NIFTY
Nifty
Historical option data for NIFTY
29 Oct 2024 04:11 PM IST
NIFTY 23400 CE | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
29 Oct | 24466.85 | 1066.95 | 109.55 | 4,875 | -50 | 3,000 | ||||
28 Oct | 24339.15 | 957.4 | 126.05 | 9,950 | -2,050 | 3,050 | ||||
25 Oct | 24180.80 | 831.35 | -232.05 | 13,100 | 4,075 | 5,100 | ||||
24 Oct | 24399.40 | 1063.4 | -38.60 | 775 | 525 | 975 | ||||
23 Oct | 24435.50 | 1102 | -178.15 | 300 | -925 | 425 | ||||
22 Oct | 24472.10 | 1280.15 | -220.85 | 50 | 0 | 475 | ||||
21 Oct | 24781.10 | 1501 | 36.00 | 1,400 | -925 | 925 | ||||
18 Oct | 24854.05 | 1465 | 0.00 | 0 | -25 | 0 | ||||
17 Oct | 24749.85 | 1465 | -129.30 | 25 | 0 | 1,875 | ||||
16 Oct | 24971.30 | 1594.3 | -166.70 | 50 | 0 | 1,875 | ||||
15 Oct | 25057.35 | 1761 | 0.00 | 0 | 0 | 0 | ||||
14 Oct | 25127.95 | 1761 | 0.00 | 0 | 100 | 0 | ||||
11 Oct | 24964.25 | 1761 | 0.00 | 0 | 0 | 0 | ||||
10 Oct | 24998.45 | 1761 | 4.05 | 25 | 0 | 1,875 | ||||
9 Oct | 24981.95 | 1756.95 | 0.00 | 0 | -50 | 0 | ||||
8 Oct | 25013.15 | 1756.95 | 0.00 | 50 | 0 | 1,925 | ||||
7 Oct | 24795.75 | 1756.95 | -3.05 | 25 | 0 | 1,950 | ||||
4 Oct | 25014.60 | 1760 | -1090.00 | 225 | 2,000 | 2,000 | ||||
3 Oct | 25250.10 | 2850 | 0.00 | 0 | 0 | 0 | ||||
|
||||||||||
1 Oct | 25796.90 | 2850 | 0.00 | 0 | 0 | 0 | ||||
30 Sept | 25810.85 | 2850 | 0.00 | 0 | 0 | 0 | ||||
27 Sept | 26178.95 | 2850 | 0.00 | 0 | 400 | 0 | ||||
26 Sept | 26216.05 | 2850 | 155.00 | 450 | 100 | 1,875 | ||||
25 Sept | 26004.15 | 2695 | 3.00 | 1,550 | 1,400 | 1,675 | ||||
24 Sept | 25940.40 | 2692 | -5.70 | 75 | 0 | 225 | ||||
23 Sept | 25939.05 | 2697.7 | 197.70 | 25 | 200 | 200 | ||||
20 Sept | 25790.95 | 2500 | 300.00 | 75 | 175 | 175 | ||||
19 Sept | 25415.80 | 2200 | 0.00 | 0 | 0 | 0 | ||||
18 Sept | 25377.55 | 2200 | 32.20 | 25 | 0 | 175 | ||||
17 Sept | 25418.55 | 2167.8 | 72.55 | 25 | 175 | 175 | ||||
16 Sept | 25383.75 | 2095.25 | 0.00 | 0 | 0 | 0 | ||||
13 Sept | 25356.50 | 2095.25 | 0.00 | 0 | 50 | 0 | ||||
12 Sept | 25388.90 | 2095.25 | 295.25 | 50 | 25 | 150 | ||||
11 Sept | 24918.45 | 1800 | -222.35 | 25 | 150 | 150 | ||||
10 Sept | 25041.10 | 2022.35 | 0.00 | 0 | 0 | 0 | ||||
9 Sept | 24936.40 | 2022.35 | 0.00 | 0 | 0 | 0 | ||||
6 Sept | 24852.15 | 2022.35 | 0.00 | 0 | 0 | 0 | ||||
5 Sept | 25145.10 | 2022.35 | 0.00 | 0 | 0 | 0 | ||||
4 Sept | 25198.70 | 2022.35 | 0.00 | 0 | 0 | 0 | ||||
3 Sept | 25279.85 | 2022.35 | 0.00 | 0 | 0 | 0 | ||||
2 Sept | 25278.70 | 2022.35 | 0.00 | 0 | 0 | 0 | ||||
30 Aug | 25235.90 | 2022.35 | 0.00 | 0 | 50 | 0 | ||||
29 Aug | 25151.95 | 2022.35 | 114.35 | 50 | 100 | 100 | ||||
28 Aug | 25052.35 | 1908 | 248.00 | 50 | 75 | 75 | ||||
27 Aug | 25017.75 | 1660 | 0.00 | 0 | 0 | 0 | ||||
26 Aug | 25010.60 | 1660 | 0.00 | 0 | 0 | 0 | ||||
23 Aug | 24823.15 | 1660 | 0.00 | 0 | 0 | 0 | ||||
22 Aug | 24811.50 | 1660 | 0.00 | 0 | 0 | 0 | ||||
21 Aug | 24770.20 | 1660 | 0.00 | 0 | 25 | 0 | ||||
20 Aug | 24698.85 | 1660 | 160.00 | 25 | 0 | 25 | ||||
19 Aug | 24572.65 | 1500 | 0.00 | 0 | 25 | 0 | ||||
16 Aug | 24541.15 | 1500 | -242.50 | 50 | 25 | 25 | ||||
14 Aug | 24143.75 | 1742.5 | 0.00 | 0 | 0 | 0 | ||||
13 Aug | 24139.00 | 1742.5 | 0.00 | 0 | 0 | 0 | ||||
12 Aug | 24347.00 | 1742.5 | 0.00 | 0 | 0 | 0 | ||||
9 Aug | 24367.50 | 1742.5 | 0.00 | 0 | 0 | 0 | ||||
8 Aug | 24117.00 | 1742.5 | 0.00 | 0 | 0 | 0 | ||||
7 Aug | 24297.50 | 1742.5 | 0.00 | 0 | 0 | 0 | ||||
6 Aug | 23992.55 | 1742.5 | 0.00 | 0 | 0 | 0 | ||||
5 Aug | 24055.60 | 1742.5 | 0.00 | 0 | 0 | 0 | ||||
2 Aug | 24702.00 | 1742.50 | 0 | 0 | 0 |
For Nifty - strike price 23400 expiring on 31OCT2024
Delta for 23400 CE is -
Historical price for 23400 CE is as follows
On 29 Oct NIFTY was trading at 24466.85. The strike last trading price was 1066.95, which was 109.55 higher than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 3000
On 28 Oct NIFTY was trading at 24339.15. The strike last trading price was 957.4, which was 126.05 higher than the previous day. The implied volatity was -, the open interest changed by -2050 which decreased total open position to 3050
On 25 Oct NIFTY was trading at 24180.80. The strike last trading price was 831.35, which was -232.05 lower than the previous day. The implied volatity was -, the open interest changed by 4075 which increased total open position to 5100
On 24 Oct NIFTY was trading at 24399.40. The strike last trading price was 1063.4, which was -38.60 lower than the previous day. The implied volatity was -, the open interest changed by 525 which increased total open position to 975
On 23 Oct NIFTY was trading at 24435.50. The strike last trading price was 1102, which was -178.15 lower than the previous day. The implied volatity was -, the open interest changed by -925 which decreased total open position to 425
On 22 Oct NIFTY was trading at 24472.10. The strike last trading price was 1280.15, which was -220.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 475
On 21 Oct NIFTY was trading at 24781.10. The strike last trading price was 1501, which was 36.00 higher than the previous day. The implied volatity was -, the open interest changed by -925 which decreased total open position to 925
On 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 1465, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 0
On 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 1465, which was -129.30 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1875
On 16 Oct NIFTY was trading at 24971.30. The strike last trading price was 1594.3, which was -166.70 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1875
On 15 Oct NIFTY was trading at 25057.35. The strike last trading price was 1761, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Oct NIFTY was trading at 25127.95. The strike last trading price was 1761, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 0
On 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 1761, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 1761, which was 4.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1875
On 9 Oct NIFTY was trading at 24981.95. The strike last trading price was 1756.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 0
On 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 1756.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1925
On 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 1756.95, which was -3.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1950
On 4 Oct NIFTY was trading at 25014.60. The strike last trading price was 1760, which was -1090.00 lower than the previous day. The implied volatity was -, the open interest changed by 2000 which increased total open position to 2000
On 3 Oct NIFTY was trading at 25250.10. The strike last trading price was 2850, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Oct NIFTY was trading at 25796.90. The strike last trading price was 2850, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Sept NIFTY was trading at 25810.85. The strike last trading price was 2850, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Sept NIFTY was trading at 26178.95. The strike last trading price was 2850, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 0
On 26 Sept NIFTY was trading at 26216.05. The strike last trading price was 2850, which was 155.00 higher than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 1875
On 25 Sept NIFTY was trading at 26004.15. The strike last trading price was 2695, which was 3.00 higher than the previous day. The implied volatity was -, the open interest changed by 1400 which increased total open position to 1675
On 24 Sept NIFTY was trading at 25940.40. The strike last trading price was 2692, which was -5.70 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 225
On 23 Sept NIFTY was trading at 25939.05. The strike last trading price was 2697.7, which was 197.70 higher than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 200
On 20 Sept NIFTY was trading at 25790.95. The strike last trading price was 2500, which was 300.00 higher than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 175
On 19 Sept NIFTY was trading at 25415.80. The strike last trading price was 2200, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Sept NIFTY was trading at 25377.55. The strike last trading price was 2200, which was 32.20 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 175
On 17 Sept NIFTY was trading at 25418.55. The strike last trading price was 2167.8, which was 72.55 higher than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 175
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 2095.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 2095.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 0
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 2095.25, which was 295.25 higher than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 150
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 1800, which was -222.35 lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 150
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 2022.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 2022.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 2022.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 2022.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 2022.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 2022.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 2022.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 2022.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 0
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 2022.35, which was 114.35 higher than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 100
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 1908, which was 248.00 higher than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 75
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 1660, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 1660, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 1660, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 1660, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 1660, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 0
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 1660, which was 160.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 1500, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 0
On 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 1500, which was -242.50 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 25
On 14 Aug NIFTY was trading at 24143.75. The strike last trading price was 1742.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Aug NIFTY was trading at 24139.00. The strike last trading price was 1742.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Aug NIFTY was trading at 24347.00. The strike last trading price was 1742.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Aug NIFTY was trading at 24367.50. The strike last trading price was 1742.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Aug NIFTY was trading at 24117.00. The strike last trading price was 1742.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Aug NIFTY was trading at 24297.50. The strike last trading price was 1742.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Aug NIFTY was trading at 23992.55. The strike last trading price was 1742.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Aug NIFTY was trading at 24055.60. The strike last trading price was 1742.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Aug NIFTY was trading at 24702.00. The strike last trading price was 1742.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
NIFTY 23400 PE | ||||||
---|---|---|---|---|---|---|
Date | Close | Ltp | Change | Volume | Change OI | OI |
29 Oct | 24466.85 | 2.95 | -0.45 | 1,45,22,325 | 5,74,625 | 22,23,450 |
28 Oct | 24339.15 | 3.4 | -8.35 | 1,88,68,500 | -5,14,725 | 16,66,450 |
25 Oct | 24180.80 | 11.75 | 5.30 | 1,74,21,700 | 8,52,000 | 21,81,175 |
24 Oct | 24399.40 | 6.45 | -4.55 | 31,87,050 | -2,26,125 | 10,34,000 |
23 Oct | 24435.50 | 11 | -3.25 | 14,99,350 | -1,56,150 | 5,56,950 |
22 Oct | 24472.10 | 14.25 | 6.15 | 9,53,725 | -4,46,725 | 2,48,675 |
21 Oct | 24781.10 | 8.1 | -0.40 | 4,36,000 | -5,18,400 | 1,70,675 |
18 Oct | 24854.05 | 8.5 | -3.70 | 4,28,700 | -3,43,725 | 1,47,750 |
17 Oct | 24749.85 | 12.2 | 3.10 | 2,88,825 | 8,800 | 82,800 |
16 Oct | 24971.30 | 9.1 | 0.65 | 1,34,650 | 51,775 | 84,600 |
15 Oct | 25057.35 | 8.45 | -2.05 | 1,21,975 | 77,300 | 83,275 |
14 Oct | 25127.95 | 10.5 | -5.90 | 1,00,950 | -6,71,900 | 76,775 |
11 Oct | 24964.25 | 16.4 | -0.40 | 1,06,725 | 3,775 | 70,125 |
10 Oct | 24998.45 | 16.8 | -8.35 | 1,55,875 | 67,375 | 67,375 |
9 Oct | 24981.95 | 25.15 | -8.15 | 2,44,575 | 27,800 | 66,000 |
8 Oct | 25013.15 | 33.3 | -16.80 | 3,60,600 | 73,275 | 1,00,575 |
7 Oct | 24795.75 | 50.1 | 14.25 | 2,76,475 | 27,900 | 94,100 |
4 Oct | 25014.60 | 35.85 | 12.85 | 1,84,250 | -89,125 | 67,425 |
3 Oct | 25250.10 | 23 | 10.20 | 86,725 | -1,02,875 | 46,550 |
1 Oct | 25796.90 | 12.8 | -7.00 | 1,16,000 | -11,950 | 31,850 |
30 Sept | 25810.85 | 19.8 | 1.80 | 78,975 | 15,300 | 43,075 |
27 Sept | 26178.95 | 18 | 1.00 | 23,225 | -2,700 | 27,875 |
26 Sept | 26216.05 | 17 | -1.25 | 1,15,675 | -16,050 | 31,200 |
25 Sept | 26004.15 | 18.25 | -4.40 | 2,15,475 | -93,350 | 47,600 |
24 Sept | 25940.40 | 22.65 | -6.60 | 35,725 | -750 | 1,40,950 |
23 Sept | 25939.05 | 29.25 | 0.25 | 89,400 | 1,32,225 | 1,41,700 |
20 Sept | 25790.95 | 29 | -5.45 | 1,43,625 | -10,300 | 1,42,700 |
19 Sept | 25415.80 | 34.45 | -9.65 | 1,17,800 | 3,375 | 1,53,050 |
18 Sept | 25377.55 | 44.1 | 6.45 | 1,09,025 | 1,42,000 | 1,50,250 |
17 Sept | 25418.55 | 37.65 | 3.05 | 57,850 | 1,36,400 | 1,48,575 |
16 Sept | 25383.75 | 34.6 | -7.20 | 1,03,000 | 1,36,025 | 1,58,075 |
13 Sept | 25356.50 | 41.8 | -9.55 | 69,025 | 4,925 | 1,58,025 |
12 Sept | 25388.90 | 51.35 | -26.60 | 75,675 | 1,30,750 | 1,52,900 |
11 Sept | 24918.45 | 77.95 | 12.50 | 76,775 | 17,000 | 1,46,775 |
10 Sept | 25041.10 | 65.45 | -18.00 | 40,350 | 1,26,700 | 1,30,375 |
9 Sept | 24936.40 | 83.45 | -22.75 | 34,675 | 9,725 | 1,18,300 |
6 Sept | 24852.15 | 106.2 | 30.50 | 61,025 | 17,600 | 1,08,925 |
5 Sept | 25145.10 | 75.7 | -5.25 | 15,150 | 8,175 | 91,525 |
4 Sept | 25198.70 | 80.95 | 11.95 | 26,625 | 11,300 | 83,450 |
3 Sept | 25279.85 | 69 | -2.05 | 12,000 | 71,775 | 71,950 |
2 Sept | 25278.70 | 71.05 | 4.05 | 13,850 | 7,050 | 65,425 |
30 Aug | 25235.90 | 67 | -8.00 | 16,800 | 6,475 | 58,375 |
29 Aug | 25151.95 | 75 | -2.70 | 11,125 | 51,750 | 51,825 |
28 Aug | 25052.35 | 77.7 | -4.20 | 30,200 | 49,375 | 49,450 |
27 Aug | 25017.75 | 81.9 | -8.95 | 7,525 | 33,150 | 33,225 |
26 Aug | 25010.60 | 90.85 | -17.10 | 775 | -200 | 29,825 |
23 Aug | 24823.15 | 107.95 | 6.30 | 7,725 | 7,075 | 30,100 |
22 Aug | 24811.50 | 101.65 | -18.00 | 2,775 | 2,375 | 23,100 |
21 Aug | 24770.20 | 119.65 | -17.95 | 5,525 | 3,200 | 20,825 |
20 Aug | 24698.85 | 137.6 | -40.50 | 1,950 | 750 | 17,725 |
19 Aug | 24572.65 | 178.1 | -3.45 | 3,475 | 1,275 | 16,975 |
16 Aug | 24541.15 | 181.55 | -122.40 | 425 | 125 | 15,700 |
14 Aug | 24143.75 | 303.95 | 0.00 | 25 | 0 | 15,575 |
13 Aug | 24139.00 | 303.95 | 49.90 | 75 | -25 | 15,600 |
12 Aug | 24347.00 | 254.05 | -35.95 | 125 | 75 | 15,650 |
9 Aug | 24367.50 | 290 | 0.00 | 0 | 0 | 0 |
8 Aug | 24117.00 | 290 | 10.80 | 100 | 0 | 15,575 |
7 Aug | 24297.50 | 279.2 | -88.50 | 400 | 0 | 15,575 |
6 Aug | 23992.55 | 367.7 | -26.15 | 1,000 | 100 | 16,025 |
5 Aug | 24055.60 | 393.85 | 204.20 | 4,700 | 3,000 | 15,900 |
2 Aug | 24702.00 | 189.65 | 6,650 | 4,225 | 12,900 |
For Nifty - strike price 23400 expiring on 31OCT2024
Delta for 23400 PE is -
Historical price for 23400 PE is as follows
On 29 Oct NIFTY was trading at 24466.85. The strike last trading price was 2.95, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 574625 which increased total open position to 2223450
On 28 Oct NIFTY was trading at 24339.15. The strike last trading price was 3.4, which was -8.35 lower than the previous day. The implied volatity was -, the open interest changed by -514725 which decreased total open position to 1666450
On 25 Oct NIFTY was trading at 24180.80. The strike last trading price was 11.75, which was 5.30 higher than the previous day. The implied volatity was -, the open interest changed by 852000 which increased total open position to 2181175
On 24 Oct NIFTY was trading at 24399.40. The strike last trading price was 6.45, which was -4.55 lower than the previous day. The implied volatity was -, the open interest changed by -226125 which decreased total open position to 1034000
On 23 Oct NIFTY was trading at 24435.50. The strike last trading price was 11, which was -3.25 lower than the previous day. The implied volatity was -, the open interest changed by -156150 which decreased total open position to 556950
On 22 Oct NIFTY was trading at 24472.10. The strike last trading price was 14.25, which was 6.15 higher than the previous day. The implied volatity was -, the open interest changed by -446725 which decreased total open position to 248675
On 21 Oct NIFTY was trading at 24781.10. The strike last trading price was 8.1, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by -518400 which decreased total open position to 170675
On 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 8.5, which was -3.70 lower than the previous day. The implied volatity was -, the open interest changed by -343725 which decreased total open position to 147750
On 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 12.2, which was 3.10 higher than the previous day. The implied volatity was -, the open interest changed by 8800 which increased total open position to 82800
On 16 Oct NIFTY was trading at 24971.30. The strike last trading price was 9.1, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by 51775 which increased total open position to 84600
On 15 Oct NIFTY was trading at 25057.35. The strike last trading price was 8.45, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by 77300 which increased total open position to 83275
On 14 Oct NIFTY was trading at 25127.95. The strike last trading price was 10.5, which was -5.90 lower than the previous day. The implied volatity was -, the open interest changed by -671900 which decreased total open position to 76775
On 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 16.4, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by 3775 which increased total open position to 70125
On 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 16.8, which was -8.35 lower than the previous day. The implied volatity was -, the open interest changed by 67375 which increased total open position to 67375
On 9 Oct NIFTY was trading at 24981.95. The strike last trading price was 25.15, which was -8.15 lower than the previous day. The implied volatity was -, the open interest changed by 27800 which increased total open position to 66000
On 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 33.3, which was -16.80 lower than the previous day. The implied volatity was -, the open interest changed by 73275 which increased total open position to 100575
On 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 50.1, which was 14.25 higher than the previous day. The implied volatity was -, the open interest changed by 27900 which increased total open position to 94100
On 4 Oct NIFTY was trading at 25014.60. The strike last trading price was 35.85, which was 12.85 higher than the previous day. The implied volatity was -, the open interest changed by -89125 which decreased total open position to 67425
On 3 Oct NIFTY was trading at 25250.10. The strike last trading price was 23, which was 10.20 higher than the previous day. The implied volatity was -, the open interest changed by -102875 which decreased total open position to 46550
On 1 Oct NIFTY was trading at 25796.90. The strike last trading price was 12.8, which was -7.00 lower than the previous day. The implied volatity was -, the open interest changed by -11950 which decreased total open position to 31850
On 30 Sept NIFTY was trading at 25810.85. The strike last trading price was 19.8, which was 1.80 higher than the previous day. The implied volatity was -, the open interest changed by 15300 which increased total open position to 43075
On 27 Sept NIFTY was trading at 26178.95. The strike last trading price was 18, which was 1.00 higher than the previous day. The implied volatity was -, the open interest changed by -2700 which decreased total open position to 27875
On 26 Sept NIFTY was trading at 26216.05. The strike last trading price was 17, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by -16050 which decreased total open position to 31200
On 25 Sept NIFTY was trading at 26004.15. The strike last trading price was 18.25, which was -4.40 lower than the previous day. The implied volatity was -, the open interest changed by -93350 which decreased total open position to 47600
On 24 Sept NIFTY was trading at 25940.40. The strike last trading price was 22.65, which was -6.60 lower than the previous day. The implied volatity was -, the open interest changed by -750 which decreased total open position to 140950
On 23 Sept NIFTY was trading at 25939.05. The strike last trading price was 29.25, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 132225 which increased total open position to 141700
On 20 Sept NIFTY was trading at 25790.95. The strike last trading price was 29, which was -5.45 lower than the previous day. The implied volatity was -, the open interest changed by -10300 which decreased total open position to 142700
On 19 Sept NIFTY was trading at 25415.80. The strike last trading price was 34.45, which was -9.65 lower than the previous day. The implied volatity was -, the open interest changed by 3375 which increased total open position to 153050
On 18 Sept NIFTY was trading at 25377.55. The strike last trading price was 44.1, which was 6.45 higher than the previous day. The implied volatity was -, the open interest changed by 142000 which increased total open position to 150250
On 17 Sept NIFTY was trading at 25418.55. The strike last trading price was 37.65, which was 3.05 higher than the previous day. The implied volatity was -, the open interest changed by 136400 which increased total open position to 148575
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 34.6, which was -7.20 lower than the previous day. The implied volatity was -, the open interest changed by 136025 which increased total open position to 158075
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 41.8, which was -9.55 lower than the previous day. The implied volatity was -, the open interest changed by 4925 which increased total open position to 158025
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 51.35, which was -26.60 lower than the previous day. The implied volatity was -, the open interest changed by 130750 which increased total open position to 152900
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 77.95, which was 12.50 higher than the previous day. The implied volatity was -, the open interest changed by 17000 which increased total open position to 146775
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 65.45, which was -18.00 lower than the previous day. The implied volatity was -, the open interest changed by 126700 which increased total open position to 130375
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 83.45, which was -22.75 lower than the previous day. The implied volatity was -, the open interest changed by 9725 which increased total open position to 118300
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 106.2, which was 30.50 higher than the previous day. The implied volatity was -, the open interest changed by 17600 which increased total open position to 108925
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 75.7, which was -5.25 lower than the previous day. The implied volatity was -, the open interest changed by 8175 which increased total open position to 91525
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 80.95, which was 11.95 higher than the previous day. The implied volatity was -, the open interest changed by 11300 which increased total open position to 83450
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 69, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by 71775 which increased total open position to 71950
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 71.05, which was 4.05 higher than the previous day. The implied volatity was -, the open interest changed by 7050 which increased total open position to 65425
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 67, which was -8.00 lower than the previous day. The implied volatity was -, the open interest changed by 6475 which increased total open position to 58375
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 75, which was -2.70 lower than the previous day. The implied volatity was -, the open interest changed by 51750 which increased total open position to 51825
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 77.7, which was -4.20 lower than the previous day. The implied volatity was -, the open interest changed by 49375 which increased total open position to 49450
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 81.9, which was -8.95 lower than the previous day. The implied volatity was -, the open interest changed by 33150 which increased total open position to 33225
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 90.85, which was -17.10 lower than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 29825
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 107.95, which was 6.30 higher than the previous day. The implied volatity was -, the open interest changed by 7075 which increased total open position to 30100
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 101.65, which was -18.00 lower than the previous day. The implied volatity was -, the open interest changed by 2375 which increased total open position to 23100
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 119.65, which was -17.95 lower than the previous day. The implied volatity was -, the open interest changed by 3200 which increased total open position to 20825
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 137.6, which was -40.50 lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 17725
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 178.1, which was -3.45 lower than the previous day. The implied volatity was -, the open interest changed by 1275 which increased total open position to 16975
On 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 181.55, which was -122.40 lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 15700
On 14 Aug NIFTY was trading at 24143.75. The strike last trading price was 303.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15575
On 13 Aug NIFTY was trading at 24139.00. The strike last trading price was 303.95, which was 49.90 higher than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 15600
On 12 Aug NIFTY was trading at 24347.00. The strike last trading price was 254.05, which was -35.95 lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 15650
On 9 Aug NIFTY was trading at 24367.50. The strike last trading price was 290, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Aug NIFTY was trading at 24117.00. The strike last trading price was 290, which was 10.80 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15575
On 7 Aug NIFTY was trading at 24297.50. The strike last trading price was 279.2, which was -88.50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15575
On 6 Aug NIFTY was trading at 23992.55. The strike last trading price was 367.7, which was -26.15 lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 16025
On 5 Aug NIFTY was trading at 24055.60. The strike last trading price was 393.85, which was 204.20 higher than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 15900
On 2 Aug NIFTY was trading at 24702.00. The strike last trading price was 189.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 4225 which increased total open position to 12900