NIFTY
Nifty
Historical option data for NIFTY
06 Sep 2024 04:11 PM IST
| NIFTY 23700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 6 Sept | 24852.15 | 1179.2 | -329.00 | 1,475 | 25 | 2,700 | ||||
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| 5 Sept | 25145.10 | 1508.2 | 63.65 | 1,225 | 1,300 | 2,675 | ||||
| 4 Sept | 25198.70 | 1444.55 | -157.45 | 825 | 625 | 1,375 | ||||
| 3 Sept | 25279.85 | 1602 | -6.00 | 725 | 750 | 750 | ||||
| 2 Sept | 25278.70 | 1608 | 0.00 | 0 | 125 | 0 | ||||
| 30 Aug | 25235.90 | 1608 | 766.20 | 150 | 125 | 125 | ||||
| 29 Aug | 25151.95 | 841.8 | 0.00 | 0 | 0 | 0 | ||||
| 28 Aug | 25052.35 | 841.8 | 0.00 | 0 | 0 | 0 | ||||
| 27 Aug | 25017.75 | 841.8 | 0.00 | 0 | 0 | 0 | ||||
| 26 Aug | 25010.60 | 841.8 | 0.00 | 0 | 0 | 0 | ||||
| 23 Aug | 24823.15 | 841.8 | 0.00 | 0 | 0 | 0 | ||||
| 22 Aug | 24811.50 | 841.8 | 0.00 | 0 | 0 | 0 | ||||
| 21 Aug | 24770.20 | 841.8 | 0.00 | 0 | 0 | 0 | ||||
| 20 Aug | 24698.85 | 841.8 | 0.00 | 0 | 0 | 0 | ||||
| 19 Aug | 24572.65 | 841.8 | 0.00 | 0 | 0 | 0 | ||||
| 16 Aug | 24541.15 | 841.8 | 0.00 | 0 | 0 | 0 | ||||
| 14 Aug | 24143.75 | 841.8 | 841.80 | 0 | 0 | 0 | ||||
| 13 Aug | 24139.00 | 0 | 0.00 | 0 | 0 | 0 | ||||
| 12 Aug | 24347.00 | 0 | 0 | 0 | 0 | |||||
For Nifty - strike price 23700 expiring on 12SEP2024
Delta for 23700 CE is -
Historical price for 23700 CE is as follows
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 1179.2, which was -329.00 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 2700
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 1508.2, which was 63.65 higher than the previous day. The implied volatity was -, the open interest changed by 1300 which increased total open position to 2675
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 1444.55, which was -157.45 lower than the previous day. The implied volatity was -, the open interest changed by 625 which increased total open position to 1375
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 1602, which was -6.00 lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 750
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 1608, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 0
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 1608, which was 766.20 higher than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 125
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 841.8, 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 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 841.8, 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 Aug NIFTY was trading at 25017.75. The strike last trading price was 841.8, 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 841.8, 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 841.8, 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 841.8, 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 841.8, 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 841.8, 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 841.8, 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 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 841.8, 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 Aug NIFTY was trading at 24143.75. The strike last trading price was 841.8, which was 841.80 higher 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 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 12 Aug NIFTY was trading at 24347.00. 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 23700 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 6 Sept | 24852.15 | 8.55 | 6.25 | 86,38,675 | 3,10,775 | 7,95,075 |
| 5 Sept | 25145.10 | 2.3 | -2.05 | 17,05,625 | 2,23,000 | 4,84,300 |
| 4 Sept | 25198.70 | 4.35 | 0.95 | 6,57,775 | 1,49,400 | 2,61,300 |
| 3 Sept | 25279.85 | 3.4 | -2.20 | 2,07,450 | 9,875 | 1,11,900 |
| 2 Sept | 25278.70 | 5.6 | -0.20 | 1,80,200 | 11,650 | 1,02,025 |
| 30 Aug | 25235.90 | 5.8 | -0.15 | 2,82,650 | 67,800 | 90,375 |
| 29 Aug | 25151.95 | 5.95 | -7.00 | 60,800 | -7,225 | 22,575 |
| 28 Aug | 25052.35 | 12.95 | -0.05 | 9,950 | 1,350 | 29,800 |
| 27 Aug | 25017.75 | 13 | -6.85 | 11,875 | 475 | 28,450 |
| 26 Aug | 25010.60 | 19.85 | -6.15 | 53,875 | 23,400 | 27,975 |
| 23 Aug | 24823.15 | 26 | 2.00 | 2,875 | 0 | 4,575 |
| 22 Aug | 24811.50 | 24 | -11.30 | 5,675 | 1,775 | 4,575 |
| 21 Aug | 24770.20 | 35.3 | -9.85 | 1,450 | 50 | 2,800 |
| 20 Aug | 24698.85 | 45.15 | -19.20 | 2,575 | 1,300 | 2,750 |
| 19 Aug | 24572.65 | 64.35 | -20.65 | 400 | 75 | 1,450 |
| 16 Aug | 24541.15 | 85 | -175.35 | 1,475 | 1,375 | 1,375 |
| 14 Aug | 24143.75 | 260.35 | 0.00 | 0 | 0 | 0 |
| 13 Aug | 24139.00 | 260.35 | 0.00 | 0 | 0 | 0 |
| 12 Aug | 24347.00 | 260.35 | 0 | 0 | 0 | |
For Nifty - strike price 23700 expiring on 12SEP2024
Delta for 23700 PE is -
Historical price for 23700 PE is as follows
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 8.55, which was 6.25 higher than the previous day. The implied volatity was -, the open interest changed by 310775 which increased total open position to 795075
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 2.3, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by 223000 which increased total open position to 484300
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 4.35, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by 149400 which increased total open position to 261300
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 3.4, which was -2.20 lower than the previous day. The implied volatity was -, the open interest changed by 9875 which increased total open position to 111900
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 5.6, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by 11650 which increased total open position to 102025
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 5.8, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 67800 which increased total open position to 90375
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 5.95, which was -7.00 lower than the previous day. The implied volatity was -, the open interest changed by -7225 which decreased total open position to 22575
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 12.95, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 1350 which increased total open position to 29800
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 13, which was -6.85 lower than the previous day. The implied volatity was -, the open interest changed by 475 which increased total open position to 28450
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 19.85, which was -6.15 lower than the previous day. The implied volatity was -, the open interest changed by 23400 which increased total open position to 27975
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 26, which was 2.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4575
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 24, which was -11.30 lower than the previous day. The implied volatity was -, the open interest changed by 1775 which increased total open position to 4575
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 35.3, which was -9.85 lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 2800
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 45.15, which was -19.20 lower than the previous day. The implied volatity was -, the open interest changed by 1300 which increased total open position to 2750
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 64.35, which was -20.65 lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 1450
On 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 85, which was -175.35 lower than the previous day. The implied volatity was -, the open interest changed by 1375 which increased total open position to 1375
On 14 Aug NIFTY was trading at 24143.75. The strike last trading price was 260.35, 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 13 Aug NIFTY was trading at 24139.00. The strike last trading price was 260.35, 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 12 Aug NIFTY was trading at 24347.00. The strike last trading price was 260.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0