NIFTY
Nifty
Historical option data for NIFTY
16 Sep 2024 04:11 PM IST
| NIFTY 24400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 16 Sept | 25383.75 | 1015.5 | 69.50 | 12,575 | -175 | 31,325 | ||||
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| 13 Sept | 25356.50 | 946 | 29.40 | 8,075 | -1,325 | 31,500 | ||||
| 12 Sept | 25388.90 | 916.6 | 364.60 | 39,650 | 19,725 | 32,825 | ||||
| 11 Sept | 24918.45 | 552 | -137.75 | 8,125 | 475 | 13,100 | ||||
| 10 Sept | 25041.10 | 689.75 | 81.30 | 30,325 | 3,325 | 12,625 | ||||
| 9 Sept | 24936.40 | 608.45 | 31.95 | 11,550 | 2,500 | 9,300 | ||||
| 6 Sept | 24852.15 | 576.5 | -273.50 | 18,725 | 5,500 | 6,800 | ||||
| 5 Sept | 25145.10 | 850 | 7.70 | 525 | 475 | 1,300 | ||||
| 4 Sept | 25198.70 | 842.3 | -122.35 | 275 | 825 | 825 | ||||
| 3 Sept | 25279.85 | 964.65 | 0.00 | 0 | 0 | 0 | ||||
| 2 Sept | 25278.70 | 964.65 | 0.00 | 350 | 0 | 575 | ||||
| 30 Aug | 25235.90 | 964.65 | 163.85 | 350 | 150 | 575 | ||||
| 29 Aug | 25151.95 | 800.8 | 0.35 | 800 | 175 | 425 | ||||
| 28 Aug | 25052.35 | 800.45 | -17.60 | 75 | 50 | 250 | ||||
| 27 Aug | 25017.75 | 818.05 | 187.55 | 200 | 200 | 200 | ||||
| 26 Aug | 25010.60 | 630.5 | 0.00 | 0 | 0 | 0 | ||||
| 23 Aug | 24823.15 | 630.5 | 0.00 | 0 | 0 | 0 | ||||
| 22 Aug | 24811.50 | 630.5 | 0.00 | 0 | 0 | 0 | ||||
| 21 Aug | 24770.20 | 630.5 | 22.10 | 50 | 0 | 125 | ||||
| 20 Aug | 24698.85 | 608.4 | 65.75 | 725 | -225 | 125 | ||||
| 19 Aug | 24572.65 | 542.65 | 80.60 | 1,625 | 350 | 350 | ||||
| 16 Aug | 24541.15 | 462.05 | 0 | 0 | 0 | |||||
For Nifty - strike price 24400 expiring on 19SEP2024
Delta for 24400 CE is -
Historical price for 24400 CE is as follows
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 1015.5, which was 69.50 higher than the previous day. The implied volatity was -, the open interest changed by -175 which decreased total open position to 31325
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 946, which was 29.40 higher than the previous day. The implied volatity was -, the open interest changed by -1325 which decreased total open position to 31500
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 916.6, which was 364.60 higher than the previous day. The implied volatity was -, the open interest changed by 19725 which increased total open position to 32825
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 552, which was -137.75 lower than the previous day. The implied volatity was -, the open interest changed by 475 which increased total open position to 13100
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 689.75, which was 81.30 higher than the previous day. The implied volatity was -, the open interest changed by 3325 which increased total open position to 12625
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 608.45, which was 31.95 higher than the previous day. The implied volatity was -, the open interest changed by 2500 which increased total open position to 9300
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 576.5, which was -273.50 lower than the previous day. The implied volatity was -, the open interest changed by 5500 which increased total open position to 6800
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 850, which was 7.70 higher than the previous day. The implied volatity was -, the open interest changed by 475 which increased total open position to 1300
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 842.3, which was -122.35 lower than the previous day. The implied volatity was -, the open interest changed by 825 which increased total open position to 825
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 964.65, 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 964.65, 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 575
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 964.65, which was 163.85 higher than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 575
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 800.8, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 425
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 800.45, which was -17.60 lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 250
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 818.05, which was 187.55 higher than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 200
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 630.5, 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 630.5, 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 630.5, 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 630.5, which was 22.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 125
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 608.4, which was 65.75 higher than the previous day. The implied volatity was -, the open interest changed by -225 which decreased total open position to 125
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 542.65, which was 80.60 higher than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 350
On 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 462.05, 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 |
| 16 Sept | 25383.75 | 4.5 | -2.90 | 93,76,625 | 86,225 | 12,47,850 |
| 13 Sept | 25356.50 | 7.4 | -4.10 | 84,84,225 | 2,49,400 | 11,61,625 |
| 12 Sept | 25388.90 | 11.5 | -21.75 | 94,22,850 | 2,86,700 | 9,12,225 |
| 11 Sept | 24918.45 | 33.25 | 10.20 | 26,20,125 | 1,61,150 | 6,25,525 |
| 10 Sept | 25041.10 | 23.05 | -26.80 | 18,36,200 | 89,675 | 4,64,375 |
| 9 Sept | 24936.40 | 49.85 | -45.15 | 11,08,250 | 71,800 | 3,74,700 |
| 6 Sept | 24852.15 | 95 | 58.80 | 12,28,900 | 1,62,975 | 3,02,900 |
| 5 Sept | 25145.10 | 36.2 | -8.90 | 2,35,600 | 81,400 | 1,39,925 |
| 4 Sept | 25198.70 | 45.1 | 8.00 | 1,07,300 | 39,000 | 58,525 |
| 3 Sept | 25279.85 | 37.1 | -6.90 | 21,500 | 4,500 | 19,525 |
| 2 Sept | 25278.70 | 44 | 2.90 | 20,975 | 600 | 15,025 |
| 30 Aug | 25235.90 | 41.1 | -17.65 | 16,000 | 6,600 | 14,425 |
| 29 Aug | 25151.95 | 58.75 | -24.40 | 24,850 | 2,750 | 7,825 |
| 28 Aug | 25052.35 | 83.15 | -1.85 | 5,125 | 1,775 | 5,075 |
| 27 Aug | 25017.75 | 85 | -6.00 | 575 | 275 | 3,300 |
| 26 Aug | 25010.60 | 91 | -32.85 | 1,000 | 200 | 3,025 |
| 23 Aug | 24823.15 | 123.85 | -1.20 | 2,900 | 1,875 | 2,825 |
| 22 Aug | 24811.50 | 125.05 | -22.85 | 375 | 50 | 950 |
| 21 Aug | 24770.20 | 147.9 | -35.50 | 450 | 100 | 900 |
| 20 Aug | 24698.85 | 183.4 | -50.30 | 550 | 425 | 800 |
| 19 Aug | 24572.65 | 233.7 | -315.30 | 725 | 375 | 375 |
| 16 Aug | 24541.15 | 549 | 0 | 0 | 0 | |
For Nifty - strike price 24400 expiring on 19SEP2024
Delta for 24400 PE is -
Historical price for 24400 PE is as follows
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 4.5, which was -2.90 lower than the previous day. The implied volatity was -, the open interest changed by 86225 which increased total open position to 1247850
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 7.4, which was -4.10 lower than the previous day. The implied volatity was -, the open interest changed by 249400 which increased total open position to 1161625
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 11.5, which was -21.75 lower than the previous day. The implied volatity was -, the open interest changed by 286700 which increased total open position to 912225
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 33.25, which was 10.20 higher than the previous day. The implied volatity was -, the open interest changed by 161150 which increased total open position to 625525
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 23.05, which was -26.80 lower than the previous day. The implied volatity was -, the open interest changed by 89675 which increased total open position to 464375
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 49.85, which was -45.15 lower than the previous day. The implied volatity was -, the open interest changed by 71800 which increased total open position to 374700
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 95, which was 58.80 higher than the previous day. The implied volatity was -, the open interest changed by 162975 which increased total open position to 302900
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 36.2, which was -8.90 lower than the previous day. The implied volatity was -, the open interest changed by 81400 which increased total open position to 139925
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 45.1, which was 8.00 higher than the previous day. The implied volatity was -, the open interest changed by 39000 which increased total open position to 58525
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 37.1, which was -6.90 lower than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 19525
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 44, which was 2.90 higher than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 15025
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 41.1, which was -17.65 lower than the previous day. The implied volatity was -, the open interest changed by 6600 which increased total open position to 14425
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 58.75, which was -24.40 lower than the previous day. The implied volatity was -, the open interest changed by 2750 which increased total open position to 7825
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 83.15, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by 1775 which increased total open position to 5075
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 85, which was -6.00 lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 3300
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 91, which was -32.85 lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 3025
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 123.85, which was -1.20 lower than the previous day. The implied volatity was -, the open interest changed by 1875 which increased total open position to 2825
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 125.05, which was -22.85 lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 950
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 147.9, which was -35.50 lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 900
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 183.4, which was -50.30 lower than the previous day. The implied volatity was -, the open interest changed by 425 which increased total open position to 800
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 233.7, which was -315.30 lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 375
On 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 549, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0