NIFTY
Nifty
Historical option data for NIFTY
26 Dec 2024 04:11 PM IST
NIFTY 26DEC2024 26250 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
26 Dec | 23750.20 | 0.05 | -0.65 | - | 35,978 | 4,575 | 7,001 | |||
24 Dec | 23727.65 | 0.7 | -1.15 | 48.56 | 3,897 | -255 | 2,414 | |||
23 Dec | 23753.45 | 1.85 | -0.35 | 43.45 | 13,106 | -832 | 2,767 | |||
20 Dec | 23587.50 | 2.2 | -0.50 | 32.51 | 26,279 | -53,620 | 3,613 | |||
19 Dec | 23951.70 | 2.7 | -3.50 | 27.07 | 16,553 | -77,214 | 3,750 | |||
18 Dec | 24198.85 | 6.2 | 1.20 | 25.31 | 6,847 | -88,706 | 2,221 | |||
17 Dec | 24336.00 | 5 | 1.55 | 21.96 | 5,081 | 583 | 2,198 | |||
16 Dec | 24668.25 | 3.45 | -0.95 | 16.57 | 2,956 | -39,515 | 1,632 | |||
13 Dec | 24768.30 | 4.4 | -0.75 | 13.70 | 5,997 | -23,050 | 1,720 | |||
12 Dec | 24548.70 | 5.15 | -1.05 | 15.54 | 2,118 | -1,09,794 | 1,426 | |||
11 Dec | 24641.80 | 6.2 | -0.95 | 14.62 | 1,522 | -93,171 | 1,421 | |||
10 Dec | 24610.05 | 7.15 | -1.25 | 14.50 | 1,039 | -83,781 | 1,548 | |||
9 Dec | 24619.00 | 8.4 | -1.55 | 14.35 | 1,051 | -77,087 | 1,195 | |||
6 Dec | 24677.80 | 9.95 | -0.15 | 13.12 | 3,671 | -87,742 | 1,118 | |||
5 Dec | 24708.40 | 10.1 | 3.55 | 12.53 | 6,807 | -1,22,137 | 1,522 | |||
4 Dec | 24467.45 | 6.55 | 0.10 | 13.03 | 2,126 | -1,62,931 | 1,211 | |||
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3 Dec | 24457.15 | 6.45 | -0.35 | 12.78 | 1,733 | -1,49,090 | 1,194 | |||
2 Dec | 24276.05 | 6.8 | 1.10 | 13.70 | 1,394 | -1,19,150 | 1,096 | |||
29 Nov | 24131.10 | 5.7 | -1.50 | 13.41 | 908 | -1,01,930 | 788 | |||
28 Nov | 23914.15 | 7.2 | -1.35 | 14.62 | 754 | -25,275 | 353 | |||
27 Nov | 24274.90 | 8.55 | -1.80 | 12.72 | 537 | -8,152 | 494 | |||
26 Nov | 24194.50 | 10.35 | -1.75 | 13.39 | 158 | -511 | 312 | |||
25 Nov | 24221.90 | 12.1 | 0.10 | 13.12 | 803 | 186 | 387 | |||
22 Nov | 23907.25 | 12 | 3.00 | 14.67 | 245 | -18 | 183 | |||
21 Nov | 23349.90 | 9 | -2.35 | 16.79 | 13 | 55 | 124 | |||
19 Nov | 23518.50 | 11.35 | 0.10 | 16.12 | 31 | 57 | 123 | |||
18 Nov | 23453.80 | 11.25 | -4.10 | 15.90 | 185 | 118 | 119 | |||
14 Nov | 23532.70 | 15.35 | -5.35 | 15.27 | 127 | 227 | 228 | |||
13 Nov | 23559.05 | 20.7 | -0.10 | 15.62 | 213 | 134 | 135 | |||
12 Nov | 23883.45 | 20.8 | -1.70 | 14.05 | 130 | 133 | 134 | |||
11 Nov | 24141.30 | 22.5 | -12.05 | 12.45 | 353 | 203 | 203 | |||
8 Nov | 24148.20 | 34.55 | -1.20 | 13.17 | 12 | 239 | 239 | |||
7 Nov | 24199.35 | 35.75 | -16.00 | 12.60 | 32 | 2 | 235 | |||
6 Nov | 24484.05 | 51.75 | 9.15 | 11.74 | 83 | 28 | 233 | |||
5 Nov | 24213.30 | 42.6 | -19.40 | 12.77 | 151 | 33 | 204 | |||
4 Nov | 23995.35 | 62 | 3.10 | 15.18 | 234 | -27 | 173 | |||
1 Nov | 24304.35 | 58.9 | 0.00 | 12.59 | 6 | 0 | 195 | |||
31 Oct | 24205.35 | 58.9 | -3.60 | - | 9 | -7 | 194 | |||
30 Oct | 24340.85 | 62.5 | -0.70 | - | 1 | 0 | 201 | |||
29 Oct | 24466.85 | 63.2 | 5.20 | - | 110 | 43 | 201 | |||
28 Oct | 24339.15 | 58 | 0.00 | - | 0 | 24 | 0 | |||
25 Oct | 24180.80 | 58 | -14.35 | - | 161 | 29 | 163 | |||
24 Oct | 24399.40 | 72.35 | -20.10 | - | 28 | 13 | 134 | |||
23 Oct | 24435.50 | 92.45 | -14.20 | - | 72 | -12 | 109 | |||
22 Oct | 24472.10 | 106.65 | -50.60 | - | 169 | -48 | 121 | |||
21 Oct | 24781.10 | 157.25 | -12.75 | - | 2 | 0 | 167 | |||
18 Oct | 24854.05 | 170 | 14.00 | - | 12 | -1 | 167 | |||
17 Oct | 24749.85 | 156 | -123.45 | - | 16 | 0 | 167 | |||
16 Oct | 24971.30 | 279.45 | 0.00 | - | 0 | 0 | 0 | |||
15 Oct | 25057.35 | 279.45 | 0.00 | - | 0 | 0 | 0 | |||
14 Oct | 25127.95 | 279.45 | -4.30 | - | 1 | 0 | 167 | |||
11 Oct | 24964.25 | 283.75 | 0.00 | - | 0 | -2 | 0 | |||
10 Oct | 24998.45 | 283.75 | 17.00 | - | 7 | -2 | 167 | |||
9 Oct | 24981.95 | 266.75 | 0.00 | - | 2 | 0 | 171 | |||
8 Oct | 25013.15 | 266.75 | 45.25 | - | 3 | 2 | 171 | |||
7 Oct | 24795.75 | 221.5 | -95.95 | - | 25 | -11 | 169 | |||
4 Oct | 25014.60 | 317.45 | -114.55 | - | 21 | 15 | 180 | |||
3 Oct | 25250.10 | 432 | -187.40 | - | 3 | -1 | 164 | |||
1 Oct | 25796.90 | 619.4 | 19.30 | - | 1 | 0 | 165 | |||
30 Sept | 25810.85 | 600.1 | -224.35 | - | 27 | 1 | 164 | |||
27 Sept | 26173.35 | 824.45 | - | 195 | 163 | 163 |
For Nifty - strike price 26250 expiring on 26DEC2024
Delta for 26250 CE is -
Historical price for 26250 CE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 0.05, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 4575 which increased total open position to 7001
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 0.7, which was -1.15 lower than the previous day. The implied volatity was 48.56, the open interest changed by -255 which decreased total open position to 2414
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 1.85, which was -0.35 lower than the previous day. The implied volatity was 43.45, the open interest changed by -832 which decreased total open position to 2767
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 2.2, which was -0.50 lower than the previous day. The implied volatity was 32.51, the open interest changed by -53620 which decreased total open position to 3613
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 2.7, which was -3.50 lower than the previous day. The implied volatity was 27.07, the open interest changed by -77214 which decreased total open position to 3750
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 6.2, which was 1.20 higher than the previous day. The implied volatity was 25.31, the open interest changed by -88706 which decreased total open position to 2221
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 5, which was 1.55 higher than the previous day. The implied volatity was 21.96, the open interest changed by 583 which increased total open position to 2198
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 3.45, which was -0.95 lower than the previous day. The implied volatity was 16.57, the open interest changed by -39515 which decreased total open position to 1632
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 4.4, which was -0.75 lower than the previous day. The implied volatity was 13.70, the open interest changed by -23050 which decreased total open position to 1720
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 5.15, which was -1.05 lower than the previous day. The implied volatity was 15.54, the open interest changed by -109794 which decreased total open position to 1426
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 6.2, which was -0.95 lower than the previous day. The implied volatity was 14.62, the open interest changed by -93171 which decreased total open position to 1421
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 7.15, which was -1.25 lower than the previous day. The implied volatity was 14.50, the open interest changed by -83781 which decreased total open position to 1548
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 8.4, which was -1.55 lower than the previous day. The implied volatity was 14.35, the open interest changed by -77087 which decreased total open position to 1195
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 9.95, which was -0.15 lower than the previous day. The implied volatity was 13.12, the open interest changed by -87742 which decreased total open position to 1118
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 10.1, which was 3.55 higher than the previous day. The implied volatity was 12.53, the open interest changed by -122137 which decreased total open position to 1522
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 6.55, which was 0.10 higher than the previous day. The implied volatity was 13.03, the open interest changed by -162931 which decreased total open position to 1211
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 6.45, which was -0.35 lower than the previous day. The implied volatity was 12.78, the open interest changed by -149090 which decreased total open position to 1194
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 6.8, which was 1.10 higher than the previous day. The implied volatity was 13.70, the open interest changed by -119150 which decreased total open position to 1096
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 5.7, which was -1.50 lower than the previous day. The implied volatity was 13.41, the open interest changed by -101930 which decreased total open position to 788
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 7.2, which was -1.35 lower than the previous day. The implied volatity was 14.62, the open interest changed by -25275 which decreased total open position to 353
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 8.55, which was -1.80 lower than the previous day. The implied volatity was 12.72, the open interest changed by -8152 which decreased total open position to 494
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 10.35, which was -1.75 lower than the previous day. The implied volatity was 13.39, the open interest changed by -511 which decreased total open position to 312
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 12.1, which was 0.10 higher than the previous day. The implied volatity was 13.12, the open interest changed by 186 which increased total open position to 387
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 12, which was 3.00 higher than the previous day. The implied volatity was 14.67, the open interest changed by -18 which decreased total open position to 183
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 9, which was -2.35 lower than the previous day. The implied volatity was 16.79, the open interest changed by 55 which increased total open position to 124
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 11.35, which was 0.10 higher than the previous day. The implied volatity was 16.12, the open interest changed by 57 which increased total open position to 123
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 11.25, which was -4.10 lower than the previous day. The implied volatity was 15.90, the open interest changed by 118 which increased total open position to 119
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 15.35, which was -5.35 lower than the previous day. The implied volatity was 15.27, the open interest changed by 227 which increased total open position to 228
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 20.7, which was -0.10 lower than the previous day. The implied volatity was 15.62, the open interest changed by 134 which increased total open position to 135
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 20.8, which was -1.70 lower than the previous day. The implied volatity was 14.05, the open interest changed by 133 which increased total open position to 134
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 22.5, which was -12.05 lower than the previous day. The implied volatity was 12.45, the open interest changed by 203 which increased total open position to 203
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 34.55, which was -1.20 lower than the previous day. The implied volatity was 13.17, the open interest changed by 239 which increased total open position to 239
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 35.75, which was -16.00 lower than the previous day. The implied volatity was 12.60, the open interest changed by 2 which increased total open position to 235
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 51.75, which was 9.15 higher than the previous day. The implied volatity was 11.74, the open interest changed by 28 which increased total open position to 233
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 42.6, which was -19.40 lower than the previous day. The implied volatity was 12.77, the open interest changed by 33 which increased total open position to 204
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 62, which was 3.10 higher than the previous day. The implied volatity was 15.18, the open interest changed by -27 which decreased total open position to 173
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 58.9, which was 0.00 lower than the previous day. The implied volatity was 12.59, the open interest changed by 0 which decreased total open position to 195
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 58.9, which was -3.60 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 62.5, which was -0.70 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 63.2, which was 5.20 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 58, 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 58, which was -14.35 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 72.35, which was -20.10 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 92.45, which was -14.20 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 106.65, which was -50.60 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 157.25, which was -12.75 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 170, which was 14.00 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 156, which was -123.45 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 279.45, 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 279.45, 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 279.45, which was -4.30 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 283.75, 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 283.75, which was 17.00 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 266.75, 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 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 266.75, which was 45.25 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 221.5, which was -95.95 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 317.45, which was -114.55 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 432, which was -187.40 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 619.4, which was 19.30 higher 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 600.1, which was -224.35 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 824.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
NIFTY 26DEC2024 26250 PE | |||||||
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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 | 2500 | 0.00 | 0.00 | 0 | -29 | 0 |
24 Dec | 23727.65 | 2500 | 0.00 | - | 29 | 0 | 62 |
23 Dec | 23753.45 | 2500 | 30.95 | 61.59 | 1 | 0 | 63 |
20 Dec | 23587.50 | 2469.05 | 490.10 | - | 1 | 0 | 63 |
19 Dec | 23951.70 | 1978.95 | 0.00 | 0.00 | 0 | 4 | 0 |
18 Dec | 24198.85 | 1978.95 | 122.60 | 22.40 | 8 | 4 | 63 |
17 Dec | 24336.00 | 1856.35 | 415.15 | - | 3 | 0 | 57 |
16 Dec | 24668.25 | 1441.2 | 0.00 | 0.00 | 0 | 1 | 0 |
13 Dec | 24768.30 | 1441.2 | 16.20 | 24.02 | 1 | 0 | 56 |
12 Dec | 24548.70 | 1425 | 0.00 | 0.00 | 0 | 0 | 0 |
11 Dec | 24641.80 | 1425 | 0.00 | 0.00 | 0 | 0 | 0 |
10 Dec | 24610.05 | 1425 | 0.00 | 0.00 | 0 | 0 | 0 |
9 Dec | 24619.00 | 1425 | 0.00 | 0.00 | 0 | 1 | 0 |
6 Dec | 24677.80 | 1425 | -725.00 | - | 1 | 41 | 55 |
5 Dec | 24708.40 | 2150 | 0.00 | 0.00 | 0 | 0 | 0 |
4 Dec | 24467.45 | 2150 | 0.00 | 0.00 | 0 | 0 | 0 |
3 Dec | 24457.15 | 2150 | 0.00 | 0.00 | 0 | 11 | 0 |
2 Dec | 24276.05 | 2150 | 0.00 | 0.00 | 0 | 0 | 0 |
29 Nov | 24131.10 | 2150 | 0.00 | 0.00 | 0 | 0 | 0 |
28 Nov | 23914.15 | 2150 | 636.00 | 22.08 | 31 | 55 | 55 |
27 Nov | 24274.90 | 1514 | 0.00 | 0.00 | 0 | 0 | 0 |
26 Nov | 24194.50 | 1514 | 0.00 | 0.00 | 0 | 0 | 0 |
25 Nov | 24221.90 | 1514 | 0.00 | 0.00 | 0 | 0 | 0 |
22 Nov | 23907.25 | 1514 | 0.00 | 0.00 | 0 | 0 | 0 |
21 Nov | 23349.90 | 1514 | 0.00 | 0.00 | 0 | 0 | 0 |
19 Nov | 23518.50 | 1514 | 0.00 | 0.00 | 0 | 0 | 0 |
18 Nov | 23453.80 | 1514 | 0.00 | 0.00 | 0 | 0 | 0 |
14 Nov | 23532.70 | 1514 | 0.00 | 0.00 | 0 | 0 | 0 |
13 Nov | 23559.05 | 1514 | 0.00 | 0.00 | 0 | 0 | 0 |
12 Nov | 23883.45 | 1514 | 0.00 | 0.00 | 0 | 0 | 0 |
11 Nov | 24141.30 | 1514 | 0.00 | 0.00 | 0 | 0 | 0 |
8 Nov | 24148.20 | 1514 | 0.00 | 0.00 | 0 | 0 | 0 |
7 Nov | 24199.35 | 1514 | 0.00 | 0.00 | 0 | 0 | 0 |
6 Nov | 24484.05 | 1514 | 0.00 | 0.00 | 0 | 0 | 0 |
5 Nov | 24213.30 | 1514 | 0.00 | 0.00 | 0 | 0 | 0 |
4 Nov | 23995.35 | 1514 | 0.00 | 0.00 | 0 | 0 | 0 |
1 Nov | 24304.35 | 1514 | 0.00 | 0.00 | 0 | 0 | 0 |
31 Oct | 24205.35 | 1514 | 0.00 | - | 0 | 0 | 0 |
30 Oct | 24340.85 | 1514 | 0.00 | - | 0 | 0 | 0 |
29 Oct | 24466.85 | 1514 | 0.00 | - | 0 | 0 | 0 |
28 Oct | 24339.15 | 1514 | 0.00 | - | 0 | 0 | 0 |
25 Oct | 24180.80 | 1514 | 0.00 | - | 0 | 0 | 0 |
24 Oct | 24399.40 | 1514 | 0.00 | - | 0 | 0 | 0 |
23 Oct | 24435.50 | 1514 | 206.25 | - | 3 | 0 | 55 |
22 Oct | 24472.10 | 1307.75 | 0.00 | - | 1 | 0 | 55 |
21 Oct | 24781.10 | 1307.75 | 0.00 | - | 0 | -1 | 0 |
18 Oct | 24854.05 | 1307.75 | 195.10 | - | 1 | 0 | 56 |
17 Oct | 24749.85 | 1112.65 | 0.00 | - | 0 | 0 | 0 |
16 Oct | 24971.30 | 1112.65 | 0.00 | - | 0 | 0 | 0 |
15 Oct | 25057.35 | 1112.65 | 0.00 | - | 0 | 0 | 0 |
14 Oct | 25127.95 | 1112.65 | 0.00 | - | 0 | -21 | 0 |
11 Oct | 24964.25 | 1112.65 | 10.80 | - | 31 | -19 | 58 |
10 Oct | 24998.45 | 1101.85 | -32.10 | - | 3 | 1 | 77 |
9 Oct | 24981.95 | 1133.95 | 0.00 | - | 0 | -3 | 0 |
8 Oct | 25013.15 | 1133.95 | 111.85 | - | 5 | 0 | 79 |
7 Oct | 24795.75 | 1022.1 | 0.00 | - | 0 | -21 | 0 |
4 Oct | 25014.60 | 1022.1 | 197.95 | - | 25 | -20 | 80 |
3 Oct | 25250.10 | 824.15 | 227.30 | - | 9 | -1 | 99 |
1 Oct | 25796.90 | 596.85 | -8.80 | - | 15 | -2 | 100 |
30 Sept | 25810.85 | 605.65 | 96.25 | - | 60 | -34 | 100 |
27 Sept | 26173.35 | 509.40 | - | 163 | 134 | 134 |
For Nifty - strike price 26250 expiring on 26DEC2024
Delta for 26250 PE is 0.00
Historical price for 26250 PE is as follows
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 2500, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -29 which decreased total open position to 0
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 2500, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 62
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 2500, which was 30.95 higher than the previous day. The implied volatity was 61.59, the open interest changed by 0 which decreased total open position to 63
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 2469.05, which was 490.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 63
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 1978.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 1978.95, which was 122.60 higher than the previous day. The implied volatity was 22.40, the open interest changed by 4 which increased total open position to 63
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 1856.35, which was 415.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 57
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 1441.2, 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 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 1441.2, which was 16.20 higher than the previous day. The implied volatity was 24.02, the open interest changed by 0 which decreased total open position to 56
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 1425, 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 1425, 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 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 1425, 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 1425, 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 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 1425, which was -725.00 lower than the previous day. The implied volatity was -, the open interest changed by 41 which increased total open position to 55
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 2150, 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 2150, 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 2150, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 2150, 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 2150, 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 2150, which was 636.00 higher than the previous day. The implied volatity was 22.08, the open interest changed by 55 which increased total open position to 55
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 1514, 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 1514, 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 1514, 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 1514, 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 1514, 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 1514, 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 1514, 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 1514, 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 1514, 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 1514, 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 1514, 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 1514, 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 1514, 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 1514, 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 1514, 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 Nov NIFTY was trading at 23995.35. The strike last trading price was 1514, 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 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 1514, 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 1514, 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 1514, 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 1514, 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 1514, 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 1514, 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 1514, 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 1514, which was 206.25 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 1307.75, 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 1307.75, 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 1307.75, which was 195.10 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 1112.65, 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 1112.65, 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 1112.65, 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 1112.65, 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 1112.65, which was 10.80 higher 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 1101.85, which was -32.10 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 1133.95, 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 1133.95, which was 111.85 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 1022.1, 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 1022.1, which was 197.95 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 824.15, which was 227.30 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 596.85, which was -8.80 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 605.65, which was 96.25 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 509.40, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to