NIFTY
Nifty
Historical option data for NIFTY
16 Sep 2024 04:11 PM IST
| NIFTY 23500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 16 Sept | 25383.75 | 1921.4 | 80.90 | 800 | -175 | 20,750 | ||||
| 13 Sept | 25356.50 | 1840.5 | 31.85 | 2,600 | -1,600 | 20,925 | ||||
| 12 Sept | 25388.90 | 1808.65 | 386.90 | 19,400 | 16,850 | 22,525 | ||||
| 11 Sept | 24918.45 | 1421.75 | -123.15 | 3,225 | 1,550 | 5,675 | ||||
| 10 Sept | 25041.10 | 1544.9 | 89.90 | 2,525 | 1,775 | 4,125 | ||||
| 9 Sept | 24936.40 | 1455 | 41.05 | 50 | 25 | 2,350 | ||||
| 6 Sept | 24852.15 | 1413.95 | -298.10 | 1,825 | 2,325 | 2,325 | ||||
| 5 Sept | 25145.10 | 1712.05 | 0.00 | 0 | 25 | 0 | ||||
| 4 Sept | 25198.70 | 1712.05 | 84.05 | 550 | 25 | 550 | ||||
| 3 Sept | 25279.85 | 1628 | 0.00 | 525 | 0 | 525 | ||||
| 2 Sept | 25278.70 | 1628 | 0.00 | 525 | 0 | 525 | ||||
| 30 Aug | 25235.90 | 1628 | 0.00 | 525 | 0 | 525 | ||||
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| 29 Aug | 25151.95 | 1628 | 0.00 | 525 | 0 | 525 | ||||
| 28 Aug | 25052.35 | 1628 | 0.00 | 525 | 0 | 525 | ||||
| 27 Aug | 25017.75 | 1628 | 0.00 | 525 | 300 | 525 | ||||
| 26 Aug | 25010.60 | 1628 | 1628.00 | 525 | 225 | 225 | ||||
| 23 Aug | 24823.15 | 0 | 0.00 | 0 | 0 | 0 | ||||
| 22 Aug | 24811.50 | 0 | 0.00 | 0 | 0 | 0 | ||||
| 21 Aug | 24770.20 | 0 | 0.00 | 0 | 0 | 0 | ||||
| 20 Aug | 24698.85 | 0 | 0.00 | 0 | 0 | 0 | ||||
| 19 Aug | 24572.65 | 0 | 0 | 0 | 0 | |||||
For Nifty - strike price 23500 expiring on 19SEP2024
Delta for 23500 CE is -
Historical price for 23500 CE is as follows
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 1921.4, which was 80.90 higher than the previous day. The implied volatity was -, the open interest changed by -175 which decreased total open position to 20750
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 1840.5, which was 31.85 higher than the previous day. The implied volatity was -, the open interest changed by -1600 which decreased total open position to 20925
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 1808.65, which was 386.90 higher than the previous day. The implied volatity was -, the open interest changed by 16850 which increased total open position to 22525
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 1421.75, which was -123.15 lower than the previous day. The implied volatity was -, the open interest changed by 1550 which increased total open position to 5675
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 1544.9, which was 89.90 higher than the previous day. The implied volatity was -, the open interest changed by 1775 which increased total open position to 4125
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 1455, which was 41.05 higher than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 2350
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 1413.95, which was -298.10 lower than the previous day. The implied volatity was -, the open interest changed by 2325 which increased total open position to 2325
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 1712.05, 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 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 1712.05, which was 84.05 higher than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 550
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 1628, 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 525
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 1628, 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 525
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 1628, 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 525
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 1628, 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 525
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 1628, 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 525
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 1628, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 525
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 1628, which was 1628.00 higher than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 225
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 0, 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 0, 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 0, 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 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 0, 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 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 0, 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 23500 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 16 Sept | 25383.75 | 1.85 | -1.90 | 87,71,400 | 1,27,075 | 39,90,275 |
| 13 Sept | 25356.50 | 3.75 | 0.00 | 1,05,23,800 | 9,15,350 | 38,63,200 |
| 12 Sept | 25388.90 | 3.75 | -1.05 | 75,80,000 | 20,59,250 | 29,47,850 |
| 11 Sept | 24918.45 | 4.8 | 0.00 | 14,01,350 | 2,08,900 | 8,88,600 |
| 10 Sept | 25041.10 | 4.8 | -3.95 | 13,57,775 | 2,46,850 | 6,79,700 |
| 9 Sept | 24936.40 | 8.75 | -8.55 | 9,20,450 | 84,975 | 4,32,850 |
| 6 Sept | 24852.15 | 17.3 | 8.10 | 17,05,575 | 47,475 | 3,47,875 |
| 5 Sept | 25145.10 | 9.2 | -5.55 | 4,75,600 | 58,775 | 3,00,400 |
| 4 Sept | 25198.70 | 14.75 | 5.00 | 3,46,275 | 1,06,600 | 2,41,625 |
| 3 Sept | 25279.85 | 9.75 | -1.25 | 2,18,625 | 1,08,125 | 1,35,025 |
| 2 Sept | 25278.70 | 11 | 0.80 | 53,950 | 1,800 | 26,900 |
| 30 Aug | 25235.90 | 10.2 | -0.80 | 40,900 | 325 | 25,100 |
| 29 Aug | 25151.95 | 11 | -6.05 | 39,025 | 4,200 | 24,775 |
| 28 Aug | 25052.35 | 17.05 | -2.10 | 5,475 | 2,450 | 20,575 |
| 27 Aug | 25017.75 | 19.15 | -3.35 | 6,450 | 2,050 | 18,125 |
| 26 Aug | 25010.60 | 22.5 | -10.00 | 16,200 | 4,850 | 16,075 |
| 23 Aug | 24823.15 | 32.5 | 3.65 | 12,875 | 2,650 | 11,225 |
| 22 Aug | 24811.50 | 28.85 | -11.15 | 12,000 | 5,625 | 8,575 |
| 21 Aug | 24770.20 | 40 | -14.95 | 5,850 | 2,925 | 2,950 |
| 20 Aug | 24698.85 | 54.95 | -138.85 | 50 | 25 | 25 |
| 19 Aug | 24572.65 | 193.8 | 0 | 0 | 0 | |
For Nifty - strike price 23500 expiring on 19SEP2024
Delta for 23500 PE is -
Historical price for 23500 PE is as follows
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 1.85, which was -1.90 lower than the previous day. The implied volatity was -, the open interest changed by 127075 which increased total open position to 3990275
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 3.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 915350 which increased total open position to 3863200
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 3.75, which was -1.05 lower than the previous day. The implied volatity was -, the open interest changed by 2059250 which increased total open position to 2947850
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 4.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 208900 which increased total open position to 888600
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 4.8, which was -3.95 lower than the previous day. The implied volatity was -, the open interest changed by 246850 which increased total open position to 679700
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 8.75, which was -8.55 lower than the previous day. The implied volatity was -, the open interest changed by 84975 which increased total open position to 432850
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 17.3, which was 8.10 higher than the previous day. The implied volatity was -, the open interest changed by 47475 which increased total open position to 347875
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 9.2, which was -5.55 lower than the previous day. The implied volatity was -, the open interest changed by 58775 which increased total open position to 300400
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 14.75, which was 5.00 higher than the previous day. The implied volatity was -, the open interest changed by 106600 which increased total open position to 241625
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 9.75, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by 108125 which increased total open position to 135025
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 11, which was 0.80 higher than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 26900
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 10.2, which was -0.80 lower than the previous day. The implied volatity was -, the open interest changed by 325 which increased total open position to 25100
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 11, which was -6.05 lower than the previous day. The implied volatity was -, the open interest changed by 4200 which increased total open position to 24775
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 17.05, which was -2.10 lower than the previous day. The implied volatity was -, the open interest changed by 2450 which increased total open position to 20575
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 19.15, which was -3.35 lower than the previous day. The implied volatity was -, the open interest changed by 2050 which increased total open position to 18125
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 22.5, which was -10.00 lower than the previous day. The implied volatity was -, the open interest changed by 4850 which increased total open position to 16075
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 32.5, which was 3.65 higher than the previous day. The implied volatity was -, the open interest changed by 2650 which increased total open position to 11225
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 28.85, which was -11.15 lower than the previous day. The implied volatity was -, the open interest changed by 5625 which increased total open position to 8575
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 40, which was -14.95 lower than the previous day. The implied volatity was -, the open interest changed by 2925 which increased total open position to 2950
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 54.95, which was -138.85 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 25
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 193.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0