NIFTY
Nifty
Historical option data for NIFTY
20 Dec 2024 04:11 PM IST
NIFTY 26DEC2024 25700 CE | ||||||||||
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Delta: 0.01
Vega: 0.64
Theta: -1.46
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
20 Dec | 23587.50 | 2 | -2.00 | 26.30 | 1,02,543 | -2,963 | 15,253 | |||
19 Dec | 23951.70 | 4 | -5.45 | 22.55 | 50,675.333 | -74,620.667 | 18,208 | |||
18 Dec | 24198.85 | 9.45 | 1.75 | 20.82 | 32,298 | -95,848.333 | 12,339 | |||
17 Dec | 24336.00 | 7.7 | -3.40 | 17.69 | 35,406.333 | 2,209.333 | 12,083.333 | |||
16 Dec | 24668.25 | 11.1 | -3.90 | 14.02 | 23,022.667 | 463.333 | 9,841 | |||
13 Dec | 24768.30 | 15 | 5.25 | 11.40 | 41,726.667 | -13,890.667 | 9,848 | |||
12 Dec | 24548.70 | 9.75 | -4.75 | 12.35 | 16,453.333 | 95 | 10,701 | |||
11 Dec | 24641.80 | 14.5 | -5.60 | 11.93 | 14,556.667 | -649.333 | 10,636.333 | |||
10 Dec | 24610.05 | 20.1 | -4.70 | 12.44 | 18,004 | 1,140 | 11,473.333 | |||
9 Dec | 24619.00 | 24.8 | -7.70 | 12.57 | 14,058 | 1,784 | 10,331.667 | |||
6 Dec | 24677.80 | 32.5 | -1.50 | 11.78 | 21,517 | 7,576.667 | 8,544.333 | |||
5 Dec | 24708.40 | 34 | 13.80 | 11.25 | 32,374.333 | -2,309.333 | 9,266.333 | |||
4 Dec | 24467.45 | 20.2 | 1.60 | 11.65 | 13,832.333 | 1,797.667 | 7,267.667 | |||
3 Dec | 24457.15 | 18.6 | 2.80 | 11.27 | 8,291 | -10,236 | 5,450 | |||
2 Dec | 24276.05 | 15.8 | 4.20 | 11.92 | 9,349.333 | -8,803.667 | 4,255.667 | |||
29 Nov | 24131.10 | 11.6 | -0.40 | 11.53 | 10,065.333 | -6,597.333 | 5,791 | |||
28 Nov | 23914.15 | 12 | -7.05 | 12.48 | 17,256.667 | 5,683 | 5,696.333 | |||
27 Nov | 24274.90 | 19.05 | -1.85 | 11.04 | 7,700 | 4,789.667 | 5,418 | |||
26 Nov | 24194.50 | 20.9 | -8.20 | 11.63 | 2,713.333 | 4,018 | 4,072.333 | |||
25 Nov | 24221.90 | 29.1 | 6.35 | 11.84 | 8,034.667 | 1,293 | 3,540 | |||
22 Nov | 23907.25 | 22.75 | 12.70 | 13.15 | 2,157.667 | 427.333 | 2,674.333 | |||
21 Nov | 23349.90 | 10.05 | -4.10 | 14.22 | 1,802.333 | 2,248.667 | 2,263.667 | |||
19 Nov | 23518.50 | 14.15 | -2.00 | 13.81 | 3,187.667 | 2,247.333 | 2,261 | |||
18 Nov | 23453.80 | 16.15 | -9.00 | 13.96 | 2,464.333 | 996.333 | 999.333 | |||
14 Nov | 23532.70 | 25.15 | -4.10 | 13.74 | 1,629.333 | 811.667 | 815.333 | |||
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13 Nov | 23559.05 | 29.25 | -7.25 | 13.70 | 3,075 | 998.667 | 999 | |||
12 Nov | 23883.45 | 36.5 | -9.90 | 12.64 | 3,626.667 | 1,535.333 | 1,535.333 | |||
11 Nov | 24141.30 | 46.4 | -12.00 | 11.32 | 1,647.667 | 220.333 | 1,306.667 | |||
8 Nov | 24148.20 | 58.4 | -17.60 | 11.64 | 1,092.333 | 1,086 | 1,086 | |||
7 Nov | 24199.35 | 76 | -49.00 | 11.82 | 801.667 | 1,094 | 1,094 | |||
6 Nov | 24484.05 | 125 | 31.90 | 11.50 | 1,371.667 | 1,178.667 | 1,178.667 | |||
5 Nov | 24213.30 | 93.1 | 6.65 | 12.27 | 1,938.667 | 1,131.333 | 1,131.333 | |||
4 Nov | 23995.35 | 86.45 | -32.65 | 13.27 | 3,198.667 | -455 | 1,670.333 | |||
1 Nov | 24304.35 | 119.1 | -9.90 | 11.97 | 50 | 2,124.667 | 2,124.667 | |||
31 Oct | 24205.35 | 129 | -18.05 | - | 859 | 2,111.333 | 2,111.333 | |||
30 Oct | 24340.85 | 147.05 | -9.60 | - | 440.667 | 1,592 | 1,592 | |||
29 Oct | 24466.85 | 156.65 | 21.65 | - | 1,090.667 | 1,434 | 1,434 | |||
28 Oct | 24339.15 | 135 | 13.30 | - | 658 | 449.667 | 825 | |||
25 Oct | 24180.80 | 121.7 | -53.30 | - | 909.333 | 38.667 | 375.333 | |||
24 Oct | 24399.40 | 175 | -18.60 | - | 202.667 | 60 | 336.333 | |||
23 Oct | 24435.50 | 193.6 | -28.45 | - | 162.333 | 20.667 | 277.333 | |||
22 Oct | 24472.10 | 222.05 | -57.45 | - | 266.667 | 54.667 | 256.667 | |||
21 Oct | 24781.10 | 279.5 | -63.30 | - | 118.667 | 54 | 202.333 | |||
18 Oct | 24854.05 | 342.8 | 25.80 | - | 132.333 | 22 | 149.667 | |||
17 Oct | 24749.85 | 317 | -92.80 | - | 84 | 45.333 | 127.333 | |||
16 Oct | 24971.30 | 409.8 | -29.65 | - | 24.333 | 3.333 | 82.333 | |||
15 Oct | 25057.35 | 439.45 | -50.25 | - | 17.667 | 2.667 | 79 | |||
14 Oct | 25127.95 | 489.7 | 59.70 | - | 14.667 | 5.333 | 76.667 | |||
11 Oct | 24964.25 | 430 | -49.05 | - | 24.333 | 11.333 | 70.667 | |||
10 Oct | 24998.45 | 479.05 | -4.30 | - | 3.667 | 0.333 | 60.333 | |||
9 Oct | 24981.95 | 483.35 | -31.70 | - | 59.667 | 0 | 60 | |||
8 Oct | 25013.15 | 515.05 | 85.05 | - | 10.667 | -2.333 | 60.333 | |||
7 Oct | 24795.75 | 430 | -121.95 | - | 114.667 | -5 | 43.667 | |||
4 Oct | 25014.60 | 551.95 | -93.85 | - | 99 | 0 | 49 | |||
3 Oct | 25250.10 | 645.8 | -294.25 | - | 119 | 44.333 | 48.667 | |||
1 Oct | 25796.90 | 940.05 | -475.00 | - | 15.333 | 4 | 4 | |||
30 Sept | 25810.85 | 1415.05 | 0.00 | - | 0 | 0 | 0 | |||
27 Sept | 26173.35 | 1415.05 | - | 0 | 0 | 0 |
For Nifty - strike price 25700 expiring on 26DEC2024
Delta for 25700 CE is 0.01
Historical price for 25700 CE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 2, which was -2.00 lower than the previous day. The implied volatity was 26.30, the open interest changed by -8889 which decreased total open position to 45759
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 4, which was -5.45 lower than the previous day. The implied volatity was 22.55, the open interest changed by -223862 which decreased total open position to 54624
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 9.45, which was 1.75 higher than the previous day. The implied volatity was 20.82, the open interest changed by -287545 which decreased total open position to 37017
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 7.7, which was -3.40 lower than the previous day. The implied volatity was 17.69, the open interest changed by 6628 which increased total open position to 36250
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 11.1, which was -3.90 lower than the previous day. The implied volatity was 14.02, the open interest changed by 1390 which increased total open position to 29523
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 15, which was 5.25 higher than the previous day. The implied volatity was 11.40, the open interest changed by -41672 which decreased total open position to 29544
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 9.75, which was -4.75 lower than the previous day. The implied volatity was 12.35, the open interest changed by 285 which increased total open position to 32103
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 14.5, which was -5.60 lower than the previous day. The implied volatity was 11.93, the open interest changed by -1948 which decreased total open position to 31909
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 20.1, which was -4.70 lower than the previous day. The implied volatity was 12.44, the open interest changed by 3420 which increased total open position to 34420
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 24.8, which was -7.70 lower than the previous day. The implied volatity was 12.57, the open interest changed by 5352 which increased total open position to 30995
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 32.5, which was -1.50 lower than the previous day. The implied volatity was 11.78, the open interest changed by 22730 which increased total open position to 25633
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 34, which was 13.80 higher than the previous day. The implied volatity was 11.25, the open interest changed by -6928 which decreased total open position to 27799
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 20.2, which was 1.60 higher than the previous day. The implied volatity was 11.65, the open interest changed by 5393 which increased total open position to 21803
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 18.6, which was 2.80 higher than the previous day. The implied volatity was 11.27, the open interest changed by -30708 which decreased total open position to 16350
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 15.8, which was 4.20 higher than the previous day. The implied volatity was 11.92, the open interest changed by -26411 which decreased total open position to 12767
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 11.6, which was -0.40 lower than the previous day. The implied volatity was 11.53, the open interest changed by -19792 which decreased total open position to 17373
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 12, which was -7.05 lower than the previous day. The implied volatity was 12.48, the open interest changed by 17049 which increased total open position to 17089
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 19.05, which was -1.85 lower than the previous day. The implied volatity was 11.04, the open interest changed by 14369 which increased total open position to 16254
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 20.9, which was -8.20 lower than the previous day. The implied volatity was 11.63, the open interest changed by 12054 which increased total open position to 12217
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 29.1, which was 6.35 higher than the previous day. The implied volatity was 11.84, the open interest changed by 3879 which increased total open position to 10620
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 22.75, which was 12.70 higher than the previous day. The implied volatity was 13.15, the open interest changed by 1282 which increased total open position to 8023
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 10.05, which was -4.10 lower than the previous day. The implied volatity was 14.22, the open interest changed by 6746 which increased total open position to 6791
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 14.15, which was -2.00 lower than the previous day. The implied volatity was 13.81, the open interest changed by 6742 which increased total open position to 6783
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 16.15, which was -9.00 lower than the previous day. The implied volatity was 13.96, the open interest changed by 2989 which increased total open position to 2998
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 25.15, which was -4.10 lower than the previous day. The implied volatity was 13.74, the open interest changed by 2435 which increased total open position to 2446
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 29.25, which was -7.25 lower than the previous day. The implied volatity was 13.70, the open interest changed by 2996 which increased total open position to 2997
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 36.5, which was -9.90 lower than the previous day. The implied volatity was 12.64, the open interest changed by 4606 which increased total open position to 4606
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 46.4, which was -12.00 lower than the previous day. The implied volatity was 11.32, the open interest changed by 661 which increased total open position to 3920
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 58.4, which was -17.60 lower than the previous day. The implied volatity was 11.64, the open interest changed by 3258 which increased total open position to 3258
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 76, which was -49.00 lower than the previous day. The implied volatity was 11.82, the open interest changed by 3282 which increased total open position to 3282
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 125, which was 31.90 higher than the previous day. The implied volatity was 11.50, the open interest changed by 3536 which increased total open position to 3536
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 93.1, which was 6.65 higher than the previous day. The implied volatity was 12.27, the open interest changed by 3394 which increased total open position to 3394
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 86.45, which was -32.65 lower than the previous day. The implied volatity was 13.27, the open interest changed by -1365 which decreased total open position to 5011
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 119.1, which was -9.90 lower than the previous day. The implied volatity was 11.97, the open interest changed by 6374 which increased total open position to 6374
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 129, 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 147.05, which was -9.60 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 156.65, which was 21.65 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 135, which was 13.30 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 121.7, which was -53.30 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 175, which was -18.60 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 193.6, which was -28.45 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 222.05, which was -57.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct NIFTY was trading at 24781.10. The strike last trading price was 279.5, which was -63.30 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 342.8, which was 25.80 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 317, which was -92.80 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 409.8, which was -29.65 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 439.45, which was -50.25 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 489.7, which was 59.70 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 430, which was -49.05 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 479.05, which was -4.30 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 483.35, which was -31.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 515.05, which was 85.05 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 430, which was -121.95 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 551.95, which was -93.85 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 645.8, which was -294.25 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 940.05, which was -475.00 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 1415.05, 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 27 Sept NIFTY was trading at 26173.35. The strike last trading price was 1415.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
NIFTY 26DEC2024 25700 PE | |||||||
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Delta: -0.93
Vega: 4.23
Theta: -8.74
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
20 Dec | 23587.50 | 2068.85 | 390.45 | 43.44 | 37.333 | -8.333 | 569 |
19 Dec | 23951.70 | 1678.4 | 238.60 | - | 65.333 | 44.333 | 576 |
18 Dec | 24198.85 | 1439.8 | 146.85 | 21.78 | 57.333 | 22.667 | 530.667 |
17 Dec | 24336.00 | 1292.95 | 310.85 | - | 27 | -12.667 | 507 |
16 Dec | 24668.25 | 982.1 | 139.10 | 8.26 | 59.333 | -6 | 494.333 |
13 Dec | 24768.30 | 843 | -209.30 | 11.65 | 67 | 457.667 | 501.333 |
12 Dec | 24548.70 | 1052.3 | 92.30 | - | 6 | 422.667 | 519.333 |
11 Dec | 24641.80 | 960 | -67.20 | - | 22 | 375.333 | 512.333 |
10 Dec | 24610.05 | 1027.2 | 7.20 | 16.70 | 5.333 | 372.667 | 514.667 |
9 Dec | 24619.00 | 1020 | 71.85 | 16.49 | 27 | 377.667 | 515 |
6 Dec | 24677.80 | 948.15 | 2.95 | 13.95 | 29 | 384.333 | 514.667 |
5 Dec | 24708.40 | 945.2 | -204.50 | 15.68 | 322.333 | 458 | 515.333 |
4 Dec | 24467.45 | 1149.7 | 9.70 | 15.89 | 4.667 | 485.333 | 500 |
3 Dec | 24457.15 | 1140 | -149.35 | 14.12 | 17 | 494.333 | 501 |
2 Dec | 24276.05 | 1289.35 | -140.75 | 14.26 | 51.667 | 498 | 504.667 |
29 Nov | 24131.10 | 1430.1 | -118.85 | 15.31 | 7.333 | 81.667 | 522.333 |
28 Nov | 23914.15 | 1548.95 | 302.95 | 10.78 | 212.667 | 519 | 521.333 |
27 Nov | 24274.90 | 1246 | -94.00 | 11.84 | 116.667 | 328.333 | 330.667 |
26 Nov | 24194.50 | 1340 | 49.70 | 13.87 | 73 | 232 | 234.333 |
25 Nov | 24221.90 | 1290.3 | -350.70 | 14.25 | 151.333 | 173.667 | 173.667 |
22 Nov | 23907.25 | 1641 | -504.00 | 16.08 | 6.333 | 66.333 | 66.333 |
21 Nov | 23349.90 | 2145 | 135.00 | 18.16 | 1 | 64 | 64 |
19 Nov | 23518.50 | 2010 | 0.00 | 17.39 | 6.667 | 63.667 | 63.667 |
18 Nov | 23453.80 | 2010 | 60.00 | 16.92 | 1.667 | 62 | 62 |
14 Nov | 23532.70 | 1950 | 83.40 | 19.42 | 9 | 63 | 63 |
13 Nov | 23559.05 | 1866.6 | 310.70 | 16.82 | 12.667 | 63 | 63 |
12 Nov | 23883.45 | 1555.9 | 205.90 | 8.49 | 76.333 | 94.667 | 94.667 |
11 Nov | 24141.30 | 1350 | 36.95 | 13.68 | 12 | 120 | 120 |
8 Nov | 24148.20 | 1313.05 | 153.05 | 11.69 | 0.333 | 120 | 120 |
7 Nov | 24199.35 | 1160 | 81.00 | - | 0.333 | 120.333 | 120.333 |
6 Nov | 24484.05 | 1079 | -215.40 | 14.80 | 3 | 120.333 | 120.333 |
5 Nov | 24213.30 | 1294.4 | -400.75 | 14.60 | 75.667 | 119.667 | 119.667 |
4 Nov | 23995.35 | 1695.15 | 437.60 | 23.16 | 0.667 | 51.333 | 51.333 |
1 Nov | 24304.35 | 1257.55 | 31.55 | 16.19 | 17.667 | 51.667 | 51.667 |
31 Oct | 24205.35 | 1226 | 144.55 | - | 2 | 37.333 | 37.333 |
30 Oct | 24340.85 | 1081.45 | 0.05 | - | 3.333 | 0.333 | 38 |
29 Oct | 24466.85 | 1081.4 | -14.25 | - | 4.333 | -0.333 | 37.333 |
28 Oct | 24339.15 | 1095.65 | -210.35 | - | 2.333 | 0 | 37.667 |
25 Oct | 24180.80 | 1306 | 189.65 | - | 16 | -5.667 | 37.667 |
24 Oct | 24399.40 | 1116.35 | 106.55 | - | 19 | 0.333 | 43.333 |
23 Oct | 24435.50 | 1009.8 | -60.20 | - | 2.667 | 0.667 | 43 |
22 Oct | 24472.10 | 1070 | 181.15 | - | 1.333 | 0 | 43.667 |
21 Oct | 24781.10 | 888.85 | 96.50 | - | 12.667 | -0.333 | 43.667 |
18 Oct | 24854.05 | 792.35 | -110.80 | - | 3 | 1 | 44 |
17 Oct | 24749.85 | 903.15 | 138.55 | - | 24.333 | 4.333 | 42.667 |
16 Oct | 24971.30 | 764.6 | -20.40 | - | 1 | 0.333 | 38.667 |
15 Oct | 25057.35 | 785 | 0.00 | - | 0 | 0 | 0 |
14 Oct | 25127.95 | 785 | 0.00 | - | 0 | 5.333 | 0 |
11 Oct | 24964.25 | 785 | 55.00 | - | 7.667 | 4.333 | 37.333 |
10 Oct | 24998.45 | 730 | -2.50 | - | 0.333 | 0 | 32.667 |
9 Oct | 24981.95 | 732.5 | -30.50 | - | 9.667 | -5 | 32 |
8 Oct | 25013.15 | 763 | -37.00 | - | 5.667 | -1 | 36.667 |
7 Oct | 24795.75 | 800 | 5.90 | - | 10 | -0.333 | 37.667 |
4 Oct | 25014.60 | 794.1 | 199.10 | - | 22.333 | 3.667 | 38 |
3 Oct | 25250.10 | 595 | 182.00 | - | 54.333 | -9 | 34.333 |
1 Oct | 25796.90 | 413 | -13.00 | - | 34 | 6 | 21 |
30 Sept | 25810.85 | 426 | 87.00 | - | 20.333 | 13.667 | 15 |
27 Sept | 26173.35 | 339.00 | - | 1.333 | 0 | 0 |
For Nifty - strike price 25700 expiring on 26DEC2024
Delta for 25700 PE is -0.93
Historical price for 25700 PE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 2068.85, which was 390.45 higher than the previous day. The implied volatity was 43.44, the open interest changed by -25 which decreased total open position to 1707
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 1678.4, which was 238.60 higher than the previous day. The implied volatity was -, the open interest changed by 133 which increased total open position to 1728
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 1439.8, which was 146.85 higher than the previous day. The implied volatity was 21.78, the open interest changed by 68 which increased total open position to 1592
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 1292.95, which was 310.85 higher than the previous day. The implied volatity was -, the open interest changed by -38 which decreased total open position to 1521
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 982.1, which was 139.10 higher than the previous day. The implied volatity was 8.26, the open interest changed by -18 which decreased total open position to 1483
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 843, which was -209.30 lower than the previous day. The implied volatity was 11.65, the open interest changed by 1373 which increased total open position to 1504
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 1052.3, which was 92.30 higher than the previous day. The implied volatity was -, the open interest changed by 1268 which increased total open position to 1558
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 960, which was -67.20 lower than the previous day. The implied volatity was -, the open interest changed by 1126 which increased total open position to 1537
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 1027.2, which was 7.20 higher than the previous day. The implied volatity was 16.70, the open interest changed by 1118 which increased total open position to 1544
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 1020, which was 71.85 higher than the previous day. The implied volatity was 16.49, the open interest changed by 1133 which increased total open position to 1545
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 948.15, which was 2.95 higher than the previous day. The implied volatity was 13.95, the open interest changed by 1153 which increased total open position to 1544
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 945.2, which was -204.50 lower than the previous day. The implied volatity was 15.68, the open interest changed by 1374 which increased total open position to 1546
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 1149.7, which was 9.70 higher than the previous day. The implied volatity was 15.89, the open interest changed by 1456 which increased total open position to 1500
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 1140, which was -149.35 lower than the previous day. The implied volatity was 14.12, the open interest changed by 1483 which increased total open position to 1503
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 1289.35, which was -140.75 lower than the previous day. The implied volatity was 14.26, the open interest changed by 1494 which increased total open position to 1514
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 1430.1, which was -118.85 lower than the previous day. The implied volatity was 15.31, the open interest changed by 245 which increased total open position to 1567
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 1548.95, which was 302.95 higher than the previous day. The implied volatity was 10.78, the open interest changed by 1557 which increased total open position to 1564
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 1246, which was -94.00 lower than the previous day. The implied volatity was 11.84, the open interest changed by 985 which increased total open position to 992
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 1340, which was 49.70 higher than the previous day. The implied volatity was 13.87, the open interest changed by 696 which increased total open position to 703
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 1290.3, which was -350.70 lower than the previous day. The implied volatity was 14.25, the open interest changed by 521 which increased total open position to 521
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 1641, which was -504.00 lower than the previous day. The implied volatity was 16.08, the open interest changed by 199 which increased total open position to 199
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 2145, which was 135.00 higher than the previous day. The implied volatity was 18.16, the open interest changed by 192 which increased total open position to 192
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 2010, which was 0.00 lower than the previous day. The implied volatity was 17.39, the open interest changed by 191 which increased total open position to 191
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 2010, which was 60.00 higher than the previous day. The implied volatity was 16.92, the open interest changed by 186 which increased total open position to 186
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1950, which was 83.40 higher than the previous day. The implied volatity was 19.42, the open interest changed by 189 which increased total open position to 189
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 1866.6, which was 310.70 higher than the previous day. The implied volatity was 16.82, the open interest changed by 189 which increased total open position to 189
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1555.9, which was 205.90 higher than the previous day. The implied volatity was 8.49, the open interest changed by 284 which increased total open position to 284
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 1350, which was 36.95 higher than the previous day. The implied volatity was 13.68, the open interest changed by 360 which increased total open position to 360
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 1313.05, which was 153.05 higher than the previous day. The implied volatity was 11.69, the open interest changed by 360 which increased total open position to 360
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 1160, which was 81.00 higher than the previous day. The implied volatity was -, the open interest changed by 361 which increased total open position to 361
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 1079, which was -215.40 lower than the previous day. The implied volatity was 14.80, the open interest changed by 361 which increased total open position to 361
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 1294.4, which was -400.75 lower than the previous day. The implied volatity was 14.60, the open interest changed by 359 which increased total open position to 359
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 1695.15, which was 437.60 higher than the previous day. The implied volatity was 23.16, the open interest changed by 154 which increased total open position to 154
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 1257.55, which was 31.55 higher than the previous day. The implied volatity was 16.19, the open interest changed by 155 which increased total open position to 155
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 1226, which was 144.55 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 1081.45, which was 0.05 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 1081.4, which was -14.25 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 1095.65, which was -210.35 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 1306, which was 189.65 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 1116.35, which was 106.55 higher 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 1009.8, which was -60.20 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 1070, which was 181.15 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 888.85, which was 96.50 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 792.35, which was -110.80 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 903.15, which was 138.55 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 764.6, which was -20.40 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 785, 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 785, 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 785, which was 55.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 730, which was -2.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct NIFTY was trading at 24981.95. The strike last trading price was 732.5, which was -30.50 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 763, which was -37.00 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 800, which was 5.90 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 794.1, which was 199.10 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 595, which was 182.00 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 413, which was -13.00 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 426, which was 87.00 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 339.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to