NIFTY
Nifty
Historical option data for NIFTY
26 Dec 2024 04:11 PM IST
NIFTY 26DEC2024 26000 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
26 Dec | 23750.20 | 0.05 | -0.60 | - | 5,15,878 | -69,183 | 1,99,682 | |||
24 Dec | 23727.65 | 0.65 | -0.75 | 44.07 | 4,42,934 | -42,473 | 2,69,118 | |||
23 Dec | 23753.45 | 1.4 | -0.65 | 38.52 | 8,08,760 | -35,477 | 3,11,955 | |||
20 Dec | 23587.50 | 2.05 | -1.20 | 29.61 | 10,47,946 | -77,869 | 3,46,719 | |||
19 Dec | 23951.70 | 3.25 | -4.15 | 25.11 | 7,77,166 | 1,60,033 | 4,23,955 | |||
18 Dec | 24198.85 | 7.4 | 1.65 | 23.32 | 3,22,254 | -2,56,395 | 2,64,634 | |||
17 Dec | 24336.00 | 5.75 | 0.05 | 19.93 | 2,36,860 | -2,08,370 | 2,45,437 | |||
16 Dec | 24668.25 | 5.7 | -1.55 | 15.42 | 1,73,123 | 14,854 | 2,45,471 | |||
13 Dec | 24768.30 | 7.25 | 0.75 | 12.60 | 2,66,267 | -41,235 | 2,32,394 | |||
12 Dec | 24548.70 | 6.5 | -1.85 | 14.05 | 1,00,673 | 1,24,214 | 2,26,063 | |||
11 Dec | 24641.80 | 8.35 | -2.65 | 13.27 | 95,701 | 1,63,011 | 2,15,241 | |||
10 Dec | 24610.05 | 11 | -1.85 | 13.53 | 80,782 | 1,62,947 | 2,06,757 | |||
9 Dec | 24619.00 | 12.85 | -3.65 | 13.41 | 92,842 | 9,545 | 2,02,332 | |||
6 Dec | 24677.80 | 16.5 | -0.50 | 12.45 | 1,48,202 | 16,354 | 1,92,514 | |||
5 Dec | 24708.40 | 17 | 6.65 | 11.89 | 2,57,304 | -3,339 | 1,77,997 | |||
4 Dec | 24467.45 | 10.35 | 0.10 | 12.31 | 1,22,642 | 1,79,954 | 1,81,294 | |||
3 Dec | 24457.15 | 10.25 | 0.30 | 12.09 | 88,072 | -705 | 1,81,153 | |||
2 Dec | 24276.05 | 9.95 | 2.20 | 12.93 | 1,00,642 | 1,81,289 | 1,81,591 | |||
29 Nov | 24131.10 | 7.75 | -1.25 | 12.57 | 86,036 | 8,407 | 1,66,079 | |||
28 Nov | 23914.15 | 9 | -3.75 | 13.67 | 1,34,695 | 1,08,181 | 1,57,581 | |||
27 Nov | 24274.90 | 12.75 | -1.45 | 12.08 | 79,961 | 6,360 | 1,40,400 | |||
26 Nov | 24194.50 | 14.2 | -4.75 | 12.63 | 62,495 | 9,959 | 1,35,252 | |||
25 Nov | 24221.90 | 18.95 | 2.45 | 12.69 | 1,54,701 | 15,662 | 1,25,586 | |||
22 Nov | 23907.25 | 16.5 | 6.00 | 14.08 | 72,335 | 1,504 | 1,11,428 | |||
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21 Nov | 23349.90 | 10.5 | -3.70 | 15.90 | 54,271 | -338 | 1,10,515 | |||
19 Nov | 23518.50 | 14.2 | 1.10 | 15.43 | 65,720 | -7,333 | 1,10,881 | |||
18 Nov | 23453.80 | 13.1 | -8.65 | 15.02 | 66,956 | 88 | 1,18,249 | |||
14 Nov | 23532.70 | 21.75 | -4.00 | 14.95 | 45,404 | -1,785 | 1,18,125 | |||
13 Nov | 23559.05 | 25.75 | -1.65 | 14.97 | 62,331 | 8,708 | 1,19,970 | |||
12 Nov | 23883.45 | 27.4 | -4.25 | 13.50 | 44,745 | 4,490 | 1,11,310 | |||
11 Nov | 24141.30 | 31.65 | -9.35 | 11.99 | 52,439 | 7,980 | 1,06,939 | |||
8 Nov | 24148.20 | 41 | -10.20 | 12.30 | 38,106 | 3,500 | 98,499 | |||
7 Nov | 24199.35 | 51.2 | -28.15 | 12.30 | 48,813 | 4,434 | 95,000 | |||
6 Nov | 24484.05 | 79.35 | 15.45 | 11.68 | 51,200 | 2,118 | 90,747 | |||
5 Nov | 24213.30 | 63.9 | 4.75 | 12.70 | 43,687 | 3,686 | 88,782 | |||
4 Nov | 23995.35 | 59.15 | -20.85 | 13.59 | 68,826 | 2,703 | 90,624 | |||
1 Nov | 24304.35 | 80 | -4.50 | 12.25 | 6,824 | 87,552 | 87,935 | |||
31 Oct | 24205.35 | 84.5 | -14.50 | - | 25,690 | 85,921 | 86,272 | |||
30 Oct | 24340.85 | 99 | -6.30 | - | 15,950 | 43 | 81,770 | |||
29 Oct | 24466.85 | 105.3 | 15.30 | - | 26,043 | 281 | 81,770 | |||
28 Oct | 24339.15 | 90 | 6.65 | - | 34,597 | 338 | 81,643 | |||
25 Oct | 24180.80 | 83.35 | -34.30 | - | 51,085 | 7,144 | 81,305 | |||
24 Oct | 24399.40 | 117.65 | -16.95 | - | 26,815 | 1,120 | 75,388 | |||
23 Oct | 24435.50 | 134.6 | -18.90 | - | 33,463 | 1,036 | 76,240 | |||
22 Oct | 24472.10 | 153.5 | -38.50 | - | 27,393 | 624 | 76,600 | |||
21 Oct | 24781.10 | 192 | -43.55 | - | 17,311 | 1,643 | 76,027 | |||
18 Oct | 24854.05 | 235.55 | 10.55 | - | 24,238 | -1,467 | 75,943 | |||
17 Oct | 24749.85 | 225 | -63.00 | - | 21,519 | 1,782 | 77,496 | |||
16 Oct | 24971.30 | 288 | -28.00 | - | 11,739 | 827 | 75,848 | |||
15 Oct | 25057.35 | 316 | -44.00 | - | 10,313 | 1,435 | 75,122 | |||
14 Oct | 25127.95 | 360 | 42.00 | - | 7,780 | 488 | 73,717 | |||
11 Oct | 24964.25 | 318 | -38.50 | - | 10,477 | 130 | 73,594 | |||
10 Oct | 24998.45 | 356.5 | -10.40 | - | 8,906 | 2,228 | 73,513 | |||
9 Oct | 24981.95 | 366.9 | -22.10 | - | 13,394 | 446 | 71,328 | |||
8 Oct | 25013.15 | 389 | 63.95 | - | 24,972 | -1,383 | 70,971 | |||
7 Oct | 24795.75 | 325.05 | -82.95 | - | 31,870 | -1,683 | 72,570 | |||
4 Oct | 25014.60 | 408 | -96.00 | - | 46,648 | 47 | 74,724 | |||
3 Oct | 25250.10 | 504 | -234.00 | - | 36,984 | 246 | 74,575 | |||
1 Oct | 25796.90 | 738 | -15.00 | - | 12,314 | 182 | 74,398 | |||
30 Sept | 25810.85 | 753 | -206.60 | - | 24,402 | -1,054 | 74,233 | |||
27 Sept | 26173.35 | 959.60 | - | 13,729 | -447 | 75,318 |
For Nifty - strike price 26000 expiring on 26DEC2024
Delta for 26000 CE is -
Historical price for 26000 CE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 0.05, which was -0.60 lower than the previous day. The implied volatity was -, the open interest changed by -69183 which decreased total open position to 199682
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 0.65, which was -0.75 lower than the previous day. The implied volatity was 44.07, the open interest changed by -42473 which decreased total open position to 269118
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 1.4, which was -0.65 lower than the previous day. The implied volatity was 38.52, the open interest changed by -35477 which decreased total open position to 311955
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 2.05, which was -1.20 lower than the previous day. The implied volatity was 29.61, the open interest changed by -77869 which decreased total open position to 346719
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 3.25, which was -4.15 lower than the previous day. The implied volatity was 25.11, the open interest changed by 160033 which increased total open position to 423955
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 7.4, which was 1.65 higher than the previous day. The implied volatity was 23.32, the open interest changed by -256395 which decreased total open position to 264634
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 5.75, which was 0.05 higher than the previous day. The implied volatity was 19.93, the open interest changed by -208370 which decreased total open position to 245437
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 5.7, which was -1.55 lower than the previous day. The implied volatity was 15.42, the open interest changed by 14854 which increased total open position to 245471
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 7.25, which was 0.75 higher than the previous day. The implied volatity was 12.60, the open interest changed by -41235 which decreased total open position to 232394
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 6.5, which was -1.85 lower than the previous day. The implied volatity was 14.05, the open interest changed by 124214 which increased total open position to 226063
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 8.35, which was -2.65 lower than the previous day. The implied volatity was 13.27, the open interest changed by 163011 which increased total open position to 215241
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 11, which was -1.85 lower than the previous day. The implied volatity was 13.53, the open interest changed by 162947 which increased total open position to 206757
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 12.85, which was -3.65 lower than the previous day. The implied volatity was 13.41, the open interest changed by 9545 which increased total open position to 202332
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 16.5, which was -0.50 lower than the previous day. The implied volatity was 12.45, the open interest changed by 16354 which increased total open position to 192514
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 17, which was 6.65 higher than the previous day. The implied volatity was 11.89, the open interest changed by -3339 which decreased total open position to 177997
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 10.35, which was 0.10 higher than the previous day. The implied volatity was 12.31, the open interest changed by 179954 which increased total open position to 181294
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 10.25, which was 0.30 higher than the previous day. The implied volatity was 12.09, the open interest changed by -705 which decreased total open position to 181153
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 9.95, which was 2.20 higher than the previous day. The implied volatity was 12.93, the open interest changed by 181289 which increased total open position to 181591
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 7.75, which was -1.25 lower than the previous day. The implied volatity was 12.57, the open interest changed by 8407 which increased total open position to 166079
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 9, which was -3.75 lower than the previous day. The implied volatity was 13.67, the open interest changed by 108181 which increased total open position to 157581
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 12.75, which was -1.45 lower than the previous day. The implied volatity was 12.08, the open interest changed by 6360 which increased total open position to 140400
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 14.2, which was -4.75 lower than the previous day. The implied volatity was 12.63, the open interest changed by 9959 which increased total open position to 135252
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 18.95, which was 2.45 higher than the previous day. The implied volatity was 12.69, the open interest changed by 15662 which increased total open position to 125586
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 16.5, which was 6.00 higher than the previous day. The implied volatity was 14.08, the open interest changed by 1504 which increased total open position to 111428
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 10.5, which was -3.70 lower than the previous day. The implied volatity was 15.90, the open interest changed by -338 which decreased total open position to 110515
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 14.2, which was 1.10 higher than the previous day. The implied volatity was 15.43, the open interest changed by -7333 which decreased total open position to 110881
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 13.1, which was -8.65 lower than the previous day. The implied volatity was 15.02, the open interest changed by 88 which increased total open position to 118249
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 21.75, which was -4.00 lower than the previous day. The implied volatity was 14.95, the open interest changed by -1785 which decreased total open position to 118125
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 25.75, which was -1.65 lower than the previous day. The implied volatity was 14.97, the open interest changed by 8708 which increased total open position to 119970
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 27.4, which was -4.25 lower than the previous day. The implied volatity was 13.50, the open interest changed by 4490 which increased total open position to 111310
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 31.65, which was -9.35 lower than the previous day. The implied volatity was 11.99, the open interest changed by 7980 which increased total open position to 106939
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 41, which was -10.20 lower than the previous day. The implied volatity was 12.30, the open interest changed by 3500 which increased total open position to 98499
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 51.2, which was -28.15 lower than the previous day. The implied volatity was 12.30, the open interest changed by 4434 which increased total open position to 95000
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 79.35, which was 15.45 higher than the previous day. The implied volatity was 11.68, the open interest changed by 2118 which increased total open position to 90747
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 63.9, which was 4.75 higher than the previous day. The implied volatity was 12.70, the open interest changed by 3686 which increased total open position to 88782
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 59.15, which was -20.85 lower than the previous day. The implied volatity was 13.59, the open interest changed by 2703 which increased total open position to 90624
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 80, which was -4.50 lower than the previous day. The implied volatity was 12.25, the open interest changed by 87552 which increased total open position to 87935
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 84.5, 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 99, which was -6.30 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 105.3, which was 15.30 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 90, which was 6.65 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 83.35, which was -34.30 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 117.65, which was -16.95 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 134.6, which was -18.90 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 153.5, which was -38.50 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 192, which was -43.55 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 235.55, which was 10.55 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 225, which was -63.00 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 288, which was -28.00 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 316, which was -44.00 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 360, which was 42.00 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 318, which was -38.50 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 356.5, which was -10.40 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 366.9, which was -22.10 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 389, which was 63.95 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 325.05, which was -82.95 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 408, which was -96.00 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 504, which was -234.00 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 738, which was -15.00 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 753, which was -206.60 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 959.60, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
NIFTY 26DEC2024 26000 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
26 Dec | 23750.20 | 2253.75 | 26.55 | - | 20,776 | -3,884 | 37,556 |
24 Dec | 23727.65 | 2227.2 | -7.80 | - | 10,587 | -7,871 | 41,486 |
23 Dec | 23753.45 | 2235 | -125.75 | 46.00 | 10,017 | -6,427 | 49,357 |
20 Dec | 23587.50 | 2360.75 | 385.25 | 46.03 | 8,081 | -3,584 | 55,786 |
19 Dec | 23951.70 | 1975.5 | 236.50 | - | 7,255 | -2,228 | 59,372 |
18 Dec | 24198.85 | 1739 | 140.80 | 25.26 | 3,466 | 57,613 | 61,591 |
17 Dec | 24336.00 | 1598.2 | 316.20 | - | 7,626 | 56,466 | 60,608 |
16 Dec | 24668.25 | 1282 | 150.30 | 12.12 | 2,875 | 240 | 60,413 |
13 Dec | 24768.30 | 1131.7 | -218.25 | 12.30 | 6,354 | -1,606 | 60,176 |
12 Dec | 24548.70 | 1349.95 | 84.05 | - | 3,284 | 58,211 | 61,773 |
11 Dec | 24641.80 | 1265.9 | -51.10 | 11.23 | 2,302 | 55,913 | 60,166 |
10 Dec | 24610.05 | 1317 | 11.30 | 19.15 | 2,904 | 60,915 | 61,222 |
9 Dec | 24619.00 | 1305.7 | 75.65 | 18.56 | 2,676 | 57,002 | 61,250 |
6 Dec | 24677.80 | 1230.05 | 8.85 | 15.45 | 3,421 | 59,398 | 61,202 |
5 Dec | 24708.40 | 1221.2 | -212.90 | 17.31 | 6,646 | 58,084 | 61,227 |
4 Dec | 24467.45 | 1434.1 | -27.10 | 17.52 | 4,194 | 61,217 | 61,219 |
3 Dec | 24457.15 | 1461.2 | -108.80 | 18.72 | 3,586 | 56,762 | 61,324 |
2 Dec | 24276.05 | 1570 | -105.00 | 14.37 | 3,495 | 57,364 | 62,058 |
29 Nov | 24131.10 | 1675 | -166.50 | - | 6,237 | -2,274 | 62,058 |
28 Nov | 23914.15 | 1841.5 | 300.50 | - | 16,771 | 63,241 | 64,303 |
27 Nov | 24274.90 | 1541 | -109.85 | 13.62 | 10,265 | 52,306 | 52,556 |
26 Nov | 24194.50 | 1650.85 | 98.60 | 17.22 | 6,025 | 47,326 | 47,393 |
25 Nov | 24221.90 | 1552.25 | -385.90 | 13.24 | 11,626 | 43,933 | 43,940 |
22 Nov | 23907.25 | 1938.15 | -535.05 | 18.08 | 8,229 | 38,880 | 38,887 |
21 Nov | 23349.90 | 2473.2 | 132.10 | 23.06 | 5,747 | 36,924 | 36,924 |
19 Nov | 23518.50 | 2341.1 | 29.10 | 22.02 | 2,102 | 35,629 | 35,629 |
18 Nov | 23453.80 | 2312 | 101.00 | 19.26 | 2,532 | -307 | 35,563 |
14 Nov | 23532.70 | 2211 | 74.95 | 19.25 | 3,585 | 1,182 | 35,888 |
13 Nov | 23559.05 | 2136.05 | 221.45 | 16.55 | 5,682 | 34,707 | 34,707 |
12 Nov | 23883.45 | 1914.6 | 296.70 | 16.66 | 2,127 | 36,488 | 36,488 |
11 Nov | 24141.30 | 1617.9 | -36.80 | 14.04 | 1,525 | -305 | 37,043 |
8 Nov | 24148.20 | 1654.7 | 75.35 | 16.03 | 1,767 | 37,352 | 37,352 |
7 Nov | 24199.35 | 1579.35 | 278.00 | 15.94 | 3,613 | 37,331 | 37,331 |
6 Nov | 24484.05 | 1301.35 | -291.05 | 14.50 | 4,625 | -28 | 37,750 |
5 Nov | 24213.30 | 1592.4 | -182.60 | 16.82 | 2,874 | 37,779 | 37,779 |
4 Nov | 23995.35 | 1775 | 250.15 | 17.38 | 6,118 | 38,551 | 38,551 |
1 Nov | 24304.35 | 1524.85 | 48.75 | 17.50 | 344 | -41 | 39,066 |
31 Oct | 24205.35 | 1476.1 | 71.85 | - | 3,737 | 307 | 39,095 |
30 Oct | 24340.85 | 1404.25 | 99.25 | - | 3,261 | 436 | 38,798 |
29 Oct | 24466.85 | 1305 | -106.05 | - | 2,594 | 38,395 | 38,395 |
28 Oct | 24339.15 | 1411.05 | -125.95 | - | 6,971 | -3,329 | 38,474 |
25 Oct | 24180.80 | 1537 | 216.00 | - | 8,707 | -2,157 | 41,803 |
24 Oct | 24399.40 | 1321 | -11.00 | - | 3,185 | -475 | 43,976 |
23 Oct | 24435.50 | 1332 | 41.35 | - | 6,776 | -2,266 | 44,509 |
22 Oct | 24472.10 | 1290.65 | 177.65 | - | 6,844 | -2,107 | 46,782 |
21 Oct | 24781.10 | 1113 | 157.00 | - | 6,919 | 2,597 | 48,921 |
18 Oct | 24854.05 | 956 | -101.90 | - | 6,753 | -1,040 | 46,369 |
17 Oct | 24749.85 | 1057.9 | 119.10 | - | 6,851 | -740 | 47,870 |
16 Oct | 24971.30 | 938.8 | 64.90 | - | 5,050 | -480 | 48,613 |
15 Oct | 25057.35 | 873.9 | 51.00 | - | 3,978 | 715 | 49,164 |
14 Oct | 25127.95 | 822.9 | -136.70 | - | 2,785 | 147 | 48,425 |
11 Oct | 24964.25 | 959.6 | 49.60 | - | 4,681 | -597 | 48,321 |
10 Oct | 24998.45 | 910 | -20.40 | - | 3,217 | -113 | 48,909 |
9 Oct | 24981.95 | 930.4 | 5.40 | - | 8,293 | -940 | 49,062 |
8 Oct | 25013.15 | 925 | -87.00 | - | 13,768 | -4,464 | 50,046 |
7 Oct | 24795.75 | 1012 | 117.00 | - | 17,596 | -3,761 | 54,552 |
4 Oct | 25014.60 | 895 | 165.00 | - | 29,092 | -2,751 | 58,367 |
3 Oct | 25250.10 | 730 | 224.05 | - | 41,933 | -4,912 | 61,122 |
1 Oct | 25796.90 | 505.95 | -15.60 | - | 12,326 | 588 | 66,038 |
30 Sept | 25810.85 | 521.55 | 104.05 | - | 33,955 | 3,591 | 65,942 |
27 Sept | 26173.35 | 417.50 | - | 28,485 | 3,432 | 62,411 |
For Nifty - strike price 26000 expiring on 26DEC2024
Delta for 26000 PE is -
Historical price for 26000 PE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 2253.75, which was 26.55 higher than the previous day. The implied volatity was -, the open interest changed by -3884 which decreased total open position to 37556
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 2227.2, which was -7.80 lower than the previous day. The implied volatity was -, the open interest changed by -7871 which decreased total open position to 41486
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 2235, which was -125.75 lower than the previous day. The implied volatity was 46.00, the open interest changed by -6427 which decreased total open position to 49357
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 2360.75, which was 385.25 higher than the previous day. The implied volatity was 46.03, the open interest changed by -3584 which decreased total open position to 55786
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 1975.5, which was 236.50 higher than the previous day. The implied volatity was -, the open interest changed by -2228 which decreased total open position to 59372
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 1739, which was 140.80 higher than the previous day. The implied volatity was 25.26, the open interest changed by 57613 which increased total open position to 61591
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 1598.2, which was 316.20 higher than the previous day. The implied volatity was -, the open interest changed by 56466 which increased total open position to 60608
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 1282, which was 150.30 higher than the previous day. The implied volatity was 12.12, the open interest changed by 240 which increased total open position to 60413
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 1131.7, which was -218.25 lower than the previous day. The implied volatity was 12.30, the open interest changed by -1606 which decreased total open position to 60176
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 1349.95, which was 84.05 higher than the previous day. The implied volatity was -, the open interest changed by 58211 which increased total open position to 61773
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 1265.9, which was -51.10 lower than the previous day. The implied volatity was 11.23, the open interest changed by 55913 which increased total open position to 60166
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 1317, which was 11.30 higher than the previous day. The implied volatity was 19.15, the open interest changed by 60915 which increased total open position to 61222
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 1305.7, which was 75.65 higher than the previous day. The implied volatity was 18.56, the open interest changed by 57002 which increased total open position to 61250
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 1230.05, which was 8.85 higher than the previous day. The implied volatity was 15.45, the open interest changed by 59398 which increased total open position to 61202
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 1221.2, which was -212.90 lower than the previous day. The implied volatity was 17.31, the open interest changed by 58084 which increased total open position to 61227
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 1434.1, which was -27.10 lower than the previous day. The implied volatity was 17.52, the open interest changed by 61217 which increased total open position to 61219
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 1461.2, which was -108.80 lower than the previous day. The implied volatity was 18.72, the open interest changed by 56762 which increased total open position to 61324
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 1570, which was -105.00 lower than the previous day. The implied volatity was 14.37, the open interest changed by 57364 which increased total open position to 62058
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 1675, which was -166.50 lower than the previous day. The implied volatity was -, the open interest changed by -2274 which decreased total open position to 62058
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 1841.5, which was 300.50 higher than the previous day. The implied volatity was -, the open interest changed by 63241 which increased total open position to 64303
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 1541, which was -109.85 lower than the previous day. The implied volatity was 13.62, the open interest changed by 52306 which increased total open position to 52556
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 1650.85, which was 98.60 higher than the previous day. The implied volatity was 17.22, the open interest changed by 47326 which increased total open position to 47393
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 1552.25, which was -385.90 lower than the previous day. The implied volatity was 13.24, the open interest changed by 43933 which increased total open position to 43940
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 1938.15, which was -535.05 lower than the previous day. The implied volatity was 18.08, the open interest changed by 38880 which increased total open position to 38887
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 2473.2, which was 132.10 higher than the previous day. The implied volatity was 23.06, the open interest changed by 36924 which increased total open position to 36924
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 2341.1, which was 29.10 higher than the previous day. The implied volatity was 22.02, the open interest changed by 35629 which increased total open position to 35629
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 2312, which was 101.00 higher than the previous day. The implied volatity was 19.26, the open interest changed by -307 which decreased total open position to 35563
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 2211, which was 74.95 higher than the previous day. The implied volatity was 19.25, the open interest changed by 1182 which increased total open position to 35888
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 2136.05, which was 221.45 higher than the previous day. The implied volatity was 16.55, the open interest changed by 34707 which increased total open position to 34707
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1914.6, which was 296.70 higher than the previous day. The implied volatity was 16.66, the open interest changed by 36488 which increased total open position to 36488
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 1617.9, which was -36.80 lower than the previous day. The implied volatity was 14.04, the open interest changed by -305 which decreased total open position to 37043
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 1654.7, which was 75.35 higher than the previous day. The implied volatity was 16.03, the open interest changed by 37352 which increased total open position to 37352
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 1579.35, which was 278.00 higher than the previous day. The implied volatity was 15.94, the open interest changed by 37331 which increased total open position to 37331
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 1301.35, which was -291.05 lower than the previous day. The implied volatity was 14.50, the open interest changed by -28 which decreased total open position to 37750
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 1592.4, which was -182.60 lower than the previous day. The implied volatity was 16.82, the open interest changed by 37779 which increased total open position to 37779
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 1775, which was 250.15 higher than the previous day. The implied volatity was 17.38, the open interest changed by 38551 which increased total open position to 38551
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 1524.85, which was 48.75 higher than the previous day. The implied volatity was 17.50, the open interest changed by -41 which decreased total open position to 39066
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 1476.1, which was 71.85 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 1404.25, which was 99.25 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 1305, which was -106.05 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 1411.05, which was -125.95 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 1537, which was 216.00 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 1321, which was -11.00 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 1332, which was 41.35 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 1290.65, which was 177.65 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 1113, which was 157.00 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 956, which was -101.90 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 1057.9, which was 119.10 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 938.8, which was 64.90 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 873.9, which was 51.00 higher 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 822.9, which was -136.70 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 959.6, which was 49.60 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 910, which was -20.40 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 930.4, which was 5.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 925, which was -87.00 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 1012, which was 117.00 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 895, which was 165.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct NIFTY was trading at 25250.10. The strike last trading price was 730, which was 224.05 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 505.95, which was -15.60 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 521.55, which was 104.05 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 417.50, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to