NIFTY
Nifty
Historical option data for NIFTY
06 Sep 2024 04:11 PM IST
| NIFTY 24350 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 6 Sept | 24852.15 | 544.05 | -297.75 | 54,925 | 7,750 | 9,775 | ||||
| 5 Sept | 25145.10 | 841.8 | -19.30 | 800 | 425 | 2,025 | ||||
| 4 Sept | 25198.70 | 861.1 | -88.90 | 650 | 100 | 1,600 | ||||
| 3 Sept | 25279.85 | 950 | 95.00 | 225 | 1,500 | 1,500 | ||||
| 2 Sept | 25278.70 | 855 | 0.00 | 0 | 1,500 | 0 | ||||
| 30 Aug | 25235.90 | 855 | 0.00 | 0 | 1,500 | 0 | ||||
| 29 Aug | 25151.95 | 855 | 104.00 | 75 | 1,500 | 1,500 | ||||
| 28 Aug | 25052.35 | 751 | 0.00 | 0 | 1,475 | 0 | ||||
| 27 Aug | 25017.75 | 751 | 0.00 | 0 | 1,475 | 0 | ||||
| 26 Aug | 25010.60 | 751 | 124.65 | 200 | 1,475 | 1,475 | ||||
| 23 Aug | 24823.15 | 626.35 | 0.00 | 0 | -25 | 0 | ||||
| 22 Aug | 24811.50 | 626.35 | 0.00 | 0 | -25 | 0 | ||||
| 21 Aug | 24770.20 | 626.35 | 0.00 | 0 | -25 | 0 | ||||
| 20 Aug | 24698.85 | 626.35 | 130.80 | 50 | -25 | 1,575 | ||||
| 19 Aug | 24572.65 | 495.55 | -26.40 | 650 | 0 | 1,600 | ||||
| 16 Aug | 24541.15 | 521.95 | 191.30 | 6,150 | 1,325 | 1,600 | ||||
| 14 Aug | 24143.75 | 330.65 | -66.35 | 75 | 100 | 275 | ||||
| 13 Aug | 24139.00 | 397 | -14.00 | 100 | 125 | 175 | ||||
| 12 Aug | 24347.00 | 411 | 0.15 | 400 | 25 | 50 | ||||
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| 9 Aug | 24367.50 | 410.85 | 100 | 25 | 25 | |||||
For Nifty - strike price 24350 expiring on 12SEP2024
Delta for 24350 CE is -
Historical price for 24350 CE is as follows
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 544.05, which was -297.75 lower than the previous day. The implied volatity was -, the open interest changed by 7750 which increased total open position to 9775
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 841.8, which was -19.30 lower than the previous day. The implied volatity was -, the open interest changed by 425 which increased total open position to 2025
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 861.1, which was -88.90 lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 1600
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 950, which was 95.00 higher than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 1500
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 855, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 0
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 855, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 0
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 855, which was 104.00 higher than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 1500
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 751, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 1475 which increased total open position to 0
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 751, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 1475 which increased total open position to 0
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 751, which was 124.65 higher than the previous day. The implied volatity was -, the open interest changed by 1475 which increased total open position to 1475
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 626.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 0
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 626.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 0
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 626.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 0
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 626.35, which was 130.80 higher than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 1575
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 495.55, which was -26.40 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1600
On 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 521.95, which was 191.30 higher than the previous day. The implied volatity was -, the open interest changed by 1325 which increased total open position to 1600
On 14 Aug NIFTY was trading at 24143.75. The strike last trading price was 330.65, which was -66.35 lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 275
On 13 Aug NIFTY was trading at 24139.00. The strike last trading price was 397, which was -14.00 lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 175
On 12 Aug NIFTY was trading at 24347.00. The strike last trading price was 411, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 50
On 9 Aug NIFTY was trading at 24367.50. The strike last trading price was 410.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 25
| NIFTY 24350 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 6 Sept | 24852.15 | 28.5 | 20.00 | 1,61,25,425 | 2,84,300 | 5,48,450 |
| 5 Sept | 25145.10 | 8.5 | -4.70 | 10,29,125 | 59,350 | 2,64,150 |
| 4 Sept | 25198.70 | 13.2 | 1.10 | 5,85,425 | 1,21,475 | 2,04,800 |
| 3 Sept | 25279.85 | 12.1 | -5.95 | 2,11,075 | 19,375 | 83,325 |
| 2 Sept | 25278.70 | 18.05 | 2.60 | 1,95,200 | 24,275 | 63,950 |
| 30 Aug | 25235.90 | 15.45 | -8.05 | 1,62,525 | 17,800 | 39,675 |
| 29 Aug | 25151.95 | 23.5 | -15.00 | 84,825 | 12,200 | 21,875 |
| 28 Aug | 25052.35 | 38.5 | -7.00 | 14,275 | 3,725 | 9,675 |
| 27 Aug | 25017.75 | 45.5 | -4.85 | 7,225 | 275 | 5,950 |
| 26 Aug | 25010.60 | 50.35 | -32.65 | 5,450 | 2,125 | 5,675 |
| 23 Aug | 24823.15 | 83 | 2.30 | 4,350 | 1,625 | 3,550 |
| 22 Aug | 24811.50 | 80.7 | -22.00 | 925 | 75 | 1,925 |
| 21 Aug | 24770.20 | 102.7 | -38.25 | 625 | 25 | 1,850 |
| 20 Aug | 24698.85 | 140.95 | -50.05 | 825 | 250 | 1,825 |
| 19 Aug | 24572.65 | 191 | -9.65 | 1,125 | 325 | 1,575 |
| 16 Aug | 24541.15 | 200.65 | -155.85 | 2,375 | 1,250 | 1,250 |
| 14 Aug | 24143.75 | 356.5 | 0.00 | 0 | 75 | 0 |
| 13 Aug | 24139.00 | 356.5 | -0.50 | 125 | 75 | 150 |
| 12 Aug | 24347.00 | 357 | -180.35 | 125 | 75 | 75 |
| 9 Aug | 24367.50 | 537.35 | 0 | 0 | 0 | |
For Nifty - strike price 24350 expiring on 12SEP2024
Delta for 24350 PE is -
Historical price for 24350 PE is as follows
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 28.5, which was 20.00 higher than the previous day. The implied volatity was -, the open interest changed by 284300 which increased total open position to 548450
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 8.5, which was -4.70 lower than the previous day. The implied volatity was -, the open interest changed by 59350 which increased total open position to 264150
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 13.2, which was 1.10 higher than the previous day. The implied volatity was -, the open interest changed by 121475 which increased total open position to 204800
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 12.1, which was -5.95 lower than the previous day. The implied volatity was -, the open interest changed by 19375 which increased total open position to 83325
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 18.05, which was 2.60 higher than the previous day. The implied volatity was -, the open interest changed by 24275 which increased total open position to 63950
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 15.45, which was -8.05 lower than the previous day. The implied volatity was -, the open interest changed by 17800 which increased total open position to 39675
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 23.5, which was -15.00 lower than the previous day. The implied volatity was -, the open interest changed by 12200 which increased total open position to 21875
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 38.5, which was -7.00 lower than the previous day. The implied volatity was -, the open interest changed by 3725 which increased total open position to 9675
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 45.5, which was -4.85 lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 5950
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 50.35, which was -32.65 lower than the previous day. The implied volatity was -, the open interest changed by 2125 which increased total open position to 5675
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 83, which was 2.30 higher than the previous day. The implied volatity was -, the open interest changed by 1625 which increased total open position to 3550
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 80.7, which was -22.00 lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 1925
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 102.7, which was -38.25 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 1850
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 140.95, which was -50.05 lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 1825
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 191, which was -9.65 lower than the previous day. The implied volatity was -, the open interest changed by 325 which increased total open position to 1575
On 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 200.65, which was -155.85 lower than the previous day. The implied volatity was -, the open interest changed by 1250 which increased total open position to 1250
On 14 Aug NIFTY was trading at 24143.75. The strike last trading price was 356.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 0
On 13 Aug NIFTY was trading at 24139.00. The strike last trading price was 356.5, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 150
On 12 Aug NIFTY was trading at 24347.00. The strike last trading price was 357, which was -180.35 lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 75
On 9 Aug NIFTY was trading at 24367.50. The strike last trading price was 537.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0