NIFTY
Nifty
Historical option data for NIFTY
20 Dec 2024 04:11 PM IST
NIFTY 26DEC2024 29000 CE | ||||||||||
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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 | 1.3 | -0.50 | - | 1,21,392.667 | 2,997.333 | 28,875 | |||
19 Dec | 23951.70 | 1.8 | -0.30 | - | 73,244.333 | 15,282.333 | 26,095.667 | |||
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18 Dec | 24198.85 | 2.1 | -0.35 | 45.18 | 5,900 | 612.333 | 10,859.667 | |||
17 Dec | 24336.00 | 2.45 | 0.80 | 42.25 | 4,145.333 | 237.333 | 10,267.333 | |||
16 Dec | 24668.25 | 1.65 | 0.05 | 35.71 | 1,063.667 | 102 | 10,077.333 | |||
13 Dec | 24768.30 | 1.6 | -0.50 | 30.12 | 3,805.667 | -240 | 9,932 | |||
12 Dec | 24548.70 | 2.1 | 0.05 | 31.54 | 4,501 | -278 | 10,147 | |||
11 Dec | 24641.80 | 2.05 | 0.05 | 29.72 | 1,693.333 | -281 | 10,423.667 | |||
10 Dec | 24610.05 | 2 | -0.30 | 28.72 | 1,128.667 | -91 | 10,707 | |||
9 Dec | 24619.00 | 2.3 | 0.00 | 28.20 | 1,250.333 | -524.667 | 10,791 | |||
6 Dec | 24677.80 | 2.3 | 0.25 | 25.62 | 2,916.667 | -33 | 11,311.333 | |||
5 Dec | 24708.40 | 2.05 | 0.10 | 24.47 | 5,073.667 | -336.667 | 11,357.333 | |||
4 Dec | 24467.45 | 1.95 | -0.10 | 25.10 | 1,574.333 | 365 | 11,694 | |||
3 Dec | 24457.15 | 2.05 | -0.35 | 24.74 | 2,477 | 461.667 | 11,356.333 | |||
2 Dec | 24276.05 | 2.4 | -0.45 | 25.51 | 1,721.667 | -42 | 10,905.333 | |||
29 Nov | 24131.10 | 2.85 | -0.85 | 25.22 | 1,876.333 | 237 | 10,947.333 | |||
28 Nov | 23914.15 | 3.7 | -0.05 | 26.34 | 5,808.333 | 1,934.333 | 10,741.333 | |||
27 Nov | 24274.90 | 3.75 | -0.20 | 24.22 | 957.667 | -26.333 | 8,804 | |||
26 Nov | 24194.50 | 3.95 | -0.30 | 24.35 | 824 | -231 | 8,830.333 | |||
25 Nov | 24221.90 | 4.25 | 0.10 | 23.83 | 909.667 | 94 | 9,061.333 | |||
22 Nov | 23907.25 | 4.15 | -0.60 | 24.45 | 664.333 | -71 | 8,896.333 | |||
21 Nov | 23349.90 | 4.75 | 0.30 | 27.08 | 1,564.333 | 376.667 | 8,980.667 | |||
19 Nov | 23518.50 | 4.45 | -0.10 | 25.49 | 478.333 | -39 | 8,607.333 | |||
18 Nov | 23453.80 | 4.55 | -0.90 | 25.22 | 1,637.333 | 85.333 | 8,646.333 | |||
14 Nov | 23532.70 | 5.45 | -0.55 | 23.95 | 612.333 | -75 | 8,575.667 | |||
13 Nov | 23559.05 | 6 | 0.15 | 23.72 | 931.333 | 49 | 8,653.333 | |||
12 Nov | 23883.45 | 5.85 | 0.20 | 22.26 | 337 | -49.667 | 8,604.333 | |||
11 Nov | 24141.30 | 5.65 | -0.45 | 20.64 | 735 | 5.667 | 8,654.667 | |||
8 Nov | 24148.20 | 6.1 | -0.90 | 20.14 | 483.333 | 4 | 8,649 | |||
7 Nov | 24199.35 | 7 | 0.25 | 19.90 | 3,410 | 0 | 8,649 | |||
6 Nov | 24484.05 | 6.75 | -0.70 | 18.32 | 1,374 | -287.667 | 8,653 | |||
5 Nov | 24213.30 | 7.45 | -1.35 | 19.59 | 936.333 | -80 | 8,942 | |||
4 Nov | 23995.35 | 8.8 | -0.40 | 20.70 | 1,263 | 248 | 9,031.667 | |||
1 Nov | 24304.35 | 9.2 | -0.60 | 18.89 | 75.667 | 19 | 8,783.667 | |||
31 Oct | 24205.35 | 9.8 | 0.55 | - | 654.333 | 31.667 | 8,762.667 | |||
30 Oct | 24340.85 | 9.25 | -1.20 | - | 517 | -57.667 | 8,730.667 | |||
29 Oct | 24466.85 | 10.45 | 0.90 | - | 286.333 | -29.333 | 8,786.667 | |||
28 Oct | 24339.15 | 9.55 | -1.95 | - | 482 | -21.667 | 8,818.667 | |||
25 Oct | 24180.80 | 11.5 | 0.80 | - | 1,406 | -32.333 | 8,840.333 | |||
24 Oct | 24399.40 | 10.7 | 0.65 | - | 1,087.667 | 87 | 8,872.667 | |||
23 Oct | 24435.50 | 10.05 | -1.35 | - | 842.667 | 14 | 8,784.333 | |||
22 Oct | 24472.10 | 11.4 | 0.00 | - | 678 | 64.333 | 8,782.333 | |||
21 Oct | 24781.10 | 11.4 | -0.90 | - | 561.667 | -11.333 | 8,720.667 | |||
18 Oct | 24854.05 | 12.3 | -0.50 | - | 578.333 | -21 | 8,732 | |||
17 Oct | 24749.85 | 12.8 | -0.20 | - | 600 | 24 | 8,753 | |||
16 Oct | 24971.30 | 13 | 0.05 | - | 495.333 | 33.333 | 8,732 | |||
15 Oct | 25057.35 | 12.95 | -1.25 | - | 856 | 92 | 8,702 | |||
14 Oct | 25127.95 | 14.2 | 0.50 | - | 477.333 | -143.333 | 8,608.333 | |||
11 Oct | 24964.25 | 13.7 | -0.70 | - | 770.333 | 112.667 | 8,751.667 | |||
10 Oct | 24998.45 | 14.4 | -0.40 | - | 1,106.333 | 288.333 | 8,634.667 | |||
9 Oct | 24981.95 | 14.8 | -0.50 | - | 1,855.333 | 444.333 | 8,343.667 | |||
8 Oct | 25013.15 | 15.3 | -1.30 | - | 1,769.667 | 69.333 | 7,900.333 | |||
7 Oct | 24795.75 | 16.6 | 0.40 | - | 2,776.667 | 242 | 7,837.667 | |||
4 Oct | 25014.60 | 16.2 | -0.20 | - | 1,804.333 | 73 | 7,605 | |||
3 Oct | 25250.10 | 16.4 | -5.50 | - | 3,553 | 647.667 | 7,540 | |||
1 Oct | 25796.90 | 21.9 | -0.40 | - | 1,196.333 | 43 | 6,895 | |||
30 Sept | 25810.85 | 22.3 | -9.65 | - | 3,563 | 59 | 6,869 | |||
27 Sept | 26173.35 | 31.95 | - | 4,024.333 | 55 | 6,818.333 |
For Nifty - strike price 29000 expiring on 26DEC2024
Delta for 29000 CE is -
Historical price for 29000 CE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 1.3, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by 8992 which increased total open position to 86625
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 1.8, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by 45847 which increased total open position to 78287
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 2.1, which was -0.35 lower than the previous day. The implied volatity was 45.18, the open interest changed by 1837 which increased total open position to 32579
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 2.45, which was 0.80 higher than the previous day. The implied volatity was 42.25, the open interest changed by 712 which increased total open position to 30802
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 1.65, which was 0.05 higher than the previous day. The implied volatity was 35.71, the open interest changed by 306 which increased total open position to 30232
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 1.6, which was -0.50 lower than the previous day. The implied volatity was 30.12, the open interest changed by -720 which decreased total open position to 29796
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 2.1, which was 0.05 higher than the previous day. The implied volatity was 31.54, the open interest changed by -834 which decreased total open position to 30441
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 2.05, which was 0.05 higher than the previous day. The implied volatity was 29.72, the open interest changed by -843 which decreased total open position to 31271
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 2, which was -0.30 lower than the previous day. The implied volatity was 28.72, the open interest changed by -273 which decreased total open position to 32121
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 2.3, which was 0.00 lower than the previous day. The implied volatity was 28.20, the open interest changed by -1574 which decreased total open position to 32373
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 2.3, which was 0.25 higher than the previous day. The implied volatity was 25.62, the open interest changed by -99 which decreased total open position to 33934
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 2.05, which was 0.10 higher than the previous day. The implied volatity was 24.47, the open interest changed by -1010 which decreased total open position to 34072
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 1.95, which was -0.10 lower than the previous day. The implied volatity was 25.10, the open interest changed by 1095 which increased total open position to 35082
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 2.05, which was -0.35 lower than the previous day. The implied volatity was 24.74, the open interest changed by 1385 which increased total open position to 34069
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 2.4, which was -0.45 lower than the previous day. The implied volatity was 25.51, the open interest changed by -126 which decreased total open position to 32716
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 2.85, which was -0.85 lower than the previous day. The implied volatity was 25.22, the open interest changed by 711 which increased total open position to 32842
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 3.7, which was -0.05 lower than the previous day. The implied volatity was 26.34, the open interest changed by 5803 which increased total open position to 32224
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 3.75, which was -0.20 lower than the previous day. The implied volatity was 24.22, the open interest changed by -79 which decreased total open position to 26412
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 3.95, which was -0.30 lower than the previous day. The implied volatity was 24.35, the open interest changed by -693 which decreased total open position to 26491
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 4.25, which was 0.10 higher than the previous day. The implied volatity was 23.83, the open interest changed by 282 which increased total open position to 27184
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 4.15, which was -0.60 lower than the previous day. The implied volatity was 24.45, the open interest changed by -213 which decreased total open position to 26689
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 4.75, which was 0.30 higher than the previous day. The implied volatity was 27.08, the open interest changed by 1130 which increased total open position to 26942
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 4.45, which was -0.10 lower than the previous day. The implied volatity was 25.49, the open interest changed by -117 which decreased total open position to 25822
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 4.55, which was -0.90 lower than the previous day. The implied volatity was 25.22, the open interest changed by 256 which increased total open position to 25939
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 5.45, which was -0.55 lower than the previous day. The implied volatity was 23.95, the open interest changed by -225 which decreased total open position to 25727
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 6, which was 0.15 higher than the previous day. The implied volatity was 23.72, the open interest changed by 147 which increased total open position to 25960
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 5.85, which was 0.20 higher than the previous day. The implied volatity was 22.26, the open interest changed by -149 which decreased total open position to 25813
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 5.65, which was -0.45 lower than the previous day. The implied volatity was 20.64, the open interest changed by 17 which increased total open position to 25964
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 6.1, which was -0.90 lower than the previous day. The implied volatity was 20.14, the open interest changed by 12 which increased total open position to 25947
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 7, which was 0.25 higher than the previous day. The implied volatity was 19.90, the open interest changed by 0 which decreased total open position to 25947
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 6.75, which was -0.70 lower than the previous day. The implied volatity was 18.32, the open interest changed by -863 which decreased total open position to 25959
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 7.45, which was -1.35 lower than the previous day. The implied volatity was 19.59, the open interest changed by -240 which decreased total open position to 26826
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 8.8, which was -0.40 lower than the previous day. The implied volatity was 20.70, the open interest changed by 744 which increased total open position to 27095
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 9.2, which was -0.60 lower than the previous day. The implied volatity was 18.89, the open interest changed by 57 which increased total open position to 26351
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 9.8, 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 30 Oct NIFTY was trading at 24340.85. The strike last trading price was 9.25, which was -1.20 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 10.45, which was 0.90 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 9.55, which was -1.95 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 11.5, 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 24 Oct NIFTY was trading at 24399.40. The strike last trading price was 10.7, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct NIFTY was trading at 24435.50. The strike last trading price was 10.05, which was -1.35 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 11.4, 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 11.4, which was -0.90 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 12.3, 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 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 12.8, which was -0.20 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 13, which was 0.05 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 12.95, which was -1.25 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 14.2, 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 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 13.7, 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 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 14.4, which was -0.40 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 14.8, 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 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 15.3, 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 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 16.6, which was 0.40 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 16.2, which was -0.20 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 16.4, which was -5.50 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 21.9, which was -0.40 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 22.3, which was -9.65 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 31.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
NIFTY 26DEC2024 29000 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 | 5354.25 | 365.05 | - | 1,315 | -442.333 | 6,727 |
19 Dec | 23951.70 | 4989.2 | 247.40 | - | 70.667 | -22.333 | 7,170 |
18 Dec | 24198.85 | 4741.8 | 138.90 | - | 331 | -18.333 | 7,192 |
17 Dec | 24336.00 | 4602.9 | 327.65 | - | 79.667 | -17.333 | 7,209.333 |
16 Dec | 24668.25 | 4275.25 | 126.05 | 37.13 | 93.667 | -3.333 | 7,226.333 |
13 Dec | 24768.30 | 4149.2 | -212.75 | 45.68 | 85 | 1 | 7,229.333 |
12 Dec | 24548.70 | 4361.95 | 101.25 | 38.98 | 11 | -0.667 | 7,227.333 |
11 Dec | 24641.80 | 4260.7 | -43.70 | 35.96 | 38 | 0.333 | 7,224.667 |
10 Dec | 24610.05 | 4304.4 | 13.40 | 45.88 | 29 | -11 | 7,224 |
9 Dec | 24619.00 | 4291 | 84.55 | 44.36 | 49.333 | -17 | 7,235.333 |
6 Dec | 24677.80 | 4206.45 | 2.35 | 37.27 | 341.333 | 15 | 7,252.333 |
5 Dec | 24708.40 | 4204.1 | -212.65 | 42.02 | 76 | 0.333 | 7,237 |
4 Dec | 24467.45 | 4416.75 | -27.00 | 40.19 | 43.333 | 3.333 | 7,236.333 |
3 Dec | 24457.15 | 4443.75 | -106.25 | 41.93 | 67.333 | 5.667 | 7,233 |
2 Dec | 24276.05 | 4550 | -125.95 | 32.84 | 203.667 | 71.333 | 7,228.667 |
29 Nov | 24131.10 | 4675.95 | -151.75 | 30.53 | 125.667 | 40 | 7,157.667 |
28 Nov | 23914.15 | 4827.7 | 298.80 | 29.33 | 79 | 40 | 7,117.333 |
27 Nov | 24274.90 | 4528.9 | -87.60 | 33.39 | 55 | 0.333 | 7,074.333 |
26 Nov | 24194.50 | 4616.5 | 82.55 | 35.24 | 116.333 | 7.667 | 7,073.667 |
25 Nov | 24221.90 | 4533.95 | -420.90 | 31.55 | 273 | 163.333 | 7,066.667 |
22 Nov | 23907.25 | 4954.85 | -505.20 | 40.78 | 72.333 | 1.333 | 6,904.667 |
21 Nov | 23349.90 | 5460.05 | 117.05 | 42.45 | 98 | -38.333 | 6,903.333 |
19 Nov | 23518.50 | 5343 | 52.70 | 42.68 | 45 | 4.333 | 6,941 |
18 Nov | 23453.80 | 5290.3 | 98.35 | 36.67 | 100.667 | -53.333 | 6,937 |
14 Nov | 23532.70 | 5191.95 | 95.80 | 36.81 | 75.667 | 1.333 | 6,990.333 |
13 Nov | 23559.05 | 5096.15 | 223.95 | 30.92 | 134 | -29.667 | 6,988.667 |
12 Nov | 23883.45 | 4872.2 | 294.75 | 32.09 | 63 | 9.333 | 7,017 |
11 Nov | 24141.30 | 4577.45 | -13.00 | 29.60 | 16.333 | -4 | 7,007.333 |
8 Nov | 24148.20 | 4590.45 | 93.50 | 30.84 | 31 | -3.333 | 7,011 |
7 Nov | 24199.35 | 4496.95 | 293.90 | 29.87 | 145.333 | -57.667 | 7,013.667 |
6 Nov | 24484.05 | 4203.05 | -292.90 | 28.58 | 127 | -16.333 | 7,069 |
5 Nov | 24213.30 | 4495.95 | -190.00 | 30.62 | 89.667 | -25 | 7,087 |
4 Nov | 23995.35 | 4685.95 | 280.95 | 30.73 | 130.333 | -29.667 | 7,116.333 |
1 Nov | 24304.35 | 4405 | 5.00 | 31.41 | 22.667 | 1 | 7,146 |
31 Oct | 24205.35 | 4400 | 148.35 | - | 84.667 | -24.333 | 7,138.333 |
30 Oct | 24340.85 | 4251.65 | 75.45 | - | 32.667 | -3.667 | 7,162.333 |
29 Oct | 24466.85 | 4176.2 | -101.80 | - | 71.667 | -32.667 | 7,162.667 |
28 Oct | 24339.15 | 4278 | -151.30 | - | 159.333 | -9.333 | 7,196 |
25 Oct | 24180.80 | 4429.3 | 260.30 | - | 153.667 | -64 | 7,205.333 |
24 Oct | 24399.40 | 4169 | 14.45 | - | 47.333 | 11.333 | 7,268.667 |
23 Oct | 24435.50 | 4154.55 | 53.00 | - | 211.333 | -30 | 7,257.333 |
22 Oct | 24472.10 | 4101.55 | 219.35 | - | 143.667 | -25.333 | 7,287.333 |
21 Oct | 24781.10 | 3882.2 | 199.30 | - | 169.333 | 18.333 | 7,312.333 |
18 Oct | 24854.05 | 3682.9 | -112.70 | - | 158 | -32.333 | 7,294.333 |
17 Oct | 24749.85 | 3795.6 | 190.70 | - | 166 | 21.333 | 7,323 |
16 Oct | 24971.30 | 3604.9 | 102.00 | - | 65.667 | 6 | 7,301.333 |
15 Oct | 25057.35 | 3502.9 | 73.10 | - | 106 | 42 | 7,295.333 |
14 Oct | 25127.95 | 3429.8 | -162.15 | - | 82 | -8.667 | 7,250 |
11 Oct | 24964.25 | 3591.95 | 88.45 | - | 139.333 | 69.333 | 7,258.333 |
10 Oct | 24998.45 | 3503.5 | -7.95 | - | 378 | 220 | 7,183.667 |
9 Oct | 24981.95 | 3511.45 | 30.75 | - | 852.667 | 531 | 6,961 |
8 Oct | 25013.15 | 3480.7 | -191.60 | - | 850.333 | 209.667 | 6,429.667 |
7 Oct | 24795.75 | 3672.3 | 232.10 | - | 1,376.333 | 499.667 | 6,219.667 |
4 Oct | 25014.60 | 3440.2 | 282.80 | - | 1,436 | -9 | 5,719.667 |
3 Oct | 25250.10 | 3157.4 | 451.65 | - | 1,003 | 638 | 5,736.667 |
1 Oct | 25796.90 | 2705.75 | -5.75 | - | 246.333 | 121.667 | 5,100 |
30 Sept | 25810.85 | 2711.5 | 286.50 | - | 1,346.333 | -573.667 | 5,000.333 |
27 Sept | 26173.35 | 2425.00 | - | 2,579.667 | 124.667 | 5,612.333 |
For Nifty - strike price 29000 expiring on 26DEC2024
Delta for 29000 PE is -
Historical price for 29000 PE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 5354.25, which was 365.05 higher than the previous day. The implied volatity was -, the open interest changed by -1327 which decreased total open position to 20181
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 4989.2, which was 247.40 higher than the previous day. The implied volatity was -, the open interest changed by -67 which decreased total open position to 21510
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 4741.8, which was 138.90 higher than the previous day. The implied volatity was -, the open interest changed by -55 which decreased total open position to 21576
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 4602.9, which was 327.65 higher than the previous day. The implied volatity was -, the open interest changed by -52 which decreased total open position to 21628
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 4275.25, which was 126.05 higher than the previous day. The implied volatity was 37.13, the open interest changed by -10 which decreased total open position to 21679
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 4149.2, which was -212.75 lower than the previous day. The implied volatity was 45.68, the open interest changed by 3 which increased total open position to 21688
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 4361.95, which was 101.25 higher than the previous day. The implied volatity was 38.98, the open interest changed by -2 which decreased total open position to 21682
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 4260.7, which was -43.70 lower than the previous day. The implied volatity was 35.96, the open interest changed by 1 which increased total open position to 21674
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 4304.4, which was 13.40 higher than the previous day. The implied volatity was 45.88, the open interest changed by -33 which decreased total open position to 21672
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 4291, which was 84.55 higher than the previous day. The implied volatity was 44.36, the open interest changed by -51 which decreased total open position to 21706
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 4206.45, which was 2.35 higher than the previous day. The implied volatity was 37.27, the open interest changed by 45 which increased total open position to 21757
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 4204.1, which was -212.65 lower than the previous day. The implied volatity was 42.02, the open interest changed by 1 which increased total open position to 21711
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 4416.75, which was -27.00 lower than the previous day. The implied volatity was 40.19, the open interest changed by 10 which increased total open position to 21709
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 4443.75, which was -106.25 lower than the previous day. The implied volatity was 41.93, the open interest changed by 17 which increased total open position to 21699
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 4550, which was -125.95 lower than the previous day. The implied volatity was 32.84, the open interest changed by 214 which increased total open position to 21686
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 4675.95, which was -151.75 lower than the previous day. The implied volatity was 30.53, the open interest changed by 120 which increased total open position to 21473
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 4827.7, which was 298.80 higher than the previous day. The implied volatity was 29.33, the open interest changed by 120 which increased total open position to 21352
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 4528.9, which was -87.60 lower than the previous day. The implied volatity was 33.39, the open interest changed by 1 which increased total open position to 21223
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 4616.5, which was 82.55 higher than the previous day. The implied volatity was 35.24, the open interest changed by 23 which increased total open position to 21221
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 4533.95, which was -420.90 lower than the previous day. The implied volatity was 31.55, the open interest changed by 490 which increased total open position to 21200
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 4954.85, which was -505.20 lower than the previous day. The implied volatity was 40.78, the open interest changed by 4 which increased total open position to 20714
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 5460.05, which was 117.05 higher than the previous day. The implied volatity was 42.45, the open interest changed by -115 which decreased total open position to 20710
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 5343, which was 52.70 higher than the previous day. The implied volatity was 42.68, the open interest changed by 13 which increased total open position to 20823
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 5290.3, which was 98.35 higher than the previous day. The implied volatity was 36.67, the open interest changed by -160 which decreased total open position to 20811
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 5191.95, which was 95.80 higher than the previous day. The implied volatity was 36.81, the open interest changed by 4 which increased total open position to 20971
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 5096.15, which was 223.95 higher than the previous day. The implied volatity was 30.92, the open interest changed by -89 which decreased total open position to 20966
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 4872.2, which was 294.75 higher than the previous day. The implied volatity was 32.09, the open interest changed by 28 which increased total open position to 21051
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 4577.45, which was -13.00 lower than the previous day. The implied volatity was 29.60, the open interest changed by -12 which decreased total open position to 21022
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 4590.45, which was 93.50 higher than the previous day. The implied volatity was 30.84, the open interest changed by -10 which decreased total open position to 21033
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 4496.95, which was 293.90 higher than the previous day. The implied volatity was 29.87, the open interest changed by -173 which decreased total open position to 21041
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 4203.05, which was -292.90 lower than the previous day. The implied volatity was 28.58, the open interest changed by -49 which decreased total open position to 21207
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 4495.95, which was -190.00 lower than the previous day. The implied volatity was 30.62, the open interest changed by -75 which decreased total open position to 21261
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 4685.95, which was 280.95 higher than the previous day. The implied volatity was 30.73, the open interest changed by -89 which decreased total open position to 21349
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 4405, which was 5.00 higher than the previous day. The implied volatity was 31.41, the open interest changed by 3 which increased total open position to 21438
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 4400, which was 148.35 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 4251.65, which was 75.45 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 4176.2, which was -101.80 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 4278, which was -151.30 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 4429.3, which was 260.30 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 4169, which was 14.45 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 4154.55, which was 53.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct NIFTY was trading at 24472.10. The strike last trading price was 4101.55, which was 219.35 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 3882.2, which was 199.30 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 3682.9, which was -112.70 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 3795.6, which was 190.70 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 3604.9, which was 102.00 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 3502.9, which was 73.10 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 3429.8, which was -162.15 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 3591.95, which was 88.45 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 3503.5, which was -7.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct NIFTY was trading at 24981.95. The strike last trading price was 3511.45, which was 30.75 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 3480.7, which was -191.60 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 3672.3, which was 232.10 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 3440.2, which was 282.80 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 3157.4, which was 451.65 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 2705.75, which was -5.75 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 2711.5, which was 286.50 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 2425.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to