NIFTY
Nifty
Historical option data for NIFTY
29 Oct 2024 04:11 PM IST
NIFTY 26500 CE | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
29 Oct | 24466.85 | 1.3 | 0.05 | 42,40,625 | 4,00,250 | 43,38,475 | ||||
28 Oct | 24339.15 | 1.25 | -0.15 | 71,11,375 | -70,000 | 39,21,150 | ||||
25 Oct | 24180.80 | 1.4 | -0.15 | 98,09,025 | 26,43,750 | 39,91,150 | ||||
24 Oct | 24399.40 | 1.55 | -0.55 | 60,84,750 | 11,10,075 | 31,95,750 | ||||
23 Oct | 24435.50 | 2.1 | -1.35 | 23,93,775 | -10,77,350 | 20,86,475 | ||||
22 Oct | 24472.10 | 3.45 | -0.05 | 20,20,400 | 1,27,150 | 24,32,775 | ||||
21 Oct | 24781.10 | 3.5 | -0.15 | 8,67,475 | -2,40,500 | 23,09,325 | ||||
18 Oct | 24854.05 | 3.65 | -2.40 | 13,83,100 | -5,27,300 | 23,48,925 | ||||
17 Oct | 24749.85 | 6.05 | -0.15 | 20,45,100 | -25,48,300 | 23,68,275 | ||||
16 Oct | 24971.30 | 6.2 | -2.10 | 16,88,700 | 21,91,625 | 24,58,175 | ||||
15 Oct | 25057.35 | 8.3 | -2.45 | 13,23,950 | -7,00,100 | 24,70,450 | ||||
14 Oct | 25127.95 | 10.75 | -0.85 | 11,17,125 | -6,00,525 | 24,12,600 | ||||
11 Oct | 24964.25 | 11.6 | -3.85 | 11,73,125 | 5,38,150 | 24,58,775 | ||||
10 Oct | 24998.45 | 15.45 | -2.25 | 12,84,850 | -20,34,850 | 25,61,750 | ||||
9 Oct | 24981.95 | 17.7 | -3.30 | 17,54,325 | 1,53,275 | 25,46,525 | ||||
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8 Oct | 25013.15 | 21 | -2.05 | 16,93,800 | -37,99,825 | 23,94,650 | ||||
7 Oct | 24795.75 | 23.05 | 0.90 | 31,08,400 | -49,66,650 | 23,49,300 | ||||
4 Oct | 25014.60 | 22.15 | -13.70 | 55,82,375 | -44,03,350 | 25,43,450 | ||||
3 Oct | 25250.10 | 35.85 | -70.75 | 79,91,750 | 24,41,050 | 26,16,225 | ||||
1 Oct | 25796.90 | 106.6 | -19.90 | 33,45,625 | 23,69,100 | 24,07,075 | ||||
30 Sept | 25810.85 | 126.5 | -129.40 | 33,74,525 | 23,38,250 | 24,23,450 | ||||
27 Sept | 26178.95 | 255.9 | 17.00 | 32,33,350 | 17,72,650 | 22,10,650 | ||||
26 Sept | 26216.05 | 238.9 | 33.90 | 41,61,525 | 23,28,650 | 23,42,100 | ||||
25 Sept | 26004.15 | 205 | -9.50 | 15,12,925 | 17,49,700 | 17,53,175 | ||||
24 Sept | 25940.40 | 214.5 | 9.30 | 10,66,075 | 16,07,725 | 17,40,375 | ||||
23 Sept | 25939.05 | 205.2 | 57.15 | 19,83,875 | 15,34,300 | 16,20,050 | ||||
20 Sept | 25790.95 | 148.05 | 66.20 | 36,95,025 | 15,21,475 | 15,21,475 | ||||
19 Sept | 25415.80 | 81.85 | 5.20 | 15,45,500 | 11,81,800 | 11,81,800 | ||||
18 Sept | 25377.55 | 76.65 | -5.95 | 13,07,050 | 10,34,200 | 10,49,900 | ||||
17 Sept | 25418.55 | 82.6 | -2.85 | 6,58,100 | 9,54,025 | 9,68,250 | ||||
16 Sept | 25383.75 | 85.45 | 4.60 | 6,83,125 | 10,16,250 | 10,28,675 | ||||
13 Sept | 25356.50 | 80.85 | 3.55 | 10,80,500 | 9,11,050 | 9,21,350 | ||||
12 Sept | 25388.90 | 77.3 | 30.70 | 12,36,925 | 7,28,075 | 7,36,750 | ||||
11 Sept | 24918.45 | 46.6 | -10.90 | 6,04,775 | 45,325 | 5,37,900 | ||||
10 Sept | 25041.10 | 57.5 | -6.15 | 5,55,825 | 4,91,350 | 4,93,550 | ||||
9 Sept | 24936.40 | 63.65 | -0.35 | 3,54,450 | -4,725 | 3,83,775 | ||||
6 Sept | 24852.15 | 64 | -34.55 | 6,44,225 | 3,69,100 | 3,97,425 | ||||
5 Sept | 25145.10 | 98.55 | -8.75 | 2,95,150 | 17,450 | 4,20,700 | ||||
4 Sept | 25198.70 | 107.3 | -15.10 | 3,85,150 | 3,86,525 | 4,07,275 | ||||
3 Sept | 25279.85 | 122.4 | 2.95 | 1,68,000 | 3,49,700 | 3,65,475 | ||||
2 Sept | 25278.70 | 119.45 | 2.00 | 2,05,475 | 33,675 | 3,37,225 | ||||
30 Aug | 25235.90 | 117.45 | 20.45 | 2,60,400 | 81,875 | 2,99,225 | ||||
29 Aug | 25151.95 | 97 | 7.05 | 98,750 | 2,12,975 | 2,18,500 | ||||
28 Aug | 25052.35 | 89.95 | 5.35 | 94,375 | 2,04,750 | 2,05,450 | ||||
27 Aug | 25017.75 | 84.6 | -6.70 | 59,875 | 23,650 | 1,77,775 | ||||
26 Aug | 25010.60 | 91.3 | 23.85 | 1,24,475 | 39,725 | 1,54,025 | ||||
23 Aug | 24823.15 | 67.45 | 4.75 | 56,100 | 12,925 | 1,14,250 | ||||
22 Aug | 24811.50 | 62.7 | -0.95 | 41,400 | 9,200 | 1,01,475 | ||||
21 Aug | 24770.20 | 63.65 | -3.05 | 32,000 | 11,650 | 92,025 | ||||
20 Aug | 24698.85 | 66.7 | 5.70 | 39,875 | 11,275 | 80,575 | ||||
19 Aug | 24572.65 | 61 | -1.65 | 22,350 | 9,225 | 70,025 | ||||
16 Aug | 24541.15 | 62.65 | 19.10 | 44,350 | -3,475 | 60,825 | ||||
14 Aug | 24143.75 | 43.55 | -9.75 | 23,875 | 6,475 | 64,200 | ||||
13 Aug | 24139.00 | 53.3 | -13.20 | 33,625 | 7,900 | 57,900 | ||||
12 Aug | 24347.00 | 66.5 | -13.70 | 36,900 | 11,550 | 50,300 | ||||
9 Aug | 24367.50 | 80.2 | 16.35 | 31,800 | 6,700 | 37,700 | ||||
8 Aug | 24117.00 | 63.85 | -9.65 | 16,600 | 1,525 | 31,125 | ||||
7 Aug | 24297.50 | 73.5 | 6.95 | 6,400 | 1,825 | 29,700 | ||||
6 Aug | 23992.55 | 66.55 | -12.50 | 20,400 | 11,075 | 27,850 | ||||
5 Aug | 24055.60 | 79.05 | -37.95 | 36,600 | 2,125 | 17,050 | ||||
2 Aug | 24702.00 | 117.00 | 21,750 | 11,100 | 15,300 |
For Nifty - strike price 26500 expiring on 31OCT2024
Delta for 26500 CE is -
Historical price for 26500 CE is as follows
On 29 Oct NIFTY was trading at 24466.85. The strike last trading price was 1.3, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 400250 which increased total open position to 4338475
On 28 Oct NIFTY was trading at 24339.15. The strike last trading price was 1.25, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by -70000 which decreased total open position to 3921150
On 25 Oct NIFTY was trading at 24180.80. The strike last trading price was 1.4, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 2643750 which increased total open position to 3991150
On 24 Oct NIFTY was trading at 24399.40. The strike last trading price was 1.55, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 1110075 which increased total open position to 3195750
On 23 Oct NIFTY was trading at 24435.50. The strike last trading price was 2.1, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by -1077350 which decreased total open position to 2086475
On 22 Oct NIFTY was trading at 24472.10. The strike last trading price was 3.45, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 127150 which increased total open position to 2432775
On 21 Oct NIFTY was trading at 24781.10. The strike last trading price was 3.5, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by -240500 which decreased total open position to 2309325
On 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 3.65, which was -2.40 lower than the previous day. The implied volatity was -, the open interest changed by -527300 which decreased total open position to 2348925
On 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 6.05, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by -2548300 which decreased total open position to 2368275
On 16 Oct NIFTY was trading at 24971.30. The strike last trading price was 6.2, which was -2.10 lower than the previous day. The implied volatity was -, the open interest changed by 2191625 which increased total open position to 2458175
On 15 Oct NIFTY was trading at 25057.35. The strike last trading price was 8.3, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by -700100 which decreased total open position to 2470450
On 14 Oct NIFTY was trading at 25127.95. The strike last trading price was 10.75, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by -600525 which decreased total open position to 2412600
On 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 11.6, which was -3.85 lower than the previous day. The implied volatity was -, the open interest changed by 538150 which increased total open position to 2458775
On 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 15.45, which was -2.25 lower than the previous day. The implied volatity was -, the open interest changed by -2034850 which decreased total open position to 2561750
On 9 Oct NIFTY was trading at 24981.95. The strike last trading price was 17.7, which was -3.30 lower than the previous day. The implied volatity was -, the open interest changed by 153275 which increased total open position to 2546525
On 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 21, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by -3799825 which decreased total open position to 2394650
On 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 23.05, which was 0.90 higher than the previous day. The implied volatity was -, the open interest changed by -4966650 which decreased total open position to 2349300
On 4 Oct NIFTY was trading at 25014.60. The strike last trading price was 22.15, which was -13.70 lower than the previous day. The implied volatity was -, the open interest changed by -4403350 which decreased total open position to 2543450
On 3 Oct NIFTY was trading at 25250.10. The strike last trading price was 35.85, which was -70.75 lower than the previous day. The implied volatity was -, the open interest changed by 2441050 which increased total open position to 2616225
On 1 Oct NIFTY was trading at 25796.90. The strike last trading price was 106.6, which was -19.90 lower than the previous day. The implied volatity was -, the open interest changed by 2369100 which increased total open position to 2407075
On 30 Sept NIFTY was trading at 25810.85. The strike last trading price was 126.5, which was -129.40 lower than the previous day. The implied volatity was -, the open interest changed by 2338250 which increased total open position to 2423450
On 27 Sept NIFTY was trading at 26178.95. The strike last trading price was 255.9, which was 17.00 higher than the previous day. The implied volatity was -, the open interest changed by 1772650 which increased total open position to 2210650
On 26 Sept NIFTY was trading at 26216.05. The strike last trading price was 238.9, which was 33.90 higher than the previous day. The implied volatity was -, the open interest changed by 2328650 which increased total open position to 2342100
On 25 Sept NIFTY was trading at 26004.15. The strike last trading price was 205, which was -9.50 lower than the previous day. The implied volatity was -, the open interest changed by 1749700 which increased total open position to 1753175
On 24 Sept NIFTY was trading at 25940.40. The strike last trading price was 214.5, which was 9.30 higher than the previous day. The implied volatity was -, the open interest changed by 1607725 which increased total open position to 1740375
On 23 Sept NIFTY was trading at 25939.05. The strike last trading price was 205.2, which was 57.15 higher than the previous day. The implied volatity was -, the open interest changed by 1534300 which increased total open position to 1620050
On 20 Sept NIFTY was trading at 25790.95. The strike last trading price was 148.05, which was 66.20 higher than the previous day. The implied volatity was -, the open interest changed by 1521475 which increased total open position to 1521475
On 19 Sept NIFTY was trading at 25415.80. The strike last trading price was 81.85, which was 5.20 higher than the previous day. The implied volatity was -, the open interest changed by 1181800 which increased total open position to 1181800
On 18 Sept NIFTY was trading at 25377.55. The strike last trading price was 76.65, which was -5.95 lower than the previous day. The implied volatity was -, the open interest changed by 1034200 which increased total open position to 1049900
On 17 Sept NIFTY was trading at 25418.55. The strike last trading price was 82.6, which was -2.85 lower than the previous day. The implied volatity was -, the open interest changed by 954025 which increased total open position to 968250
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 85.45, which was 4.60 higher than the previous day. The implied volatity was -, the open interest changed by 1016250 which increased total open position to 1028675
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 80.85, which was 3.55 higher than the previous day. The implied volatity was -, the open interest changed by 911050 which increased total open position to 921350
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 77.3, which was 30.70 higher than the previous day. The implied volatity was -, the open interest changed by 728075 which increased total open position to 736750
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 46.6, which was -10.90 lower than the previous day. The implied volatity was -, the open interest changed by 45325 which increased total open position to 537900
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 57.5, which was -6.15 lower than the previous day. The implied volatity was -, the open interest changed by 491350 which increased total open position to 493550
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 63.65, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by -4725 which decreased total open position to 383775
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 64, which was -34.55 lower than the previous day. The implied volatity was -, the open interest changed by 369100 which increased total open position to 397425
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 98.55, which was -8.75 lower than the previous day. The implied volatity was -, the open interest changed by 17450 which increased total open position to 420700
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 107.3, which was -15.10 lower than the previous day. The implied volatity was -, the open interest changed by 386525 which increased total open position to 407275
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 122.4, which was 2.95 higher than the previous day. The implied volatity was -, the open interest changed by 349700 which increased total open position to 365475
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 119.45, which was 2.00 higher than the previous day. The implied volatity was -, the open interest changed by 33675 which increased total open position to 337225
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 117.45, which was 20.45 higher than the previous day. The implied volatity was -, the open interest changed by 81875 which increased total open position to 299225
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 97, which was 7.05 higher than the previous day. The implied volatity was -, the open interest changed by 212975 which increased total open position to 218500
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 89.95, which was 5.35 higher than the previous day. The implied volatity was -, the open interest changed by 204750 which increased total open position to 205450
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 84.6, which was -6.70 lower than the previous day. The implied volatity was -, the open interest changed by 23650 which increased total open position to 177775
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 91.3, which was 23.85 higher than the previous day. The implied volatity was -, the open interest changed by 39725 which increased total open position to 154025
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 67.45, which was 4.75 higher than the previous day. The implied volatity was -, the open interest changed by 12925 which increased total open position to 114250
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 62.7, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 9200 which increased total open position to 101475
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 63.65, which was -3.05 lower than the previous day. The implied volatity was -, the open interest changed by 11650 which increased total open position to 92025
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 66.7, which was 5.70 higher than the previous day. The implied volatity was -, the open interest changed by 11275 which increased total open position to 80575
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 61, which was -1.65 lower than the previous day. The implied volatity was -, the open interest changed by 9225 which increased total open position to 70025
On 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 62.65, which was 19.10 higher than the previous day. The implied volatity was -, the open interest changed by -3475 which decreased total open position to 60825
On 14 Aug NIFTY was trading at 24143.75. The strike last trading price was 43.55, which was -9.75 lower than the previous day. The implied volatity was -, the open interest changed by 6475 which increased total open position to 64200
On 13 Aug NIFTY was trading at 24139.00. The strike last trading price was 53.3, which was -13.20 lower than the previous day. The implied volatity was -, the open interest changed by 7900 which increased total open position to 57900
On 12 Aug NIFTY was trading at 24347.00. The strike last trading price was 66.5, which was -13.70 lower than the previous day. The implied volatity was -, the open interest changed by 11550 which increased total open position to 50300
On 9 Aug NIFTY was trading at 24367.50. The strike last trading price was 80.2, which was 16.35 higher than the previous day. The implied volatity was -, the open interest changed by 6700 which increased total open position to 37700
On 8 Aug NIFTY was trading at 24117.00. The strike last trading price was 63.85, which was -9.65 lower than the previous day. The implied volatity was -, the open interest changed by 1525 which increased total open position to 31125
On 7 Aug NIFTY was trading at 24297.50. The strike last trading price was 73.5, which was 6.95 higher than the previous day. The implied volatity was -, the open interest changed by 1825 which increased total open position to 29700
On 6 Aug NIFTY was trading at 23992.55. The strike last trading price was 66.55, which was -12.50 lower than the previous day. The implied volatity was -, the open interest changed by 11075 which increased total open position to 27850
On 5 Aug NIFTY was trading at 24055.60. The strike last trading price was 79.05, which was -37.95 lower than the previous day. The implied volatity was -, the open interest changed by 2125 which increased total open position to 17050
On 2 Aug NIFTY was trading at 24702.00. The strike last trading price was 117.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 11100 which increased total open position to 15300
NIFTY 26500 PE | ||||||
---|---|---|---|---|---|---|
Date | Close | Ltp | Change | Volume | Change OI | OI |
29 Oct | 24466.85 | 2023.9 | -114.35 | 1,44,325 | -86,450 | 2,47,475 |
28 Oct | 24339.15 | 2138.25 | -134.00 | 31,750 | -24,825 | 3,34,000 |
25 Oct | 24180.80 | 2272.25 | 238.25 | 76,175 | -43,750 | 3,58,825 |
24 Oct | 24399.40 | 2034 | 27.75 | 35,375 | 550 | 4,02,525 |
23 Oct | 24435.50 | 2006.25 | 40.35 | 68,150 | -5,325 | 4,02,000 |
22 Oct | 24472.10 | 1965.9 | 247.80 | 36,125 | -16,400 | 4,07,325 |
21 Oct | 24781.10 | 1718.1 | 187.50 | 11,600 | -5,075 | 4,23,750 |
18 Oct | 24854.05 | 1530.6 | -116.60 | 31,725 | -23,375 | 4,28,900 |
17 Oct | 24749.85 | 1647.2 | 190.25 | 28,825 | 4,46,325 | 4,52,350 |
16 Oct | 24971.30 | 1456.95 | 98.25 | 24,575 | -14,975 | 4,68,300 |
15 Oct | 25057.35 | 1358.7 | 98.35 | 9,900 | -3,650 | 4,83,250 |
14 Oct | 25127.95 | 1260.35 | -188.80 | 33,200 | -14,850 | 4,86,975 |
11 Oct | 24964.25 | 1449.15 | 76.50 | 25,375 | -4,150 | 5,02,025 |
10 Oct | 24998.45 | 1372.65 | -10.40 | 33,350 | 4,94,625 | 5,06,225 |
9 Oct | 24981.95 | 1383.05 | 28.05 | 1,06,550 | 4,94,600 | 5,05,000 |
8 Oct | 25013.15 | 1355 | -147.15 | 34,625 | 5,25,175 | 5,25,175 |
7 Oct | 24795.75 | 1502.15 | 197.15 | 1,00,125 | 5,34,725 | 5,34,725 |
4 Oct | 25014.60 | 1305 | 254.00 | 2,04,225 | 6,425 | 5,78,750 |
3 Oct | 25250.10 | 1051 | 423.00 | 5,35,625 | 5,75,200 | 5,75,200 |
1 Oct | 25796.90 | 628 | -9.50 | 6,08,200 | 6,99,525 | 6,99,525 |
30 Sept | 25810.85 | 637.5 | 224.50 | 11,24,025 | -1,66,950 | 8,69,550 |
27 Sept | 26178.95 | 413 | -45.00 | 15,40,975 | 10,35,125 | 10,35,425 |
26 Sept | 26216.05 | 458 | -106.00 | 14,27,250 | 7,19,925 | 7,81,700 |
25 Sept | 26004.15 | 564 | -53.10 | 2,87,700 | 3,29,725 | 3,70,175 |
24 Sept | 25940.40 | 617.1 | -40.20 | 3,71,600 | 3,34,900 | 3,34,900 |
23 Sept | 25939.05 | 657.3 | -82.70 | 5,45,400 | 3,10,450 | 3,17,125 |
20 Sept | 25790.95 | 740 | -193.95 | 4,22,075 | 1,59,700 | 1,59,700 |
19 Sept | 25415.80 | 933.95 | -124.05 | 1,32,575 | 89,900 | 90,200 |
18 Sept | 25377.55 | 1058 | 65.00 | 47,475 | 62,475 | 62,475 |
17 Sept | 25418.55 | 993 | -3.15 | 28,175 | 49,000 | 49,000 |
16 Sept | 25383.75 | 996.15 | -68.85 | 14,525 | 42,900 | 42,900 |
13 Sept | 25356.50 | 1065 | -25.25 | 21,875 | 40,550 | 40,550 |
12 Sept | 25388.90 | 1090.25 | -352.75 | 23,275 | 36,800 | 36,800 |
11 Sept | 24918.45 | 1443 | 139.80 | 11,625 | 34,700 | 34,700 |
10 Sept | 25041.10 | 1303.2 | -176.80 | 16,750 | 37,775 | 37,775 |
9 Sept | 24936.40 | 1480 | -5.55 | 1,700 | -325 | 30,775 |
6 Sept | 24852.15 | 1485.55 | 286.00 | 5,025 | 825 | 31,225 |
5 Sept | 25145.10 | 1199.55 | -2.90 | 14,600 | 30,425 | 30,425 |
4 Sept | 25198.70 | 1202.45 | 84.40 | 2,800 | -25 | 24,625 |
3 Sept | 25279.85 | 1118.05 | -13.25 | 9,700 | 7,550 | 24,675 |
2 Sept | 25278.70 | 1131.3 | 55.30 | 19,275 | 12,000 | 17,200 |
30 Aug | 25235.90 | 1076 | -119.60 | 2,150 | 500 | 5,175 |
29 Aug | 25151.95 | 1195.6 | -65.25 | 7,225 | 4,725 | 4,725 |
28 Aug | 25052.35 | 1260.85 | 5.85 | 925 | 1,650 | 1,650 |
27 Aug | 25017.75 | 1255 | -43.10 | 525 | 1,400 | 1,400 |
26 Aug | 25010.60 | 1298.1 | -271.50 | 500 | 325 | 1,175 |
23 Aug | 24823.15 | 1569.6 | 0.00 | 0 | 0 | 0 |
22 Aug | 24811.50 | 1569.6 | 0.00 | 0 | 0 | 0 |
21 Aug | 24770.20 | 1569.6 | 0.00 | 0 | 175 | 0 |
20 Aug | 24698.85 | 1569.6 | -147.40 | 1,250 | 175 | 850 |
19 Aug | 24572.65 | 1717 | -33.00 | 250 | 125 | 675 |
16 Aug | 24541.15 | 1750 | -89.65 | 50 | 0 | 500 |
14 Aug | 24143.75 | 1839.65 | 0.00 | 0 | 0 | 0 |
13 Aug | 24139.00 | 1839.65 | 0.00 | 0 | 0 | 0 |
12 Aug | 24347.00 | 1839.65 | 0.00 | 0 | 100 | 0 |
9 Aug | 24367.50 | 1839.65 | -160.35 | 125 | 100 | 500 |
8 Aug | 24117.00 | 2000 | 0.00 | 0 | 100 | 0 |
7 Aug | 24297.50 | 2000 | 0.00 | 100 | 0 | 300 |
6 Aug | 23992.55 | 2000 | -300.00 | 100 | 0 | 200 |
5 Aug | 24055.60 | 2300 | 425.10 | 200 | 0 | 0 |
2 Aug | 24702.00 | 1874.90 | 0 | 0 | 0 |
For Nifty - strike price 26500 expiring on 31OCT2024
Delta for 26500 PE is -
Historical price for 26500 PE is as follows
On 29 Oct NIFTY was trading at 24466.85. The strike last trading price was 2023.9, which was -114.35 lower than the previous day. The implied volatity was -, the open interest changed by -86450 which decreased total open position to 247475
On 28 Oct NIFTY was trading at 24339.15. The strike last trading price was 2138.25, which was -134.00 lower than the previous day. The implied volatity was -, the open interest changed by -24825 which decreased total open position to 334000
On 25 Oct NIFTY was trading at 24180.80. The strike last trading price was 2272.25, which was 238.25 higher than the previous day. The implied volatity was -, the open interest changed by -43750 which decreased total open position to 358825
On 24 Oct NIFTY was trading at 24399.40. The strike last trading price was 2034, which was 27.75 higher than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 402525
On 23 Oct NIFTY was trading at 24435.50. The strike last trading price was 2006.25, which was 40.35 higher than the previous day. The implied volatity was -, the open interest changed by -5325 which decreased total open position to 402000
On 22 Oct NIFTY was trading at 24472.10. The strike last trading price was 1965.9, which was 247.80 higher than the previous day. The implied volatity was -, the open interest changed by -16400 which decreased total open position to 407325
On 21 Oct NIFTY was trading at 24781.10. The strike last trading price was 1718.1, which was 187.50 higher than the previous day. The implied volatity was -, the open interest changed by -5075 which decreased total open position to 423750
On 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 1530.6, which was -116.60 lower than the previous day. The implied volatity was -, the open interest changed by -23375 which decreased total open position to 428900
On 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 1647.2, which was 190.25 higher than the previous day. The implied volatity was -, the open interest changed by 446325 which increased total open position to 452350
On 16 Oct NIFTY was trading at 24971.30. The strike last trading price was 1456.95, which was 98.25 higher than the previous day. The implied volatity was -, the open interest changed by -14975 which decreased total open position to 468300
On 15 Oct NIFTY was trading at 25057.35. The strike last trading price was 1358.7, which was 98.35 higher than the previous day. The implied volatity was -, the open interest changed by -3650 which decreased total open position to 483250
On 14 Oct NIFTY was trading at 25127.95. The strike last trading price was 1260.35, which was -188.80 lower than the previous day. The implied volatity was -, the open interest changed by -14850 which decreased total open position to 486975
On 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 1449.15, which was 76.50 higher than the previous day. The implied volatity was -, the open interest changed by -4150 which decreased total open position to 502025
On 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 1372.65, which was -10.40 lower than the previous day. The implied volatity was -, the open interest changed by 494625 which increased total open position to 506225
On 9 Oct NIFTY was trading at 24981.95. The strike last trading price was 1383.05, which was 28.05 higher than the previous day. The implied volatity was -, the open interest changed by 494600 which increased total open position to 505000
On 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 1355, which was -147.15 lower than the previous day. The implied volatity was -, the open interest changed by 525175 which increased total open position to 525175
On 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 1502.15, which was 197.15 higher than the previous day. The implied volatity was -, the open interest changed by 534725 which increased total open position to 534725
On 4 Oct NIFTY was trading at 25014.60. The strike last trading price was 1305, which was 254.00 higher than the previous day. The implied volatity was -, the open interest changed by 6425 which increased total open position to 578750
On 3 Oct NIFTY was trading at 25250.10. The strike last trading price was 1051, which was 423.00 higher than the previous day. The implied volatity was -, the open interest changed by 575200 which increased total open position to 575200
On 1 Oct NIFTY was trading at 25796.90. The strike last trading price was 628, which was -9.50 lower than the previous day. The implied volatity was -, the open interest changed by 699525 which increased total open position to 699525
On 30 Sept NIFTY was trading at 25810.85. The strike last trading price was 637.5, which was 224.50 higher than the previous day. The implied volatity was -, the open interest changed by -166950 which decreased total open position to 869550
On 27 Sept NIFTY was trading at 26178.95. The strike last trading price was 413, which was -45.00 lower than the previous day. The implied volatity was -, the open interest changed by 1035125 which increased total open position to 1035425
On 26 Sept NIFTY was trading at 26216.05. The strike last trading price was 458, which was -106.00 lower than the previous day. The implied volatity was -, the open interest changed by 719925 which increased total open position to 781700
On 25 Sept NIFTY was trading at 26004.15. The strike last trading price was 564, which was -53.10 lower than the previous day. The implied volatity was -, the open interest changed by 329725 which increased total open position to 370175
On 24 Sept NIFTY was trading at 25940.40. The strike last trading price was 617.1, which was -40.20 lower than the previous day. The implied volatity was -, the open interest changed by 334900 which increased total open position to 334900
On 23 Sept NIFTY was trading at 25939.05. The strike last trading price was 657.3, which was -82.70 lower than the previous day. The implied volatity was -, the open interest changed by 310450 which increased total open position to 317125
On 20 Sept NIFTY was trading at 25790.95. The strike last trading price was 740, which was -193.95 lower than the previous day. The implied volatity was -, the open interest changed by 159700 which increased total open position to 159700
On 19 Sept NIFTY was trading at 25415.80. The strike last trading price was 933.95, which was -124.05 lower than the previous day. The implied volatity was -, the open interest changed by 89900 which increased total open position to 90200
On 18 Sept NIFTY was trading at 25377.55. The strike last trading price was 1058, which was 65.00 higher than the previous day. The implied volatity was -, the open interest changed by 62475 which increased total open position to 62475
On 17 Sept NIFTY was trading at 25418.55. The strike last trading price was 993, which was -3.15 lower than the previous day. The implied volatity was -, the open interest changed by 49000 which increased total open position to 49000
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 996.15, which was -68.85 lower than the previous day. The implied volatity was -, the open interest changed by 42900 which increased total open position to 42900
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 1065, which was -25.25 lower than the previous day. The implied volatity was -, the open interest changed by 40550 which increased total open position to 40550
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 1090.25, which was -352.75 lower than the previous day. The implied volatity was -, the open interest changed by 36800 which increased total open position to 36800
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 1443, which was 139.80 higher than the previous day. The implied volatity was -, the open interest changed by 34700 which increased total open position to 34700
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 1303.2, which was -176.80 lower than the previous day. The implied volatity was -, the open interest changed by 37775 which increased total open position to 37775
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 1480, which was -5.55 lower than the previous day. The implied volatity was -, the open interest changed by -325 which decreased total open position to 30775
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 1485.55, which was 286.00 higher than the previous day. The implied volatity was -, the open interest changed by 825 which increased total open position to 31225
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 1199.55, which was -2.90 lower than the previous day. The implied volatity was -, the open interest changed by 30425 which increased total open position to 30425
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 1202.45, which was 84.40 higher than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 24625
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 1118.05, which was -13.25 lower than the previous day. The implied volatity was -, the open interest changed by 7550 which increased total open position to 24675
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 1131.3, which was 55.30 higher than the previous day. The implied volatity was -, the open interest changed by 12000 which increased total open position to 17200
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 1076, which was -119.60 lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 5175
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 1195.6, which was -65.25 lower than the previous day. The implied volatity was -, the open interest changed by 4725 which increased total open position to 4725
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 1260.85, which was 5.85 higher than the previous day. The implied volatity was -, the open interest changed by 1650 which increased total open position to 1650
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 1255, which was -43.10 lower than the previous day. The implied volatity was -, the open interest changed by 1400 which increased total open position to 1400
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 1298.1, which was -271.50 lower than the previous day. The implied volatity was -, the open interest changed by 325 which increased total open position to 1175
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 1569.6, 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 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 1569.6, 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 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 1569.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 0
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 1569.6, which was -147.40 lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 850
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 1717, which was -33.00 lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 675
On 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 1750, which was -89.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 500
On 14 Aug NIFTY was trading at 24143.75. The strike last trading price was 1839.65, 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 Aug NIFTY was trading at 24139.00. The strike last trading price was 1839.65, 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 Aug NIFTY was trading at 24347.00. The strike last trading price was 1839.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 0
On 9 Aug NIFTY was trading at 24367.50. The strike last trading price was 1839.65, which was -160.35 lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 500
On 8 Aug NIFTY was trading at 24117.00. The strike last trading price was 2000, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 0
On 7 Aug NIFTY was trading at 24297.50. The strike last trading price was 2000, 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 300
On 6 Aug NIFTY was trading at 23992.55. The strike last trading price was 2000, which was -300.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 200
On 5 Aug NIFTY was trading at 24055.60. The strike last trading price was 2300, which was 425.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Aug NIFTY was trading at 24702.00. The strike last trading price was 1874.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0