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[--[65.84.65.76]--]
NIFTY
Nifty

23656.95 -347.80 (-1.45%)

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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