NIFTY
Nifty
Historical option data for NIFTY
29 Oct 2024 04:11 PM IST
NIFTY 26000 CE | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
29 Oct | 24466.85 | 1.25 | -0.05 | 1,06,87,225 | -3,96,175 | 69,29,825 | ||||
28 Oct | 24339.15 | 1.3 | -0.35 | 91,07,475 | 73,150 | 73,69,475 | ||||
25 Oct | 24180.80 | 1.65 | -0.20 | 1,49,47,500 | 31,64,800 | 72,96,325 | ||||
24 Oct | 24399.40 | 1.85 | -0.95 | 1,07,88,650 | 12,73,925 | 63,79,475 | ||||
23 Oct | 24435.50 | 2.8 | -2.20 | 37,69,725 | -2,12,250 | 51,10,125 | ||||
22 Oct | 24472.10 | 5 | -1.05 | 52,77,800 | -4,96,100 | 53,66,200 | ||||
21 Oct | 24781.10 | 6.05 | -1.65 | 48,13,975 | -7,375 | 58,61,700 | ||||
18 Oct | 24854.05 | 7.7 | -4.30 | 57,69,050 | -2,40,375 | 58,64,675 | ||||
17 Oct | 24749.85 | 12 | -3.10 | 52,36,675 | 2,83,375 | 61,15,925 | ||||
16 Oct | 24971.30 | 15.1 | -7.75 | 44,31,350 | 44,30,500 | 58,22,775 | ||||
15 Oct | 25057.35 | 22.85 | -7.75 | 38,02,700 | 3,43,825 | 55,82,225 | ||||
14 Oct | 25127.95 | 30.6 | 5.80 | 33,07,700 | -54,825 | 52,42,200 | ||||
11 Oct | 24964.25 | 24.8 | -12.70 | 35,32,225 | 1,61,625 | 52,97,500 | ||||
10 Oct | 24998.45 | 37.5 | -9.50 | 34,34,600 | 3,90,025 | 51,60,200 | ||||
9 Oct | 24981.95 | 47 | -9.00 | 57,35,525 | 37,44,350 | 48,30,950 | ||||
8 Oct | 25013.15 | 56 | 7.15 | 48,07,225 | 37,75,225 | 46,91,700 | ||||
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7 Oct | 24795.75 | 48.85 | -20.15 | 73,73,075 | 39,06,900 | 45,70,050 | ||||
4 Oct | 25014.60 | 69 | -49.75 | 92,69,700 | -47,35,775 | 41,06,400 | ||||
3 Oct | 25250.10 | 118.75 | -190.60 | 93,14,975 | 39,22,625 | 41,07,600 | ||||
1 Oct | 25796.90 | 309.35 | -35.75 | 38,33,275 | 1,12,175 | 39,80,500 | ||||
30 Sept | 25810.85 | 345.1 | -210.90 | 45,92,325 | 38,36,150 | 38,66,125 | ||||
27 Sept | 26178.95 | 556 | 29.00 | 22,85,350 | 39,63,550 | 39,94,125 | ||||
26 Sept | 26216.05 | 527 | 76.00 | 49,05,650 | 40,72,700 | 41,02,975 | ||||
25 Sept | 26004.15 | 451 | -1.25 | 27,30,050 | 20,15,825 | 35,73,200 | ||||
24 Sept | 25940.40 | 452.25 | 6.25 | 29,20,600 | 19,65,925 | 32,51,975 | ||||
23 Sept | 25939.05 | 446 | 97.00 | 41,48,250 | 28,00,500 | 28,02,125 | ||||
20 Sept | 25790.95 | 349 | 128.00 | 65,35,500 | 17,20,000 | 21,17,375 | ||||
19 Sept | 25415.80 | 221 | 26.00 | 33,46,275 | 19,68,375 | 19,69,300 | ||||
18 Sept | 25377.55 | 195 | -21.00 | 15,25,150 | 1,11,125 | 12,29,075 | ||||
17 Sept | 25418.55 | 216 | 1.00 | 6,90,925 | 11,20,825 | 11,21,675 | ||||
16 Sept | 25383.75 | 215 | 13.15 | 6,44,175 | -26,550 | 10,67,350 | ||||
13 Sept | 25356.50 | 201.85 | 5.45 | 12,57,125 | 10,98,250 | 10,98,250 | ||||
12 Sept | 25388.90 | 196.4 | 76.40 | 15,17,575 | 9,13,450 | 9,13,450 | ||||
11 Sept | 24918.45 | 120 | -30.00 | 5,81,800 | 6,32,050 | 6,32,050 | ||||
10 Sept | 25041.10 | 150 | 0.65 | 6,71,525 | 27,100 | 6,20,200 | ||||
9 Sept | 24936.40 | 149.35 | 4.25 | 6,22,525 | 5,87,100 | 5,87,100 | ||||
6 Sept | 24852.15 | 145.1 | -81.65 | 9,92,975 | 5,30,900 | 5,78,200 | ||||
5 Sept | 25145.10 | 226.75 | -14.75 | 3,43,875 | 5,90,125 | 6,35,625 | ||||
4 Sept | 25198.70 | 241.5 | -22.90 | 5,18,675 | 10,250 | 5,95,250 | ||||
3 Sept | 25279.85 | 264.4 | 2.40 | 2,09,525 | 12,575 | 5,85,325 | ||||
2 Sept | 25278.70 | 262 | -5.15 | 4,51,150 | 75,275 | 5,72,225 | ||||
30 Aug | 25235.90 | 267.15 | 46.15 | 4,46,775 | 84,875 | 4,97,200 | ||||
29 Aug | 25151.95 | 221 | 23.55 | 2,77,375 | 40,800 | 4,11,975 | ||||
28 Aug | 25052.35 | 197.45 | 12.45 | 1,85,775 | 3,66,600 | 3,74,225 | ||||
27 Aug | 25017.75 | 185 | -18.70 | 90,400 | 3,48,225 | 3,50,700 | ||||
26 Aug | 25010.60 | 203.7 | 50.35 | 1,67,550 | 28,875 | 3,34,800 | ||||
23 Aug | 24823.15 | 153.35 | 3.35 | 1,76,025 | 76,850 | 3,06,200 | ||||
22 Aug | 24811.50 | 150 | -1.50 | 85,050 | 14,875 | 2,28,175 | ||||
21 Aug | 24770.20 | 151.5 | 4.45 | 62,975 | 11,025 | 2,15,600 | ||||
20 Aug | 24698.85 | 147.05 | 14.05 | 1,06,775 | 1,250 | 2,05,025 | ||||
19 Aug | 24572.65 | 133 | -6.00 | 1,12,150 | 22,600 | 2,03,925 | ||||
16 Aug | 24541.15 | 139 | 46.00 | 1,71,725 | 34,375 | 1,82,725 | ||||
14 Aug | 24143.75 | 93 | -15.85 | 74,075 | 1,900 | 1,48,875 | ||||
13 Aug | 24139.00 | 108.85 | -25.80 | 1,03,400 | 16,925 | 1,47,050 | ||||
12 Aug | 24347.00 | 134.65 | -10.15 | 71,225 | 17,925 | 1,30,400 | ||||
9 Aug | 24367.50 | 144.8 | 21.80 | 60,500 | -2,750 | 1,18,000 | ||||
8 Aug | 24117.00 | 123 | -24.95 | 79,050 | 9,175 | 1,20,950 | ||||
7 Aug | 24297.50 | 147.95 | 22.40 | 64,300 | 26,725 | 1,11,700 | ||||
6 Aug | 23992.55 | 125.55 | -14.50 | 69,550 | 23,150 | 84,875 | ||||
5 Aug | 24055.60 | 140.05 | -83.95 | 1,15,175 | 2,775 | 61,500 | ||||
2 Aug | 24702.00 | 224.00 | 57,575 | 12,325 | 58,825 |
For Nifty - strike price 26000 expiring on 31OCT2024
Delta for 26000 CE is -
Historical price for 26000 CE is as follows
On 29 Oct NIFTY was trading at 24466.85. The strike last trading price was 1.25, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -396175 which decreased total open position to 6929825
On 28 Oct NIFTY was trading at 24339.15. The strike last trading price was 1.3, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 73150 which increased total open position to 7369475
On 25 Oct NIFTY was trading at 24180.80. The strike last trading price was 1.65, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by 3164800 which increased total open position to 7296325
On 24 Oct NIFTY was trading at 24399.40. The strike last trading price was 1.85, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 1273925 which increased total open position to 6379475
On 23 Oct NIFTY was trading at 24435.50. The strike last trading price was 2.8, which was -2.20 lower than the previous day. The implied volatity was -, the open interest changed by -212250 which decreased total open position to 5110125
On 22 Oct NIFTY was trading at 24472.10. The strike last trading price was 5, which was -1.05 lower than the previous day. The implied volatity was -, the open interest changed by -496100 which decreased total open position to 5366200
On 21 Oct NIFTY was trading at 24781.10. The strike last trading price was 6.05, which was -1.65 lower than the previous day. The implied volatity was -, the open interest changed by -7375 which decreased total open position to 5861700
On 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 7.7, which was -4.30 lower than the previous day. The implied volatity was -, the open interest changed by -240375 which decreased total open position to 5864675
On 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 12, which was -3.10 lower than the previous day. The implied volatity was -, the open interest changed by 283375 which increased total open position to 6115925
On 16 Oct NIFTY was trading at 24971.30. The strike last trading price was 15.1, which was -7.75 lower than the previous day. The implied volatity was -, the open interest changed by 4430500 which increased total open position to 5822775
On 15 Oct NIFTY was trading at 25057.35. The strike last trading price was 22.85, which was -7.75 lower than the previous day. The implied volatity was -, the open interest changed by 343825 which increased total open position to 5582225
On 14 Oct NIFTY was trading at 25127.95. The strike last trading price was 30.6, which was 5.80 higher than the previous day. The implied volatity was -, the open interest changed by -54825 which decreased total open position to 5242200
On 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 24.8, which was -12.70 lower than the previous day. The implied volatity was -, the open interest changed by 161625 which increased total open position to 5297500
On 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 37.5, which was -9.50 lower than the previous day. The implied volatity was -, the open interest changed by 390025 which increased total open position to 5160200
On 9 Oct NIFTY was trading at 24981.95. The strike last trading price was 47, which was -9.00 lower than the previous day. The implied volatity was -, the open interest changed by 3744350 which increased total open position to 4830950
On 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 56, which was 7.15 higher than the previous day. The implied volatity was -, the open interest changed by 3775225 which increased total open position to 4691700
On 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 48.85, which was -20.15 lower than the previous day. The implied volatity was -, the open interest changed by 3906900 which increased total open position to 4570050
On 4 Oct NIFTY was trading at 25014.60. The strike last trading price was 69, which was -49.75 lower than the previous day. The implied volatity was -, the open interest changed by -4735775 which decreased total open position to 4106400
On 3 Oct NIFTY was trading at 25250.10. The strike last trading price was 118.75, which was -190.60 lower than the previous day. The implied volatity was -, the open interest changed by 3922625 which increased total open position to 4107600
On 1 Oct NIFTY was trading at 25796.90. The strike last trading price was 309.35, which was -35.75 lower than the previous day. The implied volatity was -, the open interest changed by 112175 which increased total open position to 3980500
On 30 Sept NIFTY was trading at 25810.85. The strike last trading price was 345.1, which was -210.90 lower than the previous day. The implied volatity was -, the open interest changed by 3836150 which increased total open position to 3866125
On 27 Sept NIFTY was trading at 26178.95. The strike last trading price was 556, which was 29.00 higher than the previous day. The implied volatity was -, the open interest changed by 3963550 which increased total open position to 3994125
On 26 Sept NIFTY was trading at 26216.05. The strike last trading price was 527, which was 76.00 higher than the previous day. The implied volatity was -, the open interest changed by 4072700 which increased total open position to 4102975
On 25 Sept NIFTY was trading at 26004.15. The strike last trading price was 451, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by 2015825 which increased total open position to 3573200
On 24 Sept NIFTY was trading at 25940.40. The strike last trading price was 452.25, which was 6.25 higher than the previous day. The implied volatity was -, the open interest changed by 1965925 which increased total open position to 3251975
On 23 Sept NIFTY was trading at 25939.05. The strike last trading price was 446, which was 97.00 higher than the previous day. The implied volatity was -, the open interest changed by 2800500 which increased total open position to 2802125
On 20 Sept NIFTY was trading at 25790.95. The strike last trading price was 349, which was 128.00 higher than the previous day. The implied volatity was -, the open interest changed by 1720000 which increased total open position to 2117375
On 19 Sept NIFTY was trading at 25415.80. The strike last trading price was 221, which was 26.00 higher than the previous day. The implied volatity was -, the open interest changed by 1968375 which increased total open position to 1969300
On 18 Sept NIFTY was trading at 25377.55. The strike last trading price was 195, which was -21.00 lower than the previous day. The implied volatity was -, the open interest changed by 111125 which increased total open position to 1229075
On 17 Sept NIFTY was trading at 25418.55. The strike last trading price was 216, which was 1.00 higher than the previous day. The implied volatity was -, the open interest changed by 1120825 which increased total open position to 1121675
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 215, which was 13.15 higher than the previous day. The implied volatity was -, the open interest changed by -26550 which decreased total open position to 1067350
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 201.85, which was 5.45 higher than the previous day. The implied volatity was -, the open interest changed by 1098250 which increased total open position to 1098250
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 196.4, which was 76.40 higher than the previous day. The implied volatity was -, the open interest changed by 913450 which increased total open position to 913450
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 120, which was -30.00 lower than the previous day. The implied volatity was -, the open interest changed by 632050 which increased total open position to 632050
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 150, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by 27100 which increased total open position to 620200
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 149.35, which was 4.25 higher than the previous day. The implied volatity was -, the open interest changed by 587100 which increased total open position to 587100
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 145.1, which was -81.65 lower than the previous day. The implied volatity was -, the open interest changed by 530900 which increased total open position to 578200
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 226.75, which was -14.75 lower than the previous day. The implied volatity was -, the open interest changed by 590125 which increased total open position to 635625
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 241.5, which was -22.90 lower than the previous day. The implied volatity was -, the open interest changed by 10250 which increased total open position to 595250
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 264.4, which was 2.40 higher than the previous day. The implied volatity was -, the open interest changed by 12575 which increased total open position to 585325
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 262, which was -5.15 lower than the previous day. The implied volatity was -, the open interest changed by 75275 which increased total open position to 572225
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 267.15, which was 46.15 higher than the previous day. The implied volatity was -, the open interest changed by 84875 which increased total open position to 497200
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 221, which was 23.55 higher than the previous day. The implied volatity was -, the open interest changed by 40800 which increased total open position to 411975
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 197.45, which was 12.45 higher than the previous day. The implied volatity was -, the open interest changed by 366600 which increased total open position to 374225
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 185, which was -18.70 lower than the previous day. The implied volatity was -, the open interest changed by 348225 which increased total open position to 350700
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 203.7, which was 50.35 higher than the previous day. The implied volatity was -, the open interest changed by 28875 which increased total open position to 334800
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 153.35, which was 3.35 higher than the previous day. The implied volatity was -, the open interest changed by 76850 which increased total open position to 306200
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 150, which was -1.50 lower than the previous day. The implied volatity was -, the open interest changed by 14875 which increased total open position to 228175
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 151.5, which was 4.45 higher than the previous day. The implied volatity was -, the open interest changed by 11025 which increased total open position to 215600
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 147.05, which was 14.05 higher than the previous day. The implied volatity was -, the open interest changed by 1250 which increased total open position to 205025
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 133, which was -6.00 lower than the previous day. The implied volatity was -, the open interest changed by 22600 which increased total open position to 203925
On 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 139, which was 46.00 higher than the previous day. The implied volatity was -, the open interest changed by 34375 which increased total open position to 182725
On 14 Aug NIFTY was trading at 24143.75. The strike last trading price was 93, which was -15.85 lower than the previous day. The implied volatity was -, the open interest changed by 1900 which increased total open position to 148875
On 13 Aug NIFTY was trading at 24139.00. The strike last trading price was 108.85, which was -25.80 lower than the previous day. The implied volatity was -, the open interest changed by 16925 which increased total open position to 147050
On 12 Aug NIFTY was trading at 24347.00. The strike last trading price was 134.65, which was -10.15 lower than the previous day. The implied volatity was -, the open interest changed by 17925 which increased total open position to 130400
On 9 Aug NIFTY was trading at 24367.50. The strike last trading price was 144.8, which was 21.80 higher than the previous day. The implied volatity was -, the open interest changed by -2750 which decreased total open position to 118000
On 8 Aug NIFTY was trading at 24117.00. The strike last trading price was 123, which was -24.95 lower than the previous day. The implied volatity was -, the open interest changed by 9175 which increased total open position to 120950
On 7 Aug NIFTY was trading at 24297.50. The strike last trading price was 147.95, which was 22.40 higher than the previous day. The implied volatity was -, the open interest changed by 26725 which increased total open position to 111700
On 6 Aug NIFTY was trading at 23992.55. The strike last trading price was 125.55, which was -14.50 lower than the previous day. The implied volatity was -, the open interest changed by 23150 which increased total open position to 84875
On 5 Aug NIFTY was trading at 24055.60. The strike last trading price was 140.05, which was -83.95 lower than the previous day. The implied volatity was -, the open interest changed by 2775 which increased total open position to 61500
On 2 Aug NIFTY was trading at 24702.00. The strike last trading price was 224.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 12325 which increased total open position to 58825
NIFTY 26000 PE | ||||||
---|---|---|---|---|---|---|
Date | Close | Ltp | Change | Volume | Change OI | OI |
29 Oct | 24466.85 | 1529.95 | -107.60 | 1,63,200 | -1,01,050 | 20,24,850 |
28 Oct | 24339.15 | 1637.55 | -145.80 | 2,46,600 | -78,200 | 21,26,050 |
25 Oct | 24180.80 | 1783.35 | 258.65 | 2,75,825 | 21,22,950 | 22,04,250 |
24 Oct | 24399.40 | 1524.7 | 7.85 | 2,06,200 | 68,175 | 23,15,825 |
23 Oct | 24435.50 | 1516.85 | 50.95 | 2,01,925 | 20,34,100 | 22,48,575 |
22 Oct | 24472.10 | 1465.9 | 225.05 | 2,70,600 | 21,44,500 | 23,32,800 |
21 Oct | 24781.10 | 1240.85 | 213.55 | 1,72,275 | 21,27,850 | 23,19,975 |
18 Oct | 24854.05 | 1027.3 | -132.70 | 7,65,200 | 21,50,800 | 23,59,150 |
17 Oct | 24749.85 | 1160 | 188.00 | 2,71,800 | -91,925 | 24,38,075 |
16 Oct | 24971.30 | 972 | 95.20 | 3,00,225 | 24,65,225 | 25,30,500 |
15 Oct | 25057.35 | 876.8 | 91.80 | 1,40,650 | 24,56,050 | 25,09,075 |
14 Oct | 25127.95 | 785 | -180.80 | 2,01,875 | 24,87,625 | 25,24,725 |
11 Oct | 24964.25 | 965.8 | 65.80 | 2,27,325 | 24,86,050 | 25,05,700 |
10 Oct | 24998.45 | 900 | -17.25 | 3,03,375 | 24,94,700 | 25,13,300 |
9 Oct | 24981.95 | 917.25 | 24.25 | 7,45,775 | 19,61,425 | 25,33,100 |
8 Oct | 25013.15 | 893 | -147.00 | 5,15,550 | 24,63,050 | 24,79,825 |
7 Oct | 24795.75 | 1040 | 180.00 | 9,73,575 | 25,63,725 | 25,82,950 |
4 Oct | 25014.60 | 860 | 217.20 | 17,95,475 | 27,04,425 | 27,72,875 |
3 Oct | 25250.10 | 642.8 | 303.35 | 50,51,175 | -5,96,175 | 33,01,625 |
1 Oct | 25796.90 | 339.45 | -17.45 | 35,41,825 | -5,16,450 | 44,66,400 |
30 Sept | 25810.85 | 356.9 | 131.95 | 60,90,100 | 38,85,600 | 45,04,750 |
27 Sept | 26178.95 | 224.95 | -21.75 | 42,20,750 | 50,29,325 | 50,55,325 |
26 Sept | 26216.05 | 246.7 | -73.30 | 62,47,325 | 48,44,675 | 48,55,675 |
25 Sept | 26004.15 | 320 | -49.00 | 27,18,850 | 37,26,725 | 37,36,425 |
24 Sept | 25940.40 | 369 | -38.00 | 30,07,975 | 21,15,325 | 31,34,800 |
23 Sept | 25939.05 | 407 | -38.00 | 41,94,475 | 25,04,250 | 25,18,825 |
20 Sept | 25790.95 | 445 | -140.00 | 27,09,025 | 10,86,050 | 10,86,675 |
19 Sept | 25415.80 | 585 | -107.55 | 5,63,800 | 3,70,650 | 3,76,425 |
18 Sept | 25377.55 | 692.55 | 54.35 | 3,78,325 | 2,98,550 | 2,98,550 |
17 Sept | 25418.55 | 638.2 | -0.55 | 1,79,050 | 2,36,075 | 2,36,100 |
16 Sept | 25383.75 | 638.75 | -55.25 | 1,78,425 | 2,43,800 | 2,43,800 |
13 Sept | 25356.50 | 694 | -36.35 | 2,00,575 | 2,25,850 | 2,25,850 |
12 Sept | 25388.90 | 730.35 | -294.65 | 2,64,225 | 1,96,550 | 1,96,550 |
11 Sept | 24918.45 | 1025 | 110.05 | 72,525 | 1,65,475 | 1,65,475 |
10 Sept | 25041.10 | 914.95 | -115.00 | 97,925 | 1,56,075 | 1,56,075 |
9 Sept | 24936.40 | 1029.95 | -56.05 | 63,200 | 1,46,950 | 1,46,950 |
6 Sept | 24852.15 | 1086 | 243.00 | 90,525 | 1,46,225 | 1,46,300 |
5 Sept | 25145.10 | 843 | 0.00 | 63,750 | 6,425 | 1,25,050 |
4 Sept | 25198.70 | 843 | 60.75 | 79,075 | 6,975 | 1,18,375 |
3 Sept | 25279.85 | 782.25 | -9.75 | 53,550 | -6,400 | 1,11,500 |
2 Sept | 25278.70 | 792 | 58.00 | 1,39,700 | 1,18,075 | 1,18,125 |
30 Aug | 25235.90 | 734 | -96.55 | 70,250 | 17,575 | 92,625 |
29 Aug | 25151.95 | 830.55 | -64.45 | 45,725 | 74,900 | 74,900 |
28 Aug | 25052.35 | 895 | -30.00 | 18,525 | 61,725 | 61,725 |
27 Aug | 25017.75 | 925 | 30.50 | 20,875 | 2,900 | 58,675 |
26 Aug | 25010.60 | 894.5 | -126.35 | 25,000 | 10,850 | 55,725 |
23 Aug | 24823.15 | 1020.85 | -5.50 | 28,500 | 10,100 | 44,975 |
22 Aug | 24811.50 | 1026.35 | -45.65 | 11,100 | 7,275 | 34,750 |
21 Aug | 24770.20 | 1072 | -80.50 | 3,075 | 850 | 27,475 |
20 Aug | 24698.85 | 1152.5 | -92.15 | 3,350 | 275 | 26,625 |
19 Aug | 24572.65 | 1244.65 | -15.35 | 7,125 | 975 | 26,425 |
16 Aug | 24541.15 | 1260 | -361.95 | 19,850 | -15,875 | 25,425 |
14 Aug | 24143.75 | 1621.95 | 6.95 | 1,250 | -475 | 41,300 |
13 Aug | 24139.00 | 1615 | 135.25 | 7,075 | 4,575 | 41,775 |
12 Aug | 24347.00 | 1479.75 | 23.65 | 2,100 | -25 | 37,225 |
9 Aug | 24367.50 | 1456.1 | -238.75 | 14,275 | 12,000 | 37,275 |
8 Aug | 24117.00 | 1694.85 | 216.60 | 4,975 | 500 | 25,375 |
7 Aug | 24297.50 | 1478.25 | -231.80 | 1,575 | -175 | 24,850 |
6 Aug | 23992.55 | 1710.05 | -35.15 | 5,975 | -2,000 | 25,025 |
5 Aug | 24055.60 | 1745.2 | 505.20 | 19,275 | 10,700 | 27,025 |
2 Aug | 24702.00 | 1240.00 | 7,000 | 1,700 | 16,325 |
For Nifty - strike price 26000 expiring on 31OCT2024
Delta for 26000 PE is -
Historical price for 26000 PE is as follows
On 29 Oct NIFTY was trading at 24466.85. The strike last trading price was 1529.95, which was -107.60 lower than the previous day. The implied volatity was -, the open interest changed by -101050 which decreased total open position to 2024850
On 28 Oct NIFTY was trading at 24339.15. The strike last trading price was 1637.55, which was -145.80 lower than the previous day. The implied volatity was -, the open interest changed by -78200 which decreased total open position to 2126050
On 25 Oct NIFTY was trading at 24180.80. The strike last trading price was 1783.35, which was 258.65 higher than the previous day. The implied volatity was -, the open interest changed by 2122950 which increased total open position to 2204250
On 24 Oct NIFTY was trading at 24399.40. The strike last trading price was 1524.7, which was 7.85 higher than the previous day. The implied volatity was -, the open interest changed by 68175 which increased total open position to 2315825
On 23 Oct NIFTY was trading at 24435.50. The strike last trading price was 1516.85, which was 50.95 higher than the previous day. The implied volatity was -, the open interest changed by 2034100 which increased total open position to 2248575
On 22 Oct NIFTY was trading at 24472.10. The strike last trading price was 1465.9, which was 225.05 higher than the previous day. The implied volatity was -, the open interest changed by 2144500 which increased total open position to 2332800
On 21 Oct NIFTY was trading at 24781.10. The strike last trading price was 1240.85, which was 213.55 higher than the previous day. The implied volatity was -, the open interest changed by 2127850 which increased total open position to 2319975
On 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 1027.3, which was -132.70 lower than the previous day. The implied volatity was -, the open interest changed by 2150800 which increased total open position to 2359150
On 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 1160, which was 188.00 higher than the previous day. The implied volatity was -, the open interest changed by -91925 which decreased total open position to 2438075
On 16 Oct NIFTY was trading at 24971.30. The strike last trading price was 972, which was 95.20 higher than the previous day. The implied volatity was -, the open interest changed by 2465225 which increased total open position to 2530500
On 15 Oct NIFTY was trading at 25057.35. The strike last trading price was 876.8, which was 91.80 higher than the previous day. The implied volatity was -, the open interest changed by 2456050 which increased total open position to 2509075
On 14 Oct NIFTY was trading at 25127.95. The strike last trading price was 785, which was -180.80 lower than the previous day. The implied volatity was -, the open interest changed by 2487625 which increased total open position to 2524725
On 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 965.8, which was 65.80 higher than the previous day. The implied volatity was -, the open interest changed by 2486050 which increased total open position to 2505700
On 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 900, which was -17.25 lower than the previous day. The implied volatity was -, the open interest changed by 2494700 which increased total open position to 2513300
On 9 Oct NIFTY was trading at 24981.95. The strike last trading price was 917.25, which was 24.25 higher than the previous day. The implied volatity was -, the open interest changed by 1961425 which increased total open position to 2533100
On 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 893, which was -147.00 lower than the previous day. The implied volatity was -, the open interest changed by 2463050 which increased total open position to 2479825
On 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 1040, which was 180.00 higher than the previous day. The implied volatity was -, the open interest changed by 2563725 which increased total open position to 2582950
On 4 Oct NIFTY was trading at 25014.60. The strike last trading price was 860, which was 217.20 higher than the previous day. The implied volatity was -, the open interest changed by 2704425 which increased total open position to 2772875
On 3 Oct NIFTY was trading at 25250.10. The strike last trading price was 642.8, which was 303.35 higher than the previous day. The implied volatity was -, the open interest changed by -596175 which decreased total open position to 3301625
On 1 Oct NIFTY was trading at 25796.90. The strike last trading price was 339.45, which was -17.45 lower than the previous day. The implied volatity was -, the open interest changed by -516450 which decreased total open position to 4466400
On 30 Sept NIFTY was trading at 25810.85. The strike last trading price was 356.9, which was 131.95 higher than the previous day. The implied volatity was -, the open interest changed by 3885600 which increased total open position to 4504750
On 27 Sept NIFTY was trading at 26178.95. The strike last trading price was 224.95, which was -21.75 lower than the previous day. The implied volatity was -, the open interest changed by 5029325 which increased total open position to 5055325
On 26 Sept NIFTY was trading at 26216.05. The strike last trading price was 246.7, which was -73.30 lower than the previous day. The implied volatity was -, the open interest changed by 4844675 which increased total open position to 4855675
On 25 Sept NIFTY was trading at 26004.15. The strike last trading price was 320, which was -49.00 lower than the previous day. The implied volatity was -, the open interest changed by 3726725 which increased total open position to 3736425
On 24 Sept NIFTY was trading at 25940.40. The strike last trading price was 369, which was -38.00 lower than the previous day. The implied volatity was -, the open interest changed by 2115325 which increased total open position to 3134800
On 23 Sept NIFTY was trading at 25939.05. The strike last trading price was 407, which was -38.00 lower than the previous day. The implied volatity was -, the open interest changed by 2504250 which increased total open position to 2518825
On 20 Sept NIFTY was trading at 25790.95. The strike last trading price was 445, which was -140.00 lower than the previous day. The implied volatity was -, the open interest changed by 1086050 which increased total open position to 1086675
On 19 Sept NIFTY was trading at 25415.80. The strike last trading price was 585, which was -107.55 lower than the previous day. The implied volatity was -, the open interest changed by 370650 which increased total open position to 376425
On 18 Sept NIFTY was trading at 25377.55. The strike last trading price was 692.55, which was 54.35 higher than the previous day. The implied volatity was -, the open interest changed by 298550 which increased total open position to 298550
On 17 Sept NIFTY was trading at 25418.55. The strike last trading price was 638.2, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 236075 which increased total open position to 236100
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 638.75, which was -55.25 lower than the previous day. The implied volatity was -, the open interest changed by 243800 which increased total open position to 243800
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 694, which was -36.35 lower than the previous day. The implied volatity was -, the open interest changed by 225850 which increased total open position to 225850
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 730.35, which was -294.65 lower than the previous day. The implied volatity was -, the open interest changed by 196550 which increased total open position to 196550
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 1025, which was 110.05 higher than the previous day. The implied volatity was -, the open interest changed by 165475 which increased total open position to 165475
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 914.95, which was -115.00 lower than the previous day. The implied volatity was -, the open interest changed by 156075 which increased total open position to 156075
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 1029.95, which was -56.05 lower than the previous day. The implied volatity was -, the open interest changed by 146950 which increased total open position to 146950
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 1086, which was 243.00 higher than the previous day. The implied volatity was -, the open interest changed by 146225 which increased total open position to 146300
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 843, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 6425 which increased total open position to 125050
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 843, which was 60.75 higher than the previous day. The implied volatity was -, the open interest changed by 6975 which increased total open position to 118375
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 782.25, which was -9.75 lower than the previous day. The implied volatity was -, the open interest changed by -6400 which decreased total open position to 111500
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 792, which was 58.00 higher than the previous day. The implied volatity was -, the open interest changed by 118075 which increased total open position to 118125
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 734, which was -96.55 lower than the previous day. The implied volatity was -, the open interest changed by 17575 which increased total open position to 92625
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 830.55, which was -64.45 lower than the previous day. The implied volatity was -, the open interest changed by 74900 which increased total open position to 74900
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 895, which was -30.00 lower than the previous day. The implied volatity was -, the open interest changed by 61725 which increased total open position to 61725
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 925, which was 30.50 higher than the previous day. The implied volatity was -, the open interest changed by 2900 which increased total open position to 58675
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 894.5, which was -126.35 lower than the previous day. The implied volatity was -, the open interest changed by 10850 which increased total open position to 55725
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 1020.85, which was -5.50 lower than the previous day. The implied volatity was -, the open interest changed by 10100 which increased total open position to 44975
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 1026.35, which was -45.65 lower than the previous day. The implied volatity was -, the open interest changed by 7275 which increased total open position to 34750
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 1072, which was -80.50 lower than the previous day. The implied volatity was -, the open interest changed by 850 which increased total open position to 27475
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 1152.5, which was -92.15 lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 26625
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 1244.65, which was -15.35 lower than the previous day. The implied volatity was -, the open interest changed by 975 which increased total open position to 26425
On 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 1260, which was -361.95 lower than the previous day. The implied volatity was -, the open interest changed by -15875 which decreased total open position to 25425
On 14 Aug NIFTY was trading at 24143.75. The strike last trading price was 1621.95, which was 6.95 higher than the previous day. The implied volatity was -, the open interest changed by -475 which decreased total open position to 41300
On 13 Aug NIFTY was trading at 24139.00. The strike last trading price was 1615, which was 135.25 higher than the previous day. The implied volatity was -, the open interest changed by 4575 which increased total open position to 41775
On 12 Aug NIFTY was trading at 24347.00. The strike last trading price was 1479.75, which was 23.65 higher than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 37225
On 9 Aug NIFTY was trading at 24367.50. The strike last trading price was 1456.1, which was -238.75 lower than the previous day. The implied volatity was -, the open interest changed by 12000 which increased total open position to 37275
On 8 Aug NIFTY was trading at 24117.00. The strike last trading price was 1694.85, which was 216.60 higher than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 25375
On 7 Aug NIFTY was trading at 24297.50. The strike last trading price was 1478.25, which was -231.80 lower than the previous day. The implied volatity was -, the open interest changed by -175 which decreased total open position to 24850
On 6 Aug NIFTY was trading at 23992.55. The strike last trading price was 1710.05, which was -35.15 lower than the previous day. The implied volatity was -, the open interest changed by -2000 which decreased total open position to 25025
On 5 Aug NIFTY was trading at 24055.60. The strike last trading price was 1745.2, which was 505.20 higher than the previous day. The implied volatity was -, the open interest changed by 10700 which increased total open position to 27025
On 2 Aug NIFTY was trading at 24702.00. The strike last trading price was 1240.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1700 which increased total open position to 16325