NIFTY
Nifty
Historical option data for NIFTY
06 Sep 2024 04:11 PM IST
| NIFTY 24550 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 6 Sept | 24852.15 | 365.2 | -288.50 | 4,87,275 | 41,350 | 46,300 | ||||
| 5 Sept | 25145.10 | 653.7 | -0.50 | 4,450 | 825 | 4,950 | ||||
| 4 Sept | 25198.70 | 654.2 | -108.75 | 1,650 | 775 | 4,125 | ||||
| 3 Sept | 25279.85 | 762.95 | -16.55 | 100 | 3,350 | 3,350 | ||||
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| 2 Sept | 25278.70 | 779.5 | 0.00 | 0 | -25 | 0 | ||||
| 30 Aug | 25235.90 | 779.5 | 79.00 | 75 | -25 | 3,325 | ||||
| 29 Aug | 25151.95 | 700.5 | 25.75 | 675 | -200 | 3,350 | ||||
| 28 Aug | 25052.35 | 674.75 | 79.05 | 2,275 | -925 | 3,550 | ||||
| 27 Aug | 25017.75 | 595.7 | -47.30 | 175 | -75 | 4,475 | ||||
| 26 Aug | 25010.60 | 643 | 136.45 | 8,400 | 3,350 | 4,550 | ||||
| 23 Aug | 24823.15 | 506.55 | 24.25 | 50 | -25 | 1,200 | ||||
| 22 Aug | 24811.50 | 482.3 | 28.80 | 175 | -300 | 1,225 | ||||
| 21 Aug | 24770.20 | 453.5 | 22.30 | 650 | -50 | 1,525 | ||||
| 20 Aug | 24698.85 | 431.2 | 50.20 | 2,275 | -250 | 1,575 | ||||
| 19 Aug | 24572.65 | 381 | -24.45 | 5,650 | 1,525 | 1,825 | ||||
| 16 Aug | 24541.15 | 405.45 | 167.10 | 400 | 300 | 300 | ||||
| 14 Aug | 24143.75 | 238.35 | 0.00 | 0 | 25 | 0 | ||||
| 13 Aug | 24139.00 | 238.35 | -147.85 | 75 | 25 | 25 | ||||
| 12 Aug | 24347.00 | 386.2 | 0.00 | 0 | 0 | 0 | ||||
| 9 Aug | 24367.50 | 386.2 | 0 | 0 | 0 | |||||
For Nifty - strike price 24550 expiring on 12SEP2024
Delta for 24550 CE is -
Historical price for 24550 CE is as follows
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 365.2, which was -288.50 lower than the previous day. The implied volatity was -, the open interest changed by 41350 which increased total open position to 46300
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 653.7, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by 825 which increased total open position to 4950
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 654.2, which was -108.75 lower than the previous day. The implied volatity was -, the open interest changed by 775 which increased total open position to 4125
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 762.95, which was -16.55 lower than the previous day. The implied volatity was -, the open interest changed by 3350 which increased total open position to 3350
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 779.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 0
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 779.5, which was 79.00 higher than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 3325
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 700.5, which was 25.75 higher than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 3350
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 674.75, which was 79.05 higher than the previous day. The implied volatity was -, the open interest changed by -925 which decreased total open position to 3550
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 595.7, which was -47.30 lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 4475
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 643, which was 136.45 higher than the previous day. The implied volatity was -, the open interest changed by 3350 which increased total open position to 4550
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 506.55, which was 24.25 higher than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 1200
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 482.3, which was 28.80 higher than the previous day. The implied volatity was -, the open interest changed by -300 which decreased total open position to 1225
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 453.5, which was 22.30 higher than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 1525
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 431.2, which was 50.20 higher than the previous day. The implied volatity was -, the open interest changed by -250 which decreased total open position to 1575
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 381, which was -24.45 lower than the previous day. The implied volatity was -, the open interest changed by 1525 which increased total open position to 1825
On 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 405.45, which was 167.10 higher than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 300
On 14 Aug NIFTY was trading at 24143.75. The strike last trading price was 238.35, 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 13 Aug NIFTY was trading at 24139.00. The strike last trading price was 238.35, which was -147.85 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 25
On 12 Aug NIFTY was trading at 24347.00. The strike last trading price was 386.2, 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 386.2, 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 24550 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 6 Sept | 24852.15 | 54.35 | 39.40 | 1,80,28,650 | 3,03,325 | 9,58,975 |
| 5 Sept | 25145.10 | 14.95 | -7.10 | 21,37,200 | 3,19,300 | 6,55,650 |
| 4 Sept | 25198.70 | 22.05 | 1.85 | 11,37,650 | 2,29,200 | 3,36,350 |
| 3 Sept | 25279.85 | 20.2 | -7.65 | 3,26,050 | 11,100 | 1,07,150 |
| 2 Sept | 25278.70 | 27.85 | 2.70 | 3,78,700 | 3,175 | 96,050 |
| 30 Aug | 25235.90 | 25.15 | -19.55 | 2,69,950 | 67,250 | 92,875 |
| 29 Aug | 25151.95 | 44.7 | -15.25 | 64,300 | 20,325 | 25,625 |
| 28 Aug | 25052.35 | 59.95 | -12.35 | 8,775 | 2,300 | 5,300 |
| 27 Aug | 25017.75 | 72.3 | -8.25 | 3,950 | 800 | 3,000 |
| 26 Aug | 25010.60 | 80.55 | -47.40 | 2,275 | 850 | 2,200 |
| 23 Aug | 24823.15 | 127.95 | 5.25 | 1,150 | 450 | 1,350 |
| 22 Aug | 24811.50 | 122.7 | -26.30 | 575 | -100 | 900 |
| 21 Aug | 24770.20 | 149 | -38.65 | 775 | 150 | 1,000 |
| 20 Aug | 24698.85 | 187.65 | -53.80 | 875 | -125 | 850 |
| 19 Aug | 24572.65 | 241.45 | -40.95 | 3,100 | 800 | 975 |
| 16 Aug | 24541.15 | 282.4 | -366.50 | 275 | 175 | 175 |
| 14 Aug | 24143.75 | 648.9 | 0.00 | 0 | 0 | 0 |
| 13 Aug | 24139.00 | 648.9 | 0.00 | 0 | 0 | 0 |
| 12 Aug | 24347.00 | 648.9 | 0.00 | 0 | 0 | 0 |
| 9 Aug | 24367.50 | 648.9 | 0 | 0 | 0 | |
For Nifty - strike price 24550 expiring on 12SEP2024
Delta for 24550 PE is -
Historical price for 24550 PE is as follows
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 54.35, which was 39.40 higher than the previous day. The implied volatity was -, the open interest changed by 303325 which increased total open position to 958975
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 14.95, which was -7.10 lower than the previous day. The implied volatity was -, the open interest changed by 319300 which increased total open position to 655650
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 22.05, which was 1.85 higher than the previous day. The implied volatity was -, the open interest changed by 229200 which increased total open position to 336350
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 20.2, which was -7.65 lower than the previous day. The implied volatity was -, the open interest changed by 11100 which increased total open position to 107150
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 27.85, which was 2.70 higher than the previous day. The implied volatity was -, the open interest changed by 3175 which increased total open position to 96050
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 25.15, which was -19.55 lower than the previous day. The implied volatity was -, the open interest changed by 67250 which increased total open position to 92875
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 44.7, which was -15.25 lower than the previous day. The implied volatity was -, the open interest changed by 20325 which increased total open position to 25625
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 59.95, which was -12.35 lower than the previous day. The implied volatity was -, the open interest changed by 2300 which increased total open position to 5300
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 72.3, which was -8.25 lower than the previous day. The implied volatity was -, the open interest changed by 800 which increased total open position to 3000
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 80.55, which was -47.40 lower than the previous day. The implied volatity was -, the open interest changed by 850 which increased total open position to 2200
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 127.95, which was 5.25 higher than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 1350
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 122.7, which was -26.30 lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 900
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 149, which was -38.65 lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 1000
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 187.65, which was -53.80 lower than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 850
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 241.45, which was -40.95 lower than the previous day. The implied volatity was -, the open interest changed by 800 which increased total open position to 975
On 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 282.4, which was -366.50 lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 175
On 14 Aug NIFTY was trading at 24143.75. The strike last trading price was 648.9, 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 648.9, 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 648.9, 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 648.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0