NIFTY
Nifty
Historical option data for NIFTY
20 Dec 2024 04:11 PM IST
NIFTY 26DEC2024 26100 CE | ||||||||||
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Delta: 0.01
Vega: 0.59
Theta: -1.56
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
20 Dec | 23587.50 | 2.1 | -0.80 | 30.76 | 52,241.667 | -13,413.667 | 7,377 | |||
19 Dec | 23951.70 | 2.9 | -3.10 | 25.78 | 24,010.667 | 616.333 | 7,149.667 | |||
18 Dec | 24198.85 | 6 | 0.90 | 23.62 | 16,443.667 | -27,268 | 6,439.333 | |||
17 Dec | 24336.00 | 5.1 | 0.25 | 20.57 | 12,128.333 | -455.333 | 5,043.333 | |||
16 Dec | 24668.25 | 4.85 | -1.20 | 15.99 | 9,431 | -11,519 | 5,513.667 | |||
13 Dec | 24768.30 | 6.05 | 1.00 | 13.10 | 13,521.667 | -3,929 | 4,169 | |||
12 Dec | 24548.70 | 5.05 | -1.85 | 14.31 | 5,196.333 | -48,431.667 | 3,142.333 | |||
11 Dec | 24641.80 | 6.9 | -2.00 | 13.66 | 3,965 | 219.333 | 2,698 | |||
10 Dec | 24610.05 | 8.9 | -1.75 | 13.83 | 4,019.667 | -53,831.667 | 2,583.333 | |||
9 Dec | 24619.00 | 10.65 | -2.90 | 13.74 | 4,256.333 | 455.333 | 2,428.333 | |||
6 Dec | 24677.80 | 13.55 | -0.85 | 12.73 | 6,944 | 228.333 | 1,970.333 | |||
5 Dec | 24708.40 | 14.4 | 6.05 | 12.25 | 10,590.333 | -604.333 | 1,773.667 | |||
4 Dec | 24467.45 | 8.35 | -0.05 | 12.54 | 4,199.667 | -19,199.667 | 2,369.333 | |||
3 Dec | 24457.15 | 8.4 | 0.25 | 12.35 | 2,422 | -22,693 | 2,142 | |||
2 Dec | 24276.05 | 8.15 | 1.25 | 13.15 | 3,847 | -16,185.333 | 1,648.333 | |||
29 Nov | 24131.10 | 6.9 | -1.35 | 12.93 | 3,226.333 | -3,690.667 | 1,943.667 | |||
28 Nov | 23914.15 | 8.25 | -1.60 | 14.07 | 6,464.667 | 896.333 | 1,840 | |||
27 Nov | 24274.90 | 9.85 | -1.60 | 12.13 | 6,087 | -1,129.667 | 1,285.333 | |||
26 Nov | 24194.50 | 11.45 | -2.80 | 12.74 | 2,826 | 342.333 | 2,423.333 | |||
25 Nov | 24221.90 | 14.25 | 0.05 | 12.61 | 4,354.333 | 1,652.333 | 2,081.333 | |||
22 Nov | 23907.25 | 14.2 | 4.10 | 14.27 | 330 | -47 | 382 | |||
21 Nov | 23349.90 | 10.1 | -3.85 | 16.32 | 660.333 | -44.333 | 424.667 | |||
19 Nov | 23518.50 | 13.95 | 1.75 | 15.92 | 286.667 | 414 | 456.333 | |||
18 Nov | 23453.80 | 12.2 | -7.30 | 15.35 | 378 | -12.333 | 406.667 | |||
14 Nov | 23532.70 | 19.5 | -3.10 | 15.16 | 453 | 398.333 | 421.667 | |||
13 Nov | 23559.05 | 22.6 | -2.35 | 15.11 | 918.333 | -107 | 524.333 | |||
12 Nov | 23883.45 | 24.95 | -2.45 | 13.77 | 563 | -14.333 | 632 | |||
11 Nov | 24141.30 | 27.4 | -8.80 | 12.16 | 1,137 | 75.333 | 644.333 | |||
8 Nov | 24148.20 | 36.2 | 0.00 | 12.49 | 433 | 41.333 | 559.667 | |||
7 Nov | 24199.35 | 36.2 | -23.70 | 11.82 | 737 | 503 | 518.333 | |||
6 Nov | 24484.05 | 59.9 | 7.75 | 11.32 | 199 | 512.667 | 528.333 | |||
5 Nov | 24213.30 | 52.15 | 1.15 | 12.58 | 420 | 465.333 | 480.667 | |||
4 Nov | 23995.35 | 51 | -15.00 | 13.63 | 688.667 | -87 | 439.667 | |||
1 Nov | 24304.35 | 66 | -4.00 | 12.14 | 21.667 | 4.333 | 526.667 | |||
31 Oct | 24205.35 | 70 | -10.40 | - | 53 | 7.667 | 523.667 | |||
30 Oct | 24340.85 | 80.4 | -4.60 | - | 268.333 | 507 | 508 | |||
29 Oct | 24466.85 | 85 | -4.00 | - | 110.333 | 10 | 404.667 | |||
28 Oct | 24339.15 | 89 | 14.10 | - | 70 | 20.667 | 394.333 | |||
25 Oct | 24180.80 | 74.9 | -21.70 | - | 251 | -1.333 | 373.667 | |||
24 Oct | 24399.40 | 96.6 | -16.40 | - | 405.667 | -103.333 | 375.333 | |||
23 Oct | 24435.50 | 113 | -19.50 | - | 331.667 | 179 | 479 | |||
22 Oct | 24472.10 | 132.5 | -34.50 | - | 172 | 2.667 | 300 | |||
21 Oct | 24781.10 | 167 | -35.70 | - | 132 | -37.667 | 305 | |||
18 Oct | 24854.05 | 202.7 | 5.60 | - | 306.667 | 119.333 | 342.667 | |||
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17 Oct | 24749.85 | 197.1 | -64.55 | - | 69 | 4.333 | 223.333 | |||
16 Oct | 24971.30 | 261.65 | -15.15 | - | 31.333 | -4.333 | 219.667 | |||
15 Oct | 25057.35 | 276.8 | -38.25 | - | 58 | 5.333 | 225.667 | |||
14 Oct | 25127.95 | 315.05 | 40.05 | - | 7.667 | -0.333 | 220.333 | |||
11 Oct | 24964.25 | 275 | -40.00 | - | 126.667 | 44.667 | 217.667 | |||
10 Oct | 24998.45 | 315 | -79.80 | - | 29.667 | -17 | 173 | |||
9 Oct | 24981.95 | 394.8 | 79.80 | - | 1 | 0.333 | 190 | |||
8 Oct | 25013.15 | 315 | 32.70 | - | 13.333 | -7 | 188 | |||
7 Oct | 24795.75 | 282.3 | -75.70 | - | 58 | -2.667 | 194.667 | |||
4 Oct | 25014.60 | 358 | -92.55 | - | 78.667 | 19.667 | 195.667 | |||
3 Oct | 25250.10 | 450.55 | -223.45 | - | 101 | 66 | 177.333 | |||
1 Oct | 25796.90 | 674 | -27.70 | - | 123.667 | 76 | 111.333 | |||
30 Sept | 25810.85 | 701.7 | -466.00 | - | 42.333 | 32.667 | 32.667 | |||
27 Sept | 26173.35 | 1167.70 | - | 0 | 0 | 0 |
For Nifty - strike price 26100 expiring on 26DEC2024
Delta for 26100 CE is 0.01
Historical price for 26100 CE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 2.1, which was -0.80 lower than the previous day. The implied volatity was 30.76, the open interest changed by -40241 which decreased total open position to 22131
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 2.9, which was -3.10 lower than the previous day. The implied volatity was 25.78, the open interest changed by 1849 which increased total open position to 21449
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 6, which was 0.90 higher than the previous day. The implied volatity was 23.62, the open interest changed by -81804 which decreased total open position to 19318
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 5.1, which was 0.25 higher than the previous day. The implied volatity was 20.57, the open interest changed by -1366 which decreased total open position to 15130
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 4.85, which was -1.20 lower than the previous day. The implied volatity was 15.99, the open interest changed by -34557 which decreased total open position to 16541
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 6.05, which was 1.00 higher than the previous day. The implied volatity was 13.10, the open interest changed by -11787 which decreased total open position to 12507
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 5.05, which was -1.85 lower than the previous day. The implied volatity was 14.31, the open interest changed by -145295 which decreased total open position to 9427
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 6.9, which was -2.00 lower than the previous day. The implied volatity was 13.66, the open interest changed by 658 which increased total open position to 8094
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 8.9, which was -1.75 lower than the previous day. The implied volatity was 13.83, the open interest changed by -161495 which decreased total open position to 7750
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 10.65, which was -2.90 lower than the previous day. The implied volatity was 13.74, the open interest changed by 1366 which increased total open position to 7285
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 13.55, which was -0.85 lower than the previous day. The implied volatity was 12.73, the open interest changed by 685 which increased total open position to 5911
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 14.4, which was 6.05 higher than the previous day. The implied volatity was 12.25, the open interest changed by -1813 which decreased total open position to 5321
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 8.35, which was -0.05 lower than the previous day. The implied volatity was 12.54, the open interest changed by -57599 which decreased total open position to 7108
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 8.4, which was 0.25 higher than the previous day. The implied volatity was 12.35, the open interest changed by -68079 which decreased total open position to 6426
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 8.15, which was 1.25 higher than the previous day. The implied volatity was 13.15, the open interest changed by -48556 which decreased total open position to 4945
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 6.9, which was -1.35 lower than the previous day. The implied volatity was 12.93, the open interest changed by -11072 which decreased total open position to 5831
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 8.25, which was -1.60 lower than the previous day. The implied volatity was 14.07, the open interest changed by 2689 which increased total open position to 5520
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 9.85, which was -1.60 lower than the previous day. The implied volatity was 12.13, the open interest changed by -3389 which decreased total open position to 3856
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 11.45, which was -2.80 lower than the previous day. The implied volatity was 12.74, the open interest changed by 1027 which increased total open position to 7270
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 14.25, which was 0.05 higher than the previous day. The implied volatity was 12.61, the open interest changed by 4957 which increased total open position to 6244
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 14.2, which was 4.10 higher than the previous day. The implied volatity was 14.27, the open interest changed by -141 which decreased total open position to 1146
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 10.1, which was -3.85 lower than the previous day. The implied volatity was 16.32, the open interest changed by -133 which decreased total open position to 1274
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 13.95, which was 1.75 higher than the previous day. The implied volatity was 15.92, the open interest changed by 1242 which increased total open position to 1369
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 12.2, which was -7.30 lower than the previous day. The implied volatity was 15.35, the open interest changed by -37 which decreased total open position to 1220
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 19.5, which was -3.10 lower than the previous day. The implied volatity was 15.16, the open interest changed by 1195 which increased total open position to 1265
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 22.6, which was -2.35 lower than the previous day. The implied volatity was 15.11, the open interest changed by -321 which decreased total open position to 1573
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 24.95, which was -2.45 lower than the previous day. The implied volatity was 13.77, the open interest changed by -43 which decreased total open position to 1896
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 27.4, which was -8.80 lower than the previous day. The implied volatity was 12.16, the open interest changed by 226 which increased total open position to 1933
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 36.2, which was 0.00 lower than the previous day. The implied volatity was 12.49, the open interest changed by 124 which increased total open position to 1679
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 36.2, which was -23.70 lower than the previous day. The implied volatity was 11.82, the open interest changed by 1509 which increased total open position to 1555
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 59.9, which was 7.75 higher than the previous day. The implied volatity was 11.32, the open interest changed by 1538 which increased total open position to 1585
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 52.15, which was 1.15 higher than the previous day. The implied volatity was 12.58, the open interest changed by 1396 which increased total open position to 1442
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 51, which was -15.00 lower than the previous day. The implied volatity was 13.63, the open interest changed by -261 which decreased total open position to 1319
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 66, which was -4.00 lower than the previous day. The implied volatity was 12.14, the open interest changed by 13 which increased total open position to 1580
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 70, 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 30 Oct NIFTY was trading at 24340.85. The strike last trading price was 80.4, which was -4.60 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 85, which was -4.00 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 89, which was 14.10 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 74.9, which was -21.70 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 96.6, which was -16.40 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 113, which was -19.50 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 132.5, which was -34.50 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 167, which was -35.70 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 202.7, which was 5.60 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 197.1, which was -64.55 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 261.65, which was -15.15 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 276.8, which was -38.25 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 315.05, which was 40.05 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 275, which was -40.00 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 315, which was -79.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct NIFTY was trading at 24981.95. The strike last trading price was 394.8, which was 79.80 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 315, which was 32.70 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 282.3, which was -75.70 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 358, which was -92.55 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 450.55, which was -223.45 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 674, which was -27.70 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 701.7, which was -466.00 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 1167.70, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
NIFTY 26DEC2024 26100 PE | |||||||
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Delta: -0.97
Vega: 2.25
Theta: -0.77
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
20 Dec | 23587.50 | 2441.9 | 368.85 | 41.00 | 29.333 | 0.333 | 720.333 |
19 Dec | 23951.70 | 2073.05 | 216.80 | - | 54.667 | 9.333 | 719.667 |
18 Dec | 24198.85 | 1856.25 | 316.25 | 31.40 | 0.333 | 0 | 710.333 |
17 Dec | 24336.00 | 1540 | 170.00 | - | 2.333 | 0.667 | 710.333 |
16 Dec | 24668.25 | 1370 | 124.90 | - | 9.333 | 678.667 | 709.333 |
13 Dec | 24768.30 | 1245.1 | -119.90 | 16.39 | 7 | -1 | 707 |
12 Dec | 24548.70 | 1365 | 0.00 | 0.00 | 0 | 0 | 0 |
11 Dec | 24641.80 | 1365 | -41.25 | 9.13 | 7 | -4 | 707.667 |
10 Dec | 24610.05 | 1406.25 | 22.30 | 19.03 | 26.333 | 656 | 711.667 |
9 Dec | 24619.00 | 1383.95 | 80.55 | 17.14 | 1.333 | -0.667 | 707.667 |
6 Dec | 24677.80 | 1303.4 | 0.00 | 0.00 | 0 | 51.667 | 0 |
5 Dec | 24708.40 | 1303.4 | -193.05 | 16.88 | 20.333 | 704.333 | 708.333 |
4 Dec | 24467.45 | 1496.45 | -52.75 | 13.85 | 2 | 646.333 | 719.667 |
3 Dec | 24457.15 | 1549.2 | -140.95 | 18.66 | 11.333 | 642.333 | 716.667 |
2 Dec | 24276.05 | 1690.15 | -180.85 | 17.82 | 4.333 | 637.667 | 727 |
29 Nov | 24131.10 | 1871 | -129.00 | 22.12 | 1 | 637.667 | 727 |
28 Nov | 23914.15 | 2000 | 372.55 | 20.85 | 171.667 | 696.667 | 725.667 |
27 Nov | 24274.90 | 1627.45 | -102.55 | 12.31 | 284.333 | 248 | 563.667 |
26 Nov | 24194.50 | 1730 | 35.00 | 16.14 | 63 | 53.667 | 314.333 |
25 Nov | 24221.90 | 1695 | -370.00 | 18.13 | 257 | 259.333 | 259.333 |
22 Nov | 23907.25 | 2065 | -305.00 | 21.00 | 8.333 | 79.333 | 79.333 |
21 Nov | 23349.90 | 2370 | 0.00 | 0.00 | 0 | 5.333 | 0 |
19 Nov | 23518.50 | 2370 | 65.00 | 14.93 | 11.333 | 80 | 80 |
18 Nov | 23453.80 | 2305 | 0.00 | 0.00 | 0 | 0 | 0 |
14 Nov | 23532.70 | 2305 | 199.00 | 19.27 | 0.333 | 74.667 | 74.667 |
13 Nov | 23559.05 | 2106 | 507.00 | - | 0.333 | 0 | 74.333 |
12 Nov | 23883.45 | 1599 | 0.00 | 0.00 | 0 | 0.333 | 0 |
11 Nov | 24141.30 | 1599 | -36.35 | - | 1 | 0.333 | 74.333 |
8 Nov | 24148.20 | 1635.35 | 0.00 | 0.00 | 0 | 0.333 | 0 |
7 Nov | 24199.35 | 1635.35 | -59.80 | 14.48 | 2 | 73.333 | 73.333 |
6 Nov | 24484.05 | 1695.15 | 0.00 | 0.00 | 0 | 0 | 0 |
5 Nov | 24213.30 | 1695.15 | -181.00 | 17.68 | 6 | 0 | 73.667 |
4 Nov | 23995.35 | 1876.15 | 252.40 | 18.14 | 9.333 | 73.667 | 73.667 |
1 Nov | 24304.35 | 1623.75 | 0.00 | 0.00 | 0 | 0.333 | 0 |
31 Oct | 24205.35 | 1623.75 | 136.05 | - | 4.333 | 0.333 | 73.333 |
30 Oct | 24340.85 | 1487.7 | 79.80 | - | 51 | 73.333 | 73.333 |
29 Oct | 24466.85 | 1407.9 | -62.10 | - | 9.333 | -6.667 | 78 |
28 Oct | 24339.15 | 1470 | -170.00 | - | 0.667 | 0 | 85 |
25 Oct | 24180.80 | 1640 | 265.00 | - | 2.667 | -2 | 85 |
24 Oct | 24399.40 | 1375 | 0.00 | - | 0 | 0 | 0 |
23 Oct | 24435.50 | 1375 | -8.50 | - | 0.333 | 0 | 87 |
22 Oct | 24472.10 | 1383.5 | 227.55 | - | 7.333 | 6.667 | 87 |
21 Oct | 24781.10 | 1155.95 | 0.00 | - | 0 | -0.333 | 0 |
18 Oct | 24854.05 | 1155.95 | 39.70 | - | 0.667 | 0 | 80.667 |
17 Oct | 24749.85 | 1116.25 | 126.25 | - | 0.667 | 0.333 | 80.333 |
16 Oct | 24971.30 | 990 | 94.95 | - | 1.333 | 0 | 80 |
15 Oct | 25057.35 | 895.05 | 0.00 | - | 0 | 1 | 0 |
14 Oct | 25127.95 | 895.05 | -98.70 | - | 1.667 | 1 | 80 |
11 Oct | 24964.25 | 993.75 | 17.95 | - | 1.333 | 0.333 | 79 |
10 Oct | 24998.45 | 975.8 | -151.95 | - | 25.667 | 0 | 76.333 |
9 Oct | 24981.95 | 1127.75 | 0.00 | - | 0 | 0 | 0 |
8 Oct | 25013.15 | 1127.75 | 0.00 | - | 0 | -15 | 0 |
7 Oct | 24795.75 | 1127.75 | 146.75 | - | 15.333 | -14.667 | 76.667 |
4 Oct | 25014.60 | 981 | 183.05 | - | 14 | 10.667 | 91 |
3 Oct | 25250.10 | 797.95 | 249.40 | - | 107 | 46.667 | 82.667 |
1 Oct | 25796.90 | 548.55 | -24.55 | - | 12.333 | 0.667 | 35.667 |
30 Sept | 25810.85 | 573.1 | 107.60 | - | 62 | 22.667 | 35.667 |
27 Sept | 26173.35 | 465.50 | - | 17.667 | 12.667 | 12.667 |
For Nifty - strike price 26100 expiring on 26DEC2024
Delta for 26100 PE is -0.97
Historical price for 26100 PE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 2441.9, which was 368.85 higher than the previous day. The implied volatity was 41.00, the open interest changed by 1 which increased total open position to 2161
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 2073.05, which was 216.80 higher than the previous day. The implied volatity was -, the open interest changed by 28 which increased total open position to 2159
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 1856.25, which was 316.25 higher than the previous day. The implied volatity was 31.40, the open interest changed by 0 which decreased total open position to 2131
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 1540, which was 170.00 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2131
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 1370, which was 124.90 higher than the previous day. The implied volatity was -, the open interest changed by 2036 which increased total open position to 2128
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 1245.1, which was -119.90 lower than the previous day. The implied volatity was 16.39, the open interest changed by -3 which decreased total open position to 2121
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 1365, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 1365, which was -41.25 lower than the previous day. The implied volatity was 9.13, the open interest changed by -12 which decreased total open position to 2123
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 1406.25, which was 22.30 higher than the previous day. The implied volatity was 19.03, the open interest changed by 1968 which increased total open position to 2135
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 1383.95, which was 80.55 higher than the previous day. The implied volatity was 17.14, the open interest changed by -2 which decreased total open position to 2123
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 1303.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 155 which increased total open position to 0
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 1303.4, which was -193.05 lower than the previous day. The implied volatity was 16.88, the open interest changed by 2113 which increased total open position to 2125
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 1496.45, which was -52.75 lower than the previous day. The implied volatity was 13.85, the open interest changed by 1939 which increased total open position to 2159
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 1549.2, which was -140.95 lower than the previous day. The implied volatity was 18.66, the open interest changed by 1927 which increased total open position to 2150
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 1690.15, which was -180.85 lower than the previous day. The implied volatity was 17.82, the open interest changed by 1913 which increased total open position to 2181
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 1871, which was -129.00 lower than the previous day. The implied volatity was 22.12, the open interest changed by 1913 which increased total open position to 2181
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 2000, which was 372.55 higher than the previous day. The implied volatity was 20.85, the open interest changed by 2090 which increased total open position to 2177
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 1627.45, which was -102.55 lower than the previous day. The implied volatity was 12.31, the open interest changed by 744 which increased total open position to 1691
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 1730, which was 35.00 higher than the previous day. The implied volatity was 16.14, the open interest changed by 161 which increased total open position to 943
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 1695, which was -370.00 lower than the previous day. The implied volatity was 18.13, the open interest changed by 778 which increased total open position to 778
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 2065, which was -305.00 lower than the previous day. The implied volatity was 21.00, the open interest changed by 238 which increased total open position to 238
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 2370, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 16 which increased total open position to 0
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 2370, which was 65.00 higher than the previous day. The implied volatity was 14.93, the open interest changed by 240 which increased total open position to 240
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 2305, 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 2305, which was 199.00 higher than the previous day. The implied volatity was 19.27, the open interest changed by 224 which increased total open position to 224
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 2106, which was 507.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 223
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1599, 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 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 1599, which was -36.35 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 223
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 1635.35, 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 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 1635.35, which was -59.80 lower than the previous day. The implied volatity was 14.48, the open interest changed by 220 which increased total open position to 220
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 1695.15, 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 1695.15, which was -181.00 lower than the previous day. The implied volatity was 17.68, the open interest changed by 0 which decreased total open position to 221
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 1876.15, which was 252.40 higher than the previous day. The implied volatity was 18.14, the open interest changed by 221 which increased total open position to 221
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 1623.75, 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 1623.75, which was 136.05 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 1487.7, which was 79.80 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 1407.9, which was -62.10 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 1470, which was -170.00 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 1640, which was 265.00 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 1375, 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 1375, which was -8.50 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 1383.5, which was 227.55 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 1155.95, 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 1155.95, which was 39.70 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 1116.25, which was 126.25 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 990, which was 94.95 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 895.05, 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 895.05, which was -98.70 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 993.75, which was 17.95 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 975.8, which was -151.95 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 1127.75, 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 1127.75, 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 1127.75, which was 146.75 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 981, which was 183.05 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 797.95, which was 249.40 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 548.55, which was -24.55 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 573.1, which was 107.60 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 465.50, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to