NIFTY
Nifty
Historical option data for NIFTY
20 Dec 2024 04:11 PM IST
NIFTY 26DEC2024 27500 CE | ||||||||||
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Delta: 0.00
Vega: 0.32
Theta: -1.18
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
20 Dec | 23587.50 | 1.4 | -0.80 | 43.02 | 1,15,471 | -438.333 | 26,186.667 | |||
19 Dec | 23951.70 | 2.2 | -0.45 | 38.19 | 80,463.333 | -4,753.333 | 26,611.333 | |||
18 Dec | 24198.85 | 2.65 | -2.30 | 33.87 | 1,03,359.667 | 24,341.667 | 30,975.667 | |||
17 Dec | 24336.00 | 4.95 | 3.05 | 33.34 | 18,198 | 3,573.333 | 6,634 | |||
16 Dec | 24668.25 | 1.9 | -0.80 | 25.34 | 1,467.333 | -272.667 | 3,063.333 | |||
13 Dec | 24768.30 | 2.7 | 0.05 | 21.94 | 3,902 | -943.333 | 3,337.333 | |||
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12 Dec | 24548.70 | 2.65 | -0.65 | 22.87 | 2,680.667 | 31.667 | 4,254.333 | |||
11 Dec | 24641.80 | 3.3 | 0.10 | 21.96 | 4,326.667 | 694 | 4,222.333 | |||
10 Dec | 24610.05 | 3.2 | -0.10 | 21.20 | 2,596 | 370 | 3,538 | |||
9 Dec | 24619.00 | 3.3 | -0.15 | 20.56 | 1,187 | -38.333 | 3,171.667 | |||
6 Dec | 24677.80 | 3.45 | -0.40 | 18.65 | 2,709.333 | 533 | 3,180.333 | |||
5 Dec | 24708.40 | 3.85 | 0.10 | 18.23 | 1,980.667 | 178.333 | 2,654.667 | |||
4 Dec | 24467.45 | 3.75 | 0.65 | 19.18 | 831.333 | 112.667 | 2,487.333 | |||
3 Dec | 24457.15 | 3.1 | -0.40 | 18.39 | 4,482.667 | 79.333 | 2,387 | |||
2 Dec | 24276.05 | 3.5 | -0.05 | 19.22 | 1,023.667 | -129.333 | 2,318 | |||
29 Nov | 24131.10 | 3.55 | -0.60 | 18.91 | 928 | -4.333 | 2,455.667 | |||
28 Nov | 23914.15 | 4.15 | -1.40 | 19.81 | 2,075.333 | 286.333 | 2,426.333 | |||
27 Nov | 24274.90 | 5.55 | -0.30 | 18.36 | 1,335.667 | 320 | 2,134.333 | |||
26 Nov | 24194.50 | 5.85 | 0.20 | 18.61 | 844.667 | 49.333 | 1,814.333 | |||
25 Nov | 24221.90 | 5.65 | -0.65 | 17.87 | 1,358 | 355 | 1,765 | |||
22 Nov | 23907.25 | 6.3 | 0.60 | 19.22 | 668.333 | 94.333 | 1,504.333 | |||
21 Nov | 23349.90 | 5.7 | -1.70 | 21.42 | 1,153 | -217 | 1,408.333 | |||
19 Nov | 23518.50 | 7.4 | 0.55 | 20.83 | 976.333 | -153 | 1,622.333 | |||
18 Nov | 23453.80 | 6.85 | -4.05 | 20.34 | 955.333 | -95 | 1,777.333 | |||
14 Nov | 23532.70 | 10.9 | -1.20 | 20.04 | 729.333 | -129.333 | 1,872.333 | |||
13 Nov | 23559.05 | 12.1 | 0.15 | 19.86 | 826 | -153.333 | 2,004.333 | |||
12 Nov | 23883.45 | 11.95 | -0.10 | 18.35 | 1,146.333 | -89.333 | 2,182.333 | |||
11 Nov | 24141.30 | 12.05 | -2.00 | 16.72 | 1,503.667 | -86.333 | 2,273.667 | |||
8 Nov | 24148.20 | 14.05 | -1.90 | 16.56 | 1,265.333 | 61.333 | 2,368.333 | |||
7 Nov | 24199.35 | 15.95 | -1.30 | 16.28 | 867.333 | 20.667 | 2,307 | |||
6 Nov | 24484.05 | 17.25 | 0.05 | 14.83 | 1,212.333 | 126 | 2,286.333 | |||
5 Nov | 24213.30 | 17.2 | -0.40 | 16.08 | 1,224.667 | -223.667 | 2,162.667 | |||
4 Nov | 23995.35 | 17.6 | -0.50 | 16.97 | 1,751.333 | 365.667 | 2,386.333 | |||
1 Nov | 24304.35 | 18.1 | -1.15 | 15.04 | 135.667 | -18 | 2,019.333 | |||
31 Oct | 24205.35 | 19.25 | 1.55 | - | 1,388.667 | -488 | 2,037.333 | |||
30 Oct | 24340.85 | 17.7 | -4.25 | - | 2,954 | 420.667 | 2,517.667 | |||
29 Oct | 24466.85 | 21.95 | 1.65 | - | 394.333 | 58.333 | 2,082.667 | |||
28 Oct | 24339.15 | 20.3 | -0.80 | - | 446 | -8.333 | 2,022 | |||
25 Oct | 24180.80 | 21.1 | 1.45 | - | 1,295.667 | -97.667 | 2,030.333 | |||
24 Oct | 24399.40 | 19.65 | -0.35 | - | 991 | -153 | 2,130.667 | |||
23 Oct | 24435.50 | 20 | -3.25 | - | 602 | 55.333 | 2,283 | |||
22 Oct | 24472.10 | 23.25 | -3.35 | - | 715 | -80 | 2,226.333 | |||
21 Oct | 24781.10 | 26.6 | -4.80 | - | 512.333 | 13.667 | 2,304.667 | |||
18 Oct | 24854.05 | 31.4 | -0.70 | - | 841.333 | -129 | 2,293.667 | |||
17 Oct | 24749.85 | 32.1 | -5.80 | - | 658 | -5.667 | 2,425.333 | |||
16 Oct | 24971.30 | 37.9 | -2.10 | - | 690.333 | -137.333 | 2,434.333 | |||
15 Oct | 25057.35 | 40 | -8.00 | - | 787 | 184.333 | 2,565 | |||
14 Oct | 25127.95 | 48 | 2.75 | - | 593.667 | 28.667 | 2,393.667 | |||
11 Oct | 24964.25 | 45.25 | -10.75 | - | 680 | 71.333 | 2,354.667 | |||
10 Oct | 24998.45 | 56 | -3.50 | - | 376.333 | 103.667 | 2,283.333 | |||
9 Oct | 24981.95 | 59.5 | -0.35 | - | 665 | 120.667 | 2,200.667 | |||
8 Oct | 25013.15 | 59.85 | 5.65 | - | 1,833.333 | -175 | 2,082.333 | |||
7 Oct | 24795.75 | 54.2 | -11.80 | - | 2,077.333 | 356.667 | 2,273.667 | |||
4 Oct | 25014.60 | 66 | -15.95 | - | 5,501 | -269.333 | 1,921 | |||
3 Oct | 25250.10 | 81.95 | -59.10 | - | 2,648.333 | 519 | 2,191 | |||
1 Oct | 25796.90 | 141.05 | -7.10 | - | 1,414.667 | 608.333 | 1,667.667 | |||
30 Sept | 25810.85 | 148.15 | -128.10 | - | 1,904.667 | 1,039.333 | 1,058.333 | |||
27 Sept | 26173.35 | 276.25 | - | 19 | 18.667 | 18.667 |
For Nifty - strike price 27500 expiring on 26DEC2024
Delta for 27500 CE is 0.00
Historical price for 27500 CE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 1.4, which was -0.80 lower than the previous day. The implied volatity was 43.02, the open interest changed by -1315 which decreased total open position to 78560
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 2.2, which was -0.45 lower than the previous day. The implied volatity was 38.19, the open interest changed by -14260 which decreased total open position to 79834
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 2.65, which was -2.30 lower than the previous day. The implied volatity was 33.87, the open interest changed by 73025 which increased total open position to 92927
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 4.95, which was 3.05 higher than the previous day. The implied volatity was 33.34, the open interest changed by 10720 which increased total open position to 19902
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 1.9, which was -0.80 lower than the previous day. The implied volatity was 25.34, the open interest changed by -818 which decreased total open position to 9190
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 2.7, which was 0.05 higher than the previous day. The implied volatity was 21.94, the open interest changed by -2830 which decreased total open position to 10012
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 2.65, which was -0.65 lower than the previous day. The implied volatity was 22.87, the open interest changed by 95 which increased total open position to 12763
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 3.3, which was 0.10 higher than the previous day. The implied volatity was 21.96, the open interest changed by 2082 which increased total open position to 12667
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 3.2, which was -0.10 lower than the previous day. The implied volatity was 21.20, the open interest changed by 1110 which increased total open position to 10614
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 3.3, which was -0.15 lower than the previous day. The implied volatity was 20.56, the open interest changed by -115 which decreased total open position to 9515
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 3.45, which was -0.40 lower than the previous day. The implied volatity was 18.65, the open interest changed by 1599 which increased total open position to 9541
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 3.85, which was 0.10 higher than the previous day. The implied volatity was 18.23, the open interest changed by 535 which increased total open position to 7964
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 3.75, which was 0.65 higher than the previous day. The implied volatity was 19.18, the open interest changed by 338 which increased total open position to 7462
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 3.1, which was -0.40 lower than the previous day. The implied volatity was 18.39, the open interest changed by 238 which increased total open position to 7161
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 3.5, which was -0.05 lower than the previous day. The implied volatity was 19.22, the open interest changed by -388 which decreased total open position to 6954
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 3.55, which was -0.60 lower than the previous day. The implied volatity was 18.91, the open interest changed by -13 which decreased total open position to 7367
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 4.15, which was -1.40 lower than the previous day. The implied volatity was 19.81, the open interest changed by 859 which increased total open position to 7279
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 5.55, which was -0.30 lower than the previous day. The implied volatity was 18.36, the open interest changed by 960 which increased total open position to 6403
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 5.85, which was 0.20 higher than the previous day. The implied volatity was 18.61, the open interest changed by 148 which increased total open position to 5443
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 5.65, which was -0.65 lower than the previous day. The implied volatity was 17.87, the open interest changed by 1065 which increased total open position to 5295
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 6.3, which was 0.60 higher than the previous day. The implied volatity was 19.22, the open interest changed by 283 which increased total open position to 4513
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 5.7, which was -1.70 lower than the previous day. The implied volatity was 21.42, the open interest changed by -651 which decreased total open position to 4225
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 7.4, which was 0.55 higher than the previous day. The implied volatity was 20.83, the open interest changed by -459 which decreased total open position to 4867
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 6.85, which was -4.05 lower than the previous day. The implied volatity was 20.34, the open interest changed by -285 which decreased total open position to 5332
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 10.9, which was -1.20 lower than the previous day. The implied volatity was 20.04, the open interest changed by -388 which decreased total open position to 5617
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 12.1, which was 0.15 higher than the previous day. The implied volatity was 19.86, the open interest changed by -460 which decreased total open position to 6013
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 11.95, which was -0.10 lower than the previous day. The implied volatity was 18.35, the open interest changed by -268 which decreased total open position to 6547
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 12.05, which was -2.00 lower than the previous day. The implied volatity was 16.72, the open interest changed by -259 which decreased total open position to 6821
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 14.05, which was -1.90 lower than the previous day. The implied volatity was 16.56, the open interest changed by 184 which increased total open position to 7105
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 15.95, which was -1.30 lower than the previous day. The implied volatity was 16.28, the open interest changed by 62 which increased total open position to 6921
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 17.25, which was 0.05 higher than the previous day. The implied volatity was 14.83, the open interest changed by 378 which increased total open position to 6859
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 17.2, which was -0.40 lower than the previous day. The implied volatity was 16.08, the open interest changed by -671 which decreased total open position to 6488
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 17.6, which was -0.50 lower than the previous day. The implied volatity was 16.97, the open interest changed by 1097 which increased total open position to 7159
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 18.1, which was -1.15 lower than the previous day. The implied volatity was 15.04, the open interest changed by -54 which decreased total open position to 6058
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 19.25, which was 1.55 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 17.7, which was -4.25 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 21.95, which was 1.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct NIFTY was trading at 24339.15. The strike last trading price was 20.3, which was -0.80 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 21.1, which was 1.45 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 19.65, which was -0.35 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 20, which was -3.25 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 23.25, which was -3.35 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 26.6, which was -4.80 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 31.4, which was -0.70 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 32.1, which was -5.80 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 37.9, 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 15 Oct NIFTY was trading at 25057.35. The strike last trading price was 40, which was -8.00 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 48, which was 2.75 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 45.25, which was -10.75 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 56, which was -3.50 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 59.5, which was -0.35 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 59.85, which was 5.65 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 54.2, which was -11.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct NIFTY was trading at 25014.60. The strike last trading price was 66, which was -15.95 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 81.95, which was -59.10 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 141.05, which was -7.10 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 148.15, which was -128.10 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 276.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
NIFTY 26DEC2024 27500 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 | 3855.15 | 385.60 | - | 69.333 | -9.333 | 1,309 |
19 Dec | 23951.70 | 3469.55 | 246.00 | - | 18.333 | -13.333 | 1,318 |
18 Dec | 24198.85 | 3223.55 | 142.55 | - | 35.667 | -22 | 1,330.667 |
17 Dec | 24336.00 | 3081 | 334.00 | - | 60 | -8 | 1,360.667 |
16 Dec | 24668.25 | 2747 | 113.80 | - | 10 | 3 | 1,365 |
13 Dec | 24768.30 | 2633.2 | -198.85 | 27.34 | 36.333 | -28.667 | 1,361.667 |
12 Dec | 24548.70 | 2832.05 | 86.05 | - | 8.333 | -1.667 | 1,390.333 |
11 Dec | 24641.80 | 2746 | -51.35 | - | 50.667 | -1.667 | 1,344 |
10 Dec | 24610.05 | 2797.35 | 16.20 | 31.37 | 55 | 40 | 1,344.333 |
9 Dec | 24619.00 | 2781.15 | 80.45 | 29.76 | 100.667 | 70.333 | 1,304.333 |
6 Dec | 24677.80 | 2700.7 | 0.70 | 24.29 | 45.667 | -15 | 1,233.667 |
5 Dec | 24708.40 | 2700 | -207.55 | 29.24 | 47 | -6.333 | 1,250.667 |
4 Dec | 24467.45 | 2907.55 | -32.70 | 27.13 | 26.333 | -14.667 | 1,256.667 |
3 Dec | 24457.15 | 2940.25 | -72.20 | 29.78 | 46.333 | -4.667 | 1,272.667 |
2 Dec | 24276.05 | 3012.45 | -132.55 | - | 17.333 | 5.333 | 1,274 |
29 Nov | 24131.10 | 3145 | -177.95 | - | 9 | -0.333 | 1,268 |
28 Nov | 23914.15 | 3322.95 | 300.30 | - | 357 | 316.333 | 1,268.333 |
27 Nov | 24274.90 | 3022.65 | -85.40 | 21.69 | 357 | 268.667 | 952 |
26 Nov | 24194.50 | 3108.05 | 92.55 | 23.58 | 254.667 | 170.333 | 680.667 |
25 Nov | 24221.90 | 3015.5 | -387.55 | - | 390.333 | 414.667 | 510.333 |
22 Nov | 23907.25 | 3403.05 | -569.20 | 24.92 | 46.333 | 35.667 | 131.333 |
21 Nov | 23349.90 | 3972.25 | 462.25 | 33.72 | 63.667 | 37 | 97 |
19 Nov | 23518.50 | 3510 | -240.00 | - | 12.667 | 2 | 59.333 |
18 Nov | 23453.80 | 3750 | 50.00 | - | 4.333 | 3 | 57.333 |
14 Nov | 23532.70 | 3700 | 50.00 | 28.19 | 29.667 | 24.333 | 53 |
13 Nov | 23559.05 | 3650 | 300.00 | 27.67 | 0.667 | 0.333 | 28.333 |
12 Nov | 23883.45 | 3350 | 278.45 | 19.91 | 0.333 | 0 | 28 |
11 Nov | 24141.30 | 3071.55 | -14.05 | 19.76 | 0.333 | 0 | 28 |
8 Nov | 24148.20 | 3085.6 | 118.50 | 21.44 | 1 | 0 | 28 |
7 Nov | 24199.35 | 2967.1 | 187.10 | 18.03 | 3 | 1 | 27.667 |
6 Nov | 24484.05 | 2780 | -240.00 | 24.14 | 0.667 | -0.333 | 26.667 |
5 Nov | 24213.30 | 3020 | -179.05 | 23.31 | 0.667 | 0 | 26.667 |
4 Nov | 23995.35 | 3199.05 | 295.15 | 22.92 | 5 | -1.333 | 26.667 |
1 Nov | 24304.35 | 2903.9 | 59.25 | 22.48 | 1.667 | 0.667 | 27 |
31 Oct | 24205.35 | 2844.65 | 144.65 | - | 2.333 | 0.667 | 26 |
30 Oct | 24340.85 | 2700 | 0.00 | - | 0 | 1.333 | 0 |
29 Oct | 24466.85 | 2700 | -280.00 | - | 1.667 | 1.333 | 25.333 |
28 Oct | 24339.15 | 2980 | -80.00 | - | 0.333 | -0.333 | 24 |
25 Oct | 24180.80 | 3060 | 320.35 | - | 3 | 0.333 | 24.333 |
24 Oct | 24399.40 | 2739.65 | 147.25 | - | 1.667 | 0 | 25.333 |
23 Oct | 24435.50 | 2592.4 | 192.40 | - | 2.667 | 1.333 | 25.333 |
22 Oct | 24472.10 | 2400 | 0.00 | - | 0 | 0 | 0 |
21 Oct | 24781.10 | 2400 | -50.00 | - | 1.333 | 0 | 24 |
18 Oct | 24854.05 | 2450 | 121.35 | - | 0.333 | 0 | 24 |
17 Oct | 24749.85 | 2328.65 | 244.35 | - | 5 | -2.333 | 24 |
16 Oct | 24971.30 | 2084.3 | -17.55 | - | 1.333 | 0 | 26 |
15 Oct | 25057.35 | 2101.85 | -42.95 | - | 0.333 | 0 | 26 |
14 Oct | 25127.95 | 2144.8 | 0.00 | - | 0 | -5 | 0 |
11 Oct | 24964.25 | 2144.8 | 22.15 | - | 18.667 | -5.333 | 25.667 |
10 Oct | 24998.45 | 2122.65 | 132.65 | - | 4.333 | 0 | 27.667 |
9 Oct | 24981.95 | 1990 | -50.00 | - | 2 | 0.333 | 28 |
8 Oct | 25013.15 | 2040 | -170.00 | - | 1 | 0 | 27.667 |
7 Oct | 24795.75 | 2210 | 210.00 | - | 1 | 0.333 | 27.667 |
4 Oct | 25014.60 | 2000 | 225.00 | - | 4.667 | 1 | 27.333 |
3 Oct | 25250.10 | 1775 | 415.00 | - | 17 | 6.333 | 26 |
1 Oct | 25796.90 | 1360 | -19.80 | - | 2.667 | 0.667 | 18 |
30 Sept | 25810.85 | 1379.8 | 254.80 | - | 25.333 | 13.333 | 17 |
27 Sept | 26173.35 | 1125.00 | - | 4 | 3.333 | 3.333 |
For Nifty - strike price 27500 expiring on 26DEC2024
Delta for 27500 PE is -
Historical price for 27500 PE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 3855.15, which was 385.60 higher than the previous day. The implied volatity was -, the open interest changed by -28 which decreased total open position to 3927
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 3469.55, which was 246.00 higher than the previous day. The implied volatity was -, the open interest changed by -40 which decreased total open position to 3954
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 3223.55, which was 142.55 higher than the previous day. The implied volatity was -, the open interest changed by -66 which decreased total open position to 3992
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 3081, which was 334.00 higher than the previous day. The implied volatity was -, the open interest changed by -24 which decreased total open position to 4082
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 2747, which was 113.80 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 4095
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 2633.2, which was -198.85 lower than the previous day. The implied volatity was 27.34, the open interest changed by -86 which decreased total open position to 4085
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 2832.05, which was 86.05 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 4171
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 2746, which was -51.35 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 4032
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 2797.35, which was 16.20 higher than the previous day. The implied volatity was 31.37, the open interest changed by 120 which increased total open position to 4033
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 2781.15, which was 80.45 higher than the previous day. The implied volatity was 29.76, the open interest changed by 211 which increased total open position to 3913
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 2700.7, which was 0.70 higher than the previous day. The implied volatity was 24.29, the open interest changed by -45 which decreased total open position to 3701
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 2700, which was -207.55 lower than the previous day. The implied volatity was 29.24, the open interest changed by -19 which decreased total open position to 3752
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 2907.55, which was -32.70 lower than the previous day. The implied volatity was 27.13, the open interest changed by -44 which decreased total open position to 3770
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 2940.25, which was -72.20 lower than the previous day. The implied volatity was 29.78, the open interest changed by -14 which decreased total open position to 3818
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 3012.45, which was -132.55 lower than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 3822
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 3145, which was -177.95 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 3804
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 3322.95, which was 300.30 higher than the previous day. The implied volatity was -, the open interest changed by 949 which increased total open position to 3805
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 3022.65, which was -85.40 lower than the previous day. The implied volatity was 21.69, the open interest changed by 806 which increased total open position to 2856
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 3108.05, which was 92.55 higher than the previous day. The implied volatity was 23.58, the open interest changed by 511 which increased total open position to 2042
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 3015.5, which was -387.55 lower than the previous day. The implied volatity was -, the open interest changed by 1244 which increased total open position to 1531
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 3403.05, which was -569.20 lower than the previous day. The implied volatity was 24.92, the open interest changed by 107 which increased total open position to 394
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 3972.25, which was 462.25 higher than the previous day. The implied volatity was 33.72, the open interest changed by 111 which increased total open position to 291
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 3510, which was -240.00 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 178
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 3750, which was 50.00 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 172
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 3700, which was 50.00 higher than the previous day. The implied volatity was 28.19, the open interest changed by 73 which increased total open position to 159
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 3650, which was 300.00 higher than the previous day. The implied volatity was 27.67, the open interest changed by 1 which increased total open position to 85
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 3350, which was 278.45 higher than the previous day. The implied volatity was 19.91, the open interest changed by 0 which decreased total open position to 84
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 3071.55, which was -14.05 lower than the previous day. The implied volatity was 19.76, the open interest changed by 0 which decreased total open position to 84
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 3085.6, which was 118.50 higher than the previous day. The implied volatity was 21.44, the open interest changed by 0 which decreased total open position to 84
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 2967.1, which was 187.10 higher than the previous day. The implied volatity was 18.03, the open interest changed by 3 which increased total open position to 83
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 2780, which was -240.00 lower than the previous day. The implied volatity was 24.14, the open interest changed by -1 which decreased total open position to 80
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 3020, which was -179.05 lower than the previous day. The implied volatity was 23.31, the open interest changed by 0 which decreased total open position to 80
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 3199.05, which was 295.15 higher than the previous day. The implied volatity was 22.92, the open interest changed by -4 which decreased total open position to 80
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 2903.9, which was 59.25 higher than the previous day. The implied volatity was 22.48, the open interest changed by 2 which increased total open position to 81
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 2844.65, which was 144.65 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 2700, 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 2700, which was -280.00 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 2980, which was -80.00 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 3060, which was 320.35 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 2739.65, which was 147.25 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 2592.4, which was 192.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct NIFTY was trading at 24472.10. The strike last trading price was 2400, 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 2400, which was -50.00 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 2450, which was 121.35 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 2328.65, which was 244.35 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 2084.3, which was -17.55 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 2101.85, which was -42.95 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 2144.8, 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 2144.8, which was 22.15 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 2122.65, which was 132.65 higher 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 1990, which was -50.00 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 2040, which was -170.00 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 2210, which was 210.00 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 2000, which was 225.00 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 1775, which was 415.00 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 1360, which was -19.80 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 1379.8, which was 254.80 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 1125.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to