NIFTY
Nifty
Historical option data for NIFTY
20 Dec 2024 04:11 PM IST
NIFTY 26DEC2024 31000 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 | 1.35 | -0.05 | - | 1,88,055.333 | 16,120.333 | 70,038.667 | |||
19 Dec | 23951.70 | 1.4 | -0.40 | - | 1,50,371.667 | 20,133 | 58,396.333 | |||
18 Dec | 24198.85 | 1.8 | 0.30 | - | 68,476 | 20,472 | 38,270.333 | |||
17 Dec | 24336.00 | 1.5 | 0.10 | - | 25,340 | -30.333 | 18,273 | |||
16 Dec | 24668.25 | 1.4 | 0.05 | - | 3,782.333 | 545 | 18,317.333 | |||
13 Dec | 24768.30 | 1.35 | -0.50 | 40.89 | 15,127 | 2,089.333 | 19,083 | |||
12 Dec | 24548.70 | 1.85 | 0.00 | 42.22 | 10,117.333 | 728.667 | 16,936.667 | |||
11 Dec | 24641.80 | 1.85 | 0.10 | 40.14 | 4,633 | 190 | 16,213.333 | |||
10 Dec | 24610.05 | 1.75 | -0.05 | 38.68 | 4,113.667 | 1,336.333 | 16,028.667 | |||
9 Dec | 24619.00 | 1.8 | -0.05 | 37.56 | 4,210.667 | 1,821.333 | 14,671 | |||
6 Dec | 24677.80 | 1.85 | 0.20 | 34.36 | 3,574.333 | 1,552.333 | 12,854.333 | |||
5 Dec | 24708.40 | 1.65 | 0.10 | 32.94 | 6,121.333 | 1,380.333 | 11,294.667 | |||
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4 Dec | 24467.45 | 1.55 | -0.20 | 33.25 | 1,168 | 286.667 | 9,914 | |||
3 Dec | 24457.15 | 1.75 | -0.55 | 32.95 | 3,225 | 31.667 | 9,601.667 | |||
2 Dec | 24276.05 | 2.3 | -0.30 | 34.00 | 2,669 | 1,454.333 | 9,570 | |||
29 Nov | 24131.10 | 2.6 | -0.80 | 33.15 | 2,865 | 79.333 | 8,141.667 | |||
28 Nov | 23914.15 | 3.4 | 0.20 | 34.28 | 6,142.667 | 3,162 | 8,054.667 | |||
27 Nov | 24274.90 | 3.2 | -0.10 | 31.84 | 1,576 | 333.667 | 4,894.667 | |||
26 Nov | 24194.50 | 3.3 | -0.30 | 31.79 | 612.333 | 92.667 | 4,560.667 | |||
25 Nov | 24221.90 | 3.6 | -0.10 | 31.25 | 2,579.333 | 411.667 | 4,463 | |||
22 Nov | 23907.25 | 3.7 | -0.70 | 31.62 | 2,439 | 66 | 4,117.333 | |||
21 Nov | 23349.90 | 4.4 | 0.30 | 34.27 | 1,653 | 422.667 | 4,051.333 | |||
19 Nov | 23518.50 | 4.1 | -0.40 | 32.42 | 495 | -57.667 | 3,628.667 | |||
18 Nov | 23453.80 | 4.5 | -1.15 | 32.33 | 1,308.667 | 188.333 | 3,686.333 | |||
14 Nov | 23532.70 | 5.65 | 0.45 | 31.02 | 1,335.333 | 442.667 | 3,498 | |||
13 Nov | 23559.05 | 5.2 | 0.20 | 30.15 | 313.667 | 60.333 | 3,056.667 | |||
12 Nov | 23883.45 | 5 | 0.55 | 28.60 | 959.667 | 391.667 | 2,995 | |||
11 Nov | 24141.30 | 4.45 | -0.80 | 26.70 | 162.667 | -1.667 | 2,605 | |||
8 Nov | 24148.20 | 5.25 | -1.50 | 26.31 | 138.667 | -23 | 2,606.667 | |||
7 Nov | 24199.35 | 6.75 | 1.75 | 26.44 | 3,237.667 | 215.667 | 2,642 | |||
6 Nov | 24484.05 | 5 | -0.40 | 24.07 | 1,531.333 | -123.333 | 2,426.333 | |||
5 Nov | 24213.30 | 5.4 | -0.40 | 25.18 | 1,336 | 87.667 | 2,543.333 | |||
4 Nov | 23995.35 | 5.8 | -1.50 | 25.95 | 1,706 | 647.667 | 2,453 | |||
1 Nov | 24304.35 | 7.3 | -0.70 | 24.66 | 148 | 31 | 1,745 | |||
31 Oct | 24205.35 | 8 | 1.65 | - | 438.333 | 262 | 1,714 | |||
30 Oct | 24340.85 | 6.35 | -0.60 | - | 53.333 | 22.667 | 1,448 | |||
29 Oct | 24466.85 | 6.95 | 0.35 | - | 32.333 | 3 | 1,428 | |||
28 Oct | 24339.15 | 6.6 | -0.50 | - | 92.333 | -18.333 | 1,424.667 | |||
25 Oct | 24180.80 | 7.1 | -1.15 | - | 158.333 | 41.333 | 1,443 | |||
24 Oct | 24399.40 | 8.25 | 0.50 | - | 316 | 136.333 | 1,398.333 | |||
23 Oct | 24435.50 | 7.75 | -0.35 | - | 214.667 | 14.667 | 1,262 | |||
22 Oct | 24472.10 | 8.1 | 0.60 | - | 221.667 | 20 | 1,247.667 | |||
21 Oct | 24781.10 | 7.5 | -0.75 | - | 332.333 | 35 | 1,227.667 | |||
18 Oct | 24854.05 | 8.25 | -1.45 | - | 157.667 | 70.333 | 1,192.667 | |||
17 Oct | 24749.85 | 9.7 | 0.85 | - | 123.667 | 104.667 | 1,122.333 | |||
16 Oct | 24971.30 | 8.85 | 0.10 | - | 550 | 312.667 | 1,017.667 | |||
15 Oct | 25057.35 | 8.75 | -0.90 | - | 113 | 33 | 706 | |||
14 Oct | 25127.95 | 9.65 | -0.65 | - | 46.667 | 1 | 674.333 | |||
11 Oct | 24964.25 | 10.3 | -0.70 | - | 21.333 | 0.667 | 675.333 | |||
10 Oct | 24998.45 | 11 | 0.65 | - | 134.333 | 12.667 | 674.667 | |||
9 Oct | 24981.95 | 10.35 | 0.70 | - | 265 | 38 | 664.667 | |||
8 Oct | 25013.15 | 9.65 | -1.25 | - | 38.667 | -4 | 626.667 | |||
7 Oct | 24795.75 | 10.9 | 1.35 | - | 117.333 | 9.667 | 626.667 | |||
4 Oct | 25014.60 | 9.55 | -0.90 | - | 133.667 | -6.333 | 617 | |||
3 Oct | 25250.10 | 10.45 | -0.55 | - | 140.667 | -9.667 | 624.667 | |||
1 Oct | 25796.90 | 11 | -1.05 | - | 389 | 33.667 | 634.333 | |||
30 Sept | 25810.85 | 12.05 | -0.20 | - | 372.333 | 74 | 600.667 | |||
27 Sept | 26173.35 | 12.25 | - | 622 | 142.333 | 525 |
For Nifty - strike price 31000 expiring on 26DEC2024
Delta for 31000 CE is -
Historical price for 31000 CE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 1.35, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 48361 which increased total open position to 210116
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 1.4, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by 60399 which increased total open position to 175189
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 1.8, which was 0.30 higher than the previous day. The implied volatity was -, the open interest changed by 61416 which increased total open position to 114811
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 1.5, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by -91 which decreased total open position to 54819
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 1.4, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 1635 which increased total open position to 54952
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 1.35, which was -0.50 lower than the previous day. The implied volatity was 40.89, the open interest changed by 6268 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 42.22, the open interest changed by 2186 which increased total open position to 50810
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 1.85, which was 0.10 higher than the previous day. The implied volatity was 40.14, the open interest changed by 570 which increased total open position to 48640
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 1.75, which was -0.05 lower than the previous day. The implied volatity was 38.68, the open interest changed by 4009 which increased total open position to 48086
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 1.8, which was -0.05 lower than the previous day. The implied volatity was 37.56, the open interest changed by 5464 which increased total open position to 44013
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 1.85, which was 0.20 higher than the previous day. The implied volatity was 34.36, the open interest changed by 4657 which increased total open position to 38563
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 1.65, which was 0.10 higher than the previous day. The implied volatity was 32.94, the open interest changed by 4141 which increased total open position to 33884
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 1.55, which was -0.20 lower than the previous day. The implied volatity was 33.25, the open interest changed by 860 which increased total open position to 29742
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 1.75, which was -0.55 lower than the previous day. The implied volatity was 32.95, the open interest changed by 95 which increased total open position to 28805
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 2.3, which was -0.30 lower than the previous day. The implied volatity was 34.00, the open interest changed by 4363 which increased total open position to 28710
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 2.6, which was -0.80 lower than the previous day. The implied volatity was 33.15, the open interest changed by 238 which increased total open position to 24425
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 3.4, which was 0.20 higher than the previous day. The implied volatity was 34.28, the open interest changed by 9486 which increased total open position to 24164
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 3.2, which was -0.10 lower than the previous day. The implied volatity was 31.84, the open interest changed by 1001 which increased total open position to 14684
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 3.3, which was -0.30 lower than the previous day. The implied volatity was 31.79, the open interest changed by 278 which increased total open position to 13682
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 3.6, which was -0.10 lower than the previous day. The implied volatity was 31.25, the open interest changed by 1235 which increased total open position to 13389
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 3.7, which was -0.70 lower than the previous day. The implied volatity was 31.62, the open interest changed by 198 which increased total open position to 12352
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 4.4, which was 0.30 higher than the previous day. The implied volatity was 34.27, the open interest changed by 1268 which increased total open position to 12154
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 4.1, which was -0.40 lower than the previous day. The implied volatity was 32.42, the open interest changed by -173 which decreased total open position to 10886
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 4.5, which was -1.15 lower than the previous day. The implied volatity was 32.33, the open interest changed by 565 which increased total open position to 11059
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 5.65, which was 0.45 higher than the previous day. The implied volatity was 31.02, the open interest changed by 1328 which increased total open position to 10494
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 5.2, which was 0.20 higher than the previous day. The implied volatity was 30.15, the open interest changed by 181 which increased total open position to 9170
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 5, which was 0.55 higher than the previous day. The implied volatity was 28.60, the open interest changed by 1175 which increased total open position to 8985
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 4.45, which was -0.80 lower than the previous day. The implied volatity was 26.70, the open interest changed by -5 which decreased total open position to 7815
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 5.25, which was -1.50 lower than the previous day. The implied volatity was 26.31, the open interest changed by -69 which decreased total open position to 7820
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 6.75, which was 1.75 higher than the previous day. The implied volatity was 26.44, the open interest changed by 647 which increased total open position to 7926
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 5, which was -0.40 lower than the previous day. The implied volatity was 24.07, the open interest changed by -370 which decreased total open position to 7279
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 5.4, which was -0.40 lower than the previous day. The implied volatity was 25.18, the open interest changed by 263 which increased total open position to 7630
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 5.8, which was -1.50 lower than the previous day. The implied volatity was 25.95, the open interest changed by 1943 which increased total open position to 7359
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 7.3, which was -0.70 lower than the previous day. The implied volatity was 24.66, the open interest changed by 93 which increased total open position to 5235
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 8, which was 1.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct NIFTY was trading at 24340.85. The strike last trading price was 6.35, which was -0.60 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 6.95, 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 28 Oct NIFTY was trading at 24339.15. The strike last trading price was 6.6, 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 25 Oct NIFTY was trading at 24180.80. The strike last trading price was 7.1, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct NIFTY was trading at 24399.40. The strike last trading price was 8.25, 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 23 Oct NIFTY was trading at 24435.50. 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 22 Oct NIFTY was trading at 24472.10. 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 21 Oct NIFTY was trading at 24781.10. The strike last trading price was 7.5, which was -0.75 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 8.25, 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 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 9.7, which was 0.85 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 8.85, which was 0.10 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 8.75, 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 9.65, which was -0.65 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 10.3, 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 11, 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 9 Oct NIFTY was trading at 24981.95. The strike last trading price was 10.35, which was 0.70 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 9.65, 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 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 10.9, which was 1.35 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 9.55, 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 3 Oct NIFTY was trading at 25250.10. The strike last trading price was 10.45, which was -0.55 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 11, 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 30 Sept NIFTY was trading at 25810.85. The strike last trading price was 12.05, 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 27 Sept NIFTY was trading at 26173.35. The strike last trading price was 12.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
NIFTY 26DEC2024 31000 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 | 7354.95 | 402.75 | - | 78 | -46 | 608.667 |
19 Dec | 23951.70 | 6952.2 | 237.35 | - | 352.333 | -255.333 | 654.667 |
18 Dec | 24198.85 | 6714.85 | 145.60 | - | 137 | -0.667 | 910 |
17 Dec | 24336.00 | 6569.25 | 298.15 | - | 47 | -19 | 910.667 |
16 Dec | 24668.25 | 6271.1 | 146.70 | - | 0.667 | 0 | 930 |
13 Dec | 24768.30 | 6124.4 | -182.80 | 54.29 | 3,042.333 | 146.333 | 930.333 |
12 Dec | 24548.70 | 6307.2 | 138.95 | - | 83 | -1 | 784 |
11 Dec | 24641.80 | 6168.25 | 0.00 | 0.00 | 0 | 0 | 0 |
10 Dec | 24610.05 | 6168.25 | 0.00 | 0.00 | 0 | 0 | 0 |
9 Dec | 24619.00 | 6168.25 | 0.00 | 0.00 | 0 | 0.333 | 0 |
6 Dec | 24677.80 | 6168.25 | 5.55 | 39.71 | 113.333 | 0.333 | 785 |
5 Dec | 24708.40 | 6162.7 | -253.70 | 50.18 | 1,780.333 | 4.333 | 784.667 |
4 Dec | 24467.45 | 6416.4 | 14.75 | 54.65 | 0.667 | 0.333 | 780.333 |
3 Dec | 24457.15 | 6401.65 | -42.65 | 49.40 | 1,635.667 | -7 | 780 |
2 Dec | 24276.05 | 6444.3 | 0.00 | 0.00 | 0 | 0 | 0 |
29 Nov | 24131.10 | 6444.3 | 0.00 | 0.00 | 0 | 0 | 0 |
28 Nov | 23914.15 | 6444.3 | 0.00 | 0.00 | 0 | 0 | 0 |
27 Nov | 24274.90 | 6444.3 | -92.80 | - | 24 | -0.667 | 786.333 |
26 Nov | 24194.50 | 6537.1 | 18.80 | - | 27.333 | 7 | 786 |
25 Nov | 24221.90 | 6518.3 | -392.35 | 41.59 | 1,619.333 | 478 | 781.667 |
22 Nov | 23907.25 | 6910.65 | -489.35 | 48.45 | 2,207.667 | 474.333 | 778 |
21 Nov | 23349.90 | 7400 | 112.40 | 46.54 | 1 | 0 | 303.667 |
19 Nov | 23518.50 | 7287.6 | 0.00 | 0.00 | 15.333 | 6.667 | 0 |
18 Nov | 23453.80 | 7287.6 | 90.85 | 48.45 | 15.333 | 6.667 | 303.667 |
14 Nov | 23532.70 | 7196.75 | 66.00 | 49.01 | 96.667 | -80.667 | 297 |
13 Nov | 23559.05 | 7130.75 | 257.20 | 46.79 | 17 | -3.667 | 377.667 |
12 Nov | 23883.45 | 6873.55 | 373.55 | 43.82 | 673 | -282.333 | 381.333 |
11 Nov | 24141.30 | 6500 | -28.00 | 25.54 | 5 | -3.667 | 664.333 |
8 Nov | 24148.20 | 6528 | 66.00 | 35.44 | 0.667 | 0 | 667.333 |
7 Nov | 24199.35 | 6462 | 325.35 | 37.80 | 1 | -0.667 | 667.667 |
6 Nov | 24484.05 | 6136.65 | -279.55 | 33.42 | 1,297.333 | 10 | 668.333 |
5 Nov | 24213.30 | 6416.2 | -188.75 | 34.00 | 1,262.667 | 4 | 658.333 |
4 Nov | 23995.35 | 6604.95 | 204.95 | 33.10 | 647.667 | 637.333 | 654.333 |
1 Nov | 24304.35 | 6400 | 60.00 | 42.06 | 0.333 | 0 | 17.333 |
31 Oct | 24205.35 | 6340 | 80.00 | - | 2 | -1.667 | 17.667 |
30 Oct | 24340.85 | 6260 | 110.00 | - | 0.667 | 0.333 | 19.667 |
29 Oct | 24466.85 | 6150 | -150.00 | - | 0.333 | 0 | 19.667 |
28 Oct | 24339.15 | 6300 | -170.00 | - | 0.333 | -0.333 | 20 |
25 Oct | 24180.80 | 6470 | 330.00 | - | 0.333 | 0 | 20.333 |
24 Oct | 24399.40 | 6140 | 80.00 | - | 0.667 | 0.333 | 20.667 |
23 Oct | 24435.50 | 6060 | -10.00 | - | 0.667 | -0.333 | 20 |
22 Oct | 24472.10 | 6070 | 270.00 | - | 0.333 | 0 | 20.667 |
21 Oct | 24781.10 | 5800 | 120.00 | - | 0.333 | 0 | 21 |
18 Oct | 24854.05 | 5680 | -70.00 | - | 0.333 | 0 | 21.333 |
17 Oct | 24749.85 | 5750 | 210.00 | - | 0.333 | 0 | 21.667 |
16 Oct | 24971.30 | 5540 | 70.00 | - | 0.667 | -0.333 | 22 |
15 Oct | 25057.35 | 5470 | -66.00 | - | 0.667 | -0.333 | 22.667 |
14 Oct | 25127.95 | 5536 | 0.00 | - | 0 | 0.333 | 0 |
11 Oct | 24964.25 | 5536 | 314.00 | - | 0.667 | 0.333 | 23 |
10 Oct | 24998.45 | 5222 | 0.00 | - | 0 | 0 | 0 |
9 Oct | 24981.95 | 5222 | 0.00 | - | 0 | 0 | 0 |
8 Oct | 25013.15 | 5222 | 0.00 | - | 0 | 0 | 0 |
7 Oct | 24795.75 | 5222 | 0.00 | - | 0 | 0 | 0 |
4 Oct | 25014.60 | 5222 | 162.00 | - | 2 | 0 | 22.667 |
3 Oct | 25250.10 | 5060 | 413.00 | - | 2.667 | 0.333 | 22.333 |
1 Oct | 25796.90 | 4647 | -2.90 | - | 1 | 0 | 22 |
30 Sept | 25810.85 | 4649.9 | 339.90 | - | 17.667 | 0 | 22 |
27 Sept | 26173.35 | 4310.00 | - | 18.667 | 16.333 | 22.333 |
For Nifty - strike price 31000 expiring on 26DEC2024
Delta for 31000 PE is -
Historical price for 31000 PE is as follows
On 20 Dec NIFTY was trading at 23587.50. The strike last trading price was 7354.95, which was 402.75 higher than the previous day. The implied volatity was -, the open interest changed by -138 which decreased total open position to 1826
On 19 Dec NIFTY was trading at 23951.70. The strike last trading price was 6952.2, which was 237.35 higher than the previous day. The implied volatity was -, the open interest changed by -766 which decreased total open position to 1964
On 18 Dec NIFTY was trading at 24198.85. The strike last trading price was 6714.85, which was 145.60 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 2730
On 17 Dec NIFTY was trading at 24336.00. The strike last trading price was 6569.25, which was 298.15 higher than the previous day. The implied volatity was -, the open interest changed by -57 which decreased total open position to 2732
On 16 Dec NIFTY was trading at 24668.25. The strike last trading price was 6271.1, which was 146.70 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2790
On 13 Dec NIFTY was trading at 24768.30. The strike last trading price was 6124.4, which was -182.80 lower than the previous day. The implied volatity was 54.29, the open interest changed by 439 which increased total open position to 2791
On 12 Dec NIFTY was trading at 24548.70. The strike last trading price was 6307.2, which was 138.95 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 2352
On 11 Dec NIFTY was trading at 24641.80. The strike last trading price was 6168.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 10 Dec NIFTY was trading at 24610.05. The strike last trading price was 6168.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 9 Dec NIFTY was trading at 24619.00. The strike last trading price was 6168.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 6 Dec NIFTY was trading at 24677.80. The strike last trading price was 6168.25, which was 5.55 higher than the previous day. The implied volatity was 39.71, the open interest changed by 1 which increased total open position to 2355
On 5 Dec NIFTY was trading at 24708.40. The strike last trading price was 6162.7, which was -253.70 lower than the previous day. The implied volatity was 50.18, the open interest changed by 13 which increased total open position to 2354
On 4 Dec NIFTY was trading at 24467.45. The strike last trading price was 6416.4, which was 14.75 higher than the previous day. The implied volatity was 54.65, the open interest changed by 1 which increased total open position to 2341
On 3 Dec NIFTY was trading at 24457.15. The strike last trading price was 6401.65, which was -42.65 lower than the previous day. The implied volatity was 49.40, the open interest changed by -21 which decreased total open position to 2340
On 2 Dec NIFTY was trading at 24276.05. The strike last trading price was 6444.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 29 Nov NIFTY was trading at 24131.10. The strike last trading price was 6444.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 28 Nov NIFTY was trading at 23914.15. The strike last trading price was 6444.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 27 Nov NIFTY was trading at 24274.90. The strike last trading price was 6444.3, which was -92.80 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 2359
On 26 Nov NIFTY was trading at 24194.50. The strike last trading price was 6537.1, which was 18.80 higher than the previous day. The implied volatity was -, the open interest changed by 21 which increased total open position to 2358
On 25 Nov NIFTY was trading at 24221.90. The strike last trading price was 6518.3, which was -392.35 lower than the previous day. The implied volatity was 41.59, the open interest changed by 1434 which increased total open position to 2345
On 22 Nov NIFTY was trading at 23907.25. The strike last trading price was 6910.65, which was -489.35 lower than the previous day. The implied volatity was 48.45, the open interest changed by 1423 which increased total open position to 2334
On 21 Nov NIFTY was trading at 23349.90. The strike last trading price was 7400, which was 112.40 higher than the previous day. The implied volatity was 46.54, the open interest changed by 0 which decreased total open position to 911
On 19 Nov NIFTY was trading at 23518.50. The strike last trading price was 7287.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 20 which increased total open position to 0
On 18 Nov NIFTY was trading at 23453.80. The strike last trading price was 7287.6, which was 90.85 higher than the previous day. The implied volatity was 48.45, the open interest changed by 20 which increased total open position to 911
On 14 Nov NIFTY was trading at 23532.70. The strike last trading price was 7196.75, which was 66.00 higher than the previous day. The implied volatity was 49.01, the open interest changed by -242 which decreased total open position to 891
On 13 Nov NIFTY was trading at 23559.05. The strike last trading price was 7130.75, which was 257.20 higher than the previous day. The implied volatity was 46.79, the open interest changed by -11 which decreased total open position to 1133
On 12 Nov NIFTY was trading at 23883.45. The strike last trading price was 6873.55, which was 373.55 higher than the previous day. The implied volatity was 43.82, the open interest changed by -847 which decreased total open position to 1144
On 11 Nov NIFTY was trading at 24141.30. The strike last trading price was 6500, which was -28.00 lower than the previous day. The implied volatity was 25.54, the open interest changed by -11 which decreased total open position to 1993
On 8 Nov NIFTY was trading at 24148.20. The strike last trading price was 6528, which was 66.00 higher than the previous day. The implied volatity was 35.44, the open interest changed by 0 which decreased total open position to 2002
On 7 Nov NIFTY was trading at 24199.35. The strike last trading price was 6462, which was 325.35 higher than the previous day. The implied volatity was 37.80, the open interest changed by -2 which decreased total open position to 2003
On 6 Nov NIFTY was trading at 24484.05. The strike last trading price was 6136.65, which was -279.55 lower than the previous day. The implied volatity was 33.42, the open interest changed by 30 which increased total open position to 2005
On 5 Nov NIFTY was trading at 24213.30. The strike last trading price was 6416.2, which was -188.75 lower than the previous day. The implied volatity was 34.00, the open interest changed by 12 which increased total open position to 1975
On 4 Nov NIFTY was trading at 23995.35. The strike last trading price was 6604.95, which was 204.95 higher than the previous day. The implied volatity was 33.10, the open interest changed by 1912 which increased total open position to 1963
On 1 Nov NIFTY was trading at 24304.35. The strike last trading price was 6400, which was 60.00 higher than the previous day. The implied volatity was 42.06, the open interest changed by 0 which decreased total open position to 52
On 31 Oct NIFTY was trading at 24205.35. The strike last trading price was 6340, which was 80.00 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 6260, which was 110.00 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 6150, which was -150.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct NIFTY was trading at 24339.15. The strike last trading price was 6300, which was -170.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct NIFTY was trading at 24180.80. The strike last trading price was 6470, which was 330.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct NIFTY was trading at 24399.40. The strike last trading price was 6140, which was 80.00 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 6060, which was -10.00 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 6070, which was 270.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct NIFTY was trading at 24781.10. The strike last trading price was 5800, which was 120.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 5680, which was -70.00 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 5750, which was 210.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct NIFTY was trading at 24971.30. The strike last trading price was 5540, which was 70.00 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 5470, which was -66.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct NIFTY was trading at 25127.95. The strike last trading price was 5536, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 5536, which was 314.00 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 5222, 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 9 Oct NIFTY was trading at 24981.95. The strike last trading price was 5222, 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 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 5222, 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 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 5222, 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 4 Oct NIFTY was trading at 25014.60. The strike last trading price was 5222, which was 162.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct NIFTY was trading at 25250.10. The strike last trading price was 5060, which was 413.00 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 4647, which was -2.90 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 4649.9, which was 339.90 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 4310.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to