NIFTY
Nifty
Historical option data for NIFTY
29 Oct 2024 04:11 PM IST
NIFTY 24500 CE | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
29 Oct | 24466.85 | 73.95 | 24.60 | 13,88,62,725 | -11,46,850 | 71,95,875 | ||||
28 Oct | 24339.15 | 49.35 | 6.70 | 12,29,75,625 | 8,49,875 | 84,41,025 | ||||
25 Oct | 24180.80 | 42.65 | -101.35 | 6,65,04,825 | -36,62,025 | 75,91,150 | ||||
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24 Oct | 24399.40 | 144 | -30.95 | 2,51,28,950 | 6,22,650 | 59,26,925 | ||||
23 Oct | 24435.50 | 174.95 | -45.05 | 1,25,27,675 | -1,54,375 | 26,01,725 | ||||
22 Oct | 24472.10 | 220 | -149.00 | 36,25,000 | 6,26,575 | 13,49,325 | ||||
21 Oct | 24781.10 | 369 | -168.10 | 13,72,000 | 3,87,075 | 7,31,100 | ||||
18 Oct | 24854.05 | 537.1 | 84.75 | 16,09,900 | 5,40,825 | 7,19,625 | ||||
17 Oct | 24749.85 | 452.35 | -149.35 | 6,90,050 | 6,33,625 | 6,93,250 | ||||
16 Oct | 24971.30 | 601.7 | -97.05 | 2,44,400 | 4,31,625 | 5,79,400 | ||||
15 Oct | 25057.35 | 698.75 | -88.25 | 1,62,325 | 4,31,725 | 5,77,725 | ||||
14 Oct | 25127.95 | 787 | 136.10 | 1,20,375 | 4,00,225 | 5,75,950 | ||||
11 Oct | 24964.25 | 650.9 | -79.30 | 1,87,700 | 4,37,700 | 5,93,250 | ||||
10 Oct | 24998.45 | 730.2 | -13.50 | 3,07,150 | 6,13,575 | 6,15,125 | ||||
9 Oct | 24981.95 | 743.7 | -37.30 | 4,95,700 | 4,99,325 | 5,69,825 | ||||
8 Oct | 25013.15 | 781 | 97.05 | 6,71,000 | 3,62,650 | 4,41,000 | ||||
7 Oct | 24795.75 | 683.95 | -146.05 | 6,98,975 | 4,70,975 | 4,92,250 | ||||
4 Oct | 25014.60 | 830 | -227.25 | 2,66,475 | 3,41,600 | 3,41,600 | ||||
3 Oct | 25250.10 | 1057.25 | -438.55 | 92,475 | 3,04,875 | 3,04,875 | ||||
1 Oct | 25796.90 | 1495.8 | -30.75 | 22,000 | -1,400 | 3,08,725 | ||||
30 Sept | 25810.85 | 1526.55 | -323.45 | 45,150 | 2,53,000 | 3,10,275 | ||||
27 Sept | 26178.95 | 1850 | 60.00 | 51,075 | 3,32,925 | 3,32,925 | ||||
26 Sept | 26216.05 | 1790 | 121.85 | 1,47,600 | 3,35,800 | 3,35,800 | ||||
25 Sept | 26004.15 | 1668.15 | 25.00 | 59,650 | 2,91,675 | 2,91,675 | ||||
24 Sept | 25940.40 | 1643.15 | 34.65 | 32,350 | 2,55,350 | 2,66,500 | ||||
23 Sept | 25939.05 | 1608.5 | 135.30 | 42,500 | 2,60,425 | 2,60,425 | ||||
20 Sept | 25790.95 | 1473.2 | 265.20 | 1,39,200 | 2,55,700 | 2,55,700 | ||||
19 Sept | 25415.80 | 1208 | 81.75 | 1,41,525 | 2,40,750 | 2,40,775 | ||||
18 Sept | 25377.55 | 1126.25 | -52.80 | 43,725 | 2,59,125 | 2,59,125 | ||||
17 Sept | 25418.55 | 1179.05 | 4.05 | 37,725 | 2,46,475 | 2,51,425 | ||||
16 Sept | 25383.75 | 1175 | 75.00 | 27,775 | 2,58,050 | 2,58,075 | ||||
13 Sept | 25356.50 | 1100 | 2.85 | 35,425 | 2,49,225 | 2,49,250 | ||||
12 Sept | 25388.90 | 1097.15 | 267.40 | 65,975 | 2,51,825 | 2,51,825 | ||||
11 Sept | 24918.45 | 829.75 | -101.00 | 81,125 | 2,62,725 | 2,62,725 | ||||
10 Sept | 25041.10 | 930.75 | 50.25 | 49,625 | 2,21,875 | 2,21,875 | ||||
9 Sept | 24936.40 | 880.5 | 22.50 | 90,925 | 2,25,075 | 2,25,075 | ||||
6 Sept | 24852.15 | 858 | -230.85 | 56,025 | 5,275 | 2,05,675 | ||||
5 Sept | 25145.10 | 1088.85 | -14.30 | 24,500 | -11,900 | 2,00,375 | ||||
4 Sept | 25198.70 | 1103.15 | -69.85 | 19,125 | -3,100 | 2,12,300 | ||||
3 Sept | 25279.85 | 1173 | 2.50 | 14,500 | -2,450 | 2,15,400 | ||||
2 Sept | 25278.70 | 1170.5 | -25.10 | 40,200 | 4,375 | 2,17,875 | ||||
30 Aug | 25235.90 | 1195.6 | 106.25 | 29,500 | -4,300 | 2,13,550 | ||||
29 Aug | 25151.95 | 1089.35 | 66.35 | 72,950 | 26,525 | 2,17,725 | ||||
28 Aug | 25052.35 | 1023 | 28.00 | 26,050 | -950 | 1,91,300 | ||||
27 Aug | 25017.75 | 995 | -35.00 | 13,125 | -3,050 | 1,92,250 | ||||
26 Aug | 25010.60 | 1030 | 130.00 | 29,075 | 1,95,350 | 1,95,350 | ||||
23 Aug | 24823.15 | 900 | 18.85 | 35,550 | 13,675 | 2,03,650 | ||||
22 Aug | 24811.50 | 881.15 | 7.15 | 27,375 | 6,525 | 1,90,000 | ||||
21 Aug | 24770.20 | 874 | 44.70 | 24,325 | 6,450 | 1,83,825 | ||||
20 Aug | 24698.85 | 829.3 | 62.15 | 43,525 | 15,350 | 1,78,375 | ||||
19 Aug | 24572.65 | 767.15 | -20.70 | 55,325 | 7,100 | 1,63,150 | ||||
16 Aug | 24541.15 | 787.85 | 208.25 | 87,050 | 38,675 | 1,55,375 | ||||
14 Aug | 24143.75 | 579.6 | -11.05 | 26,600 | 8,975 | 1,18,175 | ||||
13 Aug | 24139.00 | 590.65 | -104.40 | 27,650 | 6,650 | 1,09,300 | ||||
12 Aug | 24347.00 | 695.05 | -21.15 | 28,900 | 5,225 | 1,02,725 | ||||
9 Aug | 24367.50 | 716.2 | 86.70 | 52,650 | 3,575 | 98,600 | ||||
8 Aug | 24117.00 | 629.5 | -91.00 | 1,08,350 | 44,925 | 94,350 | ||||
7 Aug | 24297.50 | 720.5 | 116.50 | 49,300 | 21,575 | 49,425 | ||||
6 Aug | 23992.55 | 604 | -42.75 | 33,500 | 3,700 | 27,750 | ||||
5 Aug | 24055.60 | 646.75 | -266.25 | 41,750 | 10,300 | 24,100 | ||||
2 Aug | 24702.00 | 913.00 | 7,025 | 3,400 | 13,800 |
For Nifty - strike price 24500 expiring on 31OCT2024
Delta for 24500 CE is -
Historical price for 24500 CE is as follows
On 29 Oct NIFTY was trading at 24466.85. The strike last trading price was 73.95, which was 24.60 higher than the previous day. The implied volatity was -, the open interest changed by -1146850 which decreased total open position to 7195875
On 28 Oct NIFTY was trading at 24339.15. The strike last trading price was 49.35, which was 6.70 higher than the previous day. The implied volatity was -, the open interest changed by 849875 which increased total open position to 8441025
On 25 Oct NIFTY was trading at 24180.80. The strike last trading price was 42.65, which was -101.35 lower than the previous day. The implied volatity was -, the open interest changed by -3662025 which decreased total open position to 7591150
On 24 Oct NIFTY was trading at 24399.40. The strike last trading price was 144, which was -30.95 lower than the previous day. The implied volatity was -, the open interest changed by 622650 which increased total open position to 5926925
On 23 Oct NIFTY was trading at 24435.50. The strike last trading price was 174.95, which was -45.05 lower than the previous day. The implied volatity was -, the open interest changed by -154375 which decreased total open position to 2601725
On 22 Oct NIFTY was trading at 24472.10. The strike last trading price was 220, which was -149.00 lower than the previous day. The implied volatity was -, the open interest changed by 626575 which increased total open position to 1349325
On 21 Oct NIFTY was trading at 24781.10. The strike last trading price was 369, which was -168.10 lower than the previous day. The implied volatity was -, the open interest changed by 387075 which increased total open position to 731100
On 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 537.1, which was 84.75 higher than the previous day. The implied volatity was -, the open interest changed by 540825 which increased total open position to 719625
On 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 452.35, which was -149.35 lower than the previous day. The implied volatity was -, the open interest changed by 633625 which increased total open position to 693250
On 16 Oct NIFTY was trading at 24971.30. The strike last trading price was 601.7, which was -97.05 lower than the previous day. The implied volatity was -, the open interest changed by 431625 which increased total open position to 579400
On 15 Oct NIFTY was trading at 25057.35. The strike last trading price was 698.75, which was -88.25 lower than the previous day. The implied volatity was -, the open interest changed by 431725 which increased total open position to 577725
On 14 Oct NIFTY was trading at 25127.95. The strike last trading price was 787, which was 136.10 higher than the previous day. The implied volatity was -, the open interest changed by 400225 which increased total open position to 575950
On 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 650.9, which was -79.30 lower than the previous day. The implied volatity was -, the open interest changed by 437700 which increased total open position to 593250
On 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 730.2, which was -13.50 lower than the previous day. The implied volatity was -, the open interest changed by 613575 which increased total open position to 615125
On 9 Oct NIFTY was trading at 24981.95. The strike last trading price was 743.7, which was -37.30 lower than the previous day. The implied volatity was -, the open interest changed by 499325 which increased total open position to 569825
On 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 781, which was 97.05 higher than the previous day. The implied volatity was -, the open interest changed by 362650 which increased total open position to 441000
On 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 683.95, which was -146.05 lower than the previous day. The implied volatity was -, the open interest changed by 470975 which increased total open position to 492250
On 4 Oct NIFTY was trading at 25014.60. The strike last trading price was 830, which was -227.25 lower than the previous day. The implied volatity was -, the open interest changed by 341600 which increased total open position to 341600
On 3 Oct NIFTY was trading at 25250.10. The strike last trading price was 1057.25, which was -438.55 lower than the previous day. The implied volatity was -, the open interest changed by 304875 which increased total open position to 304875
On 1 Oct NIFTY was trading at 25796.90. The strike last trading price was 1495.8, which was -30.75 lower than the previous day. The implied volatity was -, the open interest changed by -1400 which decreased total open position to 308725
On 30 Sept NIFTY was trading at 25810.85. The strike last trading price was 1526.55, which was -323.45 lower than the previous day. The implied volatity was -, the open interest changed by 253000 which increased total open position to 310275
On 27 Sept NIFTY was trading at 26178.95. The strike last trading price was 1850, which was 60.00 higher than the previous day. The implied volatity was -, the open interest changed by 332925 which increased total open position to 332925
On 26 Sept NIFTY was trading at 26216.05. The strike last trading price was 1790, which was 121.85 higher than the previous day. The implied volatity was -, the open interest changed by 335800 which increased total open position to 335800
On 25 Sept NIFTY was trading at 26004.15. The strike last trading price was 1668.15, which was 25.00 higher than the previous day. The implied volatity was -, the open interest changed by 291675 which increased total open position to 291675
On 24 Sept NIFTY was trading at 25940.40. The strike last trading price was 1643.15, which was 34.65 higher than the previous day. The implied volatity was -, the open interest changed by 255350 which increased total open position to 266500
On 23 Sept NIFTY was trading at 25939.05. The strike last trading price was 1608.5, which was 135.30 higher than the previous day. The implied volatity was -, the open interest changed by 260425 which increased total open position to 260425
On 20 Sept NIFTY was trading at 25790.95. The strike last trading price was 1473.2, which was 265.20 higher than the previous day. The implied volatity was -, the open interest changed by 255700 which increased total open position to 255700
On 19 Sept NIFTY was trading at 25415.80. The strike last trading price was 1208, which was 81.75 higher than the previous day. The implied volatity was -, the open interest changed by 240750 which increased total open position to 240775
On 18 Sept NIFTY was trading at 25377.55. The strike last trading price was 1126.25, which was -52.80 lower than the previous day. The implied volatity was -, the open interest changed by 259125 which increased total open position to 259125
On 17 Sept NIFTY was trading at 25418.55. The strike last trading price was 1179.05, which was 4.05 higher than the previous day. The implied volatity was -, the open interest changed by 246475 which increased total open position to 251425
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 1175, which was 75.00 higher than the previous day. The implied volatity was -, the open interest changed by 258050 which increased total open position to 258075
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 1100, which was 2.85 higher than the previous day. The implied volatity was -, the open interest changed by 249225 which increased total open position to 249250
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 1097.15, which was 267.40 higher than the previous day. The implied volatity was -, the open interest changed by 251825 which increased total open position to 251825
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 829.75, which was -101.00 lower than the previous day. The implied volatity was -, the open interest changed by 262725 which increased total open position to 262725
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 930.75, which was 50.25 higher than the previous day. The implied volatity was -, the open interest changed by 221875 which increased total open position to 221875
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 880.5, which was 22.50 higher than the previous day. The implied volatity was -, the open interest changed by 225075 which increased total open position to 225075
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 858, which was -230.85 lower than the previous day. The implied volatity was -, the open interest changed by 5275 which increased total open position to 205675
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 1088.85, which was -14.30 lower than the previous day. The implied volatity was -, the open interest changed by -11900 which decreased total open position to 200375
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 1103.15, which was -69.85 lower than the previous day. The implied volatity was -, the open interest changed by -3100 which decreased total open position to 212300
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 1173, which was 2.50 higher than the previous day. The implied volatity was -, the open interest changed by -2450 which decreased total open position to 215400
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 1170.5, which was -25.10 lower than the previous day. The implied volatity was -, the open interest changed by 4375 which increased total open position to 217875
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 1195.6, which was 106.25 higher than the previous day. The implied volatity was -, the open interest changed by -4300 which decreased total open position to 213550
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 1089.35, which was 66.35 higher than the previous day. The implied volatity was -, the open interest changed by 26525 which increased total open position to 217725
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 1023, which was 28.00 higher than the previous day. The implied volatity was -, the open interest changed by -950 which decreased total open position to 191300
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 995, which was -35.00 lower than the previous day. The implied volatity was -, the open interest changed by -3050 which decreased total open position to 192250
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 1030, which was 130.00 higher than the previous day. The implied volatity was -, the open interest changed by 195350 which increased total open position to 195350
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 900, which was 18.85 higher than the previous day. The implied volatity was -, the open interest changed by 13675 which increased total open position to 203650
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 881.15, which was 7.15 higher than the previous day. The implied volatity was -, the open interest changed by 6525 which increased total open position to 190000
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 874, which was 44.70 higher than the previous day. The implied volatity was -, the open interest changed by 6450 which increased total open position to 183825
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 829.3, which was 62.15 higher than the previous day. The implied volatity was -, the open interest changed by 15350 which increased total open position to 178375
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 767.15, which was -20.70 lower than the previous day. The implied volatity was -, the open interest changed by 7100 which increased total open position to 163150
On 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 787.85, which was 208.25 higher than the previous day. The implied volatity was -, the open interest changed by 38675 which increased total open position to 155375
On 14 Aug NIFTY was trading at 24143.75. The strike last trading price was 579.6, which was -11.05 lower than the previous day. The implied volatity was -, the open interest changed by 8975 which increased total open position to 118175
On 13 Aug NIFTY was trading at 24139.00. The strike last trading price was 590.65, which was -104.40 lower than the previous day. The implied volatity was -, the open interest changed by 6650 which increased total open position to 109300
On 12 Aug NIFTY was trading at 24347.00. The strike last trading price was 695.05, which was -21.15 lower than the previous day. The implied volatity was -, the open interest changed by 5225 which increased total open position to 102725
On 9 Aug NIFTY was trading at 24367.50. The strike last trading price was 716.2, which was 86.70 higher than the previous day. The implied volatity was -, the open interest changed by 3575 which increased total open position to 98600
On 8 Aug NIFTY was trading at 24117.00. The strike last trading price was 629.5, which was -91.00 lower than the previous day. The implied volatity was -, the open interest changed by 44925 which increased total open position to 94350
On 7 Aug NIFTY was trading at 24297.50. The strike last trading price was 720.5, which was 116.50 higher than the previous day. The implied volatity was -, the open interest changed by 21575 which increased total open position to 49425
On 6 Aug NIFTY was trading at 23992.55. The strike last trading price was 604, which was -42.75 lower than the previous day. The implied volatity was -, the open interest changed by 3700 which increased total open position to 27750
On 5 Aug NIFTY was trading at 24055.60. The strike last trading price was 646.75, which was -266.25 lower than the previous day. The implied volatity was -, the open interest changed by 10300 which increased total open position to 24100
On 2 Aug NIFTY was trading at 24702.00. The strike last trading price was 913.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3400 which increased total open position to 13800
NIFTY 24500 PE | ||||||
---|---|---|---|---|---|---|
Date | Close | Ltp | Change | Volume | Change OI | OI |
29 Oct | 24466.85 | 101.3 | -82.85 | 3,22,59,325 | 6,28,050 | 55,58,025 |
28 Oct | 24339.15 | 184.15 | -142.10 | 4,06,73,800 | 2,46,725 | 51,66,575 |
25 Oct | 24180.80 | 326.25 | 152.85 | 2,23,03,000 | 30,70,275 | 49,19,850 |
24 Oct | 24399.40 | 173.4 | -18.60 | 1,86,19,500 | 31,26,675 | 59,71,575 |
23 Oct | 24435.50 | 192 | 2.00 | 2,01,13,300 | 13,25,050 | 47,75,100 |
22 Oct | 24472.10 | 190 | 80.05 | 1,26,77,225 | 7,18,300 | 41,83,900 |
21 Oct | 24781.10 | 109.95 | 42.95 | 73,29,400 | 5,73,525 | 42,00,450 |
18 Oct | 24854.05 | 67 | -44.15 | 76,54,325 | 19,59,850 | 42,09,500 |
17 Oct | 24749.85 | 111.15 | 38.35 | 54,10,350 | 1,12,450 | 44,40,075 |
16 Oct | 24971.30 | 72.8 | 8.80 | 36,06,000 | 37,65,075 | 43,34,325 |
15 Oct | 25057.35 | 64 | 9.95 | 26,19,900 | 34,89,950 | 39,79,650 |
14 Oct | 25127.95 | 54.05 | -51.00 | 25,78,525 | 36,94,225 | 39,30,450 |
11 Oct | 24964.25 | 105.05 | 4.00 | 29,88,700 | 37,28,300 | 38,53,400 |
10 Oct | 24998.45 | 101.05 | -21.95 | 39,99,350 | 40,89,775 | 41,62,875 |
9 Oct | 24981.95 | 123 | -9.20 | 40,96,550 | 29,89,225 | 36,55,600 |
8 Oct | 25013.15 | 132.2 | -52.30 | 37,72,850 | 37,11,000 | 37,54,300 |
7 Oct | 24795.75 | 184.5 | 48.50 | 66,67,475 | 37,03,600 | 37,43,150 |
4 Oct | 25014.60 | 136 | 53.50 | 56,93,400 | 34,32,825 | 35,60,375 |
3 Oct | 25250.10 | 82.5 | 44.10 | 69,25,125 | 34,71,000 | 35,51,925 |
1 Oct | 25796.90 | 38.4 | -15.60 | 14,99,100 | -6,54,675 | 21,61,375 |
30 Sept | 25810.85 | 54 | 18.00 | 22,48,150 | 21,01,150 | 21,21,025 |
27 Sept | 26178.95 | 36 | -1.00 | 16,95,525 | 22,15,325 | 22,28,225 |
26 Sept | 26216.05 | 37 | -12.70 | 26,04,500 | 14,23,675 | 21,24,200 |
25 Sept | 26004.15 | 49.7 | -17.60 | 17,43,100 | 19,02,300 | 19,06,875 |
24 Sept | 25940.40 | 67.3 | -12.65 | 9,59,975 | 21,525 | 18,36,575 |
23 Sept | 25939.05 | 79.95 | -6.10 | 16,06,875 | 18,16,050 | 18,17,000 |
20 Sept | 25790.95 | 86.05 | -25.35 | 29,90,675 | 15,64,500 | 16,24,800 |
19 Sept | 25415.80 | 111.4 | -31.65 | 18,44,600 | 11,98,475 | 14,48,675 |
18 Sept | 25377.55 | 143.05 | 21.55 | 12,73,175 | 10,78,400 | 13,10,525 |
17 Sept | 25418.55 | 121.5 | 2.55 | 7,20,200 | 93,675 | 12,67,625 |
16 Sept | 25383.75 | 118.95 | -19.05 | 5,47,775 | 9,66,925 | 11,72,025 |
13 Sept | 25356.50 | 138 | -22.00 | 7,49,575 | 10,21,500 | 11,16,475 |
12 Sept | 25388.90 | 160 | -98.05 | 11,80,800 | 9,83,275 | 10,66,525 |
11 Sept | 24918.45 | 258.05 | 42.05 | 4,71,825 | 9,73,900 | 10,20,075 |
10 Sept | 25041.10 | 216 | -46.85 | 5,26,450 | 9,60,800 | 9,92,325 |
9 Sept | 24936.40 | 262.85 | -55.75 | 5,48,500 | 9,39,150 | 9,69,675 |
6 Sept | 24852.15 | 318.6 | 89.70 | 7,15,500 | 8,86,775 | 9,10,575 |
5 Sept | 25145.10 | 228.9 | -4.10 | 1,38,825 | 8,13,500 | 8,37,950 |
4 Sept | 25198.70 | 233 | 26.00 | 1,97,825 | 8,11,275 | 8,21,550 |
3 Sept | 25279.85 | 207 | -3.20 | 2,60,650 | 7,79,300 | 7,87,300 |
2 Sept | 25278.70 | 210.2 | 19.65 | 3,78,325 | 6,99,100 | 7,06,675 |
30 Aug | 25235.90 | 190.55 | -34.45 | 2,72,375 | 29,100 | 6,35,675 |
29 Aug | 25151.95 | 225 | -19.00 | 2,50,700 | 6,01,800 | 6,04,050 |
28 Aug | 25052.35 | 244 | -11.80 | 2,20,400 | 5,23,825 | 5,25,200 |
27 Aug | 25017.75 | 255.8 | 2.70 | 1,40,325 | 4,81,925 | 4,82,850 |
26 Aug | 25010.60 | 253.1 | -53.90 | 2,11,800 | 4,48,525 | 4,48,925 |
23 Aug | 24823.15 | 307 | 10.40 | 1,52,625 | 45,950 | 4,52,525 |
22 Aug | 24811.50 | 296.6 | -26.40 | 1,27,325 | 29,875 | 4,07,050 |
21 Aug | 24770.20 | 323 | -37.05 | 1,82,550 | 58,100 | 3,82,075 |
20 Aug | 24698.85 | 360.05 | -54.10 | 1,06,975 | 41,200 | 3,23,675 |
19 Aug | 24572.65 | 414.15 | -33.85 | 1,03,700 | 24,525 | 2,87,050 |
16 Aug | 24541.15 | 448 | -192.30 | 2,18,725 | 1,18,975 | 2,66,500 |
14 Aug | 24143.75 | 640.3 | -22.95 | 23,400 | 9,150 | 1,47,525 |
13 Aug | 24139.00 | 663.25 | 92.75 | 22,350 | -1,325 | 1,38,200 |
12 Aug | 24347.00 | 570.5 | 3.50 | 31,500 | 9,025 | 1,40,475 |
9 Aug | 24367.50 | 567 | -162.40 | 59,300 | 50 | 1,32,675 |
8 Aug | 24117.00 | 729.4 | 132.90 | 81,525 | 26,275 | 1,31,875 |
7 Aug | 24297.50 | 596.5 | -148.50 | 72,325 | 16,000 | 1,05,700 |
6 Aug | 23992.55 | 745 | -25.25 | 64,275 | 15,375 | 89,700 |
5 Aug | 24055.60 | 770.25 | 320.15 | 82,000 | 2,100 | 74,200 |
2 Aug | 24702.00 | 450.10 | 70,225 | 8,500 | 73,800 |
For Nifty - strike price 24500 expiring on 31OCT2024
Delta for 24500 PE is -
Historical price for 24500 PE is as follows
On 29 Oct NIFTY was trading at 24466.85. The strike last trading price was 101.3, which was -82.85 lower than the previous day. The implied volatity was -, the open interest changed by 628050 which increased total open position to 5558025
On 28 Oct NIFTY was trading at 24339.15. The strike last trading price was 184.15, which was -142.10 lower than the previous day. The implied volatity was -, the open interest changed by 246725 which increased total open position to 5166575
On 25 Oct NIFTY was trading at 24180.80. The strike last trading price was 326.25, which was 152.85 higher than the previous day. The implied volatity was -, the open interest changed by 3070275 which increased total open position to 4919850
On 24 Oct NIFTY was trading at 24399.40. The strike last trading price was 173.4, which was -18.60 lower than the previous day. The implied volatity was -, the open interest changed by 3126675 which increased total open position to 5971575
On 23 Oct NIFTY was trading at 24435.50. The strike last trading price was 192, which was 2.00 higher than the previous day. The implied volatity was -, the open interest changed by 1325050 which increased total open position to 4775100
On 22 Oct NIFTY was trading at 24472.10. The strike last trading price was 190, which was 80.05 higher than the previous day. The implied volatity was -, the open interest changed by 718300 which increased total open position to 4183900
On 21 Oct NIFTY was trading at 24781.10. The strike last trading price was 109.95, which was 42.95 higher than the previous day. The implied volatity was -, the open interest changed by 573525 which increased total open position to 4200450
On 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 67, which was -44.15 lower than the previous day. The implied volatity was -, the open interest changed by 1959850 which increased total open position to 4209500
On 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 111.15, which was 38.35 higher than the previous day. The implied volatity was -, the open interest changed by 112450 which increased total open position to 4440075
On 16 Oct NIFTY was trading at 24971.30. The strike last trading price was 72.8, which was 8.80 higher than the previous day. The implied volatity was -, the open interest changed by 3765075 which increased total open position to 4334325
On 15 Oct NIFTY was trading at 25057.35. The strike last trading price was 64, which was 9.95 higher than the previous day. The implied volatity was -, the open interest changed by 3489950 which increased total open position to 3979650
On 14 Oct NIFTY was trading at 25127.95. The strike last trading price was 54.05, which was -51.00 lower than the previous day. The implied volatity was -, the open interest changed by 3694225 which increased total open position to 3930450
On 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 105.05, which was 4.00 higher than the previous day. The implied volatity was -, the open interest changed by 3728300 which increased total open position to 3853400
On 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 101.05, which was -21.95 lower than the previous day. The implied volatity was -, the open interest changed by 4089775 which increased total open position to 4162875
On 9 Oct NIFTY was trading at 24981.95. The strike last trading price was 123, which was -9.20 lower than the previous day. The implied volatity was -, the open interest changed by 2989225 which increased total open position to 3655600
On 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 132.2, which was -52.30 lower than the previous day. The implied volatity was -, the open interest changed by 3711000 which increased total open position to 3754300
On 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 184.5, which was 48.50 higher than the previous day. The implied volatity was -, the open interest changed by 3703600 which increased total open position to 3743150
On 4 Oct NIFTY was trading at 25014.60. The strike last trading price was 136, which was 53.50 higher than the previous day. The implied volatity was -, the open interest changed by 3432825 which increased total open position to 3560375
On 3 Oct NIFTY was trading at 25250.10. The strike last trading price was 82.5, which was 44.10 higher than the previous day. The implied volatity was -, the open interest changed by 3471000 which increased total open position to 3551925
On 1 Oct NIFTY was trading at 25796.90. The strike last trading price was 38.4, which was -15.60 lower than the previous day. The implied volatity was -, the open interest changed by -654675 which decreased total open position to 2161375
On 30 Sept NIFTY was trading at 25810.85. The strike last trading price was 54, which was 18.00 higher than the previous day. The implied volatity was -, the open interest changed by 2101150 which increased total open position to 2121025
On 27 Sept NIFTY was trading at 26178.95. The strike last trading price was 36, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by 2215325 which increased total open position to 2228225
On 26 Sept NIFTY was trading at 26216.05. The strike last trading price was 37, which was -12.70 lower than the previous day. The implied volatity was -, the open interest changed by 1423675 which increased total open position to 2124200
On 25 Sept NIFTY was trading at 26004.15. The strike last trading price was 49.7, which was -17.60 lower than the previous day. The implied volatity was -, the open interest changed by 1902300 which increased total open position to 1906875
On 24 Sept NIFTY was trading at 25940.40. The strike last trading price was 67.3, which was -12.65 lower than the previous day. The implied volatity was -, the open interest changed by 21525 which increased total open position to 1836575
On 23 Sept NIFTY was trading at 25939.05. The strike last trading price was 79.95, which was -6.10 lower than the previous day. The implied volatity was -, the open interest changed by 1816050 which increased total open position to 1817000
On 20 Sept NIFTY was trading at 25790.95. The strike last trading price was 86.05, which was -25.35 lower than the previous day. The implied volatity was -, the open interest changed by 1564500 which increased total open position to 1624800
On 19 Sept NIFTY was trading at 25415.80. The strike last trading price was 111.4, which was -31.65 lower than the previous day. The implied volatity was -, the open interest changed by 1198475 which increased total open position to 1448675
On 18 Sept NIFTY was trading at 25377.55. The strike last trading price was 143.05, which was 21.55 higher than the previous day. The implied volatity was -, the open interest changed by 1078400 which increased total open position to 1310525
On 17 Sept NIFTY was trading at 25418.55. The strike last trading price was 121.5, which was 2.55 higher than the previous day. The implied volatity was -, the open interest changed by 93675 which increased total open position to 1267625
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 118.95, which was -19.05 lower than the previous day. The implied volatity was -, the open interest changed by 966925 which increased total open position to 1172025
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 138, which was -22.00 lower than the previous day. The implied volatity was -, the open interest changed by 1021500 which increased total open position to 1116475
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 160, which was -98.05 lower than the previous day. The implied volatity was -, the open interest changed by 983275 which increased total open position to 1066525
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 258.05, which was 42.05 higher than the previous day. The implied volatity was -, the open interest changed by 973900 which increased total open position to 1020075
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 216, which was -46.85 lower than the previous day. The implied volatity was -, the open interest changed by 960800 which increased total open position to 992325
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 262.85, which was -55.75 lower than the previous day. The implied volatity was -, the open interest changed by 939150 which increased total open position to 969675
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 318.6, which was 89.70 higher than the previous day. The implied volatity was -, the open interest changed by 886775 which increased total open position to 910575
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 228.9, which was -4.10 lower than the previous day. The implied volatity was -, the open interest changed by 813500 which increased total open position to 837950
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 233, which was 26.00 higher than the previous day. The implied volatity was -, the open interest changed by 811275 which increased total open position to 821550
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 207, which was -3.20 lower than the previous day. The implied volatity was -, the open interest changed by 779300 which increased total open position to 787300
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 210.2, which was 19.65 higher than the previous day. The implied volatity was -, the open interest changed by 699100 which increased total open position to 706675
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 190.55, which was -34.45 lower than the previous day. The implied volatity was -, the open interest changed by 29100 which increased total open position to 635675
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 225, which was -19.00 lower than the previous day. The implied volatity was -, the open interest changed by 601800 which increased total open position to 604050
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 244, which was -11.80 lower than the previous day. The implied volatity was -, the open interest changed by 523825 which increased total open position to 525200
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 255.8, which was 2.70 higher than the previous day. The implied volatity was -, the open interest changed by 481925 which increased total open position to 482850
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 253.1, which was -53.90 lower than the previous day. The implied volatity was -, the open interest changed by 448525 which increased total open position to 448925
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 307, which was 10.40 higher than the previous day. The implied volatity was -, the open interest changed by 45950 which increased total open position to 452525
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 296.6, which was -26.40 lower than the previous day. The implied volatity was -, the open interest changed by 29875 which increased total open position to 407050
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 323, which was -37.05 lower than the previous day. The implied volatity was -, the open interest changed by 58100 which increased total open position to 382075
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 360.05, which was -54.10 lower than the previous day. The implied volatity was -, the open interest changed by 41200 which increased total open position to 323675
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 414.15, which was -33.85 lower than the previous day. The implied volatity was -, the open interest changed by 24525 which increased total open position to 287050
On 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 448, which was -192.30 lower than the previous day. The implied volatity was -, the open interest changed by 118975 which increased total open position to 266500
On 14 Aug NIFTY was trading at 24143.75. The strike last trading price was 640.3, which was -22.95 lower than the previous day. The implied volatity was -, the open interest changed by 9150 which increased total open position to 147525
On 13 Aug NIFTY was trading at 24139.00. The strike last trading price was 663.25, which was 92.75 higher than the previous day. The implied volatity was -, the open interest changed by -1325 which decreased total open position to 138200
On 12 Aug NIFTY was trading at 24347.00. The strike last trading price was 570.5, which was 3.50 higher than the previous day. The implied volatity was -, the open interest changed by 9025 which increased total open position to 140475
On 9 Aug NIFTY was trading at 24367.50. The strike last trading price was 567, which was -162.40 lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 132675
On 8 Aug NIFTY was trading at 24117.00. The strike last trading price was 729.4, which was 132.90 higher than the previous day. The implied volatity was -, the open interest changed by 26275 which increased total open position to 131875
On 7 Aug NIFTY was trading at 24297.50. The strike last trading price was 596.5, which was -148.50 lower than the previous day. The implied volatity was -, the open interest changed by 16000 which increased total open position to 105700
On 6 Aug NIFTY was trading at 23992.55. The strike last trading price was 745, which was -25.25 lower than the previous day. The implied volatity was -, the open interest changed by 15375 which increased total open position to 89700
On 5 Aug NIFTY was trading at 24055.60. The strike last trading price was 770.25, which was 320.15 higher than the previous day. The implied volatity was -, the open interest changed by 2100 which increased total open position to 74200
On 2 Aug NIFTY was trading at 24702.00. The strike last trading price was 450.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 8500 which increased total open position to 73800