NIFTY
Nifty
Historical option data for NIFTY
20 Dec 2024 04:11 PM IST
| NIFTY 26DEC2024 26700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.38
Theta: -1.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 23587.50 | 1.4 | -1.20 | 35.39 | 11,535.667 | 212.667 | 3,503.333 | |||
| 19 Dec | 23951.70 | 2.6 | -2.60 | 31.38 | 14,230.667 | 1,693.333 | 3,307.333 | |||
| 18 Dec | 24198.85 | 5.2 | 1.05 | 29.17 | 4,769.667 | -109.667 | 1,608.667 | |||
| 17 Dec | 24336.00 | 4.15 | 2.10 | 25.56 | 5,407.667 | -3 | 1,700.667 | |||
| 16 Dec | 24668.25 | 2.05 | -1.05 | 19.23 | 1,529 | 95.667 | 1,704.333 | |||
| 13 Dec | 24768.30 | 3.1 | -0.55 | 16.49 | 1,635.667 | -33 | 1,608 | |||
| 12 Dec | 24548.70 | 3.65 | -0.85 | 18.14 | 846 | 0.333 | 1,606.667 | |||
| 11 Dec | 24641.80 | 4.5 | -0.10 | 17.27 | 1,014.333 | 50 | 1,607 | |||
| 10 Dec | 24610.05 | 4.6 | -0.50 | 16.78 | 824.333 | 0.333 | 1,557 | |||
| 9 Dec | 24619.00 | 5.1 | 0.25 | 16.42 | 788 | 66.333 | 1,553.333 | |||
| 6 Dec | 24677.80 | 4.85 | -0.20 | 14.59 | 1,949.333 | 95 | 1,506 | |||
| 5 Dec | 24708.40 | 5.05 | 1.05 | 14.05 | 2,396.333 | 138 | 1,410 | |||
| 4 Dec | 24467.45 | 4 | -0.65 | 14.81 | 508 | 18.667 | 1,272.333 | |||
| 3 Dec | 24457.15 | 4.65 | -0.10 | 14.85 | 1,264 | 451.667 | 1,248.333 | |||
| 2 Dec | 24276.05 | 4.75 | 0.00 | 15.59 | 199 | -27 | 784 | |||
| 29 Nov | 24131.10 | 4.75 | -0.35 | 15.50 | 381 | 42.667 | 803.667 | |||
| 28 Nov | 23914.15 | 5.1 | -1.65 | 16.29 | 596.333 | -31 | 761 | |||
| 27 Nov | 24274.90 | 6.75 | -0.30 | 14.71 | 369 | -39.333 | 789.333 | |||
| 26 Nov | 24194.50 | 7.05 | -0.95 | 15.01 | 313 | 103 | 831 | |||
| 25 Nov | 24221.90 | 8 | -0.30 | 14.67 | 1,341.333 | 377.333 | 723.333 | |||
| 22 Nov | 23907.25 | 8.3 | 1.60 | 16.11 | 63.333 | -15 | 331 | |||
| 21 Nov | 23349.90 | 6.7 | -2.70 | 18.25 | 22.667 | 14.333 | 347 | |||
| 19 Nov | 23518.50 | 9.4 | 1.40 | 17.84 | 106.667 | -9.333 | 332.667 | |||
| 18 Nov | 23453.80 | 8 | -6.30 | 17.20 | 111.333 | 14.333 | 342 | |||
| 14 Nov | 23532.70 | 14.3 | 0.25 | 17.24 | 5.667 | 0.333 | 328 | |||
| 13 Nov | 23559.05 | 14.05 | -1.75 | 16.71 | 95 | -35.333 | 327.667 | |||
| 12 Nov | 23883.45 | 15.8 | -0.20 | 15.52 | 30.667 | -10 | 363.333 | |||
| 11 Nov | 24141.30 | 16 | -5.25 | 13.84 | 104.667 | 15 | 372 | |||
| 8 Nov | 24148.20 | 21.25 | -0.75 | 14.07 | 10.667 | -3 | 357 | |||
| 7 Nov | 24199.35 | 22 | -5.85 | 13.53 | 17.667 | -3.667 | 360 | |||
| 6 Nov | 24484.05 | 27.85 | 5.65 | 12.37 | 39.667 | -1.333 | 364.333 | |||
| 5 Nov | 24213.30 | 22.2 | 0.00 | 0.00 | 0 | -5 | 0 | |||
| 4 Nov | 23995.35 | 22.2 | -8.60 | 14.12 | 14 | -5 | 365.667 | |||
| 1 Nov | 24304.35 | 30.8 | -6.85 | 12.92 | 12.333 | 0.667 | 368 | |||
| 31 Oct | 24205.35 | 37.65 | 1.95 | - | 4.333 | 0 | 367.333 | |||
| 30 Oct | 24340.85 | 35.7 | -0.95 | - | 129.667 | -5.667 | 368.333 | |||
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| 29 Oct | 24466.85 | 36.65 | 0.65 | - | 5 | 0 | 374 | |||
| 28 Oct | 24339.15 | 36 | 1.70 | - | 46 | -18 | 376 | |||
| 25 Oct | 24180.80 | 34.3 | -13.00 | - | 44.667 | -15.333 | 394 | |||
| 24 Oct | 24399.40 | 47.3 | -2.30 | - | 361.667 | 295 | 409 | |||
| 23 Oct | 24435.50 | 49.6 | -10.05 | - | 112 | -18.333 | 113.667 | |||
| 22 Oct | 24472.10 | 59.65 | -13.05 | - | 225.333 | -57 | 131.667 | |||
| 21 Oct | 24781.10 | 72.7 | -14.55 | - | 118 | -23.667 | 189 | |||
| 18 Oct | 24854.05 | 87.25 | 7.20 | - | 140.667 | 67 | 214 | |||
| 17 Oct | 24749.85 | 80.05 | -35.40 | - | 78.333 | 2 | 147 | |||
| 16 Oct | 24971.30 | 115.45 | -10.30 | - | 58 | 0 | 145 | |||
| 15 Oct | 25057.35 | 125.75 | -6.30 | - | 61 | -22.333 | 146 | |||
| 14 Oct | 25127.95 | 132.05 | -2.55 | - | 1 | -0.333 | 168 | |||
| 11 Oct | 24964.25 | 134.6 | -26.05 | - | 107.333 | 49 | 170 | |||
| 10 Oct | 24998.45 | 160.65 | -8.60 | - | 6.667 | 5.333 | 121 | |||
| 9 Oct | 24981.95 | 169.25 | -8.50 | - | 48.667 | 15.667 | 116.333 | |||
| 8 Oct | 25013.15 | 177.75 | 28.75 | - | 26.333 | 7.667 | 101.667 | |||
| 7 Oct | 24795.75 | 149 | -34.00 | - | 59.667 | -20.333 | 94 | |||
| 4 Oct | 25014.60 | 183 | -53.60 | - | 133 | 8 | 113.667 | |||
| 3 Oct | 25250.10 | 236.6 | -148.90 | - | 148 | 15.667 | 111.667 | |||
| 1 Oct | 25796.90 | 385.5 | 1.10 | - | 8 | 5.333 | 96 | |||
| 30 Sept | 25810.85 | 384.4 | -157.20 | - | 5.333 | 1.333 | 90.667 | |||
| 27 Sept | 26173.35 | 541.60 | - | 102.667 | 87.333 | 87.333 | ||||
For Nifty - strike price 26700 expiring on 26DEC2024
Delta for 26700 CE is 0.00
Historical price for 26700 CE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 1.4, which was -1.20 lower than the previous day. The implied volatity was 35.39, the open interest changed by 638 which increased total open position to 10510
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 2.6, which was -2.60 lower than the previous day. The implied volatity was 31.38, the open interest changed by 5080 which increased total open position to 9922
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 5.2, which was 1.05 higher than the previous day. The implied volatity was 29.17, the open interest changed by -329 which decreased total open position to 4826
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 4.15, which was 2.10 higher than the previous day. The implied volatity was 25.56, the open interest changed by -9 which decreased total open position to 5102
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 2.05, which was -1.05 lower than the previous day. The implied volatity was 19.23, the open interest changed by 287 which increased total open position to 5113
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 3.1, which was -0.55 lower than the previous day. The implied volatity was 16.49, the open interest changed by -99 which decreased total open position to 4824
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 3.65, which was -0.85 lower than the previous day. The implied volatity was 18.14, the open interest changed by 1 which increased total open position to 4820
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 4.5, which was -0.10 lower than the previous day. The implied volatity was 17.27, the open interest changed by 150 which increased total open position to 4821
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 4.6, which was -0.50 lower than the previous day. The implied volatity was 16.78, the open interest changed by 1 which increased total open position to 4671
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 5.1, which was 0.25 higher than the previous day. The implied volatity was 16.42, the open interest changed by 199 which increased total open position to 4660
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 4.85, which was -0.20 lower than the previous day. The implied volatity was 14.59, the open interest changed by 285 which increased total open position to 4518
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 5.05, which was 1.05 higher than the previous day. The implied volatity was 14.05, the open interest changed by 414 which increased total open position to 4230
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 4, which was -0.65 lower than the previous day. The implied volatity was 14.81, the open interest changed by 56 which increased total open position to 3817
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 4.65, which was -0.10 lower than the previous day. The implied volatity was 14.85, the open interest changed by 1355 which increased total open position to 3745
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 4.75, which was 0.00 lower than the previous day. The implied volatity was 15.59, the open interest changed by -81 which decreased total open position to 2352
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 4.75, which was -0.35 lower than the previous day. The implied volatity was 15.50, the open interest changed by 128 which increased total open position to 2411
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 5.1, which was -1.65 lower than the previous day. The implied volatity was 16.29, the open interest changed by -93 which decreased total open position to 2283
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 6.75, which was -0.30 lower than the previous day. The implied volatity was 14.71, the open interest changed by -118 which decreased total open position to 2368
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 7.05, which was -0.95 lower than the previous day. The implied volatity was 15.01, the open interest changed by 309 which increased total open position to 2493
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 8, which was -0.30 lower than the previous day. The implied volatity was 14.67, the open interest changed by 1132 which increased total open position to 2170
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 8.3, which was 1.60 higher than the previous day. The implied volatity was 16.11, the open interest changed by -45 which decreased total open position to 993
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 6.7, which was -2.70 lower than the previous day. The implied volatity was 18.25, the open interest changed by 43 which increased total open position to 1041
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 9.4, which was 1.40 higher than the previous day. The implied volatity was 17.84, the open interest changed by -28 which decreased total open position to 998
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 8, which was -6.30 lower than the previous day. The implied volatity was 17.20, the open interest changed by 43 which increased total open position to 1026
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 14.3, which was 0.25 higher than the previous day. The implied volatity was 17.24, the open interest changed by 1 which increased total open position to 984
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 14.05, which was -1.75 lower than the previous day. The implied volatity was 16.71, the open interest changed by -106 which decreased total open position to 983
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 15.8, which was -0.20 lower than the previous day. The implied volatity was 15.52, the open interest changed by -30 which decreased total open position to 1090
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 16, which was -5.25 lower than the previous day. The implied volatity was 13.84, the open interest changed by 45 which increased total open position to 1116
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 21.25, which was -0.75 lower than the previous day. The implied volatity was 14.07, the open interest changed by -9 which decreased total open position to 1071
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 22, which was -5.85 lower than the previous day. The implied volatity was 13.53, the open interest changed by -11 which decreased total open position to 1080
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 27.85, which was 5.65 higher than the previous day. The implied volatity was 12.37, the open interest changed by -4 which decreased total open position to 1093
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 22.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -15 which decreased total open position to 0
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 22.2, which was -8.60 lower than the previous day. The implied volatity was 14.12, the open interest changed by -15 which decreased total open position to 1097
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 30.8, which was -6.85 lower than the previous day. The implied volatity was 12.92, the open interest changed by 2 which increased total open position to 1104
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 37.65, which was 1.95 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 35.7, which was -0.95 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 36.65, which was 0.65 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 36, which was 1.70 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 34.3, which was -13.00 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 47.3, which was -2.30 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 49.6, which was -10.05 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 59.65, which was -13.05 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 72.7, which was -14.55 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 87.25, which was 7.20 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 80.05, which was -35.40 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 115.45, which was -10.30 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 125.75, which was -6.30 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 132.05, which was -2.55 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 134.6, which was -26.05 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 160.65, which was -8.60 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 169.25, which was -8.50 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 177.75, which was 28.75 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 149, which was -34.00 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 183, which was -53.60 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 236.6, which was -148.90 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 385.5, which was 1.10 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 384.4, which was -157.20 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 541.60, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 26DEC2024 26700 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23587.50 | 2847.2 | 435.20 | - | 1 | -0.333 | 416 |
| 19 Dec | 23951.70 | 2412 | 0.00 | 0.00 | 0 | -0.333 | 0 |
| 18 Dec | 24198.85 | 2412 | 121.95 | - | 0.333 | 0 | 416.667 |
| 17 Dec | 24336.00 | 2290.05 | 383.85 | - | 0.667 | 0 | 416.667 |
| 16 Dec | 24668.25 | 1906.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 24768.30 | 1906.2 | -41.50 | 31.14 | 0.333 | 0 | 416.667 |
| 12 Dec | 24548.70 | 1947.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 24641.80 | 1947.7 | 0.00 | 0.00 | 0 | 0.667 | 0 |
| 10 Dec | 24610.05 | 1947.7 | -52.35 | - | 0.667 | 0 | 416 |
| 9 Dec | 24619.00 | 2000.05 | 106.15 | 25.08 | 0.333 | 0 | 416.333 |
| 6 Dec | 24677.80 | 1893.9 | -22.80 | 16.07 | 0.667 | -0.333 | 416 |
| 5 Dec | 24708.40 | 1916.7 | -464.00 | 23.80 | 1 | -0.667 | 416 |
| 4 Dec | 24467.45 | 2380.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 24457.15 | 2380.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 24276.05 | 2380.7 | -192.70 | 30.88 | 3.667 | -0.667 | 416 |
| 29 Nov | 24131.10 | 2573.4 | 0.00 | 0.00 | 0 | 8.667 | 0 |
| 28 Nov | 23914.15 | 2573.4 | 231.10 | 22.73 | 9.333 | 8.333 | 416.333 |
| 27 Nov | 24274.90 | 2342.3 | -9.85 | 27.81 | 6 | 3.333 | 406.667 |
| 26 Nov | 24194.50 | 2352.15 | 90.70 | 22.89 | 136 | 127.333 | 397.333 |
| 25 Nov | 24221.90 | 2261.45 | -325.70 | 19.52 | 275 | 270.667 | 271.333 |
| 22 Nov | 23907.25 | 2587.15 | 502.15 | 16.33 | 2.667 | 0.667 | 1.333 |
| 21 Nov | 23349.90 | 2085 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 23518.50 | 2085 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 23453.80 | 2085 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 23532.70 | 2085 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 23559.05 | 2085 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 23883.45 | 2085 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 24141.30 | 2085 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 24148.20 | 2085 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 24199.35 | 2085 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 24484.05 | 2085 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 2085 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 2085 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 2085 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 24205.35 | 2085 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 24340.85 | 2085 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 24466.85 | 2085 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 24339.15 | 2085 | 0.00 | - | 0 | 0.667 | 0 |
| 25 Oct | 24180.80 | 2085 | 160.00 | - | 0.667 | 0 | 0 |
| 24 Oct | 24399.40 | 1925 | 0.00 | - | 0 | -0.333 | 0 |
| 23 Oct | 24435.50 | 1925 | 375.00 | - | 0.333 | 0 | 0.333 |
| 22 Oct | 24472.10 | 1550 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 24781.10 | 1550 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 24854.05 | 1550 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 24749.85 | 1550 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 24971.30 | 1550 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 25057.35 | 1550 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 25127.95 | 1550 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 24964.25 | 1550 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 24998.45 | 1550 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 24981.95 | 1550 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 25013.15 | 1550 | 0.00 | - | 0 | 0.333 | 0 |
| 7 Oct | 24795.75 | 1550 | 697.30 | - | 0.333 | 0 | 0 |
| 4 Oct | 25014.60 | 852.7 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 25250.10 | 852.7 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 25796.90 | 852.7 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 25810.85 | 852.7 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 26173.35 | 852.70 | - | 0 | 0 | 0 | |
For Nifty - strike price 26700 expiring on 26DEC2024
Delta for 26700 PE is -
Historical price for 26700 PE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 2847.2, which was 435.20 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 1248
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 2412, 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 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 2412, which was 121.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1250
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 2290.05, which was 383.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1250
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 1906.2, 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 Dec NIFTY was trading at 24768.30. The strike last trading price was 1906.2, which was -41.50 lower than the previous day. The implied volatity was 31.14, the open interest changed by 0 which decreased total open position to 1250
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 1947.7, 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 1947.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 1947.7, which was -52.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1248
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 2000.05, which was 106.15 higher than the previous day. The implied volatity was 25.08, the open interest changed by 0 which decreased total open position to 1249
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 1893.9, which was -22.80 lower than the previous day. The implied volatity was 16.07, the open interest changed by -1 which decreased total open position to 1248
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 1916.7, which was -464.00 lower than the previous day. The implied volatity was 23.80, the open interest changed by -2 which decreased total open position to 1248
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 2380.7, 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 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 2380.7, 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 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 2380.7, which was -192.70 lower than the previous day. The implied volatity was 30.88, the open interest changed by -2 which decreased total open position to 1248
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 2573.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 26 which increased total open position to 0
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 2573.4, which was 231.10 higher than the previous day. The implied volatity was 22.73, the open interest changed by 25 which increased total open position to 1249
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 2342.3, which was -9.85 lower than the previous day. The implied volatity was 27.81, the open interest changed by 10 which increased total open position to 1220
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 2352.15, which was 90.70 higher than the previous day. The implied volatity was 22.89, the open interest changed by 382 which increased total open position to 1192
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 2261.45, which was -325.70 lower than the previous day. The implied volatity was 19.52, the open interest changed by 812 which increased total open position to 814
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 2587.15, which was 502.15 higher than the previous day. The implied volatity was 16.33, the open interest changed by 2 which increased total open position to 4
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 2085, 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 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 2085, 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 2085, 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 2085, 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 2085, 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 2085, 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 2085, 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 2085, 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 2085, 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 2085, 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 2085, 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 Nov NIFTY was trading at 23995.35. The strike last trading price was 2085, 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 2085, 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 2085, 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 2085, 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 2085, 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 28 Oct NIFTY was trading at 24339.15. The strike last trading price was 2085, 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 2085, which was 160.00 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 1925, 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 1925, which was 375.00 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 1550, 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 1550, 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 1550, 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 1550, 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 1550, 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 1550, 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 1550, 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 1550, 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 1550, 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 1550, 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 1550, 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 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 1550, which was 697.30 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 852.7, 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 3 Oct NIFTY was trading at 25250.10. The strike last trading price was 852.7, 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 1 Oct NIFTY was trading at 25796.90. The strike last trading price was 852.7, 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 Sept NIFTY was trading at 25810.85. The strike last trading price was 852.7, 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 27 Sept NIFTY was trading at 26173.35. The strike last trading price was 852.70, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
