NIFTY
Nifty
Historical option data for NIFTY
20 Dec 2024 04:11 PM IST
NIFTY 26DEC2024 27000 CE | ||||||||||
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Delta: 0.00
Vega: 0.44
Theta: -1.46
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
20 Dec | 23587.50 | 1.85 | -0.55 | 39.44 | 1,45,177.667 | 1,866.333 | 69,162.667 | |||
19 Dec | 23951.70 | 2.4 | -1.80 | 33.94 | 74,038.333 | 3,585.667 | 67,054.667 | |||
18 Dec | 24198.85 | 4.2 | 0.00 | 31.19 | 1,57,459 | 11,942 | 63,471.333 | |||
17 Dec | 24336.00 | 4.2 | 1.95 | 28.30 | 69,265 | 18,304.667 | 51,546.333 | |||
16 Dec | 24668.25 | 2.25 | -0.30 | 21.89 | 9,798 | 187.667 | 32,201.667 | |||
13 Dec | 24768.30 | 2.55 | -0.45 | 18.27 | 10,652.667 | -210.667 | 31,982.667 | |||
12 Dec | 24548.70 | 3 | -0.80 | 19.80 | 8,988 | -990 | 32,172.667 | |||
11 Dec | 24641.80 | 3.8 | 0.15 | 18.96 | 8,016.333 | -1,094.667 | 33,173.667 | |||
10 Dec | 24610.05 | 3.65 | -0.65 | 18.28 | 12,144 | -1,234.333 | 34,272 | |||
9 Dec | 24619.00 | 4.3 | -0.20 | 18.04 | 10,284.333 | 678.333 | 35,505.333 | |||
6 Dec | 24677.80 | 4.5 | 0.00 | 16.30 | 11,582 | 680.333 | 34,830 | |||
5 Dec | 24708.40 | 4.5 | 0.85 | 15.64 | 20,113.667 | 1,795.333 | 34,160 | |||
4 Dec | 24467.45 | 3.65 | -0.40 | 16.35 | 5,787.667 | 636.667 | 32,374 | |||
3 Dec | 24457.15 | 4.05 | -0.35 | 16.27 | 10,984.667 | -797.333 | 31,738.667 | |||
2 Dec | 24276.05 | 4.4 | -0.45 | 17.09 | 6,039 | 86.333 | 32,548.667 | |||
29 Nov | 24131.10 | 4.85 | -0.60 | 17.11 | 8,631.333 | 1,732 | 32,446 | |||
28 Nov | 23914.15 | 5.45 | -1.80 | 17.99 | 9,427.667 | 890.667 | 30,728.333 | |||
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27 Nov | 24274.90 | 7.25 | 0.65 | 16.47 | 17,082.333 | 8,687.667 | 29,844.333 | |||
26 Nov | 24194.50 | 6.6 | 0.00 | 16.42 | 3,600 | 386 | 21,157.667 | |||
25 Nov | 24221.90 | 6.6 | -0.45 | 15.78 | 9,713.333 | 312.333 | 20,868 | |||
22 Nov | 23907.25 | 7.05 | 1.05 | 17.17 | 4,818 | 295.667 | 20,851.333 | |||
21 Nov | 23349.90 | 6 | -2.55 | 19.33 | 6,278.333 | -349.667 | 20,575.333 | |||
19 Nov | 23518.50 | 8.55 | 0.35 | 18.98 | 5,966.333 | 543 | 20,846.667 | |||
18 Nov | 23453.80 | 8.2 | -4.50 | 18.63 | 5,879 | 111.667 | 20,312 | |||
14 Nov | 23532.70 | 12.7 | -2.30 | 18.28 | 3,529.333 | -374.667 | 20,202.333 | |||
13 Nov | 23559.05 | 15 | 0.75 | 18.28 | 5,363 | -678.333 | 20,573.667 | |||
12 Nov | 23883.45 | 14.25 | -0.95 | 16.63 | 4,355.667 | -265.667 | 21,432.667 | |||
11 Nov | 24141.30 | 15.2 | -2.80 | 15.11 | 5,674.333 | -122.333 | 21,707 | |||
8 Nov | 24148.20 | 18 | -1.45 | 15.03 | 4,558.667 | -703 | 21,831 | |||
7 Nov | 24199.35 | 19.45 | -4.15 | 14.61 | 5,170.667 | 86 | 22,529 | |||
6 Nov | 24484.05 | 23.6 | 1.05 | 13.39 | 6,749.333 | 1,033 | 22,487 | |||
5 Nov | 24213.30 | 22.55 | 0.05 | 14.63 | 8,028 | -905 | 21,457.333 | |||
4 Nov | 23995.35 | 22.5 | -2.00 | 15.52 | 8,756.333 | -1,274.333 | 22,360.333 | |||
1 Nov | 24304.35 | 24.5 | -0.70 | 13.69 | 2,651 | -657.667 | 23,635 | |||
31 Oct | 24205.35 | 25.2 | -0.50 | - | 6,552.667 | 1,818.333 | 24,273 | |||
30 Oct | 24340.85 | 25.7 | -2.10 | - | 5,062 | 189 | 22,696.667 | |||
29 Oct | 24466.85 | 27.8 | 2.05 | - | 3,366.667 | 595.333 | 22,507 | |||
28 Oct | 24339.15 | 25.75 | -2.30 | - | 5,614 | 1,062 | 21,902.333 | |||
25 Oct | 24180.80 | 28.05 | -1.85 | - | 7,502 | 516.333 | 20,840.333 | |||
24 Oct | 24399.40 | 29.9 | -3.60 | - | 3,666.667 | 156.667 | 20,327.333 | |||
23 Oct | 24435.50 | 33.5 | -5.10 | - | 7,847.667 | -821.333 | 20,196 | |||
22 Oct | 24472.10 | 38.6 | -8.40 | - | 7,086.333 | -340 | 21,030.333 | |||
21 Oct | 24781.10 | 47 | -9.00 | - | 4,507.667 | 225.333 | 21,695.667 | |||
18 Oct | 24854.05 | 56 | -2.50 | - | 5,883 | -748.667 | 21,472.667 | |||
17 Oct | 24749.85 | 58.5 | -14.00 | - | 5,862 | -884.667 | 22,210 | |||
16 Oct | 24971.30 | 72.5 | -9.55 | - | 6,636 | -1,079.667 | 23,901.667 | |||
15 Oct | 25057.35 | 82.05 | -15.90 | - | 4,632.667 | 18.333 | 24,991 | |||
14 Oct | 25127.95 | 97.95 | 9.00 | - | 3,061 | 470.333 | 24,990.333 | |||
11 Oct | 24964.25 | 88.95 | -15.55 | - | 3,440.667 | 169 | 24,620.333 | |||
10 Oct | 24998.45 | 104.5 | -2.80 | - | 2,572 | 206.667 | 24,469.667 | |||
9 Oct | 24981.95 | 107.3 | -11.70 | - | 4,764.667 | -97 | 24,272.333 | |||
8 Oct | 25013.15 | 119 | 16.00 | - | 7,856 | -70 | 24,399 | |||
7 Oct | 24795.75 | 103 | -26.00 | - | 9,196.667 | -875.667 | 24,880.333 | |||
4 Oct | 25014.60 | 129 | -35.50 | - | 16,117 | 1,653.333 | 25,873.333 | |||
3 Oct | 25250.10 | 164.5 | -107.50 | - | 10,944.667 | -721.333 | 24,233.667 | |||
1 Oct | 25796.90 | 272 | -14.25 | - | 7,696.667 | -528 | 24,914.667 | |||
30 Sept | 25810.85 | 286.25 | -115.00 | - | 6,858 | -1,356.333 | 25,469 | |||
27 Sept | 26173.35 | 401.25 | - | 7,747 | 1,937.333 | 26,815.333 |
For Nifty - strike price 27000 expiring on 26DEC2024
Delta for 27000 CE is 0.00
Historical price for 27000 CE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 1.85, which was -0.55 lower than the previous day. The implied volatity was 39.44, the open interest changed by 5599 which increased total open position to 207488
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 2.4, which was -1.80 lower than the previous day. The implied volatity was 33.94, the open interest changed by 10757 which increased total open position to 201164
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 4.2, which was 0.00 lower than the previous day. The implied volatity was 31.19, the open interest changed by 35826 which increased total open position to 190414
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 4.2, which was 1.95 higher than the previous day. The implied volatity was 28.30, the open interest changed by 54914 which increased total open position to 154639
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 2.25, which was -0.30 lower than the previous day. The implied volatity was 21.89, the open interest changed by 563 which increased total open position to 96605
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 2.55, which was -0.45 lower than the previous day. The implied volatity was 18.27, the open interest changed by -632 which decreased total open position to 95948
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 3, which was -0.80 lower than the previous day. The implied volatity was 19.80, the open interest changed by -2970 which decreased total open position to 96518
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 3.8, which was 0.15 higher than the previous day. The implied volatity was 18.96, the open interest changed by -3284 which decreased total open position to 99521
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 3.65, which was -0.65 lower than the previous day. The implied volatity was 18.28, the open interest changed by -3703 which decreased total open position to 102816
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 4.3, which was -0.20 lower than the previous day. The implied volatity was 18.04, the open interest changed by 2035 which increased total open position to 106516
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 4.5, which was 0.00 lower than the previous day. The implied volatity was 16.30, the open interest changed by 2041 which increased total open position to 104490
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 4.5, which was 0.85 higher than the previous day. The implied volatity was 15.64, the open interest changed by 5386 which increased total open position to 102480
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 3.65, which was -0.40 lower than the previous day. The implied volatity was 16.35, the open interest changed by 1910 which increased total open position to 97122
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 4.05, which was -0.35 lower than the previous day. The implied volatity was 16.27, the open interest changed by -2392 which decreased total open position to 95216
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 4.4, which was -0.45 lower than the previous day. The implied volatity was 17.09, the open interest changed by 259 which increased total open position to 97646
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 4.85, which was -0.60 lower than the previous day. The implied volatity was 17.11, the open interest changed by 5196 which increased total open position to 97338
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 5.45, which was -1.80 lower than the previous day. The implied volatity was 17.99, the open interest changed by 2672 which increased total open position to 92185
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 7.25, which was 0.65 higher than the previous day. The implied volatity was 16.47, the open interest changed by 26063 which increased total open position to 89533
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 6.6, which was 0.00 lower than the previous day. The implied volatity was 16.42, the open interest changed by 1158 which increased total open position to 63473
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 6.6, which was -0.45 lower than the previous day. The implied volatity was 15.78, the open interest changed by 937 which increased total open position to 62604
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 7.05, which was 1.05 higher than the previous day. The implied volatity was 17.17, the open interest changed by 887 which increased total open position to 62554
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 6, which was -2.55 lower than the previous day. The implied volatity was 19.33, the open interest changed by -1049 which decreased total open position to 61726
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 8.55, which was 0.35 higher than the previous day. The implied volatity was 18.98, the open interest changed by 1629 which increased total open position to 62540
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 8.2, which was -4.50 lower than the previous day. The implied volatity was 18.63, the open interest changed by 335 which increased total open position to 60936
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 12.7, which was -2.30 lower than the previous day. The implied volatity was 18.28, the open interest changed by -1124 which decreased total open position to 60607
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 15, which was 0.75 higher than the previous day. The implied volatity was 18.28, the open interest changed by -2035 which decreased total open position to 61721
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 14.25, which was -0.95 lower than the previous day. The implied volatity was 16.63, the open interest changed by -797 which decreased total open position to 64298
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 15.2, which was -2.80 lower than the previous day. The implied volatity was 15.11, the open interest changed by -367 which decreased total open position to 65121
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 18, which was -1.45 lower than the previous day. The implied volatity was 15.03, the open interest changed by -2109 which decreased total open position to 65493
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 19.45, which was -4.15 lower than the previous day. The implied volatity was 14.61, the open interest changed by 258 which increased total open position to 67587
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 23.6, which was 1.05 higher than the previous day. The implied volatity was 13.39, the open interest changed by 3099 which increased total open position to 67461
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 22.55, which was 0.05 higher than the previous day. The implied volatity was 14.63, the open interest changed by -2715 which decreased total open position to 64372
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 22.5, which was -2.00 lower than the previous day. The implied volatity was 15.52, the open interest changed by -3823 which decreased total open position to 67081
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 24.5, which was -0.70 lower than the previous day. The implied volatity was 13.69, the open interest changed by -1973 which decreased total open position to 70905
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 25.2, which was -0.50 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 25.7, which was -2.10 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 27.8, which was 2.05 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 25.75, 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 25 Oct NIFTY was trading at 24180.80. The strike last trading price was 28.05, which was -1.85 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 29.9, which was -3.60 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 33.5, which was -5.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct NIFTY was trading at 24472.10. The strike last trading price was 38.6, which was -8.40 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 47, which was -9.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 56, which was -2.50 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 58.5, which was -14.00 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 72.5, which was -9.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct NIFTY was trading at 25057.35. The strike last trading price was 82.05, which was -15.90 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 97.95, which was 9.00 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 88.95, which was -15.55 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 104.5, 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 9 Oct NIFTY was trading at 24981.95. The strike last trading price was 107.3, which was -11.70 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 119, which was 16.00 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 103, which was -26.00 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 129, which was -35.50 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 164.5, which was -107.50 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 272, which was -14.25 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 286.25, which was -115.00 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 401.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
NIFTY 26DEC2024 27000 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 | 3358.85 | 376.30 | - | 452.333 | -240.667 | 9,722.667 |
19 Dec | 23951.70 | 2982.55 | 255.15 | - | 1,341 | -540 | 9,970 |
18 Dec | 24198.85 | 2727.4 | 135.40 | 29.42 | 542 | 106 | 10,522.333 |
17 Dec | 24336.00 | 2592 | 320.05 | - | 476 | -8 | 10,416.333 |
16 Dec | 24668.25 | 2271.95 | 146.95 | - | 139 | -59.667 | 10,425 |
13 Dec | 24768.30 | 2125 | -211.00 | 18.75 | 803 | -240 | 10,485.333 |
12 Dec | 24548.70 | 2336 | 85.80 | - | 547.667 | -310 | 10,720.333 |
11 Dec | 24641.80 | 2250.2 | -51.10 | - | 206.333 | 54.333 | 11,028.667 |
10 Dec | 24610.05 | 2301.3 | 11.60 | 27.34 | 196.667 | 5 | 10,974 |
9 Dec | 24619.00 | 2289.7 | 82.00 | 26.57 | 162.333 | -0.333 | 10,967.333 |
6 Dec | 24677.80 | 2207.7 | 6.80 | 21.50 | 308.333 | 122.333 | 10,967 |
5 Dec | 24708.40 | 2200.9 | -224.90 | 24.99 | 550 | -29.333 | 10,842 |
4 Dec | 24467.45 | 2425.8 | -16.55 | 25.53 | 275.333 | 51 | 10,871.333 |
3 Dec | 24457.15 | 2442.35 | -107.20 | 25.89 | 397 | -6.667 | 10,820.333 |
2 Dec | 24276.05 | 2549.55 | -118.25 | 16.74 | 409.333 | 51.667 | 10,826.333 |
29 Nov | 24131.10 | 2667.8 | -172.65 | - | 644.333 | -55.667 | 10,774.333 |
28 Nov | 23914.15 | 2840.45 | 315.45 | 18.36 | 2,336.667 | 1,456.667 | 10,823.333 |
27 Nov | 24274.90 | 2525 | -103.15 | 18.53 | 1,058.333 | 696.667 | 9,365.667 |
26 Nov | 24194.50 | 2628.15 | 94.65 | 22.73 | 760 | 580.667 | 8,667.333 |
25 Nov | 24221.90 | 2533.5 | -406.95 | 17.49 | 924 | 414 | 8,084.333 |
22 Nov | 23907.25 | 2940.45 | -509.05 | 25.71 | 340.667 | -15.667 | 7,654.667 |
21 Nov | 23349.90 | 3449.5 | 126.50 | 27.93 | 913.667 | 697 | 7,666.333 |
19 Nov | 23518.50 | 3323 | 21.25 | 27.63 | 185.333 | 32 | 6,969.333 |
18 Nov | 23453.80 | 3301.75 | 104.75 | 25.09 | 225 | 52.333 | 6,937 |
14 Nov | 23532.70 | 3197 | 72.20 | 24.66 | 167.333 | -23 | 6,885.667 |
13 Nov | 23559.05 | 3124.8 | 225.80 | 22.26 | 666 | 1.333 | 6,905 |
12 Nov | 23883.45 | 2899 | 313.50 | 22.23 | 317 | -120 | 6,907.333 |
11 Nov | 24141.30 | 2585.5 | -43.30 | 18.11 | 858 | 550 | 7,029 |
8 Nov | 24148.20 | 2628.8 | 95.50 | 21.42 | 112.333 | -37 | 6,480.667 |
7 Nov | 24199.35 | 2533.3 | 295.05 | 20.36 | 407.667 | 12 | 6,521.333 |
6 Nov | 24484.05 | 2238.25 | -287.35 | 18.66 | 413.333 | 49.333 | 6,509 |
5 Nov | 24213.30 | 2525.6 | -179.75 | 20.48 | 218.333 | -54.333 | 6,459.333 |
4 Nov | 23995.35 | 2705.35 | 255.35 | 20.31 | 460.333 | -96.333 | 6,512.667 |
1 Nov | 24304.35 | 2450 | 55.15 | 21.64 | 76 | 3 | 6,609 |
31 Oct | 24205.35 | 2394.85 | 85.20 | - | 1,003.667 | 282.333 | 6,606 |
30 Oct | 24340.85 | 2309.65 | 93.65 | - | 833 | 277.667 | 6,324.667 |
29 Oct | 24466.85 | 2216 | -102.90 | - | 319.667 | 100.333 | 6,047 |
28 Oct | 24339.15 | 2318.9 | -153.25 | - | 645.667 | -10 | 5,945.667 |
25 Oct | 24180.80 | 2472.15 | 260.00 | - | 540.667 | -7 | 5,955.667 |
24 Oct | 24399.40 | 2212.15 | 5.60 | - | 194.333 | 32.667 | 5,962.333 |
23 Oct | 24435.50 | 2206.55 | 48.55 | - | 552.333 | -236 | 5,930 |
22 Oct | 24472.10 | 2158 | 218.00 | - | 658.667 | -25.333 | 6,164 |
21 Oct | 24781.10 | 1940 | 186.00 | - | 262.333 | -18 | 6,189 |
18 Oct | 24854.05 | 1754 | -114.15 | - | 671 | -35 | 6,207.667 |
17 Oct | 24749.85 | 1868.15 | 168.15 | - | 727 | -316.333 | 6,242.667 |
16 Oct | 24971.30 | 1700 | 81.45 | - | 322 | 9.667 | 6,558.667 |
15 Oct | 25057.35 | 1618.55 | 94.20 | - | 344 | -62.667 | 6,550 |
14 Oct | 25127.95 | 1524.35 | -185.85 | - | 231 | -90.667 | 6,612.667 |
11 Oct | 24964.25 | 1710.2 | 84.25 | - | 265.667 | 3.667 | 6,704.667 |
10 Oct | 24998.45 | 1625.95 | -19.05 | - | 419 | 82 | 6,701.333 |
9 Oct | 24981.95 | 1645 | 21.95 | - | 821 | 100.333 | 6,621 |
8 Oct | 25013.15 | 1623.05 | -149.85 | - | 1,014.667 | -222 | 6,520.667 |
7 Oct | 24795.75 | 1772.9 | 182.90 | - | 879.667 | 100 | 6,744 |
4 Oct | 25014.60 | 1590 | 235.00 | - | 2,314.333 | 199.667 | 6,645 |
3 Oct | 25250.10 | 1355 | 347.40 | - | 5,039.667 | -1,495.667 | 6,483.667 |
1 Oct | 25796.90 | 1007.6 | -15.25 | - | 1,552.333 | 192.333 | 7,990 |
30 Sept | 25810.85 | 1022.85 | 198.05 | - | 3,106 | -20.333 | 7,804.667 |
27 Sept | 26173.35 | 824.80 | - | 4,212.667 | 724 | 7,829.333 |
For Nifty - strike price 27000 expiring on 26DEC2024
Delta for 27000 PE is -
Historical price for 27000 PE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 3358.85, which was 376.30 higher than the previous day. The implied volatity was -, the open interest changed by -722 which decreased total open position to 29168
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 2982.55, which was 255.15 higher than the previous day. The implied volatity was -, the open interest changed by -1620 which decreased total open position to 29910
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 2727.4, which was 135.40 higher than the previous day. The implied volatity was 29.42, the open interest changed by 318 which increased total open position to 31567
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 2592, which was 320.05 higher than the previous day. The implied volatity was -, the open interest changed by -24 which decreased total open position to 31249
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 2271.95, which was 146.95 higher than the previous day. The implied volatity was -, the open interest changed by -179 which decreased total open position to 31275
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 2125, which was -211.00 lower than the previous day. The implied volatity was 18.75, the open interest changed by -720 which decreased total open position to 31456
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 2336, which was 85.80 higher than the previous day. The implied volatity was -, the open interest changed by -930 which decreased total open position to 32161
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 2250.2, which was -51.10 lower than the previous day. The implied volatity was -, the open interest changed by 163 which increased total open position to 33086
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 2301.3, which was 11.60 higher than the previous day. The implied volatity was 27.34, the open interest changed by 15 which increased total open position to 32922
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 2289.7, which was 82.00 higher than the previous day. The implied volatity was 26.57, the open interest changed by -1 which decreased total open position to 32902
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 2207.7, which was 6.80 higher than the previous day. The implied volatity was 21.50, the open interest changed by 367 which increased total open position to 32901
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 2200.9, which was -224.90 lower than the previous day. The implied volatity was 24.99, the open interest changed by -88 which decreased total open position to 32526
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 2425.8, which was -16.55 lower than the previous day. The implied volatity was 25.53, the open interest changed by 153 which increased total open position to 32614
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 2442.35, which was -107.20 lower than the previous day. The implied volatity was 25.89, the open interest changed by -20 which decreased total open position to 32461
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 2549.55, which was -118.25 lower than the previous day. The implied volatity was 16.74, the open interest changed by 155 which increased total open position to 32479
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 2667.8, which was -172.65 lower than the previous day. The implied volatity was -, the open interest changed by -167 which decreased total open position to 32323
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 2840.45, which was 315.45 higher than the previous day. The implied volatity was 18.36, the open interest changed by 4370 which increased total open position to 32470
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 2525, which was -103.15 lower than the previous day. The implied volatity was 18.53, the open interest changed by 2090 which increased total open position to 28097
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 2628.15, which was 94.65 higher than the previous day. The implied volatity was 22.73, the open interest changed by 1742 which increased total open position to 26002
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 2533.5, which was -406.95 lower than the previous day. The implied volatity was 17.49, the open interest changed by 1242 which increased total open position to 24253
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 2940.45, which was -509.05 lower than the previous day. The implied volatity was 25.71, the open interest changed by -47 which decreased total open position to 22964
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 3449.5, which was 126.50 higher than the previous day. The implied volatity was 27.93, the open interest changed by 2091 which increased total open position to 22999
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 3323, which was 21.25 higher than the previous day. The implied volatity was 27.63, the open interest changed by 96 which increased total open position to 20908
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 3301.75, which was 104.75 higher than the previous day. The implied volatity was 25.09, the open interest changed by 157 which increased total open position to 20811
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 3197, which was 72.20 higher than the previous day. The implied volatity was 24.66, the open interest changed by -69 which decreased total open position to 20657
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 3124.8, which was 225.80 higher than the previous day. The implied volatity was 22.26, the open interest changed by 4 which increased total open position to 20715
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 2899, which was 313.50 higher than the previous day. The implied volatity was 22.23, the open interest changed by -360 which decreased total open position to 20722
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 2585.5, which was -43.30 lower than the previous day. The implied volatity was 18.11, the open interest changed by 1650 which increased total open position to 21087
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 2628.8, which was 95.50 higher than the previous day. The implied volatity was 21.42, the open interest changed by -111 which decreased total open position to 19442
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 2533.3, which was 295.05 higher than the previous day. The implied volatity was 20.36, the open interest changed by 36 which increased total open position to 19564
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 2238.25, which was -287.35 lower than the previous day. The implied volatity was 18.66, the open interest changed by 148 which increased total open position to 19527
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 2525.6, which was -179.75 lower than the previous day. The implied volatity was 20.48, the open interest changed by -163 which decreased total open position to 19378
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 2705.35, which was 255.35 higher than the previous day. The implied volatity was 20.31, the open interest changed by -289 which decreased total open position to 19538
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 2450, which was 55.15 higher than the previous day. The implied volatity was 21.64, the open interest changed by 9 which increased total open position to 19827
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 2394.85, which was 85.20 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 2309.65, which was 93.65 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 2216, which was -102.90 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 2318.9, which was -153.25 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 2472.15, which was 260.00 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 2212.15, which was 5.60 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 2206.55, which was 48.55 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 2158, which was 218.00 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 1940, which was 186.00 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 1754, which was -114.15 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 1868.15, which was 168.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct NIFTY was trading at 24971.30. The strike last trading price was 1700, which was 81.45 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 1618.55, which was 94.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct NIFTY was trading at 25127.95. The strike last trading price was 1524.35, which was -185.85 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 1710.2, which was 84.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 1625.95, which was -19.05 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 1645, which was 21.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 1623.05, which was -149.85 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 1772.9, which was 182.90 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 1590, which was 235.00 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 1355, which was 347.40 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 1007.6, which was -15.25 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 1022.85, which was 198.05 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 824.80, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to