NIFTY
Nifty
Historical option data for NIFTY
26 Dec 2024 04:11 PM IST
| NIFTY 26DEC2024 26150 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 23750.20 | 0.1 | -0.50 | - | 1,16,041 | -20,778 | 9,079 | |||
| 24 Dec | 23727.65 | 0.6 | -0.85 | 46.20 | 61,693 | -568 | 29,791 | |||
| 23 Dec | 23753.45 | 1.45 | -0.75 | 40.86 | 1,33,108 | 26,602 | 30,362 | |||
| 20 Dec | 23587.50 | 2.2 | -1.30 | 31.46 | 23,853 | -47,553 | 3,778 | |||
| 19 Dec | 23951.70 | 3.5 | -2.85 | 26.93 | 14,540 | -48,324 | 2,782 | |||
| 18 Dec | 24198.85 | 6.35 | 2.60 | 24.35 | 8,442 | -54,070 | 2,105 | |||
| 17 Dec | 24336.00 | 3.75 | -0.25 | 20.16 | 4,862 | -45,644 | 1,423 | |||
| 16 Dec | 24668.25 | 4 | -1.40 | 16.01 | 3,839 | -30,922 | 1,565 | |||
| 13 Dec | 24768.30 | 5.4 | -0.20 | 13.29 | 2,910 | -43,545 | 977 | |||
| 12 Dec | 24548.70 | 5.6 | -1.10 | 14.94 | 2,131 | -1,23,752 | 876 | |||
| 11 Dec | 24641.80 | 6.7 | -1.25 | 14.00 | 1,227 | -1,00,047 | 979 | |||
| 10 Dec | 24610.05 | 7.95 | -1.85 | 13.97 | 1,073 | -101 | 839 | |||
| 9 Dec | 24619.00 | 9.8 | -2.35 | 13.94 | 1,353 | -79,571 | 759 | |||
| 6 Dec | 24677.80 | 12.15 | -0.70 | 12.85 | 1,571 | 594 | 663 | |||
| 5 Dec | 24708.40 | 12.85 | 5.00 | 12.36 | 5,708 | -22,100 | 700 | |||
| 4 Dec | 24467.45 | 7.85 | 0.75 | 12.75 | 2,271 | -96 | 671 | |||
| 3 Dec | 24457.15 | 7.1 | -0.65 | 12.34 | 1,730 | 87 | 766 | |||
| 2 Dec | 24276.05 | 7.75 | 1.35 | 13.36 | 961 | -26,470 | 684 | |||
| 29 Nov | 24131.10 | 6.4 | -1.15 | 13.07 | 481 | -8,260 | 442 | |||
| 28 Nov | 23914.15 | 7.55 | -2.85 | 14.16 | 625 | -24 | 399 | |||
| 27 Nov | 24274.90 | 10.4 | -1.10 | 12.55 | 651 | -118 | 462 | |||
| 26 Nov | 24194.50 | 11.5 | -2.60 | 13.05 | 311 | -94 | 355 | |||
| 25 Nov | 24221.90 | 14.1 | 1.10 | 12.89 | 635 | 344 | 487 | |||
| 22 Nov | 23907.25 | 13 | 2.90 | 14.32 | 147 | 49 | 192 | |||
| 21 Nov | 23349.90 | 10.1 | -2.40 | 16.58 | 100 | 18 | 143 | |||
| 19 Nov | 23518.50 | 12.5 | -0.30 | 15.86 | 145 | 26 | 120 | |||
| 18 Nov | 23453.80 | 12.8 | -6.20 | 15.73 | 30 | -505 | 94 | |||
| 14 Nov | 23532.70 | 19 | -4.00 | 15.34 | 4 | 0 | 94 | |||
| 13 Nov | 23559.05 | 23 | -0.10 | 15.42 | 15 | 9 | 93 | |||
| 12 Nov | 23883.45 | 23.1 | -1.05 | 13.82 | 260 | -65 | 84 | |||
| 11 Nov | 24141.30 | 24.15 | -39.00 | 12.10 | 348 | 59 | 214 | |||
| 8 Nov | 24148.20 | 63.15 | 0.00 | 0.00 | 0 | 26 | 0 | |||
| 7 Nov | 24199.35 | 63.15 | 0.00 | 0.00 | 0 | 9 | 0 | |||
| 6 Nov | 24484.05 | 63.15 | 15.15 | 11.80 | 11 | -1 | 145 | |||
| 5 Nov | 24213.30 | 48 | -0.10 | 12.57 | 1 | 50 | 145 | |||
| 4 Nov | 23995.35 | 48.1 | -22.90 | 13.70 | 195 | 109 | 159 | |||
| 1 Nov | 24304.35 | 71 | 0.00 | 0.00 | 0 | 21 | 0 | |||
| 31 Oct | 24205.35 | 71 | 1.75 | - | 25 | -11 | 49 | |||
| 30 Oct | 24340.85 | 69.25 | 0.00 | - | 0 | 2 | 0 | |||
| 29 Oct | 24466.85 | 69.25 | -45.50 | - | 30 | 31 | 31 | |||
| 28 Oct | 24339.15 | 114.75 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 24180.80 | 114.75 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 24399.40 | 114.75 | 0.00 | - | 0 | 2 | 0 | |||
| 23 Oct | 24435.50 | 114.75 | -190.00 | - | 3 | 1 | 2 | |||
| 22 Oct | 24472.10 | 304.75 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 24781.10 | 304.75 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 24854.05 | 304.75 | 0.00 | - | 0 | 0 | 1 | |||
| 17 Oct | 24749.85 | 304.75 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 24971.30 | 304.75 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 25057.35 | 304.75 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 25127.95 | 304.75 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 24964.25 | 304.75 | 0.00 | - | 0 | 0 | 1 | |||
| 10 Oct | 24998.45 | 304.75 | 40.75 | - | 1 | 0 | 1 | |||
| 9 Oct | 24981.95 | 264 | 0.00 | - | 0 | -1 | 0 | |||
| 8 Oct | 25013.15 | 264 | -83.50 | - | 2 | 0 | 2 | |||
| 7 Oct | 24795.75 | 347.5 | 0.00 | - | 0 | 2 | 0 | |||
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| 4 Oct | 25014.60 | 347.5 | -791.25 | - | 3 | 2 | 2 | |||
| 3 Oct | 25250.10 | 1138.75 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 25796.90 | 1138.75 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 25810.85 | 1138.75 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 26173.35 | 1138.75 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 26150 expiring on 26DEC2024
Delta for 26150 CE is -
Historical price for 26150 CE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 0.1, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by -20778 which decreased total open position to 9079
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 0.6, which was -0.85 lower than the previous day. The implied volatity was 46.20, the open interest changed by -568 which decreased total open position to 29791
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 1.45, which was -0.75 lower than the previous day. The implied volatity was 40.86, the open interest changed by 26602 which increased total open position to 30362
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 2.2, which was -1.30 lower than the previous day. The implied volatity was 31.46, the open interest changed by -47553 which decreased total open position to 3778
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 3.5, which was -2.85 lower than the previous day. The implied volatity was 26.93, the open interest changed by -48324 which decreased total open position to 2782
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 6.35, which was 2.60 higher than the previous day. The implied volatity was 24.35, the open interest changed by -54070 which decreased total open position to 2105
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 3.75, which was -0.25 lower than the previous day. The implied volatity was 20.16, the open interest changed by -45644 which decreased total open position to 1423
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 4, which was -1.40 lower than the previous day. The implied volatity was 16.01, the open interest changed by -30922 which decreased total open position to 1565
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 5.4, which was -0.20 lower than the previous day. The implied volatity was 13.29, the open interest changed by -43545 which decreased total open position to 977
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 5.6, which was -1.10 lower than the previous day. The implied volatity was 14.94, the open interest changed by -123752 which decreased total open position to 876
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 6.7, which was -1.25 lower than the previous day. The implied volatity was 14.00, the open interest changed by -100047 which decreased total open position to 979
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 7.95, which was -1.85 lower than the previous day. The implied volatity was 13.97, the open interest changed by -101 which decreased total open position to 839
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 9.8, which was -2.35 lower than the previous day. The implied volatity was 13.94, the open interest changed by -79571 which decreased total open position to 759
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 12.15, which was -0.70 lower than the previous day. The implied volatity was 12.85, the open interest changed by 594 which increased total open position to 663
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 12.85, which was 5.00 higher than the previous day. The implied volatity was 12.36, the open interest changed by -22100 which decreased total open position to 700
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 7.85, which was 0.75 higher than the previous day. The implied volatity was 12.75, the open interest changed by -96 which decreased total open position to 671
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 7.1, which was -0.65 lower than the previous day. The implied volatity was 12.34, the open interest changed by 87 which increased total open position to 766
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 7.75, which was 1.35 higher than the previous day. The implied volatity was 13.36, the open interest changed by -26470 which decreased total open position to 684
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 6.4, which was -1.15 lower than the previous day. The implied volatity was 13.07, the open interest changed by -8260 which decreased total open position to 442
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 7.55, which was -2.85 lower than the previous day. The implied volatity was 14.16, the open interest changed by -24 which decreased total open position to 399
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 10.4, which was -1.10 lower than the previous day. The implied volatity was 12.55, the open interest changed by -118 which decreased total open position to 462
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 11.5, which was -2.60 lower than the previous day. The implied volatity was 13.05, the open interest changed by -94 which decreased total open position to 355
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 14.1, which was 1.10 higher than the previous day. The implied volatity was 12.89, the open interest changed by 344 which increased total open position to 487
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 13, which was 2.90 higher than the previous day. The implied volatity was 14.32, the open interest changed by 49 which increased total open position to 192
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 10.1, which was -2.40 lower than the previous day. The implied volatity was 16.58, the open interest changed by 18 which increased total open position to 143
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 12.5, which was -0.30 lower than the previous day. The implied volatity was 15.86, the open interest changed by 26 which increased total open position to 120
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 12.8, which was -6.20 lower than the previous day. The implied volatity was 15.73, the open interest changed by -505 which decreased total open position to 94
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 19, which was -4.00 lower than the previous day. The implied volatity was 15.34, the open interest changed by 0 which decreased total open position to 94
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 23, which was -0.10 lower than the previous day. The implied volatity was 15.42, the open interest changed by 9 which increased total open position to 93
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 23.1, which was -1.05 lower than the previous day. The implied volatity was 13.82, the open interest changed by -65 which decreased total open position to 84
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 24.15, which was -39.00 lower than the previous day. The implied volatity was 12.10, the open interest changed by 59 which increased total open position to 214
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 63.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 26 which increased total open position to 0
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 63.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 63.15, which was 15.15 higher than the previous day. The implied volatity was 11.80, the open interest changed by -1 which decreased total open position to 145
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 48, which was -0.10 lower than the previous day. The implied volatity was 12.57, the open interest changed by 50 which increased total open position to 145
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 48.1, which was -22.90 lower than the previous day. The implied volatity was 13.70, the open interest changed by 109 which increased total open position to 159
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 71, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 21 which increased total open position to 0
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 71, which was 1.75 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 69.25, 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 69.25, which was -45.50 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 114.75, 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 25 Oct NIFTY was trading at 24180.80. The strike last trading price was 114.75, 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 24 Oct NIFTY was trading at 24399.40. The strike last trading price was 114.75, 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 23 Oct NIFTY was trading at 24435.50. The strike last trading price was 114.75, which was -190.00 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 304.75, 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 21 Oct NIFTY was trading at 24781.10. The strike last trading price was 304.75, 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 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 304.75, 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 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 304.75, 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 16 Oct NIFTY was trading at 24971.30. The strike last trading price was 304.75, 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 15 Oct NIFTY was trading at 25057.35. The strike last trading price was 304.75, 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 14 Oct NIFTY was trading at 25127.95. The strike last trading price was 304.75, 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 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 304.75, 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 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 304.75, which was 40.75 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 264, 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 264, which was -83.50 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 347.5, 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 347.5, which was -791.25 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 1138.75, 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 1 Oct NIFTY was trading at 25796.90. The strike last trading price was 1138.75, 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 30 Sept NIFTY was trading at 25810.85. The strike last trading price was 1138.75, 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 27 Sept NIFTY was trading at 26173.35. The strike last trading price was 1138.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 26DEC2024 26150 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 23750.20 | 2304.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 24 Dec | 23727.65 | 2304.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 23 Dec | 23753.45 | 2304.5 | 0.00 | 0.00 | 0 | 1 | 0 |
| 20 Dec | 23587.50 | 2304.5 | 403.65 | - | 2 | 0 | 19 |
| 19 Dec | 23951.70 | 1900.85 | 0.00 | 0.00 | 0 | 8 | 0 |
| 18 Dec | 24198.85 | 1900.85 | 143.35 | 29.96 | 8 | 5 | 11 |
| 17 Dec | 24336.00 | 1757.5 | 429.60 | - | 2 | 4 | 9 |
| 16 Dec | 24668.25 | 1327.9 | 0.00 | 0.00 | 0 | 2 | 0 |
| 13 Dec | 24768.30 | 1327.9 | -423.10 | 21.43 | 2 | 6 | 7 |
| 12 Dec | 24548.70 | 1751 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 24641.80 | 1751 | 0.00 | 0.00 | 0 | 1 | 0 |
| 10 Dec | 24610.05 | 1751 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 24619.00 | 1751 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 24677.80 | 1751 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 24708.40 | 1751 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 24467.45 | 1751 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 24457.15 | 1751 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 24276.05 | 1751 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 24131.10 | 1751 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 23914.15 | 1751 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 24274.90 | 1751 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 24194.50 | 1751 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 24221.90 | 1751 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 23907.25 | 1751 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 23349.90 | 1751 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 23518.50 | 1751 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 23453.80 | 1751 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 23532.70 | 1751 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 23559.05 | 1751 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 23883.45 | 1751 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 24141.30 | 1751 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 24148.20 | 1751 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 24199.35 | 1751 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 24484.05 | 1751 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 1751 | -122.00 | 18.29 | 2 | 7 | 7 |
| 4 Nov | 23995.35 | 1873 | 885.15 | 15.86 | 2 | 8 | 8 |
| 1 Nov | 24304.35 | 987.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 24205.35 | 987.85 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 24340.85 | 987.85 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 24466.85 | 987.85 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 24339.15 | 987.85 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 24180.80 | 987.85 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 24399.40 | 987.85 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 24435.50 | 987.85 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 24472.10 | 987.85 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 24781.10 | 987.85 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 24854.05 | 987.85 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 24749.85 | 987.85 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 24971.30 | 987.85 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 25057.35 | 987.85 | 0.00 | - | 0 | 0 | 9 |
| 14 Oct | 25127.95 | 987.85 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 24964.25 | 987.85 | 0.00 | - | 0 | 5 | 0 |
| 10 Oct | 24998.45 | 987.85 | 136.75 | - | 10 | 5 | 9 |
| 9 Oct | 24981.95 | 851.1 | 0.00 | - | 0 | 0 | 4 |
| 8 Oct | 25013.15 | 851.1 | 0.00 | - | 0 | 0 | 4 |
| 7 Oct | 24795.75 | 851.1 | 0.00 | - | 0 | 0 | 4 |
| 4 Oct | 25014.60 | 851.1 | 0.00 | - | 0 | 0 | 4 |
| 3 Oct | 25250.10 | 851.1 | 365.30 | - | 5 | -1 | 0 |
| 1 Oct | 25796.90 | 485.8 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 25810.85 | 485.8 | 0.00 | - | 0 | 1 | 0 |
| 27 Sept | 26173.35 | 485.80 | - | 1 | 0 | 0 | |
For Nifty - strike price 26150 expiring on 26DEC2024
Delta for 26150 PE is 0.00
Historical price for 26150 PE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 2304.5, 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 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 2304.5, 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 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 2304.5, 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 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 2304.5, which was 403.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 1900.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 1900.85, which was 143.35 higher than the previous day. The implied volatity was 29.96, the open interest changed by 5 which increased total open position to 11
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 1757.5, which was 429.60 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 9
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 1327.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 1327.9, which was -423.10 lower than the previous day. The implied volatity was 21.43, the open interest changed by 6 which increased total open position to 7
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 1751, 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 1751, 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 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 1751, 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 1751, 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 1751, 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 1751, 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 1751, 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 1751, 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 1751, 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 1751, 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 1751, 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 1751, 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 1751, 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 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 1751, 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 1751, 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 1751, 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 1751, 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 1751, 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 1751, 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 1751, 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 1751, 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 1751, 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 1751, 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 1751, 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 1751, 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 1751, which was -122.00 lower than the previous day. The implied volatity was 18.29, the open interest changed by 7 which increased total open position to 7
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 1873, which was 885.15 higher than the previous day. The implied volatity was 15.86, the open interest changed by 8 which increased total open position to 8
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 987.85, 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 987.85, 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 987.85, 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 987.85, 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 987.85, 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 987.85, 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 987.85, 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 987.85, 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 987.85, 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 987.85, 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 987.85, 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 987.85, 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 987.85, 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 987.85, 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 987.85, 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 987.85, 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 987.85, which was 136.75 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 851.1, 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 851.1, 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 851.1, 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 851.1, 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 851.1, which was 365.30 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 485.8, 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 485.8, 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 485.80, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
