NIFTY
Nifty
Historical option data for NIFTY
20 Dec 2024 04:11 PM IST
NIFTY 26DEC2024 26400 CE | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Delta: 0.01
Vega: 0.49
Theta: -1.39
Gamma: 0.00
|
||||||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
20 Dec | 23587.50 | 1.8 | -0.70 | 33.32 | 37,966.333 | -789.333 | 4,758 | |||
19 Dec | 23951.70 | 2.5 | -2.80 | 28.31 | 23,297.333 | -1,012.667 | 5,575 | |||
18 Dec | 24198.85 | 5.3 | 0.90 | 26.26 | 18,253 | 899.333 | 6,651.333 | |||
17 Dec | 24336.00 | 4.4 | 1.35 | 22.99 | 11,011 | -399.333 | 5,747 | |||
16 Dec | 24668.25 | 3.05 | -1.15 | 17.62 | 10,352 | -61,577.667 | 6,140.333 | |||
13 Dec | 24768.30 | 4.2 | -0.75 | 14.82 | 15,045 | -53,900 | 5,745.667 | |||
12 Dec | 24548.70 | 4.95 | -0.50 | 16.62 | 10,606.333 | -325.667 | 7,243.667 | |||
11 Dec | 24641.80 | 5.45 | -0.70 | 15.48 | 6,325.333 | 6,365.333 | 7,676 | |||
10 Dec | 24610.05 | 6.15 | -1.00 | 15.29 | 9,800 | 2,570 | 5,820 | |||
9 Dec | 24619.00 | 7.15 | -0.90 | 15.09 | 4,786.667 | 94.333 | 3,270.333 | |||
6 Dec | 24677.80 | 8.05 | -0.35 | 13.70 | 5,183 | 1,301.667 | 3,202 | |||
5 Dec | 24708.40 | 8.4 | 3.40 | 13.17 | 7,344 | 633.333 | 1,889.333 | |||
4 Dec | 24467.45 | 5 | -0.35 | 13.44 | 1,696 | -258.333 | 1,257.667 | |||
3 Dec | 24457.15 | 5.35 | -0.10 | 13.34 | 1,935.667 | 16 | 1,516 | |||
2 Dec | 24276.05 | 5.45 | 0.80 | 14.15 | 2,336.333 | 481.333 | 1,493.667 | |||
29 Nov | 24131.10 | 4.65 | -0.95 | 13.85 | 1,970 | 1.667 | 1,014 | |||
28 Nov | 23914.15 | 5.6 | -2.40 | 14.91 | 1,687.333 | -45.333 | 1,011.333 | |||
27 Nov | 24274.90 | 8 | -0.70 | 13.43 | 588.667 | 42.667 | 1,058 | |||
26 Nov | 24194.50 | 8.7 | -1.40 | 13.85 | 285 | -43.667 | 1,015.333 | |||
25 Nov | 24221.90 | 10.1 | 1.60 | 13.56 | 1,483 | 124 | 1,058.667 | |||
22 Nov | 23907.25 | 8.5 | 0.70 | 14.65 | 620.667 | 11.333 | 946 | |||
21 Nov | 23349.90 | 7.8 | -2.80 | 17.19 | 723.667 | 45.333 | 930.333 | |||
19 Nov | 23518.50 | 10.6 | 1.40 | 16.71 | 380 | -41.667 | 885 | |||
18 Nov | 23453.80 | 9.2 | -6.25 | 16.13 | 592.333 | 28 | 926.667 | |||
14 Nov | 23532.70 | 15.45 | -2.35 | 16.02 | 207.333 | -32.667 | 898.667 | |||
13 Nov | 23559.05 | 17.8 | 1.15 | 15.94 | 563.667 | -110.333 | 929 | |||
12 Nov | 23883.45 | 16.65 | -2.75 | 14.22 | 239.333 | -47 | 1,040.667 | |||
11 Nov | 24141.30 | 19.4 | -6.10 | 12.85 | 1,169.667 | 125.667 | 1,089 | |||
8 Nov | 24148.20 | 25.5 | -3.50 | 13.09 | 343.333 | 76.667 | 962.667 | |||
7 Nov | 24199.35 | 29 | -11.35 | 12.79 | 513 | -87 | 887.333 | |||
|
||||||||||
6 Nov | 24484.05 | 40.35 | 5.95 | 11.83 | 356 | 78.667 | 975.667 | |||
5 Nov | 24213.30 | 34.4 | 1.40 | 12.92 | 93.667 | 4 | 897 | |||
4 Nov | 23995.35 | 33 | -15.95 | 13.81 | 196.333 | -30.333 | 888.333 | |||
1 Nov | 24304.35 | 48.95 | 2.80 | 12.81 | 1 | -0.667 | 918.667 | |||
31 Oct | 24205.35 | 46.15 | -4.90 | - | 25.667 | -11 | 920 | |||
30 Oct | 24340.85 | 51.05 | -5.70 | - | 60.667 | 0.333 | 931.667 | |||
29 Oct | 24466.85 | 56.75 | 8.15 | - | 108.667 | -75.667 | 932.667 | |||
28 Oct | 24339.15 | 48.6 | 1.95 | - | 358.333 | -242 | 1,009 | |||
25 Oct | 24180.80 | 46.65 | -11.80 | - | 548.333 | -212 | 1,251 | |||
24 Oct | 24399.40 | 58.45 | -6.55 | - | 421.667 | -285.667 | 1,460.333 | |||
23 Oct | 24435.50 | 65 | -18.15 | - | 74 | 36.667 | 1,746.333 | |||
22 Oct | 24472.10 | 83.15 | -21.85 | - | 1,198.667 | 625 | 1,648.333 | |||
21 Oct | 24781.10 | 105 | -26.20 | - | 165.333 | 70.333 | 1,023.333 | |||
18 Oct | 24854.05 | 131.2 | 3.25 | - | 46.333 | -5 | 953 | |||
17 Oct | 24749.85 | 127.95 | -40.05 | - | 129.667 | 18 | 958.333 | |||
16 Oct | 24971.30 | 168 | -20.00 | - | 51 | 42.333 | 939.667 | |||
15 Oct | 25057.35 | 188 | -46.95 | - | 19.667 | 11.667 | 894.667 | |||
14 Oct | 25127.95 | 234.95 | 69.35 | - | 8 | 0.667 | 889 | |||
11 Oct | 24964.25 | 165.6 | -54.35 | - | 37 | 5 | 884.333 | |||
10 Oct | 24998.45 | 219.95 | -13.65 | - | 1.667 | 0 | 879 | |||
9 Oct | 24981.95 | 233.6 | -17.40 | - | 8.667 | 0 | 879 | |||
8 Oct | 25013.15 | 251 | 46.00 | - | 32.667 | -11.333 | 878.667 | |||
7 Oct | 24795.75 | 205 | -57.00 | - | 20.667 | -2.667 | 889.333 | |||
4 Oct | 25014.60 | 262 | -70.90 | - | 978.333 | 784.333 | 895 | |||
3 Oct | 25250.10 | 332.9 | -186.85 | - | 90 | 48.667 | 110.667 | |||
1 Oct | 25796.90 | 519.75 | -29.55 | - | 18.333 | 2 | 54.667 | |||
30 Sept | 25810.85 | 549.3 | -149.30 | - | 7 | 5 | 52.667 | |||
27 Sept | 26173.35 | 698.60 | - | 60 | 50.333 | 50.333 |
For Nifty - strike price 26400 expiring on 26DEC2024
Delta for 26400 CE is 0.01
Historical price for 26400 CE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 1.8, which was -0.70 lower than the previous day. The implied volatity was 33.32, the open interest changed by -2368 which decreased total open position to 14274
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 2.5, which was -2.80 lower than the previous day. The implied volatity was 28.31, the open interest changed by -3038 which decreased total open position to 16725
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 5.3, which was 0.90 higher than the previous day. The implied volatity was 26.26, the open interest changed by 2698 which increased total open position to 19954
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 4.4, which was 1.35 higher than the previous day. The implied volatity was 22.99, the open interest changed by -1198 which decreased total open position to 17241
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 3.05, which was -1.15 lower than the previous day. The implied volatity was 17.62, the open interest changed by -184733 which decreased total open position to 18421
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 4.2, which was -0.75 lower than the previous day. The implied volatity was 14.82, the open interest changed by -161700 which decreased total open position to 17237
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 4.95, which was -0.50 lower than the previous day. The implied volatity was 16.62, the open interest changed by -977 which decreased total open position to 21731
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 5.45, which was -0.70 lower than the previous day. The implied volatity was 15.48, the open interest changed by 19096 which increased total open position to 23028
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 6.15, which was -1.00 lower than the previous day. The implied volatity was 15.29, the open interest changed by 7710 which increased total open position to 17460
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 7.15, which was -0.90 lower than the previous day. The implied volatity was 15.09, the open interest changed by 283 which increased total open position to 9811
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 8.05, which was -0.35 lower than the previous day. The implied volatity was 13.70, the open interest changed by 3905 which increased total open position to 9606
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 8.4, which was 3.40 higher than the previous day. The implied volatity was 13.17, the open interest changed by 1900 which increased total open position to 5668
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 5, which was -0.35 lower than the previous day. The implied volatity was 13.44, the open interest changed by -775 which decreased total open position to 3773
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 5.35, which was -0.10 lower than the previous day. The implied volatity was 13.34, the open interest changed by 48 which increased total open position to 4548
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 5.45, which was 0.80 higher than the previous day. The implied volatity was 14.15, the open interest changed by 1444 which increased total open position to 4481
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 4.65, which was -0.95 lower than the previous day. The implied volatity was 13.85, the open interest changed by 5 which increased total open position to 3042
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 5.6, which was -2.40 lower than the previous day. The implied volatity was 14.91, the open interest changed by -136 which decreased total open position to 3034
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 8, which was -0.70 lower than the previous day. The implied volatity was 13.43, the open interest changed by 128 which increased total open position to 3174
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 8.7, which was -1.40 lower than the previous day. The implied volatity was 13.85, the open interest changed by -131 which decreased total open position to 3046
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 10.1, which was 1.60 higher than the previous day. The implied volatity was 13.56, the open interest changed by 372 which increased total open position to 3176
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 8.5, which was 0.70 higher than the previous day. The implied volatity was 14.65, the open interest changed by 34 which increased total open position to 2838
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 7.8, which was -2.80 lower than the previous day. The implied volatity was 17.19, the open interest changed by 136 which increased total open position to 2791
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 10.6, which was 1.40 higher than the previous day. The implied volatity was 16.71, the open interest changed by -125 which decreased total open position to 2655
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 9.2, which was -6.25 lower than the previous day. The implied volatity was 16.13, the open interest changed by 84 which increased total open position to 2780
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 15.45, which was -2.35 lower than the previous day. The implied volatity was 16.02, the open interest changed by -98 which decreased total open position to 2696
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 17.8, which was 1.15 higher than the previous day. The implied volatity was 15.94, the open interest changed by -331 which decreased total open position to 2787
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 16.65, which was -2.75 lower than the previous day. The implied volatity was 14.22, the open interest changed by -141 which decreased total open position to 3122
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 19.4, which was -6.10 lower than the previous day. The implied volatity was 12.85, the open interest changed by 377 which increased total open position to 3267
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 25.5, which was -3.50 lower than the previous day. The implied volatity was 13.09, the open interest changed by 230 which increased total open position to 2888
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 29, which was -11.35 lower than the previous day. The implied volatity was 12.79, the open interest changed by -261 which decreased total open position to 2662
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 40.35, which was 5.95 higher than the previous day. The implied volatity was 11.83, the open interest changed by 236 which increased total open position to 2927
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 34.4, which was 1.40 higher than the previous day. The implied volatity was 12.92, the open interest changed by 12 which increased total open position to 2691
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 33, which was -15.95 lower than the previous day. The implied volatity was 13.81, the open interest changed by -91 which decreased total open position to 2665
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 48.95, which was 2.80 higher than the previous day. The implied volatity was 12.81, the open interest changed by -2 which decreased total open position to 2756
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 46.15, which was -4.90 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 51.05, which was -5.70 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 56.75, which was 8.15 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 48.6, which was 1.95 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 46.65, which was -11.80 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 58.45, which was -6.55 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 65, which was -18.15 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 83.15, which was -21.85 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 105, 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 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 131.2, which was 3.25 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 127.95, which was -40.05 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 168, which was -20.00 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 188, which was -46.95 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 234.95, which was 69.35 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 165.6, which was -54.35 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 219.95, which was -13.65 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 233.6, which was -17.40 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 251, which was 46.00 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 205, which was -57.00 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 262, which was -70.90 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 332.9, which was -186.85 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 519.75, which was -29.55 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 549.3, which was -149.30 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 698.60, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
NIFTY 26DEC2024 26400 PE | |||||||
---|---|---|---|---|---|---|---|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
20 Dec | 23587.50 | 2406.25 | 255.65 | - | 2.333 | 0 | 85 |
19 Dec | 23951.70 | 2150.6 | 0.00 | 0.00 | 0 | 0 | 0 |
18 Dec | 24198.85 | 2150.6 | 350.60 | 33.89 | 0.333 | 83 | 85 |
17 Dec | 24336.00 | 1800 | 170.00 | - | 0.333 | 0 | 84.667 |
16 Dec | 24668.25 | 1630 | 100.00 | - | 2.667 | -2.333 | 85 |
13 Dec | 24768.30 | 1530 | -396.80 | 15.63 | 7.333 | 88 | 88 |
12 Dec | 24548.70 | 1926.8 | 246.80 | 37.01 | 12.667 | 4.667 | 95.333 |
11 Dec | 24641.80 | 1680 | -13.15 | 19.08 | 4.667 | 4 | 90 |
10 Dec | 24610.05 | 1693.15 | 0.00 | 0.00 | 0 | 0 | 0 |
9 Dec | 24619.00 | 1693.15 | 103.05 | 21.28 | 2.667 | 0 | 86 |
6 Dec | 24677.80 | 1590.1 | -27.10 | 12.19 | 9 | -0.333 | 87.333 |
5 Dec | 24708.40 | 1617.2 | -194.60 | 20.99 | 12.667 | -0.333 | 79.333 |
4 Dec | 24467.45 | 1811.8 | 12.30 | 18.68 | 3.667 | 1 | 79.667 |
3 Dec | 24457.15 | 1799.5 | -419.55 | 14.73 | 3.333 | -0.333 | 78.333 |
2 Dec | 24276.05 | 2219.05 | 0.00 | 0.00 | 0 | 0 | 0 |
29 Nov | 24131.10 | 2219.05 | 0.00 | 0.00 | 0 | 66.667 | 0 |
28 Nov | 23914.15 | 2219.05 | 269.05 | - | 68 | 66.667 | 78.667 |
27 Nov | 24274.90 | 1950 | -25.00 | 17.76 | 1.333 | 0.667 | 11.333 |
26 Nov | 24194.50 | 1975 | 0.00 | 0.00 | 0 | 1.333 | 0 |
25 Nov | 24221.90 | 1975 | -400.55 | 18.63 | 2.667 | 1 | 10 |
22 Nov | 23907.25 | 2375.55 | -496.90 | 24.09 | 2.667 | 1 | 10 |
21 Nov | 23349.90 | 2872.45 | 143.90 | 25.94 | 0.667 | 0 | 8.333 |
19 Nov | 23518.50 | 2728.55 | 0.00 | 0.00 | 0 | -0.333 | 0 |
18 Nov | 23453.80 | 2728.55 | 165.95 | 23.57 | 0.333 | 0 | 8.667 |
14 Nov | 23532.70 | 2562.6 | 666.45 | 16.93 | 6.667 | 0 | 2 |
13 Nov | 23559.05 | 1896.15 | 0.00 | 0.00 | 0 | 0 | 0 |
12 Nov | 23883.45 | 1896.15 | 0.00 | 0.00 | 0 | 0 | 0 |
11 Nov | 24141.30 | 1896.15 | 0.00 | 0.00 | 0 | 0 | 0 |
8 Nov | 24148.20 | 1896.15 | 0.00 | 0.00 | 0 | 0 | 0 |
7 Nov | 24199.35 | 1896.15 | 0.00 | 0.00 | 0 | 0 | 0 |
6 Nov | 24484.05 | 1896.15 | 0.00 | 0.00 | 0 | 0 | 0 |
5 Nov | 24213.30 | 1896.15 | 0.00 | 0.00 | 0 | 0.333 | 0 |
4 Nov | 23995.35 | 1896.15 | 246.15 | - | 0.333 | 0 | 1.667 |
1 Nov | 24304.35 | 1650 | 0.00 | 0.00 | 0 | 0 | 0 |
31 Oct | 24205.35 | 1650 | 0.00 | - | 0 | 0 | 0 |
30 Oct | 24340.85 | 1650 | 0.00 | - | 0 | 0 | 0 |
29 Oct | 24466.85 | 1650 | 0.00 | - | 0 | 0 | 0 |
28 Oct | 24339.15 | 1650 | 0.00 | - | 0 | 0 | 0 |
25 Oct | 24180.80 | 1650 | 0.00 | - | 0 | 0 | 0 |
24 Oct | 24399.40 | 1650 | 0.00 | - | 0 | 0 | 0 |
23 Oct | 24435.50 | 1650 | 397.65 | - | 0.333 | 0 | 1.667 |
22 Oct | 24472.10 | 1252.35 | 0.00 | - | 0 | 0 | 0 |
21 Oct | 24781.10 | 1252.35 | -214.65 | - | 0.333 | 0 | 1.667 |
18 Oct | 24854.05 | 1467 | 314.00 | - | 0.333 | 0 | 2 |
17 Oct | 24749.85 | 1153 | 0.00 | - | 0 | 0 | 0 |
16 Oct | 24971.30 | 1153 | 0.00 | - | 0 | 0 | 0 |
15 Oct | 25057.35 | 1153 | 0.00 | - | 0 | 0 | 0 |
14 Oct | 25127.95 | 1153 | 0.00 | - | 0 | 0 | 0 |
11 Oct | 24964.25 | 1153 | 0.00 | - | 0 | 1 | 0 |
10 Oct | 24998.45 | 1153 | -147.00 | - | 1 | 0 | 1 |
9 Oct | 24981.95 | 1300 | 0.00 | - | 0 | 0 | 0 |
8 Oct | 25013.15 | 1300 | 0.00 | - | 0 | 0.333 | 0 |
7 Oct | 24795.75 | 1300 | 362.10 | - | 0.333 | 0 | 0.667 |
4 Oct | 25014.60 | 937.9 | 0.00 | - | 0 | 0.667 | 0 |
3 Oct | 25250.10 | 937.9 | 229.20 | - | 1.333 | 0.667 | 0.667 |
1 Oct | 25796.90 | 708.7 | 0.00 | - | 0 | 0 | 0 |
30 Sept | 25810.85 | 708.7 | 0.00 | - | 0 | 0 | 0 |
27 Sept | 26173.35 | 708.70 | - | 0 | 0 | 0 |
For Nifty - strike price 26400 expiring on 26DEC2024
Delta for 26400 PE is -
Historical price for 26400 PE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 2406.25, which was 255.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 255
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 2150.6, 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 Dec NIFTY was trading at 24198.85. The strike last trading price was 2150.6, which was 350.60 higher than the previous day. The implied volatity was 33.89, the open interest changed by 249 which increased total open position to 255
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 1800, which was 170.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 254
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 1630, which was 100.00 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 255
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 1530, which was -396.80 lower than the previous day. The implied volatity was 15.63, the open interest changed by 264 which increased total open position to 264
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 1926.8, which was 246.80 higher than the previous day. The implied volatity was 37.01, the open interest changed by 14 which increased total open position to 286
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 1680, which was -13.15 lower than the previous day. The implied volatity was 19.08, the open interest changed by 12 which increased total open position to 270
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 1693.15, 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 1693.15, which was 103.05 higher than the previous day. The implied volatity was 21.28, the open interest changed by 0 which decreased total open position to 258
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 1590.1, which was -27.10 lower than the previous day. The implied volatity was 12.19, the open interest changed by -1 which decreased total open position to 262
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 1617.2, which was -194.60 lower than the previous day. The implied volatity was 20.99, the open interest changed by -1 which decreased total open position to 238
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 1811.8, which was 12.30 higher than the previous day. The implied volatity was 18.68, the open interest changed by 3 which increased total open position to 239
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 1799.5, which was -419.55 lower than the previous day. The implied volatity was 14.73, the open interest changed by -1 which decreased total open position to 235
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 2219.05, 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 2219.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 200 which increased total open position to 0
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 2219.05, which was 269.05 higher than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 236
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 1950, which was -25.00 lower than the previous day. The implied volatity was 17.76, the open interest changed by 2 which increased total open position to 34
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 1975, 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 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 1975, which was -400.55 lower than the previous day. The implied volatity was 18.63, the open interest changed by 3 which increased total open position to 30
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 2375.55, which was -496.90 lower than the previous day. The implied volatity was 24.09, the open interest changed by 3 which increased total open position to 30
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 2872.45, which was 143.90 higher than the previous day. The implied volatity was 25.94, the open interest changed by 0 which decreased total open position to 25
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 2728.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 2728.55, which was 165.95 higher than the previous day. The implied volatity was 23.57, the open interest changed by 0 which decreased total open position to 26
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 2562.6, which was 666.45 higher than the previous day. The implied volatity was 16.93, the open interest changed by 0 which decreased total open position to 6
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 1896.15, 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 1896.15, 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 1896.15, 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 1896.15, 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 1896.15, 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 1896.15, 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 1896.15, 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 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 1896.15, which was 246.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 1650, 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 1650, 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 1650, 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 1650, 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 1650, 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 1650, 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 1650, 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 1650, which was 397.65 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 1252.35, 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 1252.35, which was -214.65 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 1467, which was 314.00 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 1153, 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 1153, 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 1153, 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 1153, 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 1153, 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 1153, which was -147.00 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 1300, 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 1300, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 1300, which was 362.10 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 937.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct NIFTY was trading at 25250.10. The strike last trading price was 937.9, which was 229.20 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 708.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept NIFTY was trading at 25810.85. The strike last trading price was 708.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept NIFTY was trading at 26173.35. The strike last trading price was 708.70, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to