NIFTY
Nifty
Historical option data for NIFTY
16 Sep 2024 04:11 PM IST
| NIFTY 24000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 16 Sept | 25383.75 | 1404.15 | 65.60 | 12,425 | -2,475 | 58,500 | ||||
| 13 Sept | 25356.50 | 1338.55 | 28.20 | 36,400 | 1,375 | 60,975 | ||||
| 12 Sept | 25388.90 | 1310.35 | 383.70 | 82,475 | 33,350 | 59,600 | ||||
| 11 Sept | 24918.45 | 926.65 | -153.10 | 23,125 | 5,900 | 26,250 | ||||
| 10 Sept | 25041.10 | 1079.75 | 101.30 | 24,700 | 7,300 | 20,350 | ||||
| 9 Sept | 24936.40 | 978.45 | 53.20 | 13,525 | 6,750 | 13,050 | ||||
| 6 Sept | 24852.15 | 925.25 | -299.75 | 8,650 | 5,975 | 6,300 | ||||
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| 5 Sept | 25145.10 | 1225 | -141.00 | 225 | 325 | 325 | ||||
| 4 Sept | 25198.70 | 1366 | 0.00 | 0 | 0 | 0 | ||||
| 3 Sept | 25279.85 | 1366 | 36.00 | 25 | 0 | 225 | ||||
| 2 Sept | 25278.70 | 1330 | 140.00 | 50 | 225 | 225 | ||||
| 30 Aug | 25235.90 | 1190 | 0.00 | 0 | 25 | 0 | ||||
| 29 Aug | 25151.95 | 1190 | -40.00 | 25 | 25 | 175 | ||||
| 28 Aug | 25052.35 | 1230 | 320.30 | 100 | 75 | 150 | ||||
| 27 Aug | 25017.75 | 909.7 | 0.00 | 0 | 75 | 75 | ||||
| 26 Aug | 25010.60 | 909.7 | 0.00 | 0 | 0 | 0 | ||||
| 23 Aug | 24823.15 | 909.7 | 0.00 | 0 | 0 | 75 | ||||
| 22 Aug | 24811.50 | 909.7 | 0.00 | 0 | 75 | 75 | ||||
| 21 Aug | 24770.20 | 909.7 | 0.00 | 0 | 25 | 0 | ||||
| 20 Aug | 24698.85 | 909.7 | 110.70 | 50 | 25 | 75 | ||||
| 19 Aug | 24572.65 | 799 | 128.35 | 100 | 50 | 50 | ||||
| 16 Aug | 24541.15 | 670.65 | 0 | 0 | 0 | |||||
For Nifty - strike price 24000 expiring on 19SEP2024
Delta for 24000 CE is -
Historical price for 24000 CE is as follows
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 1404.15, which was 65.60 higher than the previous day. The implied volatity was -, the open interest changed by -2475 which decreased total open position to 58500
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 1338.55, which was 28.20 higher than the previous day. The implied volatity was -, the open interest changed by 1375 which increased total open position to 60975
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 1310.35, which was 383.70 higher than the previous day. The implied volatity was -, the open interest changed by 33350 which increased total open position to 59600
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 926.65, which was -153.10 lower than the previous day. The implied volatity was -, the open interest changed by 5900 which increased total open position to 26250
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 1079.75, which was 101.30 higher than the previous day. The implied volatity was -, the open interest changed by 7300 which increased total open position to 20350
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 978.45, which was 53.20 higher than the previous day. The implied volatity was -, the open interest changed by 6750 which increased total open position to 13050
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 925.25, which was -299.75 lower than the previous day. The implied volatity was -, the open interest changed by 5975 which increased total open position to 6300
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 1225, which was -141.00 lower than the previous day. The implied volatity was -, the open interest changed by 325 which increased total open position to 325
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 1366, 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 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 1366, which was 36.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 225
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 1330, which was 140.00 higher than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 225
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 1190, 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 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 1190, which was -40.00 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 175
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 1230, which was 320.30 higher than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 150
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 909.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 75
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 909.7, 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 909.7, 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 75
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 909.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 75
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 909.7, 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 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 909.7, which was 110.70 higher than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 75
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 799, which was 128.35 higher than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 50
On 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 670.65, 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 |
| 16 Sept | 25383.75 | 3.3 | -1.65 | 1,29,01,000 | -2,75,825 | 43,91,075 |
| 13 Sept | 25356.50 | 4.95 | -2.05 | 1,57,59,325 | -7,60,125 | 46,66,900 |
| 12 Sept | 25388.90 | 7 | -4.00 | 1,48,19,325 | 39,44,975 | 54,27,025 |
| 11 Sept | 24918.45 | 11 | 1.25 | 34,61,025 | 2,43,875 | 14,82,050 |
| 10 Sept | 25041.10 | 9.75 | -10.80 | 26,91,825 | 3,99,600 | 12,38,175 |
| 9 Sept | 24936.40 | 20.55 | -22.40 | 21,81,975 | 2,22,900 | 8,38,575 |
| 6 Sept | 24852.15 | 42.95 | 24.70 | 21,35,275 | 13,675 | 6,15,675 |
| 5 Sept | 25145.10 | 18.25 | -6.25 | 5,34,275 | 1,35,025 | 6,02,000 |
| 4 Sept | 25198.70 | 24.5 | 7.30 | 12,04,300 | -3,66,275 | 4,66,975 |
| 3 Sept | 25279.85 | 17.2 | -2.60 | 4,15,900 | 28,275 | 8,33,250 |
| 2 Sept | 25278.70 | 19.8 | -2.20 | 2,36,425 | -7,125 | 8,04,975 |
| 30 Aug | 25235.90 | 22 | -3.50 | 4,53,975 | 91,875 | 8,12,100 |
| 29 Aug | 25151.95 | 25.5 | -13.30 | 9,33,500 | 6,56,325 | 7,20,225 |
| 28 Aug | 25052.35 | 38.8 | -2.80 | 69,075 | 5,100 | 63,900 |
| 27 Aug | 25017.75 | 41.6 | -4.60 | 70,775 | 41,075 | 58,800 |
| 26 Aug | 25010.60 | 46.2 | -19.65 | 32,150 | 7,850 | 17,725 |
| 23 Aug | 24823.15 | 65.85 | 1.85 | 28,625 | 1,900 | 9,875 |
| 22 Aug | 24811.50 | 64 | -15.10 | 9,200 | 3,225 | 7,975 |
| 21 Aug | 24770.20 | 79.1 | -23.20 | 5,525 | 1,100 | 4,750 |
| 20 Aug | 24698.85 | 102.3 | -32.70 | 3,100 | 1,475 | 3,650 |
| 19 Aug | 24572.65 | 135 | -21.25 | 2,975 | 2,025 | 2,175 |
| 16 Aug | 24541.15 | 156.25 | 275 | 150 | 150 | |
For Nifty - strike price 24000 expiring on 19SEP2024
Delta for 24000 PE is -
Historical price for 24000 PE is as follows
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 3.3, which was -1.65 lower than the previous day. The implied volatity was -, the open interest changed by -275825 which decreased total open position to 4391075
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 4.95, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by -760125 which decreased total open position to 4666900
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 7, which was -4.00 lower than the previous day. The implied volatity was -, the open interest changed by 3944975 which increased total open position to 5427025
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 11, which was 1.25 higher than the previous day. The implied volatity was -, the open interest changed by 243875 which increased total open position to 1482050
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 9.75, which was -10.80 lower than the previous day. The implied volatity was -, the open interest changed by 399600 which increased total open position to 1238175
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 20.55, which was -22.40 lower than the previous day. The implied volatity was -, the open interest changed by 222900 which increased total open position to 838575
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 42.95, which was 24.70 higher than the previous day. The implied volatity was -, the open interest changed by 13675 which increased total open position to 615675
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 18.25, which was -6.25 lower than the previous day. The implied volatity was -, the open interest changed by 135025 which increased total open position to 602000
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 24.5, which was 7.30 higher than the previous day. The implied volatity was -, the open interest changed by -366275 which decreased total open position to 466975
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 17.2, which was -2.60 lower than the previous day. The implied volatity was -, the open interest changed by 28275 which increased total open position to 833250
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 19.8, which was -2.20 lower than the previous day. The implied volatity was -, the open interest changed by -7125 which decreased total open position to 804975
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 22, which was -3.50 lower than the previous day. The implied volatity was -, the open interest changed by 91875 which increased total open position to 812100
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 25.5, which was -13.30 lower than the previous day. The implied volatity was -, the open interest changed by 656325 which increased total open position to 720225
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 38.8, which was -2.80 lower than the previous day. The implied volatity was -, the open interest changed by 5100 which increased total open position to 63900
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 41.6, which was -4.60 lower than the previous day. The implied volatity was -, the open interest changed by 41075 which increased total open position to 58800
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 46.2, which was -19.65 lower than the previous day. The implied volatity was -, the open interest changed by 7850 which increased total open position to 17725
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 65.85, which was 1.85 higher than the previous day. The implied volatity was -, the open interest changed by 1900 which increased total open position to 9875
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 64, which was -15.10 lower than the previous day. The implied volatity was -, the open interest changed by 3225 which increased total open position to 7975
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 79.1, which was -23.20 lower than the previous day. The implied volatity was -, the open interest changed by 1100 which increased total open position to 4750
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 102.3, which was -32.70 lower than the previous day. The implied volatity was -, the open interest changed by 1475 which increased total open position to 3650
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 135, which was -21.25 lower than the previous day. The implied volatity was -, the open interest changed by 2025 which increased total open position to 2175
On 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 156.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 150