NIFTY
Nifty
Historical option data for NIFTY
06 Sep 2024 04:11 PM IST
| NIFTY 24400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 6 Sept | 24852.15 | 495.35 | -297.85 | 2,77,350 | 10,525 | 37,425 | ||||
| 5 Sept | 25145.10 | 793.2 | -20.80 | 33,850 | 16,325 | 26,900 | ||||
| 4 Sept | 25198.70 | 814 | -95.60 | 6,750 | 2,375 | 10,575 | ||||
| 3 Sept | 25279.85 | 909.6 | 10.65 | 5,950 | 3,475 | 8,200 | ||||
| 2 Sept | 25278.70 | 898.95 | -55.20 | 10,200 | -6,450 | 4,725 | ||||
| 30 Aug | 25235.90 | 954.15 | 113.75 | 10,525 | 8,975 | 11,175 | ||||
| 29 Aug | 25151.95 | 840.4 | 79.20 | 375 | 75 | 2,200 | ||||
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| 28 Aug | 25052.35 | 761.2 | 25.95 | 1,125 | -625 | 2,125 | ||||
| 27 Aug | 25017.75 | 735.25 | -12.45 | 1,950 | -975 | 2,750 | ||||
| 26 Aug | 25010.60 | 747.7 | 128.00 | 2,475 | 775 | 3,725 | ||||
| 23 Aug | 24823.15 | 619.7 | 14.70 | 1,400 | 175 | 2,950 | ||||
| 22 Aug | 24811.50 | 605 | 11.05 | 525 | 150 | 2,775 | ||||
| 21 Aug | 24770.20 | 593.95 | 51.95 | 1,875 | -150 | 2,625 | ||||
| 20 Aug | 24698.85 | 542 | 61.30 | 6,125 | -475 | 2,775 | ||||
| 19 Aug | 24572.65 | 480.7 | -11.30 | 2,075 | 400 | 3,250 | ||||
| 16 Aug | 24541.15 | 492 | 192.40 | 6,625 | 1,400 | 2,850 | ||||
| 14 Aug | 24143.75 | 299.6 | -9.65 | 1,250 | -75 | 1,450 | ||||
| 13 Aug | 24139.00 | 309.25 | -106.80 | 1,300 | 850 | 1,525 | ||||
| 12 Aug | 24347.00 | 416.05 | -30.95 | 1,625 | 575 | 675 | ||||
| 9 Aug | 24367.50 | 447 | 350 | 100 | 100 | |||||
For Nifty - strike price 24400 expiring on 12SEP2024
Delta for 24400 CE is -
Historical price for 24400 CE is as follows
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 495.35, which was -297.85 lower than the previous day. The implied volatity was -, the open interest changed by 10525 which increased total open position to 37425
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 793.2, which was -20.80 lower than the previous day. The implied volatity was -, the open interest changed by 16325 which increased total open position to 26900
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 814, which was -95.60 lower than the previous day. The implied volatity was -, the open interest changed by 2375 which increased total open position to 10575
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 909.6, which was 10.65 higher than the previous day. The implied volatity was -, the open interest changed by 3475 which increased total open position to 8200
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 898.95, which was -55.20 lower than the previous day. The implied volatity was -, the open interest changed by -6450 which decreased total open position to 4725
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 954.15, which was 113.75 higher than the previous day. The implied volatity was -, the open interest changed by 8975 which increased total open position to 11175
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 840.4, which was 79.20 higher than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 2200
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 761.2, which was 25.95 higher than the previous day. The implied volatity was -, the open interest changed by -625 which decreased total open position to 2125
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 735.25, which was -12.45 lower than the previous day. The implied volatity was -, the open interest changed by -975 which decreased total open position to 2750
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 747.7, which was 128.00 higher than the previous day. The implied volatity was -, the open interest changed by 775 which increased total open position to 3725
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 619.7, which was 14.70 higher than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 2950
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 605, which was 11.05 higher than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 2775
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 593.95, which was 51.95 higher than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 2625
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 542, which was 61.30 higher than the previous day. The implied volatity was -, the open interest changed by -475 which decreased total open position to 2775
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 480.7, which was -11.30 lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 3250
On 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 492, which was 192.40 higher than the previous day. The implied volatity was -, the open interest changed by 1400 which increased total open position to 2850
On 14 Aug NIFTY was trading at 24143.75. The strike last trading price was 299.6, which was -9.65 lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 1450
On 13 Aug NIFTY was trading at 24139.00. The strike last trading price was 309.25, which was -106.80 lower than the previous day. The implied volatity was -, the open interest changed by 850 which increased total open position to 1525
On 12 Aug NIFTY was trading at 24347.00. The strike last trading price was 416.05, which was -30.95 lower than the previous day. The implied volatity was -, the open interest changed by 575 which increased total open position to 675
On 9 Aug NIFTY was trading at 24367.50. The strike last trading price was 447, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 100
| NIFTY 24400 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 6 Sept | 24852.15 | 33.5 | 23.80 | 3,18,90,050 | 4,83,250 | 22,47,625 |
| 5 Sept | 25145.10 | 9.7 | -4.75 | 58,70,450 | 6,00,050 | 17,64,375 |
| 4 Sept | 25198.70 | 14.45 | 0.65 | 35,54,200 | 7,19,275 | 11,64,325 |
| 3 Sept | 25279.85 | 13.8 | -3.85 | 5,55,675 | 10,725 | 4,45,050 |
| 2 Sept | 25278.70 | 17.65 | -1.15 | 10,67,125 | -54,400 | 4,34,325 |
| 30 Aug | 25235.90 | 18.8 | -10.30 | 10,82,100 | 2,74,550 | 4,88,725 |
| 29 Aug | 25151.95 | 29.1 | -13.70 | 13,05,675 | 94,125 | 2,14,175 |
| 28 Aug | 25052.35 | 42.8 | -11.15 | 1,31,225 | 25,425 | 1,20,050 |
| 27 Aug | 25017.75 | 53.95 | -4.20 | 93,000 | 9,800 | 94,625 |
| 26 Aug | 25010.60 | 58.15 | -34.35 | 75,950 | 21,100 | 84,825 |
| 23 Aug | 24823.15 | 92.5 | 1.50 | 61,050 | 3,875 | 63,725 |
| 22 Aug | 24811.50 | 91 | -19.40 | 77,450 | 52,525 | 59,850 |
| 21 Aug | 24770.20 | 110.4 | -38.15 | 4,850 | -1,425 | 7,325 |
| 20 Aug | 24698.85 | 148.55 | -50.80 | 8,875 | 1,350 | 8,750 |
| 19 Aug | 24572.65 | 199.35 | -21.65 | 6,850 | 525 | 7,400 |
| 16 Aug | 24541.15 | 221 | -214.20 | 15,175 | 5,600 | 6,875 |
| 14 Aug | 24143.75 | 435.2 | -34.80 | 625 | 150 | 1,275 |
| 13 Aug | 24139.00 | 470 | 117.30 | 1,100 | 575 | 1,125 |
| 12 Aug | 24347.00 | 352.7 | -8.20 | 1,475 | 425 | 550 |
| 9 Aug | 24367.50 | 360.9 | 200 | 125 | 125 | |
For Nifty - strike price 24400 expiring on 12SEP2024
Delta for 24400 PE is -
Historical price for 24400 PE is as follows
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 33.5, which was 23.80 higher than the previous day. The implied volatity was -, the open interest changed by 483250 which increased total open position to 2247625
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 9.7, which was -4.75 lower than the previous day. The implied volatity was -, the open interest changed by 600050 which increased total open position to 1764375
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 14.45, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by 719275 which increased total open position to 1164325
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 13.8, which was -3.85 lower than the previous day. The implied volatity was -, the open interest changed by 10725 which increased total open position to 445050
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 17.65, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by -54400 which decreased total open position to 434325
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 18.8, which was -10.30 lower than the previous day. The implied volatity was -, the open interest changed by 274550 which increased total open position to 488725
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 29.1, which was -13.70 lower than the previous day. The implied volatity was -, the open interest changed by 94125 which increased total open position to 214175
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 42.8, which was -11.15 lower than the previous day. The implied volatity was -, the open interest changed by 25425 which increased total open position to 120050
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 53.95, which was -4.20 lower than the previous day. The implied volatity was -, the open interest changed by 9800 which increased total open position to 94625
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 58.15, which was -34.35 lower than the previous day. The implied volatity was -, the open interest changed by 21100 which increased total open position to 84825
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 92.5, which was 1.50 higher than the previous day. The implied volatity was -, the open interest changed by 3875 which increased total open position to 63725
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 91, which was -19.40 lower than the previous day. The implied volatity was -, the open interest changed by 52525 which increased total open position to 59850
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 110.4, which was -38.15 lower than the previous day. The implied volatity was -, the open interest changed by -1425 which decreased total open position to 7325
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 148.55, which was -50.80 lower than the previous day. The implied volatity was -, the open interest changed by 1350 which increased total open position to 8750
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 199.35, which was -21.65 lower than the previous day. The implied volatity was -, the open interest changed by 525 which increased total open position to 7400
On 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 221, which was -214.20 lower than the previous day. The implied volatity was -, the open interest changed by 5600 which increased total open position to 6875
On 14 Aug NIFTY was trading at 24143.75. The strike last trading price was 435.2, which was -34.80 lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 1275
On 13 Aug NIFTY was trading at 24139.00. The strike last trading price was 470, which was 117.30 higher than the previous day. The implied volatity was -, the open interest changed by 575 which increased total open position to 1125
On 12 Aug NIFTY was trading at 24347.00. The strike last trading price was 352.7, which was -8.20 lower than the previous day. The implied volatity was -, the open interest changed by 425 which increased total open position to 550
On 9 Aug NIFTY was trading at 24367.50. The strike last trading price was 360.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 125