NIFTY
Nifty
Historical option data for NIFTY
20 Dec 2024 04:11 PM IST
NIFTY 26DEC2024 28000 CE | ||||||||||
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Delta: 0.00
Vega: 0.31
Theta: -1.24
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
20 Dec | 23587.50 | 1.45 | -0.80 | 47.78 | 1,42,703.667 | 6,441 | 38,090.333 | |||
19 Dec | 23951.70 | 2.25 | -0.25 | 42.74 | 57,112.667 | 14,318.667 | 31,627.667 | |||
18 Dec | 24198.85 | 2.5 | -0.90 | 37.88 | 23,680 | 1,162.333 | 17,319 | |||
17 Dec | 24336.00 | 3.4 | 1.40 | 35.93 | 9,092.667 | 342.333 | 16,181 | |||
16 Dec | 24668.25 | 2 | -0.25 | 29.25 | 2,467 | 269 | 15,847.333 | |||
13 Dec | 24768.30 | 2.25 | -0.70 | 24.83 | 6,013 | -14.333 | 15,570.333 | |||
12 Dec | 24548.70 | 2.95 | -0.25 | 26.45 | 5,502.667 | 312.667 | 15,576.333 | |||
11 Dec | 24641.80 | 3.2 | 0.55 | 25.08 | 5,658.333 | 1,511.333 | 15,242 | |||
10 Dec | 24610.05 | 2.65 | -0.30 | 23.78 | 1,437.333 | -287.667 | 13,746 | |||
9 Dec | 24619.00 | 2.95 | -0.10 | 23.28 | 1,674.333 | 69 | 14,042 | |||
6 Dec | 24677.80 | 3.05 | 0.25 | 21.14 | 4,564 | 550 | 13,998.333 | |||
5 Dec | 24708.40 | 2.8 | 0.35 | 20.19 | 8,770 | 732.667 | 13,497.333 | |||
4 Dec | 24467.45 | 2.45 | -0.20 | 20.80 | 2,167.333 | 312.333 | 12,750.333 | |||
3 Dec | 24457.15 | 2.65 | -0.15 | 20.58 | 2,911.667 | 96 | 12,440.667 | |||
2 Dec | 24276.05 | 2.8 | -0.20 | 21.20 | 2,154 | 180.667 | 12,294.667 | |||
29 Nov | 24131.10 | 3 | -1.00 | 20.88 | 1,720.667 | 135.667 | 12,114 | |||
28 Nov | 23914.15 | 4 | -0.60 | 22.08 | 4,800.667 | 385.333 | 11,978 | |||
27 Nov | 24274.90 | 4.6 | -0.50 | 20.29 | 2,302 | 938 | 12,232.667 | |||
26 Nov | 24194.50 | 5.1 | 0.00 | 20.62 | 2,037.333 | 80.333 | 11,302.667 | |||
25 Nov | 24221.90 | 5.1 | -0.15 | 19.91 | 2,634 | 11 | 11,229.667 | |||
22 Nov | 23907.25 | 5.25 | 0.00 | 20.96 | 2,514.667 | -88.333 | 11,130.333 | |||
21 Nov | 23349.90 | 5.25 | -1.00 | 23.33 | 2,610 | -170.667 | 11,209.667 | |||
19 Nov | 23518.50 | 6.25 | 0.40 | 22.48 | 2,244.667 | -76.667 | 11,396 | |||
18 Nov | 23453.80 | 5.85 | -2.80 | 22.00 | 2,165 | 160 | 11,472.333 | |||
14 Nov | 23532.70 | 8.65 | -0.85 | 21.45 | 1,268.667 | 9.667 | 11,336.333 | |||
13 Nov | 23559.05 | 9.5 | 0.45 | 21.23 | 1,811.333 | -49.333 | 11,324.667 | |||
12 Nov | 23883.45 | 9.05 | -0.15 | 19.65 | 1,681 | 0.667 | 11,398.667 | |||
11 Nov | 24141.30 | 9.2 | -1.10 | 18.10 | 1,165 | -6.667 | 11,394.333 | |||
8 Nov | 24148.20 | 10.3 | -1.55 | 17.79 | 683.667 | 29.333 | 11,409.333 | |||
7 Nov | 24199.35 | 11.85 | -1.65 | 17.54 | 2,290 | -342.667 | 11,419 | |||
6 Nov | 24484.05 | 13.5 | -0.25 | 16.29 | 1,854.333 | -190.667 | 11,753 | |||
5 Nov | 24213.30 | 13.75 | -1.90 | 17.51 | 2,973.333 | -314 | 11,946.333 | |||
4 Nov | 23995.35 | 15.65 | -0.30 | 18.65 | 3,069.667 | 12.333 | 12,263 | |||
1 Nov | 24304.35 | 15.95 | -1.05 | 16.70 | 403.667 | 47.667 | 12,250.667 | |||
31 Oct | 24205.35 | 17 | 0.80 | - | 1,905 | -179.667 | 12,208.333 | |||
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30 Oct | 24340.85 | 16.2 | -1.40 | - | 2,092 | -344.667 | 12,395.667 | |||
29 Oct | 24466.85 | 17.6 | 0.80 | - | 1,309 | -49.333 | 12,735.667 | |||
28 Oct | 24339.15 | 16.8 | -2.15 | - | 1,626 | -24.333 | 12,786 | |||
25 Oct | 24180.80 | 18.95 | 2.15 | - | 3,954.667 | 272.333 | 12,810.333 | |||
24 Oct | 24399.40 | 16.8 | -0.25 | - | 1,835.667 | -279.667 | 12,540 | |||
23 Oct | 24435.50 | 17.05 | -3.45 | - | 3,104.667 | -208 | 12,822 | |||
22 Oct | 24472.10 | 20.5 | -1.30 | - | 2,056 | -67.667 | 13,023 | |||
21 Oct | 24781.10 | 21.8 | -2.10 | - | 685.667 | -42.667 | 13,089.333 | |||
18 Oct | 24854.05 | 23.9 | -2.85 | - | 2,364 | -23 | 13,136.667 | |||
17 Oct | 24749.85 | 26.75 | -1.05 | - | 1,647.333 | -54 | 13,163.667 | |||
16 Oct | 24971.30 | 27.8 | 0.50 | - | 1,580.667 | 410.333 | 13,223.667 | |||
15 Oct | 25057.35 | 27.3 | -5.20 | - | 1,668.667 | -67 | 12,813.333 | |||
14 Oct | 25127.95 | 32.5 | -0.25 | - | 895.333 | 121.667 | 12,880 | |||
11 Oct | 24964.25 | 32.75 | -1.75 | - | 1,867 | 165.333 | 12,759 | |||
10 Oct | 24998.45 | 34.5 | 0.55 | - | 1,127.333 | -19.667 | 12,594.667 | |||
9 Oct | 24981.95 | 33.95 | -0.05 | - | 1,522.667 | -102 | 12,616.333 | |||
8 Oct | 25013.15 | 34 | -4.00 | - | 4,052.333 | 492.667 | 12,701.667 | |||
7 Oct | 24795.75 | 38 | -4.00 | - | 3,265.333 | 284 | 12,207.333 | |||
4 Oct | 25014.60 | 42 | -6.95 | - | 6,654.667 | 822.667 | 11,926 | |||
3 Oct | 25250.10 | 48.95 | -19.55 | - | 7,144.667 | 110.667 | 11,080.333 | |||
1 Oct | 25796.90 | 68.5 | -6.90 | - | 2,615.667 | 224.333 | 10,970 | |||
30 Sept | 25810.85 | 75.4 | -38.60 | - | 6,541 | -890.333 | 10,773.667 | |||
27 Sept | 26173.35 | 114.00 | - | 5,961.333 | 637.667 | 11,632.333 |
For Nifty - strike price 28000 expiring on 26DEC2024
Delta for 28000 CE is 0.00
Historical price for 28000 CE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 1.45, which was -0.80 lower than the previous day. The implied volatity was 47.78, the open interest changed by 19323 which increased total open position to 114271
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 2.25, which was -0.25 lower than the previous day. The implied volatity was 42.74, the open interest changed by 42956 which increased total open position to 94883
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 2.5, which was -0.90 lower than the previous day. The implied volatity was 37.88, the open interest changed by 3487 which increased total open position to 51957
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 3.4, which was 1.40 higher than the previous day. The implied volatity was 35.93, the open interest changed by 1027 which increased total open position to 48543
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 2, which was -0.25 lower than the previous day. The implied volatity was 29.25, the open interest changed by 807 which increased total open position to 47542
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 2.25, which was -0.70 lower than the previous day. The implied volatity was 24.83, the open interest changed by -43 which decreased total open position to 46711
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 2.95, which was -0.25 lower than the previous day. The implied volatity was 26.45, the open interest changed by 938 which increased total open position to 46729
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 3.2, which was 0.55 higher than the previous day. The implied volatity was 25.08, the open interest changed by 4534 which increased total open position to 45726
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 2.65, which was -0.30 lower than the previous day. The implied volatity was 23.78, the open interest changed by -863 which decreased total open position to 41238
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 2.95, which was -0.10 lower than the previous day. The implied volatity was 23.28, the open interest changed by 207 which increased total open position to 42126
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 3.05, which was 0.25 higher than the previous day. The implied volatity was 21.14, the open interest changed by 1650 which increased total open position to 41995
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 2.8, which was 0.35 higher than the previous day. The implied volatity was 20.19, the open interest changed by 2198 which increased total open position to 40492
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 2.45, which was -0.20 lower than the previous day. The implied volatity was 20.80, the open interest changed by 937 which increased total open position to 38251
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 2.65, which was -0.15 lower than the previous day. The implied volatity was 20.58, the open interest changed by 288 which increased total open position to 37322
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 2.8, which was -0.20 lower than the previous day. The implied volatity was 21.20, the open interest changed by 542 which increased total open position to 36884
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 3, which was -1.00 lower than the previous day. The implied volatity was 20.88, the open interest changed by 407 which increased total open position to 36342
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 4, which was -0.60 lower than the previous day. The implied volatity was 22.08, the open interest changed by 1156 which increased total open position to 35934
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 4.6, which was -0.50 lower than the previous day. The implied volatity was 20.29, the open interest changed by 2814 which increased total open position to 36698
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 5.1, which was 0.00 lower than the previous day. The implied volatity was 20.62, the open interest changed by 241 which increased total open position to 33908
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 5.1, which was -0.15 lower than the previous day. The implied volatity was 19.91, the open interest changed by 33 which increased total open position to 33689
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 5.25, which was 0.00 lower than the previous day. The implied volatity was 20.96, the open interest changed by -265 which decreased total open position to 33391
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 5.25, which was -1.00 lower than the previous day. The implied volatity was 23.33, the open interest changed by -512 which decreased total open position to 33629
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 6.25, which was 0.40 higher than the previous day. The implied volatity was 22.48, the open interest changed by -230 which decreased total open position to 34188
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 5.85, which was -2.80 lower than the previous day. The implied volatity was 22.00, the open interest changed by 480 which increased total open position to 34417
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 8.65, which was -0.85 lower than the previous day. The implied volatity was 21.45, the open interest changed by 29 which increased total open position to 34009
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 9.5, which was 0.45 higher than the previous day. The implied volatity was 21.23, the open interest changed by -148 which decreased total open position to 33974
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 9.05, which was -0.15 lower than the previous day. The implied volatity was 19.65, the open interest changed by 2 which increased total open position to 34196
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 9.2, which was -1.10 lower than the previous day. The implied volatity was 18.10, the open interest changed by -20 which decreased total open position to 34183
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 10.3, which was -1.55 lower than the previous day. The implied volatity was 17.79, the open interest changed by 88 which increased total open position to 34228
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 11.85, which was -1.65 lower than the previous day. The implied volatity was 17.54, the open interest changed by -1028 which decreased total open position to 34257
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 13.5, which was -0.25 lower than the previous day. The implied volatity was 16.29, the open interest changed by -572 which decreased total open position to 35259
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 13.75, which was -1.90 lower than the previous day. The implied volatity was 17.51, the open interest changed by -942 which decreased total open position to 35839
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 15.65, which was -0.30 lower than the previous day. The implied volatity was 18.65, the open interest changed by 37 which increased total open position to 36789
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 15.95, which was -1.05 lower than the previous day. The implied volatity was 16.70, the open interest changed by 143 which increased total open position to 36752
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 17, which was 0.80 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 16.2, which was -1.40 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 17.6, which was 0.80 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 16.8, which was -2.15 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 18.95, which was 2.15 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 16.8, which was -0.25 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 17.05, which was -3.45 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 20.5, which was -1.30 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 21.8, 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 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 23.9, which was -2.85 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 26.75, which was -1.05 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 27.8, which was 0.50 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 27.3, which was -5.20 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 32.5, which was -0.25 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 32.75, which was -1.75 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 34.5, which was 0.55 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 33.95, which was -0.05 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 34, which was -4.00 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 38, which was -4.00 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 42, which was -6.95 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 48.95, which was -19.55 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 68.5, which was -6.90 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 75.4, which was -38.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept NIFTY was trading at 26173.35. The strike last trading price was 114.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
NIFTY 26DEC2024 28000 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 | 4342.75 | 372.70 | - | 638 | -242.667 | 3,284.333 |
19 Dec | 23951.70 | 3970.05 | 242.15 | - | 100 | -58 | 3,527.667 |
18 Dec | 24198.85 | 3727.9 | 132.00 | 41.41 | 147.333 | -81.667 | 3,587.333 |
17 Dec | 24336.00 | 3595.9 | 335.90 | - | 232.333 | -193.667 | 3,669.667 |
16 Dec | 24668.25 | 3260 | 139.60 | - | 233.333 | -122.667 | 3,866.333 |
13 Dec | 24768.30 | 3120.4 | -234.80 | 23.32 | 428.333 | 200.333 | 3,988.667 |
12 Dec | 24548.70 | 3355.2 | 100.10 | 24.09 | 28 | -1 | 3,789 |
11 Dec | 24641.80 | 3255.1 | -40.10 | 19.45 | 74.333 | -5.667 | 3,791 |
10 Dec | 24610.05 | 3295.2 | 1.30 | 35.49 | 95.667 | -20.333 | 3,796.667 |
9 Dec | 24619.00 | 3293.9 | 88.90 | 36.26 | 119 | -66 | 3,818 |
6 Dec | 24677.80 | 3205 | 21.45 | 29.20 | 46.667 | 2.667 | 3,885.333 |
5 Dec | 24708.40 | 3183.55 | -236.45 | 31.30 | 199.333 | 38 | 3,884.667 |
4 Dec | 24467.45 | 3420 | -9.20 | 32.95 | 107.667 | 5.667 | 3,847.667 |
3 Dec | 24457.15 | 3429.2 | -108.35 | 32.35 | 105.333 | 32.333 | 3,841.333 |
2 Dec | 24276.05 | 3537.55 | -124.65 | - | 114.667 | 13.333 | 3,809 |
29 Nov | 24131.10 | 3662.2 | -158.85 | - | 106 | 9.333 | 3,797.667 |
28 Nov | 23914.15 | 3821.05 | 303.15 | - | 278.667 | 179.667 | 3,786.667 |
27 Nov | 24274.90 | 3517.9 | -88.65 | 24.23 | 210.333 | 21.667 | 3,606.667 |
26 Nov | 24194.50 | 3606.55 | 94.25 | 26.85 | 278.333 | -16.667 | 3,586 |
25 Nov | 24221.90 | 3512.3 | -407.35 | 14.49 | 399 | 134.333 | 3,603 |
22 Nov | 23907.25 | 3919.65 | -531.85 | 30.45 | 267.333 | 173.333 | 3,642 |
21 Nov | 23349.90 | 4451.5 | 146.50 | 34.95 | 166.667 | 108 | 3,470 |
19 Nov | 23518.50 | 4305 | 17.20 | 32.48 | 61 | 26.667 | 3,361 |
18 Nov | 23453.80 | 4287.8 | 97.80 | 29.97 | 135.667 | 33 | 3,337.667 |
14 Nov | 23532.70 | 4190 | 82.45 | 30.43 | 95.333 | 21 | 3,307.333 |
13 Nov | 23559.05 | 4107.55 | 242.30 | 26.30 | 199.667 | 53.333 | 3,286.333 |
12 Nov | 23883.45 | 3865.25 | 304.85 | 25.21 | 377.333 | -10.667 | 3,233 |
11 Nov | 24141.30 | 3560.4 | -23.10 | 21.43 | 86.333 | 15 | 3,244.667 |
8 Nov | 24148.20 | 3583.5 | 81.20 | 24.31 | 56.333 | 2 | 3,229.667 |
7 Nov | 24199.35 | 3502.3 | 303.00 | 24.40 | 72 | 2.667 | 3,227.333 |
6 Nov | 24484.05 | 3199.3 | -300.60 | 22.40 | 373 | 39.333 | 3,229.333 |
5 Nov | 24213.30 | 3499.9 | -178.30 | 25.04 | 155.667 | 18.667 | 3,191.667 |
4 Nov | 23995.35 | 3678.2 | 249.65 | 24.30 | 142 | 37 | 3,174 |
1 Nov | 24304.35 | 3428.55 | 77.20 | 26.85 | 23.333 | -13 | 3,137.333 |
31 Oct | 24205.35 | 3351.35 | 65.50 | - | 128.333 | -35 | 3,150.333 |
30 Oct | 24340.85 | 3285.85 | 97.60 | - | 530.333 | 115.667 | 3,186 |
29 Oct | 24466.85 | 3188.25 | -105.75 | - | 79.667 | -7.667 | 3,072 |
28 Oct | 24339.15 | 3294 | -151.05 | - | 173 | -1 | 3,079.667 |
25 Oct | 24180.80 | 3445.05 | 256.65 | - | 334 | -66 | 3,080.667 |
24 Oct | 24399.40 | 3188.4 | 20.30 | - | 136.667 | -10 | 3,148 |
23 Oct | 24435.50 | 3168.1 | 50.90 | - | 1,252 | -11 | 3,159 |
22 Oct | 24472.10 | 3117.2 | 228.55 | - | 163.667 | -49.333 | 3,170 |
21 Oct | 24781.10 | 2888.65 | 183.65 | - | 56 | 14.667 | 3,219.667 |
18 Oct | 24854.05 | 2705 | -106.75 | - | 334.333 | 38.667 | 3,206 |
17 Oct | 24749.85 | 2811.75 | 172.50 | - | 362.667 | -32.333 | 3,168.667 |
16 Oct | 24971.30 | 2639.25 | 115.40 | - | 768 | -194 | 3,201.667 |
15 Oct | 25057.35 | 2523.85 | 83.25 | - | 138 | 7.667 | 3,396.667 |
14 Oct | 25127.95 | 2440.6 | -187.40 | - | 83.667 | 4.333 | 3,390 |
11 Oct | 24964.25 | 2628 | 87.70 | - | 188.333 | 31 | 3,386.667 |
10 Oct | 24998.45 | 2540.3 | -13.70 | - | 143.333 | -10 | 3,355.333 |
9 Oct | 24981.95 | 2554 | 42.60 | - | 195.333 | -35.667 | 3,365.667 |
8 Oct | 25013.15 | 2511.4 | -173.45 | - | 661 | 107.333 | 3,400.333 |
7 Oct | 24795.75 | 2684.85 | 207.65 | - | 939.667 | -226.667 | 3,294.667 |
4 Oct | 25014.60 | 2477.2 | 260.95 | - | 2,111.667 | -67.333 | 3,521.667 |
3 Oct | 25250.10 | 2216.25 | 439.50 | - | 2,030 | 445.667 | 3,595.333 |
1 Oct | 25796.90 | 1776.75 | -14.00 | - | 353.667 | -33 | 3,152.667 |
30 Sept | 25810.85 | 1790.75 | 289.85 | - | 2,287.667 | 4.333 | 3,216 |
27 Sept | 26173.35 | 1500.90 | - | 1,760.667 | 353 | 3,265.667 |
For Nifty - strike price 28000 expiring on 26DEC2024
Delta for 28000 PE is -
Historical price for 28000 PE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 4342.75, which was 372.70 higher than the previous day. The implied volatity was -, the open interest changed by -728 which decreased total open position to 9853
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 3970.05, which was 242.15 higher than the previous day. The implied volatity was -, the open interest changed by -174 which decreased total open position to 10583
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 3727.9, which was 132.00 higher than the previous day. The implied volatity was 41.41, the open interest changed by -245 which decreased total open position to 10762
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 3595.9, which was 335.90 higher than the previous day. The implied volatity was -, the open interest changed by -581 which decreased total open position to 11009
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 3260, which was 139.60 higher than the previous day. The implied volatity was -, the open interest changed by -368 which decreased total open position to 11599
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 3120.4, which was -234.80 lower than the previous day. The implied volatity was 23.32, the open interest changed by 601 which increased total open position to 11966
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 3355.2, which was 100.10 higher than the previous day. The implied volatity was 24.09, the open interest changed by -3 which decreased total open position to 11367
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 3255.1, which was -40.10 lower than the previous day. The implied volatity was 19.45, the open interest changed by -17 which decreased total open position to 11373
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 3295.2, which was 1.30 higher than the previous day. The implied volatity was 35.49, the open interest changed by -61 which decreased total open position to 11390
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 3293.9, which was 88.90 higher than the previous day. The implied volatity was 36.26, the open interest changed by -198 which decreased total open position to 11454
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 3205, which was 21.45 higher than the previous day. The implied volatity was 29.20, the open interest changed by 8 which increased total open position to 11656
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 3183.55, which was -236.45 lower than the previous day. The implied volatity was 31.30, the open interest changed by 114 which increased total open position to 11654
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 3420, which was -9.20 lower than the previous day. The implied volatity was 32.95, the open interest changed by 17 which increased total open position to 11543
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 3429.2, which was -108.35 lower than the previous day. The implied volatity was 32.35, the open interest changed by 97 which increased total open position to 11524
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 3537.55, which was -124.65 lower than the previous day. The implied volatity was -, the open interest changed by 40 which increased total open position to 11427
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 3662.2, which was -158.85 lower than the previous day. The implied volatity was -, the open interest changed by 28 which increased total open position to 11393
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 3821.05, which was 303.15 higher than the previous day. The implied volatity was -, the open interest changed by 539 which increased total open position to 11360
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 3517.9, which was -88.65 lower than the previous day. The implied volatity was 24.23, the open interest changed by 65 which increased total open position to 10820
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 3606.55, which was 94.25 higher than the previous day. The implied volatity was 26.85, the open interest changed by -50 which decreased total open position to 10758
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 3512.3, which was -407.35 lower than the previous day. The implied volatity was 14.49, the open interest changed by 403 which increased total open position to 10809
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 3919.65, which was -531.85 lower than the previous day. The implied volatity was 30.45, the open interest changed by 520 which increased total open position to 10926
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 4451.5, which was 146.50 higher than the previous day. The implied volatity was 34.95, the open interest changed by 324 which increased total open position to 10410
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 4305, which was 17.20 higher than the previous day. The implied volatity was 32.48, the open interest changed by 80 which increased total open position to 10083
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 4287.8, which was 97.80 higher than the previous day. The implied volatity was 29.97, the open interest changed by 99 which increased total open position to 10013
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 4190, which was 82.45 higher than the previous day. The implied volatity was 30.43, the open interest changed by 63 which increased total open position to 9922
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 4107.55, which was 242.30 higher than the previous day. The implied volatity was 26.30, the open interest changed by 160 which increased total open position to 9859
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 3865.25, which was 304.85 higher than the previous day. The implied volatity was 25.21, the open interest changed by -32 which decreased total open position to 9699
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 3560.4, which was -23.10 lower than the previous day. The implied volatity was 21.43, the open interest changed by 45 which increased total open position to 9734
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 3583.5, which was 81.20 higher than the previous day. The implied volatity was 24.31, the open interest changed by 6 which increased total open position to 9689
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 3502.3, which was 303.00 higher than the previous day. The implied volatity was 24.40, the open interest changed by 8 which increased total open position to 9682
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 3199.3, which was -300.60 lower than the previous day. The implied volatity was 22.40, the open interest changed by 118 which increased total open position to 9688
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 3499.9, which was -178.30 lower than the previous day. The implied volatity was 25.04, the open interest changed by 56 which increased total open position to 9575
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 3678.2, which was 249.65 higher than the previous day. The implied volatity was 24.30, the open interest changed by 111 which increased total open position to 9522
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 3428.55, which was 77.20 higher than the previous day. The implied volatity was 26.85, the open interest changed by -39 which decreased total open position to 9412
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 3351.35, which was 65.50 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 3285.85, which was 97.60 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 3188.25, which was -105.75 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 3294, which was -151.05 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 3445.05, which was 256.65 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 3188.4, which was 20.30 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 3168.1, which was 50.90 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 3117.2, which was 228.55 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 2888.65, which was 183.65 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 2705, which was -106.75 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 2811.75, which was 172.50 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 2639.25, which was 115.40 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 2523.85, which was 83.25 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 2440.6, which was -187.40 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 2628, which was 87.70 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 2540.3, which was -13.70 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 2554, which was 42.60 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 2511.4, which was -173.45 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 2684.85, which was 207.65 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 2477.2, which was 260.95 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 2216.25, which was 439.50 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 1776.75, 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 30 Sept NIFTY was trading at 25810.85. The strike last trading price was 1790.75, which was 289.85 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 1500.90, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to