NIFTY
Nifty
Historical option data for NIFTY
20 Dec 2024 04:11 PM IST
| NIFTY 26DEC2024 26900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.38
Theta: -1.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 23587.50 | 1.5 | -0.90 | 37.61 | 20,521 | 411 | 6,944 | |||
| 19 Dec | 23951.70 | 2.4 | -0.65 | 32.99 | 29,167.667 | 246.333 | 6,533 | |||
| 18 Dec | 24198.85 | 3.05 | -0.85 | 29.06 | 18,131.667 | 640 | 6,292.667 | |||
| 17 Dec | 24336.00 | 3.9 | 1.90 | 27.15 | 11,353.333 | 12 | 5,653.333 | |||
| 16 Dec | 24668.25 | 2 | -0.10 | 20.79 | 7,574.667 | -11.667 | 5,641.333 | |||
| 13 Dec | 24768.30 | 2.1 | -0.65 | 17.14 | 10,914.667 | 15 | 5,653 | |||
| 12 Dec | 24548.70 | 2.75 | -1.15 | 18.90 | 4,228.333 | -17.333 | 5,638.667 | |||
| 11 Dec | 24641.80 | 3.9 | 0.65 | 18.33 | 3,072.667 | 21.667 | 5,656.333 | |||
| 10 Dec | 24610.05 | 3.25 | -0.85 | 17.35 | 3,875.667 | -16.333 | 5,635 | |||
| 9 Dec | 24619.00 | 4.1 | 0.15 | 17.26 | 2,568.333 | 11.333 | 5,654.333 | |||
| 6 Dec | 24677.80 | 3.95 | -0.20 | 15.41 | 4,217.333 | 444.667 | 5,635.667 | |||
| 5 Dec | 24708.40 | 4.15 | 1.10 | 14.88 | 6,442.667 | -27 | 5,191.333 | |||
| 4 Dec | 24467.45 | 3.05 | -0.10 | 15.42 | 4,350 | 1,670.667 | 5,218.333 | |||
| 3 Dec | 24457.15 | 3.15 | -0.85 | 15.20 | 4,593.333 | 2,115.667 | 3,524 | |||
| 2 Dec | 24276.05 | 4 | -0.60 | 16.34 | 1,581.333 | 663.333 | 1,408.333 | |||
| 29 Nov | 24131.10 | 4.6 | -0.15 | 16.48 | 835.667 | 155.667 | 745.333 | |||
| 28 Nov | 23914.15 | 4.75 | -1.30 | 17.16 | 1,006 | -1.333 | 589.667 | |||
| 27 Nov | 24274.90 | 6.05 | 0.15 | 15.53 | 596.667 | -97 | 591 | |||
| 26 Nov | 24194.50 | 5.9 | -0.40 | 15.65 | 900.667 | 346 | 688 | |||
| 25 Nov | 24221.90 | 6.3 | -0.20 | 15.18 | 529.333 | 269.667 | 344 | |||
| 22 Nov | 23907.25 | 6.5 | 0.25 | 16.50 | 1.333 | 0 | 74.333 | |||
| 21 Nov | 23349.90 | 6.25 | -2.75 | 18.99 | 118.667 | 3 | 75.667 | |||
| 19 Nov | 23518.50 | 9 | 0.85 | 18.66 | 33.667 | 5 | 72.667 | |||
| 18 Nov | 23453.80 | 8.15 | -4.85 | 18.16 | 9.667 | 1.333 | 65.667 | |||
| 14 Nov | 23532.70 | 13 | -1.00 | 17.89 | 1.333 | -0.667 | 64.667 | |||
| 13 Nov | 23559.05 | 14 | -1.00 | 17.63 | 94.667 | -33.667 | 66.333 | |||
| 12 Nov | 23883.45 | 15 | -4.05 | 16.31 | 4.667 | -0.667 | 101.667 | |||
| 11 Nov | 24141.30 | 19.05 | 0.00 | 0.00 | 0 | -5 | 0 | |||
| 8 Nov | 24148.20 | 19.05 | -1.55 | 14.72 | 28.333 | -7.333 | 100 | |||
| 7 Nov | 24199.35 | 20.6 | -4.05 | 14.30 | 102 | 14.667 | 107.333 | |||
| 6 Nov | 24484.05 | 24.65 | 1.15 | 13.03 | 76 | -44.333 | 93.667 | |||
| 5 Nov | 24213.30 | 23.5 | 0.00 | 14.28 | 23.333 | 7.333 | 134 | |||
| 4 Nov | 23995.35 | 23.5 | -2.60 | 15.19 | 41 | 6.667 | 127.333 | |||
| 1 Nov | 24304.35 | 26.1 | -8.90 | 13.40 | 7 | -1.667 | 119 | |||
| 31 Oct | 24205.35 | 35 | 6.00 | - | 0.667 | 0 | 120.667 | |||
| 30 Oct | 24340.85 | 29 | 2.70 | - | 99.333 | 38.333 | 120.333 | |||
| 29 Oct | 24466.85 | 26.3 | -3.15 | - | 15.333 | 5.667 | 81 | |||
| 28 Oct | 24339.15 | 29.45 | 2.45 | - | 67.333 | 7.333 | 75.333 | |||
| 25 Oct | 24180.80 | 27 | -3.00 | - | 15 | -5 | 68 | |||
| 24 Oct | 24399.40 | 30 | -17.50 | - | 27.333 | 19 | 73 | |||
| 23 Oct | 24435.50 | 47.5 | -42.50 | - | 32.333 | 3.333 | 54 | |||
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| 22 Oct | 24472.10 | 90 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 24781.10 | 90 | 22.00 | - | 0.333 | 0 | 50.667 | |||
| 18 Oct | 24854.05 | 68 | -2.95 | - | 19 | 3.333 | 50.667 | |||
| 17 Oct | 24749.85 | 70.95 | -20.45 | - | 13.333 | -1 | 47.333 | |||
| 16 Oct | 24971.30 | 91.4 | -1.65 | - | 23.667 | 18.333 | 50 | |||
| 15 Oct | 25057.35 | 93.05 | -19.95 | - | 18 | 15 | 31.333 | |||
| 14 Oct | 25127.95 | 113 | 11.00 | - | 9.333 | 9 | 16 | |||
| 11 Oct | 24964.25 | 102 | -53.00 | - | 7.333 | 6.333 | 6.667 | |||
| 10 Oct | 24998.45 | 155 | -603.95 | - | 0.333 | 0 | 0 | |||
| 9 Oct | 24981.95 | 758.95 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 25013.15 | 758.95 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 24795.75 | 758.95 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 25014.60 | 758.95 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 25250.10 | 758.95 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 25796.90 | 758.95 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 25810.85 | 758.95 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 26173.35 | 758.95 | - | 0 | 0 | 0 | ||||
For Nifty - strike price 26900 expiring on 26DEC2024
Delta for 26900 CE is 0.00
Historical price for 26900 CE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 1.5, which was -0.90 lower than the previous day. The implied volatity was 37.61, the open interest changed by 1233 which increased total open position to 20832
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 2.4, which was -0.65 lower than the previous day. The implied volatity was 32.99, the open interest changed by 739 which increased total open position to 19599
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 3.05, which was -0.85 lower than the previous day. The implied volatity was 29.06, the open interest changed by 1920 which increased total open position to 18878
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 3.9, which was 1.90 higher than the previous day. The implied volatity was 27.15, the open interest changed by 36 which increased total open position to 16960
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 2, which was -0.10 lower than the previous day. The implied volatity was 20.79, the open interest changed by -35 which decreased total open position to 16924
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 2.1, which was -0.65 lower than the previous day. The implied volatity was 17.14, the open interest changed by 45 which increased total open position to 16959
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 2.75, which was -1.15 lower than the previous day. The implied volatity was 18.90, the open interest changed by -52 which decreased total open position to 16916
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 3.9, which was 0.65 higher than the previous day. The implied volatity was 18.33, the open interest changed by 65 which increased total open position to 16969
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 3.25, which was -0.85 lower than the previous day. The implied volatity was 17.35, the open interest changed by -49 which decreased total open position to 16905
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 4.1, which was 0.15 higher than the previous day. The implied volatity was 17.26, the open interest changed by 34 which increased total open position to 16963
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 3.95, which was -0.20 lower than the previous day. The implied volatity was 15.41, the open interest changed by 1334 which increased total open position to 16907
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 4.15, which was 1.10 higher than the previous day. The implied volatity was 14.88, the open interest changed by -81 which decreased total open position to 15574
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 3.05, which was -0.10 lower than the previous day. The implied volatity was 15.42, the open interest changed by 5012 which increased total open position to 15655
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 3.15, which was -0.85 lower than the previous day. The implied volatity was 15.20, the open interest changed by 6347 which increased total open position to 10572
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 4, which was -0.60 lower than the previous day. The implied volatity was 16.34, the open interest changed by 1990 which increased total open position to 4225
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 4.6, which was -0.15 lower than the previous day. The implied volatity was 16.48, the open interest changed by 467 which increased total open position to 2236
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 4.75, which was -1.30 lower than the previous day. The implied volatity was 17.16, the open interest changed by -4 which decreased total open position to 1769
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 6.05, which was 0.15 higher than the previous day. The implied volatity was 15.53, the open interest changed by -291 which decreased total open position to 1773
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 5.9, which was -0.40 lower than the previous day. The implied volatity was 15.65, the open interest changed by 1038 which increased total open position to 2064
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 6.3, which was -0.20 lower than the previous day. The implied volatity was 15.18, the open interest changed by 809 which increased total open position to 1032
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 6.5, which was 0.25 higher than the previous day. The implied volatity was 16.50, the open interest changed by 0 which decreased total open position to 223
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 6.25, which was -2.75 lower than the previous day. The implied volatity was 18.99, the open interest changed by 9 which increased total open position to 227
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 9, which was 0.85 higher than the previous day. The implied volatity was 18.66, the open interest changed by 15 which increased total open position to 218
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 8.15, which was -4.85 lower than the previous day. The implied volatity was 18.16, the open interest changed by 4 which increased total open position to 197
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 13, which was -1.00 lower than the previous day. The implied volatity was 17.89, the open interest changed by -2 which decreased total open position to 194
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 14, which was -1.00 lower than the previous day. The implied volatity was 17.63, the open interest changed by -101 which decreased total open position to 199
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 15, which was -4.05 lower than the previous day. The implied volatity was 16.31, the open interest changed by -2 which decreased total open position to 305
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 19.05, 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 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 19.05, which was -1.55 lower than the previous day. The implied volatity was 14.72, the open interest changed by -22 which decreased total open position to 300
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 20.6, which was -4.05 lower than the previous day. The implied volatity was 14.30, the open interest changed by 44 which increased total open position to 322
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 24.65, which was 1.15 higher than the previous day. The implied volatity was 13.03, the open interest changed by -133 which decreased total open position to 281
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 23.5, which was 0.00 lower than the previous day. The implied volatity was 14.28, the open interest changed by 22 which increased total open position to 402
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 23.5, which was -2.60 lower than the previous day. The implied volatity was 15.19, the open interest changed by 20 which increased total open position to 382
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 26.1, which was -8.90 lower than the previous day. The implied volatity was 13.40, the open interest changed by -5 which decreased total open position to 357
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 35, which was 6.00 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 29, which was 2.70 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 26.3, which was -3.15 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 29.45, which was 2.45 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 27, which was -3.00 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 30, which was -17.50 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 47.5, which was -42.50 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 90, 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 90, 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 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 68, which was -2.95 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 70.95, which was -20.45 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 91.4, which was -1.65 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 93.05, which was -19.95 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 113, which was 11.00 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 102, which was -53.00 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 155, which was -603.95 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 758.95, 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 758.95, 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 758.95, 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 4 Oct NIFTY was trading at 25014.60. The strike last trading price was 758.95, 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 758.95, 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 758.95, 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 758.95, 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 758.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTY 26DEC2024 26900 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 | 3145.95 | 516.55 | - | 2.333 | 0.667 | 554.333 |
| 19 Dec | 23951.70 | 2629.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 24198.85 | 2629.4 | 155.40 | 30.42 | 0.667 | 0 | 553.667 |
| 17 Dec | 24336.00 | 2474 | 372.70 | - | 1 | 0 | 553.667 |
| 16 Dec | 24668.25 | 2101.3 | 0.00 | - | 1 | 0 | 553.667 |
| 13 Dec | 24768.30 | 2101.3 | -82.00 | 32.94 | 0.333 | 0 | 553.667 |
| 12 Dec | 24548.70 | 2183.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 24641.80 | 2183.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 24610.05 | 2183.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 24619.00 | 2183.3 | -146.70 | 24.68 | 3.333 | 0 | 553.667 |
| 6 Dec | 24677.80 | 2330 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 24708.40 | 2330 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 24467.45 | 2330 | 0.00 | 0.00 | 0 | 20 | 0 |
| 3 Dec | 24457.15 | 2330 | -355.80 | 23.63 | 22.667 | 1.333 | 535 |
| 2 Dec | 24276.05 | 2685.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 24131.10 | 2685.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 23914.15 | 2685.8 | 145.05 | - | 0.667 | 0.333 | 534 |
| 27 Nov | 24274.90 | 2540.75 | 0.00 | 0.00 | 0 | 366.667 | 0 |
| 26 Nov | 24194.50 | 2540.75 | 21.30 | 23.34 | 370.667 | 368 | 535 |
| 25 Nov | 24221.90 | 2519.45 | -300.55 | 26.14 | 168.667 | 137.333 | 137.667 |
| 22 Nov | 23907.25 | 2820 | -52.00 | 22.93 | 0.333 | 0 | 0.333 |
| 21 Nov | 23349.90 | 2872 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 23518.50 | 2872 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 23453.80 | 2872 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 23532.70 | 2872 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 23559.05 | 2872 | 542.00 | - | 0.333 | 0 | 0.333 |
| 12 Nov | 23883.45 | 2330 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 24141.30 | 2330 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 24148.20 | 2330 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 24199.35 | 2330 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 24484.05 | 2330 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 24213.30 | 2330 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 23995.35 | 2330 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 24304.35 | 2330 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 24205.35 | 2330 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 24340.85 | 2330 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 24466.85 | 2330 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 24339.15 | 2330 | 0.00 | - | 0 | -4.667 | 0 |
| 25 Oct | 24180.80 | 2330 | 205.00 | - | 5 | -4.333 | 0.667 |
| 24 Oct | 24399.40 | 2125 | 67.00 | - | 15.667 | -15.333 | 4.667 |
| 23 Oct | 24435.50 | 2058 | 83.00 | - | 44 | 8 | 32 |
| 22 Oct | 24472.10 | 1975 | 270.85 | - | 24.667 | 23.667 | 24.333 |
| 21 Oct | 24781.10 | 1704.15 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 24854.05 | 1704.15 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 24749.85 | 1704.15 | 0.00 | - | 0 | 0.333 | 0 |
| 16 Oct | 24971.30 | 1704.15 | 4.15 | - | 0.333 | 0 | 0.333 |
| 15 Oct | 25057.35 | 1700 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 25127.95 | 1700 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 24964.25 | 1700 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 24998.45 | 1700 | 0.00 | - | 0 | 0 | 0.333 |
| 9 Oct | 24981.95 | 1700 | 0.00 | - | 0 | 0 | 0.333 |
| 8 Oct | 25013.15 | 1700 | 0.00 | - | 0 | 0 | 0.333 |
| 7 Oct | 24795.75 | 1700 | 742.25 | - | 0.333 | 0 | 0 |
| 4 Oct | 25014.60 | 957.75 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 25250.10 | 957.75 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 25796.90 | 957.75 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 25810.85 | 957.75 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 26173.35 | 957.75 | - | 0 | 0 | 0 | |
For Nifty - strike price 26900 expiring on 26DEC2024
Delta for 26900 PE is -
Historical price for 26900 PE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 3145.95, which was 516.55 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 1663
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 2629.4, 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 2629.4, which was 155.40 higher than the previous day. The implied volatity was 30.42, the open interest changed by 0 which decreased total open position to 1661
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 2474, which was 372.70 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1661
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 2101.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1661
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 2101.3, which was -82.00 lower than the previous day. The implied volatity was 32.94, the open interest changed by 0 which decreased total open position to 1661
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 2183.3, 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 2183.3, 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 2183.3, 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 2183.3, which was -146.70 lower than the previous day. The implied volatity was 24.68, the open interest changed by 0 which decreased total open position to 1661
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 2330, 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 2330, 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 2330, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 60 which increased total open position to 0
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 2330, which was -355.80 lower than the previous day. The implied volatity was 23.63, the open interest changed by 4 which increased total open position to 1605
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 2685.8, 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 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 2685.8, 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 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 2685.8, which was 145.05 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1602
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 2540.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1100 which increased total open position to 0
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 2540.75, which was 21.30 higher than the previous day. The implied volatity was 23.34, the open interest changed by 1104 which increased total open position to 1605
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 2519.45, which was -300.55 lower than the previous day. The implied volatity was 26.14, the open interest changed by 412 which increased total open position to 413
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 2820, which was -52.00 lower than the previous day. The implied volatity was 22.93, the open interest changed by 0 which decreased total open position to 1
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 2872, 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 2872, 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 2872, 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 2872, 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 2872, which was 542.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 2330, 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 2330, 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 2330, 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 2330, 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 2330, 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 2330, 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 2330, 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 2330, 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 2330, 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 2330, 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 2330, 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 2330, 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 2330, which was 205.00 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 2125, which was 67.00 higher 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 2058, which was 83.00 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 1975, which was 270.85 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 1704.15, 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 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 1704.15, 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 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 1704.15, 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 16 Oct NIFTY was trading at 24971.30. The strike last trading price was 1704.15, which was 4.15 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 1700, 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 1700, 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 1700, 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 1700, 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 1700, 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 1700, 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 1700, which was 742.25 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 957.75, 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 957.75, 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 957.75, 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 957.75, 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 957.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
