NIFTY
Nifty
Historical option data for NIFTY
20 Dec 2024 04:11 PM IST
NIFTY 26DEC2024 26200 CE | ||||||||||
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Delta: 0.01
Vega: 0.57
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 | -1.00 | 31.82 | 89,388.333 | 970 | 7,919 | |||
19 Dec | 23951.70 | 3.1 | -2.95 | 27.03 | 26,803.333 | -36,279.667 | 7,017.667 | |||
18 Dec | 24198.85 | 6.05 | 1.30 | 24.69 | 15,960.333 | -46,851.667 | 6,374.333 | |||
17 Dec | 24336.00 | 4.75 | 1.15 | 21.32 | 13,664 | -423.667 | 5,983 | |||
16 Dec | 24668.25 | 3.6 | -1.20 | 16.22 | 9,660.667 | -25,110 | 6,463.333 | |||
13 Dec | 24768.30 | 4.8 | -0.60 | 13.46 | 12,758 | -13,757.667 | 6,258.667 | |||
12 Dec | 24548.70 | 5.4 | -0.60 | 15.26 | 5,461 | 2,346.333 | 5,268.333 | |||
11 Dec | 24641.80 | 6 | -1.60 | 14.15 | 4,704.333 | -1,38,634.667 | 5,309 | |||
10 Dec | 24610.05 | 7.6 | -1.50 | 14.26 | 4,559 | 3,686.667 | 5,328.333 | |||
9 Dec | 24619.00 | 9.1 | -2.20 | 14.15 | 4,522.667 | 4,102.333 | 5,066 | |||
6 Dec | 24677.80 | 11.3 | 0.25 | 13.05 | 8,868.333 | 3,928.333 | 4,451.667 | |||
5 Dec | 24708.40 | 11.05 | 4.05 | 12.38 | 15,249.667 | -25,542.667 | 4,537.333 | |||
4 Dec | 24467.45 | 7 | 0.25 | 12.84 | 8,013 | -31,657 | 3,558 | |||
3 Dec | 24457.15 | 6.75 | 0.35 | 12.56 | 5,491 | -37,136.667 | 4,763 | |||
2 Dec | 24276.05 | 6.4 | 0.70 | 13.27 | 6,185.333 | 1,870.667 | 5,476.667 | |||
29 Nov | 24131.10 | 5.7 | -1.30 | 13.13 | 4,995 | -24,700.333 | 3,616.333 | |||
28 Nov | 23914.15 | 7 | -2.50 | 14.28 | 6,541 | 118.667 | 3,651.667 | |||
27 Nov | 24274.90 | 9.5 | -0.80 | 12.65 | 6,002 | 1,994.667 | 3,520.667 | |||
26 Nov | 24194.50 | 10.3 | -2.40 | 13.09 | 3,837 | 1,893.333 | 2,965.667 | |||
25 Nov | 24221.90 | 12.7 | 1.05 | 12.94 | 8,355.667 | 3,400 | 3,554.667 | |||
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22 Nov | 23907.25 | 11.65 | 2.70 | 14.33 | 2,646.667 | 1,343.333 | 1,498 | |||
21 Nov | 23349.90 | 8.95 | -3.55 | 16.53 | 1,648 | 1,820.333 | 1,960.333 | |||
19 Nov | 23518.50 | 12.5 | 1.45 | 16.13 | 1,221.333 | 57 | 2,112 | |||
18 Nov | 23453.80 | 11.05 | -6.75 | 15.61 | 2,057 | -101 | 2,053.333 | |||
14 Nov | 23532.70 | 17.8 | -2.55 | 15.42 | 963 | 2,057.667 | 2,155.667 | |||
13 Nov | 23559.05 | 20.35 | -2.05 | 15.32 | 1,348.667 | 1,990.333 | 2,099 | |||
12 Nov | 23883.45 | 22.4 | 0.20 | 14.00 | 1,315.667 | 2,077 | 2,165 | |||
11 Nov | 24141.30 | 22.2 | -11.10 | 12.15 | 4,550.333 | 2,164 | 2,247.333 | |||
8 Nov | 24148.20 | 33.3 | -5.45 | 12.79 | 738.333 | 1,113.667 | 1,185.667 | |||
7 Nov | 24199.35 | 38.75 | -17.60 | 12.56 | 1,492 | 1,088.333 | 1,141.333 | |||
6 Nov | 24484.05 | 56.35 | 7.40 | 11.72 | 923 | 927.667 | 975 | |||
5 Nov | 24213.30 | 48.95 | 3.95 | 12.94 | 565.667 | 827.667 | 879.333 | |||
4 Nov | 23995.35 | 45 | -12.70 | 13.75 | 724.333 | 827 | 856.667 | |||
1 Nov | 24304.35 | 57.7 | -7.05 | 12.25 | 131.667 | 816.333 | 846 | |||
31 Oct | 24205.35 | 64.75 | -6.75 | - | 400 | 928.333 | 928.333 | |||
30 Oct | 24340.85 | 71.5 | -3.50 | - | 214.667 | 16.667 | 747.667 | |||
29 Oct | 24466.85 | 75 | 10.35 | - | 310 | 10 | 730.667 | |||
28 Oct | 24339.15 | 64.65 | 2.65 | - | 529.333 | -90.333 | 720.667 | |||
25 Oct | 24180.80 | 62 | -21.90 | - | 582.667 | -55 | 811 | |||
24 Oct | 24399.40 | 83.9 | -13.60 | - | 539.667 | 81.333 | 849.333 | |||
23 Oct | 24435.50 | 97.5 | -16.50 | - | 635.333 | 73.667 | 763.667 | |||
22 Oct | 24472.10 | 114 | -28.50 | - | 1,107.667 | 202.667 | 695.333 | |||
21 Oct | 24781.10 | 142.5 | -33.50 | - | 173.667 | 39.333 | 492.667 | |||
18 Oct | 24854.05 | 176 | 15.80 | - | 187 | 49.333 | 452 | |||
17 Oct | 24749.85 | 160.2 | -64.25 | - | 123.667 | 23.333 | 399.333 | |||
16 Oct | 24971.30 | 224.45 | -29.50 | - | 90.333 | 12.667 | 376.667 | |||
15 Oct | 25057.35 | 253.95 | -21.05 | - | 111.667 | 34.333 | 365.333 | |||
14 Oct | 25127.95 | 275 | 25.00 | - | 57 | 8.333 | 331.333 | |||
11 Oct | 24964.25 | 250 | -35.55 | - | 95.333 | -9 | 326.333 | |||
10 Oct | 24998.45 | 285.55 | -12.00 | - | 137.667 | 15.667 | 336.667 | |||
9 Oct | 24981.95 | 297.55 | 3.50 | - | 78 | -18 | 318.667 | |||
8 Oct | 25013.15 | 294.05 | 29.10 | - | 57 | 28.333 | 336.667 | |||
7 Oct | 24795.75 | 264.95 | -63.30 | - | 188.333 | 49.333 | 321.667 | |||
4 Oct | 25014.60 | 328.25 | -84.85 | - | 425.667 | 124 | 276 | |||
3 Oct | 25250.10 | 413.1 | -208.90 | - | 151.667 | 63 | 152 | |||
1 Oct | 25796.90 | 622 | -26.20 | - | 44 | 16.667 | 87.667 | |||
30 Sept | 25810.85 | 648.2 | -195.60 | - | 28.667 | 13.667 | 71 | |||
27 Sept | 26173.35 | 843.80 | - | 128.333 | 57.333 | 57.333 |
For Nifty - strike price 26200 expiring on 26DEC2024
Delta for 26200 CE is 0.01
Historical price for 26200 CE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 2.1, which was -1.00 lower than the previous day. The implied volatity was 31.82, the open interest changed by 2910 which increased total open position to 23757
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 3.1, which was -2.95 lower than the previous day. The implied volatity was 27.03, the open interest changed by -108839 which decreased total open position to 21053
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 6.05, which was 1.30 higher than the previous day. The implied volatity was 24.69, the open interest changed by -140555 which decreased total open position to 19123
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 4.75, which was 1.15 higher than the previous day. The implied volatity was 21.32, the open interest changed by -1271 which decreased total open position to 17949
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 3.6, which was -1.20 lower than the previous day. The implied volatity was 16.22, the open interest changed by -75330 which decreased total open position to 19390
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 4.8, which was -0.60 lower than the previous day. The implied volatity was 13.46, the open interest changed by -41273 which decreased total open position to 18776
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 5.4, which was -0.60 lower than the previous day. The implied volatity was 15.26, the open interest changed by 7039 which increased total open position to 15805
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 6, which was -1.60 lower than the previous day. The implied volatity was 14.15, the open interest changed by -415904 which decreased total open position to 15927
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 7.6, which was -1.50 lower than the previous day. The implied volatity was 14.26, the open interest changed by 11060 which increased total open position to 15985
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 9.1, which was -2.20 lower than the previous day. The implied volatity was 14.15, the open interest changed by 12307 which increased total open position to 15198
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 11.3, which was 0.25 higher than the previous day. The implied volatity was 13.05, the open interest changed by 11785 which increased total open position to 13355
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 11.05, which was 4.05 higher than the previous day. The implied volatity was 12.38, the open interest changed by -76628 which decreased total open position to 13612
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 7, which was 0.25 higher than the previous day. The implied volatity was 12.84, the open interest changed by -94971 which decreased total open position to 10674
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 6.75, which was 0.35 higher than the previous day. The implied volatity was 12.56, the open interest changed by -111410 which decreased total open position to 14289
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 6.4, which was 0.70 higher than the previous day. The implied volatity was 13.27, the open interest changed by 5612 which increased total open position to 16430
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 5.7, which was -1.30 lower than the previous day. The implied volatity was 13.13, the open interest changed by -74101 which decreased total open position to 10849
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 7, which was -2.50 lower than the previous day. The implied volatity was 14.28, the open interest changed by 356 which increased total open position to 10955
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 9.5, which was -0.80 lower than the previous day. The implied volatity was 12.65, the open interest changed by 5984 which increased total open position to 10562
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 10.3, which was -2.40 lower than the previous day. The implied volatity was 13.09, the open interest changed by 5680 which increased total open position to 8897
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 12.7, which was 1.05 higher than the previous day. The implied volatity was 12.94, the open interest changed by 10200 which increased total open position to 10664
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 11.65, which was 2.70 higher than the previous day. The implied volatity was 14.33, the open interest changed by 4030 which increased total open position to 4494
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 8.95, which was -3.55 lower than the previous day. The implied volatity was 16.53, the open interest changed by 5461 which increased total open position to 5881
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 12.5, which was 1.45 higher than the previous day. The implied volatity was 16.13, the open interest changed by 171 which increased total open position to 6336
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 11.05, which was -6.75 lower than the previous day. The implied volatity was 15.61, the open interest changed by -303 which decreased total open position to 6160
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 17.8, which was -2.55 lower than the previous day. The implied volatity was 15.42, the open interest changed by 6173 which increased total open position to 6467
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 20.35, which was -2.05 lower than the previous day. The implied volatity was 15.32, the open interest changed by 5971 which increased total open position to 6297
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 22.4, which was 0.20 higher than the previous day. The implied volatity was 14.00, the open interest changed by 6231 which increased total open position to 6495
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 22.2, which was -11.10 lower than the previous day. The implied volatity was 12.15, the open interest changed by 6492 which increased total open position to 6742
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 33.3, which was -5.45 lower than the previous day. The implied volatity was 12.79, the open interest changed by 3341 which increased total open position to 3557
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 38.75, which was -17.60 lower than the previous day. The implied volatity was 12.56, the open interest changed by 3265 which increased total open position to 3424
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 56.35, which was 7.40 higher than the previous day. The implied volatity was 11.72, the open interest changed by 2783 which increased total open position to 2925
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 48.95, which was 3.95 higher than the previous day. The implied volatity was 12.94, the open interest changed by 2483 which increased total open position to 2638
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 45, which was -12.70 lower than the previous day. The implied volatity was 13.75, the open interest changed by 2481 which increased total open position to 2570
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 57.7, which was -7.05 lower than the previous day. The implied volatity was 12.25, the open interest changed by 2449 which increased total open position to 2538
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 64.75, which was -6.75 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 71.5, which was -3.50 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 75, which was 10.35 higher 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 64.65, which was 2.65 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 62, which was -21.90 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 83.9, which was -13.60 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 97.5, which was -16.50 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 114, which was -28.50 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 142.5, which was -33.50 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 176, which was 15.80 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 160.2, which was -64.25 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 224.45, which was -29.50 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 253.95, which was -21.05 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 275, which was 25.00 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 250, which was -35.55 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 285.55, which was -12.00 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 297.55, which was 3.50 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 294.05, which was 29.10 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 264.95, which was -63.30 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 328.25, which was -84.85 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 413.1, which was -208.90 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 622, which was -26.20 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 648.2, which was -195.60 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 843.80, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
NIFTY 26DEC2024 26200 PE | |||||||
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Delta: -0.95
Vega: 2.96
Theta: -4.56
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
20 Dec | 23587.50 | 2552.15 | 355.80 | 46.38 | 83.667 | -31.667 | 793.333 |
19 Dec | 23951.70 | 2196.35 | 263.60 | 31.12 | 14.667 | -1.333 | 825 |
18 Dec | 24198.85 | 1932.75 | 152.50 | 23.91 | 65 | 747 | 826.333 |
17 Dec | 24336.00 | 1780.25 | 308.40 | - | 17.333 | -4.667 | 804.667 |
16 Dec | 24668.25 | 1471.85 | 131.85 | - | 8.333 | 1.667 | 809 |
13 Dec | 24768.30 | 1340 | -220.00 | 16.46 | 2.667 | 748.333 | 807.667 |
12 Dec | 24548.70 | 1560 | 145.00 | - | 6.333 | 759 | 808.667 |
11 Dec | 24641.80 | 1415 | -164.30 | - | 3.333 | -2.333 | 810.667 |
10 Dec | 24610.05 | 1579.3 | 81.75 | 27.01 | 4.667 | 762 | 812.667 |
9 Dec | 24619.00 | 1497.55 | 91.65 | 19.79 | 7.667 | 760 | 810.333 |
6 Dec | 24677.80 | 1405.9 | 0.00 | 0.00 | 0 | 47.333 | 0 |
5 Dec | 24708.40 | 1405.9 | -218.40 | 18.07 | 45.333 | 806.667 | 808 |
4 Dec | 24467.45 | 1624.3 | -85.50 | 18.40 | 20.667 | 3.667 | 815.667 |
3 Dec | 24457.15 | 1709.8 | -46.55 | 24.23 | 10.667 | -2.667 | 813.333 |
2 Dec | 24276.05 | 1756.35 | -123.65 | 12.90 | 8 | 3.333 | 814.667 |
29 Nov | 24131.10 | 1880 | -172.80 | - | 1.667 | 0.667 | 811 |
28 Nov | 23914.15 | 2052.8 | 324.50 | 15.68 | 406 | 381.333 | 811.667 |
27 Nov | 24274.90 | 1728.3 | -129.70 | 13.23 | 114 | 104.333 | 430.333 |
26 Nov | 24194.50 | 1858 | 101.70 | 19.42 | 8.333 | 3.333 | 325.667 |
25 Nov | 24221.90 | 1756.3 | -433.40 | 15.22 | 176.333 | 183.667 | 322.333 |
22 Nov | 23907.25 | 2189.7 | -465.30 | 23.48 | 26.333 | 18 | 156.667 |
21 Nov | 23349.90 | 2655 | 435.00 | 22.85 | 13.667 | 1 | 130.667 |
19 Nov | 23518.50 | 2220 | -251.50 | - | 24 | 2.333 | 129.333 |
18 Nov | 23453.80 | 2471.5 | 61.50 | 14.85 | 36.667 | 127.667 | 127.667 |
14 Nov | 23532.70 | 2410 | 10.00 | 20.36 | 7.667 | -4.667 | 113.667 |
13 Nov | 23559.05 | 2400 | 545.00 | 22.53 | 9.667 | -4.333 | 118.333 |
12 Nov | 23883.45 | 1855 | 15.00 | - | 0.333 | 0 | 123 |
11 Nov | 24141.30 | 1840 | 143.00 | 16.80 | 3.333 | -2 | 124 |
8 Nov | 24148.20 | 1697 | 0.00 | 0.00 | 0 | 1.667 | 0 |
7 Nov | 24199.35 | 1697 | 238.00 | 12.73 | 1.667 | 1.333 | 125.667 |
6 Nov | 24484.05 | 1459 | -501.00 | 14.23 | 9.667 | 0 | 124.333 |
5 Nov | 24213.30 | 1960 | -90.00 | 24.61 | 4.333 | -4 | 124.667 |
4 Nov | 23995.35 | 2050 | 524.65 | 21.98 | 4.667 | -1.333 | 129 |
1 Nov | 24304.35 | 1525.35 | 0.00 | 0.00 | 0 | 0.667 | 0 |
31 Oct | 24205.35 | 1525.35 | 101.00 | - | 0.667 | 0 | 129.667 |
30 Oct | 24340.85 | 1424.35 | -195.65 | - | 3.667 | -1 | 128.667 |
29 Oct | 24466.85 | 1620 | 35.00 | - | 5 | -2.667 | 129 |
28 Oct | 24339.15 | 1585 | -224.00 | - | 7.333 | -3.333 | 131 |
25 Oct | 24180.80 | 1809 | 309.00 | - | 0.667 | 0 | 134.333 |
24 Oct | 24399.40 | 1500 | 0.00 | - | 9.667 | 1.333 | 135.667 |
23 Oct | 24435.50 | 1500 | 218.90 | - | 4.333 | -3 | 135 |
22 Oct | 24472.10 | 1281.1 | 0.10 | - | 1.333 | 0 | 139.333 |
21 Oct | 24781.10 | 1281 | 70.85 | - | 1 | 0.667 | 139.667 |
18 Oct | 24854.05 | 1210.15 | 184.95 | - | 0.333 | 0 | 138.667 |
17 Oct | 24749.85 | 1025.2 | 0.00 | - | 0 | 0 | 0 |
16 Oct | 24971.30 | 1025.2 | 0.00 | - | 0 | -0.333 | 0 |
15 Oct | 25057.35 | 1025.2 | 81.35 | - | 1.333 | 0 | 139 |
14 Oct | 25127.95 | 943.85 | -61.90 | - | 1.667 | 0 | 139 |
11 Oct | 24964.25 | 1005.75 | -14.25 | - | 2.333 | 0 | 138.667 |
10 Oct | 24998.45 | 1020 | -68.60 | - | 1.667 | 0 | 138 |
9 Oct | 24981.95 | 1088.6 | -11.40 | - | 10.333 | -8 | 138 |
8 Oct | 25013.15 | 1100 | -106.00 | - | 1.667 | -1.333 | 146.333 |
7 Oct | 24795.75 | 1206 | 185.65 | - | 44.333 | 0.333 | 147.333 |
4 Oct | 25014.60 | 1020.35 | 189.85 | - | 13.667 | 1.333 | 147 |
3 Oct | 25250.10 | 830.5 | 251.75 | - | 135.333 | 12.333 | 145.667 |
1 Oct | 25796.90 | 578.75 | -22.25 | - | 52 | 17 | 133.333 |
30 Sept | 25810.85 | 601 | 114.00 | - | 81 | 21.333 | 116 |
27 Sept | 26173.35 | 487.00 | - | 275.333 | 103 | 103 |
For Nifty - strike price 26200 expiring on 26DEC2024
Delta for 26200 PE is -0.95
Historical price for 26200 PE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 2552.15, which was 355.80 higher than the previous day. The implied volatity was 46.38, the open interest changed by -95 which decreased total open position to 2380
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 2196.35, which was 263.60 higher than the previous day. The implied volatity was 31.12, the open interest changed by -4 which decreased total open position to 2475
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 1932.75, which was 152.50 higher than the previous day. The implied volatity was 23.91, the open interest changed by 2241 which increased total open position to 2479
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 1780.25, which was 308.40 higher than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 2414
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 1471.85, which was 131.85 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 2427
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 1340, which was -220.00 lower than the previous day. The implied volatity was 16.46, the open interest changed by 2245 which increased total open position to 2423
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 1560, which was 145.00 higher than the previous day. The implied volatity was -, the open interest changed by 2277 which increased total open position to 2426
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 1415, which was -164.30 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 2432
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 1579.3, which was 81.75 higher than the previous day. The implied volatity was 27.01, the open interest changed by 2286 which increased total open position to 2438
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 1497.55, which was 91.65 higher than the previous day. The implied volatity was 19.79, the open interest changed by 2280 which increased total open position to 2431
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 1405.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 142 which increased total open position to 0
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 1405.9, which was -218.40 lower than the previous day. The implied volatity was 18.07, the open interest changed by 2420 which increased total open position to 2424
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 1624.3, which was -85.50 lower than the previous day. The implied volatity was 18.40, the open interest changed by 11 which increased total open position to 2447
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 1709.8, which was -46.55 lower than the previous day. The implied volatity was 24.23, the open interest changed by -8 which decreased total open position to 2440
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 1756.35, which was -123.65 lower than the previous day. The implied volatity was 12.90, the open interest changed by 10 which increased total open position to 2444
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 1880, which was -172.80 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2433
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 2052.8, which was 324.50 higher than the previous day. The implied volatity was 15.68, the open interest changed by 1144 which increased total open position to 2435
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 1728.3, which was -129.70 lower than the previous day. The implied volatity was 13.23, the open interest changed by 313 which increased total open position to 1291
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 1858, which was 101.70 higher than the previous day. The implied volatity was 19.42, the open interest changed by 10 which increased total open position to 977
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 1756.3, which was -433.40 lower than the previous day. The implied volatity was 15.22, the open interest changed by 551 which increased total open position to 967
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 2189.7, which was -465.30 lower than the previous day. The implied volatity was 23.48, the open interest changed by 54 which increased total open position to 470
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 2655, which was 435.00 higher than the previous day. The implied volatity was 22.85, the open interest changed by 3 which increased total open position to 392
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 2220, which was -251.50 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 388
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 2471.5, which was 61.50 higher than the previous day. The implied volatity was 14.85, the open interest changed by 383 which increased total open position to 383
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 2410, which was 10.00 higher than the previous day. The implied volatity was 20.36, the open interest changed by -14 which decreased total open position to 341
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 2400, which was 545.00 higher than the previous day. The implied volatity was 22.53, the open interest changed by -13 which decreased total open position to 355
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 1855, which was 15.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 369
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 1840, which was 143.00 higher than the previous day. The implied volatity was 16.80, the open interest changed by -6 which decreased total open position to 372
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 1697, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 1697, which was 238.00 higher than the previous day. The implied volatity was 12.73, the open interest changed by 4 which increased total open position to 377
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 1459, which was -501.00 lower than the previous day. The implied volatity was 14.23, the open interest changed by 0 which decreased total open position to 373
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 1960, which was -90.00 lower than the previous day. The implied volatity was 24.61, the open interest changed by -12 which decreased total open position to 374
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 2050, which was 524.65 higher than the previous day. The implied volatity was 21.98, the open interest changed by -4 which decreased total open position to 387
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 1525.35, 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 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 1525.35, which was 101.00 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 1424.35, which was -195.65 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 1620, which was 35.00 higher 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 1585, which was -224.00 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 1809, which was 309.00 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 1500, 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 1500, which was 218.90 higher 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 1281.1, which was 0.10 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 1281, which was 70.85 higher 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 1210.15, which was 184.95 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 1025.2, 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 1025.2, 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 1025.2, which was 81.35 higher 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 943.85, which was -61.90 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 1005.75, which was -14.25 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 1020, which was -68.60 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 1088.6, which was -11.40 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 1100, which was -106.00 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 1206, which was 185.65 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 1020.35, which was 189.85 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 830.5, which was 251.75 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 578.75, which was -22.25 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 601, which was 114.00 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 487.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to