed by 2 which increased total open position to 103
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 743, which was -72.35 lower than the previous day. The implied volatity was 15.09, the open interest changed by 89 which increased total open position to 102
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 815.35, 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 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 815.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -19 which decreased total open position to 0
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 815.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 815.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 35 which increased total open position to 0
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 815.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 815.35, which was -225.00 lower than the previous day. The implied volatity was 15.09, the open interest changed by 69 which increased total open position to 103
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 1040.35, which was -19.65 lower than the previous day. The implied volatity was 17.03, the open interest changed by 89 which increased total open position to 117
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 1060, which was -162.00 lower than the previous day. The implied volatity was 17.37, the open interest changed by 0 which decreased total open position to 128
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 1222, which was 102.00 higher than the previous day. The implied volatity was 18.90, the open interest changed by 100 which increased total open position to 126
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 1120, 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 1120, 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 1120, which was -77.80 lower than the previous day. The implied volatity was 12.68, the open interest changed by 108 which increased total open position to 108
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 1197.8, which was -108.90 lower than the previous day. The implied volatity was 13.22, the open interest changed by 123 which increased total open position to 123
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 1306.7, which was -211.90 lower than the previous day. The implied volatity was 21.73, the open interest changed by 117 which increased total open position to 117
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 1518.6, which was -551.00 lower than the previous day. The implied volatity was 16.82, the open interest changed by 107 which increased total open position to 107
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 2069.6, which was 339.60 higher than the previous day. The implied volatity was 22.91, the open interest changed by 106 which increased total open position to 106
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1730, which was -149.00 lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 100
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1879, which was 59.00 higher than the previous day. The implied volatity was 17.44, the open interest changed by 101 which increased total open position to 101
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1820, which was 255.00 higher than the previous day. The implied volatity was 19.38, the open interest changed by 91 which increased total open position to 91
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 1565, which was 361.55 higher than the previous day. The implied volatity was -, the open interest changed by 87 which increased total open position to 87
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1203.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 1203.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 1203.45, which was -176.55 lower than the previous day. The implied volatity was 12.62, the open interest changed by -10 which decreased total open position to 87
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 1380, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 1380, 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 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 1380, which was 280.00 higher than the previous day. The implied volatity was 21.25, the open interest changed by 0 which decreased total open position to 169
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 1100, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 1100, 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 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 1100, which was -15.00 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 1115, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct NIFTY was trading at 24466.85. The strike last trading price was 1115, 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 1115, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct NIFTY was trading at 24180.80. The strike last trading price was 1115, which was 380.00 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 735, 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 735, 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 735, 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 21 Oct NIFTY was trading at 24781.10. The strike last trading price was 735, 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 735, which was -35.00 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 770, which was 145.35 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 624.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct NIFTY was trading at 25057.35. The strike last trading price was 624.65, which was -33.05 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 657.7, 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 657.7, 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 657.7, which was 44.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct NIFTY was trading at 24981.95. The strike last trading price was 613.1, which was -282.05 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 895.15, which was 507.05 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 388.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct NIFTY was trading at 25014.60. The strike last trading price was 388.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct NIFTY was trading at 25250.10. The strike last trading price was 388.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct NIFTY was trading at 25796.90. The strike last trading price was 388.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept NIFTY was trading at 25810.85. The strike last trading price was 388.1, which was 388.10 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