NIFTY
Nifty
Historical option data for NIFTY
24 Dec 2025 04:10 PM IST
| NIFTY 27-JAN-2026 26000 CE | ||||||||||||||||
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Delta: 0.72
Vega: 26.82
Theta: -8.32
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Dec | 26142.10 | 495 | -37.65 | 8.35 | 15,433 | 1,797 | 32,616 | |||||||||
| 23 Dec | 26177.15 | 527 | -10 | 8.46 | 18,257 | 24,936 | 30,821 | |||||||||
| 22 Dec | 26172.40 | 537 | 118.3 | 8.64 | 23,200 | 27,097 | 32,536 | |||||||||
| 19 Dec | 25966.40 | 424 | 78.85 | 8.61 | 25,882 | 26,666 | 27,145 | |||||||||
| 18 Dec | 25815.55 | 346 | -17.2 | 8.60 | 25,759 | 22,919 | 23,377 | |||||||||
| 17 Dec | 25818.55 | 366.65 | -37.3 | 8.92 | 16,381 | 20,872 | 21,135 | |||||||||
| 16 Dec | 25860.10 | 400.75 | -106.65 | 9.19 | 11,611 | 1,866 | 18,445 | |||||||||
| 15 Dec | 26027.30 | 502 | -36.65 | 8.94 | 10,428 | 14,599 | 16,827 | |||||||||
| 12 Dec | 26046.95 | 541.5 | 72.05 | 8.86 | 10,689 | 2,377 | 16,358 | |||||||||
| 11 Dec | 25898.55 | 470 | 66.4 | 9.34 | 12,440 | 667 | 14,010 | |||||||||
| 10 Dec | 25758.00 | 401.5 | -58.15 | 9.66 | 10,396 | 1,352 | 13,336 | |||||||||
| 9 Dec | 25839.65 | 458.7 | -73.45 | 9.49 | 12,112 | 11,702 | 11,994 | |||||||||
| 8 Dec | 25960.55 | 520 | -172.3 | 9.39 | 7,011 | 1,103 | 10,594 | |||||||||
| 5 Dec | 26186.45 | 693 | 82 | 8.80 | 7,283 | 1,351 | 9,491 | |||||||||
| 4 Dec | 26033.75 | 611.35 | 20.6 | 9.57 | 4,237 | 8,028 | 8,139 | |||||||||
| 3 Dec | 25986.00 | 591.55 | -63.95 | 9.39 | 5,381 | 896 | 7,700 | |||||||||
| 2 Dec | 26032.20 | 663 | -72.05 | 9.80 | 2,995 | 372 | 6,798 | |||||||||
| 1 Dec | 26175.75 | 735.25 | -40.25 | 9.06 | 3,377 | -119 | 6,484 | |||||||||
| 28 Nov | 26202.95 | 780 | -6.25 | 9.24 | 3,553 | 290 | 6,631 | |||||||||
| 27 Nov | 26215.55 | 785 | -1.25 | 8.83 | 5,268 | 973 | 6,570 | |||||||||
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| 26 Nov | 26205.30 | 795 | 196.7 | 9.26 | 5,644 | 1,451 | 5,615 | |||||||||
| 25 Nov | 25884.80 | 585.9 | -104.95 | - | 3,008 | 329 | 4,249 | |||||||||
| 24 Nov | 25959.50 | 675.2 | -79.9 | 10.41 | 2,488 | 326 | 3,896 | |||||||||
| 21 Nov | 26068.15 | 750 | -78 | 9.77 | 2,706 | 234 | 3,655 | |||||||||
| 20 Nov | 26192.15 | 836 | 106 | 9.33 | 3,606 | 852 | 3,817 | |||||||||
| 19 Nov | 26052.65 | 737 | 67 | 9.24 | 3,269 | 661 | 3,580 | |||||||||
| 18 Nov | 25910.05 | 662.3 | -60.95 | 9.82 | 1,858 | 425 | 2,940 | |||||||||
| 17 Nov | 26013.45 | 727.95 | 46.55 | 9.29 | 1,351 | -126 | 2,514 | |||||||||
| 14 Nov | 25910.05 | 689.1 | 8.9 | 9.45 | 3,047 | 317 | 2,657 | |||||||||
| 13 Nov | 25879.15 | 682.4 | -11.7 | 9.59 | 2,238 | 220 | 2,341 | |||||||||
| 12 Nov | 25875.80 | 697.45 | 92.75 | 9.96 | 4,217 | -1,472 | 2,110 | |||||||||
| 11 Nov | 25694.95 | 615.8 | 76.3 | 10.27 | 1,756 | 104 | 3,631 | |||||||||
| 10 Nov | 25574.35 | 546.8 | 41.9 | 10.24 | 1,124 | 120 | 3,529 | |||||||||
| 7 Nov | 25492.30 | 514.95 | -6.45 | 9.89 | 2,004 | 324 | 3,506 | |||||||||
| 6 Nov | 25509.70 | 516.1 | -58 | 9.68 | 2,237 | -87 | 3,184 | |||||||||
| 4 Nov | 25597.65 | 572.9 | -121.2 | 9.79 | 4,054 | 2,510 | 3,283 | |||||||||
| 3 Nov | 25763.35 | 695.9 | 6.3 | 9.87 | 781 | -179 | 775 | |||||||||
| 31 Oct | 25722.10 | 697.95 | -72.6 | - | 1,175 | 476 | 954 | |||||||||
| 30 Oct | 25877.85 | 770 | -136.75 | 9.24 | 704 | 298 | 480 | |||||||||
For Nifty - strike price 26000 expiring on 27JAN2026
Delta for 26000 CE is 0.72
Historical price for 26000 CE is as follows
On 24 Dec NIFTY was trading at 26142.10. The strike last trading price was 495, which was -37.65 lower than the previous day. The implied volatity was 8.35, the open interest changed by 1797 which increased total open position to 32616
On 23 Dec NIFTY was trading at 26177.15. The strike last trading price was 527, which was -10 lower than the previous day. The implied volatity was 8.46, the open interest changed by 24936 which increased total open position to 30821
On 22 Dec NIFTY was trading at 26172.40. The strike last trading price was 537, which was 118.3 higher than the previous day. The implied volatity was 8.64, the open interest changed by 27097 which increased total open position to 32536
On 19 Dec NIFTY was trading at 25966.40. The strike last trading price was 424, which was 78.85 higher than the previous day. The implied volatity was 8.61, the open interest changed by 26666 which increased total open position to 27145
On 18 Dec NIFTY was trading at 25815.55. The strike last trading price was 346, which was -17.2 lower than the previous day. The implied volatity was 8.60, the open interest changed by 22919 which increased total open position to 23377
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 366.65, which was -37.3 lower than the previous day. The implied volatity was 8.92, the open interest changed by 20872 which increased total open position to 21135
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 400.75, which was -106.65 lower than the previous day. The implied volatity was 9.19, the open interest changed by 1866 which increased total open position to 18445
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 502, which was -36.65 lower than the previous day. The implied volatity was 8.94, the open interest changed by 14599 which increased total open position to 16827
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 541.5, which was 72.05 higher than the previous day. The implied volatity was 8.86, the open interest changed by 2377 which increased total open position to 16358
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 470, which was 66.4 higher than the previous day. The implied volatity was 9.34, the open interest changed by 667 which increased total open position to 14010
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 401.5, which was -58.15 lower than the previous day. The implied volatity was 9.66, the open interest changed by 1352 which increased total open position to 13336
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 458.7, which was -73.45 lower than the previous day. The implied volatity was 9.49, the open interest changed by 11702 which increased total open position to 11994
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 520, which was -172.3 lower than the previous day. The implied volatity was 9.39, the open interest changed by 1103 which increased total open position to 10594
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 693, which was 82 higher than the previous day. The implied volatity was 8.80, the open interest changed by 1351 which increased total open position to 9491
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 611.35, which was 20.6 higher than the previous day. The implied volatity was 9.57, the open interest changed by 8028 which increased total open position to 8139
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 591.55, which was -63.95 lower than the previous day. The implied volatity was 9.39, the open interest changed by 896 which increased total open position to 7700
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 663, which was -72.05 lower than the previous day. The implied volatity was 9.80, the open interest changed by 372 which increased total open position to 6798
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 735.25, which was -40.25 lower than the previous day. The implied volatity was 9.06, the open interest changed by -119 which decreased total open position to 6484
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 780, which was -6.25 lower than the previous day. The implied volatity was 9.24, the open interest changed by 290 which increased total open position to 6631
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 785, which was -1.25 lower than the previous day. The implied volatity was 8.83, the open interest changed by 973 which increased total open position to 6570
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 795, which was 196.7 higher than the previous day. The implied volatity was 9.26, the open interest changed by 1451 which increased total open position to 5615
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 585.9, which was -104.95 lower than the previous day. The implied volatity was -, the open interest changed by 329 which increased total open position to 4249
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 675.2, which was -79.9 lower than the previous day. The implied volatity was 10.41, the open interest changed by 326 which increased total open position to 3896
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 750, which was -78 lower than the previous day. The implied volatity was 9.77, the open interest changed by 234 which increased total open position to 3655
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 836, which was 106 higher than the previous day. The implied volatity was 9.33, the open interest changed by 852 which increased total open position to 3817
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 737, which was 67 higher than the previous day. The implied volatity was 9.24, the open interest changed by 661 which increased total open position to 3580
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 662.3, which was -60.95 lower than the previous day. The implied volatity was 9.82, the open interest changed by 425 which increased total open position to 2940
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 727.95, which was 46.55 higher than the previous day. The implied volatity was 9.29, the open interest changed by -126 which decreased total open position to 2514
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 689.1, which was 8.9 higher than the previous day. The implied volatity was 9.45, the open interest changed by 317 which increased total open position to 2657
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 682.4, which was -11.7 lower than the previous day. The implied volatity was 9.59, the open interest changed by 220 which increased total open position to 2341
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 697.45, which was 92.75 higher than the previous day. The implied volatity was 9.96, the open interest changed by -1472 which decreased total open position to 2110
On 11 Nov NIFTY was trading at 25694.95. The strike last trading price was 615.8, which was 76.3 higher than the previous day. The implied volatity was 10.27, the open interest changed by 104 which increased total open position to 3631
On 10 Nov NIFTY was trading at 25574.35. The strike last trading price was 546.8, which was 41.9 higher than the previous day. The implied volatity was 10.24, the open interest changed by 120 which increased total open position to 3529
On 7 Nov NIFTY was trading at 25492.30. The strike last trading price was 514.95, which was -6.45 lower than the previous day. The implied volatity was 9.89, the open interest changed by 324 which increased total open position to 3506
On 6 Nov NIFTY was trading at 25509.70. The strike last trading price was 516.1, which was -58 lower than the previous day. The implied volatity was 9.68, the open interest changed by -87 which decreased total open position to 3184
On 4 Nov NIFTY was trading at 25597.65. The strike last trading price was 572.9, which was -121.2 lower than the previous day. The implied volatity was 9.79, the open interest changed by 2510 which increased total open position to 3283
On 3 Nov NIFTY was trading at 25763.35. The strike last trading price was 695.9, which was 6.3 higher than the previous day. The implied volatity was 9.87, the open interest changed by -179 which decreased total open position to 775
On 31 Oct NIFTY was trading at 25722.10. The strike last trading price was 697.95, which was -72.6 lower than the previous day. The implied volatity was -, the open interest changed by 476 which increased total open position to 954
On 30 Oct NIFTY was trading at 25877.85. The strike last trading price was 770, which was -136.75 lower than the previous day. The implied volatity was 9.24, the open interest changed by 298 which increased total open position to 480
| NIFTY 27JAN2026 26000 PE | |||||||
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Delta: -0.30
Vega: 27.81
Theta: -1.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Dec | 26142.10 | 147.2 | 2.5 | 9.47 | 47,171 | 8,193 | 54,615 |
| 23 Dec | 26177.15 | 147.45 | -17.55 | 9.72 | 38,788 | 45,300 | 46,700 |
| 22 Dec | 26172.40 | 163.55 | -65.65 | 10.18 | 38,705 | 38,798 | 39,301 |
| 19 Dec | 25966.40 | 225 | -72 | 9.80 | 30,557 | 29,169 | 29,554 |
| 18 Dec | 25815.55 | 301 | 2.9 | 10.26 | 23,138 | 21,617 | 21,914 |
| 17 Dec | 25818.55 | 294.65 | 5.3 | 10.10 | 15,938 | 1,739 | 20,636 |
| 16 Dec | 25860.10 | 293.5 | 56.5 | 10.42 | 15,184 | 769 | 18,929 |
| 15 Dec | 26027.30 | 235.4 | 1.85 | 10.56 | 13,524 | 587 | 18,186 |
| 12 Dec | 26046.95 | 231 | -61.75 | 10.59 | 14,812 | 17,942 | 17,942 |
| 11 Dec | 25898.55 | 294.2 | -70.25 | 10.77 | 13,666 | 1,339 | 15,002 |
| 10 Dec | 25758.00 | 366.4 | 39.65 | 10.93 | 11,401 | 707 | 13,654 |
| 9 Dec | 25839.65 | 325.8 | 30.25 | 10.98 | 14,187 | 12,864 | 13,018 |
| 8 Dec | 25960.55 | 299.65 | 99.05 | 11.25 | 13,752 | 25 | 12,273 |
| 5 Dec | 26186.45 | 199 | -58.5 | 10.66 | 14,230 | 12,230 | 12,267 |
| 4 Dec | 26033.75 | 259.3 | -25.65 | 10.85 | 6,490 | 218 | 9,521 |
| 3 Dec | 25986.00 | 281.5 | 14.8 | 11.11 | 6,282 | 763 | 9,427 |
| 2 Dec | 26032.20 | 261.2 | 20.9 | 11.21 | 6,394 | 297 | 8,705 |
| 1 Dec | 26175.75 | 238 | 7.5 | 11.64 | 7,879 | 458 | 8,433 |
| 28 Nov | 26202.95 | 227.4 | -9.45 | 11.40 | 4,716 | 511 | 7,978 |
| 27 Nov | 26215.55 | 235.05 | -22.6 | 11.69 | 7,158 | 557 | 7,482 |
| 26 Nov | 26205.30 | 254.2 | -108.7 | 12.04 | 9,005 | 1,873 | 6,943 |
| 25 Nov | 25884.80 | 360 | 20.75 | - | 4,934 | 119 | 5,072 |
| 24 Nov | 25959.50 | 347 | 23.35 | 12.15 | 4,254 | 882 | 4,953 |
| 21 Nov | 26068.15 | 324.1 | 57.95 | 12.49 | 4,881 | 280 | 4,197 |
| 20 Nov | 26192.15 | 262.3 | -56.8 | 11.97 | 5,220 | 647 | 4,700 |
| 19 Nov | 26052.65 | 315.9 | -41.95 | 12.15 | 5,563 | 351 | 4,057 |
| 18 Nov | 25910.05 | 361.5 | 39.85 | 11.86 | 2,413 | 248 | 3,782 |
| 17 Nov | 26013.45 | 320 | -52.65 | 11.89 | 2,429 | 259 | 3,517 |
| 14 Nov | 25910.05 | 368.15 | -8.15 | 12.13 | 3,115 | 429 | 3,257 |
| 13 Nov | 25879.15 | 371 | 8.85 | 11.92 | 4,186 | 831 | 2,829 |
| 12 Nov | 25875.80 | 367 | -67.8 | 11.71 | 4,792 | -1,191 | 1,981 |
| 11 Nov | 25694.95 | 428.05 | -49.75 | 11.59 | 1,721 | 180 | 3,177 |
| 10 Nov | 25574.35 | 479.3 | -66.8 | 11.47 | 970 | 27 | 2,980 |
| 7 Nov | 25492.30 | 537.4 | 8.25 | 12.05 | 1,517 | -160 | 2,933 |
| 6 Nov | 25509.70 | 530 | 32.2 | 11.99 | 2,165 | -453 | 3,122 |
| 4 Nov | 25597.65 | 505.95 | 69.75 | 12.10 | 4,018 | 2,699 | 3,576 |
| 3 Nov | 25763.35 | 433.55 | -4.15 | 12.23 | 867 | -89 | 877 |
| 31 Oct | 25722.10 | 436.75 | 43.1 | - | 1,156 | 224 | 966 |
| 30 Oct | 25877.85 | 388.35 | 53.05 | 12.13 | 902 | 385 | 743 |
For Nifty - strike price 26000 expiring on 27JAN2026
Delta for 26000 PE is -0.30
Historical price for 26000 PE is as follows
On 24 Dec NIFTY was trading at 26142.10. The strike last trading price was 147.2, which was 2.5 higher than the previous day. The implied volatity was 9.47, the open interest changed by 8193 which increased total open position to 54615
On 23 Dec NIFTY was trading at 26177.15. The strike last trading price was 147.45, which was -17.55 lower than the previous day. The implied volatity was 9.72, the open interest changed by 45300 which increased total open position to 46700
On 22 Dec NIFTY was trading at 26172.40. The strike last trading price was 163.55, which was -65.65 lower than the previous day. The implied volatity was 10.18, the open interest changed by 38798 which increased total open position to 39301
On 19 Dec NIFTY was trading at 25966.40. The strike last trading price was 225, which was -72 lower than the previous day. The implied volatity was 9.80, the open interest changed by 29169 which increased total open position to 29554
On 18 Dec NIFTY was trading at 25815.55. The strike last trading price was 301, which was 2.9 higher than the previous day. The implied volatity was 10.26, the open interest changed by 21617 which increased total open position to 21914
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 294.65, which was 5.3 higher than the previous day. The implied volatity was 10.10, the open interest changed by 1739 which increased total open position to 20636
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 293.5, which was 56.5 higher than the previous day. The implied volatity was 10.42, the open interest changed by 769 which increased total open position to 18929
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 235.4, which was 1.85 higher than the previous day. The implied volatity was 10.56, the open interest changed by 587 which increased total open position to 18186
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 231, which was -61.75 lower than the previous day. The implied volatity was 10.59, the open interest changed by 17942 which increased total open position to 17942
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 294.2, which was -70.25 lower than the previous day. The implied volatity was 10.77, the open interest changed by 1339 which increased total open position to 15002
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 366.4, which was 39.65 higher than the previous day. The implied volatity was 10.93, the open interest changed by 707 which increased total open position to 13654
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 325.8, which was 30.25 higher than the previous day. The implied volatity was 10.98, the open interest changed by 12864 which increased total open position to 13018
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 299.65, which was 99.05 higher than the previous day. The implied volatity was 11.25, the open interest changed by 25 which increased total open position to 12273
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 199, which was -58.5 lower than the previous day. The implied volatity was 10.66, the open interest changed by 12230 which increased total open position to 12267
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 259.3, which was -25.65 lower than the previous day. The implied volatity was 10.85, the open interest changed by 218 which increased total open position to 9521
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 281.5, which was 14.8 higher than the previous day. The implied volatity was 11.11, the open interest changed by 763 which increased total open position to 9427
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 261.2, which was 20.9 higher than the previous day. The implied volatity was 11.21, the open interest changed by 297 which increased total open position to 8705
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 238, which was 7.5 higher than the previous day. The implied volatity was 11.64, the open interest changed by 458 which increased total open position to 8433
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 227.4, which was -9.45 lower than the previous day. The implied volatity was 11.40, the open interest changed by 511 which increased total open position to 7978
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 235.05, which was -22.6 lower than the previous day. The implied volatity was 11.69, the open interest changed by 557 which increased total open position to 7482
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 254.2, which was -108.7 lower than the previous day. The implied volatity was 12.04, the open interest changed by 1873 which increased total open position to 6943
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 360, which was 20.75 higher than the previous day. The implied volatity was -, the open interest changed by 119 which increased total open position to 5072
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 347, which was 23.35 higher than the previous day. The implied volatity was 12.15, the open interest changed by 882 which increased total open position to 4953
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 324.1, which was 57.95 higher than the previous day. The implied volatity was 12.49, the open interest changed by 280 which increased total open position to 4197
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 262.3, which was -56.8 lower than the previous day. The implied volatity was 11.97, the open interest changed by 647 which increased total open position to 4700
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 315.9, which was -41.95 lower than the previous day. The implied volatity was 12.15, the open interest changed by 351 which increased total open position to 4057
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 361.5, which was 39.85 higher than the previous day. The implied volatity was 11.86, the open interest changed by 248 which increased total open position to 3782
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 320, which was -52.65 lower than the previous day. The implied volatity was 11.89, the open interest changed by 259 which increased total open position to 3517
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 368.15, which was -8.15 lower than the previous day. The implied volatity was 12.13, the open interest changed by 429 which increased total open position to 3257
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 371, which was 8.85 higher than the previous day. The implied volatity was 11.92, the open interest changed by 831 which increased total open position to 2829
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 367, which was -67.8 lower than the previous day. The implied volatity was 11.71, the open interest changed by -1191 which decreased total open position to 1981
On 11 Nov NIFTY was trading at 25694.95. The strike last trading price was 428.05, which was -49.75 lower than the previous day. The implied volatity was 11.59, the open interest changed by 180 which increased total open position to 3177
On 10 Nov NIFTY was trading at 25574.35. The strike last trading price was 479.3, which was -66.8 lower than the previous day. The implied volatity was 11.47, the open interest changed by 27 which increased total open position to 2980
On 7 Nov NIFTY was trading at 25492.30. The strike last trading price was 537.4, which was 8.25 higher than the previous day. The implied volatity was 12.05, the open interest changed by -160 which decreased total open position to 2933
On 6 Nov NIFTY was trading at 25509.70. The strike last trading price was 530, which was 32.2 higher than the previous day. The implied volatity was 11.99, the open interest changed by -453 which decreased total open position to 3122
On 4 Nov NIFTY was trading at 25597.65. The strike last trading price was 505.95, which was 69.75 higher than the previous day. The implied volatity was 12.10, the open interest changed by 2699 which increased total open position to 3576
On 3 Nov NIFTY was trading at 25763.35. The strike last trading price was 433.55, which was -4.15 lower than the previous day. The implied volatity was 12.23, the open interest changed by -89 which decreased total open position to 877
On 31 Oct NIFTY was trading at 25722.10. The strike last trading price was 436.75, which was 43.1 higher than the previous day. The implied volatity was -, the open interest changed by 224 which increased total open position to 966
On 30 Oct NIFTY was trading at 25877.85. The strike last trading price was 388.35, which was 53.05 higher than the previous day. The implied volatity was 12.13, the open interest changed by 385 which increased total open position to 743































































































































































































































