NIFTY
Nifty
Historical option data for NIFTY
26 Dec 2024 04:11 PM IST
NIFTY 26DEC2024 25650 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
26 Dec | 23750.20 | 0.05 | -0.75 | - | 99,838 | 877 | 13,330 | |||
24 Dec | 23727.65 | 0.8 | -0.60 | 38.91 | 40,325 | -341 | 12,327 | |||
23 Dec | 23753.45 | 1.4 | -1.50 | 33.33 | 88,237 | -3,322 | 12,669 | |||
20 Dec | 23587.50 | 2.9 | -1.90 | 26.96 | 1,21,961 | -15,797 | 16,147 | |||
19 Dec | 23951.70 | 4.8 | -5.30 | 22.58 | 31,064 | -1,44,897 | 8,721 | |||
18 Dec | 24198.85 | 10.1 | 1.35 | 20.47 | 21,070 | -73,101 | 5,482 | |||
17 Dec | 24336.00 | 8.75 | -4.75 | 17.54 | 26,836 | -56,364 | 4,942 | |||
16 Dec | 24668.25 | 13.5 | -3.50 | 14.01 | 25,254 | 1,966 | 6,060 | |||
13 Dec | 24768.30 | 17 | 5.30 | 11.19 | 29,905 | 536 | 4,177 | |||
12 Dec | 24548.70 | 11.7 | -5.90 | 12.32 | 9,815 | -48,939 | 3,638 | |||
11 Dec | 24641.80 | 17.6 | -6.00 | 11.95 | 5,860 | -64,077 | 3,070 | |||
10 Dec | 24610.05 | 23.6 | -4.75 | 12.43 | 9,170 | -71,923 | 2,762 | |||
9 Dec | 24619.00 | 28.35 | -9.85 | 12.50 | 9,200 | -2,389 | 4,408 | |||
6 Dec | 24677.80 | 38.2 | -1.70 | 11.83 | 12,547 | 2,781 | 6,880 | |||
5 Dec | 24708.40 | 39.9 | 15.90 | 11.29 | 14,487 | -2,167 | 4,100 | |||
4 Dec | 24467.45 | 24 | 1.65 | 11.71 | 8,680 | -7,836 | 2,124 | |||
3 Dec | 24457.15 | 22.35 | 3.15 | 11.34 | 1,926 | 940 | 1,205 | |||
2 Dec | 24276.05 | 19.2 | 5.05 | 12.04 | 2,221 | 975 | 1,154 | |||
29 Nov | 24131.10 | 14.15 | 0.15 | 11.63 | 1,506 | 1,094 | 1,150 | |||
28 Nov | 23914.15 | 14 | -9.30 | 12.52 | 4,045 | 307 | 1,256 | |||
27 Nov | 24274.90 | 23.3 | -0.75 | 11.18 | 1,139 | 72 | 948 | |||
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26 Nov | 24194.50 | 24.05 | -8.90 | 11.65 | 909 | 175 | 826 | |||
25 Nov | 24221.90 | 32.95 | 9.65 | 11.85 | 1,767 | 89 | 642 | |||
22 Nov | 23907.25 | 23.3 | 11.90 | 12.90 | 609 | 166 | 719 | |||
21 Nov | 23349.90 | 11.4 | -4.50 | 14.25 | 570 | 556 | 556 | |||
19 Nov | 23518.50 | 15.9 | -1.70 | 13.83 | 1,057 | 611 | 642 | |||
18 Nov | 23453.80 | 17.6 | -8.55 | 13.90 | 1,748 | 216 | 216 | |||
14 Nov | 23532.70 | 26.15 | -7.95 | 13.57 | 469 | 236 | 238 | |||
13 Nov | 23559.05 | 34.1 | -4.80 | 13.88 | 520 | 153 | 155 | |||
12 Nov | 23883.45 | 38.9 | -28.50 | 12.54 | 744 | 373 | 375 | |||
11 Nov | 24141.30 | 67.4 | 1.40 | 12.25 | 307 | 481 | 481 | |||
8 Nov | 24148.20 | 66 | -20.30 | 11.74 | 152 | -13 | 312 | |||
7 Nov | 24199.35 | 86.3 | -61.75 | 11.98 | 161 | 321 | 323 | |||
6 Nov | 24484.05 | 148.05 | 37.30 | 11.96 | 208 | 45 | 335 | |||
5 Nov | 24213.30 | 110.75 | 16.25 | 12.69 | 67 | -10 | 289 | |||
4 Nov | 23995.35 | 94.5 | -42.50 | 13.33 | 359 | 301 | 302 | |||
1 Nov | 24304.35 | 137 | 0.00 | 0.00 | 0 | 1 | 0 | |||
31 Oct | 24205.35 | 137 | -14.05 | - | 21 | 116 | 116 | |||
30 Oct | 24340.85 | 151.05 | 0.00 | - | 0 | -1 | 0 | |||
29 Oct | 24466.85 | 151.05 | 0.00 | - | 1 | 0 | 101 | |||
28 Oct | 24339.15 | 151.05 | 16.80 | - | 8 | 2 | 101 | |||
25 Oct | 24180.80 | 134.25 | -245.90 | - | 5 | 4 | 99 | |||
24 Oct | 24399.40 | 380.15 | 0.00 | - | 0 | 0 | 95 | |||
23 Oct | 24435.50 | 380.15 | 0.00 | - | 0 | 0 | 95 | |||
22 Oct | 24472.10 | 380.15 | 0.00 | - | 0 | 0 | 0 | |||
21 Oct | 24781.10 | 380.15 | 0.00 | - | 0 | 0 | 0 | |||
18 Oct | 24854.05 | 380.15 | 0.00 | - | 0 | 18 | 0 | |||
17 Oct | 24749.85 | 380.15 | -40.90 | - | 18 | 0 | 77 | |||
16 Oct | 24971.30 | 421.05 | -45.30 | - | 1 | 0 | 78 | |||
15 Oct | 25057.35 | 466.35 | 6.70 | - | 18 | 0 | 60 | |||
14 Oct | 25127.95 | 459.65 | 0.00 | - | 0 | 0 | 0 | |||
11 Oct | 24964.25 | 459.65 | -54.40 | - | 1 | 0 | 60 | |||
10 Oct | 24998.45 | 514.05 | -5.40 | - | 3 | 0 | 60 | |||
9 Oct | 24981.95 | 519.45 | 29.40 | - | 38 | 0 | 62 | |||
8 Oct | 25013.15 | 490.05 | 0.00 | - | 0 | -8 | 0 | |||
7 Oct | 24795.75 | 490.05 | -63.90 | - | 10 | -1 | 69 | |||
4 Oct | 25014.60 | 553.95 | -163.45 | - | 11 | 3 | 70 | |||
3 Oct | 25250.10 | 717.4 | -730.55 | - | 124 | 71 | 71 | |||
1 Oct | 25796.90 | 1447.95 | 0.00 | - | 0 | 0 | 0 | |||
30 Sept | 25810.85 | 1447.95 | 1447.95 | - | 0 | 0 | 0 | |||
27 Sept | 26173.35 | 0.00 | - | 0 | 0 | 0 |
For Nifty - strike price 25650 expiring on 26DEC2024
Delta for 25650 CE is -
Historical price for 25650 CE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 0.05, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by 877 which increased total open position to 13330
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 0.8, which was -0.60 lower than the previous day. The implied volatity was 38.91, the open interest changed by -341 which decreased total open position to 12327
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 1.4, which was -1.50 lower than the previous day. The implied volatity was 33.33, the open interest changed by -3322 which decreased total open position to 12669
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 2.9, which was -1.90 lower than the previous day. The implied volatity was 26.96, the open interest changed by -15797 which decreased total open position to 16147
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 4.8, which was -5.30 lower than the previous day. The implied volatity was 22.58, the open interest changed by -144897 which decreased total open position to 8721
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 10.1, which was 1.35 higher than the previous day. The implied volatity was 20.47, the open interest changed by -73101 which decreased total open position to 5482
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 8.75, which was -4.75 lower than the previous day. The implied volatity was 17.54, the open interest changed by -56364 which decreased total open position to 4942
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 13.5, which was -3.50 lower than the previous day. The implied volatity was 14.01, the open interest changed by 1966 which increased total open position to 6060
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 17, which was 5.30 higher than the previous day. The implied volatity was 11.19, the open interest changed by 536 which increased total open position to 4177
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 11.7, which was -5.90 lower than the previous day. The implied volatity was 12.32, the open interest changed by -48939 which decreased total open position to 3638
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 17.6, which was -6.00 lower than the previous day. The implied volatity was 11.95, the open interest changed by -64077 which decreased total open position to 3070
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 23.6, which was -4.75 lower than the previous day. The implied volatity was 12.43, the open interest changed by -71923 which decreased total open position to 2762
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 28.35, which was -9.85 lower than the previous day. The implied volatity was 12.50, the open interest changed by -2389 which decreased total open position to 4408
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 38.2, which was -1.70 lower than the previous day. The implied volatity was 11.83, the open interest changed by 2781 which increased total open position to 6880
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 39.9, which was 15.90 higher than the previous day. The implied volatity was 11.29, the open interest changed by -2167 which decreased total open position to 4100
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 24, which was 1.65 higher than the previous day. The implied volatity was 11.71, the open interest changed by -7836 which decreased total open position to 2124
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 22.35, which was 3.15 higher than the previous day. The implied volatity was 11.34, the open interest changed by 940 which increased total open position to 1205
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 19.2, which was 5.05 higher than the previous day. The implied volatity was 12.04, the open interest changed by 975 which increased total open position to 1154
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 14.15, which was 0.15 higher than the previous day. The implied volatity was 11.63, the open interest changed by 1094 which increased total open position to 1150
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 14, which was -9.30 lower than the previous day. The implied volatity was 12.52, the open interest changed by 307 which increased total open position to 1256
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 23.3, which was -0.75 lower than the previous day. The implied volatity was 11.18, the open interest changed by 72 which increased total open position to 948
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 24.05, which was -8.90 lower than the previous day. The implied volatity was 11.65, the open interest changed by 175 which increased total open position to 826
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 32.95, which was 9.65 higher than the previous day. The implied volatity was 11.85, the open interest changed by 89 which increased total open position to 642
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 23.3, which was 11.90 higher than the previous day. The implied volatity was 12.90, the open interest changed by 166 which increased total open position to 719
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 11.4, which was -4.50 lower than the previous day. The implied volatity was 14.25, the open interest changed by 556 which increased total open position to 556
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 15.9, which was -1.70 lower than the previous day. The implied volatity was 13.83, the open interest changed by 611 which increased total open position to 642
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 17.6, which was -8.55 lower than the previous day. The implied volatity was 13.90, the open interest changed by 216 which increased total open position to 216
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 26.15, which was -7.95 lower than the previous day. The implied volatity was 13.57, the open interest changed by 236 which increased total open position to 238
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 34.1, which was -4.80 lower than the previous day. The implied volatity was 13.88, the open interest changed by 153 which increased total open position to 155
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 38.9, which was -28.50 lower than the previous day. The implied volatity was 12.54, the open interest changed by 373 which increased total open position to 375
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 67.4, which was 1.40 higher than the previous day. The implied volatity was 12.25, the open interest changed by 481 which increased total open position to 481
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 66, which was -20.30 lower than the previous day. The implied volatity was 11.74, the open interest changed by -13 which decreased total open position to 312
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 86.3, which was -61.75 lower than the previous day. The implied volatity was 11.98, the open interest changed by 321 which increased total open position to 323
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 148.05, which was 37.30 higher than the previous day. The implied volatity was 11.96, the open interest changed by 45 which increased total open position to 335
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 110.75, which was 16.25 higher than the previous day. The implied volatity was 12.69, the open interest changed by -10 which decreased total open position to 289
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 94.5, which was -42.50 lower than the previous day. The implied volatity was 13.33, the open interest changed by 301 which increased total open position to 302
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 137, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 137, which was -14.05 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 151.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct NIFTY was trading at 24466.85. The strike last trading price was 151.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct NIFTY was trading at 24339.15. The strike last trading price was 151.05, which was 16.80 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 134.25, which was -245.90 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 380.15, 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 380.15, 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 380.15, 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 380.15, 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 380.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 380.15, which was -40.90 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 421.05, which was -45.30 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 466.35, which was 6.70 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 459.65, 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 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 459.65, which was -54.40 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 514.05, which was -5.40 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 519.45, which was 29.40 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 490.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 490.05, which was -63.90 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 553.95, which was -163.45 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 717.4, which was -730.55 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 1447.95, 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 1447.95, which was 1447.95 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 25650 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
26 Dec | 23750.20 | 1896.8 | 56.80 | - | 247 | -199 | 52 |
24 Dec | 23727.65 | 1840 | 94.80 | - | 111 | -72 | 271 |
23 Dec | 23753.45 | 1745.2 | 0.00 | 0.00 | 0 | 2 | 0 |
20 Dec | 23587.50 | 1745.2 | 106.20 | - | 2 | 331 | 341 |
19 Dec | 23951.70 | 1639 | 225.30 | 14.93 | 108 | 295 | 305 |
18 Dec | 24198.85 | 1413.7 | 175.55 | 26.68 | 3 | -2 | 233 |
17 Dec | 24336.00 | 1238.15 | 324.15 | - | 2 | 230 | 235 |
16 Dec | 24668.25 | 914 | 109.00 | - | 2 | 233 | 235 |
13 Dec | 24768.30 | 805 | -199.00 | 12.72 | 4 | 133 | 236 |
12 Dec | 24548.70 | 1004 | 104.00 | - | 3 | 239 | 239 |
11 Dec | 24641.80 | 900 | 1.65 | - | 8 | 241 | 241 |
10 Dec | 24610.05 | 898.35 | 0.00 | 0.00 | 0 | 116 | 0 |
9 Dec | 24619.00 | 898.35 | 0.00 | 0.00 | 0 | 0 | 0 |
6 Dec | 24677.80 | 898.35 | -43.40 | 13.43 | 39 | 196 | 245 |
5 Dec | 24708.40 | 941.75 | -186.50 | 17.80 | 29 | 245 | 247 |
4 Dec | 24467.45 | 1128.25 | 0.00 | 0.00 | 0 | 2 | 0 |
3 Dec | 24457.15 | 1128.25 | -69.65 | 16.47 | 8 | 257 | 257 |
2 Dec | 24276.05 | 1197.9 | -140.00 | - | 32 | 253 | 253 |
29 Nov | 24131.10 | 1337.9 | -143.80 | 7.04 | 6 | 0 | 277 |
28 Nov | 23914.15 | 1481.7 | 323.70 | - | 273 | 277 | 277 |
27 Nov | 24274.90 | 1158 | -132.00 | - | 1 | 84 | 84 |
26 Nov | 24194.50 | 1290 | -523.65 | 13.45 | 5 | 80 | 80 |
25 Nov | 24221.90 | 1813.65 | 0.00 | 0.00 | 0 | 0 | 0 |
22 Nov | 23907.25 | 1813.65 | 0.00 | 0.00 | 0 | 0 | 0 |
21 Nov | 23349.90 | 1813.65 | 0.00 | 0.00 | 0 | 0 | 0 |
19 Nov | 23518.50 | 1813.65 | 0.00 | 0.00 | 0 | 0 | 0 |
18 Nov | 23453.80 | 1813.65 | 0.00 | 0.00 | 0 | -42 | 0 |
14 Nov | 23532.70 | 1813.65 | 503.65 | 11.96 | 115 | 80 | 80 |
13 Nov | 23559.05 | 1310 | 0.00 | 0.00 | 0 | 0 | 0 |
12 Nov | 23883.45 | 1310 | 105.00 | - | 42 | 22 | 142 |
11 Nov | 24141.30 | 1205 | -265.00 | - | 10 | 120 | 120 |
8 Nov | 24148.20 | 1470 | 0.00 | 0.00 | 0 | 0 | 0 |
7 Nov | 24199.35 | 1470 | 0.00 | 0.00 | 0 | 0 | 0 |
6 Nov | 24484.05 | 1470 | 0.00 | 0.00 | 0 | 0 | 0 |
5 Nov | 24213.30 | 1470 | 252.00 | 21.86 | 65 | 0 | 53 |
4 Nov | 23995.35 | 1218 | 0.00 | 0.00 | 0 | 0 | 0 |
1 Nov | 24304.35 | 1218 | 338.00 | 16.10 | 40 | 13 | 13 |
31 Oct | 24205.35 | 880 | 0.00 | - | 0 | 0 | 0 |
30 Oct | 24340.85 | 880 | 0.00 | - | 0 | 0 | 0 |
29 Oct | 24466.85 | 880 | 0.00 | - | 0 | 0 | 0 |
28 Oct | 24339.15 | 880 | 0.00 | - | 0 | 0 | 0 |
25 Oct | 24180.80 | 880 | 0.00 | - | 0 | 0 | 0 |
24 Oct | 24399.40 | 880 | 0.00 | - | 0 | 0 | 0 |
23 Oct | 24435.50 | 880 | 0.00 | - | 0 | 0 | 0 |
22 Oct | 24472.10 | 880 | 0.00 | - | 0 | 9 | 0 |
21 Oct | 24781.10 | 880 | 174.85 | - | 9 | 8 | 12 |
18 Oct | 24854.05 | 705.15 | 0.00 | - | 0 | 0 | 0 |
17 Oct | 24749.85 | 705.15 | 0.00 | - | 0 | 0 | 0 |
16 Oct | 24971.30 | 705.15 | 0.00 | - | 0 | 0 | 0 |
15 Oct | 25057.35 | 705.15 | 0.00 | - | 0 | 0 | 0 |
14 Oct | 25127.95 | 705.15 | 0.00 | - | 0 | 0 | 0 |
11 Oct | 24964.25 | 705.15 | 0.00 | - | 0 | 0 | 0 |
10 Oct | 24998.45 | 705.15 | 142.95 | - | 1 | 0 | 4 |
9 Oct | 24981.95 | 562.2 | 0.00 | - | 1 | 0 | 3 |
8 Oct | 25013.15 | 562.2 | 0.00 | - | 0 | 0 | 3 |
7 Oct | 24795.75 | 562.2 | 0.00 | - | 0 | 0 | 0 |
4 Oct | 25014.60 | 562.2 | 0.00 | - | 0 | -3 | 0 |
3 Oct | 25250.10 | 562.2 | 142.90 | - | 6 | 0 | 6 |
1 Oct | 25796.90 | 419.3 | 0.00 | - | 0 | 6 | 0 |
30 Sept | 25810.85 | 419.3 | 0.00 | - | 6 | 0 | 0 |
27 Sept | 26173.35 | 419.30 | - | 0 | 0 | 0 |
For Nifty - strike price 25650 expiring on 26DEC2024
Delta for 25650 PE is -
Historical price for 25650 PE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 1896.8, which was 56.80 higher than the previous day. The implied volatity was -, the open interest changed by -199 which decreased total open position to 52
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 1840, which was 94.80 higher than the previous day. The implied volatity was -, the open interest changed by -72 which decreased total open position to 271
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 1745.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 1745.2, which was 106.20 higher than the previous day. The implied volatity was -, the open interest changed by 331 which increased total open position to 341
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 1639, which was 225.30 higher than the previous day. The implied volatity was 14.93, the open interest changed by 295 which increased total open position to 305
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 1413.7, which was 175.55 higher than the previous day. The implied volatity was 26.68, the open interest changed by -2 which decreased total open position to 233
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 1238.15, which was 324.15 higher than the previous day. The implied volatity was -, the open interest changed by 230 which increased total open position to 235
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 914, which was 109.00 higher than the previous day. The implied volatity was -, the open interest changed by 233 which increased total open position to 235
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 805, which was -199.00 lower than the previous day. The implied volatity was 12.72, the open interest changed by 133 which increased total open position to 236
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 1004, which was 104.00 higher than the previous day. The implied volatity was -, the open interest changed by 239 which increased total open position to 239
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 900, which was 1.65 higher than the previous day. The implied volatity was -, the open interest changed by 241 which increased total open position to 241
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 898.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 116 which increased total open position to 0
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 898.35, 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 Dec NIFTY was trading at 24677.80. The strike last trading price was 898.35, which was -43.40 lower than the previous day. The implied volatity was 13.43, the open interest changed by 196 which increased total open position to 245
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 941.75, which was -186.50 lower than the previous day. The implied volatity was 17.80, the open interest changed by 245 which increased total open position to 247
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 1128.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 1128.25, which was -69.65 lower than the previous day. The implied volatity was 16.47, the open interest changed by 257 which increased total open position to 257
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 1197.9, which was -140.00 lower than the previous day. The implied volatity was -, the open interest changed by 253 which increased total open position to 253
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 1337.9, which was -143.80 lower than the previous day. The implied volatity was 7.04, the open interest changed by 0 which decreased total open position to 277
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 1481.7, which was 323.70 higher than the previous day. The implied volatity was -, the open interest changed by 277 which increased total open position to 277
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 1158, which was -132.00 lower than the previous day. The implied volatity was -, the open interest changed by 84 which increased total open position to 84
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 1290, which was -523.65 lower than the previous day. The implied volatity was 13.45, the open interest changed by 80 which increased total open position to 80
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 1813.65, 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 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 1813.65, 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 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 1813.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1813.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1813.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -42 which decreased total open position to 0
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1813.65, which was 503.65 higher than the previous day. The implied volatity was 11.96, the open interest changed by 80 which increased total open position to 80
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 1310, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1310, which was 105.00 higher than the previous day. The implied volatity was -, the open interest changed by 22 which increased total open position to 142
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 1205, which was -265.00 lower than the previous day. The implied volatity was -, the open interest changed by 120 which increased total open position to 120
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 1470, 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 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 1470, 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 1470, 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 1470, which was 252.00 higher than the previous day. The implied volatity was 21.86, the open interest changed by 0 which decreased total open position to 53
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 1218, 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 1218, which was 338.00 higher than the previous day. The implied volatity was 16.10, the open interest changed by 13 which increased total open position to 13
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 880, 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 Oct NIFTY was trading at 24340.85. The strike last trading price was 880, 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 880, 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 880, 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 880, 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 880, 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 880, 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 880, 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 880, which was 174.85 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 705.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 705.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct NIFTY was trading at 24971.30. The strike last trading price was 705.15, 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 705.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct NIFTY was trading at 25127.95. The strike last trading price was 705.15, 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 705.15, 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 705.15, which was 142.95 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 562.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 562.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 562.2, 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 562.2, 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 562.2, which was 142.90 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 419.3, 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 419.3, 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 419.30, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to