NIFTY
Nifty
Historical option data for NIFTY
20 Dec 2024 04:11 PM IST
NIFTY 26DEC2024 25600 CE | ||||||||||
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Delta: 0.01
Vega: 0.75
Theta: -1.68
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
20 Dec | 23587.50 | 2.4 | -2.20 | 25.79 | 1,02,107.333 | -27,749 | 20,603.667 | |||
19 Dec | 23951.70 | 4.6 | -5.30 | 21.88 | 52,847.667 | -89,499.667 | 19,486.333 | |||
18 Dec | 24198.85 | 9.9 | 0.00 | 19.81 | 40,891 | -57,892 | 15,939.333 | |||
17 Dec | 24336.00 | 9.9 | -5.45 | 17.36 | 46,321.333 | -192.333 | 14,107.667 | |||
16 Dec | 24668.25 | 15.35 | -3.80 | 13.80 | 31,375.333 | -26,974.333 | 14,301.667 | |||
13 Dec | 24768.30 | 19.15 | 5.70 | 10.96 | 57,095.667 | -63,141.333 | 13,263.333 | |||
12 Dec | 24548.70 | 13.45 | -7.05 | 12.19 | 17,087.333 | -48,962.333 | 12,098 | |||
11 Dec | 24641.80 | 20.5 | -7.15 | 11.87 | 13,897.333 | -77,283.333 | 10,594.333 | |||
10 Dec | 24610.05 | 27.65 | -5.30 | 12.41 | 14,155 | -70,941 | 10,748.667 | |||
9 Dec | 24619.00 | 32.95 | -10.15 | 12.49 | 10,463.667 | -51,885.333 | 9,578 | |||
6 Dec | 24677.80 | 43.1 | -1.70 | 11.75 | 19,327.667 | -7,430.667 | 9,587 | |||
5 Dec | 24708.40 | 44.8 | 16.80 | 11.19 | 26,265 | -11,344.667 | 8,983 | |||
4 Dec | 24467.45 | 28 | 3.00 | 11.72 | 16,247.333 | -13,639 | 8,966 | |||
3 Dec | 24457.15 | 25 | 4.00 | 11.23 | 13,041.333 | -15,356.667 | 9,123 | |||
2 Dec | 24276.05 | 21 | 5.20 | 11.89 | 12,565.333 | -14,248.333 | 6,843.667 | |||
29 Nov | 24131.10 | 15.8 | 1.80 | 11.55 | 12,725.333 | -9,426.333 | 5,656 | |||
28 Nov | 23914.15 | 14 | -11.25 | 12.19 | 18,180.333 | 5,718 | 7,792.333 | |||
27 Nov | 24274.90 | 25.25 | -0.80 | 11.03 | 6,698 | 4,133 | 5,622.667 | |||
26 Nov | 24194.50 | 26.05 | -10.00 | 11.51 | 5,109.333 | 3,431.667 | 4,555 | |||
25 Nov | 24221.90 | 36.05 | 10.40 | 11.75 | 12,063 | 2,104.333 | 4,303.667 | |||
22 Nov | 23907.25 | 25.65 | 12.65 | 12.85 | 3,053.667 | 713.667 | 2,913 | |||
21 Nov | 23349.90 | 13 | -2.15 | 14.29 | 1,724 | 2,147 | 2,212.333 | |||
19 Nov | 23518.50 | 15.15 | -2.35 | 13.43 | 2,031.667 | 2,041.667 | 2,088 | |||
18 Nov | 23453.80 | 17.5 | -9.20 | 13.61 | 2,736 | 1,869.667 | 1,912.333 | |||
14 Nov | 23532.70 | 26.7 | -6.05 | 13.35 | 1,834 | 1,928.333 | 1,965 | |||
13 Nov | 23559.05 | 32.75 | -8.60 | 13.47 | 5,568.333 | 1,883.667 | 1,924.333 | |||
12 Nov | 23883.45 | 41.35 | -14.20 | 12.42 | 3,690 | 2,277.667 | 2,309.667 | |||
11 Nov | 24141.30 | 55.55 | -15.75 | 11.25 | 4,931.333 | 2,181.667 | 2,203 | |||
8 Nov | 24148.20 | 71.3 | -20.30 | 11.69 | 2,565.333 | 1,088.667 | 1,116.667 | |||
7 Nov | 24199.35 | 91.6 | -56.40 | 11.88 | 814.333 | 1,751.333 | 1,764 | |||
6 Nov | 24484.05 | 148 | 36.00 | 11.56 | 1,230 | 1,713.667 | 1,729 | |||
5 Nov | 24213.30 | 112 | 12.30 | 12.39 | 962 | 1,803.667 | 1,817.333 | |||
4 Nov | 23995.35 | 99.7 | -44.05 | 13.24 | 2,460.333 | 1,516.667 | 1,523.667 | |||
1 Nov | 24304.35 | 143.75 | -10.20 | 12.17 | 131 | 543 | 550 | |||
31 Oct | 24205.35 | 153.95 | -18.05 | - | 381.667 | 527.667 | 532.333 | |||
30 Oct | 24340.85 | 172 | -11.50 | - | 353 | 627.667 | 628.667 | |||
29 Oct | 24466.85 | 183.5 | 28.40 | - | 212 | 864.667 | 865 | |||
28 Oct | 24339.15 | 155.1 | 11.95 | - | 841.333 | 488 | 866 | |||
25 Oct | 24180.80 | 143.15 | -58.85 | - | 819 | 79.667 | 378 | |||
24 Oct | 24399.40 | 202 | -11.55 | - | 288 | 52 | 298.667 | |||
23 Oct | 24435.50 | 213.55 | -36.45 | - | 152.667 | 32.667 | 241.667 | |||
22 Oct | 24472.10 | 250 | -68.30 | - | 387 | 41.667 | 209 | |||
21 Oct | 24781.10 | 318.3 | -67.65 | - | 62.667 | 23 | 164.667 | |||
18 Oct | 24854.05 | 385.95 | 27.30 | - | 148 | 12 | 142 | |||
17 Oct | 24749.85 | 358.65 | -87.15 | - | 86.667 | 12.667 | 130 | |||
16 Oct | 24971.30 | 445.8 | -34.20 | - | 24.333 | 4 | 118 | |||
15 Oct | 25057.35 | 480 | -65.10 | - | 6.667 | 1.333 | 114 | |||
14 Oct | 25127.95 | 545.1 | 65.00 | - | 13.667 | 5.333 | 113.333 | |||
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11 Oct | 24964.25 | 480.1 | -67.90 | - | 14.333 | 2.333 | 108 | |||
10 Oct | 24998.45 | 548 | -36.55 | - | 4.667 | 1.667 | 105.333 | |||
9 Oct | 24981.95 | 584.55 | 16.30 | - | 30.667 | -7 | 103.333 | |||
8 Oct | 25013.15 | 568.25 | 62.60 | - | 45 | 16.333 | 110.667 | |||
7 Oct | 24795.75 | 505.65 | -98.10 | - | 149.667 | -9.333 | 95.333 | |||
4 Oct | 25014.60 | 603.75 | -104.25 | - | 93 | 44.667 | 104.667 | |||
3 Oct | 25250.10 | 708 | -773.25 | - | 121.333 | 59.667 | 59.667 | |||
1 Oct | 25796.90 | 1481.25 | 0.00 | - | 0 | 0 | 0 | |||
30 Sept | 25810.85 | 1481.25 | 0.00 | - | 0 | 0 | 0 | |||
27 Sept | 26173.35 | 1481.25 | - | 0 | 0 | 0 |
For Nifty - strike price 25600 expiring on 26DEC2024
Delta for 25600 CE is 0.01
Historical price for 25600 CE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 2.4, which was -2.20 lower than the previous day. The implied volatity was 25.79, the open interest changed by -83247 which decreased total open position to 61811
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 4.6, which was -5.30 lower than the previous day. The implied volatity was 21.88, the open interest changed by -268499 which decreased total open position to 58459
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 9.9, which was 0.00 lower than the previous day. The implied volatity was 19.81, the open interest changed by -173676 which decreased total open position to 47818
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 9.9, which was -5.45 lower than the previous day. The implied volatity was 17.36, the open interest changed by -577 which decreased total open position to 42323
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 15.35, which was -3.80 lower than the previous day. The implied volatity was 13.80, the open interest changed by -80923 which decreased total open position to 42905
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 19.15, which was 5.70 higher than the previous day. The implied volatity was 10.96, the open interest changed by -189424 which decreased total open position to 39790
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 13.45, which was -7.05 lower than the previous day. The implied volatity was 12.19, the open interest changed by -146887 which decreased total open position to 36294
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 20.5, which was -7.15 lower than the previous day. The implied volatity was 11.87, the open interest changed by -231850 which decreased total open position to 31783
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 27.65, which was -5.30 lower than the previous day. The implied volatity was 12.41, the open interest changed by -212823 which decreased total open position to 32246
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 32.95, which was -10.15 lower than the previous day. The implied volatity was 12.49, the open interest changed by -155656 which decreased total open position to 28734
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 43.1, which was -1.70 lower than the previous day. The implied volatity was 11.75, the open interest changed by -22292 which decreased total open position to 28761
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 44.8, which was 16.80 higher than the previous day. The implied volatity was 11.19, the open interest changed by -34034 which decreased total open position to 26949
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 28, which was 3.00 higher than the previous day. The implied volatity was 11.72, the open interest changed by -40917 which decreased total open position to 26898
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 25, which was 4.00 higher than the previous day. The implied volatity was 11.23, the open interest changed by -46070 which decreased total open position to 27369
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 21, which was 5.20 higher than the previous day. The implied volatity was 11.89, the open interest changed by -42745 which decreased total open position to 20531
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 15.8, which was 1.80 higher than the previous day. The implied volatity was 11.55, the open interest changed by -28279 which decreased total open position to 16968
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 14, which was -11.25 lower than the previous day. The implied volatity was 12.19, the open interest changed by 17154 which increased total open position to 23377
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 25.25, which was -0.80 lower than the previous day. The implied volatity was 11.03, the open interest changed by 12399 which increased total open position to 16868
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 26.05, which was -10.00 lower than the previous day. The implied volatity was 11.51, the open interest changed by 10295 which increased total open position to 13665
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 36.05, which was 10.40 higher than the previous day. The implied volatity was 11.75, the open interest changed by 6313 which increased total open position to 12911
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 25.65, which was 12.65 higher than the previous day. The implied volatity was 12.85, the open interest changed by 2141 which increased total open position to 8739
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 13, which was -2.15 lower than the previous day. The implied volatity was 14.29, the open interest changed by 6441 which increased total open position to 6637
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 15.15, which was -2.35 lower than the previous day. The implied volatity was 13.43, the open interest changed by 6125 which increased total open position to 6264
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 17.5, which was -9.20 lower than the previous day. The implied volatity was 13.61, the open interest changed by 5609 which increased total open position to 5737
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 26.7, which was -6.05 lower than the previous day. The implied volatity was 13.35, the open interest changed by 5785 which increased total open position to 5895
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 32.75, which was -8.60 lower than the previous day. The implied volatity was 13.47, the open interest changed by 5651 which increased total open position to 5773
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 41.35, which was -14.20 lower than the previous day. The implied volatity was 12.42, the open interest changed by 6833 which increased total open position to 6929
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 55.55, which was -15.75 lower than the previous day. The implied volatity was 11.25, the open interest changed by 6545 which increased total open position to 6609
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 71.3, which was -20.30 lower than the previous day. The implied volatity was 11.69, the open interest changed by 3266 which increased total open position to 3350
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 91.6, which was -56.40 lower than the previous day. The implied volatity was 11.88, the open interest changed by 5254 which increased total open position to 5292
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 148, which was 36.00 higher than the previous day. The implied volatity was 11.56, the open interest changed by 5141 which increased total open position to 5187
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 112, which was 12.30 higher than the previous day. The implied volatity was 12.39, the open interest changed by 5411 which increased total open position to 5452
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 99.7, which was -44.05 lower than the previous day. The implied volatity was 13.24, the open interest changed by 4550 which increased total open position to 4571
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 143.75, which was -10.20 lower than the previous day. The implied volatity was 12.17, the open interest changed by 1629 which increased total open position to 1650
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 153.95, 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 30 Oct NIFTY was trading at 24340.85. The strike last trading price was 172, which was -11.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct NIFTY was trading at 24466.85. The strike last trading price was 183.5, which was 28.40 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 155.1, which was 11.95 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 143.15, which was -58.85 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 202, which was -11.55 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 213.55, which was -36.45 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 250, which was -68.30 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 318.3, which was -67.65 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 385.95, which was 27.30 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 358.65, which was -87.15 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 445.8, which was -34.20 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 480, which was -65.10 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 545.1, which was 65.00 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 480.1, which was -67.90 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 548, which was -36.55 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 584.55, which was 16.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 568.25, which was 62.60 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 505.65, which was -98.10 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 603.75, which was -104.25 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 708, which was -773.25 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 1481.25, 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 1481.25, 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 27 Sept NIFTY was trading at 26173.35. The strike last trading price was 1481.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
NIFTY 26DEC2024 25600 PE | |||||||
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Delta: -0.94
Vega: 3.74
Theta: -5.65
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
20 Dec | 23587.50 | 1958.45 | 380.75 | 39.28 | 37 | 0.333 | 524.333 |
19 Dec | 23951.70 | 1577.7 | 231.70 | - | 70.333 | 17 | 525.333 |
18 Dec | 24198.85 | 1346 | 142.15 | 22.25 | 47.667 | 3 | 508 |
17 Dec | 24336.00 | 1203.85 | 316.65 | - | 6 | -0.667 | 505 |
16 Dec | 24668.25 | 887.2 | 127.35 | 11.15 | 53.667 | 19.667 | 506.667 |
13 Dec | 24768.30 | 759.85 | -194.75 | 12.58 | 51.667 | -12 | 486 |
12 Dec | 24548.70 | 954.6 | 75.20 | - | 7.667 | 0.667 | 498 |
11 Dec | 24641.80 | 879.4 | -59.00 | 10.88 | 26 | 1.333 | 502.667 |
10 Dec | 24610.05 | 938.4 | 13.65 | 16.42 | 20 | 2 | 502.333 |
9 Dec | 24619.00 | 924.75 | 64.75 | 15.68 | 10 | 4 | 500.333 |
6 Dec | 24677.80 | 860 | 6.35 | 13.71 | 77.667 | -4.333 | 495.667 |
5 Dec | 24708.40 | 853.65 | -197.35 | 15.03 | 216.667 | -31.333 | 486.667 |
4 Dec | 24467.45 | 1051 | -16.25 | 14.96 | 37.667 | 2.333 | 518 |
3 Dec | 24457.15 | 1067.25 | -117.75 | 15.21 | 33.333 | 9.333 | 514 |
2 Dec | 24276.05 | 1185 | -90.00 | 12.92 | 10.333 | -8.333 | 504.667 |
29 Nov | 24131.10 | 1275 | -184.20 | - | 8 | 2 | 512.667 |
28 Nov | 23914.15 | 1459.2 | 304.20 | 12.25 | 120 | 51 | 508.667 |
27 Nov | 24274.90 | 1155 | -96.65 | 11.89 | 55.667 | -6 | 453.667 |
26 Nov | 24194.50 | 1251.65 | 62.60 | 13.94 | 210 | 47 | 460 |
25 Nov | 24221.90 | 1189.05 | -383.55 | 13.31 | 72 | 1.667 | 413 |
22 Nov | 23907.25 | 1572.6 | -507.40 | 17.49 | 13 | 0.667 | 412 |
21 Nov | 23349.90 | 2080 | 180.00 | 20.56 | 5.667 | 0 | 411.333 |
19 Nov | 23518.50 | 1900 | -10.00 | 15.68 | 5 | 0 | 411.333 |
18 Nov | 23453.80 | 1910 | 136.30 | 16.20 | 3.667 | -2 | 413 |
14 Nov | 23532.70 | 1773.7 | -97.45 | 12.95 | 0.333 | 0 | 415.333 |
13 Nov | 23559.05 | 1871.15 | 370.75 | 21.70 | 1.333 | -0.333 | 415 |
12 Nov | 23883.45 | 1500.4 | 330.35 | 12.87 | 42.667 | 5 | 416.667 |
11 Nov | 24141.30 | 1170.05 | -79.75 | 7.07 | 1 | -0.667 | 412 |
8 Nov | 24148.20 | 1249.8 | 38.75 | 12.83 | 0.333 | 0 | 412.667 |
7 Nov | 24199.35 | 1211.05 | 215.85 | 14.19 | 0.667 | 0 | 413 |
6 Nov | 24484.05 | 995.2 | -249.20 | 14.43 | 16 | 0.333 | 413 |
5 Nov | 24213.30 | 1244.4 | -197.35 | 15.63 | 2 | 0.667 | 413 |
4 Nov | 23995.35 | 1441.75 | 249.75 | 17.04 | 2 | 0 | 412 |
1 Nov | 24304.35 | 1192 | -24.05 | 16.43 | 36.667 | 0 | 412 |
31 Oct | 24205.35 | 1216.05 | 180.05 | - | 4.333 | 3.667 | 412 |
30 Oct | 24340.85 | 1036 | 26.05 | - | 2.333 | -0.667 | 408.667 |
29 Oct | 24466.85 | 1009.95 | -49.90 | - | 6 | 1 | 409.667 |
28 Oct | 24339.15 | 1059.85 | 144.85 | - | 2 | 408.667 | 408.667 |
25 Oct | 24180.80 | 915 | 0.00 | - | 0 | 0 | 0 |
24 Oct | 24399.40 | 915 | 0.00 | - | 0 | -7 | 0 |
23 Oct | 24435.50 | 915 | -90.60 | - | 13 | -7 | 408.667 |
22 Oct | 24472.10 | 1005.6 | 170.60 | - | 9.667 | -1.667 | 415.667 |
21 Oct | 24781.10 | 835 | 124.55 | - | 22.333 | -0.333 | 417.333 |
18 Oct | 24854.05 | 710.45 | -123.60 | - | 8.667 | 0.667 | 418 |
17 Oct | 24749.85 | 834.05 | 168.35 | - | 0.667 | 0 | 417.333 |
16 Oct | 24971.30 | 665.7 | 17.25 | - | 7 | 0 | 417.333 |
15 Oct | 25057.35 | 648.45 | 34.65 | - | 1.667 | 0 | 417.333 |
14 Oct | 25127.95 | 613.8 | -87.90 | - | 2.667 | 0.333 | 418 |
11 Oct | 24964.25 | 701.7 | 0.00 | - | 0.667 | 0 | 418 |
10 Oct | 24998.45 | 701.7 | -45.55 | - | 4.333 | 0 | 417.333 |
9 Oct | 24981.95 | 747.25 | -2.75 | - | 2 | 0.667 | 417 |
8 Oct | 25013.15 | 750 | -30.00 | - | 1 | -0.333 | 415.667 |
7 Oct | 24795.75 | 780 | 54.50 | - | 8 | -0.333 | 416.333 |
4 Oct | 25014.60 | 725.5 | 156.20 | - | 529 | 392 | 418.667 |
3 Oct | 25250.10 | 569.3 | 166.95 | - | 69.333 | 15.333 | 29 |
1 Oct | 25796.90 | 402.35 | -4.55 | - | 21.667 | 7 | 13.333 |
30 Sept | 25810.85 | 406.9 | 84.90 | - | 5.333 | 4 | 6.333 |
27 Sept | 26173.35 | 322.00 | - | 2.667 | 2.333 | 2.333 |
For Nifty - strike price 25600 expiring on 26DEC2024
Delta for 25600 PE is -0.94
Historical price for 25600 PE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 1958.45, which was 380.75 higher than the previous day. The implied volatity was 39.28, the open interest changed by 1 which increased total open position to 1573
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 1577.7, which was 231.70 higher than the previous day. The implied volatity was -, the open interest changed by 51 which increased total open position to 1576
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 1346, which was 142.15 higher than the previous day. The implied volatity was 22.25, the open interest changed by 9 which increased total open position to 1524
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 1203.85, which was 316.65 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 1515
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 887.2, which was 127.35 higher than the previous day. The implied volatity was 11.15, the open interest changed by 59 which increased total open position to 1520
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 759.85, which was -194.75 lower than the previous day. The implied volatity was 12.58, the open interest changed by -36 which decreased total open position to 1458
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 954.6, which was 75.20 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 1494
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 879.4, which was -59.00 lower than the previous day. The implied volatity was 10.88, the open interest changed by 4 which increased total open position to 1508
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 938.4, which was 13.65 higher than the previous day. The implied volatity was 16.42, the open interest changed by 6 which increased total open position to 1507
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 924.75, which was 64.75 higher than the previous day. The implied volatity was 15.68, the open interest changed by 12 which increased total open position to 1501
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 860, which was 6.35 higher than the previous day. The implied volatity was 13.71, the open interest changed by -13 which decreased total open position to 1487
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 853.65, which was -197.35 lower than the previous day. The implied volatity was 15.03, the open interest changed by -94 which decreased total open position to 1460
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 1051, which was -16.25 lower than the previous day. The implied volatity was 14.96, the open interest changed by 7 which increased total open position to 1554
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 1067.25, which was -117.75 lower than the previous day. The implied volatity was 15.21, the open interest changed by 28 which increased total open position to 1542
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 1185, which was -90.00 lower than the previous day. The implied volatity was 12.92, the open interest changed by -25 which decreased total open position to 1514
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 1275, which was -184.20 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 1538
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 1459.2, which was 304.20 higher than the previous day. The implied volatity was 12.25, the open interest changed by 153 which increased total open position to 1526
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 1155, which was -96.65 lower than the previous day. The implied volatity was 11.89, the open interest changed by -18 which decreased total open position to 1361
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 1251.65, which was 62.60 higher than the previous day. The implied volatity was 13.94, the open interest changed by 141 which increased total open position to 1380
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 1189.05, which was -383.55 lower than the previous day. The implied volatity was 13.31, the open interest changed by 5 which increased total open position to 1239
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 1572.6, which was -507.40 lower than the previous day. The implied volatity was 17.49, the open interest changed by 2 which increased total open position to 1236
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 2080, which was 180.00 higher than the previous day. The implied volatity was 20.56, the open interest changed by 0 which decreased total open position to 1234
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1900, which was -10.00 lower than the previous day. The implied volatity was 15.68, the open interest changed by 0 which decreased total open position to 1234
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1910, which was 136.30 higher than the previous day. The implied volatity was 16.20, the open interest changed by -6 which decreased total open position to 1239
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1773.7, which was -97.45 lower than the previous day. The implied volatity was 12.95, the open interest changed by 0 which decreased total open position to 1246
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 1871.15, which was 370.75 higher than the previous day. The implied volatity was 21.70, the open interest changed by -1 which decreased total open position to 1245
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1500.4, which was 330.35 higher than the previous day. The implied volatity was 12.87, the open interest changed by 15 which increased total open position to 1250
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 1170.05, which was -79.75 lower than the previous day. The implied volatity was 7.07, the open interest changed by -2 which decreased total open position to 1236
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 1249.8, which was 38.75 higher than the previous day. The implied volatity was 12.83, the open interest changed by 0 which decreased total open position to 1238
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 1211.05, which was 215.85 higher than the previous day. The implied volatity was 14.19, the open interest changed by 0 which decreased total open position to 1239
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 995.2, which was -249.20 lower than the previous day. The implied volatity was 14.43, the open interest changed by 1 which increased total open position to 1239
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 1244.4, which was -197.35 lower than the previous day. The implied volatity was 15.63, the open interest changed by 2 which increased total open position to 1239
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 1441.75, which was 249.75 higher than the previous day. The implied volatity was 17.04, the open interest changed by 0 which decreased total open position to 1236
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 1192, which was -24.05 lower than the previous day. The implied volatity was 16.43, the open interest changed by 0 which decreased total open position to 1236
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 1216.05, which was 180.05 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 1036, which was 26.05 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 1009.95, which was -49.90 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 1059.85, which was 144.85 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 915, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct NIFTY was trading at 24399.40. The strike last trading price was 915, 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 915, which was -90.60 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 1005.6, which was 170.60 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 835, which was 124.55 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 710.45, which was -123.60 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 834.05, which was 168.35 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 665.7, which was 17.25 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 648.45, which was 34.65 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 613.8, which was -87.90 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 701.7, 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 701.7, which was -45.55 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 747.25, which was -2.75 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 750, which was -30.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 780, which was 54.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct NIFTY was trading at 25014.60. The strike last trading price was 725.5, which was 156.20 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 569.3, which was 166.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct NIFTY was trading at 25796.90. The strike last trading price was 402.35, which was -4.55 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 406.9, which was 84.90 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 322.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to