NIFTY
Nifty
Historical option data for NIFTY
16 Sep 2024 04:11 PM IST
| NIFTY 24200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 16 Sept | 25383.75 | 1209.05 | 65.90 | 4,050 | 50 | 12,375 | ||||
| 13 Sept | 25356.50 | 1143.15 | 33.20 | 5,100 | -100 | 12,325 | ||||
| 12 Sept | 25388.90 | 1109.95 | 371.60 | 15,150 | 7,100 | 12,425 | ||||
| 11 Sept | 24918.45 | 738.35 | -140.55 | 4,350 | 2,650 | 5,325 | ||||
| 10 Sept | 25041.10 | 878.9 | 84.15 | 3,025 | 150 | 2,675 | ||||
| 9 Sept | 24936.40 | 794.75 | 49.95 | 5,550 | 875 | 2,525 | ||||
| 6 Sept | 24852.15 | 744.8 | -273.40 | 3,025 | 1,525 | 1,650 | ||||
| 5 Sept | 25145.10 | 1018.2 | -111.80 | 50 | 125 | 125 | ||||
| 4 Sept | 25198.70 | 1130 | 0.00 | 0 | 0 | 0 | ||||
| 3 Sept | 25279.85 | 1130 | 0.00 | 0 | 0 | 0 | ||||
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| 2 Sept | 25278.70 | 1130 | 0.00 | 25 | 0 | 100 | ||||
| 30 Aug | 25235.90 | 1130 | 48.00 | 25 | 25 | 100 | ||||
| 29 Aug | 25151.95 | 1082 | 521.85 | 100 | 75 | 75 | ||||
| 28 Aug | 25052.35 | 560.15 | 0.00 | 0 | 0 | 0 | ||||
| 27 Aug | 25017.75 | 560.15 | 0.00 | 0 | 0 | 0 | ||||
| 26 Aug | 25010.60 | 560.15 | 0.00 | 0 | 0 | 0 | ||||
| 23 Aug | 24823.15 | 560.15 | 0.00 | 0 | 0 | 0 | ||||
| 22 Aug | 24811.50 | 560.15 | 0.00 | 0 | 0 | 0 | ||||
| 21 Aug | 24770.20 | 560.15 | 0.00 | 0 | 0 | 0 | ||||
| 20 Aug | 24698.85 | 560.15 | 0.00 | 0 | 0 | 0 | ||||
| 19 Aug | 24572.65 | 560.15 | 0.00 | 0 | 0 | 0 | ||||
| 16 Aug | 24541.15 | 560.15 | 0 | 0 | 0 | |||||
For Nifty - strike price 24200 expiring on 19SEP2024
Delta for 24200 CE is -
Historical price for 24200 CE is as follows
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 1209.05, which was 65.90 higher than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 12375
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 1143.15, which was 33.20 higher than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 12325
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 1109.95, which was 371.60 higher than the previous day. The implied volatity was -, the open interest changed by 7100 which increased total open position to 12425
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 738.35, which was -140.55 lower than the previous day. The implied volatity was -, the open interest changed by 2650 which increased total open position to 5325
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 878.9, which was 84.15 higher than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 2675
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 794.75, which was 49.95 higher than the previous day. The implied volatity was -, the open interest changed by 875 which increased total open position to 2525
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 744.8, which was -273.40 lower than the previous day. The implied volatity was -, the open interest changed by 1525 which increased total open position to 1650
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 1018.2, which was -111.80 lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 125
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 1130, 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 1130, 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 1130, 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 100
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 1130, which was 48.00 higher than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 100
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 1082, which was 521.85 higher than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 75
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 560.15, 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 Aug NIFTY was trading at 25017.75. The strike last trading price was 560.15, 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 Aug NIFTY was trading at 25010.60. The strike last trading price was 560.15, 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 Aug NIFTY was trading at 24823.15. The strike last trading price was 560.15, 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 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 560.15, 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 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 560.15, 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 Aug NIFTY was trading at 24698.85. The strike last trading price was 560.15, 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 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 560.15, 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 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 560.15, 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 24200 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 16 Sept | 25383.75 | 3.7 | -2.90 | 66,83,325 | -3,27,750 | 15,01,850 |
| 13 Sept | 25356.50 | 6.6 | -2.35 | 83,72,350 | 9,92,025 | 18,29,600 |
| 12 Sept | 25388.90 | 8.95 | -9.05 | 69,35,525 | 1,42,400 | 8,37,575 |
| 11 Sept | 24918.45 | 18 | 4.00 | 26,65,625 | 28,400 | 6,95,175 |
| 10 Sept | 25041.10 | 14 | -16.35 | 20,50,725 | 3,70,450 | 6,66,775 |
| 9 Sept | 24936.40 | 30.35 | -34.65 | 9,11,175 | 76,100 | 2,96,325 |
| 6 Sept | 24852.15 | 65 | 40.45 | 11,56,975 | 77,400 | 2,20,225 |
| 5 Sept | 25145.10 | 24.55 | -6.65 | 1,69,725 | 61,875 | 1,42,825 |
| 4 Sept | 25198.70 | 31.2 | 7.10 | 1,29,775 | 13,350 | 80,950 |
| 3 Sept | 25279.85 | 24.1 | -5.35 | 80,200 | 26,250 | 67,600 |
| 2 Sept | 25278.70 | 29.45 | 0.65 | 32,025 | 10,475 | 41,350 |
| 30 Aug | 25235.90 | 28.8 | -11.70 | 29,525 | 7,400 | 30,875 |
| 29 Aug | 25151.95 | 40.5 | -13.60 | 40,250 | 19,225 | 23,475 |
| 28 Aug | 25052.35 | 54.1 | -1.25 | 8,225 | 4,175 | 4,250 |
| 27 Aug | 25017.75 | 55.35 | -393.15 | 125 | 75 | 75 |
| 26 Aug | 25010.60 | 448.5 | 0.00 | 0 | 0 | 0 |
| 23 Aug | 24823.15 | 448.5 | 0.00 | 0 | 0 | 0 |
| 22 Aug | 24811.50 | 448.5 | 0.00 | 0 | 0 | 0 |
| 21 Aug | 24770.20 | 448.5 | 0.00 | 0 | 0 | 0 |
| 20 Aug | 24698.85 | 448.5 | 0.00 | 0 | 0 | 0 |
| 19 Aug | 24572.65 | 448.5 | 0.00 | 0 | 0 | 0 |
| 16 Aug | 24541.15 | 448.5 | 0 | 0 | 0 | |
For Nifty - strike price 24200 expiring on 19SEP2024
Delta for 24200 PE is -
Historical price for 24200 PE is as follows
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 3.7, which was -2.90 lower than the previous day. The implied volatity was -, the open interest changed by -327750 which decreased total open position to 1501850
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 6.6, which was -2.35 lower than the previous day. The implied volatity was -, the open interest changed by 992025 which increased total open position to 1829600
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 8.95, which was -9.05 lower than the previous day. The implied volatity was -, the open interest changed by 142400 which increased total open position to 837575
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 18, which was 4.00 higher than the previous day. The implied volatity was -, the open interest changed by 28400 which increased total open position to 695175
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 14, which was -16.35 lower than the previous day. The implied volatity was -, the open interest changed by 370450 which increased total open position to 666775
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 30.35, which was -34.65 lower than the previous day. The implied volatity was -, the open interest changed by 76100 which increased total open position to 296325
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 65, which was 40.45 higher than the previous day. The implied volatity was -, the open interest changed by 77400 which increased total open position to 220225
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 24.55, which was -6.65 lower than the previous day. The implied volatity was -, the open interest changed by 61875 which increased total open position to 142825
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 31.2, which was 7.10 higher than the previous day. The implied volatity was -, the open interest changed by 13350 which increased total open position to 80950
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 24.1, which was -5.35 lower than the previous day. The implied volatity was -, the open interest changed by 26250 which increased total open position to 67600
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 29.45, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by 10475 which increased total open position to 41350
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 28.8, which was -11.70 lower than the previous day. The implied volatity was -, the open interest changed by 7400 which increased total open position to 30875
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 40.5, which was -13.60 lower than the previous day. The implied volatity was -, the open interest changed by 19225 which increased total open position to 23475
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 54.1, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by 4175 which increased total open position to 4250
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 55.35, which was -393.15 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 448.5, 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 448.5, 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 448.5, 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 448.5, 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 448.5, 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 448.5, 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 448.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0