NIFTY
Nifty
Historical option data for NIFTY
26 Dec 2024 03:51 PM IST
| NIFTY 26DEC2024 26050 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 | -0.65 | - | 1,12,320 | -16,515 | 14,994 | |||
| 24 Dec | 23727.65 | 0.7 | -0.85 | 45.22 | 72,029 | -1,391 | 31,323 | |||
| 23 Dec | 23753.45 | 1.55 | -0.70 | 39.69 | 1,40,530 | 25,038 | 32,695 | |||
| 20 Dec | 23587.50 | 2.25 | -0.75 | 30.47 | 39,625 | 1,160 | 7,669 | |||
| 19 Dec | 23951.70 | 3 | -3.80 | 25.37 | 23,415 | 2,046 | 6,502 | |||
| 18 Dec | 24198.85 | 6.8 | 1.20 | 23.53 | 10,461 | 836 | 4,495 | |||
| 17 Dec | 24336.00 | 5.6 | 0.55 | 20.35 | 9,077 | -421 | 3,674 | |||
| 16 Dec | 24668.25 | 5.05 | -1.35 | 15.61 | 5,881 | 751 | 3,960 | |||
| 13 Dec | 24768.30 | 6.4 | 1.40 | 12.78 | 8,064 | -34,463 | 3,166 | |||
| 12 Dec | 24548.70 | 5 | -2.35 | 13.88 | 6,275 | -92,465 | 3,293 | |||
| 11 Dec | 24641.80 | 7.35 | -2.25 | 13.40 | 6,387 | -81,159 | 3,513 | |||
| 10 Dec | 24610.05 | 9.6 | -2.25 | 13.61 | 4,403 | -81,630 | 3,930 | |||
| 9 Dec | 24619.00 | 11.85 | -3.20 | 13.61 | 1,524 | -60,605 | 3,446 | |||
| 6 Dec | 24677.80 | 15.05 | 0.05 | 12.61 | 3,508 | -32,227 | 3,107 | |||
| 5 Dec | 24708.40 | 15 | 5.00 | 11.97 | 12,480 | 1,610 | 2,722 | |||
| 4 Dec | 24467.45 | 10 | 0.65 | 12.59 | 7,785 | -45,823 | 3,012 | |||
| 3 Dec | 24457.15 | 9.35 | 0.40 | 12.24 | 2,852 | -40,902 | 3,312 | |||
| 2 Dec | 24276.05 | 8.95 | 1.90 | 13.03 | 681 | -27,562 | 2,137 | |||
| 29 Nov | 24131.10 | 7.05 | -1.45 | 12.68 | 1,434 | -6,931 | 1,986 | |||
| 28 Nov | 23914.15 | 8.5 | -3.05 | 13.84 | 4,892 | 1,418 | 1,700 | |||
| 27 Nov | 24274.90 | 11.55 | -1.40 | 12.17 | 531 | 80 | 452 | |||
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| 26 Nov | 24194.50 | 12.95 | -2.20 | 12.72 | 119 | 186 | 446 | |||
| 25 Nov | 24221.90 | 15.15 | 1.30 | 12.45 | 2,853 | 357 | 440 | |||
| 22 Nov | 23907.25 | 13.85 | 3.60 | 13.92 | 535 | 194 | 277 | |||
| 21 Nov | 23349.90 | 10.25 | -3.25 | 16.10 | 110 | 90 | 160 | |||
| 19 Nov | 23518.50 | 13.5 | 0.75 | 15.57 | 314 | 114 | 160 | |||
| 18 Nov | 23453.80 | 12.75 | -8.25 | 15.21 | 249 | 136 | 138 | |||
| 14 Nov | 23532.70 | 21 | -3.85 | 15.11 | 144 | 110 | 239 | |||
| 13 Nov | 23559.05 | 24.85 | -0.55 | 15.12 | 51 | 127 | 129 | |||
| 12 Nov | 23883.45 | 25.4 | -2.75 | 13.56 | 256 | 123 | 125 | |||
| 11 Nov | 24141.30 | 28.15 | -10.85 | 11.96 | 267 | 201 | 203 | |||
| 8 Nov | 24148.20 | 39 | -7.50 | 12.43 | 97 | 202 | 204 | |||
| 7 Nov | 24199.35 | 46.5 | -24.15 | 12.28 | 174 | 257 | 259 | |||
| 6 Nov | 24484.05 | 70.65 | 7.05 | 11.57 | 153 | 243 | 245 | |||
| 5 Nov | 24213.30 | 63.6 | 8.65 | 12.96 | 49 | 1 | 167 | |||
| 4 Nov | 23995.35 | 54.95 | -25.90 | 13.61 | 136 | 163 | 165 | |||
| 1 Nov | 24304.35 | 80.85 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 31 Oct | 24205.35 | 80.85 | -8.95 | - | 28 | 3 | 57 | |||
| 30 Oct | 24340.85 | 89.8 | -11.35 | - | 56 | 34 | 34 | |||
| 29 Oct | 24466.85 | 101.15 | -239.80 | - | 1 | 2 | 2 | |||
| 28 Oct | 24339.15 | 340.95 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 24180.80 | 340.95 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 24399.40 | 340.95 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 24435.50 | 340.95 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 24472.10 | 340.95 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 24781.10 | 340.95 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 24854.05 | 340.95 | 0.00 | - | 0 | 0 | 2 | |||
| 17 Oct | 24749.85 | 340.95 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 24971.30 | 340.95 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 25057.35 | 340.95 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 25127.95 | 340.95 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 24964.25 | 340.95 | 0.00 | - | 0 | 1 | 0 | |||
| 10 Oct | 24998.45 | 340.95 | -6.75 | - | 1 | 0 | 1 | |||
| 9 Oct | 24981.95 | 347.7 | -849.35 | - | 10 | 1 | 1 | |||
| 8 Oct | 25013.15 | 1197.05 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 24795.75 | 1197.05 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 25014.60 | 1197.05 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 25250.10 | 1197.05 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 25796.90 | 1197.05 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 25810.85 | 1197.05 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 26173.35 | 1197.05 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 26050 expiring on 26DEC2024
Delta for 26050 CE is -
Historical price for 26050 CE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 0.05, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by -16515 which decreased total open position to 14994
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 0.7, which was -0.85 lower than the previous day. The implied volatity was 45.22, the open interest changed by -1391 which decreased total open position to 31323
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 1.55, which was -0.70 lower than the previous day. The implied volatity was 39.69, the open interest changed by 25038 which increased total open position to 32695
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 2.25, which was -0.75 lower than the previous day. The implied volatity was 30.47, the open interest changed by 1160 which increased total open position to 7669
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 3, which was -3.80 lower than the previous day. The implied volatity was 25.37, the open interest changed by 2046 which increased total open position to 6502
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 6.8, which was 1.20 higher than the previous day. The implied volatity was 23.53, the open interest changed by 836 which increased total open position to 4495
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 5.6, which was 0.55 higher than the previous day. The implied volatity was 20.35, the open interest changed by -421 which decreased total open position to 3674
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 5.05, which was -1.35 lower than the previous day. The implied volatity was 15.61, the open interest changed by 751 which increased total open position to 3960
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 6.4, which was 1.40 higher than the previous day. The implied volatity was 12.78, the open interest changed by -34463 which decreased total open position to 3166
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 5, which was -2.35 lower than the previous day. The implied volatity was 13.88, the open interest changed by -92465 which decreased total open position to 3293
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 7.35, which was -2.25 lower than the previous day. The implied volatity was 13.40, the open interest changed by -81159 which decreased total open position to 3513
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 9.6, which was -2.25 lower than the previous day. The implied volatity was 13.61, the open interest changed by -81630 which decreased total open position to 3930
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 11.85, which was -3.20 lower than the previous day. The implied volatity was 13.61, the open interest changed by -60605 which decreased total open position to 3446
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 15.05, which was 0.05 higher than the previous day. The implied volatity was 12.61, the open interest changed by -32227 which decreased total open position to 3107
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 15, which was 5.00 higher than the previous day. The implied volatity was 11.97, the open interest changed by 1610 which increased total open position to 2722
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 10, which was 0.65 higher than the previous day. The implied volatity was 12.59, the open interest changed by -45823 which decreased total open position to 3012
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 9.35, which was 0.40 higher than the previous day. The implied volatity was 12.24, the open interest changed by -40902 which decreased total open position to 3312
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 8.95, which was 1.90 higher than the previous day. The implied volatity was 13.03, the open interest changed by -27562 which decreased total open position to 2137
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 7.05, which was -1.45 lower than the previous day. The implied volatity was 12.68, the open interest changed by -6931 which decreased total open position to 1986
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 8.5, which was -3.05 lower than the previous day. The implied volatity was 13.84, the open interest changed by 1418 which increased total open position to 1700
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 11.55, which was -1.40 lower than the previous day. The implied volatity was 12.17, the open interest changed by 80 which increased total open position to 452
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 12.95, which was -2.20 lower than the previous day. The implied volatity was 12.72, the open interest changed by 186 which increased total open position to 446
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 15.15, which was 1.30 higher than the previous day. The implied volatity was 12.45, the open interest changed by 357 which increased total open position to 440
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 13.85, which was 3.60 higher than the previous day. The implied volatity was 13.92, the open interest changed by 194 which increased total open position to 277
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 10.25, which was -3.25 lower than the previous day. The implied volatity was 16.10, the open interest changed by 90 which increased total open position to 160
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 13.5, which was 0.75 higher than the previous day. The implied volatity was 15.57, the open interest changed by 114 which increased total open position to 160
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 12.75, which was -8.25 lower than the previous day. The implied volatity was 15.21, the open interest changed by 136 which increased total open position to 138
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 21, which was -3.85 lower than the previous day. The implied volatity was 15.11, the open interest changed by 110 which increased total open position to 239
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 24.85, which was -0.55 lower than the previous day. The implied volatity was 15.12, the open interest changed by 127 which increased total open position to 129
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 25.4, which was -2.75 lower than the previous day. The implied volatity was 13.56, the open interest changed by 123 which increased total open position to 125
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 28.15, which was -10.85 lower than the previous day. The implied volatity was 11.96, the open interest changed by 201 which increased total open position to 203
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 39, which was -7.50 lower than the previous day. The implied volatity was 12.43, the open interest changed by 202 which increased total open position to 204
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 46.5, which was -24.15 lower than the previous day. The implied volatity was 12.28, the open interest changed by 257 which increased total open position to 259
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 70.65, which was 7.05 higher than the previous day. The implied volatity was 11.57, the open interest changed by 243 which increased total open position to 245
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 63.6, which was 8.65 higher than the previous day. The implied volatity was 12.96, the open interest changed by 1 which increased total open position to 167
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 54.95, which was -25.90 lower than the previous day. The implied volatity was 13.61, the open interest changed by 163 which increased total open position to 165
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 80.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 80.85, which was -8.95 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 89.8, which was -11.35 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 101.15, which was -239.80 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 340.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct NIFTY was trading at 24180.80. The strike last trading price was 340.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct NIFTY was trading at 24399.40. The strike last trading price was 340.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct NIFTY was trading at 24435.50. The strike last trading price was 340.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct NIFTY was trading at 24472.10. The strike last trading price was 340.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct NIFTY was trading at 24781.10. The strike last trading price was 340.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 340.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 340.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct NIFTY was trading at 24971.30. The strike last trading price was 340.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct NIFTY was trading at 25057.35. The strike last trading price was 340.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct NIFTY was trading at 25127.95. The strike last trading price was 340.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 340.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 340.95, which was -6.75 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 347.7, which was -849.35 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 1197.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 1197.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct NIFTY was trading at 25014.60. The strike last trading price was 1197.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct NIFTY was trading at 25250.10. The strike last trading price was 1197.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct NIFTY was trading at 25796.90. The strike last trading price was 1197.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept NIFTY was trading at 25810.85. The strike last trading price was 1197.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept NIFTY was trading at 26173.35. The strike last trading price was 1197.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 26DEC2024 26050 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 | 2302 | 52.00 | - | 57 | -33 | 22 |
| 24 Dec | 23727.65 | 2250 | -63.95 | - | 1 | 0 | 55 |
| 23 Dec | 23753.45 | 2313.95 | 0.00 | 0.00 | 0 | 7 | 0 |
| 20 Dec | 23587.50 | 2313.95 | 283.95 | - | 18 | 8 | 56 |
| 19 Dec | 23951.70 | 2030 | 225.65 | - | 45 | 43 | 47 |
| 18 Dec | 24198.85 | 1804.35 | 165.35 | 30.29 | 1 | 0 | 3 |
| 17 Dec | 24336.00 | 1639 | 388.50 | - | 1 | 0 | 3 |
| 16 Dec | 24668.25 | 1250.5 | 0.00 | 0.00 | 0 | 5 | 0 |
| 13 Dec | 24768.30 | 1250.5 | 193.50 | 22.66 | 1 | 0 | 3 |
| 12 Dec | 24548.70 | 1057 | 0.00 | 0.00 | 0 | -29 | 0 |
| 11 Dec | 24641.80 | 1057 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 24610.05 | 1057 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 24619.00 | 1057 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 24677.80 | 1057 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 24708.40 | 1057 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 24467.45 | 1057 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 24457.15 | 1057 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 24276.05 | 1057 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 24131.10 | 1057 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 23914.15 | 1057 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 24274.90 | 1057 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 24194.50 | 1057 | 0.00 | 0.00 | 0 | 49 | 0 |
| 25 Nov | 24221.90 | 1057 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 23907.25 | 1057 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 23349.90 | 1057 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 23518.50 | 1057 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 23453.80 | 1057 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 23532.70 | 1057 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 23559.05 | 1057 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 23883.45 | 1057 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 24141.30 | 1057 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 24148.20 | 1057 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 24199.35 | 1057 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 24484.05 | 1057 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 1057 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 1057 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 1057 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 24205.35 | 1057 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 24340.85 | 1057 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 24466.85 | 1057 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 24339.15 | 1057 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 24180.80 | 1057 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 24399.40 | 1057 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 24435.50 | 1057 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 24472.10 | 1057 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 24781.10 | 1057 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 24854.05 | 1057 | 0.00 | - | 0 | 1 | 0 |
| 17 Oct | 24749.85 | 1057 | 85.60 | - | 1 | 0 | 2 |
| 16 Oct | 24971.30 | 971.4 | 44.35 | - | 3 | -2 | 1 |
| 15 Oct | 25057.35 | 927.05 | 0.00 | - | 1 | 0 | 3 |
| 14 Oct | 25127.95 | 927.05 | 0.00 | - | 1 | 0 | 3 |
| 11 Oct | 24964.25 | 927.05 | 0.00 | - | 1 | 0 | 3 |
| 10 Oct | 24998.45 | 927.05 | 437.45 | - | 1 | 0 | 2 |
| 9 Oct | 24981.95 | 489.6 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 25013.15 | 489.6 | 0.00 | - | 0 | 0 | 2 |
| 7 Oct | 24795.75 | 489.6 | 0.00 | - | 0 | 0 | 2 |
| 4 Oct | 25014.60 | 489.6 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 25250.10 | 489.6 | 0.00 | - | 0 | -9 | 0 |
| 1 Oct | 25796.90 | 489.6 | -41.00 | - | 9 | 0 | 11 |
| 30 Sept | 25810.85 | 530.6 | -30.60 | - | 16 | 11 | 11 |
| 27 Sept | 26173.35 | 561.20 | - | 0 | 0 | 0 | |
For Nifty - strike price 26050 expiring on 26DEC2024
Delta for 26050 PE is -
Historical price for 26050 PE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 2302, which was 52.00 higher than the previous day. The implied volatity was -, the open interest changed by -33 which decreased total open position to 22
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 2250, which was -63.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 55
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 2313.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 2313.95, which was 283.95 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 56
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 2030, which was 225.65 higher than the previous day. The implied volatity was -, the open interest changed by 43 which increased total open position to 47
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 1804.35, which was 165.35 higher than the previous day. The implied volatity was 30.29, the open interest changed by 0 which decreased total open position to 3
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 1639, which was 388.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 1250.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 1250.5, which was 193.50 higher than the previous day. The implied volatity was 22.66, the open interest changed by 0 which decreased total open position to 3
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 1057, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -29 which decreased total open position to 0
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 1057, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 1057, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 1057, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 1057, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 1057, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 1057, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 1057, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 1057, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 1057, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 1057, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 1057, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 1057, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 49 which increased total open position to 0
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 1057, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 1057, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 1057, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 1057, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 1057, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 1057, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 1057, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1057, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 1057, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 1057, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 1057, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 1057, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 1057, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 1057, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 1057, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 1057, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct NIFTY was trading at 24340.85. The strike last trading price was 1057, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct NIFTY was trading at 24466.85. The strike last trading price was 1057, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct NIFTY was trading at 24339.15. The strike last trading price was 1057, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct NIFTY was trading at 24180.80. The strike last trading price was 1057, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct NIFTY was trading at 24399.40. The strike last trading price was 1057, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct NIFTY was trading at 24435.50. The strike last trading price was 1057, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct NIFTY was trading at 24472.10. The strike last trading price was 1057, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct NIFTY was trading at 24781.10. The strike last trading price was 1057, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 1057, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 1057, which was 85.60 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 971.4, which was 44.35 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 927.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct NIFTY was trading at 25127.95. The strike last trading price was 927.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 927.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 927.05, which was 437.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct NIFTY was trading at 24981.95. The strike last trading price was 489.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 489.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 489.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct NIFTY was trading at 25014.60. The strike last trading price was 489.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct NIFTY was trading at 25250.10. The strike last trading price was 489.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct NIFTY was trading at 25796.90. The strike last trading price was 489.6, which was -41.00 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 530.6, which was -30.60 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 561.20, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
