NIFTY
Nifty
Historical option data for NIFTY
06 Jan 2025 01:48 PM IST
NIFTY 09JAN2025 26400 CE | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Delta: 0.00
Vega: 0.24
Theta: -1.71
Gamma: 0.00
|
||||||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
6 Jan | 23650.05 | 1.05 | 0.45 | 43.93 | 49,527 | -4,405 | 17,225 | |||
3 Jan | 24004.75 | 0.6 | -0.70 | 26.04 | 93,681 | 20,284 | 21,630 | |||
2 Jan | 24188.65 | 1.3 | -0.65 | 24.15 | 4,753 | 978 | 1,346 | |||
1 Jan | 23742.90 | 1.95 | 0.05 | 27.70 | 568 | 149 | 368 | |||
31 Dec | 23644.80 | 1.9 | 0.05 | 26.87 | 169 | 27 | 219 | |||
30 Dec | 23644.90 | 1.85 | -0.30 | 25.40 | 322 | 64 | 192 | |||
27 Dec | 23813.40 | 2.15 | -0.85 | 21.19 | 129 | 0 | 128 | |||
26 Dec | 23750.20 | 3 | -0.65 | 21.71 | 98 | 40 | 128 | |||
24 Dec | 23727.65 | 3.65 | -0.95 | 20.94 | 68 | -10 | 88 | |||
23 Dec | 23753.45 | 4.6 | -2.40 | 20.78 | 66 | -9 | 98 | |||
20 Dec | 23587.50 | 7 | -1.10 | 20.98 | 211 | -29 | 107 | |||
19 Dec | 23951.70 | 8.1 | -5.30 | 18.48 | 68 | 23 | 136 | |||
18 Dec | 24198.85 | 13.4 | 0.40 | 17.62 | 65 | 64 | 113 | |||
|
||||||||||
17 Dec | 24336.00 | 13 | -5.00 | 16.31 | 84 | 26 | 49 | |||
16 Dec | 24668.25 | 18 | 1.00 | 14.41 | 29 | -4 | 23 | |||
13 Dec | 24768.30 | 17 | 5.50 | 12.33 | 39 | 12 | 27 | |||
12 Dec | 24548.70 | 11.5 | -10.80 | 12.81 | 50 | 13 | 15 | |||
11 Dec | 24641.80 | 22.3 | -55.30 | 13.58 | 3 | 2 | 2 | |||
10 Dec | 24610.05 | 77.6 | 0.00 | 4.92 | 0 | 0 | 0 | |||
9 Dec | 24619.00 | 77.6 | 4.81 | 0 | 0 | 0 |
For Nifty - strike price 26400 expiring on 09JAN2025
Delta for 26400 CE is 0.00
Historical price for 26400 CE is as follows
On 6 Jan NIFTY was trading at 23650.05. The strike last trading price was 1.05, which was 0.45 higher than the previous day. The implied volatity was 43.93, the open interest changed by -4405 which decreased total open position to 17225
On 3 Jan NIFTY was trading at 24004.75. The strike last trading price was 0.6, which was -0.70 lower than the previous day. The implied volatity was 26.04, the open interest changed by 20284 which increased total open position to 21630
On 2 Jan NIFTY was trading at 24188.65. The strike last trading price was 1.3, which was -0.65 lower than the previous day. The implied volatity was 24.15, the open interest changed by 978 which increased total open position to 1346
On 1 Jan NIFTY was trading at 23742.90. The strike last trading price was 1.95, which was 0.05 higher than the previous day. The implied volatity was 27.70, the open interest changed by 149 which increased total open position to 368
On 31 Dec NIFTY was trading at 23644.80. The strike last trading price was 1.9, which was 0.05 higher than the previous day. The implied volatity was 26.87, the open interest changed by 27 which increased total open position to 219
On 30 Dec NIFTY was trading at 23644.90. The strike last trading price was 1.85, which was -0.30 lower than the previous day. The implied volatity was 25.40, the open interest changed by 64 which increased total open position to 192
On 27 Dec NIFTY was trading at 23813.40. The strike last trading price was 2.15, which was -0.85 lower than the previous day. The implied volatity was 21.19, the open interest changed by 0 which decreased total open position to 128
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 3, which was -0.65 lower than the previous day. The implied volatity was 21.71, the open interest changed by 40 which increased total open position to 128
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 3.65, which was -0.95 lower than the previous day. The implied volatity was 20.94, the open interest changed by -10 which decreased total open position to 88
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 4.6, which was -2.40 lower than the previous day. The implied volatity was 20.78, the open interest changed by -9 which decreased total open position to 98
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 7, which was -1.10 lower than the previous day. The implied volatity was 20.98, the open interest changed by -29 which decreased total open position to 107
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 8.1, which was -5.30 lower than the previous day. The implied volatity was 18.48, the open interest changed by 23 which increased total open position to 136
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 13.4, which was 0.40 higher than the previous day. The implied volatity was 17.62, the open interest changed by 64 which increased total open position to 113
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 13, which was -5.00 lower than the previous day. The implied volatity was 16.31, the open interest changed by 26 which increased total open position to 49
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 18, which was 1.00 higher than the previous day. The implied volatity was 14.41, the open interest changed by -4 which decreased total open position to 23
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 17, which was 5.50 higher than the previous day. The implied volatity was 12.33, the open interest changed by 12 which increased total open position to 27
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 11.5, which was -10.80 lower than the previous day. The implied volatity was 12.81, the open interest changed by 13 which increased total open position to 15
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 22.3, which was -55.30 lower than the previous day. The implied volatity was 13.58, the open interest changed by 2 which increased total open position to 2
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 77.6, which was 0.00 lower than the previous day. The implied volatity was 4.92, 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 77.6, which was lower than the previous day. The implied volatity was 4.81, the open interest changed by 0 which decreased total open position to 0
NIFTY 09JAN2025 26400 PE | |||||||
---|---|---|---|---|---|---|---|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
6 Jan | 23650.05 | 2393 | 0.00 | 0.00 | 0 | 2 | 0 |
3 Jan | 24004.75 | 2393 | 188.90 | 43.17 | 2 | 2 | 3 |
2 Jan | 24188.65 | 2204.1 | 618.80 | 36.54 | 3 | 1 | 1 |
1 Jan | 23742.90 | 1585.3 | 0.00 | - | 0 | 0 | 0 |
31 Dec | 23644.80 | 1585.3 | 0.00 | - | 0 | 0 | 0 |
30 Dec | 23644.90 | 1585.3 | 0.00 | - | 0 | 0 | 0 |
27 Dec | 23813.40 | 1585.3 | 0.00 | - | 0 | 0 | 0 |
26 Dec | 23750.20 | 1585.3 | 0.00 | - | 0 | 0 | 0 |
24 Dec | 23727.65 | 1585.3 | 0.00 | - | 0 | 0 | 0 |
23 Dec | 23753.45 | 1585.3 | 0.00 | - | 0 | 0 | 0 |
20 Dec | 23587.50 | 1585.3 | 0.00 | - | 0 | 0 | 0 |
19 Dec | 23951.70 | 1585.3 | 1585.30 | - | 0 | 0 | 0 |
18 Dec | 24198.85 | 0 | 0.00 | - | 0 | 0 | 0 |
17 Dec | 24336.00 | 0 | 0.00 | - | 0 | 0 | 0 |
16 Dec | 24668.25 | 0 | 0.00 | - | 0 | 0 | 0 |
13 Dec | 24768.30 | 0 | 0.00 | - | 0 | 0 | 0 |
12 Dec | 24548.70 | 0 | 0.00 | - | 0 | 0 | 0 |
11 Dec | 24641.80 | 0 | 0.00 | - | 0 | 0 | 0 |
10 Dec | 24610.05 | 0 | 0.00 | - | 0 | 0 | 0 |
9 Dec | 24619.00 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 26400 expiring on 09JAN2025
Delta for 26400 PE is 0.00
Historical price for 26400 PE is as follows
On 6 Jan NIFTY was trading at 23650.05. The strike last trading price was 2393, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 3 Jan NIFTY was trading at 24004.75. The strike last trading price was 2393, which was 188.90 higher than the previous day. The implied volatity was 43.17, the open interest changed by 2 which increased total open position to 3
On 2 Jan NIFTY was trading at 24188.65. The strike last trading price was 2204.1, which was 618.80 higher than the previous day. The implied volatity was 36.54, the open interest changed by 1 which increased total open position to 1
On 1 Jan NIFTY was trading at 23742.90. The strike last trading price was 1585.3, 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 0
On 31 Dec NIFTY was trading at 23644.80. The strike last trading price was 1585.3, 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 0
On 30 Dec NIFTY was trading at 23644.90. The strike last trading price was 1585.3, 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 0
On 27 Dec NIFTY was trading at 23813.40. The strike last trading price was 1585.3, 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 0
On 26 Dec NIFTY was trading at 23750.20. The strike last trading price was 1585.3, 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 0
On 24 Dec NIFTY was trading at 23727.65. The strike last trading price was 1585.3, 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 0
On 23 Dec NIFTY was trading at 23753.45. The strike last trading price was 1585.3, 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 0
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 1585.3, 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 0
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 1585.3, which was 1585.30 higher than the previous day. The implied volatity was -, 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 0, 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 0
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 0, 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 0
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 0, 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 0
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 0, 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 0
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 0, 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 0
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 0, 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 0
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 0, 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 0
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0