NIFTY
Nifty
Historical option data for NIFTY
16 Sep 2024 04:11 PM IST
| NIFTY 24550 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 16 Sept | 25383.75 | 868.4 | 65.00 | 1,575 | -200 | 5,850 | ||||
| 13 Sept | 25356.50 | 803.4 | 32.70 | 3,075 | -900 | 6,050 | ||||
| 12 Sept | 25388.90 | 770.7 | 346.10 | 30,825 | -7,575 | 6,950 | ||||
| 11 Sept | 24918.45 | 424.6 | -130.30 | 16,150 | 7,100 | 14,525 | ||||
| 10 Sept | 25041.10 | 554.9 | 69.35 | 18,200 | 1,050 | 7,425 | ||||
| 9 Sept | 24936.40 | 485.55 | 20.85 | 13,500 | -1,325 | 6,375 | ||||
| 6 Sept | 24852.15 | 464.7 | -276.80 | 31,800 | 7,575 | 7,700 | ||||
| 5 Sept | 25145.10 | 741.5 | 53.35 | 25 | 50 | 125 | ||||
| 4 Sept | 25198.70 | 688.15 | -111.85 | 50 | 25 | 75 | ||||
| 3 Sept | 25279.85 | 800 | -57.60 | 25 | 25 | 50 | ||||
| 2 Sept | 25278.70 | 857.6 | 72.00 | 200 | -25 | 25 | ||||
| 30 Aug | 25235.90 | 785.6 | 75.60 | 25 | -25 | 50 | ||||
| 29 Aug | 25151.95 | 710 | 200.00 | 75 | 25 | 75 | ||||
| 28 Aug | 25052.35 | 510 | 0.00 | 0 | 0 | 50 | ||||
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| 27 Aug | 25017.75 | 510 | 0.00 | 0 | 50 | 50 | ||||
| 26 Aug | 25010.60 | 510 | 0.00 | 0 | -25 | 0 | ||||
| 23 Aug | 24823.15 | 510 | 0.00 | 0 | -25 | 0 | ||||
| 22 Aug | 24811.50 | 510 | 0.00 | 0 | -25 | 0 | ||||
| 21 Aug | 24770.20 | 510 | 11.00 | 25 | -25 | 50 | ||||
| 20 Aug | 24698.85 | 499 | 74.00 | 75 | 0 | 75 | ||||
| 19 Aug | 24572.65 | 425 | 28.35 | 175 | 75 | 75 | ||||
| 16 Aug | 24541.15 | 396.65 | 0 | 0 | 0 | |||||
For Nifty - strike price 24550 expiring on 19SEP2024
Delta for 24550 CE is -
Historical price for 24550 CE is as follows
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 868.4, which was 65.00 higher than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 5850
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 803.4, which was 32.70 higher than the previous day. The implied volatity was -, the open interest changed by -900 which decreased total open position to 6050
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 770.7, which was 346.10 higher than the previous day. The implied volatity was -, the open interest changed by -7575 which decreased total open position to 6950
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 424.6, which was -130.30 lower than the previous day. The implied volatity was -, the open interest changed by 7100 which increased total open position to 14525
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 554.9, which was 69.35 higher than the previous day. The implied volatity was -, the open interest changed by 1050 which increased total open position to 7425
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 485.55, which was 20.85 higher than the previous day. The implied volatity was -, the open interest changed by -1325 which decreased total open position to 6375
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 464.7, which was -276.80 lower than the previous day. The implied volatity was -, the open interest changed by 7575 which increased total open position to 7700
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 741.5, which was 53.35 higher than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 125
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 688.15, which was -111.85 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 75
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 800, which was -57.60 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 50
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 857.6, which was 72.00 higher than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 25
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 785.6, which was 75.60 higher than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 50
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 710, which was 200.00 higher than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 75
On 28 Aug NIFTY was trading at 25052.35. 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 0 which decreased total open position to 50
On 27 Aug NIFTY was trading at 25017.75. 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 50 which increased total open position to 50
On 26 Aug NIFTY was trading at 25010.60. 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 -25 which decreased total open position to 0
On 23 Aug NIFTY was trading at 24823.15. 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 -25 which decreased total open position to 0
On 22 Aug NIFTY was trading at 24811.50. 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 -25 which decreased total open position to 0
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 510, which was 11.00 higher than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 50
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 499, which was 74.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 75
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 425, which was 28.35 higher than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 75
On 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 396.65, 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 |
| 16 Sept | 25383.75 | 6 | -3.75 | 62,15,400 | 2,20,725 | 6,61,775 |
| 13 Sept | 25356.50 | 9.75 | -4.25 | 67,81,000 | 1,29,475 | 4,41,050 |
| 12 Sept | 25388.90 | 14 | -38.55 | 33,85,800 | 1,27,300 | 3,11,575 |
| 11 Sept | 24918.45 | 52.55 | 15.10 | 10,28,275 | 74,000 | 1,84,275 |
| 10 Sept | 25041.10 | 37.45 | -39.05 | 6,04,600 | 71,450 | 1,10,275 |
| 9 Sept | 24936.40 | 76.5 | -53.55 | 2,87,950 | 8,150 | 38,825 |
| 6 Sept | 24852.15 | 130.05 | 77.75 | 2,04,400 | 23,025 | 30,675 |
| 5 Sept | 25145.10 | 52.3 | -7.30 | 12,900 | 5,175 | 7,650 |
| 4 Sept | 25198.70 | 59.6 | 0.50 | 3,175 | 2,475 | 2,475 |
| 3 Sept | 25279.85 | 59.1 | 0.00 | 0 | -50 | 0 |
| 2 Sept | 25278.70 | 59.1 | 5.10 | 175 | -50 | 1,775 |
| 30 Aug | 25235.90 | 54 | -21.00 | 9,750 | -4,550 | 1,825 |
| 29 Aug | 25151.95 | 75 | -21.85 | 3,725 | 525 | 6,375 |
| 28 Aug | 25052.35 | 96.85 | -19.10 | 500 | 375 | 5,850 |
| 27 Aug | 25017.75 | 115.95 | -178.70 | 8,150 | 5,475 | 5,475 |
| 26 Aug | 25010.60 | 294.65 | 0.00 | 0 | 75 | 0 |
| 23 Aug | 24823.15 | 294.65 | 0.00 | 0 | 75 | 0 |
| 22 Aug | 24811.50 | 294.65 | 0.00 | 0 | 75 | 0 |
| 21 Aug | 24770.20 | 294.65 | 0.00 | 0 | 75 | 0 |
| 20 Aug | 24698.85 | 294.65 | 0.00 | 0 | 75 | 0 |
| 19 Aug | 24572.65 | 294.65 | -337.95 | 125 | 75 | 75 |
| 16 Aug | 24541.15 | 632.6 | 0 | 0 | 0 | |
For Nifty - strike price 24550 expiring on 19SEP2024
Delta for 24550 PE is -
Historical price for 24550 PE is as follows
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 6, which was -3.75 lower than the previous day. The implied volatity was -, the open interest changed by 220725 which increased total open position to 661775
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 9.75, which was -4.25 lower than the previous day. The implied volatity was -, the open interest changed by 129475 which increased total open position to 441050
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 14, which was -38.55 lower than the previous day. The implied volatity was -, the open interest changed by 127300 which increased total open position to 311575
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 52.55, which was 15.10 higher than the previous day. The implied volatity was -, the open interest changed by 74000 which increased total open position to 184275
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 37.45, which was -39.05 lower than the previous day. The implied volatity was -, the open interest changed by 71450 which increased total open position to 110275
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 76.5, which was -53.55 lower than the previous day. The implied volatity was -, the open interest changed by 8150 which increased total open position to 38825
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 130.05, which was 77.75 higher than the previous day. The implied volatity was -, the open interest changed by 23025 which increased total open position to 30675
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 52.3, which was -7.30 lower than the previous day. The implied volatity was -, the open interest changed by 5175 which increased total open position to 7650
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 59.6, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by 2475 which increased total open position to 2475
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 59.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 0
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 59.1, which was 5.10 higher than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 1775
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 54, which was -21.00 lower than the previous day. The implied volatity was -, the open interest changed by -4550 which decreased total open position to 1825
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 75, which was -21.85 lower than the previous day. The implied volatity was -, the open interest changed by 525 which increased total open position to 6375
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 96.85, which was -19.10 lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 5850
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 115.95, which was -178.70 lower than the previous day. The implied volatity was -, the open interest changed by 5475 which increased total open position to 5475
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 294.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 0
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 294.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 0
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 294.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 0
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 294.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 0
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 294.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 0
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 294.65, which was -337.95 lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 75
On 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 632.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0