NIFTY
Nifty
Historical option data for NIFTY
30 Dec 2024 04:11 PM IST
NIFTY 02JAN2025 26150 CE | ||||||||||
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Delta: 0.00
Vega: 0.21
Theta: -1.44
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
30 Dec | 23644.90 | 0.85 | -0.20 | 40.01 | 3,980 | 420 | 2,123 | |||
27 Dec | 23813.40 | 1.05 | -0.70 | 26.83 | 8,076 | 1,342 | 1,703 | |||
26 Dec | 23750.20 | 1.75 | -0.25 | 26.89 | 742 | 246 | 361 | |||
24 Dec | 23727.65 | 2 | -1.00 | 24.27 | 126 | 16 | 115 | |||
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23 Dec | 23753.45 | 3 | -1.55 | 23.96 | 206 | -19 | 99 | |||
20 Dec | 23587.50 | 4.55 | -1.75 | 23.00 | 597 | 43 | 118 | |||
19 Dec | 23951.70 | 6.3 | -2.60 | 20.25 | 580 | -9 | 75 | |||
18 Dec | 24198.85 | 8.9 | -2.30 | 18.34 | 87 | 7 | 84 | |||
17 Dec | 24336.00 | 11.2 | -0.20 | 17.48 | 204 | -66 | 77 | |||
16 Dec | 24668.25 | 11.4 | -3.55 | 14.13 | 179 | 80 | 143 | |||
13 Dec | 24768.30 | 14.95 | 1.95 | 12.43 | 90 | 24 | 63 | |||
12 Dec | 24548.70 | 13 | -3.75 | 13.68 | 8 | 5 | 39 | |||
11 Dec | 24641.80 | 16.75 | -0.80 | 13.27 | 33 | 30 | 34 | |||
10 Dec | 24610.05 | 17.55 | -0.30 | 13.11 | 7 | 4 | 4 | |||
9 Dec | 24619.00 | 17.85 | 3.50 | 12.79 | 5 | 0 | 0 | |||
6 Dec | 24677.80 | 14.35 | 0.00 | 4.32 | 0 | 0 | 0 | |||
5 Dec | 24708.40 | 14.35 | 4.12 | 0 | 0 | 0 |
For Nifty - strike price 26150 expiring on 02JAN2025
Delta for 26150 CE is 0.00
Historical price for 26150 CE is as follows
On 30 Dec NIFTY was trading at 23644.90. The strike last trading price was 0.85, which was -0.20 lower than the previous day. The implied volatity was 40.01, the open interest changed by 420 which increased total open position to 2123
On 27 Dec NIFTY was trading at 23813.40. The strike last trading price was 1.05, which was -0.70 lower than the previous day. The implied volatity was 26.83, the open interest changed by 1342 which increased total open position to 1703
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 1.75, which was -0.25 lower than the previous day. The implied volatity was 26.89, the open interest changed by 246 which increased total open position to 361
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 2, which was -1.00 lower than the previous day. The implied volatity was 24.27, the open interest changed by 16 which increased total open position to 115
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 3, which was -1.55 lower than the previous day. The implied volatity was 23.96, the open interest changed by -19 which decreased total open position to 99
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 4.55, which was -1.75 lower than the previous day. The implied volatity was 23.00, the open interest changed by 43 which increased total open position to 118
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 6.3, which was -2.60 lower than the previous day. The implied volatity was 20.25, the open interest changed by -9 which decreased total open position to 75
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 8.9, which was -2.30 lower than the previous day. The implied volatity was 18.34, the open interest changed by 7 which increased total open position to 84
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 11.2, which was -0.20 lower than the previous day. The implied volatity was 17.48, the open interest changed by -66 which decreased total open position to 77
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 11.4, which was -3.55 lower than the previous day. The implied volatity was 14.13, the open interest changed by 80 which increased total open position to 143
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 14.95, which was 1.95 higher than the previous day. The implied volatity was 12.43, the open interest changed by 24 which increased total open position to 63
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 13, which was -3.75 lower than the previous day. The implied volatity was 13.68, the open interest changed by 5 which increased total open position to 39
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 16.75, which was -0.80 lower than the previous day. The implied volatity was 13.27, the open interest changed by 30 which increased total open position to 34
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 17.55, which was -0.30 lower than the previous day. The implied volatity was 13.11, the open interest changed by 4 which increased total open position to 4
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 17.85, which was 3.50 higher than the previous day. The implied volatity was 12.79, 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 14.35, which was 0.00 lower than the previous day. The implied volatity was 4.32, 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 14.35, which was lower than the previous day. The implied volatity was 4.12, the open interest changed by 0 which decreased total open position to 0
NIFTY 02JAN2025 26150 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
30 Dec | 23644.90 | 2595.7 | 0.00 | - | 0 | 0 | 0 |
27 Dec | 23813.40 | 2595.7 | 0.00 | - | 0 | 0 | 0 |
26 Dec | 23750.20 | 2595.7 | 0.00 | - | 0 | 0 | 0 |
24 Dec | 23727.65 | 2595.7 | 0.00 | - | 0 | 0 | 0 |
23 Dec | 23753.45 | 2595.7 | 0.00 | - | 0 | 0 | 0 |
20 Dec | 23587.50 | 2595.7 | 0.00 | - | 0 | 0 | 0 |
19 Dec | 23951.70 | 2595.7 | 0.00 | - | 0 | 0 | 0 |
18 Dec | 24198.85 | 2595.7 | 0.00 | - | 0 | 0 | 0 |
17 Dec | 24336.00 | 2595.7 | 0.00 | - | 0 | 0 | 0 |
16 Dec | 24668.25 | 2595.7 | 0.00 | - | 0 | 0 | 0 |
13 Dec | 24768.30 | 2595.7 | 0.00 | - | 0 | 0 | 0 |
12 Dec | 24548.70 | 2595.7 | 2595.70 | - | 0 | 0 | 0 |
11 Dec | 24641.80 | 0 | 0.00 | - | 0 | 0 | 0 |
10 Dec | 24610.05 | 0 | 0.00 | - | 0 | 0 | 0 |
9 Dec | 24619.00 | 0 | 0.00 | - | 0 | 0 | 0 |
6 Dec | 24677.80 | 0 | 0.00 | - | 0 | 0 | 0 |
5 Dec | 24708.40 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 26150 expiring on 02JAN2025
Delta for 26150 PE is -
Historical price for 26150 PE is as follows
On 30 Dec NIFTY was trading at 23644.90. The strike last trading price was 2595.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Dec NIFTY was trading at 23813.40. The strike last trading price was 2595.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 2595.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 2595.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 2595.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 2595.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 2595.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 2595.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 2595.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 2595.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 2595.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 2595.7, which was 2595.70 higher than the previous day. The implied volatity was -, 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 0, which was 0.00 lower than the previous day. The implied volatity was -, 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 0, which was 0.00 lower than the previous day. The implied volatity was -, 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 0, which was 0.00 lower than the previous day. The implied volatity was -, 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 0, which was 0.00 lower than the previous day. The implied volatity was -, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0