NIFTY
Nifty
Historical option data for NIFTY
06 Sep 2024 04:11 PM IST
| NIFTY 24000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 6 Sept | 24852.15 | 874.35 | -315.65 | 2,34,150 | 11,550 | 1,12,275 | ||||
| 5 Sept | 25145.10 | 1190 | -15.00 | 1,01,400 | 47,900 | 1,00,725 | ||||
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| 4 Sept | 25198.70 | 1205 | -100.00 | 49,300 | 13,600 | 52,825 | ||||
| 3 Sept | 25279.85 | 1305 | 19.15 | 2,000 | 950 | 39,225 | ||||
| 2 Sept | 25278.70 | 1285.85 | -57.45 | 3,650 | 325 | 38,275 | ||||
| 30 Aug | 25235.90 | 1343.3 | 121.70 | 1,875 | -275 | 37,950 | ||||
| 29 Aug | 25151.95 | 1221.6 | 86.65 | 39,450 | 18,725 | 38,225 | ||||
| 28 Aug | 25052.35 | 1134.95 | 32.25 | 3,125 | 1,375 | 19,500 | ||||
| 27 Aug | 25017.75 | 1102.7 | -32.05 | 10,175 | 7,525 | 18,125 | ||||
| 26 Aug | 25010.60 | 1134.75 | 155.90 | 8,675 | 6,700 | 10,600 | ||||
| 23 Aug | 24823.15 | 978.85 | 69.25 | 2,300 | 2,150 | 3,900 | ||||
| 22 Aug | 24811.50 | 909.6 | -33.45 | 1,150 | -375 | 1,750 | ||||
| 21 Aug | 24770.20 | 943.05 | 60.60 | 550 | 325 | 2,125 | ||||
| 20 Aug | 24698.85 | 882.45 | 113.20 | 600 | 75 | 1,800 | ||||
| 19 Aug | 24572.65 | 769.25 | 4.25 | 500 | 25 | 1,725 | ||||
| 16 Aug | 24541.15 | 765 | 247.55 | 1,450 | 375 | 1,700 | ||||
| 14 Aug | 24143.75 | 517.45 | -138.15 | 3,450 | 1,325 | 1,325 | ||||
| 13 Aug | 24139.00 | 655.6 | 0.00 | 0 | 0 | 0 | ||||
| 12 Aug | 24347.00 | 655.6 | 0 | 0 | 0 | |||||
For Nifty - strike price 24000 expiring on 12SEP2024
Delta for 24000 CE is -
Historical price for 24000 CE is as follows
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 874.35, which was -315.65 lower than the previous day. The implied volatity was -, the open interest changed by 11550 which increased total open position to 112275
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 1190, which was -15.00 lower than the previous day. The implied volatity was -, the open interest changed by 47900 which increased total open position to 100725
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 1205, which was -100.00 lower than the previous day. The implied volatity was -, the open interest changed by 13600 which increased total open position to 52825
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 1305, which was 19.15 higher than the previous day. The implied volatity was -, the open interest changed by 950 which increased total open position to 39225
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 1285.85, which was -57.45 lower than the previous day. The implied volatity was -, the open interest changed by 325 which increased total open position to 38275
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 1343.3, which was 121.70 higher than the previous day. The implied volatity was -, the open interest changed by -275 which decreased total open position to 37950
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 1221.6, which was 86.65 higher than the previous day. The implied volatity was -, the open interest changed by 18725 which increased total open position to 38225
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 1134.95, which was 32.25 higher than the previous day. The implied volatity was -, the open interest changed by 1375 which increased total open position to 19500
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 1102.7, which was -32.05 lower than the previous day. The implied volatity was -, the open interest changed by 7525 which increased total open position to 18125
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 1134.75, which was 155.90 higher than the previous day. The implied volatity was -, the open interest changed by 6700 which increased total open position to 10600
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 978.85, which was 69.25 higher than the previous day. The implied volatity was -, the open interest changed by 2150 which increased total open position to 3900
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 909.6, which was -33.45 lower than the previous day. The implied volatity was -, the open interest changed by -375 which decreased total open position to 1750
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 943.05, which was 60.60 higher than the previous day. The implied volatity was -, the open interest changed by 325 which increased total open position to 2125
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 882.45, which was 113.20 higher than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 1800
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 769.25, which was 4.25 higher than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 1725
On 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 765, which was 247.55 higher than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 1700
On 14 Aug NIFTY was trading at 24143.75. The strike last trading price was 517.45, which was -138.15 lower than the previous day. The implied volatity was -, the open interest changed by 1325 which increased total open position to 1325
On 13 Aug NIFTY was trading at 24139.00. The strike last trading price was 655.6, 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 655.6, 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 24000 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 6 Sept | 24852.15 | 13.3 | 9.50 | 4,74,62,425 | 8,46,925 | 47,75,900 |
| 5 Sept | 25145.10 | 3.8 | -3.20 | 94,23,100 | 28,09,450 | 39,28,975 |
| 4 Sept | 25198.70 | 7 | 1.95 | 53,26,975 | -9,83,900 | 11,19,525 |
| 3 Sept | 25279.85 | 5.05 | -1.95 | 10,79,000 | 1,12,100 | 21,03,425 |
| 2 Sept | 25278.70 | 7 | -1.05 | 18,94,200 | 68,575 | 19,91,325 |
| 30 Aug | 25235.90 | 8.05 | -1.85 | 18,46,375 | -49,725 | 19,22,750 |
| 29 Aug | 25151.95 | 9.9 | -9.05 | 40,39,100 | 16,32,625 | 19,72,475 |
| 28 Aug | 25052.35 | 18.95 | -4.10 | 3,62,450 | 27,975 | 3,39,850 |
| 27 Aug | 25017.75 | 23.05 | -3.95 | 3,45,400 | 1,03,250 | 3,11,875 |
| 26 Aug | 25010.60 | 27 | -15.25 | 2,81,525 | 60,425 | 2,08,625 |
| 23 Aug | 24823.15 | 42.25 | -0.75 | 2,22,650 | 55,700 | 1,48,200 |
| 22 Aug | 24811.50 | 43 | -12.10 | 87,075 | 24,125 | 92,500 |
| 21 Aug | 24770.20 | 55.1 | -18.95 | 70,125 | 9,850 | 68,375 |
| 20 Aug | 24698.85 | 74.05 | -31.95 | 64,325 | 15,925 | 58,525 |
| 19 Aug | 24572.65 | 106 | -22.00 | 34,150 | 18,550 | 42,600 |
| 16 Aug | 24541.15 | 128 | -134.25 | 65,325 | 18,850 | 24,050 |
| 14 Aug | 24143.75 | 262.25 | -39.75 | 7,050 | 2,600 | 5,200 |
| 13 Aug | 24139.00 | 302 | 66.45 | 3,750 | 2,300 | 2,600 |
| 12 Aug | 24347.00 | 235.55 | 450 | 300 | 300 | |
For Nifty - strike price 24000 expiring on 12SEP2024
Delta for 24000 PE is -
Historical price for 24000 PE is as follows
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 13.3, which was 9.50 higher than the previous day. The implied volatity was -, the open interest changed by 846925 which increased total open position to 4775900
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 3.8, which was -3.20 lower than the previous day. The implied volatity was -, the open interest changed by 2809450 which increased total open position to 3928975
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 7, which was 1.95 higher than the previous day. The implied volatity was -, the open interest changed by -983900 which decreased total open position to 1119525
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 5.05, which was -1.95 lower than the previous day. The implied volatity was -, the open interest changed by 112100 which increased total open position to 2103425
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 7, which was -1.05 lower than the previous day. The implied volatity was -, the open interest changed by 68575 which increased total open position to 1991325
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 8.05, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by -49725 which decreased total open position to 1922750
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 9.9, which was -9.05 lower than the previous day. The implied volatity was -, the open interest changed by 1632625 which increased total open position to 1972475
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 18.95, which was -4.10 lower than the previous day. The implied volatity was -, the open interest changed by 27975 which increased total open position to 339850
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 23.05, which was -3.95 lower than the previous day. The implied volatity was -, the open interest changed by 103250 which increased total open position to 311875
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 27, which was -15.25 lower than the previous day. The implied volatity was -, the open interest changed by 60425 which increased total open position to 208625
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 42.25, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by 55700 which increased total open position to 148200
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 43, which was -12.10 lower than the previous day. The implied volatity was -, the open interest changed by 24125 which increased total open position to 92500
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 55.1, which was -18.95 lower than the previous day. The implied volatity was -, the open interest changed by 9850 which increased total open position to 68375
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 74.05, which was -31.95 lower than the previous day. The implied volatity was -, the open interest changed by 15925 which increased total open position to 58525
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 106, which was -22.00 lower than the previous day. The implied volatity was -, the open interest changed by 18550 which increased total open position to 42600
On 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 128, which was -134.25 lower than the previous day. The implied volatity was -, the open interest changed by 18850 which increased total open position to 24050
On 14 Aug NIFTY was trading at 24143.75. The strike last trading price was 262.25, which was -39.75 lower than the previous day. The implied volatity was -, the open interest changed by 2600 which increased total open position to 5200
On 13 Aug NIFTY was trading at 24139.00. The strike last trading price was 302, which was 66.45 higher than the previous day. The implied volatity was -, the open interest changed by 2300 which increased total open position to 2600
On 12 Aug NIFTY was trading at 24347.00. The strike last trading price was 235.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 300