NIFTY
Nifty
Historical option data for NIFTY
29 Oct 2024 04:11 PM IST
NIFTY 24000 CE | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
29 Oct | 24466.85 | 482 | 96.00 | 1,24,94,375 | -2,00,450 | 10,86,075 | ||||
28 Oct | 24339.15 | 386 | 98.70 | 84,38,700 | -3,75,575 | 13,57,350 | ||||
25 Oct | 24180.80 | 287.3 | -221.25 | 1,70,86,375 | 16,74,450 | 17,32,925 | ||||
24 Oct | 24399.40 | 508.55 | -18.55 | 10,29,850 | 65,575 | 8,10,925 | ||||
23 Oct | 24435.50 | 527.1 | -64.90 | 6,15,700 | 6,04,800 | 7,45,675 | ||||
22 Oct | 24472.10 | 592 | -195.00 | 5,23,600 | 6,51,375 | 7,30,325 | ||||
21 Oct | 24781.10 | 787 | -205.65 | 2,32,100 | 5,85,950 | 6,62,400 | ||||
18 Oct | 24854.05 | 992.65 | 112.65 | 2,45,025 | 5,75,925 | 6,49,350 | ||||
17 Oct | 24749.85 | 880 | -176.70 | 2,23,200 | 5,98,025 | 6,28,650 | ||||
16 Oct | 24971.30 | 1056.7 | -103.30 | 86,650 | 5,75,125 | 5,95,550 | ||||
15 Oct | 25057.35 | 1160 | -90.00 | 84,400 | 5,70,250 | 5,83,300 | ||||
14 Oct | 25127.95 | 1250 | 166.25 | 56,650 | 5,61,975 | 5,74,675 | ||||
11 Oct | 24964.25 | 1083.75 | -84.40 | 68,775 | 5,40,700 | 5,75,475 | ||||
10 Oct | 24998.45 | 1168.15 | -1.85 | 89,350 | 4,90,925 | 5,72,225 | ||||
9 Oct | 24981.95 | 1170 | -36.80 | 1,65,950 | 5,03,850 | 5,70,500 | ||||
8 Oct | 25013.15 | 1206.8 | 101.00 | 1,14,150 | 5,77,000 | 5,78,475 | ||||
7 Oct | 24795.75 | 1105.8 | -150.20 | 2,36,975 | 5,82,775 | 5,84,050 | ||||
4 Oct | 25014.60 | 1256 | -257.70 | 1,63,750 | 5,38,375 | 5,38,375 | ||||
3 Oct | 25250.10 | 1513.7 | -463.65 | 86,375 | 4,66,875 | 5,16,700 | ||||
1 Oct | 25796.90 | 1977.35 | -20.65 | 20,250 | 4,75,700 | 5,26,950 | ||||
30 Sept | 25810.85 | 1998 | -332.25 | 62,950 | 4,78,975 | 5,30,175 | ||||
27 Sept | 26178.95 | 2330.25 | 61.25 | 64,100 | 5,53,275 | 5,54,050 | ||||
26 Sept | 26216.05 | 2269 | 137.85 | 1,89,675 | 5,37,750 | 5,52,950 | ||||
25 Sept | 26004.15 | 2131.15 | 20.15 | 1,23,075 | 4,51,000 | 4,51,025 | ||||
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24 Sept | 25940.40 | 2111 | 45.35 | 59,425 | 3,58,700 | 3,61,500 | ||||
23 Sept | 25939.05 | 2065.65 | 127.50 | 1,28,675 | 3,26,350 | 3,28,500 | ||||
20 Sept | 25790.95 | 1938.15 | 268.15 | 1,12,825 | 2,41,425 | 2,41,450 | ||||
19 Sept | 25415.80 | 1670 | 113.85 | 46,650 | 2,00,800 | 2,00,800 | ||||
18 Sept | 25377.55 | 1556.15 | -64.85 | 45,325 | 1,85,675 | 1,85,875 | ||||
17 Sept | 25418.55 | 1621 | 8.75 | 20,500 | 1,67,475 | 1,67,475 | ||||
16 Sept | 25383.75 | 1612.25 | 52.85 | 10,125 | 1,63,675 | 1,63,675 | ||||
13 Sept | 25356.50 | 1559.4 | 34.40 | 32,400 | -800 | 1,63,900 | ||||
12 Sept | 25388.90 | 1525 | 310.00 | 62,350 | 8,125 | 1,64,675 | ||||
11 Sept | 24918.45 | 1215 | -118.50 | 31,900 | 6,075 | 1,56,525 | ||||
10 Sept | 25041.10 | 1333.5 | 68.20 | 31,850 | 1,50,450 | 1,50,450 | ||||
9 Sept | 24936.40 | 1265.3 | 36.30 | 36,700 | 6,300 | 1,47,975 | ||||
6 Sept | 24852.15 | 1229 | -270.65 | 55,650 | 1,41,325 | 1,41,325 | ||||
5 Sept | 25145.10 | 1499.65 | -8.80 | 39,475 | 13,450 | 1,32,275 | ||||
4 Sept | 25198.70 | 1508.45 | -78.65 | 25,350 | 5,925 | 1,18,825 | ||||
3 Sept | 25279.85 | 1587.1 | 12.10 | 9,000 | 1,12,925 | 1,12,925 | ||||
2 Sept | 25278.70 | 1575 | -44.00 | 4,200 | 1,06,900 | 1,06,900 | ||||
30 Aug | 25235.90 | 1619 | 126.20 | 13,950 | 1,050 | 1,07,100 | ||||
29 Aug | 25151.95 | 1492.8 | 67.80 | 47,925 | 1,05,975 | 1,05,975 | ||||
28 Aug | 25052.35 | 1425 | 35.00 | 10,950 | 1,03,700 | 1,03,700 | ||||
27 Aug | 25017.75 | 1390 | -45.90 | 6,450 | 1,02,150 | 1,02,150 | ||||
26 Aug | 25010.60 | 1435.9 | 160.35 | 22,050 | 1,01,400 | 1,01,400 | ||||
23 Aug | 24823.15 | 1275.55 | 9.45 | 6,575 | 50 | 1,06,900 | ||||
22 Aug | 24811.50 | 1266.1 | 21.70 | 17,425 | 13,525 | 1,06,750 | ||||
21 Aug | 24770.20 | 1244.4 | 57.65 | 19,375 | 11,100 | 92,275 | ||||
20 Aug | 24698.85 | 1186.75 | 69.90 | 21,475 | 6,150 | 81,300 | ||||
19 Aug | 24572.65 | 1116.85 | -12.70 | 28,125 | 7,100 | 75,300 | ||||
16 Aug | 24541.15 | 1129.55 | 265.55 | 41,675 | 4,725 | 68,000 | ||||
14 Aug | 24143.75 | 864 | -22.10 | 14,050 | 3,150 | 63,350 | ||||
13 Aug | 24139.00 | 886.1 | -134.90 | 22,275 | 3,450 | 60,275 | ||||
12 Aug | 24347.00 | 1021 | -21.75 | 24,150 | 8,650 | 56,800 | ||||
9 Aug | 24367.50 | 1042.75 | 134.30 | 20,400 | 3,400 | 49,175 | ||||
8 Aug | 24117.00 | 908.45 | -120.55 | 25,900 | 11,200 | 45,700 | ||||
7 Aug | 24297.50 | 1029 | 140.15 | 24,100 | 3,450 | 34,500 | ||||
6 Aug | 23992.55 | 888.85 | -37.15 | 25,150 | -775 | 31,050 | ||||
5 Aug | 24055.60 | 926 | -321.25 | 57,425 | 22,600 | 31,825 | ||||
2 Aug | 24702.00 | 1247.25 | 5,025 | 900 | 9,225 |
For Nifty - strike price 24000 expiring on 31OCT2024
Delta for 24000 CE is -
Historical price for 24000 CE is as follows
On 29 Oct NIFTY was trading at 24466.85. The strike last trading price was 482, which was 96.00 higher than the previous day. The implied volatity was -, the open interest changed by -200450 which decreased total open position to 1086075
On 28 Oct NIFTY was trading at 24339.15. The strike last trading price was 386, which was 98.70 higher than the previous day. The implied volatity was -, the open interest changed by -375575 which decreased total open position to 1357350
On 25 Oct NIFTY was trading at 24180.80. The strike last trading price was 287.3, which was -221.25 lower than the previous day. The implied volatity was -, the open interest changed by 1674450 which increased total open position to 1732925
On 24 Oct NIFTY was trading at 24399.40. The strike last trading price was 508.55, which was -18.55 lower than the previous day. The implied volatity was -, the open interest changed by 65575 which increased total open position to 810925
On 23 Oct NIFTY was trading at 24435.50. The strike last trading price was 527.1, which was -64.90 lower than the previous day. The implied volatity was -, the open interest changed by 604800 which increased total open position to 745675
On 22 Oct NIFTY was trading at 24472.10. The strike last trading price was 592, which was -195.00 lower than the previous day. The implied volatity was -, the open interest changed by 651375 which increased total open position to 730325
On 21 Oct NIFTY was trading at 24781.10. The strike last trading price was 787, which was -205.65 lower than the previous day. The implied volatity was -, the open interest changed by 585950 which increased total open position to 662400
On 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 992.65, which was 112.65 higher than the previous day. The implied volatity was -, the open interest changed by 575925 which increased total open position to 649350
On 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 880, which was -176.70 lower than the previous day. The implied volatity was -, the open interest changed by 598025 which increased total open position to 628650
On 16 Oct NIFTY was trading at 24971.30. The strike last trading price was 1056.7, which was -103.30 lower than the previous day. The implied volatity was -, the open interest changed by 575125 which increased total open position to 595550
On 15 Oct NIFTY was trading at 25057.35. The strike last trading price was 1160, which was -90.00 lower than the previous day. The implied volatity was -, the open interest changed by 570250 which increased total open position to 583300
On 14 Oct NIFTY was trading at 25127.95. The strike last trading price was 1250, which was 166.25 higher than the previous day. The implied volatity was -, the open interest changed by 561975 which increased total open position to 574675
On 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 1083.75, which was -84.40 lower than the previous day. The implied volatity was -, the open interest changed by 540700 which increased total open position to 575475
On 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 1168.15, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by 490925 which increased total open position to 572225
On 9 Oct NIFTY was trading at 24981.95. The strike last trading price was 1170, which was -36.80 lower than the previous day. The implied volatity was -, the open interest changed by 503850 which increased total open position to 570500
On 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 1206.8, which was 101.00 higher than the previous day. The implied volatity was -, the open interest changed by 577000 which increased total open position to 578475
On 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 1105.8, which was -150.20 lower than the previous day. The implied volatity was -, the open interest changed by 582775 which increased total open position to 584050
On 4 Oct NIFTY was trading at 25014.60. The strike last trading price was 1256, which was -257.70 lower than the previous day. The implied volatity was -, the open interest changed by 538375 which increased total open position to 538375
On 3 Oct NIFTY was trading at 25250.10. The strike last trading price was 1513.7, which was -463.65 lower than the previous day. The implied volatity was -, the open interest changed by 466875 which increased total open position to 516700
On 1 Oct NIFTY was trading at 25796.90. The strike last trading price was 1977.35, which was -20.65 lower than the previous day. The implied volatity was -, the open interest changed by 475700 which increased total open position to 526950
On 30 Sept NIFTY was trading at 25810.85. The strike last trading price was 1998, which was -332.25 lower than the previous day. The implied volatity was -, the open interest changed by 478975 which increased total open position to 530175
On 27 Sept NIFTY was trading at 26178.95. The strike last trading price was 2330.25, which was 61.25 higher than the previous day. The implied volatity was -, the open interest changed by 553275 which increased total open position to 554050
On 26 Sept NIFTY was trading at 26216.05. The strike last trading price was 2269, which was 137.85 higher than the previous day. The implied volatity was -, the open interest changed by 537750 which increased total open position to 552950
On 25 Sept NIFTY was trading at 26004.15. The strike last trading price was 2131.15, which was 20.15 higher than the previous day. The implied volatity was -, the open interest changed by 451000 which increased total open position to 451025
On 24 Sept NIFTY was trading at 25940.40. The strike last trading price was 2111, which was 45.35 higher than the previous day. The implied volatity was -, the open interest changed by 358700 which increased total open position to 361500
On 23 Sept NIFTY was trading at 25939.05. The strike last trading price was 2065.65, which was 127.50 higher than the previous day. The implied volatity was -, the open interest changed by 326350 which increased total open position to 328500
On 20 Sept NIFTY was trading at 25790.95. The strike last trading price was 1938.15, which was 268.15 higher than the previous day. The implied volatity was -, the open interest changed by 241425 which increased total open position to 241450
On 19 Sept NIFTY was trading at 25415.80. The strike last trading price was 1670, which was 113.85 higher than the previous day. The implied volatity was -, the open interest changed by 200800 which increased total open position to 200800
On 18 Sept NIFTY was trading at 25377.55. The strike last trading price was 1556.15, which was -64.85 lower than the previous day. The implied volatity was -, the open interest changed by 185675 which increased total open position to 185875
On 17 Sept NIFTY was trading at 25418.55. The strike last trading price was 1621, which was 8.75 higher than the previous day. The implied volatity was -, the open interest changed by 167475 which increased total open position to 167475
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 1612.25, which was 52.85 higher than the previous day. The implied volatity was -, the open interest changed by 163675 which increased total open position to 163675
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 1559.4, which was 34.40 higher than the previous day. The implied volatity was -, the open interest changed by -800 which decreased total open position to 163900
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 1525, which was 310.00 higher than the previous day. The implied volatity was -, the open interest changed by 8125 which increased total open position to 164675
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 1215, which was -118.50 lower than the previous day. The implied volatity was -, the open interest changed by 6075 which increased total open position to 156525
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 1333.5, which was 68.20 higher than the previous day. The implied volatity was -, the open interest changed by 150450 which increased total open position to 150450
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 1265.3, which was 36.30 higher than the previous day. The implied volatity was -, the open interest changed by 6300 which increased total open position to 147975
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 1229, which was -270.65 lower than the previous day. The implied volatity was -, the open interest changed by 141325 which increased total open position to 141325
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 1499.65, which was -8.80 lower than the previous day. The implied volatity was -, the open interest changed by 13450 which increased total open position to 132275
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 1508.45, which was -78.65 lower than the previous day. The implied volatity was -, the open interest changed by 5925 which increased total open position to 118825
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 1587.1, which was 12.10 higher than the previous day. The implied volatity was -, the open interest changed by 112925 which increased total open position to 112925
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 1575, which was -44.00 lower than the previous day. The implied volatity was -, the open interest changed by 106900 which increased total open position to 106900
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 1619, which was 126.20 higher than the previous day. The implied volatity was -, the open interest changed by 1050 which increased total open position to 107100
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 1492.8, which was 67.80 higher than the previous day. The implied volatity was -, the open interest changed by 105975 which increased total open position to 105975
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 1425, which was 35.00 higher than the previous day. The implied volatity was -, the open interest changed by 103700 which increased total open position to 103700
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 1390, which was -45.90 lower than the previous day. The implied volatity was -, the open interest changed by 102150 which increased total open position to 102150
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 1435.9, which was 160.35 higher than the previous day. The implied volatity was -, the open interest changed by 101400 which increased total open position to 101400
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 1275.55, which was 9.45 higher than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 106900
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 1266.1, which was 21.70 higher than the previous day. The implied volatity was -, the open interest changed by 13525 which increased total open position to 106750
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 1244.4, which was 57.65 higher than the previous day. The implied volatity was -, the open interest changed by 11100 which increased total open position to 92275
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 1186.75, which was 69.90 higher than the previous day. The implied volatity was -, the open interest changed by 6150 which increased total open position to 81300
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 1116.85, which was -12.70 lower than the previous day. The implied volatity was -, the open interest changed by 7100 which increased total open position to 75300
On 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 1129.55, which was 265.55 higher than the previous day. The implied volatity was -, the open interest changed by 4725 which increased total open position to 68000
On 14 Aug NIFTY was trading at 24143.75. The strike last trading price was 864, which was -22.10 lower than the previous day. The implied volatity was -, the open interest changed by 3150 which increased total open position to 63350
On 13 Aug NIFTY was trading at 24139.00. The strike last trading price was 886.1, which was -134.90 lower than the previous day. The implied volatity was -, the open interest changed by 3450 which increased total open position to 60275
On 12 Aug NIFTY was trading at 24347.00. The strike last trading price was 1021, which was -21.75 lower than the previous day. The implied volatity was -, the open interest changed by 8650 which increased total open position to 56800
On 9 Aug NIFTY was trading at 24367.50. The strike last trading price was 1042.75, which was 134.30 higher than the previous day. The implied volatity was -, the open interest changed by 3400 which increased total open position to 49175
On 8 Aug NIFTY was trading at 24117.00. The strike last trading price was 908.45, which was -120.55 lower than the previous day. The implied volatity was -, the open interest changed by 11200 which increased total open position to 45700
On 7 Aug NIFTY was trading at 24297.50. The strike last trading price was 1029, which was 140.15 higher than the previous day. The implied volatity was -, the open interest changed by 3450 which increased total open position to 34500
On 6 Aug NIFTY was trading at 23992.55. The strike last trading price was 888.85, which was -37.15 lower than the previous day. The implied volatity was -, the open interest changed by -775 which decreased total open position to 31050
On 5 Aug NIFTY was trading at 24055.60. The strike last trading price was 926, which was -321.25 lower than the previous day. The implied volatity was -, the open interest changed by 22600 which increased total open position to 31825
On 2 Aug NIFTY was trading at 24702.00. The strike last trading price was 1247.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 9225
NIFTY 24000 PE | ||||||
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Date | Close | Ltp | Change | Volume | Change OI | OI |
29 Oct | 24466.85 | 10 | -11.40 | 9,28,30,200 | 13,12,950 | 87,15,275 |
28 Oct | 24339.15 | 21.4 | -52.70 | 7,37,42,225 | 22,23,900 | 74,49,650 |
25 Oct | 24180.80 | 74.1 | 36.35 | 7,96,03,425 | -17,88,325 | 52,25,750 |
24 Oct | 24399.40 | 37.75 | -14.25 | 1,29,56,125 | -17,11,125 | 54,38,725 |
23 Oct | 24435.50 | 52 | -6.60 | 1,13,14,675 | -11,85,325 | 45,78,450 |
22 Oct | 24472.10 | 58.6 | 26.80 | 85,39,200 | -8,81,825 | 41,79,200 |
21 Oct | 24781.10 | 31.8 | 8.45 | 58,05,550 | -82,275 | 41,54,750 |
18 Oct | 24854.05 | 23.35 | -11.90 | 71,78,225 | 15,20,000 | 39,97,425 |
17 Oct | 24749.85 | 35.25 | 9.45 | 45,97,825 | -12,99,500 | 40,90,275 |
16 Oct | 24971.30 | 25.8 | 3.75 | 37,09,950 | 30,82,375 | 40,40,625 |
15 Oct | 25057.35 | 22.05 | -0.15 | 25,02,275 | 35,51,325 | 41,80,300 |
14 Oct | 25127.95 | 22.2 | -21.80 | 30,00,725 | 38,32,650 | 42,57,625 |
11 Oct | 24964.25 | 44 | 1.60 | 22,50,450 | 5,43,900 | 41,03,600 |
10 Oct | 24998.45 | 42.4 | -14.70 | 29,80,900 | 24,22,075 | 40,49,375 |
9 Oct | 24981.95 | 57.1 | -10.90 | 48,03,550 | 31,69,925 | 40,30,300 |
8 Oct | 25013.15 | 68 | -30.55 | 41,85,150 | 38,86,275 | 39,90,850 |
7 Oct | 24795.75 | 98.55 | 28.55 | 56,34,050 | 36,37,625 | 37,39,825 |
4 Oct | 25014.60 | 70 | 27.00 | 65,04,500 | 34,13,825 | 35,64,475 |
3 Oct | 25250.10 | 43 | 21.00 | 40,00,450 | 10,93,175 | 34,20,700 |
1 Oct | 25796.90 | 22 | -10.00 | 16,29,900 | 8,91,450 | 35,55,875 |
30 Sept | 25810.85 | 32 | 7.00 | 19,73,400 | 36,32,400 | 36,50,700 |
27 Sept | 26178.95 | 25 | 2.10 | 10,49,900 | 34,93,625 | 35,06,800 |
26 Sept | 26216.05 | 22.9 | -6.30 | 23,15,050 | 34,21,250 | 34,39,225 |
25 Sept | 26004.15 | 29.2 | -12.40 | 36,99,550 | 34,22,075 | 34,30,425 |
24 Sept | 25940.40 | 41.6 | -8.60 | 10,73,000 | 22,07,450 | 22,63,025 |
23 Sept | 25939.05 | 50.2 | -3.10 | 17,10,000 | 21,84,775 | 21,86,325 |
20 Sept | 25790.95 | 53.3 | -9.30 | 24,96,975 | 21,19,300 | 21,26,800 |
19 Sept | 25415.80 | 62.6 | -20.75 | 19,55,675 | 19,91,350 | 19,96,575 |
18 Sept | 25377.55 | 83.35 | 14.95 | 12,27,475 | 17,80,525 | 17,84,300 |
17 Sept | 25418.55 | 68.4 | 4.15 | 9,83,250 | 17,58,450 | 17,59,575 |
16 Sept | 25383.75 | 64.25 | -11.25 | 9,37,775 | 2,15,300 | 14,89,825 |
13 Sept | 25356.50 | 75.5 | -16.50 | 8,57,175 | 12,56,700 | 12,75,025 |
12 Sept | 25388.90 | 92 | -55.60 | 12,21,400 | 10,68,200 | 10,85,575 |
11 Sept | 24918.45 | 147.6 | 24.10 | 5,61,050 | 9,71,975 | 9,89,750 |
10 Sept | 25041.10 | 123.5 | -37.50 | 7,27,975 | 9,26,200 | 9,37,075 |
9 Sept | 24936.40 | 161 | -35.50 | 4,62,000 | 8,91,900 | 8,98,100 |
6 Sept | 24852.15 | 196.5 | 54.75 | 6,94,950 | 63,600 | 8,54,950 |
5 Sept | 25145.10 | 141.75 | -3.55 | 1,69,825 | 13,850 | 7,91,850 |
4 Sept | 25198.70 | 145.3 | 16.35 | 4,07,050 | 1,01,875 | 7,74,675 |
3 Sept | 25279.85 | 128.95 | -1.55 | 2,01,925 | 40,475 | 6,77,825 |
2 Sept | 25278.70 | 130.5 | 10.20 | 2,90,550 | 6,25,450 | 6,42,300 |
30 Aug | 25235.90 | 120.3 | -19.70 | 3,64,350 | 32,875 | 5,78,975 |
29 Aug | 25151.95 | 140 | -11.20 | 2,89,475 | 81,575 | 5,43,725 |
28 Aug | 25052.35 | 151.2 | -3.30 | 1,85,475 | 51,050 | 4,62,175 |
27 Aug | 25017.75 | 154.5 | -4.50 | 2,35,950 | 28,875 | 4,11,175 |
26 Aug | 25010.60 | 159 | -32.70 | 2,64,775 | 25,875 | 3,82,700 |
23 Aug | 24823.15 | 191.7 | 9.30 | 1,29,600 | 18,525 | 3,57,325 |
22 Aug | 24811.50 | 182.4 | -22.40 | 1,82,350 | 34,375 | 3,42,575 |
21 Aug | 24770.20 | 204.8 | -27.20 | 1,45,675 | 27,725 | 3,18,425 |
20 Aug | 24698.85 | 232 | -43.95 | 1,40,400 | 18,500 | 2,89,750 |
19 Aug | 24572.65 | 275.95 | -23.05 | 1,04,100 | 30,175 | 2,79,950 |
16 Aug | 24541.15 | 299 | -156.25 | 1,22,850 | 14,050 | 2,51,225 |
14 Aug | 24143.75 | 455.25 | -9.35 | 58,250 | 2,175 | 2,37,500 |
13 Aug | 24139.00 | 464.6 | 62.40 | 57,475 | 0 | 2,37,450 |
12 Aug | 24347.00 | 402.2 | 2.85 | 75,125 | 400 | 2,38,350 |
9 Aug | 24367.50 | 399.35 | -121.45 | 83,850 | 4,850 | 2,43,050 |
8 Aug | 24117.00 | 520.8 | 110.50 | 1,32,950 | 63,275 | 2,37,375 |
7 Aug | 24297.50 | 410.3 | -139.85 | 86,875 | 28,100 | 1,75,175 |
6 Aug | 23992.55 | 550.15 | -34.85 | 81,875 | 600 | 1,47,100 |
5 Aug | 24055.60 | 585 | 277.10 | 2,39,875 | 32,600 | 1,47,075 |
2 Aug | 24702.00 | 307.90 | 78,825 | 15,550 | 1,14,175 |
For Nifty - strike price 24000 expiring on 31OCT2024
Delta for 24000 PE is -
Historical price for 24000 PE is as follows
On 29 Oct NIFTY was trading at 24466.85. The strike last trading price was 10, which was -11.40 lower than the previous day. The implied volatity was -, the open interest changed by 1312950 which increased total open position to 8715275
On 28 Oct NIFTY was trading at 24339.15. The strike last trading price was 21.4, which was -52.70 lower than the previous day. The implied volatity was -, the open interest changed by 2223900 which increased total open position to 7449650
On 25 Oct NIFTY was trading at 24180.80. The strike last trading price was 74.1, which was 36.35 higher than the previous day. The implied volatity was -, the open interest changed by -1788325 which decreased total open position to 5225750
On 24 Oct NIFTY was trading at 24399.40. The strike last trading price was 37.75, which was -14.25 lower than the previous day. The implied volatity was -, the open interest changed by -1711125 which decreased total open position to 5438725
On 23 Oct NIFTY was trading at 24435.50. The strike last trading price was 52, which was -6.60 lower than the previous day. The implied volatity was -, the open interest changed by -1185325 which decreased total open position to 4578450
On 22 Oct NIFTY was trading at 24472.10. The strike last trading price was 58.6, which was 26.80 higher than the previous day. The implied volatity was -, the open interest changed by -881825 which decreased total open position to 4179200
On 21 Oct NIFTY was trading at 24781.10. The strike last trading price was 31.8, which was 8.45 higher than the previous day. The implied volatity was -, the open interest changed by -82275 which decreased total open position to 4154750
On 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 23.35, which was -11.90 lower than the previous day. The implied volatity was -, the open interest changed by 1520000 which increased total open position to 3997425
On 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 35.25, which was 9.45 higher than the previous day. The implied volatity was -, the open interest changed by -1299500 which decreased total open position to 4090275
On 16 Oct NIFTY was trading at 24971.30. The strike last trading price was 25.8, which was 3.75 higher than the previous day. The implied volatity was -, the open interest changed by 3082375 which increased total open position to 4040625
On 15 Oct NIFTY was trading at 25057.35. The strike last trading price was 22.05, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 3551325 which increased total open position to 4180300
On 14 Oct NIFTY was trading at 25127.95. The strike last trading price was 22.2, which was -21.80 lower than the previous day. The implied volatity was -, the open interest changed by 3832650 which increased total open position to 4257625
On 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 44, which was 1.60 higher than the previous day. The implied volatity was -, the open interest changed by 543900 which increased total open position to 4103600
On 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 42.4, which was -14.70 lower than the previous day. The implied volatity was -, the open interest changed by 2422075 which increased total open position to 4049375
On 9 Oct NIFTY was trading at 24981.95. The strike last trading price was 57.1, which was -10.90 lower than the previous day. The implied volatity was -, the open interest changed by 3169925 which increased total open position to 4030300
On 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 68, which was -30.55 lower than the previous day. The implied volatity was -, the open interest changed by 3886275 which increased total open position to 3990850
On 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 98.55, which was 28.55 higher than the previous day. The implied volatity was -, the open interest changed by 3637625 which increased total open position to 3739825
On 4 Oct NIFTY was trading at 25014.60. The strike last trading price was 70, which was 27.00 higher than the previous day. The implied volatity was -, the open interest changed by 3413825 which increased total open position to 3564475
On 3 Oct NIFTY was trading at 25250.10. The strike last trading price was 43, which was 21.00 higher than the previous day. The implied volatity was -, the open interest changed by 1093175 which increased total open position to 3420700
On 1 Oct NIFTY was trading at 25796.90. The strike last trading price was 22, which was -10.00 lower than the previous day. The implied volatity was -, the open interest changed by 891450 which increased total open position to 3555875
On 30 Sept NIFTY was trading at 25810.85. The strike last trading price was 32, which was 7.00 higher than the previous day. The implied volatity was -, the open interest changed by 3632400 which increased total open position to 3650700
On 27 Sept NIFTY was trading at 26178.95. The strike last trading price was 25, which was 2.10 higher than the previous day. The implied volatity was -, the open interest changed by 3493625 which increased total open position to 3506800
On 26 Sept NIFTY was trading at 26216.05. The strike last trading price was 22.9, which was -6.30 lower than the previous day. The implied volatity was -, the open interest changed by 3421250 which increased total open position to 3439225
On 25 Sept NIFTY was trading at 26004.15. The strike last trading price was 29.2, which was -12.40 lower than the previous day. The implied volatity was -, the open interest changed by 3422075 which increased total open position to 3430425
On 24 Sept NIFTY was trading at 25940.40. The strike last trading price was 41.6, which was -8.60 lower than the previous day. The implied volatity was -, the open interest changed by 2207450 which increased total open position to 2263025
On 23 Sept NIFTY was trading at 25939.05. The strike last trading price was 50.2, which was -3.10 lower than the previous day. The implied volatity was -, the open interest changed by 2184775 which increased total open position to 2186325
On 20 Sept NIFTY was trading at 25790.95. The strike last trading price was 53.3, which was -9.30 lower than the previous day. The implied volatity was -, the open interest changed by 2119300 which increased total open position to 2126800
On 19 Sept NIFTY was trading at 25415.80. The strike last trading price was 62.6, which was -20.75 lower than the previous day. The implied volatity was -, the open interest changed by 1991350 which increased total open position to 1996575
On 18 Sept NIFTY was trading at 25377.55. The strike last trading price was 83.35, which was 14.95 higher than the previous day. The implied volatity was -, the open interest changed by 1780525 which increased total open position to 1784300
On 17 Sept NIFTY was trading at 25418.55. The strike last trading price was 68.4, which was 4.15 higher than the previous day. The implied volatity was -, the open interest changed by 1758450 which increased total open position to 1759575
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 64.25, which was -11.25 lower than the previous day. The implied volatity was -, the open interest changed by 215300 which increased total open position to 1489825
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 75.5, which was -16.50 lower than the previous day. The implied volatity was -, the open interest changed by 1256700 which increased total open position to 1275025
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 92, which was -55.60 lower than the previous day. The implied volatity was -, the open interest changed by 1068200 which increased total open position to 1085575
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 147.6, which was 24.10 higher than the previous day. The implied volatity was -, the open interest changed by 971975 which increased total open position to 989750
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 123.5, which was -37.50 lower than the previous day. The implied volatity was -, the open interest changed by 926200 which increased total open position to 937075
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 161, which was -35.50 lower than the previous day. The implied volatity was -, the open interest changed by 891900 which increased total open position to 898100
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 196.5, which was 54.75 higher than the previous day. The implied volatity was -, the open interest changed by 63600 which increased total open position to 854950
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 141.75, which was -3.55 lower than the previous day. The implied volatity was -, the open interest changed by 13850 which increased total open position to 791850
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 145.3, which was 16.35 higher than the previous day. The implied volatity was -, the open interest changed by 101875 which increased total open position to 774675
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 128.95, which was -1.55 lower than the previous day. The implied volatity was -, the open interest changed by 40475 which increased total open position to 677825
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 130.5, which was 10.20 higher than the previous day. The implied volatity was -, the open interest changed by 625450 which increased total open position to 642300
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 120.3, which was -19.70 lower than the previous day. The implied volatity was -, the open interest changed by 32875 which increased total open position to 578975
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 140, which was -11.20 lower than the previous day. The implied volatity was -, the open interest changed by 81575 which increased total open position to 543725
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 151.2, which was -3.30 lower than the previous day. The implied volatity was -, the open interest changed by 51050 which increased total open position to 462175
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 154.5, which was -4.50 lower than the previous day. The implied volatity was -, the open interest changed by 28875 which increased total open position to 411175
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 159, which was -32.70 lower than the previous day. The implied volatity was -, the open interest changed by 25875 which increased total open position to 382700
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 191.7, which was 9.30 higher than the previous day. The implied volatity was -, the open interest changed by 18525 which increased total open position to 357325
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 182.4, which was -22.40 lower than the previous day. The implied volatity was -, the open interest changed by 34375 which increased total open position to 342575
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 204.8, which was -27.20 lower than the previous day. The implied volatity was -, the open interest changed by 27725 which increased total open position to 318425
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 232, which was -43.95 lower than the previous day. The implied volatity was -, the open interest changed by 18500 which increased total open position to 289750
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 275.95, which was -23.05 lower than the previous day. The implied volatity was -, the open interest changed by 30175 which increased total open position to 279950
On 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 299, which was -156.25 lower than the previous day. The implied volatity was -, the open interest changed by 14050 which increased total open position to 251225
On 14 Aug NIFTY was trading at 24143.75. The strike last trading price was 455.25, which was -9.35 lower than the previous day. The implied volatity was -, the open interest changed by 2175 which increased total open position to 237500
On 13 Aug NIFTY was trading at 24139.00. The strike last trading price was 464.6, which was 62.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 237450
On 12 Aug NIFTY was trading at 24347.00. The strike last trading price was 402.2, which was 2.85 higher than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 238350
On 9 Aug NIFTY was trading at 24367.50. The strike last trading price was 399.35, which was -121.45 lower than the previous day. The implied volatity was -, the open interest changed by 4850 which increased total open position to 243050
On 8 Aug NIFTY was trading at 24117.00. The strike last trading price was 520.8, which was 110.50 higher than the previous day. The implied volatity was -, the open interest changed by 63275 which increased total open position to 237375
On 7 Aug NIFTY was trading at 24297.50. The strike last trading price was 410.3, which was -139.85 lower than the previous day. The implied volatity was -, the open interest changed by 28100 which increased total open position to 175175
On 6 Aug NIFTY was trading at 23992.55. The strike last trading price was 550.15, which was -34.85 lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 147100
On 5 Aug NIFTY was trading at 24055.60. The strike last trading price was 585, which was 277.10 higher than the previous day. The implied volatity was -, the open interest changed by 32600 which increased total open position to 147075
On 2 Aug NIFTY was trading at 24702.00. The strike last trading price was 307.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 15550 which increased total open position to 114175