NIFTY
Nifty
Historical option data for NIFTY
20 Dec 2024 04:11 PM IST
| NIFTY 26DEC2024 25850 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 0.65
Theta: -1.59
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 23587.50 | 2.2 | -1.60 | 28.24 | 30,645.333 | -8,791.333 | 3,439.667 | |||
| 19 Dec | 23951.70 | 3.8 | -3.80 | 24.03 | 6,572 | -21,733.667 | 2,009.667 | |||
| 18 Dec | 24198.85 | 7.6 | 1.70 | 21.76 | 4,681.667 | -24,987.667 | 2,087 | |||
| 17 Dec | 24336.00 | 5.9 | -1.45 | 18.49 | 4,611.333 | -14,025.333 | 1,992.667 | |||
| 16 Dec | 24668.25 | 7.35 | -1.45 | 14.54 | 3,699 | -4,769.333 | 1,672.667 | |||
| 13 Dec | 24768.30 | 8.8 | 0.55 | 11.65 | 4,689.667 | -12,759.667 | 1,422.667 | |||
| 12 Dec | 24548.70 | 8.25 | -1.90 | 13.31 | 2,435.667 | -27,110.667 | 1,686.667 | |||
| 11 Dec | 24641.80 | 10.15 | -4.10 | 12.43 | 895 | 151 | 1,494.667 | |||
| 10 Dec | 24610.05 | 14.25 | -2.30 | 12.89 | 1,292.667 | -22,232 | 1,346 | |||
| 9 Dec | 24619.00 | 16.55 | -5.65 | 12.79 | 2,433.333 | -17,767.333 | 1,520.333 | |||
| 6 Dec | 24677.80 | 22.2 | -0.15 | 12.00 | 5,110.333 | -9,538 | 2,171 | |||
| 5 Dec | 24708.40 | 22.35 | 8.20 | 11.37 | 6,131.333 | -2,249 | 2,084 | |||
| 4 Dec | 24467.45 | 14.15 | 0.65 | 11.94 | 1,166.667 | -3,993.667 | 623.667 | |||
| 3 Dec | 24457.15 | 13.5 | 1.55 | 11.64 | 941.333 | -3,197.333 | 510.667 | |||
| 2 Dec | 24276.05 | 11.95 | 3.00 | 12.33 | 543.333 | 195.333 | 406.667 | |||
| 29 Nov | 24131.10 | 8.95 | -1.05 | 11.95 | 583.333 | 385 | 450.333 | |||
| 28 Nov | 23914.15 | 10 | -4.95 | 13.01 | 1,843 | 83.333 | 259.333 | |||
| 27 Nov | 24274.90 | 14.95 | -1.75 | 11.48 | 626.333 | 136 | 296.333 | |||
| 26 Nov | 24194.50 | 16.7 | -6.00 | 12.07 | 168 | 197.333 | 277.667 | |||
| 25 Nov | 24221.90 | 22.7 | 4.55 | 12.19 | 970 | 219.667 | 281.667 | |||
| 22 Nov | 23907.25 | 18.15 | 6.80 | 13.45 | 141 | 74.333 | 136.333 | |||
| 21 Nov | 23349.90 | 11.35 | -3.45 | 15.31 | 242.333 | 74.667 | 102.333 | |||
| 19 Nov | 23518.50 | 14.8 | -0.05 | 14.74 | 170.333 | 100.333 | 100.667 | |||
| 18 Nov | 23453.80 | 14.85 | -8.50 | 14.55 | 177 | 66.333 | 94 | |||
| 14 Nov | 23532.70 | 23.35 | -5.05 | 14.35 | 86.667 | 71.333 | 90.667 | |||
| 13 Nov | 23559.05 | 28.4 | -2.45 | 14.45 | 210.333 | 36 | 55.333 | |||
| 12 Nov | 23883.45 | 30.85 | -6.30 | 13.01 | 155.333 | 67.333 | 67.333 | |||
| 11 Nov | 24141.30 | 37.15 | -10.75 | 11.57 | 376.333 | 123 | 123.333 | |||
| 8 Nov | 24148.20 | 47.9 | -15.05 | 11.91 | 168 | 86 | 86.333 | |||
| 7 Nov | 24199.35 | 62.95 | -35.60 | 12.09 | 67.667 | 130 | 130.333 | |||
| 6 Nov | 24484.05 | 98.55 | 22.75 | 11.53 | 51.667 | 97 | 97.333 | |||
| 5 Nov | 24213.30 | 75.8 | 3.80 | 12.42 | 4.667 | -0.667 | 62 | |||
| 4 Nov | 23995.35 | 72 | -34.50 | 13.46 | 28.333 | 62 | 62.333 | |||
| 1 Nov | 24304.35 | 106.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 24205.35 | 106.5 | -17.90 | - | 26 | 37.333 | 37.667 | |||
| 30 Oct | 24340.85 | 124.4 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 24466.85 | 124.4 | 20.10 | - | 1.333 | 30.333 | 30.333 | |||
| 28 Oct | 24339.15 | 104.3 | 0.00 | - | 0 | 0.667 | 0 | |||
| 25 Oct | 24180.80 | 104.3 | -55.75 | - | 7.667 | 0.667 | 30.333 | |||
| 24 Oct | 24399.40 | 160.05 | 0.00 | - | 1.333 | 0 | 29.667 | |||
| 23 Oct | 24435.50 | 160.05 | -15.20 | - | 9.333 | 3.667 | 29.667 | |||
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| 22 Oct | 24472.10 | 175.25 | -129.75 | - | 2.333 | -1 | 26 | |||
| 21 Oct | 24781.10 | 305 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 24854.05 | 305 | 0.00 | - | 0 | 0 | 27 | |||
| 17 Oct | 24749.85 | 305 | -36.60 | - | 1.333 | 0 | 25.667 | |||
| 16 Oct | 24971.30 | 341.6 | -107.70 | - | 3.667 | 1 | 24 | |||
| 15 Oct | 25057.35 | 449.3 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 25127.95 | 449.3 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 24964.25 | 449.3 | 0.00 | - | 0 | 1.667 | 0 | |||
| 10 Oct | 24998.45 | 449.3 | -63.70 | - | 1.667 | 0 | 21.333 | |||
| 9 Oct | 24981.95 | 513 | 138.70 | - | 0.333 | 0 | 21 | |||
| 8 Oct | 25013.15 | 374.3 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 24795.75 | 374.3 | -255.70 | - | 2 | 0.333 | 21.333 | |||
| 4 Oct | 25014.60 | 630 | 36.00 | - | 1 | 0.333 | 21.667 | |||
| 3 Oct | 25250.10 | 594 | -222.95 | - | 12 | 2.667 | 21 | |||
| 1 Oct | 25796.90 | 816.95 | -38.05 | - | 1.667 | 1.333 | 18 | |||
| 30 Sept | 25810.85 | 855 | -464.00 | - | 19.667 | 16 | 16 | |||
| 27 Sept | 26173.35 | 1319.00 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 25850 expiring on 26DEC2024
Delta for 25850 CE is 0.01
Historical price for 25850 CE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 2.2, which was -1.60 lower than the previous day. The implied volatity was 28.24, the open interest changed by -26374 which decreased total open position to 10319
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 3.8, which was -3.80 lower than the previous day. The implied volatity was 24.03, the open interest changed by -65201 which decreased total open position to 6029
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 7.6, which was 1.70 higher than the previous day. The implied volatity was 21.76, the open interest changed by -74963 which decreased total open position to 6261
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 5.9, which was -1.45 lower than the previous day. The implied volatity was 18.49, the open interest changed by -42076 which decreased total open position to 5978
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 7.35, which was -1.45 lower than the previous day. The implied volatity was 14.54, the open interest changed by -14308 which decreased total open position to 5018
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 8.8, which was 0.55 higher than the previous day. The implied volatity was 11.65, the open interest changed by -38279 which decreased total open position to 4268
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 8.25, which was -1.90 lower than the previous day. The implied volatity was 13.31, the open interest changed by -81332 which decreased total open position to 5060
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 10.15, which was -4.10 lower than the previous day. The implied volatity was 12.43, the open interest changed by 453 which increased total open position to 4484
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 14.25, which was -2.30 lower than the previous day. The implied volatity was 12.89, the open interest changed by -66696 which decreased total open position to 4038
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 16.55, which was -5.65 lower than the previous day. The implied volatity was 12.79, the open interest changed by -53302 which decreased total open position to 4561
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 22.2, which was -0.15 lower than the previous day. The implied volatity was 12.00, the open interest changed by -28614 which decreased total open position to 6513
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 22.35, which was 8.20 higher than the previous day. The implied volatity was 11.37, the open interest changed by -6747 which decreased total open position to 6252
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 14.15, which was 0.65 higher than the previous day. The implied volatity was 11.94, the open interest changed by -11981 which decreased total open position to 1871
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 13.5, which was 1.55 higher than the previous day. The implied volatity was 11.64, the open interest changed by -9592 which decreased total open position to 1532
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 11.95, which was 3.00 higher than the previous day. The implied volatity was 12.33, the open interest changed by 586 which increased total open position to 1220
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 8.95, which was -1.05 lower than the previous day. The implied volatity was 11.95, the open interest changed by 1155 which increased total open position to 1351
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 10, which was -4.95 lower than the previous day. The implied volatity was 13.01, the open interest changed by 250 which increased total open position to 778
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 14.95, which was -1.75 lower than the previous day. The implied volatity was 11.48, the open interest changed by 408 which increased total open position to 889
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 16.7, which was -6.00 lower than the previous day. The implied volatity was 12.07, the open interest changed by 592 which increased total open position to 833
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 22.7, which was 4.55 higher than the previous day. The implied volatity was 12.19, the open interest changed by 659 which increased total open position to 845
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 18.15, which was 6.80 higher than the previous day. The implied volatity was 13.45, the open interest changed by 223 which increased total open position to 409
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 11.35, which was -3.45 lower than the previous day. The implied volatity was 15.31, the open interest changed by 224 which increased total open position to 307
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 14.8, which was -0.05 lower than the previous day. The implied volatity was 14.74, the open interest changed by 301 which increased total open position to 302
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 14.85, which was -8.50 lower than the previous day. The implied volatity was 14.55, the open interest changed by 199 which increased total open position to 282
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 23.35, which was -5.05 lower than the previous day. The implied volatity was 14.35, the open interest changed by 214 which increased total open position to 272
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 28.4, which was -2.45 lower than the previous day. The implied volatity was 14.45, the open interest changed by 108 which increased total open position to 166
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 30.85, which was -6.30 lower than the previous day. The implied volatity was 13.01, the open interest changed by 202 which increased total open position to 202
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 37.15, which was -10.75 lower than the previous day. The implied volatity was 11.57, the open interest changed by 369 which increased total open position to 370
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 47.9, which was -15.05 lower than the previous day. The implied volatity was 11.91, the open interest changed by 258 which increased total open position to 259
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 62.95, which was -35.60 lower than the previous day. The implied volatity was 12.09, the open interest changed by 390 which increased total open position to 391
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 98.55, which was 22.75 higher than the previous day. The implied volatity was 11.53, the open interest changed by 291 which increased total open position to 292
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 75.8, which was 3.80 higher than the previous day. The implied volatity was 12.42, the open interest changed by -2 which decreased total open position to 186
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 72, which was -34.50 lower than the previous day. The implied volatity was 13.46, the open interest changed by 186 which increased total open position to 187
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 106.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 106.5, which was -17.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct NIFTY was trading at 24340.85. The strike last trading price was 124.4, 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 124.4, which was 20.10 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 104.3, 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 25 Oct NIFTY was trading at 24180.80. The strike last trading price was 104.3, which was -55.75 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 160.05, 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 23 Oct NIFTY was trading at 24435.50. The strike last trading price was 160.05, which was -15.20 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 175.25, which was -129.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct NIFTY was trading at 24781.10. The strike last trading price was 305, 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 305, 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 305, which was -36.60 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 341.6, which was -107.70 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 449.3, 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 14 Oct NIFTY was trading at 25127.95. The strike last trading price was 449.3, 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 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 449.3, 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 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 449.3, which was -63.70 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 513, which was 138.70 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 374.3, 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 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 374.3, which was -255.70 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 630, which was 36.00 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 594, which was -222.95 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 816.95, which was -38.05 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 855, which was -464.00 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 1319.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 26DEC2024 25850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -1.00
Vega: 0.00
Theta: 7.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23587.50 | 1938.75 | 117.40 | 1.15 | 3.333 | 3 | 6.333 |
| 19 Dec | 23951.70 | 1821.35 | 219.40 | - | 9.333 | 1.333 | 6 |
| 18 Dec | 24198.85 | 1601.95 | 161.45 | 27.05 | 0.667 | 0 | 4 |
| 17 Dec | 24336.00 | 1440.5 | 387.70 | - | 0.667 | 0.667 | 4.333 |
| 16 Dec | 24668.25 | 1052.8 | 0.00 | 0.00 | 0 | 1.333 | 0 |
| 13 Dec | 24768.30 | 1052.8 | 243.45 | 20.08 | 4.667 | 0.667 | 3.333 |
| 12 Dec | 24548.70 | 809.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 24641.80 | 809.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 24610.05 | 809.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 24619.00 | 809.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 24677.80 | 809.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 24708.40 | 809.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 24467.45 | 809.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 24457.15 | 809.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 24276.05 | 809.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 24131.10 | 809.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 23914.15 | 809.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 24274.90 | 809.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 24194.50 | 809.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 24221.90 | 809.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 23907.25 | 809.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 23349.90 | 809.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 23518.50 | 809.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 23453.80 | 809.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 23532.70 | 809.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 23559.05 | 809.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 23883.45 | 809.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 24141.30 | 809.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 24148.20 | 809.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 24199.35 | 809.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 24484.05 | 809.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 809.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 809.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 809.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 24205.35 | 809.35 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 24340.85 | 809.35 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 24466.85 | 809.35 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 24339.15 | 809.35 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 24180.80 | 809.35 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 24399.40 | 809.35 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 24435.50 | 809.35 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 24472.10 | 809.35 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 24781.10 | 809.35 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 24854.05 | 809.35 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 24749.85 | 809.35 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 24971.30 | 809.35 | 0.00 | - | 0 | 0 | 2.667 |
| 15 Oct | 25057.35 | 809.35 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 25127.95 | 809.35 | 0.00 | - | 0.333 | 0 | 2.667 |
| 11 Oct | 24964.25 | 809.35 | 0.00 | - | 0.333 | 0 | 2.667 |
| 10 Oct | 24998.45 | 809.35 | -42.35 | - | 0.333 | 0 | 2.667 |
| 9 Oct | 24981.95 | 851.7 | -78.30 | - | 2.333 | 0.333 | 0.667 |
| 8 Oct | 25013.15 | 930 | 0.00 | - | 0 | -0.333 | 0 |
| 7 Oct | 24795.75 | 930 | 318.40 | - | 0.333 | 0 | 0.667 |
| 4 Oct | 25014.60 | 611.6 | 0.00 | - | 0 | -0.333 | 0 |
| 3 Oct | 25250.10 | 611.6 | 153.15 | - | 1 | -0.333 | 0.667 |
| 1 Oct | 25796.90 | 458.45 | -16.55 | - | 2 | 0.333 | 1.333 |
| 30 Sept | 25810.85 | 475 | -11.75 | - | 3.333 | 1 | 1 |
| 27 Sept | 26173.35 | 486.75 | - | 0 | 0 | 0 | |
For Nifty - strike price 25850 expiring on 26DEC2024
Delta for 25850 PE is -1.00
Historical price for 25850 PE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 1938.75, which was 117.40 higher than the previous day. The implied volatity was 1.15, the open interest changed by 9 which increased total open position to 19
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 1821.35, which was 219.40 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 18
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 1601.95, which was 161.45 higher than the previous day. The implied volatity was 27.05, the open interest changed by 0 which decreased total open position to 12
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 1440.5, which was 387.70 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 13
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 1052.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 1052.8, which was 243.45 higher than the previous day. The implied volatity was 20.08, the open interest changed by 2 which increased total open position to 10
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 809.35, 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 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 809.35, 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 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 809.35, 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 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 809.35, 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 809.35, 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 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 809.35, 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 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 809.35, 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 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 809.35, 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 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 809.35, 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 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 809.35, 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 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 809.35, 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 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 809.35, 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 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 809.35, 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 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 809.35, 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 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 809.35, 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 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 809.35, 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 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 809.35, 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 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 809.35, 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 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 809.35, 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 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 809.35, 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 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 809.35, 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 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 809.35, 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 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 809.35, 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 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 809.35, 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 Nov NIFTY was trading at 24484.05. The strike last trading price was 809.35, 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 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 809.35, 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 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 809.35, 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 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 809.35, 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 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 809.35, 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 809.35, 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 809.35, 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 809.35, 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 809.35, 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 809.35, 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 809.35, 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 809.35, 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 809.35, 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 809.35, 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 809.35, 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 809.35, 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 809.35, 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 809.35, 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 809.35, 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 809.35, which was -42.35 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 851.7, which was -78.30 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 930, 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 930, which was 318.40 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 611.6, 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 3 Oct NIFTY was trading at 25250.10. The strike last trading price was 611.6, which was 153.15 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 458.45, which was -16.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept NIFTY was trading at 25810.85. The strike last trading price was 475, which was -11.75 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 486.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
