NIFTY
Nifty
Historical option data for NIFTY
06 Sep 2024 04:11 PM IST
| NIFTY 24450 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 6 Sept | 24852.15 | 453.55 | -293.85 | 2,12,275 | 36,025 | 43,725 | ||||
| 5 Sept | 25145.10 | 747.4 | -10.70 | 10,225 | 5,750 | 7,700 | ||||
| 4 Sept | 25198.70 | 758.1 | -118.75 | 2,675 | 1,300 | 1,950 | ||||
| 3 Sept | 25279.85 | 876.85 | 7.55 | 250 | 0 | 650 | ||||
| 2 Sept | 25278.70 | 869.3 | 9.65 | 50 | 25 | 650 | ||||
| 30 Aug | 25235.90 | 859.65 | 59.65 | 300 | 150 | 625 | ||||
| 29 Aug | 25151.95 | 800 | 75.40 | 350 | 0 | 475 | ||||
| 28 Aug | 25052.35 | 724.6 | 0.00 | 75 | 25 | 475 | ||||
| 27 Aug | 25017.75 | 724.6 | 0.00 | 25 | 0 | 450 | ||||
| 26 Aug | 25010.60 | 724.6 | 158.60 | 325 | 100 | 450 | ||||
| 23 Aug | 24823.15 | 566 | 15.45 | 400 | 350 | 350 | ||||
| 22 Aug | 24811.50 | 550.55 | 0.00 | 0 | 25 | 0 | ||||
| 21 Aug | 24770.20 | 550.55 | 48.15 | 250 | 25 | 325 | ||||
| 20 Aug | 24698.85 | 502.4 | 57.40 | 200 | -50 | 300 | ||||
| 19 Aug | 24572.65 | 445 | 33.00 | 250 | -25 | 350 | ||||
| 16 Aug | 24541.15 | 412 | 139.30 | 250 | -100 | 375 | ||||
| 14 Aug | 24143.75 | 272.7 | -12.45 | 200 | 25 | 475 | ||||
| 13 Aug | 24139.00 | 285.15 | -74.85 | 2,425 | 450 | 450 | ||||
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| 12 Aug | 24347.00 | 360 | -68.25 | 75 | 0 | 0 | ||||
| 9 Aug | 24367.50 | 428.25 | 0 | 0 | 0 | |||||
For Nifty - strike price 24450 expiring on 12SEP2024
Delta for 24450 CE is -
Historical price for 24450 CE is as follows
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 453.55, which was -293.85 lower than the previous day. The implied volatity was -, the open interest changed by 36025 which increased total open position to 43725
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 747.4, which was -10.70 lower than the previous day. The implied volatity was -, the open interest changed by 5750 which increased total open position to 7700
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 758.1, which was -118.75 lower than the previous day. The implied volatity was -, the open interest changed by 1300 which increased total open position to 1950
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 876.85, which was 7.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 650
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 869.3, which was 9.65 higher than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 650
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 859.65, which was 59.65 higher than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 625
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 800, which was 75.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 475
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 724.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 475
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 724.6, 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 450
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 724.6, which was 158.60 higher than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 450
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 566, which was 15.45 higher than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 350
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 550.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 0
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 550.55, which was 48.15 higher than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 325
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 502.4, which was 57.40 higher than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 300
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 445, which was 33.00 higher than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 350
On 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 412, which was 139.30 higher than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 375
On 14 Aug NIFTY was trading at 24143.75. The strike last trading price was 272.7, which was -12.45 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 475
On 13 Aug NIFTY was trading at 24139.00. The strike last trading price was 285.15, which was -74.85 lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 450
On 12 Aug NIFTY was trading at 24347.00. The strike last trading price was 360, which was -68.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Aug NIFTY was trading at 24367.50. The strike last trading price was 428.25, 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 24450 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 6 Sept | 24852.15 | 38.1 | 30.60 | 1,85,12,650 | -50,875 | 17,81,900 |
| 5 Sept | 25145.10 | 7.5 | -9.00 | 32,44,725 | 1,96,100 | 18,32,775 |
| 4 Sept | 25198.70 | 16.5 | 0.60 | 36,10,925 | 14,75,950 | 16,36,675 |
| 3 Sept | 25279.85 | 15.9 | -5.90 | 3,18,600 | 60,900 | 1,60,725 |
| 2 Sept | 25278.70 | 21.8 | 1.60 | 3,29,125 | -10,000 | 99,825 |
| 30 Aug | 25235.90 | 20.2 | -8.50 | 3,40,675 | -7,075 | 1,09,825 |
| 29 Aug | 25151.95 | 28.7 | -21.25 | 7,26,450 | 1,11,650 | 1,16,900 |
| 28 Aug | 25052.35 | 49.95 | -7.55 | 8,150 | 2,950 | 5,250 |
| 27 Aug | 25017.75 | 57.5 | -4.75 | 6,225 | 1,925 | 2,300 |
| 26 Aug | 25010.60 | 62.25 | -32.25 | 225 | 100 | 375 |
| 23 Aug | 24823.15 | 94.5 | -73.65 | 125 | 275 | 275 |
| 22 Aug | 24811.50 | 168.15 | 0.00 | 0 | 150 | 0 |
| 21 Aug | 24770.20 | 168.15 | 0.00 | 0 | 150 | 0 |
| 20 Aug | 24698.85 | 168.15 | -50.05 | 400 | 150 | 250 |
| 19 Aug | 24572.65 | 218.2 | -373.40 | 175 | 100 | 100 |
| 16 Aug | 24541.15 | 591.6 | 0.00 | 0 | 0 | 0 |
| 14 Aug | 24143.75 | 591.6 | 0.00 | 0 | 0 | 0 |
| 13 Aug | 24139.00 | 591.6 | 0.00 | 0 | 0 | 0 |
| 12 Aug | 24347.00 | 591.6 | 0.00 | 0 | 0 | 0 |
| 9 Aug | 24367.50 | 591.6 | 0 | 0 | 0 | |
For Nifty - strike price 24450 expiring on 12SEP2024
Delta for 24450 PE is -
Historical price for 24450 PE is as follows
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 38.1, which was 30.60 higher than the previous day. The implied volatity was -, the open interest changed by -50875 which decreased total open position to 1781900
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 7.5, which was -9.00 lower than the previous day. The implied volatity was -, the open interest changed by 196100 which increased total open position to 1832775
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 16.5, which was 0.60 higher than the previous day. The implied volatity was -, the open interest changed by 1475950 which increased total open position to 1636675
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 15.9, which was -5.90 lower than the previous day. The implied volatity was -, the open interest changed by 60900 which increased total open position to 160725
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 21.8, which was 1.60 higher than the previous day. The implied volatity was -, the open interest changed by -10000 which decreased total open position to 99825
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 20.2, which was -8.50 lower than the previous day. The implied volatity was -, the open interest changed by -7075 which decreased total open position to 109825
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 28.7, which was -21.25 lower than the previous day. The implied volatity was -, the open interest changed by 111650 which increased total open position to 116900
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 49.95, which was -7.55 lower than the previous day. The implied volatity was -, the open interest changed by 2950 which increased total open position to 5250
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 57.5, which was -4.75 lower than the previous day. The implied volatity was -, the open interest changed by 1925 which increased total open position to 2300
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 62.25, which was -32.25 lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 375
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 94.5, which was -73.65 lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 275
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 168.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 0
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 168.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 0
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 168.15, which was -50.05 lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 250
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 218.2, which was -373.40 lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 100
On 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 591.6, 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 14 Aug NIFTY was trading at 24143.75. The strike last trading price was 591.6, 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 Aug NIFTY was trading at 24139.00. The strike last trading price was 591.6, 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 12 Aug NIFTY was trading at 24347.00. The strike last trading price was 591.6, 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 9 Aug NIFTY was trading at 24367.50. The strike last trading price was 591.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0