NIFTY
Nifty
Historical option data for NIFTY
16 Sep 2024 04:11 PM IST
| NIFTY 24100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 16 Sept | 25383.75 | 1308.25 | 56.85 | 1,650 | 350 | 4,150 | ||||
| 13 Sept | 25356.50 | 1251.4 | 33.75 | 425 | 0 | 3,800 | ||||
| 12 Sept | 25388.90 | 1217.65 | 386.90 | 4,950 | 1,525 | 3,800 | ||||
| 11 Sept | 24918.45 | 830.75 | -119.45 | 50 | 25 | 2,275 | ||||
| 10 Sept | 25041.10 | 950.2 | 79.00 | 1,025 | 475 | 2,250 | ||||
| 9 Sept | 24936.40 | 871.2 | 66.20 | 2,075 | 1,575 | 1,775 | ||||
| 6 Sept | 24852.15 | 805 | 191.15 | 275 | 200 | 200 | ||||
| 5 Sept | 25145.10 | 613.85 | 0.00 | 0 | 0 | 0 | ||||
| 4 Sept | 25198.70 | 613.85 | 0.00 | 0 | 0 | 0 | ||||
| 3 Sept | 25279.85 | 613.85 | 0.00 | 0 | 0 | 0 | ||||
| 2 Sept | 25278.70 | 613.85 | 0.00 | 0 | 0 | 0 | ||||
| 30 Aug | 25235.90 | 613.85 | 0.00 | 0 | 0 | 0 | ||||
| 29 Aug | 25151.95 | 613.85 | 0.00 | 0 | 0 | 0 | ||||
| 28 Aug | 25052.35 | 613.85 | 0.00 | 0 | 0 | 0 | ||||
| 27 Aug | 25017.75 | 613.85 | 0.00 | 0 | 0 | 0 | ||||
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| 26 Aug | 25010.60 | 613.85 | 0.00 | 0 | 0 | 0 | ||||
| 23 Aug | 24823.15 | 613.85 | 0.00 | 0 | 0 | 0 | ||||
| 22 Aug | 24811.50 | 613.85 | 0.00 | 0 | 0 | 0 | ||||
| 21 Aug | 24770.20 | 613.85 | 0.00 | 0 | 0 | 0 | ||||
| 20 Aug | 24698.85 | 613.85 | 0.00 | 0 | 0 | 0 | ||||
| 19 Aug | 24572.65 | 613.85 | 0.00 | 0 | 0 | 0 | ||||
| 16 Aug | 24541.15 | 613.85 | 0 | 0 | 0 | |||||
For Nifty - strike price 24100 expiring on 19SEP2024
Delta for 24100 CE is -
Historical price for 24100 CE is as follows
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 1308.25, which was 56.85 higher than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 4150
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 1251.4, which was 33.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3800
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 1217.65, which was 386.90 higher than the previous day. The implied volatity was -, the open interest changed by 1525 which increased total open position to 3800
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 830.75, which was -119.45 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 2275
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 950.2, which was 79.00 higher than the previous day. The implied volatity was -, the open interest changed by 475 which increased total open position to 2250
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 871.2, which was 66.20 higher than the previous day. The implied volatity was -, the open interest changed by 1575 which increased total open position to 1775
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 805, which was 191.15 higher than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 200
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 613.85, 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 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 613.85, 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 613.85, 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 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 613.85, 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 Aug NIFTY was trading at 25235.90. The strike last trading price was 613.85, 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 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 613.85, 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 613.85, 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 613.85, 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 613.85, 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 613.85, 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 613.85, 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 613.85, 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 613.85, 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 613.85, 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 613.85, 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 24100 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 16 Sept | 25383.75 | 3.2 | -2.20 | 55,47,750 | -2,10,400 | 16,53,475 |
| 13 Sept | 25356.50 | 5.4 | -3.60 | 90,56,200 | 11,75,000 | 18,63,875 |
| 12 Sept | 25388.90 | 9 | -4.20 | 58,73,900 | 3,08,275 | 6,88,875 |
| 11 Sept | 24918.45 | 13.2 | 2.10 | 14,85,850 | 1,55,125 | 3,80,600 |
| 10 Sept | 25041.10 | 11.1 | -13.45 | 8,62,525 | 19,900 | 2,25,475 |
| 9 Sept | 24936.40 | 24.55 | -26.80 | 5,75,625 | 16,600 | 2,05,575 |
| 6 Sept | 24852.15 | 51.35 | 31.40 | 11,12,800 | 76,475 | 1,88,975 |
| 5 Sept | 25145.10 | 19.95 | -7.85 | 1,52,450 | 58,825 | 1,12,500 |
| 4 Sept | 25198.70 | 27.8 | 8.25 | 65,250 | 20,525 | 53,675 |
| 3 Sept | 25279.85 | 19.55 | -6.05 | 50,350 | 20,650 | 33,150 |
| 2 Sept | 25278.70 | 25.6 | 0.80 | 15,000 | 4,100 | 12,500 |
| 30 Aug | 25235.90 | 24.8 | -12.20 | 10,800 | 3,100 | 8,400 |
| 29 Aug | 25151.95 | 37 | -6.90 | 15,100 | 1,850 | 5,300 |
| 28 Aug | 25052.35 | 43.9 | -8.20 | 2,025 | -250 | 3,450 |
| 27 Aug | 25017.75 | 52.1 | -6.55 | 850 | 275 | 3,700 |
| 26 Aug | 25010.60 | 58.65 | -18.00 | 1,875 | 725 | 3,425 |
| 23 Aug | 24823.15 | 76.65 | 1.35 | 5,800 | 1,500 | 2,700 |
| 22 Aug | 24811.50 | 75.3 | -23.60 | 1,450 | 925 | 1,200 |
| 21 Aug | 24770.20 | 98.9 | -101.10 | 575 | 275 | 275 |
| 20 Aug | 24698.85 | 200 | 0.00 | 0 | 0 | 0 |
| 19 Aug | 24572.65 | 200 | 0.00 | 0 | 0 | 0 |
| 16 Aug | 24541.15 | 200 | 100 | 0 | 0 | |
For Nifty - strike price 24100 expiring on 19SEP2024
Delta for 24100 PE is -
Historical price for 24100 PE is as follows
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 3.2, which was -2.20 lower than the previous day. The implied volatity was -, the open interest changed by -210400 which decreased total open position to 1653475
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 5.4, which was -3.60 lower than the previous day. The implied volatity was -, the open interest changed by 1175000 which increased total open position to 1863875
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 9, which was -4.20 lower than the previous day. The implied volatity was -, the open interest changed by 308275 which increased total open position to 688875
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 13.2, which was 2.10 higher than the previous day. The implied volatity was -, the open interest changed by 155125 which increased total open position to 380600
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 11.1, which was -13.45 lower than the previous day. The implied volatity was -, the open interest changed by 19900 which increased total open position to 225475
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 24.55, which was -26.80 lower than the previous day. The implied volatity was -, the open interest changed by 16600 which increased total open position to 205575
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 51.35, which was 31.40 higher than the previous day. The implied volatity was -, the open interest changed by 76475 which increased total open position to 188975
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 19.95, which was -7.85 lower than the previous day. The implied volatity was -, the open interest changed by 58825 which increased total open position to 112500
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 27.8, which was 8.25 higher than the previous day. The implied volatity was -, the open interest changed by 20525 which increased total open position to 53675
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 19.55, which was -6.05 lower than the previous day. The implied volatity was -, the open interest changed by 20650 which increased total open position to 33150
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 25.6, which was 0.80 higher than the previous day. The implied volatity was -, the open interest changed by 4100 which increased total open position to 12500
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 24.8, which was -12.20 lower than the previous day. The implied volatity was -, the open interest changed by 3100 which increased total open position to 8400
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 37, which was -6.90 lower than the previous day. The implied volatity was -, the open interest changed by 1850 which increased total open position to 5300
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 43.9, which was -8.20 lower than the previous day. The implied volatity was -, the open interest changed by -250 which decreased total open position to 3450
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 52.1, which was -6.55 lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 3700
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 58.65, which was -18.00 lower than the previous day. The implied volatity was -, the open interest changed by 725 which increased total open position to 3425
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 76.65, which was 1.35 higher than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 2700
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 75.3, which was -23.60 lower than the previous day. The implied volatity was -, the open interest changed by 925 which increased total open position to 1200
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 98.9, which was -101.10 lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 275
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 200, 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 200, 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 200, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0