NIFTY
Nifty
Historical option data for NIFTY
18 Oct 2024 02:09 PM IST
| NIFTY 24500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 18 Oct | 24864.15 | 443.15 | 73.50 | 77,90,275 | 2,12,875 | 3,97,800 | ||||
| 17 Oct | 24749.85 | 369.65 | -168.05 | 6,18,000 | 1,25,375 | 1,84,925 | ||||
| 16 Oct | 24971.30 | 537.7 | -83.40 | 1,06,800 | 26,425 | 59,550 | ||||
| 15 Oct | 25057.35 | 621.1 | -90.95 | 40,300 | 16,325 | 33,125 | ||||
| 14 Oct | 25127.95 | 712.05 | 142.75 | 36,450 | -5,150 | 16,800 | ||||
| 11 Oct | 24964.25 | 569.3 | -76.20 | 37,150 | 9,825 | 21,950 | ||||
|
|
||||||||||
| 10 Oct | 24998.45 | 645.5 | -12.45 | 15,500 | 10,650 | 12,125 | ||||
| 9 Oct | 24981.95 | 657.95 | -48.95 | 1,350 | 200 | 1,475 | ||||
| 8 Oct | 25013.15 | 706.9 | 94.30 | 4,650 | 200 | 1,275 | ||||
| 7 Oct | 24795.75 | 612.6 | -156.30 | 3,450 | 875 | 1,075 | ||||
| 4 Oct | 25014.60 | 768.9 | -453.75 | 1,225 | 200 | 200 | ||||
| 3 Oct | 25250.10 | 1222.65 | 1222.65 | 0 | 0 | 0 | ||||
| 1 Oct | 25796.90 | 0 | 0.00 | 0 | 0 | 0 | ||||
| 30 Sept | 25810.85 | 0 | 0.00 | 0 | 0 | 0 | ||||
| 27 Sept | 26178.95 | 0 | 0.00 | 0 | 0 | 0 | ||||
| 26 Sept | 26216.05 | 0 | 0.00 | 0 | 0 | 0 | ||||
| 25 Sept | 26004.15 | 0 | 0.00 | 0 | 0 | 0 | ||||
| 24 Sept | 25940.40 | 0 | 0.00 | 0 | 0 | 0 | ||||
| 23 Sept | 25939.05 | 0 | 0.00 | 0 | 0 | 0 | ||||
| 20 Sept | 25790.95 | 0 | 0 | 0 | 0 | |||||
| 4 Sept | 25185.10 | - | - | 0 | 0 | 0 | ||||
For Nifty - strike price 24500 expiring on 24OCT2024
Delta for 24500 CE is -
Historical price for 24500 CE is as follows
On 18 Oct NIFTY was trading at 24864.15. The strike last trading price was 443.15, which was 73.50 higher than the previous day. The implied volatity was -, the open interest changed by 212875 which increased total open position to 397800
On 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 369.65, which was -168.05 lower than the previous day. The implied volatity was -, the open interest changed by 125375 which increased total open position to 184925
On 16 Oct NIFTY was trading at 24971.30. The strike last trading price was 537.7, which was -83.40 lower than the previous day. The implied volatity was -, the open interest changed by 26425 which increased total open position to 59550
On 15 Oct NIFTY was trading at 25057.35. The strike last trading price was 621.1, which was -90.95 lower than the previous day. The implied volatity was -, the open interest changed by 16325 which increased total open position to 33125
On 14 Oct NIFTY was trading at 25127.95. The strike last trading price was 712.05, which was 142.75 higher than the previous day. The implied volatity was -, the open interest changed by -5150 which decreased total open position to 16800
On 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 569.3, which was -76.20 lower than the previous day. The implied volatity was -, the open interest changed by 9825 which increased total open position to 21950
On 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 645.5, which was -12.45 lower than the previous day. The implied volatity was -, the open interest changed by 10650 which increased total open position to 12125
On 9 Oct NIFTY was trading at 24981.95. The strike last trading price was 657.95, which was -48.95 lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 1475
On 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 706.9, which was 94.30 higher than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 1275
On 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 612.6, which was -156.30 lower than the previous day. The implied volatity was -, the open interest changed by 875 which increased total open position to 1075
On 4 Oct NIFTY was trading at 25014.60. The strike last trading price was 768.9, which was -453.75 lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 200
On 3 Oct NIFTY was trading at 25250.10. The strike last trading price was 1222.65, which was 1222.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Oct NIFTY was trading at 25796.90. The strike last trading price was 0, 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 30 Sept NIFTY was trading at 25810.85. The strike last trading price was 0, 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 27 Sept NIFTY was trading at 26178.95. The strike last trading price was 0, 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 26 Sept NIFTY was trading at 26216.05. The strike last trading price was 0, 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 25 Sept NIFTY was trading at 26004.15. The strike last trading price was 0, 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 24 Sept NIFTY was trading at 25940.40. The strike last trading price was 0, 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 Sept NIFTY was trading at 25939.05. The strike last trading price was 0, 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 20 Sept NIFTY was trading at 25790.95. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Sept NIFTY was trading at 25185.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
| NIFTY 24500 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 18 Oct | 24864.15 | 37.10 | -29.15 | 4,70,36,625 | 16,89,500 | 39,27,925 |
| 17 Oct | 24749.85 | 66.25 | 27.50 | 1,09,38,175 | 12,51,950 | 22,38,425 |
| 16 Oct | 24971.30 | 38.75 | 5.25 | 41,24,275 | 4,28,450 | 9,86,475 |
| 15 Oct | 25057.35 | 33.5 | 3.55 | 19,71,900 | 65,375 | 5,58,025 |
| 14 Oct | 25127.95 | 29.95 | -39.95 | 13,14,700 | 2,48,075 | 4,92,650 |
| 11 Oct | 24964.25 | 69.9 | -1.90 | 9,34,650 | 1,19,125 | 2,44,575 |
| 10 Oct | 24998.45 | 71.8 | -18.85 | 2,11,725 | 52,000 | 1,25,450 |
| 9 Oct | 24981.95 | 90.65 | -17.25 | 1,62,850 | 15,750 | 73,450 |
| 8 Oct | 25013.15 | 107.9 | -50.65 | 1,02,600 | 13,975 | 57,700 |
| 7 Oct | 24795.75 | 158.55 | 44.30 | 1,56,050 | 4,100 | 43,725 |
| 4 Oct | 25014.60 | 114.25 | 57.25 | 1,39,100 | 3,525 | 39,625 |
| 3 Oct | 25250.10 | 57 | 36.25 | 85,500 | 11,275 | 36,100 |
| 1 Oct | 25796.90 | 20.75 | -14.35 | 18,100 | -4,775 | 24,825 |
| 30 Sept | 25810.85 | 35.1 | 10.10 | 26,000 | 9,725 | 29,600 |
| 27 Sept | 26178.95 | 25 | -0.10 | 13,300 | 6,975 | 19,875 |
| 26 Sept | 26216.05 | 25.1 | -7.55 | 8,150 | 3,250 | 12,900 |
| 25 Sept | 26004.15 | 32.65 | -17.35 | 10,425 | 5,100 | 9,650 |
| 24 Sept | 25940.40 | 50 | -11.65 | 875 | 75 | 4,550 |
| 23 Sept | 25939.05 | 61.65 | -8.35 | 6,200 | 3,550 | 4,475 |
| 20 Sept | 25790.95 | 70 | 68.80 | 1,425 | 925 | 925 |
| 4 Sept | 25185.10 | 1.20 | 3,03,15,000 | 4,02,400 | 61,32,200 | |
For Nifty - strike price 24500 expiring on 24OCT2024
Delta for 24500 PE is -
Historical price for 24500 PE is as follows
On 18 Oct NIFTY was trading at 24864.15. The strike last trading price was 37.10, which was -29.15 lower than the previous day. The implied volatity was -, the open interest changed by 1689500 which increased total open position to 3927925
On 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 66.25, which was 27.50 higher than the previous day. The implied volatity was -, the open interest changed by 1251950 which increased total open position to 2238425
On 16 Oct NIFTY was trading at 24971.30. The strike last trading price was 38.75, which was 5.25 higher than the previous day. The implied volatity was -, the open interest changed by 428450 which increased total open position to 986475
On 15 Oct NIFTY was trading at 25057.35. The strike last trading price was 33.5, which was 3.55 higher than the previous day. The implied volatity was -, the open interest changed by 65375 which increased total open position to 558025
On 14 Oct NIFTY was trading at 25127.95. The strike last trading price was 29.95, which was -39.95 lower than the previous day. The implied volatity was -, the open interest changed by 248075 which increased total open position to 492650
On 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 69.9, which was -1.90 lower than the previous day. The implied volatity was -, the open interest changed by 119125 which increased total open position to 244575
On 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 71.8, which was -18.85 lower than the previous day. The implied volatity was -, the open interest changed by 52000 which increased total open position to 125450
On 9 Oct NIFTY was trading at 24981.95. The strike last trading price was 90.65, which was -17.25 lower than the previous day. The implied volatity was -, the open interest changed by 15750 which increased total open position to 73450
On 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 107.9, which was -50.65 lower than the previous day. The implied volatity was -, the open interest changed by 13975 which increased total open position to 57700
On 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 158.55, which was 44.30 higher than the previous day. The implied volatity was -, the open interest changed by 4100 which increased total open position to 43725
On 4 Oct NIFTY was trading at 25014.60. The strike last trading price was 114.25, which was 57.25 higher than the previous day. The implied volatity was -, the open interest changed by 3525 which increased total open position to 39625
On 3 Oct NIFTY was trading at 25250.10. The strike last trading price was 57, which was 36.25 higher than the previous day. The implied volatity was -, the open interest changed by 11275 which increased total open position to 36100
On 1 Oct NIFTY was trading at 25796.90. The strike last trading price was 20.75, which was -14.35 lower than the previous day. The implied volatity was -, the open interest changed by -4775 which decreased total open position to 24825
On 30 Sept NIFTY was trading at 25810.85. The strike last trading price was 35.1, which was 10.10 higher than the previous day. The implied volatity was -, the open interest changed by 9725 which increased total open position to 29600
On 27 Sept NIFTY was trading at 26178.95. The strike last trading price was 25, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 6975 which increased total open position to 19875
On 26 Sept NIFTY was trading at 26216.05. The strike last trading price was 25.1, which was -7.55 lower than the previous day. The implied volatity was -, the open interest changed by 3250 which increased total open position to 12900
On 25 Sept NIFTY was trading at 26004.15. The strike last trading price was 32.65, which was -17.35 lower than the previous day. The implied volatity was -, the open interest changed by 5100 which increased total open position to 9650
On 24 Sept NIFTY was trading at 25940.40. The strike last trading price was 50, which was -11.65 lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 4550
On 23 Sept NIFTY was trading at 25939.05. The strike last trading price was 61.65, which was -8.35 lower than the previous day. The implied volatity was -, the open interest changed by 3550 which increased total open position to 4475
On 20 Sept NIFTY was trading at 25790.95. The strike last trading price was 70, which was 68.80 higher than the previous day. The implied volatity was -, the open interest changed by 925 which increased total open position to 925
On 4 Sept NIFTY was trading at 25185.10. The strike last trading price was 1.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 402400 which increased total open position to 6132200
