NIFTY
Nifty
Historical option data for NIFTY
11 Oct 2024 04:11 PM IST
| NIFTY 23500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 11 Oct | 24964.25 | 1463.7 | -74.30 | 5,200 | 4,800 | 9,125 | ||||
| 10 Oct | 24998.45 | 1538 | -202.00 | 2,625 | 1,875 | 4,325 | ||||
| 9 Oct | 24981.95 | 1740 | 140.00 | 75 | 25 | 2,450 | ||||
| 8 Oct | 25013.15 | 1600 | 240.70 | 1,000 | 400 | 2,425 | ||||
| 7 Oct | 24795.75 | 1359.3 | -275.55 | 925 | 25 | 2,025 | ||||
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| 4 Oct | 25014.60 | 1634.85 | 5,250 | 2,000 | 2,000 | |||||
For Nifty - strike price 23500 expiring on 17OCT2024
Delta for 23500 CE is -
Historical price for 23500 CE is as follows
On 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 1463.7, which was -74.30 lower than the previous day. The implied volatity was -, the open interest changed by 4800 which increased total open position to 9125
On 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 1538, which was -202.00 lower than the previous day. The implied volatity was -, the open interest changed by 1875 which increased total open position to 4325
On 9 Oct NIFTY was trading at 24981.95. The strike last trading price was 1740, which was 140.00 higher than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 2450
On 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 1600, which was 240.70 higher than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 2425
On 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 1359.3, which was -275.55 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 2025
On 4 Oct NIFTY was trading at 25014.60. The strike last trading price was 1634.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 2000 which increased total open position to 2000
| NIFTY 23500 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 11 Oct | 24964.25 | 3.45 | 0.55 | 82,23,050 | 1,50,950 | 28,16,525 |
| 10 Oct | 24998.45 | 2.9 | -2.40 | 66,39,425 | 19,94,325 | 26,65,575 |
| 9 Oct | 24981.95 | 5.3 | -8.50 | 23,60,425 | 4,46,300 | 6,71,250 |
| 8 Oct | 25013.15 | 13.8 | -13.15 | 7,86,625 | 82,200 | 2,24,950 |
| 7 Oct | 24795.75 | 26.95 | 9.45 | 11,20,700 | 54,975 | 1,42,750 |
| 4 Oct | 25014.60 | 17.5 | 5,98,450 | 87,775 | 87,775 | |
For Nifty - strike price 23500 expiring on 17OCT2024
Delta for 23500 PE is -
Historical price for 23500 PE is as follows
On 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 3.45, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 150950 which increased total open position to 2816525
On 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 2.9, which was -2.40 lower than the previous day. The implied volatity was -, the open interest changed by 1994325 which increased total open position to 2665575
On 9 Oct NIFTY was trading at 24981.95. The strike last trading price was 5.3, which was -8.50 lower than the previous day. The implied volatity was -, the open interest changed by 446300 which increased total open position to 671250
On 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 13.8, which was -13.15 lower than the previous day. The implied volatity was -, the open interest changed by 82200 which increased total open position to 224950
On 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 26.95, which was 9.45 higher than the previous day. The implied volatity was -, the open interest changed by 54975 which increased total open position to 142750
On 4 Oct NIFTY was trading at 25014.60. The strike last trading price was 17.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 87775 which increased total open position to 87775