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Related Pages for NIFTY
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NIFTY
Nifty
23644.9 -168.50 (-0.71%)

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Historical option data for NIFTY

30 Dec 2024 04:11 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
NIFTY 02JAN2025 26150 CE
Delta: 0.00
Vega: 0.21
Theta: -1.44
Gamma: 0.00
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
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
Delta: -
Vega: -
Theta: -
Gamma: -
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