NIFTY
Nifty
Historical option data for NIFTY
06 Sep 2024 04:11 PM IST
| NIFTY 24300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 6 Sept | 24852.15 | 586.95 | -306.75 | 2,23,700 | 12,450 | 38,450 | ||||
| 5 Sept | 25145.10 | 893.7 | -12.95 | 18,575 | 12,950 | 26,000 | ||||
| 4 Sept | 25198.70 | 906.65 | -95.60 | 7,950 | 5,425 | 13,050 | ||||
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| 3 Sept | 25279.85 | 1002.25 | 6.25 | 5,475 | 4,625 | 7,625 | ||||
| 2 Sept | 25278.70 | 996 | -48.00 | 3,000 | 350 | 3,000 | ||||
| 30 Aug | 25235.90 | 1044 | 96.00 | 1,100 | 700 | 2,650 | ||||
| 29 Aug | 25151.95 | 948 | 105.95 | 1,350 | 575 | 1,950 | ||||
| 28 Aug | 25052.35 | 842.05 | 23.05 | 550 | 150 | 1,375 | ||||
| 27 Aug | 25017.75 | 819 | -0.35 | 525 | 25 | 1,225 | ||||
| 26 Aug | 25010.60 | 819.35 | 139.35 | 225 | -150 | 1,200 | ||||
| 23 Aug | 24823.15 | 680 | 3.15 | 25 | 25 | 1,350 | ||||
| 22 Aug | 24811.50 | 676.85 | 11.50 | 200 | 50 | 1,325 | ||||
| 21 Aug | 24770.20 | 665.35 | 13.40 | 1,925 | -475 | 1,275 | ||||
| 20 Aug | 24698.85 | 651.95 | 119.95 | 400 | -275 | 1,750 | ||||
| 19 Aug | 24572.65 | 532 | -23.00 | 1,725 | -400 | 2,025 | ||||
| 16 Aug | 24541.15 | 555 | 215.00 | 9,375 | 650 | 2,425 | ||||
| 14 Aug | 24143.75 | 340 | -20.00 | 2,425 | 800 | 1,775 | ||||
| 13 Aug | 24139.00 | 360 | -115.00 | 1,825 | 825 | 975 | ||||
| 12 Aug | 24347.00 | 475 | -22.00 | 600 | 150 | 150 | ||||
| 9 Aug | 24367.50 | 497 | 0 | 0 | 0 | |||||
For Nifty - strike price 24300 expiring on 12SEP2024
Delta for 24300 CE is -
Historical price for 24300 CE is as follows
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 586.95, which was -306.75 lower than the previous day. The implied volatity was -, the open interest changed by 12450 which increased total open position to 38450
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 893.7, which was -12.95 lower than the previous day. The implied volatity was -, the open interest changed by 12950 which increased total open position to 26000
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 906.65, which was -95.60 lower than the previous day. The implied volatity was -, the open interest changed by 5425 which increased total open position to 13050
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 1002.25, which was 6.25 higher than the previous day. The implied volatity was -, the open interest changed by 4625 which increased total open position to 7625
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 996, which was -48.00 lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 3000
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 1044, which was 96.00 higher than the previous day. The implied volatity was -, the open interest changed by 700 which increased total open position to 2650
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 948, which was 105.95 higher than the previous day. The implied volatity was -, the open interest changed by 575 which increased total open position to 1950
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 842.05, which was 23.05 higher than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 1375
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 819, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 1225
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 819.35, which was 139.35 higher than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 1200
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 680, which was 3.15 higher than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 1350
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 676.85, which was 11.50 higher than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 1325
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 665.35, which was 13.40 higher than the previous day. The implied volatity was -, the open interest changed by -475 which decreased total open position to 1275
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 651.95, which was 119.95 higher than the previous day. The implied volatity was -, the open interest changed by -275 which decreased total open position to 1750
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 532, which was -23.00 lower than the previous day. The implied volatity was -, the open interest changed by -400 which decreased total open position to 2025
On 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 555, which was 215.00 higher than the previous day. The implied volatity was -, the open interest changed by 650 which increased total open position to 2425
On 14 Aug NIFTY was trading at 24143.75. The strike last trading price was 340, which was -20.00 lower than the previous day. The implied volatity was -, the open interest changed by 800 which increased total open position to 1775
On 13 Aug NIFTY was trading at 24139.00. The strike last trading price was 360, which was -115.00 lower than the previous day. The implied volatity was -, the open interest changed by 825 which increased total open position to 975
On 12 Aug NIFTY was trading at 24347.00. The strike last trading price was 475, which was -22.00 lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 150
On 9 Aug NIFTY was trading at 24367.50. The strike last trading price was 497, 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 24300 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 6 Sept | 24852.15 | 24.9 | 17.25 | 2,96,33,325 | 4,875 | 17,95,650 |
| 5 Sept | 25145.10 | 7.65 | -4.15 | 52,69,450 | 12,34,050 | 17,90,775 |
| 4 Sept | 25198.70 | 11.8 | 1.15 | 21,86,225 | 90,625 | 5,56,725 |
| 3 Sept | 25279.85 | 10.65 | -3.80 | 9,55,050 | 54,525 | 4,66,100 |
| 2 Sept | 25278.70 | 14.45 | -0.15 | 6,48,600 | 50,400 | 4,11,575 |
| 30 Aug | 25235.90 | 14.6 | -14.15 | 6,86,575 | -1,925 | 3,61,175 |
| 29 Aug | 25151.95 | 28.75 | -5.15 | 9,76,150 | 2,85,800 | 3,63,100 |
| 28 Aug | 25052.35 | 33.9 | -7.70 | 1,10,050 | 21,225 | 77,300 |
| 27 Aug | 25017.75 | 41.6 | -6.95 | 62,600 | 12,725 | 56,075 |
| 26 Aug | 25010.60 | 48.55 | -26.70 | 73,150 | -1,300 | 43,350 |
| 23 Aug | 24823.15 | 75.25 | 0.45 | 63,575 | 21,950 | 44,650 |
| 22 Aug | 24811.50 | 74.8 | -19.20 | 29,325 | 13,375 | 22,700 |
| 21 Aug | 24770.20 | 94 | -30.00 | 10,050 | 1,950 | 9,325 |
| 20 Aug | 24698.85 | 124 | -43.00 | 8,850 | 2,975 | 7,375 |
| 19 Aug | 24572.65 | 167 | -27.80 | 1,950 | -150 | 4,400 |
| 16 Aug | 24541.15 | 194.8 | -185.20 | 9,025 | 3,700 | 4,550 |
| 14 Aug | 24143.75 | 380 | -45.00 | 2,375 | -675 | 850 |
| 13 Aug | 24139.00 | 425 | 125.00 | 3,700 | 1,350 | 1,525 |
| 12 Aug | 24347.00 | 300 | -9.35 | 550 | 150 | 175 |
| 9 Aug | 24367.50 | 309.35 | 1,825 | 25 | 25 | |
For Nifty - strike price 24300 expiring on 12SEP2024
Delta for 24300 PE is -
Historical price for 24300 PE is as follows
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 24.9, which was 17.25 higher than the previous day. The implied volatity was -, the open interest changed by 4875 which increased total open position to 1795650
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 7.65, which was -4.15 lower than the previous day. The implied volatity was -, the open interest changed by 1234050 which increased total open position to 1790775
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 11.8, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by 90625 which increased total open position to 556725
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 10.65, which was -3.80 lower than the previous day. The implied volatity was -, the open interest changed by 54525 which increased total open position to 466100
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 14.45, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 50400 which increased total open position to 411575
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 14.6, which was -14.15 lower than the previous day. The implied volatity was -, the open interest changed by -1925 which decreased total open position to 361175
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 28.75, which was -5.15 lower than the previous day. The implied volatity was -, the open interest changed by 285800 which increased total open position to 363100
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 33.9, which was -7.70 lower than the previous day. The implied volatity was -, the open interest changed by 21225 which increased total open position to 77300
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 41.6, which was -6.95 lower than the previous day. The implied volatity was -, the open interest changed by 12725 which increased total open position to 56075
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 48.55, which was -26.70 lower than the previous day. The implied volatity was -, the open interest changed by -1300 which decreased total open position to 43350
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 75.25, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 21950 which increased total open position to 44650
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 74.8, which was -19.20 lower than the previous day. The implied volatity was -, the open interest changed by 13375 which increased total open position to 22700
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 94, which was -30.00 lower than the previous day. The implied volatity was -, the open interest changed by 1950 which increased total open position to 9325
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 124, which was -43.00 lower than the previous day. The implied volatity was -, the open interest changed by 2975 which increased total open position to 7375
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 167, which was -27.80 lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 4400
On 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 194.8, which was -185.20 lower than the previous day. The implied volatity was -, the open interest changed by 3700 which increased total open position to 4550
On 14 Aug NIFTY was trading at 24143.75. The strike last trading price was 380, which was -45.00 lower than the previous day. The implied volatity was -, the open interest changed by -675 which decreased total open position to 850
On 13 Aug NIFTY was trading at 24139.00. The strike last trading price was 425, which was 125.00 higher than the previous day. The implied volatity was -, the open interest changed by 1350 which increased total open position to 1525
On 12 Aug NIFTY was trading at 24347.00. The strike last trading price was 300, which was -9.35 lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 175
On 9 Aug NIFTY was trading at 24367.50. The strike last trading price was 309.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 25