NIFTY
Nifty
Historical option data for NIFTY
20 Dec 2024 04:11 PM IST
NIFTY 26DEC2024 25900 CE | ||||||||||
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Delta: 0.01
Vega: 0.60
Theta: -1.48
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
20 Dec | 23587.50 | 2 | -1.10 | 28.46 | 71,924 | 1,757 | 12,962 | |||
19 Dec | 23951.70 | 3.1 | -4.65 | 23.91 | 32,533.333 | 4,020.333 | 11,212.333 | |||
18 Dec | 24198.85 | 7.75 | 2.05 | 22.37 | 18,533.667 | -37,498.667 | 7,200 | |||
17 Dec | 24336.00 | 5.7 | -1.15 | 18.90 | 17,687 | -603.333 | 6,093.333 | |||
16 Dec | 24668.25 | 6.85 | -0.95 | 14.87 | 10,007.333 | 1,100.667 | 6,682 | |||
13 Dec | 24768.30 | 7.8 | 1.10 | 11.85 | 17,183.333 | 1,159 | 5,627.667 | |||
12 Dec | 24548.70 | 6.7 | -2.90 | 13.27 | 5,775 | -140.667 | 4,416.667 | |||
11 Dec | 24641.80 | 9.6 | -3.05 | 12.74 | 5,165.667 | 1,825.667 | 4,576 | |||
10 Dec | 24610.05 | 12.65 | -2.65 | 13.02 | 4,368.667 | -576 | 4,091.667 | |||
9 Dec | 24619.00 | 15.3 | -4.00 | 13.01 | 6,197.667 | 226 | 4,719.333 | |||
6 Dec | 24677.80 | 19.3 | -0.65 | 12.04 | 10,077.333 | -427 | 4,506.333 | |||
5 Dec | 24708.40 | 19.95 | 7.20 | 11.49 | 16,380 | -165 | 4,986.667 | |||
4 Dec | 24467.45 | 12.75 | 0.85 | 12.06 | 7,170.667 | 1,728 | 5,129.333 | |||
3 Dec | 24457.15 | 11.9 | 2.70 | 11.72 | 6,753.667 | 1,564.667 | 3,402 | |||
2 Dec | 24276.05 | 9.2 | 2.05 | 12.10 | 7,028.667 | -1,484.333 | 1,845.667 | |||
29 Nov | 24131.10 | 7.15 | -2.00 | 11.82 | 4,209.333 | -167.333 | 3,360 | |||
28 Nov | 23914.15 | 9.15 | -4.70 | 13.12 | 10,014 | 2,036.667 | 3,518.333 | |||
27 Nov | 24274.90 | 13.85 | -1.65 | 11.63 | 3,521.333 | 198.667 | 1,492.667 | |||
26 Nov | 24194.50 | 15.5 | -5.05 | 12.21 | 2,254.667 | 104.333 | 1,310 | |||
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25 Nov | 24221.90 | 20.55 | 1.70 | 12.26 | 3,886.667 | 1,218.333 | 1,241.667 | |||
22 Nov | 23907.25 | 18.85 | 8.15 | 13.85 | 885 | 601.667 | 625 | |||
21 Nov | 23349.90 | 10.7 | -2.30 | 15.43 | 1,733 | -133.333 | 546.333 | |||
19 Nov | 23518.50 | 13 | -0.30 | 14.68 | 956.667 | -84 | 671.333 | |||
18 Nov | 23453.80 | 13.3 | -8.80 | 14.54 | 1,091.333 | -65.333 | 756.333 | |||
14 Nov | 23532.70 | 22.1 | -7.85 | 14.46 | 967.667 | 36.333 | 821.667 | |||
13 Nov | 23559.05 | 29.95 | 0.55 | 14.89 | 2,042.333 | 289.667 | 780 | |||
12 Nov | 23883.45 | 29.4 | -4.30 | 13.15 | 954.667 | -66 | 533.333 | |||
11 Nov | 24141.30 | 33.7 | -10.10 | 11.59 | 1,065 | 81 | 599.333 | |||
8 Nov | 24148.20 | 43.8 | -15.45 | 11.93 | 675.667 | 75.333 | 519 | |||
7 Nov | 24199.35 | 59.25 | -31.65 | 12.19 | 607.667 | 26 | 445 | |||
6 Nov | 24484.05 | 90.9 | 18.90 | 11.54 | 414.667 | -32.333 | 437.333 | |||
5 Nov | 24213.30 | 72 | 4.10 | 12.53 | 170.333 | 20 | 470.667 | |||
4 Nov | 23995.35 | 67.9 | -22.00 | 13.53 | 757.667 | 17.667 | 452.667 | |||
1 Nov | 24304.35 | 89.9 | -6.25 | 12.09 | 289.333 | -190.333 | 437.667 | |||
31 Oct | 24205.35 | 96.15 | -14.50 | - | 711 | 265 | 629.333 | |||
30 Oct | 24340.85 | 110.65 | -5.60 | - | 33 | 17.667 | 364.333 | |||
29 Oct | 24466.85 | 116.25 | 15.55 | - | 176.333 | 27.333 | 346.333 | |||
28 Oct | 24339.15 | 100.7 | 8.70 | - | 141.667 | 26 | 319 | |||
25 Oct | 24180.80 | 92 | -39.30 | - | 546 | -41 | 293 | |||
24 Oct | 24399.40 | 131.3 | -20.95 | - | 262.333 | 139.333 | 334 | |||
23 Oct | 24435.50 | 152.25 | -17.75 | - | 143 | -25 | 194.667 | |||
22 Oct | 24472.10 | 170 | -45.25 | - | 169.333 | -6.667 | 220.333 | |||
21 Oct | 24781.10 | 215.25 | -53.05 | - | 94.667 | 18.667 | 226.667 | |||
18 Oct | 24854.05 | 268.3 | 16.30 | - | 144.333 | 33.667 | 208.667 | |||
17 Oct | 24749.85 | 252 | -68.00 | - | 122 | 77 | 176.333 | |||
16 Oct | 24971.30 | 320 | -31.90 | - | 21.333 | 6 | 99.333 | |||
15 Oct | 25057.35 | 351.9 | -49.85 | - | 26.667 | 17 | 93.333 | |||
14 Oct | 25127.95 | 401.75 | 45.80 | - | 9.333 | 1.333 | 76.333 | |||
11 Oct | 24964.25 | 355.95 | -40.05 | - | 14.667 | 6.333 | 78.333 | |||
10 Oct | 24998.45 | 396 | -1.00 | - | 9.667 | 0 | 72 | |||
9 Oct | 24981.95 | 397 | -10.50 | - | 50 | -7.667 | 69.333 | |||
8 Oct | 25013.15 | 407.5 | 38.70 | - | 65 | 24.333 | 76.667 | |||
7 Oct | 24795.75 | 368.8 | -80.65 | - | 50 | 6.667 | 53 | |||
4 Oct | 25014.60 | 449.45 | -103.90 | - | 118.667 | 17.333 | 47 | |||
3 Oct | 25250.10 | 553.35 | -256.65 | - | 45.667 | 24 | 29.667 | |||
1 Oct | 25796.90 | 810 | -477.85 | - | 16.667 | 5.333 | 5.333 | |||
30 Sept | 25810.85 | 1287.85 | 0.00 | - | 0 | 0 | 0 | |||
27 Sept | 26173.35 | 1287.85 | - | 0 | 0 | 0 |
For Nifty - strike price 25900 expiring on 26DEC2024
Delta for 25900 CE is 0.01
Historical price for 25900 CE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 2, which was -1.10 lower than the previous day. The implied volatity was 28.46, the open interest changed by 5271 which increased total open position to 38886
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 3.1, which was -4.65 lower than the previous day. The implied volatity was 23.91, the open interest changed by 12061 which increased total open position to 33637
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 7.75, which was 2.05 higher than the previous day. The implied volatity was 22.37, the open interest changed by -112496 which decreased total open position to 21600
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 5.7, which was -1.15 lower than the previous day. The implied volatity was 18.90, the open interest changed by -1810 which decreased total open position to 18280
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 6.85, which was -0.95 lower than the previous day. The implied volatity was 14.87, the open interest changed by 3302 which increased total open position to 20046
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 7.8, which was 1.10 higher than the previous day. The implied volatity was 11.85, the open interest changed by 3477 which increased total open position to 16883
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 6.7, which was -2.90 lower than the previous day. The implied volatity was 13.27, the open interest changed by -422 which decreased total open position to 13250
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 9.6, which was -3.05 lower than the previous day. The implied volatity was 12.74, the open interest changed by 5477 which increased total open position to 13728
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 12.65, which was -2.65 lower than the previous day. The implied volatity was 13.02, the open interest changed by -1728 which decreased total open position to 12275
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 15.3, which was -4.00 lower than the previous day. The implied volatity was 13.01, the open interest changed by 678 which increased total open position to 14158
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 19.3, which was -0.65 lower than the previous day. The implied volatity was 12.04, the open interest changed by -1281 which decreased total open position to 13519
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 19.95, which was 7.20 higher than the previous day. The implied volatity was 11.49, the open interest changed by -495 which decreased total open position to 14960
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 12.75, which was 0.85 higher than the previous day. The implied volatity was 12.06, the open interest changed by 5184 which increased total open position to 15388
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 11.9, which was 2.70 higher than the previous day. The implied volatity was 11.72, the open interest changed by 4694 which increased total open position to 10206
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 9.2, which was 2.05 higher than the previous day. The implied volatity was 12.10, the open interest changed by -4453 which decreased total open position to 5537
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 7.15, which was -2.00 lower than the previous day. The implied volatity was 11.82, the open interest changed by -502 which decreased total open position to 10080
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 9.15, which was -4.70 lower than the previous day. The implied volatity was 13.12, the open interest changed by 6110 which increased total open position to 10555
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 13.85, which was -1.65 lower than the previous day. The implied volatity was 11.63, the open interest changed by 596 which increased total open position to 4478
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 15.5, which was -5.05 lower than the previous day. The implied volatity was 12.21, the open interest changed by 313 which increased total open position to 3930
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 20.55, which was 1.70 higher than the previous day. The implied volatity was 12.26, the open interest changed by 3655 which increased total open position to 3725
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 18.85, which was 8.15 higher than the previous day. The implied volatity was 13.85, the open interest changed by 1805 which increased total open position to 1875
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 10.7, which was -2.30 lower than the previous day. The implied volatity was 15.43, the open interest changed by -400 which decreased total open position to 1639
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 13, which was -0.30 lower than the previous day. The implied volatity was 14.68, the open interest changed by -252 which decreased total open position to 2014
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 13.3, which was -8.80 lower than the previous day. The implied volatity was 14.54, the open interest changed by -196 which decreased total open position to 2269
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 22.1, which was -7.85 lower than the previous day. The implied volatity was 14.46, the open interest changed by 109 which increased total open position to 2465
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 29.95, which was 0.55 higher than the previous day. The implied volatity was 14.89, the open interest changed by 869 which increased total open position to 2340
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 29.4, which was -4.30 lower than the previous day. The implied volatity was 13.15, the open interest changed by -198 which decreased total open position to 1600
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 33.7, which was -10.10 lower than the previous day. The implied volatity was 11.59, the open interest changed by 243 which increased total open position to 1798
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 43.8, which was -15.45 lower than the previous day. The implied volatity was 11.93, the open interest changed by 226 which increased total open position to 1557
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 59.25, which was -31.65 lower than the previous day. The implied volatity was 12.19, the open interest changed by 78 which increased total open position to 1335
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 90.9, which was 18.90 higher than the previous day. The implied volatity was 11.54, the open interest changed by -97 which decreased total open position to 1312
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 72, which was 4.10 higher than the previous day. The implied volatity was 12.53, the open interest changed by 60 which increased total open position to 1412
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 67.9, which was -22.00 lower than the previous day. The implied volatity was 13.53, the open interest changed by 53 which increased total open position to 1358
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 89.9, which was -6.25 lower than the previous day. The implied volatity was 12.09, the open interest changed by -571 which decreased total open position to 1313
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 96.15, which was -14.50 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 110.65, which was -5.60 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 116.25, which was 15.55 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 100.7, which was 8.70 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 92, which was -39.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct NIFTY was trading at 24399.40. The strike last trading price was 131.3, which was -20.95 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 152.25, which was -17.75 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 170, which was -45.25 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 215.25, which was -53.05 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 268.3, which was 16.30 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 252, which was -68.00 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 320, which was -31.90 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 351.9, which was -49.85 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 401.75, which was 45.80 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 355.95, which was -40.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 396, which was -1.00 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 397, which was -10.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 407.5, which was 38.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 368.8, which was -80.65 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 449.45, which was -103.90 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 553.35, which was -256.65 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 810, which was -477.85 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 1287.85, 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 1287.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
NIFTY 26DEC2024 25900 PE | |||||||
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Delta: -0.91
Vega: 4.88
Theta: -14.16
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
20 Dec | 23587.50 | 2287.9 | 404.40 | 50.89 | 14.333 | -3.667 | 316 |
19 Dec | 23951.70 | 1883.5 | 243.50 | - | 31.333 | 253.333 | 300 |
18 Dec | 24198.85 | 1640 | 158.80 | 24.37 | 10 | 8.667 | 295.333 |
17 Dec | 24336.00 | 1481.2 | 311.05 | - | 50 | 46 | 286.333 |
16 Dec | 24668.25 | 1170.15 | 132.50 | - | 29.667 | 16.667 | 240.333 |
13 Dec | 24768.30 | 1037.65 | -207.35 | 12.83 | 23 | 192 | 223.667 |
12 Dec | 24548.70 | 1245 | 75.00 | - | 4.667 | 171 | 226 |
11 Dec | 24641.80 | 1170 | -106.80 | 11.91 | 4 | -2.667 | 226.333 |
10 Dec | 24610.05 | 1276.8 | 71.80 | 23.13 | 8.333 | 139 | 229 |
9 Dec | 24619.00 | 1205 | 70.00 | 17.41 | 2.333 | 134 | 228.333 |
6 Dec | 24677.80 | 1135 | -0.85 | 14.93 | 14.667 | 129 | 226.667 |
5 Dec | 24708.40 | 1135.85 | -139.15 | 17.30 | 60.333 | 162.667 | 223.333 |
4 Dec | 24467.45 | 1275 | -80.00 | - | 11.333 | 153.333 | 213.333 |
3 Dec | 24457.15 | 1355 | -124.70 | 17.27 | 38 | 156.333 | 200.333 |
2 Dec | 24276.05 | 1479.7 | -98.30 | 14.91 | 11.333 | 210.667 | 210.667 |
29 Nov | 24131.10 | 1578 | -157.00 | - | 13 | 211 | 211 |
28 Nov | 23914.15 | 1735 | 295.00 | - | 120 | 201.667 | 201.667 |
27 Nov | 24274.90 | 1440 | -94.15 | 12.72 | 55 | 104 | 104 |
26 Nov | 24194.50 | 1534.15 | 54.15 | 14.97 | 29.333 | 73 | 73 |
25 Nov | 24221.90 | 1480 | -379.10 | 15.13 | 11.333 | 57.667 | 57.667 |
22 Nov | 23907.25 | 1859.1 | -371.90 | 19.01 | 9.667 | 52.667 | 52.667 |
21 Nov | 23349.90 | 2231 | 0.00 | 0.00 | 0 | 0 | 0 |
19 Nov | 23518.50 | 2231 | 6.00 | 20.57 | 25.333 | 51 | 51 |
18 Nov | 23453.80 | 2225 | 139.35 | 19.69 | 2.667 | 50.667 | 50.667 |
14 Nov | 23532.70 | 2085.65 | -29.90 | 16.24 | 0.667 | 50.667 | 50.667 |
13 Nov | 23559.05 | 2115.55 | 275.75 | 21.24 | 3.667 | 51 | 51 |
12 Nov | 23883.45 | 1839.8 | 339.80 | 17.51 | 1 | 51.333 | 51.333 |
11 Nov | 24141.30 | 1500 | 0.00 | 0.00 | 0 | 0 | 0 |
8 Nov | 24148.20 | 1500 | 294.90 | 12.27 | 0.333 | 0 | 51.333 |
7 Nov | 24199.35 | 1205.1 | 0.00 | 0.00 | 0 | 1.333 | 0 |
6 Nov | 24484.05 | 1205.1 | -262.65 | 13.86 | 4.667 | 1.667 | 51.667 |
5 Nov | 24213.30 | 1467.75 | -185.55 | 15.04 | 3.333 | 2 | 50 |
4 Nov | 23995.35 | 1653.3 | 225.65 | 15.68 | 3.667 | 2 | 47.667 |
1 Nov | 24304.35 | 1427.65 | 0.00 | 16.81 | 0.333 | 0 | 45.667 |
31 Oct | 24205.35 | 1427.65 | 125.85 | - | 0.667 | 0 | 45.667 |
30 Oct | 24340.85 | 1301.8 | -66.00 | - | 0.333 | 0 | 45.667 |
29 Oct | 24466.85 | 1367.8 | 37.05 | - | 1.667 | 45.667 | 45.667 |
28 Oct | 24339.15 | 1330.75 | -197.30 | - | 1 | 0 | 44.333 |
25 Oct | 24180.80 | 1528.05 | 283.05 | - | 7.333 | -1.333 | 44.333 |
24 Oct | 24399.40 | 1245 | 24.00 | - | 0.333 | 0 | 46 |
23 Oct | 24435.50 | 1221 | 21.00 | - | 3 | -1.667 | 46 |
22 Oct | 24472.10 | 1200 | 198.20 | - | 2.333 | -1 | 47.333 |
21 Oct | 24781.10 | 1001.8 | 76.20 | - | 1 | 0 | 48 |
18 Oct | 24854.05 | 925.6 | -56.70 | - | 0.333 | 0 | 48.333 |
17 Oct | 24749.85 | 982.3 | 104.95 | - | 5 | 0.333 | 49 |
16 Oct | 24971.30 | 877.35 | 126.45 | - | 21.667 | 18.667 | 47.333 |
15 Oct | 25057.35 | 750.9 | -153.35 | - | 1.667 | -0.333 | 28.667 |
14 Oct | 25127.95 | 904.25 | 0.00 | - | 0 | 4.333 | 0 |
11 Oct | 24964.25 | 904.25 | 66.20 | - | 9.667 | 4 | 28.667 |
10 Oct | 24998.45 | 838.05 | 48.05 | - | 0.667 | 0 | 24.667 |
9 Oct | 24981.95 | 790 | -80.00 | - | 1.333 | 0 | 25 |
8 Oct | 25013.15 | 870 | -25.00 | - | 1 | -0.333 | 25 |
7 Oct | 24795.75 | 895 | 57.55 | - | 4.333 | -3.333 | 25.667 |
4 Oct | 25014.60 | 837.45 | 141.70 | - | 86.667 | -47.333 | 30 |
3 Oct | 25250.10 | 695.75 | 218.75 | - | 29.667 | -5.333 | 77.667 |
1 Oct | 25796.90 | 477 | -13.50 | - | 45.667 | -4.333 | 83 |
30 Sept | 25810.85 | 490.5 | 110.50 | - | 43.333 | 23.333 | 87 |
27 Sept | 26173.35 | 380.00 | - | 82.667 | 66 | 66 |
For Nifty - strike price 25900 expiring on 26DEC2024
Delta for 25900 PE is -0.91
Historical price for 25900 PE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 2287.9, which was 404.40 higher than the previous day. The implied volatity was 50.89, the open interest changed by -11 which decreased total open position to 948
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 1883.5, which was 243.50 higher than the previous day. The implied volatity was -, the open interest changed by 760 which increased total open position to 900
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 1640, which was 158.80 higher than the previous day. The implied volatity was 24.37, the open interest changed by 26 which increased total open position to 886
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 1481.2, which was 311.05 higher than the previous day. The implied volatity was -, the open interest changed by 138 which increased total open position to 859
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 1170.15, which was 132.50 higher than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 721
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 1037.65, which was -207.35 lower than the previous day. The implied volatity was 12.83, the open interest changed by 576 which increased total open position to 671
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 1245, which was 75.00 higher than the previous day. The implied volatity was -, the open interest changed by 513 which increased total open position to 678
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 1170, which was -106.80 lower than the previous day. The implied volatity was 11.91, the open interest changed by -8 which decreased total open position to 679
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 1276.8, which was 71.80 higher than the previous day. The implied volatity was 23.13, the open interest changed by 417 which increased total open position to 687
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 1205, which was 70.00 higher than the previous day. The implied volatity was 17.41, the open interest changed by 402 which increased total open position to 685
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 1135, which was -0.85 lower than the previous day. The implied volatity was 14.93, the open interest changed by 387 which increased total open position to 680
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 1135.85, which was -139.15 lower than the previous day. The implied volatity was 17.30, the open interest changed by 488 which increased total open position to 670
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 1275, which was -80.00 lower than the previous day. The implied volatity was -, the open interest changed by 460 which increased total open position to 640
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 1355, which was -124.70 lower than the previous day. The implied volatity was 17.27, the open interest changed by 469 which increased total open position to 601
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 1479.7, which was -98.30 lower than the previous day. The implied volatity was 14.91, the open interest changed by 632 which increased total open position to 632
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 1578, which was -157.00 lower than the previous day. The implied volatity was -, the open interest changed by 633 which increased total open position to 633
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 1735, which was 295.00 higher than the previous day. The implied volatity was -, the open interest changed by 605 which increased total open position to 605
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 1440, which was -94.15 lower than the previous day. The implied volatity was 12.72, the open interest changed by 312 which increased total open position to 312
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 1534.15, which was 54.15 higher than the previous day. The implied volatity was 14.97, the open interest changed by 219 which increased total open position to 219
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 1480, which was -379.10 lower than the previous day. The implied volatity was 15.13, the open interest changed by 173 which increased total open position to 173
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 1859.1, which was -371.90 lower than the previous day. The implied volatity was 19.01, the open interest changed by 158 which increased total open position to 158
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 2231, 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 2231, which was 6.00 higher than the previous day. The implied volatity was 20.57, the open interest changed by 153 which increased total open position to 153
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 2225, which was 139.35 higher than the previous day. The implied volatity was 19.69, the open interest changed by 152 which increased total open position to 152
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 2085.65, which was -29.90 lower than the previous day. The implied volatity was 16.24, the open interest changed by 152 which increased total open position to 152
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 2115.55, which was 275.75 higher than the previous day. The implied volatity was 21.24, the open interest changed by 153 which increased total open position to 153
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1839.8, which was 339.80 higher than the previous day. The implied volatity was 17.51, the open interest changed by 154 which increased total open position to 154
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 1500, 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 1500, which was 294.90 higher than the previous day. The implied volatity was 12.27, the open interest changed by 0 which decreased total open position to 154
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 1205.1, 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 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 1205.1, which was -262.65 lower than the previous day. The implied volatity was 13.86, the open interest changed by 5 which increased total open position to 155
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 1467.75, which was -185.55 lower than the previous day. The implied volatity was 15.04, the open interest changed by 6 which increased total open position to 150
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 1653.3, which was 225.65 higher than the previous day. The implied volatity was 15.68, the open interest changed by 6 which increased total open position to 143
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 1427.65, which was 0.00 lower than the previous day. The implied volatity was 16.81, the open interest changed by 0 which decreased total open position to 137
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 1427.65, which was 125.85 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 1301.8, which was -66.00 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 1367.8, which was 37.05 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 1330.75, which was -197.30 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 1528.05, which was 283.05 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 1245, which was 24.00 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 1221, which was 21.00 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 1200, which was 198.20 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 1001.8, which was 76.20 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 925.6, which was -56.70 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 982.3, which was 104.95 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 877.35, which was 126.45 higher 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 750.9, which was -153.35 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 904.25, 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 904.25, which was 66.20 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 838.05, which was 48.05 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 790, which was -80.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 870, which was -25.00 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 895, which was 57.55 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 837.45, which was 141.70 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 695.75, which was 218.75 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 477, which was -13.50 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 490.5, which was 110.50 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 380.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to