NIFTY
Nifty
Historical option data for NIFTY
20 Dec 2024 04:11 PM IST
NIFTY 26DEC2024 26300 CE | ||||||||||
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Delta: 0.01
Vega: 0.47
Theta: -1.29
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
20 Dec | 23587.50 | 1.65 | -1.20 | 31.99 | 78,080.333 | 5,077.333 | 15,148 | |||
19 Dec | 23951.70 | 2.85 | -2.65 | 27.76 | 27,276.333 | -21,437 | 9,762.667 | |||
18 Dec | 24198.85 | 5.5 | 1.05 | 25.38 | 23,600.333 | -39,879 | 7,304 | |||
17 Dec | 24336.00 | 4.45 | 1.15 | 22.08 | 14,379.667 | -34,737.333 | 4,120.333 | |||
16 Dec | 24668.25 | 3.3 | -1.20 | 16.92 | 5,573 | -22,089.333 | 2,424 | |||
13 Dec | 24768.30 | 4.5 | -0.45 | 14.16 | 9,309.333 | -24,719.667 | 1,985.333 | |||
12 Dec | 24548.70 | 4.95 | -0.80 | 15.84 | 4,431.333 | 690 | 2,358 | |||
11 Dec | 24641.80 | 5.75 | -0.95 | 14.83 | 4,615 | 2,029.333 | 2,615 | |||
10 Dec | 24610.05 | 6.7 | -0.70 | 14.73 | 3,762.667 | -60,384.333 | 2,563.667 | |||
9 Dec | 24619.00 | 7.4 | -1.80 | 14.42 | 3,336.333 | 2,269.333 | 2,460.333 | |||
6 Dec | 24677.80 | 9.2 | -3.85 | 13.30 | 6,146.333 | 126 | 2,165 | |||
5 Dec | 24708.40 | 13.05 | 6.25 | 13.50 | 8,809.333 | 658 | 2,017.667 | |||
4 Dec | 24467.45 | 6.8 | 0.85 | 13.43 | 1,631 | 60.667 | 1,349.333 | |||
3 Dec | 24457.15 | 5.95 | -1.05 | 12.94 | 1,421.667 | -167.667 | 1,287.333 | |||
2 Dec | 24276.05 | 7 | 1.40 | 14.07 | 2,565.333 | 464 | 1,487.667 | |||
29 Nov | 24131.10 | 5.6 | 0.00 | 13.66 | 1,617.667 | 138.667 | 1,032 | |||
28 Nov | 23914.15 | 5.6 | -3.50 | 14.36 | 2,274 | 118.333 | 894.333 | |||
27 Nov | 24274.90 | 9.1 | -0.55 | 13.14 | 1,523.333 | -29.667 | 776 | |||
26 Nov | 24194.50 | 9.65 | -2.05 | 13.52 | 879 | 10 | 807.667 | |||
25 Nov | 24221.90 | 11.7 | 0.25 | 13.33 | 4,090 | 294.333 | 809.333 | |||
22 Nov | 23907.25 | 11.45 | 2.60 | 14.82 | 526.333 | -18.333 | 496.667 | |||
21 Nov | 23349.90 | 8.85 | -2.45 | 17.00 | 902.667 | -79.333 | 515.667 | |||
19 Nov | 23518.50 | 11.3 | 1.30 | 16.39 | 610 | -47.667 | 595 | |||
18 Nov | 23453.80 | 10 | -7.45 | 15.85 | 1,687 | 150.333 | 642.667 | |||
14 Nov | 23532.70 | 17.45 | -1.55 | 15.86 | 276.667 | -63.667 | 492.333 | |||
13 Nov | 23559.05 | 19 | -2.00 | 15.63 | 772 | 34.667 | 561 | |||
12 Nov | 23883.45 | 21 | -0.20 | 14.33 | 229 | 5.667 | 526 | |||
11 Nov | 24141.30 | 21.2 | -6.95 | 12.56 | 867.333 | 136 | 520.333 | |||
8 Nov | 24148.20 | 28.15 | -6.30 | 12.85 | 551.333 | -63 | 384.667 | |||
7 Nov | 24199.35 | 34.45 | -13.25 | 12.75 | 461 | -39.667 | 445.667 | |||
6 Nov | 24484.05 | 47.7 | 6.95 | 11.77 | 631 | 127.333 | 485 | |||
5 Nov | 24213.30 | 40.75 | 0.20 | 12.90 | 261.667 | -64.333 | 358 | |||
4 Nov | 23995.35 | 40.55 | -0.95 | 13.94 | 933.333 | -163 | 423 | |||
1 Nov | 24304.35 | 41.5 | -12.50 | 11.77 | 97.333 | 47.333 | 578.667 | |||
31 Oct | 24205.35 | 54 | -10.65 | - | 621.333 | -178.333 | 532.667 | |||
30 Oct | 24340.85 | 64.65 | 2.65 | - | 97.333 | 55.667 | 711 | |||
29 Oct | 24466.85 | 62 | 7.00 | - | 242 | 112.333 | 651.333 | |||
28 Oct | 24339.15 | 55 | 1.80 | - | 274.333 | -10.667 | 538.667 | |||
25 Oct | 24180.80 | 53.2 | -19.75 | - | 321.667 | 39 | 549.333 | |||
24 Oct | 24399.40 | 72.95 | -12.50 | - | 517.333 | 213.333 | 512.333 | |||
23 Oct | 24435.50 | 85.45 | -13.75 | - | 365.333 | 69.667 | 298.667 | |||
22 Oct | 24472.10 | 99.2 | -25.80 | - | 525.333 | 41 | 230 | |||
21 Oct | 24781.10 | 125 | -30.90 | - | 161.333 | 0 | 189 | |||
18 Oct | 24854.05 | 155.9 | 7.70 | - | 160 | -18.333 | 188.667 | |||
17 Oct | 24749.85 | 148.2 | -44.80 | - | 182.667 | 79.667 | 207 | |||
16 Oct | 24971.30 | 193 | -24.90 | - | 70.667 | -1.333 | 126.333 | |||
15 Oct | 25057.35 | 217.9 | -28.00 | - | 54.667 | 22 | 127.333 | |||
14 Oct | 25127.95 | 245.9 | 19.45 | - | 22.667 | -5.333 | 104.667 | |||
11 Oct | 24964.25 | 226.45 | -29.95 | - | 43 | -15.333 | 114 | |||
10 Oct | 24998.45 | 256.4 | 6.40 | - | 9 | 1.667 | 129.667 | |||
9 Oct | 24981.95 | 250 | -44.95 | - | 8.667 | 0.667 | 126.667 | |||
8 Oct | 25013.15 | 294.95 | 64.75 | - | 27.333 | -13 | 126 | |||
7 Oct | 24795.75 | 230.2 | -56.70 | - | 134.667 | 16.333 | 139 | |||
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4 Oct | 25014.60 | 286.9 | -86.65 | - | 200 | 110 | 123 | |||
3 Oct | 25250.10 | 373.55 | -214.10 | - | 13 | 8 | 11.667 | |||
1 Oct | 25796.90 | 587.65 | 6.80 | - | 3 | 1.667 | 3.333 | |||
30 Sept | 25810.85 | 580.85 | -473.85 | - | 1.667 | 1.333 | 1.333 | |||
27 Sept | 26173.35 | 1054.70 | - | 0 | 0 | 0 |
For Nifty - strike price 26300 expiring on 26DEC2024
Delta for 26300 CE is 0.01
Historical price for 26300 CE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 1.65, which was -1.20 lower than the previous day. The implied volatity was 31.99, the open interest changed by 15232 which increased total open position to 45444
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 2.85, which was -2.65 lower than the previous day. The implied volatity was 27.76, the open interest changed by -64311 which decreased total open position to 29288
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 5.5, which was 1.05 higher than the previous day. The implied volatity was 25.38, the open interest changed by -119637 which decreased total open position to 21912
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 4.45, which was 1.15 higher than the previous day. The implied volatity was 22.08, the open interest changed by -104212 which decreased total open position to 12361
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 3.3, which was -1.20 lower than the previous day. The implied volatity was 16.92, the open interest changed by -66268 which decreased total open position to 7272
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 4.5, which was -0.45 lower than the previous day. The implied volatity was 14.16, the open interest changed by -74159 which decreased total open position to 5956
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 4.95, which was -0.80 lower than the previous day. The implied volatity was 15.84, the open interest changed by 2070 which increased total open position to 7074
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 5.75, which was -0.95 lower than the previous day. The implied volatity was 14.83, the open interest changed by 6088 which increased total open position to 7845
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 6.7, which was -0.70 lower than the previous day. The implied volatity was 14.73, the open interest changed by -181153 which decreased total open position to 7691
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 7.4, which was -1.80 lower than the previous day. The implied volatity was 14.42, the open interest changed by 6808 which increased total open position to 7381
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 9.2, which was -3.85 lower than the previous day. The implied volatity was 13.30, the open interest changed by 378 which increased total open position to 6495
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 13.05, which was 6.25 higher than the previous day. The implied volatity was 13.50, the open interest changed by 1974 which increased total open position to 6053
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 6.8, which was 0.85 higher than the previous day. The implied volatity was 13.43, the open interest changed by 182 which increased total open position to 4048
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 5.95, which was -1.05 lower than the previous day. The implied volatity was 12.94, the open interest changed by -503 which decreased total open position to 3862
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 7, which was 1.40 higher than the previous day. The implied volatity was 14.07, the open interest changed by 1392 which increased total open position to 4463
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 5.6, which was 0.00 lower than the previous day. The implied volatity was 13.66, the open interest changed by 416 which increased total open position to 3096
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 5.6, which was -3.50 lower than the previous day. The implied volatity was 14.36, the open interest changed by 355 which increased total open position to 2683
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 9.1, which was -0.55 lower than the previous day. The implied volatity was 13.14, the open interest changed by -89 which decreased total open position to 2328
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 9.65, which was -2.05 lower than the previous day. The implied volatity was 13.52, the open interest changed by 30 which increased total open position to 2423
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 11.7, which was 0.25 higher than the previous day. The implied volatity was 13.33, the open interest changed by 883 which increased total open position to 2428
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 11.45, which was 2.60 higher than the previous day. The implied volatity was 14.82, the open interest changed by -55 which decreased total open position to 1490
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 8.85, which was -2.45 lower than the previous day. The implied volatity was 17.00, the open interest changed by -238 which decreased total open position to 1547
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 11.3, which was 1.30 higher than the previous day. The implied volatity was 16.39, the open interest changed by -143 which decreased total open position to 1785
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 10, which was -7.45 lower than the previous day. The implied volatity was 15.85, the open interest changed by 451 which increased total open position to 1928
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 17.45, which was -1.55 lower than the previous day. The implied volatity was 15.86, the open interest changed by -191 which decreased total open position to 1477
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 19, which was -2.00 lower than the previous day. The implied volatity was 15.63, the open interest changed by 104 which increased total open position to 1683
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 21, which was -0.20 lower than the previous day. The implied volatity was 14.33, the open interest changed by 17 which increased total open position to 1578
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 21.2, which was -6.95 lower than the previous day. The implied volatity was 12.56, the open interest changed by 408 which increased total open position to 1561
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 28.15, which was -6.30 lower than the previous day. The implied volatity was 12.85, the open interest changed by -189 which decreased total open position to 1154
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 34.45, which was -13.25 lower than the previous day. The implied volatity was 12.75, the open interest changed by -119 which decreased total open position to 1337
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 47.7, which was 6.95 higher than the previous day. The implied volatity was 11.77, the open interest changed by 382 which increased total open position to 1455
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 40.75, which was 0.20 higher than the previous day. The implied volatity was 12.90, the open interest changed by -193 which decreased total open position to 1074
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 40.55, which was -0.95 lower than the previous day. The implied volatity was 13.94, the open interest changed by -489 which decreased total open position to 1269
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 41.5, which was -12.50 lower than the previous day. The implied volatity was 11.77, the open interest changed by 142 which increased total open position to 1736
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 54, which was -10.65 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 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 29 Oct NIFTY was trading at 24466.85. The strike last trading price was 62, which was 7.00 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 55, which was 1.80 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 53.2, which was -19.75 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 72.95, which was -12.50 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 85.45, which was -13.75 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 99.2, which was -25.80 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 125, which was -30.90 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 155.9, which was 7.70 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 148.2, which was -44.80 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 193, which was -24.90 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 217.9, which was -28.00 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 245.9, which was 19.45 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 226.45, which was -29.95 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 256.4, which was 6.40 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 250, which was -44.95 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 294.95, which was 64.75 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 230.2, which was -56.70 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 286.9, which was -86.65 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 373.55, which was -214.10 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 587.65, which was 6.80 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 580.85, which was -473.85 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 1054.70, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
NIFTY 26DEC2024 26300 PE | |||||||
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Delta: -0.96
Vega: 2.35
Theta: -1.77
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
20 Dec | 23587.50 | 2644 | 368.70 | 44.68 | 1.333 | 168.333 | 168.333 |
19 Dec | 23951.70 | 2275.3 | 240.45 | - | 4.333 | 168 | 168 |
18 Dec | 24198.85 | 2034.85 | 194.85 | 27.11 | 15 | 174.667 | 174.667 |
17 Dec | 24336.00 | 1840 | 290.00 | - | 3 | 174 | 174 |
16 Dec | 24668.25 | 1550 | 120.00 | - | 4 | 172.333 | 172.333 |
13 Dec | 24768.30 | 1430 | -209.00 | 14.65 | 7.667 | 171.667 | 171.667 |
12 Dec | 24548.70 | 1639 | 60.60 | - | 4 | 174 | 174 |
11 Dec | 24641.80 | 1578.4 | -22.55 | 17.79 | 2 | 170.333 | 170.667 |
10 Dec | 24610.05 | 1600.95 | 0.00 | 0.00 | 0 | -1.333 | 0 |
9 Dec | 24619.00 | 1600.95 | 78.95 | 21.19 | 4 | -1.333 | 169 |
6 Dec | 24677.80 | 1522 | 116.55 | 17.41 | 0.667 | 0.333 | 170 |
5 Dec | 24708.40 | 1405.45 | -360.75 | - | 9.667 | -9 | 169.667 |
4 Dec | 24467.45 | 1766.2 | 55.55 | 23.12 | 0.333 | 0 | 178.667 |
3 Dec | 24457.15 | 1710.65 | -143.35 | 16.06 | 23.333 | -15.667 | 179.667 |
2 Dec | 24276.05 | 1854 | -115.30 | 12.80 | 1.333 | 0.333 | 196.333 |
29 Nov | 24131.10 | 1969.3 | -143.70 | - | 4 | 3.333 | 196 |
28 Nov | 23914.15 | 2113 | 273.00 | - | 128.333 | 117 | 192.667 |
27 Nov | 24274.90 | 1840 | -83.60 | 15.79 | 57 | 51.667 | 75.333 |
26 Nov | 24194.50 | 1923.6 | 73.60 | 16.98 | 1 | 0.333 | 23 |
25 Nov | 24221.90 | 1850 | -417.05 | 15.19 | 1.333 | 0 | 23.667 |
22 Nov | 23907.25 | 2267.05 | -92.95 | 22.71 | 2 | 0.667 | 24.333 |
21 Nov | 23349.90 | 2360 | 0.00 | 0.00 | 0 | -1.333 | 0 |
19 Nov | 23518.50 | 2360 | -250.00 | - | 1.333 | 0 | 25 |
18 Nov | 23453.80 | 2610 | 158.50 | 21.17 | 5 | 2.333 | 24.667 |
14 Nov | 23532.70 | 2451.5 | 515.80 | 14.20 | 1 | 0 | 22.333 |
13 Nov | 23559.05 | 1935.7 | 0.00 | 0.00 | 0 | 0 | 0 |
12 Nov | 23883.45 | 1935.7 | 0.00 | 0.00 | 0 | 0 | 0 |
11 Nov | 24141.30 | 1935.7 | 0.00 | 0.00 | 0 | 0 | 0 |
8 Nov | 24148.20 | 1935.7 | 0.00 | 0.00 | 0 | -0.667 | 0 |
7 Nov | 24199.35 | 1935.7 | -69.30 | 20.62 | 2.333 | -0.333 | 22.667 |
6 Nov | 24484.05 | 2005 | 0.00 | 0.00 | 0 | 0 | 0 |
5 Nov | 24213.30 | 2005 | 455.00 | 23.45 | 0.333 | 0 | 23 |
4 Nov | 23995.35 | 1550 | 0.00 | 0.00 | 0 | 0 | 0 |
1 Nov | 24304.35 | 1550 | 0.00 | 0.00 | 0 | 0 | 0 |
31 Oct | 24205.35 | 1550 | 0.00 | - | 0 | 0 | 0 |
30 Oct | 24340.85 | 1550 | 0.00 | - | 0 | -4 | 0 |
29 Oct | 24466.85 | 1550 | -119.15 | - | 24.667 | 0 | 27 |
28 Oct | 24339.15 | 1669.15 | -191.45 | - | 0.333 | -0.333 | 26.667 |
25 Oct | 24180.80 | 1860.6 | 337.45 | - | 2 | -0.667 | 27 |
24 Oct | 24399.40 | 1523.15 | -46.85 | - | 1.333 | -0.667 | 27.667 |
23 Oct | 24435.50 | 1570 | 340.00 | - | 1 | 0 | 28.333 |
22 Oct | 24472.10 | 1230 | -130.00 | - | 0.667 | 0 | 28 |
21 Oct | 24781.10 | 1360 | 315.00 | - | 0.667 | 0 | 27.333 |
18 Oct | 24854.05 | 1045 | 0.00 | - | 0 | 0 | 0 |
17 Oct | 24749.85 | 1045 | 0.00 | - | 0 | 0 | 0 |
16 Oct | 24971.30 | 1045 | 0.00 | - | 0 | -0.667 | 0 |
15 Oct | 25057.35 | 1045 | -58.85 | - | 0.667 | -0.333 | 27.667 |
14 Oct | 25127.95 | 1103.85 | 0.00 | - | 0 | 0 | 0 |
11 Oct | 24964.25 | 1103.85 | 21.35 | - | 0.333 | 0 | 28 |
10 Oct | 24998.45 | 1082.5 | -53.75 | - | 1 | 0 | 27 |
9 Oct | 24981.95 | 1136.25 | 0.00 | - | 0 | 0 | 0 |
8 Oct | 25013.15 | 1136.25 | -123.40 | - | 1.667 | 0 | 27 |
7 Oct | 24795.75 | 1259.65 | 299.05 | - | 1 | 0.333 | 27 |
4 Oct | 25014.60 | 960.6 | 84.50 | - | 8.333 | 0.667 | 27.667 |
3 Oct | 25250.10 | 876.1 | 213.10 | - | 60.333 | 14 | 29 |
1 Oct | 25796.90 | 663 | 7.75 | - | 6 | -0.667 | 15 |
30 Sept | 25810.85 | 655.25 | 145.25 | - | 17.333 | 4 | 14.333 |
27 Sept | 26173.35 | 510.00 | - | 14.333 | 10.333 | 10.333 |
For Nifty - strike price 26300 expiring on 26DEC2024
Delta for 26300 PE is -0.96
Historical price for 26300 PE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 2644, which was 368.70 higher than the previous day. The implied volatity was 44.68, the open interest changed by 505 which increased total open position to 505
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 2275.3, which was 240.45 higher than the previous day. The implied volatity was -, the open interest changed by 504 which increased total open position to 504
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 2034.85, which was 194.85 higher than the previous day. The implied volatity was 27.11, the open interest changed by 524 which increased total open position to 524
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 1840, which was 290.00 higher than the previous day. The implied volatity was -, the open interest changed by 522 which increased total open position to 522
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 1550, which was 120.00 higher than the previous day. The implied volatity was -, the open interest changed by 517 which increased total open position to 517
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 1430, which was -209.00 lower than the previous day. The implied volatity was 14.65, the open interest changed by 515 which increased total open position to 515
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 1639, which was 60.60 higher than the previous day. The implied volatity was -, the open interest changed by 522 which increased total open position to 522
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 1578.4, which was -22.55 lower than the previous day. The implied volatity was 17.79, the open interest changed by 511 which increased total open position to 512
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 1600.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 1600.95, which was 78.95 higher than the previous day. The implied volatity was 21.19, the open interest changed by -4 which decreased total open position to 507
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 1522, which was 116.55 higher than the previous day. The implied volatity was 17.41, the open interest changed by 1 which increased total open position to 510
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 1405.45, which was -360.75 lower than the previous day. The implied volatity was -, the open interest changed by -27 which decreased total open position to 509
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 1766.2, which was 55.55 higher than the previous day. The implied volatity was 23.12, the open interest changed by 0 which decreased total open position to 536
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 1710.65, which was -143.35 lower than the previous day. The implied volatity was 16.06, the open interest changed by -47 which decreased total open position to 539
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 1854, which was -115.30 lower than the previous day. The implied volatity was 12.80, the open interest changed by 1 which increased total open position to 589
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 1969.3, which was -143.70 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 588
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 2113, which was 273.00 higher than the previous day. The implied volatity was -, the open interest changed by 351 which increased total open position to 578
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 1840, which was -83.60 lower than the previous day. The implied volatity was 15.79, the open interest changed by 155 which increased total open position to 226
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 1923.6, which was 73.60 higher than the previous day. The implied volatity was 16.98, the open interest changed by 1 which increased total open position to 69
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 1850, which was -417.05 lower than the previous day. The implied volatity was 15.19, the open interest changed by 0 which decreased total open position to 71
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 2267.05, which was -92.95 lower than the previous day. The implied volatity was 22.71, the open interest changed by 2 which increased total open position to 73
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 2360, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 2360, which was -250.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 75
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 2610, which was 158.50 higher than the previous day. The implied volatity was 21.17, the open interest changed by 7 which increased total open position to 74
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 2451.5, which was 515.80 higher than the previous day. The implied volatity was 14.20, the open interest changed by 0 which decreased total open position to 67
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 1935.7, 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 1935.7, 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 1935.7, 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 1935.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 1935.7, which was -69.30 lower than the previous day. The implied volatity was 20.62, the open interest changed by -1 which decreased total open position to 68
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 2005, 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 2005, which was 455.00 higher than the previous day. The implied volatity was 23.45, the open interest changed by 0 which decreased total open position to 69
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 1550, 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 1550, 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 1550, 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 1550, 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 1550, which was -119.15 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 1669.15, which was -191.45 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 1860.6, which was 337.45 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 1523.15, which was -46.85 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 1570, which was 340.00 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 1230, which was -130.00 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 1360, which was 315.00 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 1045, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 1045, 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 1045, 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 1045, which was -58.85 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 1103.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 1103.85, which was 21.35 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 1082.5, which was -53.75 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 1136.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 1136.25, which was -123.40 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 1259.65, which was 299.05 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 960.6, which was 84.50 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 876.1, which was 213.10 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 663, which was 7.75 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 655.25, which was 145.25 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 510.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to