NIFTY
Nifty
Historical option data for NIFTY
24 Dec 2025 04:10 PM IST
| NIFTY 30-DEC-2025 26150 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.56
Vega: 13.20
Theta: -10.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Dec | 26142.10 | 93.45 | -49.1 | 5.80 | 13,77,671 | -26,875 | 59,119 | |||||||||
| 23 Dec | 26177.15 | 138 | -18.45 | 7.04 | 2,52,983 | -88,030 | 24,114 | |||||||||
| 22 Dec | 26172.40 | 157.9 | 69.7 | 7.80 | 1,19,195 | 5,358 | 13,882 | |||||||||
| 19 Dec | 25966.40 | 92.2 | 34.45 | 7.80 | 46,142 | 544 | 8,545 | |||||||||
| 18 Dec | 25815.55 | 58.7 | -14.4 | 8.05 | 34,306 | 1,622 | 8,002 | |||||||||
| 17 Dec | 25818.55 | 75.55 | -22.7 | 8.58 | 19,191 | 1,454 | 6,386 | |||||||||
| 16 Dec | 25860.10 | 99.7 | -69.55 | 8.96 | 11,264 | -2 | 4,963 | |||||||||
| 15 Dec | 26027.30 | 170 | -26.45 | 8.70 | 9,070 | -59,409 | 4,950 | |||||||||
| 12 Dec | 26046.95 | 198 | 46.9 | 8.11 | 10,189 | 1,266 | 5,149 | |||||||||
| 11 Dec | 25898.55 | 153 | 33.9 | 8.78 | 8,497 | -20 | 4,509 | |||||||||
| 10 Dec | 25758.00 | 115.2 | -38.6 | 9.24 | 6,192 | -23,944 | 4,535 | |||||||||
| 9 Dec | 25839.65 | 152.35 | -61.15 | 8.98 | 5,939 | -14,183 | 3,923 | |||||||||
| 8 Dec | 25960.55 | 201.5 | -150.5 | 9.03 | 8,364 | -429 | 3,654 | |||||||||
| 5 Dec | 26186.45 | 353 | 69.7 | 8.68 | 7,327 | -53,953 | 2,776 | |||||||||
| 4 Dec | 26033.75 | 282 | 12.1 | 9.21 | 5,960 | 240 | 2,839 | |||||||||
| 3 Dec | 25986.00 | 270 | -56.8 | 9.08 | 4,781 | 1,323 | 2,615 | |||||||||
| 2 Dec | 26032.20 | 333.05 | -72.2 | 9.61 | 3,749 | 1,505 | 1,921 | |||||||||
| 1 Dec | 26175.75 | 412 | -31.8 | 9.37 | 2,428 | 418 | 1,270 | |||||||||
| 28 Nov | 26202.95 | 448.75 | -5.7 | 9.27 | 872 | -1,336 | 854 | |||||||||
| 27 Nov | 26215.55 | 460.5 | -0.55 | 9.02 | 2,447 | -106 | 932 | |||||||||
| 26 Nov | 26205.30 | 470 | 180.45 | 9.43 | 4,900 | -77 | 1,038 | |||||||||
| 25 Nov | 25884.80 | 283.15 | -87.75 | - | 1,817 | -268 | 1,107 | |||||||||
| 24 Nov | 25959.50 | 349.55 | -90.35 | 9.92 | 1,311 | -4,434 | 881 | |||||||||
| 21 Nov | 26068.15 | 436.45 | -80.35 | 9.83 | 1,216 | 586 | 586 | |||||||||
| 20 Nov | 26192.15 | 522.8 | 92.95 | 9.69 | 1,142 | -1,222 | 391 | |||||||||
| 19 Nov | 26052.65 | 435 | 64.15 | 9.48 | 868 | 425 | 439 | |||||||||
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| 18 Nov | 25910.05 | 362.45 | -63.4 | 9.75 | 662 | 206 | 452 | |||||||||
| 17 Nov | 26013.45 | 424.05 | 32.15 | 9.37 | 370 | 277 | 277 | |||||||||
| 14 Nov | 25910.05 | 390 | -4.05 | 9.33 | 514 | 133 | 279 | |||||||||
| 13 Nov | 25879.15 | 391.45 | -5.1 | 9.61 | 317 | 213 | 213 | |||||||||
| 12 Nov | 25875.80 | 397.5 | 56.4 | 9.76 | 436 | 43 | 196 | |||||||||
| 11 Nov | 25694.95 | 344.1 | 63.15 | 10.36 | 127 | 42 | 146 | |||||||||
| 10 Nov | 25574.35 | 282.35 | 20.65 | 10.07 | 98 | 65 | 105 | |||||||||
| 7 Nov | 25492.30 | 266.7 | -3.65 | 9.85 | 212 | -24 | 96 | |||||||||
| 6 Nov | 25509.70 | 267.8 | -55.95 | 9.62 | 145 | -25 | 120 | |||||||||
| 4 Nov | 25597.65 | 320.15 | -99.5 | 9.89 | 156 | 6 | 146 | |||||||||
| 3 Nov | 25763.35 | 423.65 | -4.6 | 10.05 | 45 | 11 | 141 | |||||||||
| 31 Oct | 25722.10 | 427.55 | -74.2 | - | 78 | 23 | 130 | |||||||||
| 30 Oct | 25877.85 | 503.4 | -120.4 | 9.75 | 47 | 81 | 109 | |||||||||
| 29 Oct | 26053.90 | 631.55 | 91.55 | 10.07 | 39 | 0 | 106 | |||||||||
| 28 Oct | 25936.20 | 540 | -40.75 | 9.26 | 16 | 98 | 106 | |||||||||
| 27 Oct | 25966.05 | 584.05 | 118.75 | 9.98 | 104 | 107 | 107 | |||||||||
| 24 Oct | 25795.15 | 469.05 | -84.05 | 9.20 | 40 | 79 | 79 | |||||||||
| 23 Oct | 25891.40 | 553.45 | 37.7 | 10.02 | 32 | 50 | 50 | |||||||||
| 21 Oct | 25868.60 | 512.5 | -1.3 | 9.34 | 2 | 0 | 53 | |||||||||
| 20 Oct | 25843.15 | 520 | 61.55 | 9.04 | 94 | 6 | 53 | |||||||||
| 17 Oct | 25709.85 | 458.45 | 78.55 | 9.15 | 49 | -15 | 47 | |||||||||
| 16 Oct | 25585.30 | 381.35 | 109.25 | 8.78 | 42 | -5 | 59 | |||||||||
| 15 Oct | 25323.55 | 272.1 | 44.1 | - | 52 | 19 | 65 | |||||||||
| 14 Oct | 25145.50 | 228 | -17.4 | 9.17 | 39 | -7 | 46 | |||||||||
| 13 Oct | 25227.35 | 245.4 | -42.35 | 8.52 | 49 | 19 | 53 | |||||||||
| 10 Oct | 25285.35 | 287.75 | 54.45 | 8.78 | 47 | -19 | 42 | |||||||||
| 9 Oct | 25181.80 | 233.3 | 35.8 | 8.47 | 24 | 12 | 61 | |||||||||
| 8 Oct | 25046.15 | 197.9 | -43.6 | 8.57 | 62 | 19 | 45 | |||||||||
| 7 Oct | 25108.30 | 241.5 | -84.15 | 8.81 | 32 | 25 | 25 | |||||||||
| 6 Oct | 25077.65 | 325.65 | 0 | 0.98 | 0 | 0 | 0 | |||||||||
| 3 Oct | 24894.25 | 325.65 | 0 | 1.22 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 26150 expiring on 30DEC2025
Delta for 26150 CE is 0.56
Historical price for 26150 CE is as follows
On 24 Dec NIFTY was trading at 26142.10. The strike last trading price was 93.45, which was -49.1 lower than the previous day. The implied volatity was 5.80, the open interest changed by -26875 which decreased total open position to 59119
On 23 Dec NIFTY was trading at 26177.15. The strike last trading price was 138, which was -18.45 lower than the previous day. The implied volatity was 7.04, the open interest changed by -88030 which decreased total open position to 24114
On 22 Dec NIFTY was trading at 26172.40. The strike last trading price was 157.9, which was 69.7 higher than the previous day. The implied volatity was 7.80, the open interest changed by 5358 which increased total open position to 13882
On 19 Dec NIFTY was trading at 25966.40. The strike last trading price was 92.2, which was 34.45 higher than the previous day. The implied volatity was 7.80, the open interest changed by 544 which increased total open position to 8545
On 18 Dec NIFTY was trading at 25815.55. The strike last trading price was 58.7, which was -14.4 lower than the previous day. The implied volatity was 8.05, the open interest changed by 1622 which increased total open position to 8002
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 75.55, which was -22.7 lower than the previous day. The implied volatity was 8.58, the open interest changed by 1454 which increased total open position to 6386
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 99.7, which was -69.55 lower than the previous day. The implied volatity was 8.96, the open interest changed by -2 which decreased total open position to 4963
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 170, which was -26.45 lower than the previous day. The implied volatity was 8.70, the open interest changed by -59409 which decreased total open position to 4950
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 198, which was 46.9 higher than the previous day. The implied volatity was 8.11, the open interest changed by 1266 which increased total open position to 5149
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 153, which was 33.9 higher than the previous day. The implied volatity was 8.78, the open interest changed by -20 which decreased total open position to 4509
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 115.2, which was -38.6 lower than the previous day. The implied volatity was 9.24, the open interest changed by -23944 which decreased total open position to 4535
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 152.35, which was -61.15 lower than the previous day. The implied volatity was 8.98, the open interest changed by -14183 which decreased total open position to 3923
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 201.5, which was -150.5 lower than the previous day. The implied volatity was 9.03, the open interest changed by -429 which decreased total open position to 3654
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 353, which was 69.7 higher than the previous day. The implied volatity was 8.68, the open interest changed by -53953 which decreased total open position to 2776
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 282, which was 12.1 higher than the previous day. The implied volatity was 9.21, the open interest changed by 240 which increased total open position to 2839
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 270, which was -56.8 lower than the previous day. The implied volatity was 9.08, the open interest changed by 1323 which increased total open position to 2615
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 333.05, which was -72.2 lower than the previous day. The implied volatity was 9.61, the open interest changed by 1505 which increased total open position to 1921
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 412, which was -31.8 lower than the previous day. The implied volatity was 9.37, the open interest changed by 418 which increased total open position to 1270
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 448.75, which was -5.7 lower than the previous day. The implied volatity was 9.27, the open interest changed by -1336 which decreased total open position to 854
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 460.5, which was -0.55 lower than the previous day. The implied volatity was 9.02, the open interest changed by -106 which decreased total open position to 932
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 470, which was 180.45 higher than the previous day. The implied volatity was 9.43, the open interest changed by -77 which decreased total open position to 1038
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 283.15, which was -87.75 lower than the previous day. The implied volatity was -, the open interest changed by -268 which decreased total open position to 1107
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 349.55, which was -90.35 lower than the previous day. The implied volatity was 9.92, the open interest changed by -4434 which decreased total open position to 881
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 436.45, which was -80.35 lower than the previous day. The implied volatity was 9.83, the open interest changed by 586 which increased total open position to 586
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 522.8, which was 92.95 higher than the previous day. The implied volatity was 9.69, the open interest changed by -1222 which decreased total open position to 391
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 435, which was 64.15 higher than the previous day. The implied volatity was 9.48, the open interest changed by 425 which increased total open position to 439
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 362.45, which was -63.4 lower than the previous day. The implied volatity was 9.75, the open interest changed by 206 which increased total open position to 452
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 424.05, which was 32.15 higher than the previous day. The implied volatity was 9.37, the open interest changed by 277 which increased total open position to 277
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 390, which was -4.05 lower than the previous day. The implied volatity was 9.33, the open interest changed by 133 which increased total open position to 279
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 391.45, which was -5.1 lower than the previous day. The implied volatity was 9.61, the open interest changed by 213 which increased total open position to 213
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 397.5, which was 56.4 higher than the previous day. The implied volatity was 9.76, the open interest changed by 43 which increased total open position to 196
On 11 Nov NIFTY was trading at 25694.95. The strike last trading price was 344.1, which was 63.15 higher than the previous day. The implied volatity was 10.36, the open interest changed by 42 which increased total open position to 146
On 10 Nov NIFTY was trading at 25574.35. The strike last trading price was 282.35, which was 20.65 higher than the previous day. The implied volatity was 10.07, the open interest changed by 65 which increased total open position to 105
On 7 Nov NIFTY was trading at 25492.30. The strike last trading price was 266.7, which was -3.65 lower than the previous day. The implied volatity was 9.85, the open interest changed by -24 which decreased total open position to 96
On 6 Nov NIFTY was trading at 25509.70. The strike last trading price was 267.8, which was -55.95 lower than the previous day. The implied volatity was 9.62, the open interest changed by -25 which decreased total open position to 120
On 4 Nov NIFTY was trading at 25597.65. The strike last trading price was 320.15, which was -99.5 lower than the previous day. The implied volatity was 9.89, the open interest changed by 6 which increased total open position to 146
On 3 Nov NIFTY was trading at 25763.35. The strike last trading price was 423.65, which was -4.6 lower than the previous day. The implied volatity was 10.05, the open interest changed by 11 which increased total open position to 141
On 31 Oct NIFTY was trading at 25722.10. The strike last trading price was 427.55, which was -74.2 lower than the previous day. The implied volatity was -, the open interest changed by 23 which increased total open position to 130
On 30 Oct NIFTY was trading at 25877.85. The strike last trading price was 503.4, which was -120.4 lower than the previous day. The implied volatity was 9.75, the open interest changed by 81 which increased total open position to 109
On 29 Oct NIFTY was trading at 26053.90. The strike last trading price was 631.55, which was 91.55 higher than the previous day. The implied volatity was 10.07, the open interest changed by 0 which decreased total open position to 106
On 28 Oct NIFTY was trading at 25936.20. The strike last trading price was 540, which was -40.75 lower than the previous day. The implied volatity was 9.26, the open interest changed by 98 which increased total open position to 106
On 27 Oct NIFTY was trading at 25966.05. The strike last trading price was 584.05, which was 118.75 higher than the previous day. The implied volatity was 9.98, the open interest changed by 107 which increased total open position to 107
On 24 Oct NIFTY was trading at 25795.15. The strike last trading price was 469.05, which was -84.05 lower than the previous day. The implied volatity was 9.20, the open interest changed by 79 which increased total open position to 79
On 23 Oct NIFTY was trading at 25891.40. The strike last trading price was 553.45, which was 37.7 higher than the previous day. The implied volatity was 10.02, the open interest changed by 50 which increased total open position to 50
On 21 Oct NIFTY was trading at 25868.60. The strike last trading price was 512.5, which was -1.3 lower than the previous day. The implied volatity was 9.34, the open interest changed by 0 which decreased total open position to 53
On 20 Oct NIFTY was trading at 25843.15. The strike last trading price was 520, which was 61.55 higher than the previous day. The implied volatity was 9.04, the open interest changed by 6 which increased total open position to 53
On 17 Oct NIFTY was trading at 25709.85. The strike last trading price was 458.45, which was 78.55 higher than the previous day. The implied volatity was 9.15, the open interest changed by -15 which decreased total open position to 47
On 16 Oct NIFTY was trading at 25585.30. The strike last trading price was 381.35, which was 109.25 higher than the previous day. The implied volatity was 8.78, the open interest changed by -5 which decreased total open position to 59
On 15 Oct NIFTY was trading at 25323.55. The strike last trading price was 272.1, which was 44.1 higher than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 65
On 14 Oct NIFTY was trading at 25145.50. The strike last trading price was 228, which was -17.4 lower than the previous day. The implied volatity was 9.17, the open interest changed by -7 which decreased total open position to 46
On 13 Oct NIFTY was trading at 25227.35. The strike last trading price was 245.4, which was -42.35 lower than the previous day. The implied volatity was 8.52, the open interest changed by 19 which increased total open position to 53
On 10 Oct NIFTY was trading at 25285.35. The strike last trading price was 287.75, which was 54.45 higher than the previous day. The implied volatity was 8.78, the open interest changed by -19 which decreased total open position to 42
On 9 Oct NIFTY was trading at 25181.80. The strike last trading price was 233.3, which was 35.8 higher than the previous day. The implied volatity was 8.47, the open interest changed by 12 which increased total open position to 61
On 8 Oct NIFTY was trading at 25046.15. The strike last trading price was 197.9, which was -43.6 lower than the previous day. The implied volatity was 8.57, the open interest changed by 19 which increased total open position to 45
On 7 Oct NIFTY was trading at 25108.30. The strike last trading price was 241.5, which was -84.15 lower than the previous day. The implied volatity was 8.81, the open interest changed by 25 which increased total open position to 25
On 6 Oct NIFTY was trading at 25077.65. The strike last trading price was 325.65, which was 0 lower than the previous day. The implied volatity was 0.98, the open interest changed by 0 which decreased total open position to 0
On 3 Oct NIFTY was trading at 24894.25. The strike last trading price was 325.65, which was 0 lower than the previous day. The implied volatity was 1.22, the open interest changed by 0 which decreased total open position to 0
| NIFTY 30DEC2025 26150 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.45
Vega: 13.24
Theta: -4.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Dec | 26142.10 | 75.55 | -9.75 | 6.72 | 19,77,571 | -2,20,114 | 53,434 |
| 23 Dec | 26177.15 | 89.95 | -17.35 | 8.64 | 3,34,777 | 17,156 | 31,942 |
| 22 Dec | 26172.40 | 106 | -101.6 | 8.92 | 1,04,355 | 12,387 | 15,334 |
| 19 Dec | 25966.40 | 203.2 | -123.1 | 7.83 | 7,192 | 1,241 | 2,947 |
| 18 Dec | 25815.55 | 327.6 | 4.5 | 9.48 | 2,673 | 1,019 | 2,624 |
| 17 Dec | 25818.55 | 314.05 | 11.75 | 8.79 | 2,236 | -92 | 2,786 |
| 16 Dec | 25860.10 | 313.5 | 106.8 | 9.82 | 2,923 | -557 | 2,945 |
| 15 Dec | 26027.30 | 211.45 | 14.55 | 9.39 | 4,328 | -11,090 | 3,520 |
| 12 Dec | 26046.95 | 192.75 | -92.05 | 8.81 | 5,867 | 393 | 3,711 |
| 11 Dec | 25898.55 | 288.6 | -107.05 | 9.47 | 1,310 | 1,917 | 2,745 |
| 10 Dec | 25758.00 | 401 | 62.2 | 10.18 | 1,320 | -146 | 2,927 |
| 9 Dec | 25839.65 | 336.8 | 50.6 | 10.07 | 3,203 | -2,043 | 3,073 |
| 8 Dec | 25960.55 | 297.45 | 129.5 | 10.51 | 8,596 | -2,082 | 3,717 |
| 5 Dec | 26186.45 | 165.3 | -77.15 | 9.36 | 10,059 | -7,584 | 4,228 |
| 4 Dec | 26033.75 | 242.45 | -35.25 | 9.68 | 4,478 | 2,069 | 3,266 |
| 3 Dec | 25986.00 | 275.6 | 23.6 | 10.27 | 2,603 | 2,194 | 2,299 |
| 2 Dec | 26032.20 | 249.75 | 31.05 | 10.46 | 7,552 | 2,312 | 2,427 |
| 1 Dec | 26175.75 | 217.3 | 12.75 | 10.93 | 6,084 | -1,961 | 2,360 |
| 28 Nov | 26202.95 | 200 | -13.1 | 10.46 | 2,425 | -53,826 | 1,764 |
| 27 Nov | 26215.55 | 208.5 | -25.2 | 10.86 | 4,428 | 177 | 1,653 |
| 26 Nov | 26205.30 | 225.2 | -152.5 | 11.15 | 5,975 | -4,461 | 1,480 |
| 25 Nov | 25884.80 | 370.25 | 27.75 | - | 998 | 328 | 711 |
| 24 Nov | 25959.50 | 355.75 | 37.2 | 11.76 | 1,377 | 441 | 771 |
| 21 Nov | 26068.15 | 320.55 | 71.45 | 12.07 | 1,909 | 593 | 645 |
| 20 Nov | 26192.15 | 246.55 | -71.55 | 11.32 | 1,478 | 411 | 487 |
| 19 Nov | 26052.65 | 314.8 | -62.75 | 11.65 | 346 | 63 | 360 |
| 18 Nov | 25910.05 | 381.85 | 54.55 | 11.49 | 276 | 188 | 295 |
| 17 Nov | 26013.45 | 327.95 | -62.65 | 11.46 | 310 | 259 | 260 |
| 14 Nov | 25910.05 | 384 | -11.15 | 11.70 | 276 | 208 | 209 |
| 13 Nov | 25879.15 | 394.75 | 15.1 | 11.57 | 121 | -8 | 174 |
| 12 Nov | 25875.80 | 382 | -88.5 | 11.05 | 184 | 44 | 181 |
| 11 Nov | 25694.95 | 470.5 | -151.2 | 11.18 | 46 | 137 | 137 |
| 10 Nov | 25574.35 | 621.7 | 59.05 | - | 0 | 0 | 0 |
| 7 Nov | 25492.30 | 621.7 | 59.05 | 12.28 | 20 | 179 | 179 |
| 6 Nov | 25509.70 | 562.65 | -3.1 | 10.88 | 10 | -5 | 173 |
| 4 Nov | 25597.65 | 565.75 | 85.05 | 11.93 | 8 | 2 | 179 |
| 3 Nov | 25763.35 | 476.25 | -0.2 | 12.09 | 55 | 16 | 176 |
| 31 Oct | 25722.10 | 476.95 | 40.75 | - | 99 | -4 | 158 |
| 30 Oct | 25877.85 | 436.2 | 92 | 12.33 | 68 | 23 | 162 |
| 29 Oct | 26053.90 | 344.5 | -73.2 | 11.84 | 58 | 131 | 140 |
| 28 Oct | 25936.20 | 417.7 | 32.75 | 12.57 | 49 | 10 | 130 |
| 27 Oct | 25966.05 | 379.55 | -100.55 | 11.74 | 85 | 110 | 119 |
| 24 Oct | 25795.15 | 482.2 | 60.75 | 12.31 | 41 | -21 | 120 |
| 23 Oct | 25891.40 | 419.8 | -28.85 | 11.61 | 183 | 146 | 146 |
| 21 Oct | 25868.60 | 448.8 | -11.25 | 11.80 | 18 | 12 | 90 |
| 20 Oct | 25843.15 | 460.05 | -83.65 | 12.28 | 84 | 55 | 78 |
| 17 Oct | 25709.85 | 543.7 | -15.65 | 12.56 | 2 | 0 | 23 |
| 16 Oct | 25585.30 | 559.35 | -349.8 | 11.52 | 28 | 11 | 15 |
| 15 Oct | 25323.55 | 908 | -129.8 | - | 0 | 0 | 0 |
| 14 Oct | 25145.50 | 908 | -129.8 | - | 0 | 0 | 0 |
| 13 Oct | 25227.35 | 908 | -129.8 | - | 0 | 0 | 0 |
| 10 Oct | 25285.35 | 908 | -129.8 | - | 0 | 0 | 0 |
| 9 Oct | 25181.80 | 908 | -129.8 | - | 0 | 3 | 0 |
| 8 Oct | 25046.15 | 908 | -129.8 | 12.49 | 3 | 0 | 1 |
| 7 Oct | 25108.30 | 1037.8 | 0 | - | 0 | 0 | 0 |
| 6 Oct | 25077.65 | 1037.8 | 0 | - | 0 | 0 | 0 |
| 3 Oct | 24894.25 | 1037.8 | 0 | 0.00 | 0 | 1 | 0 |
For Nifty - strike price 26150 expiring on 30DEC2025
Delta for 26150 PE is -0.45
Historical price for 26150 PE is as follows
On 24 Dec NIFTY was trading at 26142.10. The strike last trading price was 75.55, which was -9.75 lower than the previous day. The implied volatity was 6.72, the open interest changed by -220114 which decreased total open position to 53434
On 23 Dec NIFTY was trading at 26177.15. The strike last trading price was 89.95, which was -17.35 lower than the previous day. The implied volatity was 8.64, the open interest changed by 17156 which increased total open position to 31942
On 22 Dec NIFTY was trading at 26172.40. The strike last trading price was 106, which was -101.6 lower than the previous day. The implied volatity was 8.92, the open interest changed by 12387 which increased total open position to 15334
On 19 Dec NIFTY was trading at 25966.40. The strike last trading price was 203.2, which was -123.1 lower than the previous day. The implied volatity was 7.83, the open interest changed by 1241 which increased total open position to 2947
On 18 Dec NIFTY was trading at 25815.55. The strike last trading price was 327.6, which was 4.5 higher than the previous day. The implied volatity was 9.48, the open interest changed by 1019 which increased total open position to 2624
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 314.05, which was 11.75 higher than the previous day. The implied volatity was 8.79, the open interest changed by -92 which decreased total open position to 2786
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 313.5, which was 106.8 higher than the previous day. The implied volatity was 9.82, the open interest changed by -557 which decreased total open position to 2945
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 211.45, which was 14.55 higher than the previous day. The implied volatity was 9.39, the open interest changed by -11090 which decreased total open position to 3520
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 192.75, which was -92.05 lower than the previous day. The implied volatity was 8.81, the open interest changed by 393 which increased total open position to 3711
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 288.6, which was -107.05 lower than the previous day. The implied volatity was 9.47, the open interest changed by 1917 which increased total open position to 2745
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 401, which was 62.2 higher than the previous day. The implied volatity was 10.18, the open interest changed by -146 which decreased total open position to 2927
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 336.8, which was 50.6 higher than the previous day. The implied volatity was 10.07, the open interest changed by -2043 which decreased total open position to 3073
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 297.45, which was 129.5 higher than the previous day. The implied volatity was 10.51, the open interest changed by -2082 which decreased total open position to 3717
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 165.3, which was -77.15 lower than the previous day. The implied volatity was 9.36, the open interest changed by -7584 which decreased total open position to 4228
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 242.45, which was -35.25 lower than the previous day. The implied volatity was 9.68, the open interest changed by 2069 which increased total open position to 3266
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 275.6, which was 23.6 higher than the previous day. The implied volatity was 10.27, the open interest changed by 2194 which increased total open position to 2299
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 249.75, which was 31.05 higher than the previous day. The implied volatity was 10.46, the open interest changed by 2312 which increased total open position to 2427
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 217.3, which was 12.75 higher than the previous day. The implied volatity was 10.93, the open interest changed by -1961 which decreased total open position to 2360
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 200, which was -13.1 lower than the previous day. The implied volatity was 10.46, the open interest changed by -53826 which decreased total open position to 1764
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 208.5, which was -25.2 lower than the previous day. The implied volatity was 10.86, the open interest changed by 177 which increased total open position to 1653
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 225.2, which was -152.5 lower than the previous day. The implied volatity was 11.15, the open interest changed by -4461 which decreased total open position to 1480
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 370.25, which was 27.75 higher than the previous day. The implied volatity was -, the open interest changed by 328 which increased total open position to 711
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 355.75, which was 37.2 higher than the previous day. The implied volatity was 11.76, the open interest changed by 441 which increased total open position to 771
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 320.55, which was 71.45 higher than the previous day. The implied volatity was 12.07, the open interest changed by 593 which increased total open position to 645
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 246.55, which was -71.55 lower than the previous day. The implied volatity was 11.32, the open interest changed by 411 which increased total open position to 487
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 314.8, which was -62.75 lower than the previous day. The implied volatity was 11.65, the open interest changed by 63 which increased total open position to 360
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 381.85, which was 54.55 higher than the previous day. The implied volatity was 11.49, the open interest changed by 188 which increased total open position to 295
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 327.95, which was -62.65 lower than the previous day. The implied volatity was 11.46, the open interest changed by 259 which increased total open position to 260
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 384, which was -11.15 lower than the previous day. The implied volatity was 11.70, the open interest changed by 208 which increased total open position to 209
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 394.75, which was 15.1 higher than the previous day. The implied volatity was 11.57, the open interest changed by -8 which decreased total open position to 174
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 382, which was -88.5 lower than the previous day. The implied volatity was 11.05, the open interest changed by 44 which increased total open position to 181
On 11 Nov NIFTY was trading at 25694.95. The strike last trading price was 470.5, which was -151.2 lower than the previous day. The implied volatity was 11.18, the open interest changed by 137 which increased total open position to 137
On 10 Nov NIFTY was trading at 25574.35. The strike last trading price was 621.7, which was 59.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov NIFTY was trading at 25492.30. The strike last trading price was 621.7, which was 59.05 higher than the previous day. The implied volatity was 12.28, the open interest changed by 179 which increased total open position to 179
On 6 Nov NIFTY was trading at 25509.70. The strike last trading price was 562.65, which was -3.1 lower than the previous day. The implied volatity was 10.88, the open interest changed by -5 which decreased total open position to 173
On 4 Nov NIFTY was trading at 25597.65. The strike last trading price was 565.75, which was 85.05 higher than the previous day. The implied volatity was 11.93, the open interest changed by 2 which increased total open position to 179
On 3 Nov NIFTY was trading at 25763.35. The strike last trading price was 476.25, which was -0.2 lower than the previous day. The implied volatity was 12.09, the open interest changed by 16 which increased total open position to 176
On 31 Oct NIFTY was trading at 25722.10. The strike last trading price was 476.95, which was 40.75 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 158
On 30 Oct NIFTY was trading at 25877.85. The strike last trading price was 436.2, which was 92 higher than the previous day. The implied volatity was 12.33, the open interest changed by 23 which increased total open position to 162
On 29 Oct NIFTY was trading at 26053.90. The strike last trading price was 344.5, which was -73.2 lower than the previous day. The implied volatity was 11.84, the open interest changed by 131 which increased total open position to 140
On 28 Oct NIFTY was trading at 25936.20. The strike last trading price was 417.7, which was 32.75 higher than the previous day. The implied volatity was 12.57, the open interest changed by 10 which increased total open position to 130
On 27 Oct NIFTY was trading at 25966.05. The strike last trading price was 379.55, which was -100.55 lower than the previous day. The implied volatity was 11.74, the open interest changed by 110 which increased total open position to 119
On 24 Oct NIFTY was trading at 25795.15. The strike last trading price was 482.2, which was 60.75 higher than the previous day. The implied volatity was 12.31, the open interest changed by -21 which decreased total open position to 120
On 23 Oct NIFTY was trading at 25891.40. The strike last trading price was 419.8, which was -28.85 lower than the previous day. The implied volatity was 11.61, the open interest changed by 146 which increased total open position to 146
On 21 Oct NIFTY was trading at 25868.60. The strike last trading price was 448.8, which was -11.25 lower than the previous day. The implied volatity was 11.80, the open interest changed by 12 which increased total open position to 90
On 20 Oct NIFTY was trading at 25843.15. The strike last trading price was 460.05, which was -83.65 lower than the previous day. The implied volatity was 12.28, the open interest changed by 55 which increased total open position to 78
On 17 Oct NIFTY was trading at 25709.85. The strike last trading price was 543.7, which was -15.65 lower than the previous day. The implied volatity was 12.56, the open interest changed by 0 which decreased total open position to 23
On 16 Oct NIFTY was trading at 25585.30. The strike last trading price was 559.35, which was -349.8 lower than the previous day. The implied volatity was 11.52, the open interest changed by 11 which increased total open position to 15
On 15 Oct NIFTY was trading at 25323.55. The strike last trading price was 908, which was -129.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Oct NIFTY was trading at 25145.50. The strike last trading price was 908, which was -129.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Oct NIFTY was trading at 25227.35. The strike last trading price was 908, which was -129.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Oct NIFTY was trading at 25285.35. The strike last trading price was 908, which was -129.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Oct NIFTY was trading at 25181.80. The strike last trading price was 908, which was -129.8 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 8 Oct NIFTY was trading at 25046.15. The strike last trading price was 908, which was -129.8 lower than the previous day. The implied volatity was 12.49, the open interest changed by 0 which decreased total open position to 1
On 7 Oct NIFTY was trading at 25108.30. The strike last trading price was 1037.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Oct NIFTY was trading at 25077.65. The strike last trading price was 1037.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Oct NIFTY was trading at 24894.25. The strike last trading price was 1037.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0































































































































































































































