NIFTY
Nifty
Historical option data for NIFTY
20 Dec 2024 04:11 PM IST
NIFTY 26DEC2024 25800 CE | ||||||||||
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Delta: 0.01
Vega: 0.64
Theta: -1.53
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
20 Dec | 23587.50 | 2.1 | -1.20 | 27.54 | 2,13,485 | 2,855 | 55,204.333 | |||
19 Dec | 23951.70 | 3.3 | -4.40 | 23.04 | 99,168.667 | -21,159.333 | 52,356.333 | |||
18 Dec | 24198.85 | 7.7 | 0.95 | 21.23 | 29,639 | 3,332.667 | 17,152.667 | |||
17 Dec | 24336.00 | 6.75 | -2.10 | 18.36 | 25,554 | -39,924 | 13,827 | |||
16 Dec | 24668.25 | 8.85 | -2.65 | 14.50 | 20,297.333 | -21,657.667 | 12,569 | |||
13 Dec | 24768.30 | 11.5 | 3.40 | 11.77 | 36,636 | -15,122.667 | 11,283 | |||
12 Dec | 24548.70 | 8.1 | -3.50 | 12.83 | 10,297.333 | 327.333 | 13,102.667 | |||
11 Dec | 24641.80 | 11.6 | -3.45 | 12.30 | 11,468.667 | 5,650 | 12,788.333 | |||
10 Dec | 24610.05 | 15.05 | -3.30 | 12.59 | 15,234.667 | 10,202.333 | 13,247.667 | |||
9 Dec | 24619.00 | 18.35 | -6.95 | 12.62 | 12,967.333 | 11,597.667 | 13,554 | |||
6 Dec | 24677.80 | 25.3 | -2.95 | 11.93 | 16,615.333 | 644.667 | 12,648 | |||
5 Dec | 24708.40 | 28.25 | 13.50 | 11.60 | 22,844.667 | 3,571 | 12,039 | |||
4 Dec | 24467.45 | 14.75 | -0.55 | 11.66 | 8,672.667 | 7,688 | 8,453 | |||
3 Dec | 24457.15 | 15.3 | 2.10 | 11.56 | 10,540.333 | 1,603.333 | 8,115 | |||
2 Dec | 24276.05 | 13.2 | 3.70 | 12.21 | 10,298 | 6,509.667 | 6,511.333 | |||
29 Nov | 24131.10 | 9.5 | -0.50 | 11.76 | 10,012.667 | 655.667 | 6,569 | |||
28 Nov | 23914.15 | 10 | -7.90 | 12.70 | 15,217 | 2,181.667 | 5,884.667 | |||
27 Nov | 24274.90 | 17.9 | -0.25 | 11.57 | 7,854.667 | 1,375.333 | 3,710.667 | |||
26 Nov | 24194.50 | 18.15 | -6.70 | 11.95 | 3,202.667 | -177.667 | 2,359.333 | |||
25 Nov | 24221.90 | 24.85 | 5.50 | 12.10 | 9,561 | -796 | 2,623.667 | |||
22 Nov | 23907.25 | 19.35 | 8.85 | 13.32 | 4,639.667 | -1,171.667 | 2,248 | |||
21 Nov | 23349.90 | 10.5 | -0.40 | 14.85 | 3,860 | 3,421 | 3,421 | |||
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19 Nov | 23518.50 | 10.9 | -2.40 | 13.73 | 3,453 | 2,759.333 | 2,759.333 | |||
18 Nov | 23453.80 | 13.3 | -11.65 | 14.01 | 4,892.333 | 1,053 | 3,001 | |||
14 Nov | 23532.70 | 24.95 | -2.05 | 14.27 | 2,488.333 | 1,839.667 | 1,967.333 | |||
13 Nov | 23559.05 | 27 | -4.55 | 14.02 | 4,261 | 1,806.667 | 1,806.667 | |||
12 Nov | 23883.45 | 31.55 | -9.85 | 12.79 | 3,883.667 | -417.333 | 1,771.667 | |||
11 Nov | 24141.30 | 41.4 | -8.60 | 11.59 | 4,078.333 | -518 | 2,189.667 | |||
8 Nov | 24148.20 | 50 | -15.40 | 11.75 | 2,794.667 | 286 | 2,728.667 | |||
7 Nov | 24199.35 | 65.4 | -39.70 | 11.92 | 2,371.333 | 968 | 2,444 | |||
6 Nov | 24484.05 | 105.1 | 26.50 | 11.45 | 1,771.667 | 191.333 | 1,494.667 | |||
5 Nov | 24213.30 | 78.6 | 4.90 | 12.24 | 796.667 | 172 | 1,300 | |||
4 Nov | 23995.35 | 73.7 | -30.10 | 13.25 | 2,056 | -331.667 | 1,126.667 | |||
1 Nov | 24304.35 | 103.8 | -5.60 | 12.04 | 209.667 | -45.667 | 1,455 | |||
31 Oct | 24205.35 | 109.4 | -14.80 | - | 248 | 30 | 1,500.667 | |||
30 Oct | 24340.85 | 124.2 | -11.90 | - | 700 | 384.667 | 1,470.333 | |||
29 Oct | 24466.85 | 136.1 | 21.10 | - | 617.333 | 138.333 | 1,085.667 | |||
28 Oct | 24339.15 | 115 | 8.00 | - | 711.333 | 361 | 934.333 | |||
25 Oct | 24180.80 | 107 | -65.00 | - | 1,245.333 | -71.667 | 573.333 | |||
24 Oct | 24399.40 | 172 | 2.00 | - | 396 | 33.667 | 645 | |||
23 Oct | 24435.50 | 170 | 4.30 | - | 530 | 136.333 | 608.333 | |||
22 Oct | 24472.10 | 165.7 | -82.30 | - | 555 | 117.333 | 459.333 | |||
21 Oct | 24781.10 | 248 | -48.55 | - | 299.667 | 93.667 | 350.667 | |||
18 Oct | 24854.05 | 296.55 | 14.05 | - | 233.333 | 84.333 | 257 | |||
17 Oct | 24749.85 | 282.5 | -72.50 | - | 201.333 | 45 | 171.333 | |||
16 Oct | 24971.30 | 355 | -37.90 | - | 166.667 | 18.667 | 126 | |||
15 Oct | 25057.35 | 392.9 | -43.10 | - | 59.667 | 10.333 | 107.667 | |||
14 Oct | 25127.95 | 436 | 48.75 | - | 33.667 | 12.667 | 96.667 | |||
11 Oct | 24964.25 | 387.25 | -47.75 | - | 68.667 | 20.667 | 83.667 | |||
10 Oct | 24998.45 | 435 | -19.00 | - | 15 | 1 | 62.333 | |||
9 Oct | 24981.95 | 454 | 52.75 | - | 31.333 | -3.667 | 61.333 | |||
8 Oct | 25013.15 | 401.25 | -8.25 | - | 75.667 | 24 | 64.667 | |||
7 Oct | 24795.75 | 409.5 | -81.50 | - | 77 | 15.667 | 42 | |||
4 Oct | 25014.60 | 491 | -125.25 | - | 141 | -2.667 | 26.667 | |||
3 Oct | 25250.10 | 616.25 | -263.35 | - | 66 | 18.333 | 29.667 | |||
1 Oct | 25796.90 | 879.6 | -471.00 | - | 13.333 | 11 | 11 | |||
30 Sept | 25810.85 | 1350.6 | 0.00 | - | 0 | 0 | 0 | |||
27 Sept | 26173.35 | 1350.60 | - | 0 | 0 | 0 |
For Nifty - strike price 25800 expiring on 26DEC2024
Delta for 25800 CE is 0.01
Historical price for 25800 CE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 2.1, which was -1.20 lower than the previous day. The implied volatity was 27.54, the open interest changed by 8565 which increased total open position to 165613
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 3.3, which was -4.40 lower than the previous day. The implied volatity was 23.04, the open interest changed by -63478 which decreased total open position to 157069
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 7.7, which was 0.95 higher than the previous day. The implied volatity was 21.23, the open interest changed by 9998 which increased total open position to 51458
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 6.75, which was -2.10 lower than the previous day. The implied volatity was 18.36, the open interest changed by -119772 which decreased total open position to 41481
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 8.85, which was -2.65 lower than the previous day. The implied volatity was 14.50, the open interest changed by -64973 which decreased total open position to 37707
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 11.5, which was 3.40 higher than the previous day. The implied volatity was 11.77, the open interest changed by -45368 which decreased total open position to 33849
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 8.1, which was -3.50 lower than the previous day. The implied volatity was 12.83, the open interest changed by 982 which increased total open position to 39308
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 11.6, which was -3.45 lower than the previous day. The implied volatity was 12.30, the open interest changed by 16950 which increased total open position to 38365
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 15.05, which was -3.30 lower than the previous day. The implied volatity was 12.59, the open interest changed by 30607 which increased total open position to 39743
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 18.35, which was -6.95 lower than the previous day. The implied volatity was 12.62, the open interest changed by 34793 which increased total open position to 40662
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 25.3, which was -2.95 lower than the previous day. The implied volatity was 11.93, the open interest changed by 1934 which increased total open position to 37944
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 28.25, which was 13.50 higher than the previous day. The implied volatity was 11.60, the open interest changed by 10713 which increased total open position to 36117
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 14.75, which was -0.55 lower than the previous day. The implied volatity was 11.66, the open interest changed by 23064 which increased total open position to 25359
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 15.3, which was 2.10 higher than the previous day. The implied volatity was 11.56, the open interest changed by 4810 which increased total open position to 24345
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 13.2, which was 3.70 higher than the previous day. The implied volatity was 12.21, the open interest changed by 19529 which increased total open position to 19534
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 9.5, which was -0.50 lower than the previous day. The implied volatity was 11.76, the open interest changed by 1967 which increased total open position to 19707
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 10, which was -7.90 lower than the previous day. The implied volatity was 12.70, the open interest changed by 6545 which increased total open position to 17654
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 17.9, which was -0.25 lower than the previous day. The implied volatity was 11.57, the open interest changed by 4126 which increased total open position to 11132
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 18.15, which was -6.70 lower than the previous day. The implied volatity was 11.95, the open interest changed by -533 which decreased total open position to 7078
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 24.85, which was 5.50 higher than the previous day. The implied volatity was 12.10, the open interest changed by -2388 which decreased total open position to 7871
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 19.35, which was 8.85 higher than the previous day. The implied volatity was 13.32, the open interest changed by -3515 which decreased total open position to 6744
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 10.5, which was -0.40 lower than the previous day. The implied volatity was 14.85, the open interest changed by 10263 which increased total open position to 10263
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 10.9, which was -2.40 lower than the previous day. The implied volatity was 13.73, the open interest changed by 8278 which increased total open position to 8278
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 13.3, which was -11.65 lower than the previous day. The implied volatity was 14.01, the open interest changed by 3159 which increased total open position to 9003
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 24.95, which was -2.05 lower than the previous day. The implied volatity was 14.27, the open interest changed by 5519 which increased total open position to 5902
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 27, which was -4.55 lower than the previous day. The implied volatity was 14.02, the open interest changed by 5420 which increased total open position to 5420
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 31.55, which was -9.85 lower than the previous day. The implied volatity was 12.79, the open interest changed by -1252 which decreased total open position to 5315
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 41.4, which was -8.60 lower than the previous day. The implied volatity was 11.59, the open interest changed by -1554 which decreased total open position to 6569
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 50, which was -15.40 lower than the previous day. The implied volatity was 11.75, the open interest changed by 858 which increased total open position to 8186
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 65.4, which was -39.70 lower than the previous day. The implied volatity was 11.92, the open interest changed by 2904 which increased total open position to 7332
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 105.1, which was 26.50 higher than the previous day. The implied volatity was 11.45, the open interest changed by 574 which increased total open position to 4484
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 78.6, which was 4.90 higher than the previous day. The implied volatity was 12.24, the open interest changed by 516 which increased total open position to 3900
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 73.7, which was -30.10 lower than the previous day. The implied volatity was 13.25, the open interest changed by -995 which decreased total open position to 3380
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 103.8, which was -5.60 lower than the previous day. The implied volatity was 12.04, the open interest changed by -137 which decreased total open position to 4365
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 109.4, which was -14.80 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 124.2, which was -11.90 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 136.1, which was 21.10 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 115, which was 8.00 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 107, which was -65.00 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 172, which was 2.00 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 170, which was 4.30 higher 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 165.7, which was -82.30 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 248, which was -48.55 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 296.55, which was 14.05 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 282.5, which was -72.50 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 355, which was -37.90 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 392.9, which was -43.10 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 436, which was 48.75 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 387.25, which was -47.75 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 435, which was -19.00 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 454, which was 52.75 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 401.25, which was -8.25 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 409.5, which was -81.50 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 491, which was -125.25 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 616.25, which was -263.35 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 879.6, which was -471.00 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 1350.6, 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 1350.60, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
NIFTY 26DEC2024 25800 PE | |||||||
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Delta: -0.94
Vega: 3.47
Theta: -5.39
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
20 Dec | 23587.50 | 2156.6 | 373.40 | 41.82 | 74.333 | 1,287.667 | 1,315.667 |
19 Dec | 23951.70 | 1783.2 | 249.30 | - | 57 | 36.333 | 1,320 |
18 Dec | 24198.85 | 1533.9 | 140.30 | 20.66 | 420 | 1,126.667 | 1,283.667 |
17 Dec | 24336.00 | 1393.6 | 343.75 | - | 8.333 | 713.667 | 873 |
16 Dec | 24668.25 | 1049.85 | 109.65 | - | 31.667 | 713 | 872.333 |
13 Dec | 24768.30 | 940.2 | -211.90 | 12.27 | 95.333 | 835.333 | 875.667 |
12 Dec | 24548.70 | 1152.1 | 77.65 | - | 5.333 | 799 | 900 |
11 Dec | 24641.80 | 1074.45 | -54.65 | 12.08 | 7.667 | 790.333 | 900.333 |
10 Dec | 24610.05 | 1129.1 | 22.25 | 18.05 | 26.333 | 735.667 | 902 |
9 Dec | 24619.00 | 1106.85 | 72.55 | 16.49 | 8.667 | 753.667 | 918.333 |
6 Dec | 24677.80 | 1034.3 | -10.75 | 13.86 | 58 | 755.667 | 915 |
5 Dec | 24708.40 | 1045.05 | -193.75 | 16.81 | 411.333 | 796.667 | 897 |
4 Dec | 24467.45 | 1238.8 | 8.40 | 16.02 | 103 | 617 | 617 |
3 Dec | 24457.15 | 1230.4 | -117.35 | 14.17 | 17.667 | 599.333 | 599.333 |
2 Dec | 24276.05 | 1347.75 | -132.25 | - | 4 | 596 | 596 |
29 Nov | 24131.10 | 1480 | -158.55 | - | 12.667 | -2 | 600.333 |
28 Nov | 23914.15 | 1638.55 | 293.55 | - | 210.333 | 602.333 | 602.333 |
27 Nov | 24274.90 | 1345 | -94.00 | 12.53 | 97 | 480.667 | 480.667 |
26 Nov | 24194.50 | 1439 | 51.30 | 14.60 | 310 | 304 | 401.333 |
25 Nov | 24221.90 | 1387.7 | -409.40 | 14.90 | 73 | 98.333 | 98.333 |
22 Nov | 23907.25 | 1797.1 | -448.60 | 20.67 | 7.667 | 48.667 | 48.667 |
21 Nov | 23349.90 | 2245.7 | 142.70 | 18.97 | 3.667 | 3.333 | 46.333 |
19 Nov | 23518.50 | 2103 | -47.00 | 17.46 | 5.333 | 2.333 | 43 |
18 Nov | 23453.80 | 2150 | 136.25 | 20.85 | 3 | 41 | 41 |
14 Nov | 23532.70 | 2013.75 | 49.95 | 17.82 | 53.333 | 42 | 42 |
13 Nov | 23559.05 | 1963.8 | 509.65 | 17.34 | 0.667 | 82.333 | 82.333 |
12 Nov | 23883.45 | 1454.15 | 43.15 | - | 1.333 | 0 | 85.333 |
11 Nov | 24141.30 | 1411 | -22.90 | 12.19 | 44.667 | 85.667 | 85.667 |
8 Nov | 24148.20 | 1433.9 | 52.90 | 13.53 | 1 | 0.333 | 116 |
7 Nov | 24199.35 | 1381 | 240.45 | 14.52 | 13.333 | 115.667 | 115.667 |
6 Nov | 24484.05 | 1140.55 | -324.30 | 14.34 | 44.667 | -24 | 128 |
5 Nov | 24213.30 | 1464.85 | -159.60 | 18.01 | 132.333 | 153.333 | 153.333 |
4 Nov | 23995.35 | 1624.45 | 264.45 | 17.95 | 8.667 | 0.667 | 43.667 |
1 Nov | 24304.35 | 1360 | 21.60 | 17.09 | 1.667 | 0 | 44.667 |
31 Oct | 24205.35 | 1338.4 | 199.00 | - | 0.667 | 44.333 | 44.333 |
30 Oct | 24340.85 | 1139.4 | -52.60 | - | 0.667 | 0 | 44 |
29 Oct | 24466.85 | 1192 | 0.00 | - | 1.333 | 44.333 | 44.333 |
28 Oct | 24339.15 | 1192 | -218.00 | - | 2 | 1.667 | 43.333 |
25 Oct | 24180.80 | 1410 | 216.95 | - | 5 | 1.333 | 41.667 |
24 Oct | 24399.40 | 1193.05 | 140.05 | - | 2 | -0.667 | 40.667 |
23 Oct | 24435.50 | 1053 | -87.00 | - | 2.667 | -2 | 41.333 |
22 Oct | 24472.10 | 1140 | 245.40 | - | 8 | -1 | 44 |
21 Oct | 24781.10 | 894.6 | 32.10 | - | 0.333 | 0 | 44.667 |
18 Oct | 24854.05 | 862.5 | -102.85 | - | 3.667 | -0.667 | 44.333 |
17 Oct | 24749.85 | 965.35 | 125.35 | - | 16.333 | -1 | 45 |
16 Oct | 24971.30 | 840 | 0.00 | - | 1.333 | 0.333 | 46 |
15 Oct | 25057.35 | 840 | 0.00 | - | 0 | 0 | 0 |
14 Oct | 25127.95 | 840 | 0.00 | - | 0 | 0.333 | 0 |
11 Oct | 24964.25 | 840 | 40.00 | - | 0.333 | 0 | 45.333 |
10 Oct | 24998.45 | 800 | 57.00 | - | 7 | 3.667 | 44.667 |
9 Oct | 24981.95 | 743 | -46.15 | - | 12 | 9 | 41 |
8 Oct | 25013.15 | 789.15 | -113.85 | - | 5 | -1 | 32 |
7 Oct | 24795.75 | 903 | 123.05 | - | 13.667 | 0.667 | 33 |
4 Oct | 25014.60 | 779.95 | 141.95 | - | 76.667 | -19 | 33 |
3 Oct | 25250.10 | 638 | 205.00 | - | 144.333 | -4.667 | 55.333 |
1 Oct | 25796.90 | 433 | -26.50 | - | 97.333 | 26.333 | 60 |
30 Sept | 25810.85 | 459.5 | 99.40 | - | 45.333 | 31 | 33.333 |
27 Sept | 26173.35 | 360.10 | - | 3.333 | 2.333 | 2.333 |
For Nifty - strike price 25800 expiring on 26DEC2024
Delta for 25800 PE is -0.94
Historical price for 25800 PE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 2156.6, which was 373.40 higher than the previous day. The implied volatity was 41.82, the open interest changed by 3863 which increased total open position to 3947
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 1783.2, which was 249.30 higher than the previous day. The implied volatity was -, the open interest changed by 109 which increased total open position to 3960
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 1533.9, which was 140.30 higher than the previous day. The implied volatity was 20.66, the open interest changed by 3380 which increased total open position to 3851
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 1393.6, which was 343.75 higher than the previous day. The implied volatity was -, the open interest changed by 2141 which increased total open position to 2619
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 1049.85, which was 109.65 higher than the previous day. The implied volatity was -, the open interest changed by 2139 which increased total open position to 2617
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 940.2, which was -211.90 lower than the previous day. The implied volatity was 12.27, the open interest changed by 2506 which increased total open position to 2627
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 1152.1, which was 77.65 higher than the previous day. The implied volatity was -, the open interest changed by 2397 which increased total open position to 2700
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 1074.45, which was -54.65 lower than the previous day. The implied volatity was 12.08, the open interest changed by 2371 which increased total open position to 2701
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 1129.1, which was 22.25 higher than the previous day. The implied volatity was 18.05, the open interest changed by 2207 which increased total open position to 2706
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 1106.85, which was 72.55 higher than the previous day. The implied volatity was 16.49, the open interest changed by 2261 which increased total open position to 2755
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 1034.3, which was -10.75 lower than the previous day. The implied volatity was 13.86, the open interest changed by 2267 which increased total open position to 2745
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 1045.05, which was -193.75 lower than the previous day. The implied volatity was 16.81, the open interest changed by 2390 which increased total open position to 2691
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 1238.8, which was 8.40 higher than the previous day. The implied volatity was 16.02, the open interest changed by 1851 which increased total open position to 1851
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 1230.4, which was -117.35 lower than the previous day. The implied volatity was 14.17, the open interest changed by 1798 which increased total open position to 1798
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 1347.75, which was -132.25 lower than the previous day. The implied volatity was -, the open interest changed by 1788 which increased total open position to 1788
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 1480, which was -158.55 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 1801
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 1638.55, which was 293.55 higher than the previous day. The implied volatity was -, the open interest changed by 1807 which increased total open position to 1807
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 1345, which was -94.00 lower than the previous day. The implied volatity was 12.53, the open interest changed by 1442 which increased total open position to 1442
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 1439, which was 51.30 higher than the previous day. The implied volatity was 14.60, the open interest changed by 912 which increased total open position to 1204
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 1387.7, which was -409.40 lower than the previous day. The implied volatity was 14.90, the open interest changed by 295 which increased total open position to 295
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 1797.1, which was -448.60 lower than the previous day. The implied volatity was 20.67, the open interest changed by 146 which increased total open position to 146
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 2245.7, which was 142.70 higher than the previous day. The implied volatity was 18.97, the open interest changed by 10 which increased total open position to 139
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 2103, which was -47.00 lower than the previous day. The implied volatity was 17.46, the open interest changed by 7 which increased total open position to 129
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 2150, which was 136.25 higher than the previous day. The implied volatity was 20.85, the open interest changed by 123 which increased total open position to 123
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 2013.75, which was 49.95 higher than the previous day. The implied volatity was 17.82, the open interest changed by 126 which increased total open position to 126
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 1963.8, which was 509.65 higher than the previous day. The implied volatity was 17.34, the open interest changed by 247 which increased total open position to 247
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1454.15, which was 43.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 256
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 1411, which was -22.90 lower than the previous day. The implied volatity was 12.19, the open interest changed by 257 which increased total open position to 257
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 1433.9, which was 52.90 higher than the previous day. The implied volatity was 13.53, the open interest changed by 1 which increased total open position to 348
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 1381, which was 240.45 higher than the previous day. The implied volatity was 14.52, the open interest changed by 347 which increased total open position to 347
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 1140.55, which was -324.30 lower than the previous day. The implied volatity was 14.34, the open interest changed by -72 which decreased total open position to 384
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 1464.85, which was -159.60 lower than the previous day. The implied volatity was 18.01, the open interest changed by 460 which increased total open position to 460
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 1624.45, which was 264.45 higher than the previous day. The implied volatity was 17.95, the open interest changed by 2 which increased total open position to 131
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 1360, which was 21.60 higher than the previous day. The implied volatity was 17.09, the open interest changed by 0 which decreased total open position to 134
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 1338.4, which was 199.00 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 1139.4, which was -52.60 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 1192, 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 1192, which was -218.00 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 1410, which was 216.95 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 1193.05, which was 140.05 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 1053, which was -87.00 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 1140, which was 245.40 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 894.6, which was 32.10 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 862.5, which was -102.85 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 965.35, which was 125.35 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 840, 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 840, 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 840, 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 840, which was 40.00 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 800, which was 57.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct NIFTY was trading at 24981.95. The strike last trading price was 743, which was -46.15 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 789.15, which was -113.85 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 903, which was 123.05 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 779.95, which was 141.95 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 638, which was 205.00 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 433, which was -26.50 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 459.5, which was 99.40 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 360.10, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to