NIFTY
Nifty
Historical option data for NIFTY
16 Sep 2024 04:11 PM IST
| NIFTY 24500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 16 Sept | 25383.75 | 910.65 | 70.95 | 53,975 | -34,550 | 1,05,075 | ||||
| 13 Sept | 25356.50 | 839.7 | 19.60 | 3,00,125 | 33,100 | 1,39,625 | ||||
| 12 Sept | 25388.90 | 820.1 | 354.10 | 3,64,375 | 28,250 | 1,06,525 | ||||
| 11 Sept | 24918.45 | 466 | -132.00 | 1,61,200 | 30,050 | 78,275 | ||||
| 10 Sept | 25041.10 | 598 | 65.50 | 1,05,750 | 12,150 | 48,225 | ||||
| 9 Sept | 24936.40 | 532.5 | 37.50 | 1,39,850 | 13,225 | 36,075 | ||||
| 6 Sept | 24852.15 | 495 | -256.55 | 74,900 | 19,475 | 22,850 | ||||
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| 5 Sept | 25145.10 | 751.55 | -31.05 | 3,400 | 1,550 | 3,375 | ||||
| 4 Sept | 25198.70 | 782.6 | -89.90 | 425 | 0 | 1,825 | ||||
| 3 Sept | 25279.85 | 872.5 | 45.50 | 475 | -350 | 1,825 | ||||
| 2 Sept | 25278.70 | 827 | -73.00 | 1,200 | 300 | 2,175 | ||||
| 30 Aug | 25235.90 | 900 | 97.75 | 1,200 | 375 | 1,875 | ||||
| 29 Aug | 25151.95 | 802.25 | 64.25 | 2,200 | 550 | 1,500 | ||||
| 28 Aug | 25052.35 | 738 | 35.75 | 175 | -50 | 950 | ||||
| 27 Aug | 25017.75 | 702.25 | -59.55 | 450 | 0 | 1,000 | ||||
| 26 Aug | 25010.60 | 761.8 | 153.80 | 2,175 | -475 | 1,000 | ||||
| 23 Aug | 24823.15 | 608 | 26.50 | 450 | -100 | 1,475 | ||||
| 22 Aug | 24811.50 | 581.5 | 8.85 | 650 | 325 | 1,575 | ||||
| 21 Aug | 24770.20 | 572.65 | 38.35 | 1,925 | 50 | 1,250 | ||||
| 20 Aug | 24698.85 | 534.3 | 67.60 | 1,625 | -125 | 1,200 | ||||
| 19 Aug | 24572.65 | 466.7 | -2.15 | 3,050 | 1,050 | 1,325 | ||||
| 16 Aug | 24541.15 | 468.85 | 625 | 275 | 275 | |||||
For Nifty - strike price 24500 expiring on 19SEP2024
Delta for 24500 CE is -
Historical price for 24500 CE is as follows
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 910.65, which was 70.95 higher than the previous day. The implied volatity was -, the open interest changed by -34550 which decreased total open position to 105075
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 839.7, which was 19.60 higher than the previous day. The implied volatity was -, the open interest changed by 33100 which increased total open position to 139625
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 820.1, which was 354.10 higher than the previous day. The implied volatity was -, the open interest changed by 28250 which increased total open position to 106525
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 466, which was -132.00 lower than the previous day. The implied volatity was -, the open interest changed by 30050 which increased total open position to 78275
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 598, which was 65.50 higher than the previous day. The implied volatity was -, the open interest changed by 12150 which increased total open position to 48225
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 532.5, which was 37.50 higher than the previous day. The implied volatity was -, the open interest changed by 13225 which increased total open position to 36075
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 495, which was -256.55 lower than the previous day. The implied volatity was -, the open interest changed by 19475 which increased total open position to 22850
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 751.55, which was -31.05 lower than the previous day. The implied volatity was -, the open interest changed by 1550 which increased total open position to 3375
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 782.6, which was -89.90 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1825
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 872.5, which was 45.50 higher than the previous day. The implied volatity was -, the open interest changed by -350 which decreased total open position to 1825
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 827, which was -73.00 lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 2175
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 900, which was 97.75 higher than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 1875
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 802.25, which was 64.25 higher than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 1500
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 738, which was 35.75 higher than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 950
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 702.25, which was -59.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1000
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 761.8, which was 153.80 higher than the previous day. The implied volatity was -, the open interest changed by -475 which decreased total open position to 1000
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 608, which was 26.50 higher than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 1475
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 581.5, which was 8.85 higher than the previous day. The implied volatity was -, the open interest changed by 325 which increased total open position to 1575
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 572.65, which was 38.35 higher than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 1250
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 534.3, which was 67.60 higher than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 1200
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 466.7, which was -2.15 lower than the previous day. The implied volatity was -, the open interest changed by 1050 which increased total open position to 1325
On 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 468.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 275
| NIFTY 24500 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 16 Sept | 25383.75 | 5.45 | -3.65 | 1,91,66,475 | -62,600 | 42,12,750 |
| 13 Sept | 25356.50 | 9.1 | -4.25 | 2,45,21,550 | -16,08,300 | 42,75,350 |
| 12 Sept | 25388.90 | 13.35 | -32.15 | 1,89,84,400 | 14,30,775 | 58,83,650 |
| 11 Sept | 24918.45 | 45.5 | 14.40 | 1,06,96,675 | 30,43,225 | 44,52,875 |
| 10 Sept | 25041.10 | 31.1 | -33.40 | 33,93,675 | 4,32,600 | 14,09,650 |
| 9 Sept | 24936.40 | 64.5 | -47.55 | 19,49,075 | 74,875 | 9,77,050 |
| 6 Sept | 24852.15 | 112.05 | 65.65 | 23,13,700 | 1,40,075 | 9,02,175 |
| 5 Sept | 25145.10 | 46.4 | -6.50 | 5,24,000 | 1,22,500 | 7,62,100 |
| 4 Sept | 25198.70 | 52.9 | 7.90 | 8,50,825 | 4,61,425 | 6,39,600 |
| 3 Sept | 25279.85 | 45 | -7.75 | 1,02,025 | 16,250 | 1,78,175 |
| 2 Sept | 25278.70 | 52.75 | 4.55 | 1,85,350 | 56,475 | 1,61,925 |
| 30 Aug | 25235.90 | 48.2 | -21.65 | 2,24,175 | 56,525 | 1,05,450 |
| 29 Aug | 25151.95 | 69.85 | -19.80 | 94,875 | 16,075 | 48,925 |
| 28 Aug | 25052.35 | 89.65 | -14.15 | 32,675 | 10,500 | 32,850 |
| 27 Aug | 25017.75 | 103.8 | -5.00 | 28,925 | 7,975 | 22,350 |
| 26 Aug | 25010.60 | 108.8 | -47.05 | 19,725 | 2,725 | 14,375 |
| 23 Aug | 24823.15 | 155.85 | 6.85 | 13,400 | 8,375 | 11,650 |
| 22 Aug | 24811.50 | 149 | -26.00 | 3,525 | 1,700 | 3,275 |
| 21 Aug | 24770.20 | 175 | -36.65 | 1,875 | 550 | 1,575 |
| 20 Aug | 24698.85 | 211.65 | -54.35 | 1,600 | 425 | 1,025 |
| 19 Aug | 24572.65 | 266 | -337.95 | 925 | 600 | 600 |
| 16 Aug | 24541.15 | 603.95 | 0 | 0 | 0 | |
For Nifty - strike price 24500 expiring on 19SEP2024
Delta for 24500 PE is -
Historical price for 24500 PE is as follows
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 5.45, which was -3.65 lower than the previous day. The implied volatity was -, the open interest changed by -62600 which decreased total open position to 4212750
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 9.1, which was -4.25 lower than the previous day. The implied volatity was -, the open interest changed by -1608300 which decreased total open position to 4275350
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 13.35, which was -32.15 lower than the previous day. The implied volatity was -, the open interest changed by 1430775 which increased total open position to 5883650
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 45.5, which was 14.40 higher than the previous day. The implied volatity was -, the open interest changed by 3043225 which increased total open position to 4452875
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 31.1, which was -33.40 lower than the previous day. The implied volatity was -, the open interest changed by 432600 which increased total open position to 1409650
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 64.5, which was -47.55 lower than the previous day. The implied volatity was -, the open interest changed by 74875 which increased total open position to 977050
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 112.05, which was 65.65 higher than the previous day. The implied volatity was -, the open interest changed by 140075 which increased total open position to 902175
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 46.4, which was -6.50 lower than the previous day. The implied volatity was -, the open interest changed by 122500 which increased total open position to 762100
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 52.9, which was 7.90 higher than the previous day. The implied volatity was -, the open interest changed by 461425 which increased total open position to 639600
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 45, which was -7.75 lower than the previous day. The implied volatity was -, the open interest changed by 16250 which increased total open position to 178175
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 52.75, which was 4.55 higher than the previous day. The implied volatity was -, the open interest changed by 56475 which increased total open position to 161925
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 48.2, which was -21.65 lower than the previous day. The implied volatity was -, the open interest changed by 56525 which increased total open position to 105450
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 69.85, which was -19.80 lower than the previous day. The implied volatity was -, the open interest changed by 16075 which increased total open position to 48925
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 89.65, which was -14.15 lower than the previous day. The implied volatity was -, the open interest changed by 10500 which increased total open position to 32850
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 103.8, which was -5.00 lower than the previous day. The implied volatity was -, the open interest changed by 7975 which increased total open position to 22350
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 108.8, which was -47.05 lower than the previous day. The implied volatity was -, the open interest changed by 2725 which increased total open position to 14375
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 155.85, which was 6.85 higher than the previous day. The implied volatity was -, the open interest changed by 8375 which increased total open position to 11650
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 149, which was -26.00 lower than the previous day. The implied volatity was -, the open interest changed by 1700 which increased total open position to 3275
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 175, which was -36.65 lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 1575
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 211.65, which was -54.35 lower than the previous day. The implied volatity was -, the open interest changed by 425 which increased total open position to 1025
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 266, which was -337.95 lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 600
On 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 603.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0