NIFTY
Nifty
Historical option data for NIFTY
20 Dec 2024 04:11 PM IST
| NIFTY 26DEC2024 26600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.43
Theta: -1.27
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 23587.50 | 1.6 | -1.00 | 34.90 | 9,711.667 | 278.333 | 2,027.333 | |||
| 19 Dec | 23951.70 | 2.6 | -2.20 | 30.41 | 8,307 | -376 | 1,736.667 | |||
| 18 Dec | 24198.85 | 4.8 | 0.55 | 27.88 | 7,556.667 | 714.333 | 2,105 | |||
| 17 Dec | 24336.00 | 4.25 | 2.10 | 24.73 | 4,946.333 | -166 | 1,413 | |||
| 16 Dec | 24668.25 | 2.15 | -1.05 | 18.52 | 2,752 | 325 | 1,581.333 | |||
| 13 Dec | 24768.30 | 3.2 | -0.35 | 15.80 | 2,523 | -77 | 1,285.667 | |||
| 12 Dec | 24548.70 | 3.55 | -1.10 | 17.35 | 1,921 | 127 | 1,344.667 | |||
| 11 Dec | 24641.80 | 4.65 | -0.45 | 16.60 | 1,120.333 | 232.333 | 1,219 | |||
| 10 Dec | 24610.05 | 5.1 | -0.50 | 16.31 | 1,068 | -49.333 | 987 | |||
| 9 Dec | 24619.00 | 5.6 | -0.35 | 15.95 | 1,263.667 | 9.667 | 982.333 | |||
| 6 Dec | 24677.80 | 5.95 | 0.30 | 14.38 | 2,134.667 | -116.667 | 985.667 | |||
| 5 Dec | 24708.40 | 5.65 | 1.20 | 13.65 | 4,235 | 345.333 | 1,102.333 | |||
| 4 Dec | 24467.45 | 4.45 | -0.85 | 14.43 | 457.667 | -17.333 | 757 | |||
| 3 Dec | 24457.15 | 5.3 | 0.05 | 14.53 | 240.667 | 45.333 | 774.333 | |||
| 2 Dec | 24276.05 | 5.25 | 0.50 | 15.23 | 231.667 | 16 | 728 | |||
| 29 Nov | 24131.10 | 4.75 | 0.25 | 14.97 | 242.667 | 46 | 713.333 | |||
| 28 Nov | 23914.15 | 4.5 | -3.00 | 15.51 | 916 | -87.667 | 667.333 | |||
| 27 Nov | 24274.90 | 7.5 | -0.95 | 14.40 | 481.667 | 29 | 764.333 | |||
| 26 Nov | 24194.50 | 8.45 | -0.25 | 14.89 | 346.333 | 142.333 | 737 | |||
| 25 Nov | 24221.90 | 8.7 | -0.10 | 14.32 | 751.667 | 139.667 | 591.667 | |||
| 22 Nov | 23907.25 | 8.8 | 0.75 | 15.74 | 134.333 | 50.333 | 502.333 | |||
| 21 Nov | 23349.90 | 8.05 | -2.10 | 18.24 | 182.333 | 8.333 | 451.667 | |||
| 19 Nov | 23518.50 | 10.15 | 1.20 | 17.57 | 507.667 | 7 | 443.667 | |||
| 18 Nov | 23453.80 | 8.95 | -6.35 | 17.01 | 311 | -1.333 | 436.667 | |||
| 14 Nov | 23532.70 | 15.3 | -1.40 | 16.95 | 102.667 | 5.333 | 438 | |||
| 13 Nov | 23559.05 | 16.7 | -0.15 | 16.73 | 107.333 | -1.333 | 433.333 | |||
| 12 Nov | 23883.45 | 16.85 | -0.55 | 15.22 | 147.333 | -39 | 455.667 | |||
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| 11 Nov | 24141.30 | 17.4 | -4.45 | 13.56 | 576.333 | 28.333 | 494.667 | |||
| 8 Nov | 24148.20 | 21.85 | -2.20 | 13.67 | 525.667 | 94.667 | 466.333 | |||
| 7 Nov | 24199.35 | 24.05 | -6.95 | 13.29 | 236.333 | 35.333 | 369.667 | |||
| 6 Nov | 24484.05 | 31 | 2.20 | 12.15 | 330.333 | 4.667 | 333.333 | |||
| 5 Nov | 24213.30 | 28.8 | 0.10 | 13.42 | 112 | -10 | 328.667 | |||
| 4 Nov | 23995.35 | 28.7 | -10.40 | 14.37 | 247.333 | 9.667 | 338.333 | |||
| 1 Nov | 24304.35 | 39.1 | 2.25 | 13.13 | 1 | 0 | 328.333 | |||
| 31 Oct | 24205.35 | 36.85 | -2.80 | - | 42.333 | -10 | 323.333 | |||
| 30 Oct | 24340.85 | 39.65 | -1.95 | - | 85 | 0 | 334.667 | |||
| 29 Oct | 24466.85 | 41.6 | 3.30 | - | 40 | 4.667 | 335.667 | |||
| 28 Oct | 24339.15 | 38.3 | 0.60 | - | 124 | 56 | 331 | |||
| 25 Oct | 24180.80 | 37.7 | -9.10 | - | 175.667 | -56.667 | 275 | |||
| 24 Oct | 24399.40 | 46.8 | -9.45 | - | 281 | 85.667 | 331.667 | |||
| 23 Oct | 24435.50 | 56.25 | -11.90 | - | 242.333 | -24 | 246 | |||
| 22 Oct | 24472.10 | 68.15 | -11.80 | - | 1,128.667 | -874.667 | 277.333 | |||
| 21 Oct | 24781.10 | 79.95 | -18.35 | - | 420.667 | 184 | 1,151.667 | |||
| 18 Oct | 24854.05 | 98.3 | 1.65 | - | 507 | 347 | 970 | |||
| 17 Oct | 24749.85 | 96.65 | -33.55 | - | 632.333 | 364.333 | 622.667 | |||
| 16 Oct | 24971.30 | 130.2 | -39.75 | - | 97 | 57 | 258.333 | |||
| 15 Oct | 25057.35 | 169.95 | -1.00 | - | 7.667 | -6.667 | 201.667 | |||
| 14 Oct | 25127.95 | 170.95 | -18.05 | - | 8.667 | 1.333 | 208.333 | |||
| 11 Oct | 24964.25 | 189 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 24998.45 | 189 | 0.00 | - | 0 | 1.667 | 0 | |||
| 9 Oct | 24981.95 | 189 | -1.00 | - | 7.333 | 1.667 | 207 | |||
| 8 Oct | 25013.15 | 190 | 22.00 | - | 17.333 | 6.333 | 205.333 | |||
| 7 Oct | 24795.75 | 168 | -39.00 | - | 60 | -20.667 | 204.667 | |||
| 4 Oct | 25014.60 | 207 | -51.35 | - | 100.333 | 23.333 | 221 | |||
| 3 Oct | 25250.10 | 258.35 | -166.85 | - | 83 | 26.667 | 200.333 | |||
| 1 Oct | 25796.90 | 425.2 | -18.20 | - | 65.333 | 3.667 | 173.667 | |||
| 30 Sept | 25810.85 | 443.4 | -152.60 | - | 222.667 | 165 | 166.667 | |||
| 27 Sept | 26173.35 | 596.00 | - | 1.667 | 1.333 | 1.333 | ||||
For Nifty - strike price 26600 expiring on 26DEC2024
Delta for 26600 CE is 0.00
Historical price for 26600 CE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 1.6, which was -1.00 lower than the previous day. The implied volatity was 34.90, the open interest changed by 835 which increased total open position to 6082
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 2.6, which was -2.20 lower than the previous day. The implied volatity was 30.41, the open interest changed by -1128 which decreased total open position to 5210
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 4.8, which was 0.55 higher than the previous day. The implied volatity was 27.88, the open interest changed by 2143 which increased total open position to 6315
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 4.25, which was 2.10 higher than the previous day. The implied volatity was 24.73, the open interest changed by -498 which decreased total open position to 4239
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 2.15, which was -1.05 lower than the previous day. The implied volatity was 18.52, the open interest changed by 975 which increased total open position to 4744
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 3.2, which was -0.35 lower than the previous day. The implied volatity was 15.80, the open interest changed by -231 which decreased total open position to 3857
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 3.55, which was -1.10 lower than the previous day. The implied volatity was 17.35, the open interest changed by 381 which increased total open position to 4034
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 4.65, which was -0.45 lower than the previous day. The implied volatity was 16.60, the open interest changed by 697 which increased total open position to 3657
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 5.1, which was -0.50 lower than the previous day. The implied volatity was 16.31, the open interest changed by -148 which decreased total open position to 2961
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 5.6, which was -0.35 lower than the previous day. The implied volatity was 15.95, the open interest changed by 29 which increased total open position to 2947
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 5.95, which was 0.30 higher than the previous day. The implied volatity was 14.38, the open interest changed by -350 which decreased total open position to 2957
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 5.65, which was 1.20 higher than the previous day. The implied volatity was 13.65, the open interest changed by 1036 which increased total open position to 3307
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 4.45, which was -0.85 lower than the previous day. The implied volatity was 14.43, the open interest changed by -52 which decreased total open position to 2271
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 5.3, which was 0.05 higher than the previous day. The implied volatity was 14.53, the open interest changed by 136 which increased total open position to 2323
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 5.25, which was 0.50 higher than the previous day. The implied volatity was 15.23, the open interest changed by 48 which increased total open position to 2184
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 4.75, which was 0.25 higher than the previous day. The implied volatity was 14.97, the open interest changed by 138 which increased total open position to 2140
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 4.5, which was -3.00 lower than the previous day. The implied volatity was 15.51, the open interest changed by -263 which decreased total open position to 2002
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 7.5, which was -0.95 lower than the previous day. The implied volatity was 14.40, the open interest changed by 87 which increased total open position to 2293
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 8.45, which was -0.25 lower than the previous day. The implied volatity was 14.89, the open interest changed by 427 which increased total open position to 2211
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 8.7, which was -0.10 lower than the previous day. The implied volatity was 14.32, the open interest changed by 419 which increased total open position to 1775
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 8.8, which was 0.75 higher than the previous day. The implied volatity was 15.74, the open interest changed by 151 which increased total open position to 1507
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 8.05, which was -2.10 lower than the previous day. The implied volatity was 18.24, the open interest changed by 25 which increased total open position to 1355
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 10.15, which was 1.20 higher than the previous day. The implied volatity was 17.57, the open interest changed by 21 which increased total open position to 1331
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 8.95, which was -6.35 lower than the previous day. The implied volatity was 17.01, the open interest changed by -4 which decreased total open position to 1310
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 15.3, which was -1.40 lower than the previous day. The implied volatity was 16.95, the open interest changed by 16 which increased total open position to 1314
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 16.7, which was -0.15 lower than the previous day. The implied volatity was 16.73, the open interest changed by -4 which decreased total open position to 1300
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 16.85, which was -0.55 lower than the previous day. The implied volatity was 15.22, the open interest changed by -117 which decreased total open position to 1367
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 17.4, which was -4.45 lower than the previous day. The implied volatity was 13.56, the open interest changed by 85 which increased total open position to 1484
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 21.85, which was -2.20 lower than the previous day. The implied volatity was 13.67, the open interest changed by 284 which increased total open position to 1399
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 24.05, which was -6.95 lower than the previous day. The implied volatity was 13.29, the open interest changed by 106 which increased total open position to 1109
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 31, which was 2.20 higher than the previous day. The implied volatity was 12.15, the open interest changed by 14 which increased total open position to 1000
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 28.8, which was 0.10 higher than the previous day. The implied volatity was 13.42, the open interest changed by -30 which decreased total open position to 986
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 28.7, which was -10.40 lower than the previous day. The implied volatity was 14.37, the open interest changed by 29 which increased total open position to 1015
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 39.1, which was 2.25 higher than the previous day. The implied volatity was 13.13, the open interest changed by 0 which decreased total open position to 985
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 36.85, which was -2.80 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 39.65, which was -1.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct NIFTY was trading at 24466.85. The strike last trading price was 41.6, which was 3.30 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 38.3, which was 0.60 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 37.7, which was -9.10 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 46.8, which was -9.45 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 56.25, which was -11.90 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 68.15, which was -11.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct NIFTY was trading at 24781.10. The strike last trading price was 79.95, which was -18.35 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 98.3, which was 1.65 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 96.65, which was -33.55 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 130.2, which was -39.75 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 169.95, which was -1.00 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 170.95, which was -18.05 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 189, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 189, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct NIFTY was trading at 24981.95. The strike last trading price was 189, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 190, which was 22.00 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 168, which was -39.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct NIFTY was trading at 25014.60. The strike last trading price was 207, which was -51.35 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 258.35, which was -166.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct NIFTY was trading at 25796.90. The strike last trading price was 425.2, which was -18.20 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 443.4, which was -152.60 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 596.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 26DEC2024 26600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.93
Vega: 4.27
Theta: -15.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23587.50 | 2985.1 | 654.50 | 61.40 | 23.667 | 19.667 | 321.667 |
| 19 Dec | 23951.70 | 2330.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 24198.85 | 2330.6 | 148.00 | 27.98 | 2.667 | 0 | 302 |
| 17 Dec | 24336.00 | 2182.6 | 332.60 | - | 1.667 | 1 | 302.667 |
| 16 Dec | 24668.25 | 1850 | 40.00 | - | 1 | 0.667 | 301.333 |
| 13 Dec | 24768.30 | 1810 | -83.45 | 30.26 | 1 | 0.333 | 300.333 |
| 12 Dec | 24548.70 | 1893.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 24641.80 | 1893.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 24610.05 | 1893.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 24619.00 | 1893.45 | -126.55 | 23.28 | 3.667 | 0 | 300 |
| 6 Dec | 24677.80 | 2020 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 24708.40 | 2020 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 24467.45 | 2020 | 0.00 | 0.00 | 0 | -0.333 | 0 |
| 3 Dec | 24457.15 | 2020 | -130.00 | 19.88 | 0.333 | 0 | 300.333 |
| 2 Dec | 24276.05 | 2150 | -178.75 | 13.10 | 1 | 0 | 301.333 |
| 29 Nov | 24131.10 | 2328.75 | -87.70 | 22.55 | 1.333 | 0 | 301.333 |
| 28 Nov | 23914.15 | 2416.45 | 271.45 | - | 31 | 19.333 | 300.333 |
| 27 Nov | 24274.90 | 2145 | -34.95 | 19.09 | 4.333 | 0 | 280.667 |
| 26 Nov | 24194.50 | 2179.95 | 29.55 | - | 66.667 | 66 | 280.667 |
| 25 Nov | 24221.90 | 2150.4 | -364.10 | 17.45 | 171.333 | 175.667 | 215.333 |
| 22 Nov | 23907.25 | 2514.5 | -525.50 | 20.18 | 34.667 | 24.333 | 64 |
| 21 Nov | 23349.90 | 3040 | 890.00 | 24.03 | 0.333 | 0 | 40 |
| 19 Nov | 23518.50 | 2150 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 23453.80 | 2150 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 23532.70 | 2150 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 23559.05 | 2150 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 23883.45 | 2150 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 24141.30 | 2150 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 24148.20 | 2150 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 24199.35 | 2150 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 24484.05 | 2150 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 2150 | 173.85 | 19.15 | 0.333 | 0 | 40 |
| 4 Nov | 23995.35 | 1976.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 1976.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 24205.35 | 1976.15 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 24340.85 | 1976.15 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 24466.85 | 1976.15 | 176.15 | - | 0.333 | 0 | 40 |
| 28 Oct | 24339.15 | 1800 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 24180.80 | 1800 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 24399.40 | 1800 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 24435.50 | 1800 | 450.00 | - | 0.333 | 0 | 40 |
| 22 Oct | 24472.10 | 1350 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 24781.10 | 1350 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 24854.05 | 1350 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 24749.85 | 1350 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 24971.30 | 1350 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 25057.35 | 1350 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 25127.95 | 1350 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 24964.25 | 1350 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 24998.45 | 1350 | 0.00 | - | 0 | 0 | 40 |
| 9 Oct | 24981.95 | 1350 | 0.00 | - | 0 | 0 | 40 |
| 8 Oct | 25013.15 | 1350 | -100.00 | - | 0.333 | 0 | 40 |
| 7 Oct | 24795.75 | 1450 | 203.75 | - | 0.333 | 0 | 40 |
| 4 Oct | 25014.60 | 1246.25 | 144.80 | - | 1 | -0.667 | 40.333 |
| 3 Oct | 25250.10 | 1101.45 | 313.45 | - | 30.333 | -26.667 | 43 |
| 1 Oct | 25796.90 | 788 | 38.00 | - | 0.333 | 0 | 69.667 |
| 30 Sept | 25810.85 | 750 | 130.00 | - | 2.333 | -1.333 | 69.333 |
| 27 Sept | 26173.35 | 620.00 | - | 94.333 | 70.667 | 70.667 | |
For Nifty - strike price 26600 expiring on 26DEC2024
Delta for 26600 PE is -0.93
Historical price for 26600 PE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 2985.1, which was 654.50 higher than the previous day. The implied volatity was 61.40, the open interest changed by 59 which increased total open position to 965
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 2330.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 2330.6, which was 148.00 higher than the previous day. The implied volatity was 27.98, the open interest changed by 0 which decreased total open position to 906
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 2182.6, which was 332.60 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 908
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 1850, which was 40.00 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 904
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 1810, which was -83.45 lower than the previous day. The implied volatity was 30.26, the open interest changed by 1 which increased total open position to 901
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 1893.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 1893.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 1893.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 1893.45, which was -126.55 lower than the previous day. The implied volatity was 23.28, the open interest changed by 0 which decreased total open position to 900
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 2020, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 2020, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 2020, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 2020, which was -130.00 lower than the previous day. The implied volatity was 19.88, the open interest changed by 0 which decreased total open position to 901
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 2150, which was -178.75 lower than the previous day. The implied volatity was 13.10, the open interest changed by 0 which decreased total open position to 904
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 2328.75, which was -87.70 lower than the previous day. The implied volatity was 22.55, the open interest changed by 0 which decreased total open position to 904
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 2416.45, which was 271.45 higher than the previous day. The implied volatity was -, the open interest changed by 58 which increased total open position to 901
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 2145, which was -34.95 lower than the previous day. The implied volatity was 19.09, the open interest changed by 0 which decreased total open position to 842
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 2179.95, which was 29.55 higher than the previous day. The implied volatity was -, the open interest changed by 198 which increased total open position to 842
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 2150.4, which was -364.10 lower than the previous day. The implied volatity was 17.45, the open interest changed by 527 which increased total open position to 646
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 2514.5, which was -525.50 lower than the previous day. The implied volatity was 20.18, the open interest changed by 73 which increased total open position to 192
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 3040, which was 890.00 higher than the previous day. The implied volatity was 24.03, the open interest changed by 0 which decreased total open position to 120
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 2150, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 2150, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 2150, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 2150, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 2150, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 2150, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 2150, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 2150, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 2150, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 2150, which was 173.85 higher than the previous day. The implied volatity was 19.15, the open interest changed by 0 which decreased total open position to 120
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 1976.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 1976.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 1976.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct NIFTY was trading at 24340.85. The strike last trading price was 1976.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct NIFTY was trading at 24466.85. The strike last trading price was 1976.15, which was 176.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct NIFTY was trading at 24339.15. The strike last trading price was 1800, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct NIFTY was trading at 24180.80. The strike last trading price was 1800, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct NIFTY was trading at 24399.40. The strike last trading price was 1800, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct NIFTY was trading at 24435.50. The strike last trading price was 1800, which was 450.00 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 1350, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct NIFTY was trading at 24781.10. The strike last trading price was 1350, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 1350, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 1350, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct NIFTY was trading at 24971.30. The strike last trading price was 1350, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct NIFTY was trading at 25057.35. The strike last trading price was 1350, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct NIFTY was trading at 25127.95. The strike last trading price was 1350, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 1350, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 1350, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct NIFTY was trading at 24981.95. The strike last trading price was 1350, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 1350, which was -100.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 1450, which was 203.75 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 1246.25, which was 144.80 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 1101.45, which was 313.45 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 788, which was 38.00 higher 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 750, which was 130.00 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 620.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
