NIFTY
Nifty
Historical option data for NIFTY
29 Oct 2024 04:11 PM IST
NIFTY 24400 CE | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
29 Oct | 24466.85 | 130.95 | 41.35 | 13,44,25,275 | -7,27,200 | 42,29,825 | ||||
28 Oct | 24339.15 | 89.6 | 20.85 | 12,84,00,125 | -2,98,850 | 50,83,500 | ||||
25 Oct | 24180.80 | 68.75 | -131.25 | 6,60,94,125 | 17,82,900 | 53,82,350 | ||||
24 Oct | 24399.40 | 200 | -28.65 | 1,83,11,875 | 19,50,775 | 36,05,025 | ||||
23 Oct | 24435.50 | 228.65 | -54.35 | 37,73,650 | 3,75,500 | 5,27,375 | ||||
22 Oct | 24472.10 | 283 | -156.90 | 5,47,050 | 1,07,150 | 1,52,700 | ||||
21 Oct | 24781.10 | 439.9 | -179.00 | 69,575 | 5,775 | 44,925 | ||||
18 Oct | 24854.05 | 618.9 | 84.90 | 1,15,025 | 9,525 | 39,150 | ||||
17 Oct | 24749.85 | 534 | -167.85 | 33,000 | 7,425 | 29,700 | ||||
16 Oct | 24971.30 | 701.85 | -85.05 | 10,475 | 900 | 22,275 | ||||
15 Oct | 25057.35 | 786.9 | -84.55 | 5,050 | -1,550 | 21,375 | ||||
14 Oct | 25127.95 | 871.45 | 132.15 | 4,250 | 20,200 | 22,375 | ||||
11 Oct | 24964.25 | 739.3 | -72.70 | 5,000 | -1,150 | 24,250 | ||||
10 Oct | 24998.45 | 812 | -9.70 | 5,575 | -400 | 25,500 | ||||
9 Oct | 24981.95 | 821.7 | -53.05 | 13,400 | -1,800 | 26,625 | ||||
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8 Oct | 25013.15 | 874.75 | 110.05 | 18,175 | -9,250 | 28,400 | ||||
7 Oct | 24795.75 | 764.7 | -169.15 | 57,175 | 14,800 | 25,375 | ||||
4 Oct | 25014.60 | 933.85 | -187.70 | 8,450 | -2,300 | 9,250 | ||||
3 Oct | 25250.10 | 1121.55 | -478.65 | 3,850 | 750 | 11,650 | ||||
1 Oct | 25796.90 | 1600.2 | -13.60 | 250 | 11,050 | 11,050 | ||||
30 Sept | 25810.85 | 1613.8 | -358.00 | 950 | 11,125 | 11,125 | ||||
27 Sept | 26178.95 | 1971.8 | 82.80 | 1,450 | 11,775 | 11,775 | ||||
26 Sept | 26216.05 | 1889 | 124.25 | 5,650 | 12,550 | 12,550 | ||||
25 Sept | 26004.15 | 1764.75 | 21.15 | 1,100 | 8,200 | 8,200 | ||||
24 Sept | 25940.40 | 1743.6 | 32.65 | 3,800 | 7,200 | 7,200 | ||||
23 Sept | 25939.05 | 1710.95 | 164.00 | 1,300 | 6,000 | 6,000 | ||||
20 Sept | 25790.95 | 1546.95 | 263.45 | 1,400 | 5,100 | 5,100 | ||||
19 Sept | 25415.80 | 1283.5 | 83.50 | 425 | 4,975 | 4,975 | ||||
18 Sept | 25377.55 | 1200 | -85.80 | 400 | 0 | 4,825 | ||||
17 Sept | 25418.55 | 1285.8 | 75.80 | 150 | 100 | 4,800 | ||||
16 Sept | 25383.75 | 1210 | 0.00 | 0 | 0 | 0 | ||||
13 Sept | 25356.50 | 1210 | 22.25 | 425 | 4,700 | 4,700 | ||||
12 Sept | 25388.90 | 1187.75 | 289.10 | 1,900 | -425 | 4,850 | ||||
11 Sept | 24918.45 | 898.65 | -106.75 | 600 | 5,275 | 5,275 | ||||
10 Sept | 25041.10 | 1005.4 | 62.40 | 1,150 | 5,500 | 5,500 | ||||
9 Sept | 24936.40 | 943 | 15.70 | 3,025 | 6,275 | 6,275 | ||||
6 Sept | 24852.15 | 927.3 | -227.20 | 6,850 | 6,625 | 6,625 | ||||
5 Sept | 25145.10 | 1154.5 | 2.50 | 150 | 0 | 1,600 | ||||
4 Sept | 25198.70 | 1152 | -98.00 | 150 | 1,600 | 1,600 | ||||
3 Sept | 25279.85 | 1250 | 15.00 | 25 | 1,575 | 1,575 | ||||
2 Sept | 25278.70 | 1235 | 1.00 | 75 | 1,575 | 1,575 | ||||
30 Aug | 25235.90 | 1234 | 50.25 | 300 | 0 | 1,525 | ||||
29 Aug | 25151.95 | 1183.75 | 71.10 | 225 | -25 | 1,525 | ||||
28 Aug | 25052.35 | 1112.65 | 0.00 | 0 | -50 | 0 | ||||
27 Aug | 25017.75 | 1112.65 | 14.25 | 300 | -25 | 1,575 | ||||
26 Aug | 25010.60 | 1098.4 | 138.40 | 325 | -150 | 1,600 | ||||
23 Aug | 24823.15 | 960 | -11.45 | 175 | -100 | 1,750 | ||||
22 Aug | 24811.50 | 971.45 | 41.70 | 400 | -175 | 1,850 | ||||
21 Aug | 24770.20 | 929.75 | 19.90 | 350 | 25 | 2,025 | ||||
20 Aug | 24698.85 | 909.85 | 64.85 | 1,525 | 100 | 2,025 | ||||
19 Aug | 24572.65 | 845 | 6.20 | 50 | -25 | 1,925 | ||||
16 Aug | 24541.15 | 838.8 | 216.35 | 4,575 | 475 | 1,950 | ||||
14 Aug | 24143.75 | 622.45 | -32.60 | 1,000 | 50 | 1,475 | ||||
13 Aug | 24139.00 | 655.05 | -104.95 | 825 | 250 | 1,425 | ||||
12 Aug | 24347.00 | 760 | -24.70 | 1,425 | 575 | 1,175 | ||||
9 Aug | 24367.50 | 784.7 | 110.70 | 1,200 | 375 | 700 | ||||
8 Aug | 24117.00 | 674 | -125.00 | 175 | 100 | 300 | ||||
7 Aug | 24297.50 | 799 | -301.00 | 150 | 50 | 100 | ||||
6 Aug | 23992.55 | 1100 | 0.00 | 0 | 0 | 0 | ||||
5 Aug | 24055.60 | 1100 | 0.00 | 0 | 0 | 0 | ||||
2 Aug | 24702.00 | 1100.00 | 0 | 0 | 0 |
For Nifty - strike price 24400 expiring on 31OCT2024
Delta for 24400 CE is -
Historical price for 24400 CE is as follows
On 29 Oct NIFTY was trading at 24466.85. The strike last trading price was 130.95, which was 41.35 higher than the previous day. The implied volatity was -, the open interest changed by -727200 which decreased total open position to 4229825
On 28 Oct NIFTY was trading at 24339.15. The strike last trading price was 89.6, which was 20.85 higher than the previous day. The implied volatity was -, the open interest changed by -298850 which decreased total open position to 5083500
On 25 Oct NIFTY was trading at 24180.80. The strike last trading price was 68.75, which was -131.25 lower than the previous day. The implied volatity was -, the open interest changed by 1782900 which increased total open position to 5382350
On 24 Oct NIFTY was trading at 24399.40. The strike last trading price was 200, which was -28.65 lower than the previous day. The implied volatity was -, the open interest changed by 1950775 which increased total open position to 3605025
On 23 Oct NIFTY was trading at 24435.50. The strike last trading price was 228.65, which was -54.35 lower than the previous day. The implied volatity was -, the open interest changed by 375500 which increased total open position to 527375
On 22 Oct NIFTY was trading at 24472.10. The strike last trading price was 283, which was -156.90 lower than the previous day. The implied volatity was -, the open interest changed by 107150 which increased total open position to 152700
On 21 Oct NIFTY was trading at 24781.10. The strike last trading price was 439.9, which was -179.00 lower than the previous day. The implied volatity was -, the open interest changed by 5775 which increased total open position to 44925
On 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 618.9, which was 84.90 higher than the previous day. The implied volatity was -, the open interest changed by 9525 which increased total open position to 39150
On 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 534, which was -167.85 lower than the previous day. The implied volatity was -, the open interest changed by 7425 which increased total open position to 29700
On 16 Oct NIFTY was trading at 24971.30. The strike last trading price was 701.85, which was -85.05 lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 22275
On 15 Oct NIFTY was trading at 25057.35. The strike last trading price was 786.9, which was -84.55 lower than the previous day. The implied volatity was -, the open interest changed by -1550 which decreased total open position to 21375
On 14 Oct NIFTY was trading at 25127.95. The strike last trading price was 871.45, which was 132.15 higher than the previous day. The implied volatity was -, the open interest changed by 20200 which increased total open position to 22375
On 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 739.3, which was -72.70 lower than the previous day. The implied volatity was -, the open interest changed by -1150 which decreased total open position to 24250
On 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 812, which was -9.70 lower than the previous day. The implied volatity was -, the open interest changed by -400 which decreased total open position to 25500
On 9 Oct NIFTY was trading at 24981.95. The strike last trading price was 821.7, which was -53.05 lower than the previous day. The implied volatity was -, the open interest changed by -1800 which decreased total open position to 26625
On 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 874.75, which was 110.05 higher than the previous day. The implied volatity was -, the open interest changed by -9250 which decreased total open position to 28400
On 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 764.7, which was -169.15 lower than the previous day. The implied volatity was -, the open interest changed by 14800 which increased total open position to 25375
On 4 Oct NIFTY was trading at 25014.60. The strike last trading price was 933.85, which was -187.70 lower than the previous day. The implied volatity was -, the open interest changed by -2300 which decreased total open position to 9250
On 3 Oct NIFTY was trading at 25250.10. The strike last trading price was 1121.55, which was -478.65 lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 11650
On 1 Oct NIFTY was trading at 25796.90. The strike last trading price was 1600.2, which was -13.60 lower than the previous day. The implied volatity was -, the open interest changed by 11050 which increased total open position to 11050
On 30 Sept NIFTY was trading at 25810.85. The strike last trading price was 1613.8, which was -358.00 lower than the previous day. The implied volatity was -, the open interest changed by 11125 which increased total open position to 11125
On 27 Sept NIFTY was trading at 26178.95. The strike last trading price was 1971.8, which was 82.80 higher than the previous day. The implied volatity was -, the open interest changed by 11775 which increased total open position to 11775
On 26 Sept NIFTY was trading at 26216.05. The strike last trading price was 1889, which was 124.25 higher than the previous day. The implied volatity was -, the open interest changed by 12550 which increased total open position to 12550
On 25 Sept NIFTY was trading at 26004.15. The strike last trading price was 1764.75, which was 21.15 higher than the previous day. The implied volatity was -, the open interest changed by 8200 which increased total open position to 8200
On 24 Sept NIFTY was trading at 25940.40. The strike last trading price was 1743.6, which was 32.65 higher than the previous day. The implied volatity was -, the open interest changed by 7200 which increased total open position to 7200
On 23 Sept NIFTY was trading at 25939.05. The strike last trading price was 1710.95, which was 164.00 higher than the previous day. The implied volatity was -, the open interest changed by 6000 which increased total open position to 6000
On 20 Sept NIFTY was trading at 25790.95. The strike last trading price was 1546.95, which was 263.45 higher than the previous day. The implied volatity was -, the open interest changed by 5100 which increased total open position to 5100
On 19 Sept NIFTY was trading at 25415.80. The strike last trading price was 1283.5, which was 83.50 higher than the previous day. The implied volatity was -, the open interest changed by 4975 which increased total open position to 4975
On 18 Sept NIFTY was trading at 25377.55. The strike last trading price was 1200, which was -85.80 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4825
On 17 Sept NIFTY was trading at 25418.55. The strike last trading price was 1285.8, which was 75.80 higher than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 4800
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 1210, 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 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 1210, which was 22.25 higher than the previous day. The implied volatity was -, the open interest changed by 4700 which increased total open position to 4700
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 1187.75, which was 289.10 higher than the previous day. The implied volatity was -, the open interest changed by -425 which decreased total open position to 4850
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 898.65, which was -106.75 lower than the previous day. The implied volatity was -, the open interest changed by 5275 which increased total open position to 5275
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 1005.4, which was 62.40 higher than the previous day. The implied volatity was -, the open interest changed by 5500 which increased total open position to 5500
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 943, which was 15.70 higher than the previous day. The implied volatity was -, the open interest changed by 6275 which increased total open position to 6275
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 927.3, which was -227.20 lower than the previous day. The implied volatity was -, the open interest changed by 6625 which increased total open position to 6625
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 1154.5, which was 2.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1600
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 1152, which was -98.00 lower than the previous day. The implied volatity was -, the open interest changed by 1600 which increased total open position to 1600
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 1250, which was 15.00 higher than the previous day. The implied volatity was -, the open interest changed by 1575 which increased total open position to 1575
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 1235, which was 1.00 higher than the previous day. The implied volatity was -, the open interest changed by 1575 which increased total open position to 1575
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 1234, which was 50.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1525
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 1183.75, which was 71.10 higher than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 1525
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 1112.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 0
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 1112.65, which was 14.25 higher than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 1575
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 1098.4, which was 138.40 higher than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 1600
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 960, which was -11.45 lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 1750
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 971.45, which was 41.70 higher than the previous day. The implied volatity was -, the open interest changed by -175 which decreased total open position to 1850
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 929.75, which was 19.90 higher than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 2025
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 909.85, which was 64.85 higher than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 2025
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 845, which was 6.20 higher than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 1925
On 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 838.8, which was 216.35 higher than the previous day. The implied volatity was -, the open interest changed by 475 which increased total open position to 1950
On 14 Aug NIFTY was trading at 24143.75. The strike last trading price was 622.45, which was -32.60 lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 1475
On 13 Aug NIFTY was trading at 24139.00. The strike last trading price was 655.05, which was -104.95 lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 1425
On 12 Aug NIFTY was trading at 24347.00. The strike last trading price was 760, which was -24.70 lower than the previous day. The implied volatity was -, the open interest changed by 575 which increased total open position to 1175
On 9 Aug NIFTY was trading at 24367.50. The strike last trading price was 784.7, which was 110.70 higher than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 700
On 8 Aug NIFTY was trading at 24117.00. The strike last trading price was 674, which was -125.00 lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 300
On 7 Aug NIFTY was trading at 24297.50. The strike last trading price was 799, which was -301.00 lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 100
On 6 Aug NIFTY was trading at 23992.55. The strike last trading price was 1100, 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 5 Aug NIFTY was trading at 24055.60. The strike last trading price was 1100, 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 Aug NIFTY was trading at 24702.00. The strike last trading price was 1100.00, 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 24400 PE | ||||||
---|---|---|---|---|---|---|
Date | Close | Ltp | Change | Volume | Change OI | OI |
29 Oct | 24466.85 | 58.55 | -66.65 | 6,84,06,450 | 14,67,300 | 57,07,725 |
28 Oct | 24339.15 | 125.2 | -127.85 | 9,56,06,500 | 11,32,375 | 43,43,500 |
25 Oct | 24180.80 | 253.05 | 122.00 | 4,15,06,150 | -2,83,27,775 | 32,11,125 |
24 Oct | 24399.40 | 131.05 | -18.95 | 2,38,64,600 | 25,13,650 | 48,84,850 |
23 Oct | 24435.50 | 150 | 1.45 | 99,51,375 | -9,11,450 | 23,89,325 |
22 Oct | 24472.10 | 148.55 | 66.50 | 51,55,900 | 1,07,300 | 21,86,750 |
21 Oct | 24781.10 | 82.05 | 29.60 | 28,17,825 | 2,79,750 | 21,69,175 |
18 Oct | 24854.05 | 52.45 | -34.55 | 37,71,550 | -25,18,500 | 21,04,625 |
17 Oct | 24749.85 | 87 | 28.15 | 19,40,800 | -10,57,375 | 20,24,275 |
16 Oct | 24971.30 | 58.85 | 7.05 | 10,96,750 | -3,35,550 | 19,42,050 |
15 Oct | 25057.35 | 51.8 | 8.75 | 7,55,875 | 96,775 | 18,87,925 |
14 Oct | 25127.95 | 43.05 | -44.95 | 7,98,425 | 5,94,225 | 18,61,750 |
11 Oct | 24964.25 | 88 | 5.30 | 8,56,975 | 11,45,875 | 18,33,200 |
10 Oct | 24998.45 | 82.7 | -21.25 | 10,69,725 | 14,73,800 | 18,71,375 |
9 Oct | 24981.95 | 103.95 | -11.55 | 13,89,950 | 16,10,625 | 17,97,975 |
8 Oct | 25013.15 | 115.5 | -45.60 | 10,66,200 | 6,78,425 | 18,05,125 |
7 Oct | 24795.75 | 161.1 | 40.45 | 14,05,400 | 17,69,675 | 17,79,600 |
4 Oct | 25014.60 | 120.65 | 51.00 | 20,45,525 | 1,29,050 | 17,55,450 |
3 Oct | 25250.10 | 69.65 | 37.95 | 37,39,800 | 13,26,325 | 16,96,200 |
1 Oct | 25796.90 | 31.7 | -15.45 | 3,38,025 | -14,350 | 3,69,875 |
30 Sept | 25810.85 | 47.15 | 13.65 | 2,62,850 | 38,750 | 3,85,125 |
27 Sept | 26178.95 | 33.5 | 0.50 | 3,91,300 | 3,82,400 | 3,82,400 |
26 Sept | 26216.05 | 33 | -10.40 | 6,51,425 | 3,60,675 | 3,60,675 |
25 Sept | 26004.15 | 43.4 | -18.20 | 6,28,875 | 3,95,700 | 3,95,700 |
24 Sept | 25940.40 | 61.6 | -11.30 | 2,49,750 | 64,875 | 2,48,425 |
23 Sept | 25939.05 | 72.9 | -4.10 | 3,01,950 | 2,40,950 | 2,40,950 |
20 Sept | 25790.95 | 77 | -15.75 | 5,13,150 | 1,83,675 | 1,83,675 |
19 Sept | 25415.80 | 92.75 | -33.25 | 3,71,300 | 1,59,275 | 1,59,275 |
18 Sept | 25377.55 | 126 | 20.00 | 1,63,650 | -43,700 | 1,37,625 |
17 Sept | 25418.55 | 106 | 2.40 | 1,25,375 | 60,150 | 1,33,775 |
16 Sept | 25383.75 | 103.6 | -17.10 | 97,725 | 1,11,650 | 1,11,650 |
13 Sept | 25356.50 | 120.7 | -22.05 | 1,60,600 | 1,01,675 | 1,05,575 |
12 Sept | 25388.90 | 142.75 | -87.85 | 1,29,250 | 55,625 | 65,725 |
11 Sept | 24918.45 | 230.6 | 37.15 | 52,200 | -5,100 | 65,400 |
10 Sept | 25041.10 | 193.45 | -49.35 | 68,975 | 70,650 | 70,650 |
9 Sept | 24936.40 | 242.8 | -46.20 | 34,175 | -3,375 | 78,125 |
6 Sept | 24852.15 | 289 | 78.45 | 1,09,900 | 76,000 | 81,350 |
5 Sept | 25145.10 | 210.55 | -0.15 | 18,825 | 7,075 | 88,200 |
4 Sept | 25198.70 | 210.7 | 24.40 | 64,300 | 78,950 | 81,125 |
3 Sept | 25279.85 | 186.3 | -6.85 | 14,575 | 70,725 | 72,625 |
2 Sept | 25278.70 | 193.15 | 17.90 | 33,550 | 500 | 70,850 |
30 Aug | 25235.90 | 175.25 | -24.75 | 17,550 | 70,050 | 70,400 |
29 Aug | 25151.95 | 200 | -21.15 | 13,850 | 65,950 | 66,275 |
28 Aug | 25052.35 | 221.15 | -3.85 | 45,000 | 63,300 | 63,625 |
27 Aug | 25017.75 | 225 | -4.85 | 11,650 | 63,550 | 63,550 |
26 Aug | 25010.60 | 229.85 | -46.85 | 21,700 | 63,250 | 63,250 |
23 Aug | 24823.15 | 276.7 | 12.45 | 4,825 | 3,175 | 59,850 |
22 Aug | 24811.50 | 264.25 | -27.90 | 9,075 | 2,300 | 56,275 |
21 Aug | 24770.20 | 292.15 | -50.80 | 57,125 | 44,275 | 54,075 |
20 Aug | 24698.85 | 342.95 | -39.15 | 3,650 | 1,775 | 9,750 |
19 Aug | 24572.65 | 382.1 | -26.65 | 2,200 | 825 | 8,000 |
16 Aug | 24541.15 | 408.75 | -186.25 | 10,350 | 3,200 | 7,200 |
14 Aug | 24143.75 | 595 | -22.60 | 1,150 | 250 | 4,000 |
13 Aug | 24139.00 | 617.6 | 83.60 | 1,750 | 425 | 3,775 |
12 Aug | 24347.00 | 534 | 14.75 | 1,275 | 250 | 3,375 |
9 Aug | 24367.50 | 519.25 | -133.75 | 3,425 | 2,650 | 3,200 |
8 Aug | 24117.00 | 653 | -45.65 | 50 | 25 | 525 |
7 Aug | 24297.50 | 698.65 | 0.00 | 0 | 200 | 0 |
6 Aug | 23992.55 | 698.65 | -115.30 | 500 | 200 | 500 |
5 Aug | 24055.60 | 813.95 | 421.15 | 275 | -50 | 350 |
2 Aug | 24702.00 | 392.80 | 100 | 25 | 400 |
For Nifty - strike price 24400 expiring on 31OCT2024
Delta for 24400 PE is -
Historical price for 24400 PE is as follows
On 29 Oct NIFTY was trading at 24466.85. The strike last trading price was 58.55, which was -66.65 lower than the previous day. The implied volatity was -, the open interest changed by 1467300 which increased total open position to 5707725
On 28 Oct NIFTY was trading at 24339.15. The strike last trading price was 125.2, which was -127.85 lower than the previous day. The implied volatity was -, the open interest changed by 1132375 which increased total open position to 4343500
On 25 Oct NIFTY was trading at 24180.80. The strike last trading price was 253.05, which was 122.00 higher than the previous day. The implied volatity was -, the open interest changed by -28327775 which decreased total open position to 3211125
On 24 Oct NIFTY was trading at 24399.40. The strike last trading price was 131.05, which was -18.95 lower than the previous day. The implied volatity was -, the open interest changed by 2513650 which increased total open position to 4884850
On 23 Oct NIFTY was trading at 24435.50. The strike last trading price was 150, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by -911450 which decreased total open position to 2389325
On 22 Oct NIFTY was trading at 24472.10. The strike last trading price was 148.55, which was 66.50 higher than the previous day. The implied volatity was -, the open interest changed by 107300 which increased total open position to 2186750
On 21 Oct NIFTY was trading at 24781.10. The strike last trading price was 82.05, which was 29.60 higher than the previous day. The implied volatity was -, the open interest changed by 279750 which increased total open position to 2169175
On 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 52.45, which was -34.55 lower than the previous day. The implied volatity was -, the open interest changed by -2518500 which decreased total open position to 2104625
On 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 87, which was 28.15 higher than the previous day. The implied volatity was -, the open interest changed by -1057375 which decreased total open position to 2024275
On 16 Oct NIFTY was trading at 24971.30. The strike last trading price was 58.85, which was 7.05 higher than the previous day. The implied volatity was -, the open interest changed by -335550 which decreased total open position to 1942050
On 15 Oct NIFTY was trading at 25057.35. The strike last trading price was 51.8, which was 8.75 higher than the previous day. The implied volatity was -, the open interest changed by 96775 which increased total open position to 1887925
On 14 Oct NIFTY was trading at 25127.95. The strike last trading price was 43.05, which was -44.95 lower than the previous day. The implied volatity was -, the open interest changed by 594225 which increased total open position to 1861750
On 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 88, which was 5.30 higher than the previous day. The implied volatity was -, the open interest changed by 1145875 which increased total open position to 1833200
On 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 82.7, which was -21.25 lower than the previous day. The implied volatity was -, the open interest changed by 1473800 which increased total open position to 1871375
On 9 Oct NIFTY was trading at 24981.95. The strike last trading price was 103.95, which was -11.55 lower than the previous day. The implied volatity was -, the open interest changed by 1610625 which increased total open position to 1797975
On 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 115.5, which was -45.60 lower than the previous day. The implied volatity was -, the open interest changed by 678425 which increased total open position to 1805125
On 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 161.1, which was 40.45 higher than the previous day. The implied volatity was -, the open interest changed by 1769675 which increased total open position to 1779600
On 4 Oct NIFTY was trading at 25014.60. The strike last trading price was 120.65, which was 51.00 higher than the previous day. The implied volatity was -, the open interest changed by 129050 which increased total open position to 1755450
On 3 Oct NIFTY was trading at 25250.10. The strike last trading price was 69.65, which was 37.95 higher than the previous day. The implied volatity was -, the open interest changed by 1326325 which increased total open position to 1696200
On 1 Oct NIFTY was trading at 25796.90. The strike last trading price was 31.7, which was -15.45 lower than the previous day. The implied volatity was -, the open interest changed by -14350 which decreased total open position to 369875
On 30 Sept NIFTY was trading at 25810.85. The strike last trading price was 47.15, which was 13.65 higher than the previous day. The implied volatity was -, the open interest changed by 38750 which increased total open position to 385125
On 27 Sept NIFTY was trading at 26178.95. The strike last trading price was 33.5, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by 382400 which increased total open position to 382400
On 26 Sept NIFTY was trading at 26216.05. The strike last trading price was 33, which was -10.40 lower than the previous day. The implied volatity was -, the open interest changed by 360675 which increased total open position to 360675
On 25 Sept NIFTY was trading at 26004.15. The strike last trading price was 43.4, which was -18.20 lower than the previous day. The implied volatity was -, the open interest changed by 395700 which increased total open position to 395700
On 24 Sept NIFTY was trading at 25940.40. The strike last trading price was 61.6, which was -11.30 lower than the previous day. The implied volatity was -, the open interest changed by 64875 which increased total open position to 248425
On 23 Sept NIFTY was trading at 25939.05. The strike last trading price was 72.9, which was -4.10 lower than the previous day. The implied volatity was -, the open interest changed by 240950 which increased total open position to 240950
On 20 Sept NIFTY was trading at 25790.95. The strike last trading price was 77, which was -15.75 lower than the previous day. The implied volatity was -, the open interest changed by 183675 which increased total open position to 183675
On 19 Sept NIFTY was trading at 25415.80. The strike last trading price was 92.75, which was -33.25 lower than the previous day. The implied volatity was -, the open interest changed by 159275 which increased total open position to 159275
On 18 Sept NIFTY was trading at 25377.55. The strike last trading price was 126, which was 20.00 higher than the previous day. The implied volatity was -, the open interest changed by -43700 which decreased total open position to 137625
On 17 Sept NIFTY was trading at 25418.55. The strike last trading price was 106, which was 2.40 higher than the previous day. The implied volatity was -, the open interest changed by 60150 which increased total open position to 133775
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 103.6, which was -17.10 lower than the previous day. The implied volatity was -, the open interest changed by 111650 which increased total open position to 111650
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 120.7, which was -22.05 lower than the previous day. The implied volatity was -, the open interest changed by 101675 which increased total open position to 105575
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 142.75, which was -87.85 lower than the previous day. The implied volatity was -, the open interest changed by 55625 which increased total open position to 65725
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 230.6, which was 37.15 higher than the previous day. The implied volatity was -, the open interest changed by -5100 which decreased total open position to 65400
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 193.45, which was -49.35 lower than the previous day. The implied volatity was -, the open interest changed by 70650 which increased total open position to 70650
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 242.8, which was -46.20 lower than the previous day. The implied volatity was -, the open interest changed by -3375 which decreased total open position to 78125
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 289, which was 78.45 higher than the previous day. The implied volatity was -, the open interest changed by 76000 which increased total open position to 81350
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 210.55, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 7075 which increased total open position to 88200
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 210.7, which was 24.40 higher than the previous day. The implied volatity was -, the open interest changed by 78950 which increased total open position to 81125
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 186.3, which was -6.85 lower than the previous day. The implied volatity was -, the open interest changed by 70725 which increased total open position to 72625
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 193.15, which was 17.90 higher than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 70850
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 175.25, which was -24.75 lower than the previous day. The implied volatity was -, the open interest changed by 70050 which increased total open position to 70400
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 200, which was -21.15 lower than the previous day. The implied volatity was -, the open interest changed by 65950 which increased total open position to 66275
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 221.15, which was -3.85 lower than the previous day. The implied volatity was -, the open interest changed by 63300 which increased total open position to 63625
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 225, which was -4.85 lower than the previous day. The implied volatity was -, the open interest changed by 63550 which increased total open position to 63550
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 229.85, which was -46.85 lower than the previous day. The implied volatity was -, the open interest changed by 63250 which increased total open position to 63250
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 276.7, which was 12.45 higher than the previous day. The implied volatity was -, the open interest changed by 3175 which increased total open position to 59850
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 264.25, which was -27.90 lower than the previous day. The implied volatity was -, the open interest changed by 2300 which increased total open position to 56275
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 292.15, which was -50.80 lower than the previous day. The implied volatity was -, the open interest changed by 44275 which increased total open position to 54075
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 342.95, which was -39.15 lower than the previous day. The implied volatity was -, the open interest changed by 1775 which increased total open position to 9750
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 382.1, which was -26.65 lower than the previous day. The implied volatity was -, the open interest changed by 825 which increased total open position to 8000
On 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 408.75, which was -186.25 lower than the previous day. The implied volatity was -, the open interest changed by 3200 which increased total open position to 7200
On 14 Aug NIFTY was trading at 24143.75. The strike last trading price was 595, which was -22.60 lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 4000
On 13 Aug NIFTY was trading at 24139.00. The strike last trading price was 617.6, which was 83.60 higher than the previous day. The implied volatity was -, the open interest changed by 425 which increased total open position to 3775
On 12 Aug NIFTY was trading at 24347.00. The strike last trading price was 534, which was 14.75 higher than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 3375
On 9 Aug NIFTY was trading at 24367.50. The strike last trading price was 519.25, which was -133.75 lower than the previous day. The implied volatity was -, the open interest changed by 2650 which increased total open position to 3200
On 8 Aug NIFTY was trading at 24117.00. The strike last trading price was 653, which was -45.65 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 525
On 7 Aug NIFTY was trading at 24297.50. The strike last trading price was 698.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 0
On 6 Aug NIFTY was trading at 23992.55. The strike last trading price was 698.65, which was -115.30 lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 500
On 5 Aug NIFTY was trading at 24055.60. The strike last trading price was 813.95, which was 421.15 higher than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 350
On 2 Aug NIFTY was trading at 24702.00. The strike last trading price was 392.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 400