NIFTY
Nifty
Historical option data for NIFTY
20 Dec 2024 04:11 PM IST
NIFTY 26DEC2024 30000 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 | 1.25 | -0.45 | - | 1,25,459.333 | 22,202.667 | 50,652.333 | |||
19 Dec | 23951.70 | 1.7 | -0.25 | - | 65,600.333 | 3,244.333 | 28,596.333 | |||
18 Dec | 24198.85 | 1.95 | -0.05 | - | 12,662.667 | 96.333 | 25,397 | |||
17 Dec | 24336.00 | 2 | 0.40 | - | 43,716 | 4,738.667 | 25,559.333 | |||
16 Dec | 24668.25 | 1.6 | 0.05 | 42.23 | 4,932.667 | 1,703 | 20,784.667 | |||
13 Dec | 24768.30 | 1.55 | -0.30 | 35.87 | 4,892.667 | 216.667 | 19,083 | |||
12 Dec | 24548.70 | 1.85 | 0.00 | 36.81 | 6,010 | 356 | 18,856.333 | |||
11 Dec | 24641.80 | 1.85 | 0.15 | 34.91 | 3,893.333 | -998.333 | 18,503 | |||
10 Dec | 24610.05 | 1.7 | -0.15 | 33.53 | 3,912 | 1,132 | 19,553.667 | |||
9 Dec | 24619.00 | 1.85 | -0.05 | 32.74 | 3,386.333 | 565.333 | 18,370 | |||
6 Dec | 24677.80 | 1.9 | 0.20 | 29.90 | 7,551.333 | 1,435.333 | 17,810 | |||
5 Dec | 24708.40 | 1.7 | 0.15 | 28.63 | 9,479.333 | 3,687.667 | 16,423 | |||
4 Dec | 24467.45 | 1.55 | -0.25 | 29.01 | 1,808 | 574.667 | 12,695.333 | |||
3 Dec | 24457.15 | 1.8 | -0.50 | 28.83 | 1,411.333 | 11.333 | 12,113.333 | |||
2 Dec | 24276.05 | 2.3 | -0.45 | 29.81 | 1,887.333 | 171 | 12,110 | |||
29 Nov | 24131.10 | 2.75 | -0.75 | 29.33 | 2,474.333 | 59.333 | 11,915 | |||
28 Nov | 23914.15 | 3.5 | 0.20 | 30.39 | 5,571.667 | 2,976.667 | 11,854.333 | |||
27 Nov | 24274.90 | 3.3 | -0.20 | 28.01 | 753.333 | 235.667 | 8,880.333 | |||
26 Nov | 24194.50 | 3.5 | -0.25 | 28.10 | 318.333 | 86.667 | 8,645.667 | |||
25 Nov | 24221.90 | 3.75 | 0.50 | 27.54 | 999.667 | -84.667 | 8,557.667 | |||
22 Nov | 23907.25 | 3.25 | -1.20 | 27.58 | 1,093.333 | -160.333 | 8,482 | |||
21 Nov | 23349.90 | 4.45 | 0.30 | 30.68 | 1,671 | 349.333 | 8,637.667 | |||
19 Nov | 23518.50 | 4.15 | -0.60 | 28.96 | 624.667 | -41 | 8,289.667 | |||
18 Nov | 23453.80 | 4.75 | -0.95 | 29.03 | 839.333 | 194.333 | 8,330.667 | |||
14 Nov | 23532.70 | 5.7 | 0.50 | 27.65 | 605 | 206.333 | 8,136.667 | |||
13 Nov | 23559.05 | 5.2 | -0.20 | 26.81 | 472.667 | -132.333 | 7,933 | |||
12 Nov | 23883.45 | 5.4 | 1.10 | 25.54 | 697.333 | 65 | 8,066.667 | |||
11 Nov | 24141.30 | 4.3 | -1.25 | 23.37 | 855 | -240 | 8,001.667 | |||
8 Nov | 24148.20 | 5.55 | -0.65 | 23.28 | 406.667 | -136 | 8,244.333 | |||
7 Nov | 24199.35 | 6.2 | 0.80 | 22.97 | 5,244 | 389.667 | 8,447 | |||
6 Nov | 24484.05 | 5.4 | 0.00 | 21.13 | 1,375.667 | -141.333 | 8,058.333 | |||
5 Nov | 24213.30 | 5.4 | -1.45 | 22.08 | 709.333 | -27.667 | 8,199.667 | |||
4 Nov | 23995.35 | 6.85 | -1.15 | 23.34 | 821 | -84.667 | 8,232.333 | |||
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1 Nov | 24304.35 | 8 | -0.75 | 21.83 | 107.333 | -16.667 | 8,309.333 | |||
31 Oct | 24205.35 | 8.75 | 1.00 | - | 938 | 329.667 | 8,322.667 | |||
30 Oct | 24340.85 | 7.75 | -0.35 | - | 399.333 | -24.333 | 8,000.667 | |||
29 Oct | 24466.85 | 8.1 | 0.60 | - | 303.333 | -23.333 | 8,025.667 | |||
28 Oct | 24339.15 | 7.5 | -1.40 | - | 265.333 | -13.333 | 8,049.333 | |||
25 Oct | 24180.80 | 8.9 | 0.40 | - | 613 | 91.333 | 8,062.667 | |||
24 Oct | 24399.40 | 8.5 | 0.05 | - | 658.333 | 138 | 7,971.333 | |||
23 Oct | 24435.50 | 8.45 | -0.25 | - | 487.333 | -118.333 | 7,832.333 | |||
22 Oct | 24472.10 | 8.7 | 0.00 | - | 720 | 171.667 | 7,950 | |||
21 Oct | 24781.10 | 8.7 | -1.45 | - | 300.667 | -41 | 7,777.667 | |||
18 Oct | 24854.05 | 10.15 | -0.80 | - | 456.667 | -3 | 7,820.667 | |||
17 Oct | 24749.85 | 10.95 | 0.20 | - | 526 | 115.333 | 7,813.333 | |||
16 Oct | 24971.30 | 10.75 | 0.05 | - | 295.667 | -40.667 | 7,698 | |||
15 Oct | 25057.35 | 10.7 | -0.90 | - | 878.333 | 8.667 | 7,743 | |||
14 Oct | 25127.95 | 11.6 | -0.80 | - | 267.667 | -6.667 | 7,735 | |||
11 Oct | 24964.25 | 12.4 | 0.40 | - | 361.333 | 107.333 | 7,743 | |||
10 Oct | 24998.45 | 12 | 0.25 | - | 988.667 | 297.667 | 7,632.333 | |||
9 Oct | 24981.95 | 11.75 | 0.15 | - | 599 | 53.333 | 7,336.667 | |||
8 Oct | 25013.15 | 11.6 | -1.05 | - | 611.667 | 7.667 | 7,288.333 | |||
7 Oct | 24795.75 | 12.65 | 1.25 | - | 623.667 | 17.667 | 7,308 | |||
4 Oct | 25014.60 | 11.4 | -0.30 | - | 903.667 | 37.667 | 7,284.667 | |||
3 Oct | 25250.10 | 11.7 | -1.05 | - | 1,652.333 | -257.333 | 7,247 | |||
1 Oct | 25796.90 | 12.75 | 0.45 | - | 1,017.667 | 103.667 | 7,505.667 | |||
30 Sept | 25810.85 | 12.3 | -0.85 | - | 1,300.667 | 60 | 7,387.333 | |||
27 Sept | 26173.35 | 13.15 | - | 1,102 | 133 | 7,328.333 |
For Nifty - strike price 30000 expiring on 26DEC2024
Delta for 30000 CE is -
Historical price for 30000 CE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 1.25, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 66608 which increased total open position to 151957
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 1.7, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 9733 which increased total open position to 85789
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 1.95, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 289 which increased total open position to 76191
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 2, which was 0.40 higher than the previous day. The implied volatity was -, the open interest changed by 14216 which increased total open position to 76678
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 1.6, which was 0.05 higher than the previous day. The implied volatity was 42.23, the open interest changed by 5109 which increased total open position to 62354
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 1.55, which was -0.30 lower than the previous day. The implied volatity was 35.87, the open interest changed by 650 which increased total open position to 57249
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 1.85, which was 0.00 lower than the previous day. The implied volatity was 36.81, the open interest changed by 1068 which increased total open position to 56569
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 1.85, which was 0.15 higher than the previous day. The implied volatity was 34.91, the open interest changed by -2995 which decreased total open position to 55509
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 1.7, which was -0.15 lower than the previous day. The implied volatity was 33.53, the open interest changed by 3396 which increased total open position to 58661
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 1.85, which was -0.05 lower than the previous day. The implied volatity was 32.74, the open interest changed by 1696 which increased total open position to 55110
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 1.9, which was 0.20 higher than the previous day. The implied volatity was 29.90, the open interest changed by 4306 which increased total open position to 53430
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 1.7, which was 0.15 higher than the previous day. The implied volatity was 28.63, the open interest changed by 11063 which increased total open position to 49269
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 1.55, which was -0.25 lower than the previous day. The implied volatity was 29.01, the open interest changed by 1724 which increased total open position to 38086
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 1.8, which was -0.50 lower than the previous day. The implied volatity was 28.83, the open interest changed by 34 which increased total open position to 36340
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 2.3, which was -0.45 lower than the previous day. The implied volatity was 29.81, the open interest changed by 513 which increased total open position to 36330
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 2.75, which was -0.75 lower than the previous day. The implied volatity was 29.33, the open interest changed by 178 which increased total open position to 35745
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 3.5, which was 0.20 higher than the previous day. The implied volatity was 30.39, the open interest changed by 8930 which increased total open position to 35563
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 3.3, which was -0.20 lower than the previous day. The implied volatity was 28.01, the open interest changed by 707 which increased total open position to 26641
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 3.5, which was -0.25 lower than the previous day. The implied volatity was 28.10, the open interest changed by 260 which increased total open position to 25937
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 3.75, which was 0.50 higher than the previous day. The implied volatity was 27.54, the open interest changed by -254 which decreased total open position to 25673
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 3.25, which was -1.20 lower than the previous day. The implied volatity was 27.58, the open interest changed by -481 which decreased total open position to 25446
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 4.45, which was 0.30 higher than the previous day. The implied volatity was 30.68, the open interest changed by 1048 which increased total open position to 25913
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 4.15, which was -0.60 lower than the previous day. The implied volatity was 28.96, the open interest changed by -123 which decreased total open position to 24869
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 4.75, which was -0.95 lower than the previous day. The implied volatity was 29.03, the open interest changed by 583 which increased total open position to 24992
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 5.7, which was 0.50 higher than the previous day. The implied volatity was 27.65, the open interest changed by 619 which increased total open position to 24410
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 5.2, which was -0.20 lower than the previous day. The implied volatity was 26.81, the open interest changed by -397 which decreased total open position to 23799
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 5.4, which was 1.10 higher than the previous day. The implied volatity was 25.54, the open interest changed by 195 which increased total open position to 24200
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 4.3, which was -1.25 lower than the previous day. The implied volatity was 23.37, the open interest changed by -720 which decreased total open position to 24005
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 5.55, which was -0.65 lower than the previous day. The implied volatity was 23.28, the open interest changed by -408 which decreased total open position to 24733
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 6.2, which was 0.80 higher than the previous day. The implied volatity was 22.97, the open interest changed by 1169 which increased total open position to 25341
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 5.4, which was 0.00 lower than the previous day. The implied volatity was 21.13, the open interest changed by -424 which decreased total open position to 24175
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 5.4, which was -1.45 lower than the previous day. The implied volatity was 22.08, the open interest changed by -83 which decreased total open position to 24599
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 6.85, which was -1.15 lower than the previous day. The implied volatity was 23.34, the open interest changed by -254 which decreased total open position to 24697
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 8, which was -0.75 lower than the previous day. The implied volatity was 21.83, the open interest changed by -50 which decreased total open position to 24928
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 8.75, which was 1.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct NIFTY was trading at 24340.85. The strike last trading price was 7.75, 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 29 Oct NIFTY was trading at 24466.85. The strike last trading price was 8.1, which was 0.60 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 7.5, 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 25 Oct NIFTY was trading at 24180.80. The strike last trading price was 8.9, 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 24 Oct NIFTY was trading at 24399.40. The strike last trading price was 8.5, 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 23 Oct NIFTY was trading at 24435.50. The strike last trading price was 8.45, 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 22 Oct NIFTY was trading at 24472.10. The strike last trading price was 8.7, 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 8.7, which was -1.45 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 10.15, 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 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 10.95, which was 0.20 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 10.75, 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 10.7, 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 14 Oct NIFTY was trading at 25127.95. The strike last trading price was 11.6, 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 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 12.4, 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 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 12, which was 0.25 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 11.75, which was 0.15 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 11.6, 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 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 12.65, which was 1.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct NIFTY was trading at 25014.60. The strike last trading price was 11.4, which was -0.30 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 11.7, 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 1 Oct NIFTY was trading at 25796.90. The strike last trading price was 12.75, which was 0.45 higher 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 12.3, which was -0.85 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 13.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
NIFTY 26DEC2024 30000 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 | 6355.9 | 364.50 | - | 44.667 | -16 | 294.333 |
19 Dec | 23951.70 | 5991.4 | 275.70 | - | 43.667 | -28 | 311 |
18 Dec | 24198.85 | 5715.7 | 144.00 | - | 39.667 | -22 | 339 |
17 Dec | 24336.00 | 5571.7 | 343.15 | - | 8 | 7 | 361 |
16 Dec | 24668.25 | 5228.55 | 109.60 | - | 2 | 0 | 356 |
13 Dec | 24768.30 | 5118.95 | -201.15 | 42.95 | 104.667 | -80.333 | 356.333 |
12 Dec | 24548.70 | 5320.1 | 88.35 | - | 6.333 | -5.333 | 436.667 |
11 Dec | 24641.80 | 5231.75 | -59.55 | - | 14 | 1.333 | 442 |
10 Dec | 24610.05 | 5291.3 | 20.40 | 51.59 | 6.333 | 1.333 | 439.667 |
9 Dec | 24619.00 | 5270.9 | 98.05 | 48.41 | 14 | 6.333 | 438 |
6 Dec | 24677.80 | 5172.85 | -36.50 | 34.05 | 13 | 0 | 431.333 |
5 Dec | 24708.40 | 5209.35 | -181.70 | 50.41 | 993.667 | 25.667 | 432 |
4 Dec | 24467.45 | 5391.05 | -6.15 | 42.80 | 18.333 | -10.333 | 406 |
3 Dec | 24457.15 | 5397.2 | -118.45 | 41.45 | 111 | 67 | 416.333 |
2 Dec | 24276.05 | 5515.65 | -167.15 | - | 14.333 | 2.333 | 349 |
29 Nov | 24131.10 | 5682.8 | -167.20 | 39.54 | 3 | 0.667 | 347 |
28 Nov | 23914.15 | 5850 | 364.15 | 42.27 | 10.667 | 4.667 | 346.333 |
27 Nov | 24274.90 | 5485.85 | -97.10 | - | 6.333 | 0.667 | 341.333 |
26 Nov | 24194.50 | 5582.95 | 62.05 | 35.67 | 24 | -13.333 | 340.333 |
25 Nov | 24221.90 | 5520.9 | -395.75 | 35.60 | 32 | 2.333 | 355 |
22 Nov | 23907.25 | 5916.65 | -500.55 | 43.05 | 15 | -7 | 345.667 |
21 Nov | 23349.90 | 6417.2 | 238.45 | 43.24 | 12.667 | 4 | 352.667 |
19 Nov | 23518.50 | 6178.75 | -93.25 | - | 8.667 | -3.333 | 348.667 |
18 Nov | 23453.80 | 6272 | 112.00 | 40.31 | 13.333 | 6.333 | 353 |
14 Nov | 23532.70 | 6160 | 117.15 | 39.25 | 18.333 | 1 | 346.667 |
13 Nov | 23559.05 | 6042.85 | 234.65 | - | 27.333 | -9.333 | 345.667 |
12 Nov | 23883.45 | 5808.2 | 279.00 | 26.79 | 29 | -14 | 355.667 |
11 Nov | 24141.30 | 5529.2 | 9.20 | 28.58 | 12 | -5.333 | 369 |
8 Nov | 24148.20 | 5520 | 60.00 | 28.15 | 13 | -2 | 373.667 |
7 Nov | 24199.35 | 5460 | 300.80 | 32.01 | 22.333 | 7.667 | 375.333 |
6 Nov | 24484.05 | 5159.2 | -286.00 | 30.40 | 50 | -10.667 | 367 |
5 Nov | 24213.30 | 5445.2 | -194.80 | 31.83 | 7.667 | 2 | 377.333 |
4 Nov | 23995.35 | 5640 | 275.00 | 32.06 | 87 | 5 | 376.667 |
1 Nov | 24304.35 | 5365 | 25.00 | 34.36 | 5 | -0.667 | 371.667 |
31 Oct | 24205.35 | 5340 | 100.00 | - | 41.333 | 19.667 | 372.333 |
30 Oct | 24340.85 | 5240 | 104.25 | - | 30.333 | -7.667 | 352.667 |
29 Oct | 24466.85 | 5135.75 | -94.20 | - | 27.333 | -16.333 | 359.667 |
28 Oct | 24339.15 | 5229.95 | -131.35 | - | 18.333 | -1 | 375.333 |
25 Oct | 24180.80 | 5361.3 | 211.30 | - | 152 | 17 | 376.333 |
24 Oct | 24399.40 | 5150 | 29.00 | - | 6.333 | 0 | 359.667 |
23 Oct | 24435.50 | 5121 | 75.05 | - | 60.667 | 38 | 359 |
22 Oct | 24472.10 | 5045.95 | 220.40 | - | 29.667 | 6.333 | 320.333 |
21 Oct | 24781.10 | 4825.55 | 183.70 | - | 28 | 1.333 | 313.333 |
18 Oct | 24854.05 | 4641.85 | -125.70 | - | 12.333 | -3.333 | 310.667 |
17 Oct | 24749.85 | 4767.55 | 253.20 | - | 50.333 | 14.667 | 314 |
16 Oct | 24971.30 | 4514.35 | 54.35 | - | 32.667 | -0.333 | 299 |
15 Oct | 25057.35 | 4460 | 67.00 | - | 20 | 4.667 | 299.333 |
14 Oct | 25127.95 | 4393 | -167.00 | - | 10.333 | -1.333 | 295 |
11 Oct | 24964.25 | 4560 | 99.65 | - | 15.667 | -1.667 | 298 |
10 Oct | 24998.45 | 4460.35 | 0.35 | - | 11.667 | -0.667 | 299.333 |
9 Oct | 24981.95 | 4460 | 26.30 | - | 32 | 3 | 299.333 |
8 Oct | 25013.15 | 4433.7 | -140.35 | - | 10 | -2.333 | 296.333 |
7 Oct | 24795.75 | 4574.05 | 196.00 | - | 51 | -1.333 | 298.667 |
4 Oct | 25014.60 | 4378.05 | 270.30 | - | 89.333 | 32 | 299.667 |
3 Oct | 25250.10 | 4107.75 | 436.00 | - | 85 | 37.333 | 267.667 |
1 Oct | 25796.90 | 3671.75 | 9.00 | - | 40 | 13.333 | 237 |
30 Sept | 25810.85 | 3662.75 | 320.30 | - | 135 | 25.333 | 224.667 |
27 Sept | 26173.35 | 3342.45 | - | 137 | 84.333 | 201.333 |
For Nifty - strike price 30000 expiring on 26DEC2024
Delta for 30000 PE is -
Historical price for 30000 PE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 6355.9, which was 364.50 higher than the previous day. The implied volatity was -, the open interest changed by -48 which decreased total open position to 883
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 5991.4, which was 275.70 higher than the previous day. The implied volatity was -, the open interest changed by -84 which decreased total open position to 933
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 5715.7, which was 144.00 higher than the previous day. The implied volatity was -, the open interest changed by -66 which decreased total open position to 1017
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 5571.7, which was 343.15 higher than the previous day. The implied volatity was -, the open interest changed by 21 which increased total open position to 1083
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 5228.55, which was 109.60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1068
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 5118.95, which was -201.15 lower than the previous day. The implied volatity was 42.95, the open interest changed by -241 which decreased total open position to 1069
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 5320.1, which was 88.35 higher than the previous day. The implied volatity was -, the open interest changed by -16 which decreased total open position to 1310
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 5231.75, which was -59.55 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 1326
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 5291.3, which was 20.40 higher than the previous day. The implied volatity was 51.59, the open interest changed by 4 which increased total open position to 1319
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 5270.9, which was 98.05 higher than the previous day. The implied volatity was 48.41, the open interest changed by 19 which increased total open position to 1314
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 5172.85, which was -36.50 lower than the previous day. The implied volatity was 34.05, the open interest changed by 0 which decreased total open position to 1294
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 5209.35, which was -181.70 lower than the previous day. The implied volatity was 50.41, the open interest changed by 77 which increased total open position to 1296
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 5391.05, which was -6.15 lower than the previous day. The implied volatity was 42.80, the open interest changed by -31 which decreased total open position to 1218
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 5397.2, which was -118.45 lower than the previous day. The implied volatity was 41.45, the open interest changed by 201 which increased total open position to 1249
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 5515.65, which was -167.15 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 1047
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 5682.8, which was -167.20 lower than the previous day. The implied volatity was 39.54, the open interest changed by 2 which increased total open position to 1041
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 5850, which was 364.15 higher than the previous day. The implied volatity was 42.27, the open interest changed by 14 which increased total open position to 1039
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 5485.85, which was -97.10 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 1024
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 5582.95, which was 62.05 higher than the previous day. The implied volatity was 35.67, the open interest changed by -40 which decreased total open position to 1021
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 5520.9, which was -395.75 lower than the previous day. The implied volatity was 35.60, the open interest changed by 7 which increased total open position to 1065
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 5916.65, which was -500.55 lower than the previous day. The implied volatity was 43.05, the open interest changed by -21 which decreased total open position to 1037
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 6417.2, which was 238.45 higher than the previous day. The implied volatity was 43.24, the open interest changed by 12 which increased total open position to 1058
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 6178.75, which was -93.25 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 1046
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 6272, which was 112.00 higher than the previous day. The implied volatity was 40.31, the open interest changed by 19 which increased total open position to 1059
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 6160, which was 117.15 higher than the previous day. The implied volatity was 39.25, the open interest changed by 3 which increased total open position to 1040
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 6042.85, which was 234.65 higher than the previous day. The implied volatity was -, the open interest changed by -28 which decreased total open position to 1037
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 5808.2, which was 279.00 higher than the previous day. The implied volatity was 26.79, the open interest changed by -42 which decreased total open position to 1067
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 5529.2, which was 9.20 higher than the previous day. The implied volatity was 28.58, the open interest changed by -16 which decreased total open position to 1107
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 5520, which was 60.00 higher than the previous day. The implied volatity was 28.15, the open interest changed by -6 which decreased total open position to 1121
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 5460, which was 300.80 higher than the previous day. The implied volatity was 32.01, the open interest changed by 23 which increased total open position to 1126
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 5159.2, which was -286.00 lower than the previous day. The implied volatity was 30.40, the open interest changed by -32 which decreased total open position to 1101
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 5445.2, which was -194.80 lower than the previous day. The implied volatity was 31.83, the open interest changed by 6 which increased total open position to 1132
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 5640, which was 275.00 higher than the previous day. The implied volatity was 32.06, the open interest changed by 15 which increased total open position to 1130
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 5365, which was 25.00 higher than the previous day. The implied volatity was 34.36, the open interest changed by -2 which decreased total open position to 1115
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 5340, which was 100.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct NIFTY was trading at 24340.85. The strike last trading price was 5240, which was 104.25 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 5135.75, which was -94.20 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 5229.95, which was -131.35 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 5361.3, which was 211.30 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 5150, which was 29.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct NIFTY was trading at 24435.50. The strike last trading price was 5121, which was 75.05 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 5045.95, which was 220.40 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 4825.55, which was 183.70 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 4641.85, which was -125.70 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 4767.55, which was 253.20 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 4514.35, which was 54.35 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 4460, which was 67.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct NIFTY was trading at 25127.95. The strike last trading price was 4393, which was -167.00 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 4560, which was 99.65 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 4460.35, which was 0.35 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 4460, which was 26.30 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 4433.7, which was -140.35 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 4574.05, which was 196.00 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 4378.05, which was 270.30 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 4107.75, which was 436.00 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 3671.75, which was 9.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept NIFTY was trading at 25810.85. The strike last trading price was 3662.75, which was 320.30 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 3342.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to