NIFTY
Nifty
Historical option data for NIFTY
18 Oct 2024 01:59 PM IST
| NIFTY 24000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 18 Oct | 24868.75 | 927.90 | 107.90 | 3,01,900 | -1,450 | 71,725 | ||||
| 17 Oct | 24749.85 | 820 | -183.40 | 1,71,100 | 42,475 | 73,175 | ||||
| 16 Oct | 24971.30 | 1003.4 | -91.00 | 38,275 | 10,425 | 30,700 | ||||
| 15 Oct | 25057.35 | 1094.4 | -88.65 | 16,850 | 7,325 | 20,275 | ||||
| 14 Oct | 25127.95 | 1183.05 | 163.05 | 700 | 650 | 12,950 | ||||
| 11 Oct | 24964.25 | 1020 | -80.00 | 11,850 | 10,475 | 12,300 | ||||
| 10 Oct | 24998.45 | 1100 | 22.50 | 4,875 | 1,575 | 1,825 | ||||
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| 9 Oct | 24981.95 | 1077.5 | -81.90 | 1,750 | -1,075 | 250 | ||||
| 8 Oct | 25013.15 | 1159.4 | 204.50 | 325 | -100 | 1,325 | ||||
| 7 Oct | 24795.75 | 954.9 | -245.10 | 250 | 1,400 | 1,425 | ||||
| 4 Oct | 25014.60 | 1200 | -444.15 | 1,300 | 25 | 25 | ||||
| 3 Oct | 25250.10 | 1644.15 | 0.00 | 0 | 0 | 0 | ||||
| 1 Oct | 25796.90 | 1644.15 | 0.00 | 0 | 0 | 0 | ||||
| 30 Sept | 25810.85 | 1644.15 | 0.00 | 0 | 0 | 0 | ||||
| 27 Sept | 26178.95 | 1644.15 | 0.00 | 0 | 0 | 0 | ||||
| 26 Sept | 26216.05 | 1644.15 | 0.00 | 0 | 0 | 0 | ||||
| 25 Sept | 26004.15 | 1644.15 | 0.00 | 0 | 0 | 0 | ||||
| 24 Sept | 25940.40 | 1644.15 | 0.00 | 0 | 0 | 0 | ||||
| 23 Sept | 25939.05 | 1644.15 | 0.00 | 0 | 0 | 0 | ||||
| 20 Sept | 25790.95 | 1644.15 | 0 | 0 | 0 | |||||
For Nifty - strike price 24000 expiring on 24OCT2024
Delta for 24000 CE is -
Historical price for 24000 CE is as follows
On 18 Oct NIFTY was trading at 24868.75. The strike last trading price was 927.90, which was 107.90 higher than the previous day. The implied volatity was -, the open interest changed by -1450 which decreased total open position to 71725
On 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 820, which was -183.40 lower than the previous day. The implied volatity was -, the open interest changed by 42475 which increased total open position to 73175
On 16 Oct NIFTY was trading at 24971.30. The strike last trading price was 1003.4, which was -91.00 lower than the previous day. The implied volatity was -, the open interest changed by 10425 which increased total open position to 30700
On 15 Oct NIFTY was trading at 25057.35. The strike last trading price was 1094.4, which was -88.65 lower than the previous day. The implied volatity was -, the open interest changed by 7325 which increased total open position to 20275
On 14 Oct NIFTY was trading at 25127.95. The strike last trading price was 1183.05, which was 163.05 higher than the previous day. The implied volatity was -, the open interest changed by 650 which increased total open position to 12950
On 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 1020, which was -80.00 lower than the previous day. The implied volatity was -, the open interest changed by 10475 which increased total open position to 12300
On 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 1100, which was 22.50 higher than the previous day. The implied volatity was -, the open interest changed by 1575 which increased total open position to 1825
On 9 Oct NIFTY was trading at 24981.95. The strike last trading price was 1077.5, which was -81.90 lower than the previous day. The implied volatity was -, the open interest changed by -1075 which decreased total open position to 250
On 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 1159.4, which was 204.50 higher than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 1325
On 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 954.9, which was -245.10 lower than the previous day. The implied volatity was -, the open interest changed by 1400 which increased total open position to 1425
On 4 Oct NIFTY was trading at 25014.60. The strike last trading price was 1200, which was -444.15 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 25
On 3 Oct NIFTY was trading at 25250.10. The strike last trading price was 1644.15, 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 1 Oct NIFTY was trading at 25796.90. The strike last trading price was 1644.15, 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 30 Sept NIFTY was trading at 25810.85. The strike last trading price was 1644.15, 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 Sept NIFTY was trading at 26178.95. The strike last trading price was 1644.15, 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 Sept NIFTY was trading at 26216.05. The strike last trading price was 1644.15, 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 25 Sept NIFTY was trading at 26004.15. The strike last trading price was 1644.15, 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 24 Sept NIFTY was trading at 25940.40. The strike last trading price was 1644.15, 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 Sept NIFTY was trading at 25939.05. The strike last trading price was 1644.15, 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 Sept NIFTY was trading at 25790.95. The strike last trading price was 1644.15, 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 |
| 18 Oct | 24868.75 | 7.40 | -8.70 | 2,30,88,150 | 14,26,975 | 38,87,300 |
| 17 Oct | 24749.85 | 16.1 | 6.00 | 89,01,475 | 11,96,275 | 24,60,325 |
| 16 Oct | 24971.30 | 10.1 | 0.35 | 28,65,675 | 3,35,050 | 12,64,050 |
| 15 Oct | 25057.35 | 9.75 | -0.25 | 19,18,850 | 3,20,300 | 9,29,000 |
| 14 Oct | 25127.95 | 10 | -12.90 | 15,38,250 | 1,81,100 | 6,08,700 |
| 11 Oct | 24964.25 | 22.9 | -0.25 | 9,23,100 | 1,69,175 | 4,27,600 |
| 10 Oct | 24998.45 | 23.15 | -16.30 | 4,72,275 | 1,13,800 | 2,58,425 |
| 9 Oct | 24981.95 | 39.45 | -13.20 | 4,04,050 | 26,225 | 1,44,625 |
| 8 Oct | 25013.15 | 52.65 | -19.40 | 2,06,325 | 13,600 | 1,18,400 |
| 7 Oct | 24795.75 | 72.05 | 20.75 | 2,51,875 | 2,675 | 1,04,800 |
| 4 Oct | 25014.60 | 51.3 | 22.45 | 2,10,900 | 16,425 | 1,02,125 |
| 3 Oct | 25250.10 | 28.85 | 15.60 | 1,72,725 | 56,175 | 85,700 |
| 1 Oct | 25796.90 | 13.25 | -10.70 | 25,925 | 4,950 | 29,525 |
| 30 Sept | 25810.85 | 23.95 | 5.90 | 31,850 | 6,200 | 24,575 |
| 27 Sept | 26178.95 | 18.05 | -2.05 | 11,375 | 5,200 | 18,375 |
| 26 Sept | 26216.05 | 20.1 | 0.20 | 7,400 | 975 | 13,175 |
| 25 Sept | 26004.15 | 19.9 | -11.30 | 15,700 | 3,950 | 12,200 |
| 24 Sept | 25940.40 | 31.2 | -10.45 | 7,250 | 3,350 | 8,250 |
| 23 Sept | 25939.05 | 41.65 | -4.35 | 5,850 | 3,400 | 4,900 |
| 20 Sept | 25790.95 | 46 | 1,900 | 1,500 | 1,500 | |
For Nifty - strike price 24000 expiring on 24OCT2024
Delta for 24000 PE is -
Historical price for 24000 PE is as follows
On 18 Oct NIFTY was trading at 24868.75. The strike last trading price was 7.40, which was -8.70 lower than the previous day. The implied volatity was -, the open interest changed by 1426975 which increased total open position to 3887300
On 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 16.1, which was 6.00 higher than the previous day. The implied volatity was -, the open interest changed by 1196275 which increased total open position to 2460325
On 16 Oct NIFTY was trading at 24971.30. The strike last trading price was 10.1, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 335050 which increased total open position to 1264050
On 15 Oct NIFTY was trading at 25057.35. The strike last trading price was 9.75, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 320300 which increased total open position to 929000
On 14 Oct NIFTY was trading at 25127.95. The strike last trading price was 10, which was -12.90 lower than the previous day. The implied volatity was -, the open interest changed by 181100 which increased total open position to 608700
On 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 22.9, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 169175 which increased total open position to 427600
On 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 23.15, which was -16.30 lower than the previous day. The implied volatity was -, the open interest changed by 113800 which increased total open position to 258425
On 9 Oct NIFTY was trading at 24981.95. The strike last trading price was 39.45, which was -13.20 lower than the previous day. The implied volatity was -, the open interest changed by 26225 which increased total open position to 144625
On 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 52.65, which was -19.40 lower than the previous day. The implied volatity was -, the open interest changed by 13600 which increased total open position to 118400
On 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 72.05, which was 20.75 higher than the previous day. The implied volatity was -, the open interest changed by 2675 which increased total open position to 104800
On 4 Oct NIFTY was trading at 25014.60. The strike last trading price was 51.3, which was 22.45 higher than the previous day. The implied volatity was -, the open interest changed by 16425 which increased total open position to 102125
On 3 Oct NIFTY was trading at 25250.10. The strike last trading price was 28.85, which was 15.60 higher than the previous day. The implied volatity was -, the open interest changed by 56175 which increased total open position to 85700
On 1 Oct NIFTY was trading at 25796.90. The strike last trading price was 13.25, which was -10.70 lower than the previous day. The implied volatity was -, the open interest changed by 4950 which increased total open position to 29525
On 30 Sept NIFTY was trading at 25810.85. The strike last trading price was 23.95, which was 5.90 higher than the previous day. The implied volatity was -, the open interest changed by 6200 which increased total open position to 24575
On 27 Sept NIFTY was trading at 26178.95. The strike last trading price was 18.05, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by 5200 which increased total open position to 18375
On 26 Sept NIFTY was trading at 26216.05. The strike last trading price was 20.1, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by 975 which increased total open position to 13175
On 25 Sept NIFTY was trading at 26004.15. The strike last trading price was 19.9, which was -11.30 lower than the previous day. The implied volatity was -, the open interest changed by 3950 which increased total open position to 12200
On 24 Sept NIFTY was trading at 25940.40. The strike last trading price was 31.2, which was -10.45 lower than the previous day. The implied volatity was -, the open interest changed by 3350 which increased total open position to 8250
On 23 Sept NIFTY was trading at 25939.05. The strike last trading price was 41.65, which was -4.35 lower than the previous day. The implied volatity was -, the open interest changed by 3400 which increased total open position to 4900
On 20 Sept NIFTY was trading at 25790.95. The strike last trading price was 46, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 1500
