NIFTY
Nifty
Historical option data for NIFTY
24 Jan 2025 04:11 PM IST
| NIFTY 30JAN2025 25900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.34
Theta: -0.96
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 24 Jan | 23092.20 | 1.15 | -0.4 | 32.90 | 1,21,264 | -45,616 | 13,517 | |||
| 23 Jan | 23205.35 | 1.5 | -0.50 | 29.89 | 18,549 | -1,12,781 | 7,885 | |||
| 22 Jan | 23155.35 | 2 | -0.80 | 29.37 | 17,269 | -1,68,691 | 4,703 | |||
| 21 Jan | 23024.65 | 2.8 | 0.00 | 29.82 | 13,630 | -1,38,863 | 8,455 | |||
| 20 Jan | 23344.75 | 2.8 | 0.50 | 25.52 | 6,039 | -1,40,343 | 5,436 | |||
| 17 Jan | 23203.20 | 2.3 | -0.85 | 22.82 | 6,754 | -15,568 | 4,742 | |||
| 16 Jan | 23311.80 | 3.15 | -0.40 | 21.55 | 2,443 | -12,321 | 4,761 | |||
| 15 Jan | 23213.20 | 3.55 | -1.10 | 22.07 | 3,390 | -14,597 | 4,822 | |||
| 14 Jan | 23176.05 | 4.65 | -1.90 | 22.24 | 4,972 | -14,297 | 5,644 | |||
| 13 Jan | 23085.95 | 6.55 | 1.30 | 23.52 | 13,852 | -6,239 | 6,751 | |||
| 10 Jan | 23431.50 | 5.25 | -0.40 | 18.38 | 4,771 | 2,922 | 6,075 | |||
| 9 Jan | 23526.50 | 5.65 | -0.70 | 17.24 | 3,761 | 4,569 | 5,703 | |||
| 8 Jan | 23688.95 | 6.35 | -0.65 | 16.24 | 7,788 | 4,971 | 5,697 | |||
| 7 Jan | 23707.90 | 7 | -1.75 | 15.96 | 23,751 | 5,867 | 5,909 | |||
| 6 Jan | 23616.05 | 8.75 | 0.95 | 16.57 | 39,096 | 11,680 | 12,508 | |||
| 3 Jan | 24004.75 | 7.8 | -4.40 | 12.86 | 20,092 | 16,004 | 16,424 | |||
| 2 Jan | 24188.65 | 12.2 | 3.70 | 12.35 | 27,332 | 10,725 | 10,851 | |||
| 1 Jan | 23742.90 | 8.5 | -0.50 | 13.97 | 10,615 | 10,233 | 10,359 | |||
| 31 Dec | 23644.80 | 9 | 0.25 | 14.39 | 16,896 | 9,989 | 10,115 | |||
| 30 Dec | 23644.90 | 8.75 | -0.50 | 14.11 | 5,831 | 3,459 | 3,711 | |||
| 27 Dec | 23813.40 | 9.25 | -2.85 | 12.45 | 7,930 | 3,566 | 3,776 | |||
| 26 Dec | 23750.20 | 12.1 | 0.10 | 13.22 | 7,332 | 4,414 | 4,552 | |||
| 24 Dec | 23727.65 | 12 | -5.35 | 12.96 | 8,812 | 4,376 | 4,592 | |||
| 23 Dec | 23753.45 | 17.35 | -11.20 | 13.50 | 8,386 | 3,704 | 3,707 | |||
| 20 Dec | 23587.50 | 28.55 | -14.80 | 14.98 | 9,543 | 3,572 | 3,575 | |||
| 19 Dec | 23951.70 | 43.35 | -12.40 | 13.98 | 9,288 | 2,741 | 2,855 | |||
| 18 Dec | 24198.85 | 55.75 | -14.60 | 12.92 | 8,709 | 3,048 | 3,051 | |||
| 17 Dec | 24336.00 | 70.35 | -41.55 | 12.85 | 6,873 | 2,778 | 2,781 | |||
| 16 Dec | 24668.25 | 111.9 | -13.55 | 12.10 | 5,473 | 3,510 | 3,510 | |||
| 13 Dec | 24768.30 | 125.45 | 37.75 | 10.99 | 11,494 | 562 | 3,062 | |||
| 12 Dec | 24548.70 | 87.7 | -17.30 | 11.21 | 1,208 | 123 | 2,505 | |||
| 11 Dec | 24641.80 | 105 | 0.95 | 11.08 | 2,340 | 255 | 2,395 | |||
| 10 Dec | 24610.05 | 104.05 | -9.60 | 10.96 | 2,370 | 505 | 2,206 | |||
| 9 Dec | 24619.00 | 113.65 | -15.40 | 11.14 | 1,238 | 237 | 1,735 | |||
| 6 Dec | 24677.80 | 129.05 | 3.45 | 10.91 | 2,431 | 60 | 1,556 | |||
| 5 Dec | 24708.40 | 125.6 | 37.10 | 10.38 | 2,773 | 759 | 1,507 | |||
| 4 Dec | 24467.45 | 88.5 | 2.50 | 10.60 | 1,568 | 105 | 759 | |||
| 3 Dec | 24457.15 | 86 | 14.05 | 10.47 | 492 | -19 | 654 | |||
| 2 Dec | 24276.05 | 71.95 | 13.70 | 10.82 | 547 | 83 | 673 | |||
| 29 Nov | 24131.10 | 58.25 | 1.05 | 10.71 | 276 | 512 | 587 | |||
| 28 Nov | 23914.15 | 57.2 | -28.60 | 11.49 | 612 | 224 | 568 | |||
| 27 Nov | 24274.90 | 85.8 | 8.10 | 10.79 | 44 | -12 | 344 | |||
| 26 Nov | 24194.50 | 77.7 | -10.30 | 10.84 | 70 | 14 | 356 | |||
| 25 Nov | 24221.90 | 88 | 30.00 | 10.79 | 286 | 77 | 346 | |||
| 22 Nov | 23907.25 | 58 | 22.30 | 11.28 | 56 | 6 | 275 | |||
| 21 Nov | 23349.90 | 35.7 | -1.50 | 12.54 | 89 | 0 | 269 | |||
| 19 Nov | 23518.50 | 37.2 | -5.25 | 11.80 | 142 | -8 | 271 | |||
| 18 Nov | 23453.80 | 42.45 | -12.00 | 12.07 | 31 | 7 | 279 | |||
| 14 Nov | 23532.70 | 54.45 | -11.30 | 11.89 | 83 | 23 | 271 | |||
| 13 Nov | 23559.05 | 65.75 | -29.25 | 12.14 | 71 | -2 | 248 | |||
| 12 Nov | 23883.45 | 95 | -10.25 | 12.01 | 53 | 27 | 250 | |||
| 11 Nov | 24141.30 | 105.25 | -22.75 | 10.64 | 58 | 36 | 223 | |||
| 8 Nov | 24148.20 | 128 | -23.50 | 11.17 | 231 | 148 | 192 | |||
| 7 Nov | 24199.35 | 151.5 | -66.75 | 11.28 | 7 | 6 | 43 | |||
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| 6 Nov | 24484.05 | 218.25 | 49.05 | 11.02 | 10 | 3 | 37 | |||
| 5 Nov | 24213.30 | 169.2 | -160.45 | 11.55 | 34 | 26 | 26 | |||
| 4 Nov | 23995.35 | 329.65 | 2.55 | 0 | 0 | 0 | ||||
For Nifty - strike price 25900 expiring on 30JAN2025
Delta for 25900 CE is 0.00
Historical price for 25900 CE is as follows
On 24 Jan NIFTY was trading at 23092.20. The strike last trading price was 1.15, which was -0.4 lower than the previous day. The implied volatity was 32.90, the open interest changed by -45616 which decreased total open position to 13517
On 23 Jan NIFTY was trading at 23205.35. The strike last trading price was 1.5, which was -0.50 lower than the previous day. The implied volatity was 29.89, the open interest changed by -112781 which decreased total open position to 7885
On 22 Jan NIFTY was trading at 23155.35. The strike last trading price was 2, which was -0.80 lower than the previous day. The implied volatity was 29.37, the open interest changed by -168691 which decreased total open position to 4703
On 21 Jan NIFTY was trading at 23024.65. The strike last trading price was 2.8, which was 0.00 lower than the previous day. The implied volatity was 29.82, the open interest changed by -138863 which decreased total open position to 8455
On 20 Jan NIFTY was trading at 23344.75. The strike last trading price was 2.8, which was 0.50 higher than the previous day. The implied volatity was 25.52, the open interest changed by -140343 which decreased total open position to 5436
On 17 Jan NIFTY was trading at 23203.20. The strike last trading price was 2.3, which was -0.85 lower than the previous day. The implied volatity was 22.82, the open interest changed by -15568 which decreased total open position to 4742
On 16 Jan NIFTY was trading at 23311.80. The strike last trading price was 3.15, which was -0.40 lower than the previous day. The implied volatity was 21.55, the open interest changed by -12321 which decreased total open position to 4761
On 15 Jan NIFTY was trading at 23213.20. The strike last trading price was 3.55, which was -1.10 lower than the previous day. The implied volatity was 22.07, the open interest changed by -14597 which decreased total open position to 4822
On 14 Jan NIFTY was trading at 23176.05. The strike last trading price was 4.65, which was -1.90 lower than the previous day. The implied volatity was 22.24, the open interest changed by -14297 which decreased total open position to 5644
On 13 Jan NIFTY was trading at 23085.95. The strike last trading price was 6.55, which was 1.30 higher than the previous day. The implied volatity was 23.52, the open interest changed by -6239 which decreased total open position to 6751
On 10 Jan NIFTY was trading at 23431.50. The strike last trading price was 5.25, which was -0.40 lower than the previous day. The implied volatity was 18.38, the open interest changed by 2922 which increased total open position to 6075
On 9 Jan NIFTY was trading at 23526.50. The strike last trading price was 5.65, which was -0.70 lower than the previous day. The implied volatity was 17.24, the open interest changed by 4569 which increased total open position to 5703
On 8 Jan NIFTY was trading at 23688.95. The strike last trading price was 6.35, which was -0.65 lower than the previous day. The implied volatity was 16.24, the open interest changed by 4971 which increased total open position to 5697
On 7 Jan NIFTY was trading at 23707.90. The strike last trading price was 7, which was -1.75 lower than the previous day. The implied volatity was 15.96, the open interest changed by 5867 which increased total open position to 5909
On 6 Jan NIFTY was trading at 23616.05. The strike last trading price was 8.75, which was 0.95 higher than the previous day. The implied volatity was 16.57, the open interest changed by 11680 which increased total open position to 12508
On 3 Jan NIFTY was trading at 24004.75. The strike last trading price was 7.8, which was -4.40 lower than the previous day. The implied volatity was 12.86, the open interest changed by 16004 which increased total open position to 16424
On 2 Jan NIFTY was trading at 24188.65. The strike last trading price was 12.2, which was 3.70 higher than the previous day. The implied volatity was 12.35, the open interest changed by 10725 which increased total open position to 10851
On 1 Jan NIFTY was trading at 23742.90. The strike last trading price was 8.5, which was -0.50 lower than the previous day. The implied volatity was 13.97, the open interest changed by 10233 which increased total open position to 10359
On 31 Dec NIFTY was trading at 23644.80. The strike last trading price was 9, which was 0.25 higher than the previous day. The implied volatity was 14.39, the open interest changed by 9989 which increased total open position to 10115
On 30 Dec NIFTY was trading at 23644.90. The strike last trading price was 8.75, which was -0.50 lower than the previous day. The implied volatity was 14.11, the open interest changed by 3459 which increased total open position to 3711
On 27 Dec NIFTY was trading at 23813.40. The strike last trading price was 9.25, which was -2.85 lower than the previous day. The implied volatity was 12.45, the open interest changed by 3566 which increased total open position to 3776
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 12.1, which was 0.10 higher than the previous day. The implied volatity was 13.22, the open interest changed by 4414 which increased total open position to 4552
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 12, which was -5.35 lower than the previous day. The implied volatity was 12.96, the open interest changed by 4376 which increased total open position to 4592
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 17.35, which was -11.20 lower than the previous day. The implied volatity was 13.50, the open interest changed by 3704 which increased total open position to 3707
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 28.55, which was -14.80 lower than the previous day. The implied volatity was 14.98, the open interest changed by 3572 which increased total open position to 3575
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 43.35, which was -12.40 lower than the previous day. The implied volatity was 13.98, the open interest changed by 2741 which increased total open position to 2855
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 55.75, which was -14.60 lower than the previous day. The implied volatity was 12.92, the open interest changed by 3048 which increased total open position to 3051
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 70.35, which was -41.55 lower than the previous day. The implied volatity was 12.85, the open interest changed by 2778 which increased total open position to 2781
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 111.9, which was -13.55 lower than the previous day. The implied volatity was 12.10, the open interest changed by 3510 which increased total open position to 3510
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 125.45, which was 37.75 higher than the previous day. The implied volatity was 10.99, the open interest changed by 562 which increased total open position to 3062
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 87.7, which was -17.30 lower than the previous day. The implied volatity was 11.21, the open interest changed by 123 which increased total open position to 2505
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 105, which was 0.95 higher than the previous day. The implied volatity was 11.08, the open interest changed by 255 which increased total open position to 2395
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 104.05, which was -9.60 lower than the previous day. The implied volatity was 10.96, the open interest changed by 505 which increased total open position to 2206
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 113.65, which was -15.40 lower than the previous day. The implied volatity was 11.14, the open interest changed by 237 which increased total open position to 1735
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 129.05, which was 3.45 higher than the previous day. The implied volatity was 10.91, the open interest changed by 60 which increased total open position to 1556
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 125.6, which was 37.10 higher than the previous day. The implied volatity was 10.38, the open interest changed by 759 which increased total open position to 1507
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 88.5, which was 2.50 higher than the previous day. The implied volatity was 10.60, the open interest changed by 105 which increased total open position to 759
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 86, which was 14.05 higher than the previous day. The implied volatity was 10.47, the open interest changed by -19 which decreased total open position to 654
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 71.95, which was 13.70 higher than the previous day. The implied volatity was 10.82, the open interest changed by 83 which increased total open position to 673
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 58.25, which was 1.05 higher than the previous day. The implied volatity was 10.71, the open interest changed by 512 which increased total open position to 587
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 57.2, which was -28.60 lower than the previous day. The implied volatity was 11.49, the open interest changed by 224 which increased total open position to 568
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 85.8, which was 8.10 higher than the previous day. The implied volatity was 10.79, the open interest changed by -12 which decreased total open position to 344
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 77.7, which was -10.30 lower than the previous day. The implied volatity was 10.84, the open interest changed by 14 which increased total open position to 356
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 88, which was 30.00 higher than the previous day. The implied volatity was 10.79, the open interest changed by 77 which increased total open position to 346
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 58, which was 22.30 higher than the previous day. The implied volatity was 11.28, the open interest changed by 6 which increased total open position to 275
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 35.7, which was -1.50 lower than the previous day. The implied volatity was 12.54, the open interest changed by 0 which decreased total open position to 269
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 37.2, which was -5.25 lower than the previous day. The implied volatity was 11.80, the open interest changed by -8 which decreased total open position to 271
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 42.45, which was -12.00 lower than the previous day. The implied volatity was 12.07, the open interest changed by 7 which increased total open position to 279
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 54.45, which was -11.30 lower than the previous day. The implied volatity was 11.89, the open interest changed by 23 which increased total open position to 271
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 65.75, which was -29.25 lower than the previous day. The implied volatity was 12.14, the open interest changed by -2 which decreased total open position to 248
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 95, which was -10.25 lower than the previous day. The implied volatity was 12.01, the open interest changed by 27 which increased total open position to 250
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 105.25, which was -22.75 lower than the previous day. The implied volatity was 10.64, the open interest changed by 36 which increased total open position to 223
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 128, which was -23.50 lower than the previous day. The implied volatity was 11.17, the open interest changed by 148 which increased total open position to 192
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 151.5, which was -66.75 lower than the previous day. The implied volatity was 11.28, the open interest changed by 6 which increased total open position to 43
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 218.25, which was 49.05 higher than the previous day. The implied volatity was 11.02, the open interest changed by 3 which increased total open position to 37
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 169.2, which was -160.45 lower than the previous day. The implied volatity was 11.55, the open interest changed by 26 which increased total open position to 26
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 329.65, which was lower than the previous day. The implied volatity was 2.55, the open interest changed by 0 which decreased total open position to 0
| NIFTY 30JAN2025 25900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.97
Vega: 2.27
Theta: -2.18
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jan | 23092.20 | 2786.95 | 163.2 | 47.82 | 14 | 562 | 601 |
| 23 Jan | 23205.35 | 2624.25 | -66.15 | - | 87 | 490 | 604 |
| 22 Jan | 23155.35 | 2690.4 | -92.60 | 34.83 | 15 | -3 | 558 |
| 21 Jan | 23024.65 | 2783 | 169.45 | - | 15 | 393 | 561 |
| 20 Jan | 23344.75 | 2613.55 | 0.00 | 0.00 | 0 | 6 | 0 |
| 17 Jan | 23203.20 | 2613.55 | 0.80 | 26.64 | 1 | 391 | 559 |
| 16 Jan | 23311.80 | 2612.75 | 0.00 | 0.00 | 0 | 54 | 0 |
| 15 Jan | 23213.20 | 2612.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Jan | 23176.05 | 2612.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Jan | 23085.95 | 2612.75 | 246.85 | - | 22 | 9 | 559 |
| 10 Jan | 23431.50 | 2365.9 | 111.50 | 26.93 | 10 | 551 | 551 |
| 9 Jan | 23526.50 | 2254.4 | 103.50 | 26.68 | 52 | 537 | 537 |
| 8 Jan | 23688.95 | 2150.9 | 63.50 | 27.15 | 2 | 506 | 506 |
| 7 Jan | 23707.90 | 2087.4 | -0.70 | 22.36 | 8 | 506 | 506 |
| 6 Jan | 23616.05 | 2088.1 | 299.10 | - | 3 | 506 | 506 |
| 3 Jan | 24004.75 | 1789 | 175.95 | 20.32 | 22 | 252 | 507 |
| 2 Jan | 24188.65 | 1613.05 | -350.10 | 19.05 | 12 | 287 | 500 |
| 1 Jan | 23742.90 | 1963.15 | -101.60 | 17.20 | 10 | 502 | 505 |
| 31 Dec | 23644.80 | 2064.75 | 26.15 | 19.61 | 8 | 510 | 510 |
| 30 Dec | 23644.90 | 2038.6 | 173.60 | 15.90 | 28 | 509 | 509 |
| 27 Dec | 23813.40 | 1865 | -116.50 | 16.33 | 9 | 238 | 487 |
| 26 Dec | 23750.20 | 1981.5 | 11.55 | 20.81 | 265 | 497 | 497 |
| 24 Dec | 23727.65 | 1969.95 | 29.95 | 18.24 | 168 | 255 | 255 |
| 23 Dec | 23753.45 | 1940 | -20.70 | 17.56 | 97 | 99 | 99 |
| 20 Dec | 23587.50 | 1960.7 | 261.70 | - | 10 | 12 | 12 |
| 19 Dec | 23951.70 | 1699 | 239.00 | 15.01 | 1 | 5 | 5 |
| 18 Dec | 24198.85 | 1460 | 184.00 | 14.25 | 6 | 10 | 10 |
| 17 Dec | 24336.00 | 1276 | 186.00 | 7.53 | 6 | 5 | 5 |
| 16 Dec | 24668.25 | 1090 | 10.00 | 13.82 | 3 | 5 | 5 |
| 13 Dec | 24768.30 | 1080 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 24548.70 | 1080 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 24641.80 | 1080 | -66.35 | 13.25 | 2 | 5 | 5 |
| 10 Dec | 24610.05 | 1146.35 | 36.35 | 15.31 | 2 | 5 | 5 |
| 9 Dec | 24619.00 | 1110 | 146.05 | 14.27 | 1 | 4 | 4 |
| 6 Dec | 24677.80 | 963.95 | 0.00 | 0.00 | 0 | 4 | 0 |
| 5 Dec | 24708.40 | 963.95 | -594.50 | 11.56 | 4 | 1 | 1 |
| 4 Dec | 24467.45 | 1558.45 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 24457.15 | 1558.45 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 24276.05 | 1558.45 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 24131.10 | 1558.45 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 23914.15 | 1558.45 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 24274.90 | 1558.45 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 24194.50 | 1558.45 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 24221.90 | 1558.45 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 23907.25 | 1558.45 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 23349.90 | 1558.45 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 23518.50 | 1558.45 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 23453.80 | 1558.45 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 23532.70 | 1558.45 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 23559.05 | 1558.45 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 23883.45 | 1558.45 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 24141.30 | 1558.45 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 24148.20 | 1558.45 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 24199.35 | 1558.45 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 24484.05 | 1558.45 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 1558.45 | 1558.45 | - | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 0 | - | 0 | 0 | 0 | |
For Nifty - strike price 25900 expiring on 30JAN2025
Delta for 25900 PE is -0.97
Historical price for 25900 PE is as follows
On 24 Jan NIFTY was trading at 23092.20. The strike last trading price was 2786.95, which was 163.2 higher than the previous day. The implied volatity was 47.82, the open interest changed by 562 which increased total open position to 601
On 23 Jan NIFTY was trading at 23205.35. The strike last trading price was 2624.25, which was -66.15 lower than the previous day. The implied volatity was -, the open interest changed by 490 which increased total open position to 604
On 22 Jan NIFTY was trading at 23155.35. The strike last trading price was 2690.4, which was -92.60 lower than the previous day. The implied volatity was 34.83, the open interest changed by -3 which decreased total open position to 558
On 21 Jan NIFTY was trading at 23024.65. The strike last trading price was 2783, which was 169.45 higher than the previous day. The implied volatity was -, the open interest changed by 393 which increased total open position to 561
On 20 Jan NIFTY was trading at 23344.75. The strike last trading price was 2613.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 17 Jan NIFTY was trading at 23203.20. The strike last trading price was 2613.55, which was 0.80 higher than the previous day. The implied volatity was 26.64, the open interest changed by 391 which increased total open position to 559
On 16 Jan NIFTY was trading at 23311.80. The strike last trading price was 2612.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 54 which increased total open position to 0
On 15 Jan NIFTY was trading at 23213.20. The strike last trading price was 2612.75, 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 Jan NIFTY was trading at 23176.05. The strike last trading price was 2612.75, 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 Jan NIFTY was trading at 23085.95. The strike last trading price was 2612.75, which was 246.85 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 559
On 10 Jan NIFTY was trading at 23431.50. The strike last trading price was 2365.9, which was 111.50 higher than the previous day. The implied volatity was 26.93, the open interest changed by 551 which increased total open position to 551
On 9 Jan NIFTY was trading at 23526.50. The strike last trading price was 2254.4, which was 103.50 higher than the previous day. The implied volatity was 26.68, the open interest changed by 537 which increased total open position to 537
On 8 Jan NIFTY was trading at 23688.95. The strike last trading price was 2150.9, which was 63.50 higher than the previous day. The implied volatity was 27.15, the open interest changed by 506 which increased total open position to 506
On 7 Jan NIFTY was trading at 23707.90. The strike last trading price was 2087.4, which was -0.70 lower than the previous day. The implied volatity was 22.36, the open interest changed by 506 which increased total open position to 506
On 6 Jan NIFTY was trading at 23616.05. The strike last trading price was 2088.1, which was 299.10 higher than the previous day. The implied volatity was -, the open interest changed by 506 which increased total open position to 506
On 3 Jan NIFTY was trading at 24004.75. The strike last trading price was 1789, which was 175.95 higher than the previous day. The implied volatity was 20.32, the open interest changed by 252 which increased total open position to 507
On 2 Jan NIFTY was trading at 24188.65. The strike last trading price was 1613.05, which was -350.10 lower than the previous day. The implied volatity was 19.05, the open interest changed by 287 which increased total open position to 500
On 1 Jan NIFTY was trading at 23742.90. The strike last trading price was 1963.15, which was -101.60 lower than the previous day. The implied volatity was 17.20, the open interest changed by 502 which increased total open position to 505
On 31 Dec NIFTY was trading at 23644.80. The strike last trading price was 2064.75, which was 26.15 higher than the previous day. The implied volatity was 19.61, the open interest changed by 510 which increased total open position to 510
On 30 Dec NIFTY was trading at 23644.90. The strike last trading price was 2038.6, which was 173.60 higher than the previous day. The implied volatity was 15.90, the open interest changed by 509 which increased total open position to 509
On 27 Dec NIFTY was trading at 23813.40. The strike last trading price was 1865, which was -116.50 lower than the previous day. The implied volatity was 16.33, the open interest changed by 238 which increased total open position to 487
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 1981.5, which was 11.55 higher than the previous day. The implied volatity was 20.81, the open interest changed by 497 which increased total open position to 497
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 1969.95, which was 29.95 higher than the previous day. The implied volatity was 18.24, the open interest changed by 255 which increased total open position to 255
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 1940, which was -20.70 lower than the previous day. The implied volatity was 17.56, the open interest changed by 99 which increased total open position to 99
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 1960.7, which was 261.70 higher than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 12
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 1699, which was 239.00 higher than the previous day. The implied volatity was 15.01, the open interest changed by 5 which increased total open position to 5
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 1460, which was 184.00 higher than the previous day. The implied volatity was 14.25, the open interest changed by 10 which increased total open position to 10
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 1276, which was 186.00 higher than the previous day. The implied volatity was 7.53, the open interest changed by 5 which increased total open position to 5
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 1090, which was 10.00 higher than the previous day. The implied volatity was 13.82, the open interest changed by 5 which increased total open position to 5
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 1080, 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 Dec NIFTY was trading at 24548.70. The strike last trading price was 1080, 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 1080, which was -66.35 lower than the previous day. The implied volatity was 13.25, the open interest changed by 5 which increased total open position to 5
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 1146.35, which was 36.35 higher than the previous day. The implied volatity was 15.31, the open interest changed by 5 which increased total open position to 5
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 1110, which was 146.05 higher than the previous day. The implied volatity was 14.27, the open interest changed by 4 which increased total open position to 4
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 963.95, 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 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 963.95, which was -594.50 lower than the previous day. The implied volatity was 11.56, the open interest changed by 1 which increased total open position to 1
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 1558.45, which was 0.00 lower than the previous day. The implied volatity was -, 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 1558.45, which was 0.00 lower than the previous day. The implied volatity was -, 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 1558.45, which was 0.00 lower than the previous day. The implied volatity was -, 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 1558.45, which was 0.00 lower than the previous day. The implied volatity was -, 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 1558.45, which was 0.00 lower than the previous day. The implied volatity was -, 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 1558.45, which was 0.00 lower than the previous day. The implied volatity was -, 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 1558.45, which was 0.00 lower than the previous day. The implied volatity was -, 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 1558.45, which was 0.00 lower than the previous day. The implied volatity was -, 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 1558.45, which was 0.00 lower than the previous day. The implied volatity was -, 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 1558.45, which was 0.00 lower than the previous day. The implied volatity was -, 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 1558.45, which was 0.00 lower than the previous day. The implied volatity was -, 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 1558.45, which was 0.00 lower than the previous day. The implied volatity was -, 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 1558.45, which was 0.00 lower than the previous day. The implied volatity was -, 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 1558.45, which was 0.00 lower than the previous day. The implied volatity was -, 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 1558.45, which was 0.00 lower than the previous day. The implied volatity was -, 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 1558.45, which was 0.00 lower than the previous day. The implied volatity was -, 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 1558.45, which was 0.00 lower than the previous day. The implied volatity was -, 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 1558.45, which was 0.00 lower than the previous day. The implied volatity was -, 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 1558.45, which was 0.00 lower than the previous day. The implied volatity was -, 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 1558.45, which was 1558.45 higher than the previous day. The implied volatity was -, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
