NIFTY
Nifty
Historical option data for NIFTY
29 Oct 2024 04:11 PM IST
NIFTY 24200 CE | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
29 Oct | 24466.85 | 291.05 | 80.00 | 9,31,44,075 | 1,96,000 | 18,12,850 | ||||
28 Oct | 24339.15 | 211.05 | 54.05 | 4,66,84,075 | -10,40,800 | 16,39,550 | ||||
25 Oct | 24180.80 | 157 | -182.00 | 5,92,35,200 | 23,54,825 | 26,80,350 | ||||
24 Oct | 24399.40 | 339 | -34.45 | 13,80,150 | 2,63,925 | 3,81,675 | ||||
23 Oct | 24435.50 | 373.45 | -50.55 | 3,68,050 | -55,075 | 1,19,075 | ||||
22 Oct | 24472.10 | 424 | -186.00 | 1,67,125 | 43,900 | 75,725 | ||||
21 Oct | 24781.10 | 610 | -184.85 | 32,850 | 3,325 | 29,475 | ||||
18 Oct | 24854.05 | 794.85 | 92.50 | 42,625 | -575 | 26,175 | ||||
17 Oct | 24749.85 | 702.35 | -164.70 | 27,775 | 24,900 | 26,725 | ||||
16 Oct | 24971.30 | 867.05 | -101.45 | 5,450 | -100 | 10,525 | ||||
15 Oct | 25057.35 | 968.5 | -94.45 | 4,025 | 5,925 | 10,625 | ||||
14 Oct | 25127.95 | 1062.95 | 150.25 | 875 | 5,175 | 9,850 | ||||
11 Oct | 24964.25 | 912.7 | -76.30 | 1,250 | -25 | 10,050 | ||||
10 Oct | 24998.45 | 989 | 33.05 | 875 | -50 | 10,075 | ||||
9 Oct | 24981.95 | 955.95 | -74.10 | 1,750 | 10,375 | 10,375 | ||||
8 Oct | 25013.15 | 1030.05 | 78.05 | 3,750 | -1,650 | 10,500 | ||||
7 Oct | 24795.75 | 952 | -143.00 | 7,750 | 10,275 | 10,275 | ||||
4 Oct | 25014.60 | 1095 | -225.00 | 6,375 | 1,475 | 10,350 | ||||
3 Oct | 25250.10 | 1320 | -436.00 | 2,825 | -2,100 | 8,975 | ||||
1 Oct | 25796.90 | 1756 | -61.10 | 125 | 10,825 | 10,825 | ||||
30 Sept | 25810.85 | 1817.1 | -311.75 | 125 | 10,875 | 10,875 | ||||
27 Sept | 26178.95 | 2128.85 | 49.30 | 2,525 | -125 | 10,975 | ||||
26 Sept | 26216.05 | 2079.55 | 134.55 | 6,125 | 9,200 | 11,900 | ||||
25 Sept | 26004.15 | 1945 | 35.00 | 1,825 | 325 | 7,075 | ||||
24 Sept | 25940.40 | 1910 | 40.00 | 3,550 | 6,750 | 6,750 | ||||
23 Sept | 25939.05 | 1870 | 275.50 | 950 | 550 | 5,525 | ||||
20 Sept | 25790.95 | 1594.5 | 147.45 | 450 | 3,050 | 5,000 | ||||
19 Sept | 25415.80 | 1447.05 | -52.95 | 600 | 4,900 | 4,900 | ||||
18 Sept | 25377.55 | 1500 | 85.00 | 100 | 0 | 4,900 | ||||
17 Sept | 25418.55 | 1415 | -35.00 | 125 | 4,800 | 4,800 | ||||
16 Sept | 25383.75 | 1450 | 97.60 | 500 | 4,925 | 4,925 | ||||
13 Sept | 25356.50 | 1352.4 | -30.35 | 125 | 5,125 | 5,125 | ||||
12 Sept | 25388.90 | 1382.75 | 330.45 | 3,950 | 6,375 | 6,375 | ||||
11 Sept | 24918.45 | 1052.3 | -120.65 | 925 | 6,150 | 6,150 | ||||
10 Sept | 25041.10 | 1172.95 | 64.50 | 875 | 6,225 | 6,225 | ||||
9 Sept | 24936.40 | 1108.45 | 34.50 | 1,200 | 650 | 6,225 | ||||
6 Sept | 24852.15 | 1073.95 | -258.15 | 1,875 | 875 | 5,600 | ||||
5 Sept | 25145.10 | 1332.1 | -7.90 | 725 | 25 | 4,750 | ||||
4 Sept | 25198.70 | 1340 | -60.00 | 400 | 4,700 | 4,700 | ||||
3 Sept | 25279.85 | 1400 | 0.00 | 0 | 25 | 0 | ||||
2 Sept | 25278.70 | 1400 | 44.75 | 100 | 4,550 | 4,550 | ||||
30 Aug | 25235.90 | 1355.25 | 0.00 | 0 | 0 | 0 | ||||
29 Aug | 25151.95 | 1355.25 | 148.25 | 150 | 0 | 4,550 | ||||
28 Aug | 25052.35 | 1207 | -68.00 | 75 | 4,625 | 4,625 | ||||
27 Aug | 25017.75 | 1275 | 5.00 | 75 | 4,675 | 4,675 | ||||
26 Aug | 25010.60 | 1270 | 181.90 | 1,150 | 4,700 | 4,700 | ||||
23 Aug | 24823.15 | 1088.1 | -21.90 | 50 | 0 | 5,500 | ||||
22 Aug | 24811.50 | 1110 | 59.00 | 1,975 | 525 | 5,525 | ||||
21 Aug | 24770.20 | 1051 | 7.40 | 250 | 25 | 5,025 | ||||
20 Aug | 24698.85 | 1043.6 | 83.60 | 375 | -175 | 5,050 | ||||
19 Aug | 24572.65 | 960 | -19.20 | 2,025 | -225 | 5,225 | ||||
16 Aug | 24541.15 | 979.2 | 233.30 | 3,275 | -50 | 5,475 | ||||
14 Aug | 24143.75 | 745.9 | -9.10 | 2,925 | 1,300 | 5,500 | ||||
13 Aug | 24139.00 | 755 | -138.75 | 4,525 | 1,775 | 4,225 | ||||
12 Aug | 24347.00 | 893.75 | -13.95 | 1,150 | 450 | 2,350 | ||||
9 Aug | 24367.50 | 907.7 | 127.70 | 1,325 | -175 | 2,025 | ||||
8 Aug | 24117.00 | 780 | -120.00 | 2,175 | 1,275 | 2,100 | ||||
|
||||||||||
7 Aug | 24297.50 | 900 | 124.80 | 1,375 | -725 | 1,025 | ||||
6 Aug | 23992.55 | 775.2 | -24.80 | 1,300 | 800 | 1,725 | ||||
5 Aug | 24055.60 | 800 | -406.80 | 1,075 | 925 | 925 | ||||
2 Aug | 24702.00 | 1206.80 | 0 | 0 | 0 |
For Nifty - strike price 24200 expiring on 31OCT2024
Delta for 24200 CE is -
Historical price for 24200 CE is as follows
On 29 Oct NIFTY was trading at 24466.85. The strike last trading price was 291.05, which was 80.00 higher than the previous day. The implied volatity was -, the open interest changed by 196000 which increased total open position to 1812850
On 28 Oct NIFTY was trading at 24339.15. The strike last trading price was 211.05, which was 54.05 higher than the previous day. The implied volatity was -, the open interest changed by -1040800 which decreased total open position to 1639550
On 25 Oct NIFTY was trading at 24180.80. The strike last trading price was 157, which was -182.00 lower than the previous day. The implied volatity was -, the open interest changed by 2354825 which increased total open position to 2680350
On 24 Oct NIFTY was trading at 24399.40. The strike last trading price was 339, which was -34.45 lower than the previous day. The implied volatity was -, the open interest changed by 263925 which increased total open position to 381675
On 23 Oct NIFTY was trading at 24435.50. The strike last trading price was 373.45, which was -50.55 lower than the previous day. The implied volatity was -, the open interest changed by -55075 which decreased total open position to 119075
On 22 Oct NIFTY was trading at 24472.10. The strike last trading price was 424, which was -186.00 lower than the previous day. The implied volatity was -, the open interest changed by 43900 which increased total open position to 75725
On 21 Oct NIFTY was trading at 24781.10. The strike last trading price was 610, which was -184.85 lower than the previous day. The implied volatity was -, the open interest changed by 3325 which increased total open position to 29475
On 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 794.85, which was 92.50 higher than the previous day. The implied volatity was -, the open interest changed by -575 which decreased total open position to 26175
On 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 702.35, which was -164.70 lower than the previous day. The implied volatity was -, the open interest changed by 24900 which increased total open position to 26725
On 16 Oct NIFTY was trading at 24971.30. The strike last trading price was 867.05, which was -101.45 lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 10525
On 15 Oct NIFTY was trading at 25057.35. The strike last trading price was 968.5, which was -94.45 lower than the previous day. The implied volatity was -, the open interest changed by 5925 which increased total open position to 10625
On 14 Oct NIFTY was trading at 25127.95. The strike last trading price was 1062.95, which was 150.25 higher than the previous day. The implied volatity was -, the open interest changed by 5175 which increased total open position to 9850
On 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 912.7, which was -76.30 lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 10050
On 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 989, which was 33.05 higher than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 10075
On 9 Oct NIFTY was trading at 24981.95. The strike last trading price was 955.95, which was -74.10 lower than the previous day. The implied volatity was -, the open interest changed by 10375 which increased total open position to 10375
On 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 1030.05, which was 78.05 higher than the previous day. The implied volatity was -, the open interest changed by -1650 which decreased total open position to 10500
On 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 952, which was -143.00 lower than the previous day. The implied volatity was -, the open interest changed by 10275 which increased total open position to 10275
On 4 Oct NIFTY was trading at 25014.60. The strike last trading price was 1095, which was -225.00 lower than the previous day. The implied volatity was -, the open interest changed by 1475 which increased total open position to 10350
On 3 Oct NIFTY was trading at 25250.10. The strike last trading price was 1320, which was -436.00 lower than the previous day. The implied volatity was -, the open interest changed by -2100 which decreased total open position to 8975
On 1 Oct NIFTY was trading at 25796.90. The strike last trading price was 1756, which was -61.10 lower than the previous day. The implied volatity was -, the open interest changed by 10825 which increased total open position to 10825
On 30 Sept NIFTY was trading at 25810.85. The strike last trading price was 1817.1, which was -311.75 lower than the previous day. The implied volatity was -, the open interest changed by 10875 which increased total open position to 10875
On 27 Sept NIFTY was trading at 26178.95. The strike last trading price was 2128.85, which was 49.30 higher than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 10975
On 26 Sept NIFTY was trading at 26216.05. The strike last trading price was 2079.55, which was 134.55 higher than the previous day. The implied volatity was -, the open interest changed by 9200 which increased total open position to 11900
On 25 Sept NIFTY was trading at 26004.15. The strike last trading price was 1945, which was 35.00 higher than the previous day. The implied volatity was -, the open interest changed by 325 which increased total open position to 7075
On 24 Sept NIFTY was trading at 25940.40. The strike last trading price was 1910, which was 40.00 higher than the previous day. The implied volatity was -, the open interest changed by 6750 which increased total open position to 6750
On 23 Sept NIFTY was trading at 25939.05. The strike last trading price was 1870, which was 275.50 higher than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 5525
On 20 Sept NIFTY was trading at 25790.95. The strike last trading price was 1594.5, which was 147.45 higher than the previous day. The implied volatity was -, the open interest changed by 3050 which increased total open position to 5000
On 19 Sept NIFTY was trading at 25415.80. The strike last trading price was 1447.05, which was -52.95 lower than the previous day. The implied volatity was -, the open interest changed by 4900 which increased total open position to 4900
On 18 Sept NIFTY was trading at 25377.55. The strike last trading price was 1500, which was 85.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4900
On 17 Sept NIFTY was trading at 25418.55. The strike last trading price was 1415, which was -35.00 lower than the previous day. The implied volatity was -, the open interest changed by 4800 which increased total open position to 4800
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 1450, which was 97.60 higher than the previous day. The implied volatity was -, the open interest changed by 4925 which increased total open position to 4925
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 1352.4, which was -30.35 lower than the previous day. The implied volatity was -, the open interest changed by 5125 which increased total open position to 5125
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 1382.75, which was 330.45 higher than the previous day. The implied volatity was -, the open interest changed by 6375 which increased total open position to 6375
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 1052.3, which was -120.65 lower than the previous day. The implied volatity was -, the open interest changed by 6150 which increased total open position to 6150
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 1172.95, which was 64.50 higher than the previous day. The implied volatity was -, the open interest changed by 6225 which increased total open position to 6225
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 1108.45, which was 34.50 higher than the previous day. The implied volatity was -, the open interest changed by 650 which increased total open position to 6225
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 1073.95, which was -258.15 lower than the previous day. The implied volatity was -, the open interest changed by 875 which increased total open position to 5600
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 1332.1, which was -7.90 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 4750
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 1340, which was -60.00 lower than the previous day. The implied volatity was -, the open interest changed by 4700 which increased total open position to 4700
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 1400, 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 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 1400, which was 44.75 higher than the previous day. The implied volatity was -, the open interest changed by 4550 which increased total open position to 4550
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 1355.25, 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 1355.25, which was 148.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4550
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 1207, which was -68.00 lower than the previous day. The implied volatity was -, the open interest changed by 4625 which increased total open position to 4625
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 1275, which was 5.00 higher than the previous day. The implied volatity was -, the open interest changed by 4675 which increased total open position to 4675
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 1270, which was 181.90 higher than the previous day. The implied volatity was -, the open interest changed by 4700 which increased total open position to 4700
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 1088.1, which was -21.90 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5500
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 1110, which was 59.00 higher than the previous day. The implied volatity was -, the open interest changed by 525 which increased total open position to 5525
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 1051, which was 7.40 higher than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 5025
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 1043.6, which was 83.60 higher than the previous day. The implied volatity was -, the open interest changed by -175 which decreased total open position to 5050
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 960, which was -19.20 lower than the previous day. The implied volatity was -, the open interest changed by -225 which decreased total open position to 5225
On 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 979.2, which was 233.30 higher than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 5475
On 14 Aug NIFTY was trading at 24143.75. The strike last trading price was 745.9, which was -9.10 lower than the previous day. The implied volatity was -, the open interest changed by 1300 which increased total open position to 5500
On 13 Aug NIFTY was trading at 24139.00. The strike last trading price was 755, which was -138.75 lower than the previous day. The implied volatity was -, the open interest changed by 1775 which increased total open position to 4225
On 12 Aug NIFTY was trading at 24347.00. The strike last trading price was 893.75, which was -13.95 lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 2350
On 9 Aug NIFTY was trading at 24367.50. The strike last trading price was 907.7, which was 127.70 higher than the previous day. The implied volatity was -, the open interest changed by -175 which decreased total open position to 2025
On 8 Aug NIFTY was trading at 24117.00. The strike last trading price was 780, which was -120.00 lower than the previous day. The implied volatity was -, the open interest changed by 1275 which increased total open position to 2100
On 7 Aug NIFTY was trading at 24297.50. The strike last trading price was 900, which was 124.80 higher than the previous day. The implied volatity was -, the open interest changed by -725 which decreased total open position to 1025
On 6 Aug NIFTY was trading at 23992.55. The strike last trading price was 775.2, which was -24.80 lower than the previous day. The implied volatity was -, the open interest changed by 800 which increased total open position to 1725
On 5 Aug NIFTY was trading at 24055.60. The strike last trading price was 800, which was -406.80 lower than the previous day. The implied volatity was -, the open interest changed by 925 which increased total open position to 925
On 2 Aug NIFTY was trading at 24702.00. The strike last trading price was 1206.80, 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 24200 PE | ||||||
---|---|---|---|---|---|---|
Date | Close | Ltp | Change | Volume | Change OI | OI |
29 Oct | 24466.85 | 21.2 | -28.85 | 14,11,24,900 | 10,11,775 | 51,44,825 |
28 Oct | 24339.15 | 50.05 | -92.35 | 8,75,12,225 | 14,07,200 | 42,06,425 |
25 Oct | 24180.80 | 142.4 | 72.40 | 7,16,29,400 | -19,92,225 | 27,99,225 |
24 Oct | 24399.40 | 70 | -14.60 | 99,96,125 | -35,85,775 | 21,65,125 |
23 Oct | 24435.50 | 84.6 | -9.90 | 60,41,775 | 64,550 | 13,29,825 |
22 Oct | 24472.10 | 94.5 | 43.75 | 42,43,300 | 3,74,625 | 12,94,400 |
21 Oct | 24781.10 | 50.75 | 17.55 | 21,69,750 | -8,18,500 | 9,33,375 |
18 Oct | 24854.05 | 33.2 | -24.65 | 24,24,200 | -22,43,650 | 8,29,000 |
17 Oct | 24749.85 | 57.85 | 18.05 | 12,28,325 | 19,750 | 8,08,550 |
16 Oct | 24971.30 | 39.8 | 5.85 | 11,84,600 | -7,04,550 | 10,04,825 |
15 Oct | 25057.35 | 33.95 | 3.65 | 7,53,000 | -9,45,525 | 8,27,000 |
14 Oct | 25127.95 | 30.3 | -30.65 | 8,06,325 | 7,43,550 | 8,23,725 |
11 Oct | 24964.25 | 60.95 | 2.60 | 5,97,600 | 8,05,000 | 8,54,250 |
10 Oct | 24998.45 | 58.35 | -16.30 | 6,84,225 | 8,40,000 | 8,54,175 |
9 Oct | 24981.95 | 74.65 | -14.90 | 15,71,675 | 36,200 | 8,34,725 |
8 Oct | 25013.15 | 89.55 | -38.90 | 12,32,000 | 7,96,875 | 8,01,050 |
7 Oct | 24795.75 | 128.45 | 36.85 | 10,60,350 | 6,47,650 | 6,48,025 |
4 Oct | 25014.60 | 91.6 | 37.60 | 15,66,775 | 1,32,025 | 6,44,450 |
3 Oct | 25250.10 | 54 | 28.50 | 10,57,325 | -20,925 | 5,37,350 |
1 Oct | 25796.90 | 25.5 | -12.20 | 4,46,100 | 4,82,350 | 4,82,525 |
30 Sept | 25810.85 | 37.7 | 8.85 | 4,91,150 | 5,55,250 | 5,55,550 |
27 Sept | 26178.95 | 28.85 | 1.65 | 3,77,325 | 5,36,100 | 5,36,400 |
26 Sept | 26216.05 | 27.2 | -8.20 | 8,75,950 | 5,55,600 | 5,55,600 |
25 Sept | 26004.15 | 35.4 | -13.65 | 5,16,125 | 3,72,850 | 3,72,850 |
24 Sept | 25940.40 | 49.05 | -8.65 | 1,55,300 | 3,38,975 | 3,38,975 |
23 Sept | 25939.05 | 57.7 | -5.30 | 3,13,350 | 3,35,725 | 3,35,725 |
20 Sept | 25790.95 | 63 | -12.10 | 7,77,675 | 3,70,450 | 3,70,450 |
19 Sept | 25415.80 | 75.1 | -23.60 | 6,87,725 | 88,075 | 3,56,575 |
18 Sept | 25377.55 | 98.7 | 16.70 | 3,13,725 | 6,975 | 2,70,125 |
17 Sept | 25418.55 | 82 | 2.00 | 1,64,300 | 2,66,400 | 2,66,400 |
16 Sept | 25383.75 | 80 | -13.15 | 2,48,625 | 2,40,825 | 2,40,825 |
13 Sept | 25356.50 | 93.15 | -20.95 | 1,92,650 | 42,125 | 1,74,750 |
12 Sept | 25388.90 | 114.1 | -69.90 | 2,02,350 | 15,150 | 1,32,650 |
11 Sept | 24918.45 | 184 | 26.40 | 50,825 | 2,025 | 1,17,450 |
10 Sept | 25041.10 | 157.6 | -37.30 | 99,775 | 2,400 | 1,15,325 |
9 Sept | 24936.40 | 194.9 | -41.70 | 47,050 | 7,800 | 1,12,950 |
6 Sept | 24852.15 | 236.6 | 68.90 | 95,050 | 1,05,700 | 1,05,750 |
5 Sept | 25145.10 | 167.7 | -5.55 | 25,525 | -550 | 94,950 |
4 Sept | 25198.70 | 173.25 | 19.45 | 43,925 | 9,400 | 95,600 |
3 Sept | 25279.85 | 153.8 | -2.30 | 34,375 | 17,775 | 86,250 |
2 Sept | 25278.70 | 156.1 | 10.10 | 49,175 | 68,375 | 68,375 |
30 Aug | 25235.90 | 146 | -15.90 | 32,275 | 4,625 | 58,725 |
29 Aug | 25151.95 | 161.9 | -21.25 | 26,225 | 9,925 | 54,100 |
28 Aug | 25052.35 | 183.15 | -1.85 | 38,750 | 44,225 | 44,225 |
27 Aug | 25017.75 | 185 | -2.70 | 26,975 | 11,875 | 44,250 |
26 Aug | 25010.60 | 187.7 | -42.30 | 22,925 | 1,375 | 32,150 |
23 Aug | 24823.15 | 230 | 11.90 | 15,400 | 5,725 | 30,775 |
22 Aug | 24811.50 | 218.1 | -24.90 | 19,725 | 7,625 | 24,675 |
21 Aug | 24770.20 | 243 | -30.70 | 11,050 | -2,375 | 16,750 |
20 Aug | 24698.85 | 273.7 | -46.30 | 12,000 | 2,225 | 19,275 |
19 Aug | 24572.65 | 320 | -35.05 | 13,850 | -325 | 15,600 |
16 Aug | 24541.15 | 355.05 | -160.40 | 18,850 | 5,425 | 15,950 |
14 Aug | 24143.75 | 515.45 | -22.55 | 15,025 | 1,350 | 10,525 |
13 Aug | 24139.00 | 538 | 70.20 | 4,950 | 1,875 | 9,150 |
12 Aug | 24347.00 | 467.8 | 7.85 | 3,700 | 825 | 7,300 |
9 Aug | 24367.50 | 459.95 | -143.90 | 3,275 | 1,125 | 6,650 |
8 Aug | 24117.00 | 603.85 | 115.40 | 9,175 | 2,575 | 5,325 |
7 Aug | 24297.50 | 488.45 | -138.20 | 4,175 | 850 | 2,850 |
6 Aug | 23992.55 | 626.65 | -11.90 | 1,775 | 325 | 2,000 |
5 Aug | 24055.60 | 638.55 | 303.75 | 2,550 | 1,500 | 1,700 |
2 Aug | 24702.00 | 334.80 | 25 | 0 | 175 |
For Nifty - strike price 24200 expiring on 31OCT2024
Delta for 24200 PE is -
Historical price for 24200 PE is as follows
On 29 Oct NIFTY was trading at 24466.85. The strike last trading price was 21.2, which was -28.85 lower than the previous day. The implied volatity was -, the open interest changed by 1011775 which increased total open position to 5144825
On 28 Oct NIFTY was trading at 24339.15. The strike last trading price was 50.05, which was -92.35 lower than the previous day. The implied volatity was -, the open interest changed by 1407200 which increased total open position to 4206425
On 25 Oct NIFTY was trading at 24180.80. The strike last trading price was 142.4, which was 72.40 higher than the previous day. The implied volatity was -, the open interest changed by -1992225 which decreased total open position to 2799225
On 24 Oct NIFTY was trading at 24399.40. The strike last trading price was 70, which was -14.60 lower than the previous day. The implied volatity was -, the open interest changed by -3585775 which decreased total open position to 2165125
On 23 Oct NIFTY was trading at 24435.50. The strike last trading price was 84.6, which was -9.90 lower than the previous day. The implied volatity was -, the open interest changed by 64550 which increased total open position to 1329825
On 22 Oct NIFTY was trading at 24472.10. The strike last trading price was 94.5, which was 43.75 higher than the previous day. The implied volatity was -, the open interest changed by 374625 which increased total open position to 1294400
On 21 Oct NIFTY was trading at 24781.10. The strike last trading price was 50.75, which was 17.55 higher than the previous day. The implied volatity was -, the open interest changed by -818500 which decreased total open position to 933375
On 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 33.2, which was -24.65 lower than the previous day. The implied volatity was -, the open interest changed by -2243650 which decreased total open position to 829000
On 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 57.85, which was 18.05 higher than the previous day. The implied volatity was -, the open interest changed by 19750 which increased total open position to 808550
On 16 Oct NIFTY was trading at 24971.30. The strike last trading price was 39.8, which was 5.85 higher than the previous day. The implied volatity was -, the open interest changed by -704550 which decreased total open position to 1004825
On 15 Oct NIFTY was trading at 25057.35. The strike last trading price was 33.95, which was 3.65 higher than the previous day. The implied volatity was -, the open interest changed by -945525 which decreased total open position to 827000
On 14 Oct NIFTY was trading at 25127.95. The strike last trading price was 30.3, which was -30.65 lower than the previous day. The implied volatity was -, the open interest changed by 743550 which increased total open position to 823725
On 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 60.95, which was 2.60 higher than the previous day. The implied volatity was -, the open interest changed by 805000 which increased total open position to 854250
On 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 58.35, which was -16.30 lower than the previous day. The implied volatity was -, the open interest changed by 840000 which increased total open position to 854175
On 9 Oct NIFTY was trading at 24981.95. The strike last trading price was 74.65, which was -14.90 lower than the previous day. The implied volatity was -, the open interest changed by 36200 which increased total open position to 834725
On 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 89.55, which was -38.90 lower than the previous day. The implied volatity was -, the open interest changed by 796875 which increased total open position to 801050
On 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 128.45, which was 36.85 higher than the previous day. The implied volatity was -, the open interest changed by 647650 which increased total open position to 648025
On 4 Oct NIFTY was trading at 25014.60. The strike last trading price was 91.6, which was 37.60 higher than the previous day. The implied volatity was -, the open interest changed by 132025 which increased total open position to 644450
On 3 Oct NIFTY was trading at 25250.10. The strike last trading price was 54, which was 28.50 higher than the previous day. The implied volatity was -, the open interest changed by -20925 which decreased total open position to 537350
On 1 Oct NIFTY was trading at 25796.90. The strike last trading price was 25.5, which was -12.20 lower than the previous day. The implied volatity was -, the open interest changed by 482350 which increased total open position to 482525
On 30 Sept NIFTY was trading at 25810.85. The strike last trading price was 37.7, which was 8.85 higher than the previous day. The implied volatity was -, the open interest changed by 555250 which increased total open position to 555550
On 27 Sept NIFTY was trading at 26178.95. The strike last trading price was 28.85, which was 1.65 higher than the previous day. The implied volatity was -, the open interest changed by 536100 which increased total open position to 536400
On 26 Sept NIFTY was trading at 26216.05. The strike last trading price was 27.2, which was -8.20 lower than the previous day. The implied volatity was -, the open interest changed by 555600 which increased total open position to 555600
On 25 Sept NIFTY was trading at 26004.15. The strike last trading price was 35.4, which was -13.65 lower than the previous day. The implied volatity was -, the open interest changed by 372850 which increased total open position to 372850
On 24 Sept NIFTY was trading at 25940.40. The strike last trading price was 49.05, which was -8.65 lower than the previous day. The implied volatity was -, the open interest changed by 338975 which increased total open position to 338975
On 23 Sept NIFTY was trading at 25939.05. The strike last trading price was 57.7, which was -5.30 lower than the previous day. The implied volatity was -, the open interest changed by 335725 which increased total open position to 335725
On 20 Sept NIFTY was trading at 25790.95. The strike last trading price was 63, which was -12.10 lower than the previous day. The implied volatity was -, the open interest changed by 370450 which increased total open position to 370450
On 19 Sept NIFTY was trading at 25415.80. The strike last trading price was 75.1, which was -23.60 lower than the previous day. The implied volatity was -, the open interest changed by 88075 which increased total open position to 356575
On 18 Sept NIFTY was trading at 25377.55. The strike last trading price was 98.7, which was 16.70 higher than the previous day. The implied volatity was -, the open interest changed by 6975 which increased total open position to 270125
On 17 Sept NIFTY was trading at 25418.55. The strike last trading price was 82, which was 2.00 higher than the previous day. The implied volatity was -, the open interest changed by 266400 which increased total open position to 266400
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 80, which was -13.15 lower than the previous day. The implied volatity was -, the open interest changed by 240825 which increased total open position to 240825
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 93.15, which was -20.95 lower than the previous day. The implied volatity was -, the open interest changed by 42125 which increased total open position to 174750
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 114.1, which was -69.90 lower than the previous day. The implied volatity was -, the open interest changed by 15150 which increased total open position to 132650
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 184, which was 26.40 higher than the previous day. The implied volatity was -, the open interest changed by 2025 which increased total open position to 117450
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 157.6, which was -37.30 lower than the previous day. The implied volatity was -, the open interest changed by 2400 which increased total open position to 115325
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 194.9, which was -41.70 lower than the previous day. The implied volatity was -, the open interest changed by 7800 which increased total open position to 112950
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 236.6, which was 68.90 higher than the previous day. The implied volatity was -, the open interest changed by 105700 which increased total open position to 105750
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 167.7, which was -5.55 lower than the previous day. The implied volatity was -, the open interest changed by -550 which decreased total open position to 94950
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 173.25, which was 19.45 higher than the previous day. The implied volatity was -, the open interest changed by 9400 which increased total open position to 95600
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 153.8, which was -2.30 lower than the previous day. The implied volatity was -, the open interest changed by 17775 which increased total open position to 86250
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 156.1, which was 10.10 higher than the previous day. The implied volatity was -, the open interest changed by 68375 which increased total open position to 68375
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 146, which was -15.90 lower than the previous day. The implied volatity was -, the open interest changed by 4625 which increased total open position to 58725
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 161.9, which was -21.25 lower than the previous day. The implied volatity was -, the open interest changed by 9925 which increased total open position to 54100
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 183.15, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by 44225 which increased total open position to 44225
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 185, which was -2.70 lower than the previous day. The implied volatity was -, the open interest changed by 11875 which increased total open position to 44250
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 187.7, which was -42.30 lower than the previous day. The implied volatity was -, the open interest changed by 1375 which increased total open position to 32150
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 230, which was 11.90 higher than the previous day. The implied volatity was -, the open interest changed by 5725 which increased total open position to 30775
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 218.1, which was -24.90 lower than the previous day. The implied volatity was -, the open interest changed by 7625 which increased total open position to 24675
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 243, which was -30.70 lower than the previous day. The implied volatity was -, the open interest changed by -2375 which decreased total open position to 16750
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 273.7, which was -46.30 lower than the previous day. The implied volatity was -, the open interest changed by 2225 which increased total open position to 19275
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 320, which was -35.05 lower than the previous day. The implied volatity was -, the open interest changed by -325 which decreased total open position to 15600
On 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 355.05, which was -160.40 lower than the previous day. The implied volatity was -, the open interest changed by 5425 which increased total open position to 15950
On 14 Aug NIFTY was trading at 24143.75. The strike last trading price was 515.45, which was -22.55 lower than the previous day. The implied volatity was -, the open interest changed by 1350 which increased total open position to 10525
On 13 Aug NIFTY was trading at 24139.00. The strike last trading price was 538, which was 70.20 higher than the previous day. The implied volatity was -, the open interest changed by 1875 which increased total open position to 9150
On 12 Aug NIFTY was trading at 24347.00. The strike last trading price was 467.8, which was 7.85 higher than the previous day. The implied volatity was -, the open interest changed by 825 which increased total open position to 7300
On 9 Aug NIFTY was trading at 24367.50. The strike last trading price was 459.95, which was -143.90 lower than the previous day. The implied volatity was -, the open interest changed by 1125 which increased total open position to 6650
On 8 Aug NIFTY was trading at 24117.00. The strike last trading price was 603.85, which was 115.40 higher than the previous day. The implied volatity was -, the open interest changed by 2575 which increased total open position to 5325
On 7 Aug NIFTY was trading at 24297.50. The strike last trading price was 488.45, which was -138.20 lower than the previous day. The implied volatity was -, the open interest changed by 850 which increased total open position to 2850
On 6 Aug NIFTY was trading at 23992.55. The strike last trading price was 626.65, which was -11.90 lower than the previous day. The implied volatity was -, the open interest changed by 325 which increased total open position to 2000
On 5 Aug NIFTY was trading at 24055.60. The strike last trading price was 638.55, which was 303.75 higher than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 1700
On 2 Aug NIFTY was trading at 24702.00. The strike last trading price was 334.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 175