NIFTY
Nifty
Historical option data for NIFTY
06 Sep 2024 04:11 PM IST
| NIFTY 24500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 6 Sept | 24852.15 | 415.85 | -283.25 | 24,71,500 | 1,42,750 | 2,56,600 | ||||
| 5 Sept | 25145.10 | 699.1 | -15.45 | 1,17,600 | 55,525 | 1,13,850 | ||||
| 4 Sept | 25198.70 | 714.55 | -94.20 | 1,11,150 | 21,300 | 58,325 | ||||
| 3 Sept | 25279.85 | 808.75 | 5.95 | 23,650 | 16,025 | 37,025 | ||||
| 2 Sept | 25278.70 | 802.8 | -52.35 | 24,725 | -1,600 | 21,000 | ||||
| 30 Aug | 25235.90 | 855.15 | 99.25 | 12,525 | 2,125 | 22,600 | ||||
| 29 Aug | 25151.95 | 755.9 | 78.40 | 18,575 | 9,100 | 20,475 | ||||
| 28 Aug | 25052.35 | 677.5 | 35.25 | 7,500 | 2,575 | 11,375 | ||||
|
|
||||||||||
| 27 Aug | 25017.75 | 642.25 | -44.65 | 2,950 | 175 | 8,800 | ||||
| 26 Aug | 25010.60 | 686.9 | 140.15 | 12,975 | 350 | 8,625 | ||||
| 23 Aug | 24823.15 | 546.75 | 17.80 | 9,650 | 1,650 | 8,275 | ||||
| 22 Aug | 24811.50 | 528.95 | 13.95 | 7,925 | -750 | 6,625 | ||||
| 21 Aug | 24770.20 | 515 | 50.00 | 8,750 | 175 | 7,375 | ||||
| 20 Aug | 24698.85 | 465 | 58.00 | 6,125 | 750 | 7,200 | ||||
| 19 Aug | 24572.65 | 407 | -16.00 | 8,325 | -575 | 6,450 | ||||
| 16 Aug | 24541.15 | 423 | 170.70 | 22,175 | 4,775 | 7,025 | ||||
| 14 Aug | 24143.75 | 252.3 | -14.30 | 2,900 | -725 | 2,250 | ||||
| 13 Aug | 24139.00 | 266.6 | -73.45 | 3,975 | 1,725 | 2,975 | ||||
| 12 Aug | 24347.00 | 340.05 | -42.30 | 2,100 | 1,025 | 1,250 | ||||
| 9 Aug | 24367.50 | 382.35 | 525 | 225 | 225 | |||||
For Nifty - strike price 24500 expiring on 12SEP2024
Delta for 24500 CE is -
Historical price for 24500 CE is as follows
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 415.85, which was -283.25 lower than the previous day. The implied volatity was -, the open interest changed by 142750 which increased total open position to 256600
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 699.1, which was -15.45 lower than the previous day. The implied volatity was -, the open interest changed by 55525 which increased total open position to 113850
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 714.55, which was -94.20 lower than the previous day. The implied volatity was -, the open interest changed by 21300 which increased total open position to 58325
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 808.75, which was 5.95 higher than the previous day. The implied volatity was -, the open interest changed by 16025 which increased total open position to 37025
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 802.8, which was -52.35 lower than the previous day. The implied volatity was -, the open interest changed by -1600 which decreased total open position to 21000
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 855.15, which was 99.25 higher than the previous day. The implied volatity was -, the open interest changed by 2125 which increased total open position to 22600
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 755.9, which was 78.40 higher than the previous day. The implied volatity was -, the open interest changed by 9100 which increased total open position to 20475
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 677.5, which was 35.25 higher than the previous day. The implied volatity was -, the open interest changed by 2575 which increased total open position to 11375
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 642.25, which was -44.65 lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 8800
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 686.9, which was 140.15 higher than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 8625
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 546.75, which was 17.80 higher than the previous day. The implied volatity was -, the open interest changed by 1650 which increased total open position to 8275
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 528.95, which was 13.95 higher than the previous day. The implied volatity was -, the open interest changed by -750 which decreased total open position to 6625
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 515, which was 50.00 higher than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 7375
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 465, which was 58.00 higher than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 7200
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 407, which was -16.00 lower than the previous day. The implied volatity was -, the open interest changed by -575 which decreased total open position to 6450
On 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 423, which was 170.70 higher than the previous day. The implied volatity was -, the open interest changed by 4775 which increased total open position to 7025
On 14 Aug NIFTY was trading at 24143.75. The strike last trading price was 252.3, which was -14.30 lower than the previous day. The implied volatity was -, the open interest changed by -725 which decreased total open position to 2250
On 13 Aug NIFTY was trading at 24139.00. The strike last trading price was 266.6, which was -73.45 lower than the previous day. The implied volatity was -, the open interest changed by 1725 which increased total open position to 2975
On 12 Aug NIFTY was trading at 24347.00. The strike last trading price was 340.05, which was -42.30 lower than the previous day. The implied volatity was -, the open interest changed by 1025 which increased total open position to 1250
On 9 Aug NIFTY was trading at 24367.50. The strike last trading price was 382.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 225
| NIFTY 24500 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 6 Sept | 24852.15 | 46.5 | 33.70 | 5,35,44,850 | 7,13,525 | 42,95,850 |
| 5 Sept | 25145.10 | 12.8 | -6.05 | 85,08,175 | 11,18,825 | 35,82,325 |
| 4 Sept | 25198.70 | 18.85 | 0.65 | 59,92,600 | 12,73,600 | 24,63,500 |
| 3 Sept | 25279.85 | 18.2 | -5.95 | 20,56,725 | 3,96,575 | 11,89,900 |
| 2 Sept | 25278.70 | 24.15 | 0.55 | 20,01,850 | 2,53,125 | 7,93,325 |
| 30 Aug | 25235.90 | 23.6 | -11.40 | 12,29,900 | 82,400 | 5,40,200 |
| 29 Aug | 25151.95 | 35 | -17.00 | 18,99,450 | 1,27,225 | 4,57,800 |
| 28 Aug | 25052.35 | 52 | -14.45 | 5,23,150 | 1,32,325 | 3,30,575 |
| 27 Aug | 25017.75 | 66.45 | -3.60 | 3,06,100 | 1,04,025 | 1,98,250 |
| 26 Aug | 25010.60 | 70.05 | -41.10 | 1,78,250 | 41,300 | 94,225 |
| 23 Aug | 24823.15 | 111.15 | -2.85 | 1,17,850 | 4,475 | 52,925 |
| 22 Aug | 24811.50 | 114 | -25.00 | 47,325 | 14,900 | 48,450 |
| 21 Aug | 24770.20 | 139 | -38.20 | 32,850 | 11,000 | 33,550 |
| 20 Aug | 24698.85 | 177.2 | -55.80 | 17,600 | 4,575 | 22,550 |
| 19 Aug | 24572.65 | 233 | -24.70 | 45,600 | 8,100 | 17,975 |
| 16 Aug | 24541.15 | 257.7 | -252.30 | 26,250 | 9,875 | 9,875 |
| 14 Aug | 24143.75 | 510 | 0.00 | 0 | 225 | 0 |
| 13 Aug | 24139.00 | 510 | 105.00 | 1,125 | 225 | 575 |
| 12 Aug | 24347.00 | 405 | -2.40 | 825 | 250 | 350 |
| 9 Aug | 24367.50 | 407.4 | 125 | 100 | 100 | |
For Nifty - strike price 24500 expiring on 12SEP2024
Delta for 24500 PE is -
Historical price for 24500 PE is as follows
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 46.5, which was 33.70 higher than the previous day. The implied volatity was -, the open interest changed by 713525 which increased total open position to 4295850
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 12.8, which was -6.05 lower than the previous day. The implied volatity was -, the open interest changed by 1118825 which increased total open position to 3582325
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 18.85, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by 1273600 which increased total open position to 2463500
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 18.2, which was -5.95 lower than the previous day. The implied volatity was -, the open interest changed by 396575 which increased total open position to 1189900
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 24.15, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 253125 which increased total open position to 793325
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 23.6, which was -11.40 lower than the previous day. The implied volatity was -, the open interest changed by 82400 which increased total open position to 540200
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 35, which was -17.00 lower than the previous day. The implied volatity was -, the open interest changed by 127225 which increased total open position to 457800
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 52, which was -14.45 lower than the previous day. The implied volatity was -, the open interest changed by 132325 which increased total open position to 330575
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 66.45, which was -3.60 lower than the previous day. The implied volatity was -, the open interest changed by 104025 which increased total open position to 198250
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 70.05, which was -41.10 lower than the previous day. The implied volatity was -, the open interest changed by 41300 which increased total open position to 94225
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 111.15, which was -2.85 lower than the previous day. The implied volatity was -, the open interest changed by 4475 which increased total open position to 52925
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 114, which was -25.00 lower than the previous day. The implied volatity was -, the open interest changed by 14900 which increased total open position to 48450
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 139, which was -38.20 lower than the previous day. The implied volatity was -, the open interest changed by 11000 which increased total open position to 33550
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 177.2, which was -55.80 lower than the previous day. The implied volatity was -, the open interest changed by 4575 which increased total open position to 22550
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 233, which was -24.70 lower than the previous day. The implied volatity was -, the open interest changed by 8100 which increased total open position to 17975
On 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 257.7, which was -252.30 lower than the previous day. The implied volatity was -, the open interest changed by 9875 which increased total open position to 9875
On 14 Aug NIFTY was trading at 24143.75. The strike last trading price was 510, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 0
On 13 Aug NIFTY was trading at 24139.00. The strike last trading price was 510, which was 105.00 higher than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 575
On 12 Aug NIFTY was trading at 24347.00. The strike last trading price was 405, which was -2.40 lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 350
On 9 Aug NIFTY was trading at 24367.50. The strike last trading price was 407.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 100