NIFTY
Nifty
Historical option data for NIFTY
20 Dec 2024 04:11 PM IST
NIFTY 26DEC2024 26500 CE | ||||||||||
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Delta: 0.01
Vega: 0.49
Theta: -1.43
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
20 Dec | 23587.50 | 1.85 | -0.95 | 34.44 | 1,49,385 | 9,325 | 73,398.667 | |||
19 Dec | 23951.70 | 2.8 | -2.95 | 29.69 | 1,55,689.333 | -24,702 | 63,166.333 | |||
18 Dec | 24198.85 | 5.75 | 1.70 | 27.58 | 1,49,330 | -53,744 | 49,662.333 | |||
17 Dec | 24336.00 | 4.05 | 1.60 | 23.66 | 82,055.667 | -13,514.333 | 23,395 | |||
16 Dec | 24668.25 | 2.45 | -1.15 | 17.98 | 23,000.333 | 8,155.667 | 24,019 | |||
13 Dec | 24768.30 | 3.6 | -0.30 | 15.28 | 14,663.667 | -1,629 | 15,850 | |||
12 Dec | 24548.70 | 3.9 | -1.30 | 16.84 | 11,193 | -651.333 | 17,061 | |||
11 Dec | 24641.80 | 5.2 | -0.40 | 16.12 | 6,366.667 | 709 | 17,723.667 | |||
10 Dec | 24610.05 | 5.6 | -0.60 | 15.81 | 10,636.333 | -34.667 | 17,162.667 | |||
9 Dec | 24619.00 | 6.2 | -0.50 | 15.48 | 10,026.667 | -112.667 | 17,206 | |||
6 Dec | 24677.80 | 6.7 | 0.10 | 13.98 | 15,159.333 | 251.333 | 17,271 | |||
5 Dec | 24708.40 | 6.6 | 1.70 | 13.33 | 25,282.333 | 4,238.333 | 17,018.667 | |||
4 Dec | 24467.45 | 4.9 | 0.30 | 14.02 | 5,450.333 | 23 | 12,802.667 | |||
3 Dec | 24457.15 | 4.6 | -1.10 | 13.65 | 7,329.667 | 29 | 12,784.667 | |||
2 Dec | 24276.05 | 5.7 | 0.70 | 14.83 | 6,843 | 1,354 | 12,732 | |||
29 Nov | 24131.10 | 5 | -0.70 | 14.53 | 6,793.333 | -167.667 | 11,411.333 | |||
28 Nov | 23914.15 | 5.7 | -1.55 | 15.48 | 9,976 | 202.333 | 11,571 | |||
27 Nov | 24274.90 | 7.25 | -0.30 | 13.78 | 9,217 | 1,125 | 11,347.333 | |||
26 Nov | 24194.50 | 7.55 | -0.95 | 14.09 | 3,690 | 521.333 | 10,229 | |||
25 Nov | 24221.90 | 8.5 | -0.20 | 13.73 | 10,963.333 | 833 | 9,713.667 | |||
22 Nov | 23907.25 | 8.7 | 1.25 | 15.21 | 6,637.333 | -603.667 | 8,277 | |||
21 Nov | 23349.90 | 7.45 | -2.85 | 17.54 | 6,767 | -143.333 | 8,818.333 | |||
19 Nov | 23518.50 | 10.3 | 1.30 | 17.14 | 9,089.667 | -666 | 8,953.667 | |||
18 Nov | 23453.80 | 9 | -6.30 | 16.55 | 7,518.667 | -397.333 | 9,683.333 | |||
14 Nov | 23532.70 | 15.3 | -2.00 | 16.47 | 5,395 | -172.333 | 10,074.333 | |||
13 Nov | 23559.05 | 17.3 | -0.80 | 16.35 | 6,667.333 | -722 | 10,253.667 | |||
12 Nov | 23883.45 | 18.1 | -1.40 | 14.93 | 5,582 | -312.667 | 10,977 | |||
11 Nov | 24141.30 | 19.5 | -5.25 | 13.36 | 9,441.667 | 926 | 11,298.333 | |||
8 Nov | 24148.20 | 24.75 | -1.00 | 13.51 | 8,410.333 | 1,668.333 | 10,380.667 | |||
7 Nov | 24199.35 | 25.75 | -8.55 | 12.98 | 6,671 | -660.333 | 8,718.333 | |||
6 Nov | 24484.05 | 34.3 | 1.75 | 11.91 | 9,148 | -110.333 | 9,380 | |||
5 Nov | 24213.30 | 32.55 | 1.00 | 13.27 | 4,691 | -466.333 | 9,485.667 | |||
4 Nov | 23995.35 | 31.55 | -5.45 | 14.17 | 6,592 | -174.333 | 9,956.333 | |||
1 Nov | 24304.35 | 37 | -3.00 | 12.46 | 2,000 | -76.333 | 10,128 | |||
31 Oct | 24205.35 | 40 | -5.10 | - | 3,321.333 | 74.667 | 10,234.667 | |||
30 Oct | 24340.85 | 45.1 | 0.50 | - | 3,194 | 122.667 | 10,166 | |||
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29 Oct | 24466.85 | 44.6 | 3.45 | - | 3,656 | -7.333 | 10,048.667 | |||
28 Oct | 24339.15 | 41.15 | 1.15 | - | 4,028.667 | 226 | 10,062.667 | |||
25 Oct | 24180.80 | 40 | -14.05 | - | 7,595.667 | 502.667 | 9,836.667 | |||
24 Oct | 24399.40 | 54.05 | -9.00 | - | 4,519.333 | 938 | 9,325 | |||
23 Oct | 24435.50 | 63.05 | -10.95 | - | 8,009 | -1,843 | 8,449.667 | |||
22 Oct | 24472.10 | 74 | -19.60 | - | 5,984 | -598 | 10,309.667 | |||
21 Oct | 24781.10 | 93.6 | -23.25 | - | 3,794.333 | 714.667 | 10,884.333 | |||
18 Oct | 24854.05 | 116.85 | 1.90 | - | 4,221.333 | 265.667 | 10,200.333 | |||
17 Oct | 24749.85 | 114.95 | -36.50 | - | 4,616.667 | 1,239.333 | 9,962 | |||
16 Oct | 24971.30 | 151.45 | -19.55 | - | 1,675.667 | 316 | 8,722.333 | |||
15 Oct | 25057.35 | 171 | -19.00 | - | 2,546 | 787.333 | 8,409 | |||
14 Oct | 25127.95 | 190 | 16.80 | - | 1,074.333 | 96 | 7,603.333 | |||
11 Oct | 24964.25 | 173.2 | -27.30 | - | 1,413.333 | -91 | 7,508.667 | |||
10 Oct | 24998.45 | 200.5 | -7.30 | - | 2,176 | 625 | 7,603.667 | |||
9 Oct | 24981.95 | 207.8 | -14.20 | - | 2,891 | 1,204.667 | 6,985 | |||
8 Oct | 25013.15 | 222 | 34.00 | - | 2,492.333 | 94.667 | 5,779.667 | |||
7 Oct | 24795.75 | 188 | -44.10 | - | 4,626.333 | 205 | 5,700 | |||
4 Oct | 25014.60 | 232.1 | -70.90 | - | 8,466 | 2,870.667 | 5,498.667 | |||
3 Oct | 25250.10 | 303 | -163.80 | - | 3,499.667 | 1,023 | 2,624.667 | |||
1 Oct | 25796.90 | 466.8 | -14.20 | - | 1,222.667 | 89.667 | 1,614.333 | |||
30 Sept | 25810.85 | 481 | -167.50 | - | 1,053.333 | 128 | 1,517.667 | |||
27 Sept | 26173.35 | 648.50 | - | 2,095.667 | 1,391 | 1,391 |
For Nifty - strike price 26500 expiring on 26DEC2024
Delta for 26500 CE is 0.01
Historical price for 26500 CE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 1.85, which was -0.95 lower than the previous day. The implied volatity was 34.44, the open interest changed by 27975 which increased total open position to 220196
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 2.8, which was -2.95 lower than the previous day. The implied volatity was 29.69, the open interest changed by -74106 which decreased total open position to 189499
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 5.75, which was 1.70 higher than the previous day. The implied volatity was 27.58, the open interest changed by -161232 which decreased total open position to 148987
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 4.05, which was 1.60 higher than the previous day. The implied volatity was 23.66, the open interest changed by -40543 which decreased total open position to 70185
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 2.45, which was -1.15 lower than the previous day. The implied volatity was 17.98, the open interest changed by 24467 which increased total open position to 72057
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 3.6, which was -0.30 lower than the previous day. The implied volatity was 15.28, the open interest changed by -4887 which decreased total open position to 47550
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 3.9, which was -1.30 lower than the previous day. The implied volatity was 16.84, the open interest changed by -1954 which decreased total open position to 51183
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 5.2, which was -0.40 lower than the previous day. The implied volatity was 16.12, the open interest changed by 2127 which increased total open position to 53171
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 5.6, which was -0.60 lower than the previous day. The implied volatity was 15.81, the open interest changed by -104 which decreased total open position to 51488
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 6.2, which was -0.50 lower than the previous day. The implied volatity was 15.48, the open interest changed by -338 which decreased total open position to 51618
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 6.7, which was 0.10 higher than the previous day. The implied volatity was 13.98, the open interest changed by 754 which increased total open position to 51813
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 6.6, which was 1.70 higher than the previous day. The implied volatity was 13.33, the open interest changed by 12715 which increased total open position to 51056
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 4.9, which was 0.30 higher than the previous day. The implied volatity was 14.02, the open interest changed by 69 which increased total open position to 38408
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 4.6, which was -1.10 lower than the previous day. The implied volatity was 13.65, the open interest changed by 87 which increased total open position to 38354
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 5.7, which was 0.70 higher than the previous day. The implied volatity was 14.83, the open interest changed by 4062 which increased total open position to 38196
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 5, which was -0.70 lower than the previous day. The implied volatity was 14.53, the open interest changed by -503 which decreased total open position to 34234
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 5.7, which was -1.55 lower than the previous day. The implied volatity was 15.48, the open interest changed by 607 which increased total open position to 34713
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 7.25, which was -0.30 lower than the previous day. The implied volatity was 13.78, the open interest changed by 3375 which increased total open position to 34042
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 7.55, which was -0.95 lower than the previous day. The implied volatity was 14.09, the open interest changed by 1564 which increased total open position to 30687
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 8.5, which was -0.20 lower than the previous day. The implied volatity was 13.73, the open interest changed by 2499 which increased total open position to 29141
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 8.7, which was 1.25 higher than the previous day. The implied volatity was 15.21, the open interest changed by -1811 which decreased total open position to 24831
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 7.45, which was -2.85 lower than the previous day. The implied volatity was 17.54, the open interest changed by -430 which decreased total open position to 26455
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 10.3, which was 1.30 higher than the previous day. The implied volatity was 17.14, the open interest changed by -1998 which decreased total open position to 26861
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 9, which was -6.30 lower than the previous day. The implied volatity was 16.55, the open interest changed by -1192 which decreased total open position to 29050
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 15.3, which was -2.00 lower than the previous day. The implied volatity was 16.47, the open interest changed by -517 which decreased total open position to 30223
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 17.3, which was -0.80 lower than the previous day. The implied volatity was 16.35, the open interest changed by -2166 which decreased total open position to 30761
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 18.1, which was -1.40 lower than the previous day. The implied volatity was 14.93, the open interest changed by -938 which decreased total open position to 32931
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 19.5, which was -5.25 lower than the previous day. The implied volatity was 13.36, the open interest changed by 2778 which increased total open position to 33895
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 24.75, which was -1.00 lower than the previous day. The implied volatity was 13.51, the open interest changed by 5005 which increased total open position to 31142
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 25.75, which was -8.55 lower than the previous day. The implied volatity was 12.98, the open interest changed by -1981 which decreased total open position to 26155
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 34.3, which was 1.75 higher than the previous day. The implied volatity was 11.91, the open interest changed by -331 which decreased total open position to 28140
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 32.55, which was 1.00 higher than the previous day. The implied volatity was 13.27, the open interest changed by -1399 which decreased total open position to 28457
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 31.55, which was -5.45 lower than the previous day. The implied volatity was 14.17, the open interest changed by -523 which decreased total open position to 29869
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 37, which was -3.00 lower than the previous day. The implied volatity was 12.46, the open interest changed by -229 which decreased total open position to 30384
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 40, which was -5.10 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 45.1, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct NIFTY was trading at 24466.85. The strike last trading price was 44.6, which was 3.45 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 41.15, which was 1.15 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 40, which was -14.05 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 54.05, which was -9.00 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 63.05, which was -10.95 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 74, which was -19.60 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 93.6, which was -23.25 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 116.85, which was 1.90 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 114.95, which was -36.50 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 151.45, which was -19.55 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 171, which was -19.00 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 190, which was 16.80 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 173.2, which was -27.30 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 200.5, which was -7.30 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 207.8, which was -14.20 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 222, which was 34.00 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 188, which was -44.10 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 232.1, 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 303, which was -163.80 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 466.8, which was -14.20 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 481, which was -167.50 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 648.50, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
NIFTY 26DEC2024 26500 PE | |||||||
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Delta: -0.95
Vega: 3.28
Theta: -7.67
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
20 Dec | 23587.50 | 2860.55 | 376.25 | 53.39 | 116.667 | -58.667 | 2,821.667 |
19 Dec | 23951.70 | 2484.3 | 243.40 | - | 209 | 2,877.667 | 2,881 |
18 Dec | 24198.85 | 2240.9 | 153.60 | 32.07 | 95 | 3,036 | 3,038.333 |
17 Dec | 24336.00 | 2087.3 | 317.95 | - | 109 | -38 | 3,089.333 |
16 Dec | 24668.25 | 1769.35 | 144.30 | - | 85.667 | -55.333 | 3,128.667 |
13 Dec | 24768.30 | 1625.05 | -219.95 | 12.31 | 315.667 | -2.667 | 3,183.333 |
12 Dec | 24548.70 | 1845 | 88.50 | - | 54.667 | -23 | 3,186.333 |
11 Dec | 24641.80 | 1756.5 | -60.95 | - | 57 | -34 | 3,209.333 |
10 Dec | 24610.05 | 1817.45 | 26.55 | 24.52 | 42.333 | -14.333 | 3,243.333 |
9 Dec | 24619.00 | 1790.9 | 71.55 | 21.98 | 88.667 | 22.667 | 3,257.667 |
6 Dec | 24677.80 | 1719.35 | 11.65 | 18.90 | 109.333 | -2 | 3,236 |
5 Dec | 24708.40 | 1707.7 | -228.90 | 21.10 | 168.333 | 6 | 3,239 |
4 Dec | 24467.45 | 1936.6 | -14.40 | 22.35 | 142 | 34 | 3,235.333 |
3 Dec | 24457.15 | 1951 | -105.85 | 22.44 | 112 | 15 | 3,202 |
2 Dec | 24276.05 | 2056.85 | -109.60 | 15.53 | 325.333 | 59.667 | 3,187 |
29 Nov | 24131.10 | 2166.45 | -178.55 | - | 145.667 | 30 | 3,122.333 |
28 Nov | 23914.15 | 2345 | 315.00 | 15.96 | 661.333 | 544.667 | 3,088 |
27 Nov | 24274.90 | 2030 | -108.70 | 15.78 | 1,167 | 870 | 2,542.667 |
26 Nov | 24194.50 | 2138.7 | 98.70 | 20.10 | 562 | 336.667 | 1,671.667 |
25 Nov | 24221.90 | 2040 | -398.45 | 15.14 | 309 | 126 | 1,333.667 |
22 Nov | 23907.25 | 2438.45 | -528.85 | 21.91 | 96.667 | -15 | 1,192.667 |
21 Nov | 23349.90 | 2967.3 | 133.35 | 26.20 | 112.667 | 50.667 | 1,207.667 |
19 Nov | 23518.50 | 2833.95 | 11.95 | 25.21 | 36.667 | 15.333 | 1,157.333 |
18 Nov | 23453.80 | 2822 | 122.00 | 23.70 | 26 | 0.333 | 1,145.667 |
14 Nov | 23532.70 | 2700 | 81.20 | 21.60 | 229.667 | -89 | 1,145.333 |
13 Nov | 23559.05 | 2618.8 | 323.40 | 18.08 | 62.333 | -9 | 1,240 |
12 Nov | 23883.45 | 2295.4 | 195.40 | - | 19.667 | -3 | 1,249.333 |
11 Nov | 24141.30 | 2100 | -36.75 | 16.15 | 12.667 | 0.333 | 1,252.333 |
8 Nov | 24148.20 | 2136.75 | 98.25 | 18.58 | 211.333 | 41.667 | 1,252.333 |
7 Nov | 24199.35 | 2038.5 | 287.45 | 17.38 | 59.333 | 3.667 | 1,210.667 |
6 Nov | 24484.05 | 1751.05 | -313.25 | 15.97 | 102.667 | -6.333 | 1,207 |
5 Nov | 24213.30 | 2064.3 | -168.70 | 19.17 | 81 | -17 | 1,213.333 |
4 Nov | 23995.35 | 2233 | 248.75 | 18.74 | 192 | -48 | 1,232.667 |
1 Nov | 24304.35 | 1984.25 | 48.25 | 19.67 | 6 | 0 | 1,281.333 |
31 Oct | 24205.35 | 1936 | 81.10 | - | 100.333 | 18.333 | 1,281.333 |
30 Oct | 24340.85 | 1854.9 | 105.45 | - | 91 | 2 | 1,264 |
29 Oct | 24466.85 | 1749.45 | -123.55 | - | 128 | 43 | 1,259 |
28 Oct | 24339.15 | 1873 | -120.20 | - | 75.333 | 18.333 | 1,216 |
25 Oct | 24180.80 | 1993.2 | 240.70 | - | 258.667 | 1.667 | 1,197.667 |
24 Oct | 24399.40 | 1752.5 | -9.65 | - | 74 | 5 | 1,195.667 |
23 Oct | 24435.50 | 1762.15 | 58.40 | - | 476.667 | 20.333 | 1,192.333 |
22 Oct | 24472.10 | 1703.75 | 190.65 | - | 436.667 | -95 | 1,172.667 |
21 Oct | 24781.10 | 1513.1 | 218.30 | - | 916.333 | -515.667 | 1,269 |
18 Oct | 24854.05 | 1294.8 | -135.20 | - | 107.667 | -52.333 | 1,784.667 |
17 Oct | 24749.85 | 1430 | 163.50 | - | 357 | -78 | 1,838 |
16 Oct | 24971.30 | 1266.5 | 51.10 | - | 227 | 0.333 | 1,916 |
15 Oct | 25057.35 | 1215.4 | 69.35 | - | 668 | 61.667 | 1,917 |
14 Oct | 25127.95 | 1146.05 | -149.55 | - | 35.333 | -16.667 | 1,855 |
11 Oct | 24964.25 | 1295.6 | 55.25 | - | 149.667 | 46.667 | 1,871.667 |
10 Oct | 24998.45 | 1240.35 | -26.25 | - | 197 | 3 | 1,826.333 |
9 Oct | 24981.95 | 1266.6 | 26.65 | - | 1,116.333 | 909.667 | 1,824.667 |
8 Oct | 25013.15 | 1239.95 | -125.05 | - | 71 | 1.667 | 914.667 |
7 Oct | 24795.75 | 1365 | 140.10 | - | 163.333 | 25.667 | 914.333 |
4 Oct | 25014.60 | 1224.9 | 209.30 | - | 423.667 | 51.667 | 890 |
3 Oct | 25250.10 | 1015.6 | 302.60 | - | 651 | 46.667 | 839.667 |
1 Oct | 25796.90 | 713 | -23.90 | - | 342 | -18.667 | 793.667 |
30 Sept | 25810.85 | 736.9 | 148.20 | - | 622.333 | 164 | 812.667 |
27 Sept | 26173.35 | 588.70 | - | 1,198 | 650 | 650 |
For Nifty - strike price 26500 expiring on 26DEC2024
Delta for 26500 PE is -0.95
Historical price for 26500 PE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 2860.55, which was 376.25 higher than the previous day. The implied volatity was 53.39, the open interest changed by -176 which decreased total open position to 8465
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 2484.3, which was 243.40 higher than the previous day. The implied volatity was -, the open interest changed by 8633 which increased total open position to 8643
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 2240.9, which was 153.60 higher than the previous day. The implied volatity was 32.07, the open interest changed by 9108 which increased total open position to 9115
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 2087.3, which was 317.95 higher than the previous day. The implied volatity was -, the open interest changed by -114 which decreased total open position to 9268
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 1769.35, which was 144.30 higher than the previous day. The implied volatity was -, the open interest changed by -166 which decreased total open position to 9386
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 1625.05, which was -219.95 lower than the previous day. The implied volatity was 12.31, the open interest changed by -8 which decreased total open position to 9550
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 1845, which was 88.50 higher than the previous day. The implied volatity was -, the open interest changed by -69 which decreased total open position to 9559
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 1756.5, which was -60.95 lower than the previous day. The implied volatity was -, the open interest changed by -102 which decreased total open position to 9628
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 1817.45, which was 26.55 higher than the previous day. The implied volatity was 24.52, the open interest changed by -43 which decreased total open position to 9730
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 1790.9, which was 71.55 higher than the previous day. The implied volatity was 21.98, the open interest changed by 68 which increased total open position to 9773
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 1719.35, which was 11.65 higher than the previous day. The implied volatity was 18.90, the open interest changed by -6 which decreased total open position to 9708
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 1707.7, which was -228.90 lower than the previous day. The implied volatity was 21.10, the open interest changed by 18 which increased total open position to 9717
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 1936.6, which was -14.40 lower than the previous day. The implied volatity was 22.35, the open interest changed by 102 which increased total open position to 9706
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 1951, which was -105.85 lower than the previous day. The implied volatity was 22.44, the open interest changed by 45 which increased total open position to 9606
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 2056.85, which was -109.60 lower than the previous day. The implied volatity was 15.53, the open interest changed by 179 which increased total open position to 9561
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 2166.45, which was -178.55 lower than the previous day. The implied volatity was -, the open interest changed by 90 which increased total open position to 9367
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 2345, which was 315.00 higher than the previous day. The implied volatity was 15.96, the open interest changed by 1634 which increased total open position to 9264
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 2030, which was -108.70 lower than the previous day. The implied volatity was 15.78, the open interest changed by 2610 which increased total open position to 7628
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 2138.7, which was 98.70 higher than the previous day. The implied volatity was 20.10, the open interest changed by 1010 which increased total open position to 5015
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 2040, which was -398.45 lower than the previous day. The implied volatity was 15.14, the open interest changed by 378 which increased total open position to 4001
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 2438.45, which was -528.85 lower than the previous day. The implied volatity was 21.91, the open interest changed by -45 which decreased total open position to 3578
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 2967.3, which was 133.35 higher than the previous day. The implied volatity was 26.20, the open interest changed by 152 which increased total open position to 3623
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 2833.95, which was 11.95 higher than the previous day. The implied volatity was 25.21, the open interest changed by 46 which increased total open position to 3472
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 2822, which was 122.00 higher than the previous day. The implied volatity was 23.70, the open interest changed by 1 which increased total open position to 3437
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 2700, which was 81.20 higher than the previous day. The implied volatity was 21.60, the open interest changed by -267 which decreased total open position to 3436
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 2618.8, which was 323.40 higher than the previous day. The implied volatity was 18.08, the open interest changed by -27 which decreased total open position to 3720
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 2295.4, which was 195.40 higher than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 3748
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 2100, which was -36.75 lower than the previous day. The implied volatity was 16.15, the open interest changed by 1 which increased total open position to 3757
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 2136.75, which was 98.25 higher than the previous day. The implied volatity was 18.58, the open interest changed by 125 which increased total open position to 3757
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 2038.5, which was 287.45 higher than the previous day. The implied volatity was 17.38, the open interest changed by 11 which increased total open position to 3632
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 1751.05, which was -313.25 lower than the previous day. The implied volatity was 15.97, the open interest changed by -19 which decreased total open position to 3621
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 2064.3, which was -168.70 lower than the previous day. The implied volatity was 19.17, the open interest changed by -51 which decreased total open position to 3640
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 2233, which was 248.75 higher than the previous day. The implied volatity was 18.74, the open interest changed by -144 which decreased total open position to 3698
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 1984.25, which was 48.25 higher than the previous day. The implied volatity was 19.67, the open interest changed by 0 which decreased total open position to 3844
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 1936, which was 81.10 higher 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 1854.9, which was 105.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct NIFTY was trading at 24466.85. The strike last trading price was 1749.45, which was -123.55 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 1873, which was -120.20 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 1993.2, which was 240.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct NIFTY was trading at 24399.40. The strike last trading price was 1752.5, which was -9.65 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 1762.15, which was 58.40 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 1703.75, which was 190.65 higher 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 1513.1, which was 218.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 1294.8, which was -135.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 1430, which was 163.50 higher 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 1266.5, which was 51.10 higher 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 1215.4, 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 14 Oct NIFTY was trading at 25127.95. The strike last trading price was 1146.05, which was -149.55 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 1295.6, which was 55.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 1240.35, which was -26.25 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 1266.6, which was 26.65 higher 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 1239.95, which was -125.05 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 1365, which was 140.10 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 1224.9, which was 209.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct NIFTY was trading at 25250.10. The strike last trading price was 1015.6, which was 302.60 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 713, which was -23.90 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 736.9, which was 148.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept NIFTY was trading at 26173.35. The strike last trading price was 588.70, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to