NIFTY
Nifty
Historical option data for NIFTY
06 Sep 2024 04:11 PM IST
| NIFTY 24200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 6 Sept | 24852.15 | 684.55 | -306.95 | 42,200 | 1,650 | 22,375 | ||||
|
|
||||||||||
| 5 Sept | 25145.10 | 991.5 | -13.90 | 16,800 | 13,225 | 20,725 | ||||
| 4 Sept | 25198.70 | 1005.4 | -119.60 | 5,150 | 1,025 | 7,500 | ||||
| 3 Sept | 25279.85 | 1125 | 34.00 | 2,050 | 1,025 | 6,475 | ||||
| 2 Sept | 25278.70 | 1091 | -39.00 | 2,950 | 1,700 | 5,450 | ||||
| 30 Aug | 25235.90 | 1130 | 86.00 | 2,050 | 1,125 | 3,750 | ||||
| 29 Aug | 25151.95 | 1044 | 119.00 | 1,625 | -50 | 2,625 | ||||
| 28 Aug | 25052.35 | 925 | 7.95 | 425 | 250 | 2,675 | ||||
| 27 Aug | 25017.75 | 917.05 | -19.95 | 275 | 100 | 2,425 | ||||
| 26 Aug | 25010.60 | 937 | 154.90 | 825 | 375 | 2,325 | ||||
| 23 Aug | 24823.15 | 782.1 | -21.55 | 200 | 175 | 1,950 | ||||
| 22 Aug | 24811.50 | 803.65 | 47.65 | 1,325 | -600 | 1,775 | ||||
| 21 Aug | 24770.20 | 756 | 62.40 | 275 | -75 | 2,375 | ||||
| 20 Aug | 24698.85 | 693.6 | 45.85 | 550 | -325 | 2,450 | ||||
| 19 Aug | 24572.65 | 647.75 | 12.30 | 1,350 | 400 | 2,775 | ||||
| 16 Aug | 24541.15 | 635.45 | 243.80 | 9,900 | 550 | 2,375 | ||||
| 14 Aug | 24143.75 | 391.65 | -14.95 | 3,025 | 1,050 | 1,825 | ||||
| 13 Aug | 24139.00 | 406.6 | -140.20 | 4,325 | 775 | 775 | ||||
| 12 Aug | 24347.00 | 546.8 | 0.00 | 0 | 0 | 0 | ||||
| 9 Aug | 24367.50 | 546.8 | 0 | 0 | 0 | |||||
For Nifty - strike price 24200 expiring on 12SEP2024
Delta for 24200 CE is -
Historical price for 24200 CE is as follows
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 684.55, which was -306.95 lower than the previous day. The implied volatity was -, the open interest changed by 1650 which increased total open position to 22375
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 991.5, which was -13.90 lower than the previous day. The implied volatity was -, the open interest changed by 13225 which increased total open position to 20725
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 1005.4, which was -119.60 lower than the previous day. The implied volatity was -, the open interest changed by 1025 which increased total open position to 7500
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 1125, which was 34.00 higher than the previous day. The implied volatity was -, the open interest changed by 1025 which increased total open position to 6475
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 1091, which was -39.00 lower than the previous day. The implied volatity was -, the open interest changed by 1700 which increased total open position to 5450
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 1130, which was 86.00 higher than the previous day. The implied volatity was -, the open interest changed by 1125 which increased total open position to 3750
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 1044, which was 119.00 higher than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 2625
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 925, which was 7.95 higher than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 2675
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 917.05, which was -19.95 lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 2425
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 937, which was 154.90 higher than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 2325
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 782.1, which was -21.55 lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 1950
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 803.65, which was 47.65 higher than the previous day. The implied volatity was -, the open interest changed by -600 which decreased total open position to 1775
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 756, which was 62.40 higher than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 2375
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 693.6, which was 45.85 higher than the previous day. The implied volatity was -, the open interest changed by -325 which decreased total open position to 2450
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 647.75, which was 12.30 higher than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 2775
On 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 635.45, which was 243.80 higher than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 2375
On 14 Aug NIFTY was trading at 24143.75. The strike last trading price was 391.65, which was -14.95 lower than the previous day. The implied volatity was -, the open interest changed by 1050 which increased total open position to 1825
On 13 Aug NIFTY was trading at 24139.00. The strike last trading price was 406.6, which was -140.20 lower than the previous day. The implied volatity was -, the open interest changed by 775 which increased total open position to 775
On 12 Aug NIFTY was trading at 24347.00. The strike last trading price was 546.8, 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 9 Aug NIFTY was trading at 24367.50. The strike last trading price was 546.8, 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 |
| 6 Sept | 24852.15 | 18.35 | 12.35 | 3,49,10,450 | -4,03,575 | 23,09,300 |
| 5 Sept | 25145.10 | 6 | -3.40 | 63,06,850 | 21,79,025 | 27,12,875 |
| 4 Sept | 25198.70 | 9.4 | 1.35 | 24,50,275 | -26,925 | 5,33,850 |
| 3 Sept | 25279.85 | 8.05 | -3.40 | 7,24,575 | 69,600 | 5,60,775 |
| 2 Sept | 25278.70 | 11.45 | 1.05 | 5,78,775 | 69,000 | 4,91,175 |
| 30 Aug | 25235.90 | 10.4 | -5.65 | 7,40,325 | -47,575 | 4,22,175 |
| 29 Aug | 25151.95 | 16.05 | -11.15 | 11,53,425 | 3,56,125 | 4,69,750 |
| 28 Aug | 25052.35 | 27.2 | -5.15 | 1,80,100 | 2,025 | 1,13,625 |
| 27 Aug | 25017.75 | 32.35 | -6.60 | 71,500 | 5,400 | 1,11,600 |
| 26 Aug | 25010.60 | 38.95 | -25.50 | 1,43,600 | 49,725 | 1,06,200 |
| 23 Aug | 24823.15 | 64.45 | 3.20 | 48,500 | 7,300 | 56,475 |
| 22 Aug | 24811.50 | 61.25 | -16.75 | 54,625 | 21,100 | 49,175 |
| 21 Aug | 24770.20 | 78 | -25.20 | 23,700 | 17,650 | 28,075 |
| 20 Aug | 24698.85 | 103.2 | -43.70 | 10,550 | 3,550 | 10,425 |
| 19 Aug | 24572.65 | 146.9 | -24.70 | 7,125 | 2,400 | 6,875 |
| 16 Aug | 24541.15 | 171.6 | -168.95 | 7,075 | 2,550 | 4,475 |
| 14 Aug | 24143.75 | 340.55 | -33.85 | 5,400 | 600 | 1,925 |
| 13 Aug | 24139.00 | 374.4 | 86.25 | 3,850 | 375 | 1,325 |
| 12 Aug | 24347.00 | 288.15 | -3.35 | 1,900 | 425 | 950 |
| 9 Aug | 24367.50 | 291.5 | 900 | 525 | 525 | |
For Nifty - strike price 24200 expiring on 12SEP2024
Delta for 24200 PE is -
Historical price for 24200 PE is as follows
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 18.35, which was 12.35 higher than the previous day. The implied volatity was -, the open interest changed by -403575 which decreased total open position to 2309300
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 6, which was -3.40 lower than the previous day. The implied volatity was -, the open interest changed by 2179025 which increased total open position to 2712875
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 9.4, which was 1.35 higher than the previous day. The implied volatity was -, the open interest changed by -26925 which decreased total open position to 533850
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 8.05, which was -3.40 lower than the previous day. The implied volatity was -, the open interest changed by 69600 which increased total open position to 560775
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 11.45, which was 1.05 higher than the previous day. The implied volatity was -, the open interest changed by 69000 which increased total open position to 491175
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 10.4, which was -5.65 lower than the previous day. The implied volatity was -, the open interest changed by -47575 which decreased total open position to 422175
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 16.05, which was -11.15 lower than the previous day. The implied volatity was -, the open interest changed by 356125 which increased total open position to 469750
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 27.2, which was -5.15 lower than the previous day. The implied volatity was -, the open interest changed by 2025 which increased total open position to 113625
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 32.35, which was -6.60 lower than the previous day. The implied volatity was -, the open interest changed by 5400 which increased total open position to 111600
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 38.95, which was -25.50 lower than the previous day. The implied volatity was -, the open interest changed by 49725 which increased total open position to 106200
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 64.45, which was 3.20 higher than the previous day. The implied volatity was -, the open interest changed by 7300 which increased total open position to 56475
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 61.25, which was -16.75 lower than the previous day. The implied volatity was -, the open interest changed by 21100 which increased total open position to 49175
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 78, which was -25.20 lower than the previous day. The implied volatity was -, the open interest changed by 17650 which increased total open position to 28075
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 103.2, which was -43.70 lower than the previous day. The implied volatity was -, the open interest changed by 3550 which increased total open position to 10425
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 146.9, which was -24.70 lower than the previous day. The implied volatity was -, the open interest changed by 2400 which increased total open position to 6875
On 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 171.6, which was -168.95 lower than the previous day. The implied volatity was -, the open interest changed by 2550 which increased total open position to 4475
On 14 Aug NIFTY was trading at 24143.75. The strike last trading price was 340.55, which was -33.85 lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 1925
On 13 Aug NIFTY was trading at 24139.00. The strike last trading price was 374.4, which was 86.25 higher than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 1325
On 12 Aug NIFTY was trading at 24347.00. The strike last trading price was 288.15, which was -3.35 lower than the previous day. The implied volatity was -, the open interest changed by 425 which increased total open position to 950
On 9 Aug NIFTY was trading at 24367.50. The strike last trading price was 291.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 525 which increased total open position to 525