NIFTY
Nifty
Historical option data for NIFTY
26 Dec 2024 03:41 PM IST
| NIFTY 26DEC2024 25950 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 23750.20 | 0.05 | -0.80 | - | 42,505 | -1,255 | 5,932 | |||
| 24 Dec | 23727.65 | 0.85 | -0.60 | 44.39 | 10,773 | -1,590 | 7,154 | |||
| 23 Dec | 23753.45 | 1.45 | -0.30 | 37.93 | 39,217 | -36 | 8,741 | |||
| 20 Dec | 23587.50 | 1.75 | -1.75 | 28.56 | 49,857 | 2,641 | 8,874 | |||
| 19 Dec | 23951.70 | 3.5 | -4.75 | 24.83 | 18,339 | 849 | 6,225 | |||
| 18 Dec | 24198.85 | 8.25 | 2.70 | 23.16 | 12,623 | 219 | 5,407 | |||
| 17 Dec | 24336.00 | 5.55 | -0.95 | 19.36 | 12,209 | 71 | 5,193 | |||
| 16 Dec | 24668.25 | 6.5 | -1.05 | 15.25 | 8,561 | -12,295 | 5,103 | |||
| 13 Dec | 24768.30 | 7.55 | 1.60 | 12.24 | 7,482 | 27 | 3,710 | |||
| 12 Dec | 24548.70 | 5.95 | -3.05 | 13.44 | 4,816 | -95,184 | 3,660 | |||
| 11 Dec | 24641.80 | 9 | -2.45 | 13.02 | 7,334 | -45 | 3,645 | |||
| 10 Dec | 24610.05 | 11.45 | -2.30 | 13.21 | 2,461 | -88,519 | 3,733 | |||
| 9 Dec | 24619.00 | 13.75 | -3.70 | 13.16 | 2,024 | -77,309 | 3,579 | |||
| 6 Dec | 24677.80 | 17.45 | -2.20 | 12.19 | 5,105 | -33,857 | 3,474 | |||
| 5 Dec | 24708.40 | 19.65 | 8.60 | 11.86 | 11,499 | -4,434 | 3,688 | |||
| 4 Dec | 24467.45 | 11.05 | -0.75 | 12.10 | 4,125 | -2,083 | 3,491 | |||
| 3 Dec | 24457.15 | 11.8 | 1.60 | 12.06 | 5,025 | 1,968 | 3,063 | |||
| 2 Dec | 24276.05 | 10.2 | 2.70 | 12.66 | 1,584 | -456 | 1,297 | |||
| 29 Nov | 24131.10 | 7.5 | -1.55 | 12.21 | 1,230 | 956 | 1,045 | |||
| 28 Nov | 23914.15 | 9.05 | -4.10 | 13.39 | 6,181 | -415 | 576 | |||
| 27 Nov | 24274.90 | 13.15 | -1.35 | 11.83 | 798 | -397 | 449 | |||
| 26 Nov | 24194.50 | 14.5 | -4.55 | 12.37 | 535 | -454 | 326 | |||
| 25 Nov | 24221.90 | 19.05 | 2.85 | 12.39 | 1,617 | 256 | 363 | |||
| 22 Nov | 23907.25 | 16.2 | 5.00 | 13.75 | 200 | 97 | 204 | |||
| 21 Nov | 23349.90 | 11.2 | -2.90 | 15.81 | 95 | 38 | 105 | |||
| 19 Nov | 23518.50 | 14.1 | 0.55 | 15.16 | 356 | 44 | 109 | |||
| 18 Nov | 23453.80 | 13.55 | -7.75 | 14.85 | 392 | 93 | 154 | |||
| 14 Nov | 23532.70 | 21.3 | -4.15 | 14.62 | 92 | 134 | 164 | |||
|
|
||||||||||
| 13 Nov | 23559.05 | 25.45 | -2.30 | 14.66 | 137 | -23 | 124 | |||
| 12 Nov | 23883.45 | 27.75 | -4.70 | 13.26 | 315 | 56 | 57 | |||
| 11 Nov | 24141.30 | 32.45 | -15.70 | 11.78 | 206 | 143 | 143 | |||
| 8 Nov | 24148.20 | 48.15 | -5.65 | 12.36 | 88 | 148 | 174 | |||
| 7 Nov | 24199.35 | 53.8 | -31.80 | 12.17 | 117 | 154 | 172 | |||
| 6 Nov | 24484.05 | 85.6 | 19.65 | 11.64 | 39 | 146 | 168 | |||
| 5 Nov | 24213.30 | 65.95 | 0.85 | 12.52 | 178 | 158 | 164 | |||
| 4 Nov | 23995.35 | 65.1 | -42.00 | 13.68 | 196 | 133 | 146 | |||
| 1 Nov | 24304.35 | 107.1 | 0.00 | 0.00 | 0 | 6 | 0 | |||
| 31 Oct | 24205.35 | 107.1 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 24340.85 | 107.1 | 1.55 | - | 5 | 11 | 11 | |||
| 29 Oct | 24466.85 | 105.55 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 24339.15 | 105.55 | -142.45 | - | 5 | 6 | 6 | |||
| 25 Oct | 24180.80 | 248 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 24399.40 | 248 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 24435.50 | 248 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 24472.10 | 248 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 24781.10 | 248 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 24854.05 | 248 | 0.00 | - | 0 | 0 | 5 | |||
| 17 Oct | 24749.85 | 248 | -100.90 | - | 2 | 0 | 3 | |||
| 16 Oct | 24971.30 | 348.9 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 25057.35 | 348.9 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 25127.95 | 348.9 | 0.00 | - | 0 | -2 | 0 | |||
| 11 Oct | 24964.25 | 348.9 | -30.75 | - | 2 | 0 | 5 | |||
| 10 Oct | 24998.45 | 379.65 | -30.80 | - | 3 | 0 | 5 | |||
| 9 Oct | 24981.95 | 410.45 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 25013.15 | 410.45 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 24795.75 | 410.45 | 0.00 | - | 0 | 5 | 0 | |||
| 4 Oct | 25014.60 | 410.45 | -846.70 | - | 10 | 5 | 5 | |||
| 3 Oct | 25250.10 | 1257.15 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 25796.90 | 1257.15 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 25810.85 | 1257.15 | 1257.15 | - | 0 | 0 | 0 | |||
| 27 Sept | 26173.35 | 0.00 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 25950 expiring on 26DEC2024
Delta for 25950 CE is -
Historical price for 25950 CE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 0.05, which was -0.80 lower than the previous day. The implied volatity was -, the open interest changed by -1255 which decreased total open position to 5932
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 0.85, which was -0.60 lower than the previous day. The implied volatity was 44.39, the open interest changed by -1590 which decreased total open position to 7154
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 1.45, which was -0.30 lower than the previous day. The implied volatity was 37.93, the open interest changed by -36 which decreased total open position to 8741
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 1.75, which was -1.75 lower than the previous day. The implied volatity was 28.56, the open interest changed by 2641 which increased total open position to 8874
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 3.5, which was -4.75 lower than the previous day. The implied volatity was 24.83, the open interest changed by 849 which increased total open position to 6225
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 8.25, which was 2.70 higher than the previous day. The implied volatity was 23.16, the open interest changed by 219 which increased total open position to 5407
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 5.55, which was -0.95 lower than the previous day. The implied volatity was 19.36, the open interest changed by 71 which increased total open position to 5193
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 6.5, which was -1.05 lower than the previous day. The implied volatity was 15.25, the open interest changed by -12295 which decreased total open position to 5103
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 7.55, which was 1.60 higher than the previous day. The implied volatity was 12.24, the open interest changed by 27 which increased total open position to 3710
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 5.95, which was -3.05 lower than the previous day. The implied volatity was 13.44, the open interest changed by -95184 which decreased total open position to 3660
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 9, which was -2.45 lower than the previous day. The implied volatity was 13.02, the open interest changed by -45 which decreased total open position to 3645
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 11.45, which was -2.30 lower than the previous day. The implied volatity was 13.21, the open interest changed by -88519 which decreased total open position to 3733
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 13.75, which was -3.70 lower than the previous day. The implied volatity was 13.16, the open interest changed by -77309 which decreased total open position to 3579
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 17.45, which was -2.20 lower than the previous day. The implied volatity was 12.19, the open interest changed by -33857 which decreased total open position to 3474
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 19.65, which was 8.60 higher than the previous day. The implied volatity was 11.86, the open interest changed by -4434 which decreased total open position to 3688
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 11.05, which was -0.75 lower than the previous day. The implied volatity was 12.10, the open interest changed by -2083 which decreased total open position to 3491
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 11.8, which was 1.60 higher than the previous day. The implied volatity was 12.06, the open interest changed by 1968 which increased total open position to 3063
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 10.2, which was 2.70 higher than the previous day. The implied volatity was 12.66, the open interest changed by -456 which decreased total open position to 1297
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 7.5, which was -1.55 lower than the previous day. The implied volatity was 12.21, the open interest changed by 956 which increased total open position to 1045
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 9.05, which was -4.10 lower than the previous day. The implied volatity was 13.39, the open interest changed by -415 which decreased total open position to 576
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 13.15, which was -1.35 lower than the previous day. The implied volatity was 11.83, the open interest changed by -397 which decreased total open position to 449
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 14.5, which was -4.55 lower than the previous day. The implied volatity was 12.37, the open interest changed by -454 which decreased total open position to 326
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 19.05, which was 2.85 higher than the previous day. The implied volatity was 12.39, the open interest changed by 256 which increased total open position to 363
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 16.2, which was 5.00 higher than the previous day. The implied volatity was 13.75, the open interest changed by 97 which increased total open position to 204
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 11.2, which was -2.90 lower than the previous day. The implied volatity was 15.81, the open interest changed by 38 which increased total open position to 105
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 14.1, which was 0.55 higher than the previous day. The implied volatity was 15.16, the open interest changed by 44 which increased total open position to 109
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 13.55, which was -7.75 lower than the previous day. The implied volatity was 14.85, the open interest changed by 93 which increased total open position to 154
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 21.3, which was -4.15 lower than the previous day. The implied volatity was 14.62, the open interest changed by 134 which increased total open position to 164
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 25.45, which was -2.30 lower than the previous day. The implied volatity was 14.66, the open interest changed by -23 which decreased total open position to 124
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 27.75, which was -4.70 lower than the previous day. The implied volatity was 13.26, the open interest changed by 56 which increased total open position to 57
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 32.45, which was -15.70 lower than the previous day. The implied volatity was 11.78, the open interest changed by 143 which increased total open position to 143
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 48.15, which was -5.65 lower than the previous day. The implied volatity was 12.36, the open interest changed by 148 which increased total open position to 174
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 53.8, which was -31.80 lower than the previous day. The implied volatity was 12.17, the open interest changed by 154 which increased total open position to 172
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 85.6, which was 19.65 higher than the previous day. The implied volatity was 11.64, the open interest changed by 146 which increased total open position to 168
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 65.95, which was 0.85 higher than the previous day. The implied volatity was 12.52, the open interest changed by 158 which increased total open position to 164
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 65.1, which was -42.00 lower than the previous day. The implied volatity was 13.68, the open interest changed by 133 which increased total open position to 146
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 107.1, 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 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 107.1, 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 107.1, which was 1.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct NIFTY was trading at 24466.85. The strike last trading price was 105.55, 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 105.55, which was -142.45 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 248, 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 248, 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 248, 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 248, 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 248, 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 248, 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 248, which was -100.90 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 348.9, 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 348.9, 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 348.9, 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 348.9, which was -30.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 379.65, which was -30.80 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 410.45, 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 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 410.45, 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 410.45, 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 4 Oct NIFTY was trading at 25014.60. The strike last trading price was 410.45, which was -846.70 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 1257.15, 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 1 Oct NIFTY was trading at 25796.90. The strike last trading price was 1257.15, 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 Sept NIFTY was trading at 25810.85. The strike last trading price was 1257.15, which was 1257.15 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 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 26DEC2024 25950 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 23750.20 | 2182 | 0.00 | 0.00 | 0 | -1 | 0 |
| 24 Dec | 23727.65 | 2182 | 282.10 | - | 3 | 0 | 14 |
| 23 Dec | 23753.45 | 1899.9 | -100.00 | - | 1 | 0 | 14 |
| 20 Dec | 23587.50 | 1999.9 | 312.60 | - | 2 | -1 | 13 |
| 19 Dec | 23951.70 | 1687.3 | 0.00 | 0.00 | 0 | 5 | 0 |
| 18 Dec | 24198.85 | 1687.3 | 146.60 | 23.99 | 1 | 0 | 14 |
| 17 Dec | 24336.00 | 1540.7 | 410.20 | - | 2 | 0 | 16 |
| 16 Dec | 24668.25 | 1130.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 24768.30 | 1130.5 | -94.50 | 19.25 | 20 | 17 | 17 |
| 12 Dec | 24548.70 | 1225 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 24641.80 | 1225 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 24610.05 | 1225 | 0.00 | 0.00 | 0 | 3 | 0 |
| 9 Dec | 24619.00 | 1225 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 24677.80 | 1225 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 24708.40 | 1225 | -125.00 | 20.38 | 17 | 4 | 4 |
| 4 Dec | 24467.45 | 1350 | -121.95 | 13.18 | 4 | 6 | 6 |
| 3 Dec | 24457.15 | 1471.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 24276.05 | 1471.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 24131.10 | 1471.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 23914.15 | 1471.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 24274.90 | 1471.95 | -502.00 | 9.75 | 5 | 5 | 5 |
| 26 Nov | 24194.50 | 1973.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 24221.90 | 1973.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 23907.25 | 1973.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 23349.90 | 1973.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 23518.50 | 1973.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 23453.80 | 1973.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 23532.70 | 1973.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 23559.05 | 1973.95 | 536.75 | - | 1 | 4 | 4 |
| 12 Nov | 23883.45 | 1437.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 24141.30 | 1437.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 24148.20 | 1437.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 24199.35 | 1437.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 24484.05 | 1437.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 1437.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 1437.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 1437.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 24205.35 | 1437.2 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 24340.85 | 1437.2 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 24466.85 | 1437.2 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 24339.15 | 1437.2 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 24180.80 | 1437.2 | 378.30 | - | 1 | 0 | 4 |
| 24 Oct | 24399.40 | 1058.9 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 24435.50 | 1058.9 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 24472.10 | 1058.9 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 24781.10 | 1058.9 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 24854.05 | 1058.9 | 352.75 | - | 1 | 0 | 4 |
| 17 Oct | 24749.85 | 706.15 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 24971.30 | 706.15 | 0.00 | - | 0 | 0 | 4 |
| 15 Oct | 25057.35 | 706.15 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 25127.95 | 706.15 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 24964.25 | 706.15 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 24998.45 | 706.15 | 0.00 | - | 0 | 0 | 4 |
| 9 Oct | 24981.95 | 706.15 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 25013.15 | 706.15 | 0.00 | - | 0 | 0 | 4 |
| 7 Oct | 24795.75 | 706.15 | 0.00 | - | 0 | 0 | 4 |
| 4 Oct | 25014.60 | 706.15 | 0.00 | - | 0 | 0 | 4 |
| 3 Oct | 25250.10 | 706.15 | 229.50 | - | 2 | 0 | 3 |
| 1 Oct | 25796.90 | 476.65 | 0.00 | - | 0 | 3 | 0 |
| 30 Sept | 25810.85 | 476.65 | -46.45 | - | 10 | 4 | 4 |
| 27 Sept | 26173.35 | 523.10 | - | 0 | 0 | 0 | |
For Nifty - strike price 25950 expiring on 26DEC2024
Delta for 25950 PE is 0.00
Historical price for 25950 PE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 2182, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 2182, which was 282.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 1899.9, which was -100.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 1999.9, which was 312.60 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 13
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 1687.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 1687.3, which was 146.60 higher than the previous day. The implied volatity was 23.99, the open interest changed by 0 which decreased total open position to 14
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 1540.7, which was 410.20 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 1130.5, 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 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 1130.5, which was -94.50 lower than the previous day. The implied volatity was 19.25, the open interest changed by 17 which increased total open position to 17
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 1225, 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 1225, 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 1225, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 1225, 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 1225, 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 1225, which was -125.00 lower than the previous day. The implied volatity was 20.38, the open interest changed by 4 which increased total open position to 4
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 1350, which was -121.95 lower than the previous day. The implied volatity was 13.18, the open interest changed by 6 which increased total open position to 6
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 1471.95, 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 1471.95, 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 1471.95, 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 1471.95, 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 1471.95, which was -502.00 lower than the previous day. The implied volatity was 9.75, the open interest changed by 5 which increased total open position to 5
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 1973.95, 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 1973.95, 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 1973.95, 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 1973.95, 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 1973.95, 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 1973.95, 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 1973.95, 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 1973.95, which was 536.75 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1437.2, 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 1437.2, 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 1437.2, 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 1437.2, 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 1437.2, 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 1437.2, 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 1437.2, 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 1437.2, 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 1437.2, 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 1437.2, 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 1437.2, 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 1437.2, 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 1437.2, which was 378.30 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 1058.9, 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 1058.9, 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 1058.9, 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 1058.9, 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 1058.9, which was 352.75 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 706.15, 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 706.15, 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 706.15, 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 706.15, 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 706.15, 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 706.15, 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 9 Oct NIFTY was trading at 24981.95. The strike last trading price was 706.15, 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 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 706.15, 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 706.15, 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 4 Oct NIFTY was trading at 25014.60. The strike last trading price was 706.15, 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 706.15, which was 229.50 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 476.65, 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 Sept NIFTY was trading at 25810.85. The strike last trading price was 476.65, which was -46.45 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 523.10, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
