NIFTY
Nifty
Historical option data for NIFTY
29 Oct 2024 04:11 PM IST
NIFTY 24600 CE | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
29 Oct | 24466.85 | 38.35 | 11.90 | 8,37,29,300 | 4,33,225 | 49,64,825 | ||||
28 Oct | 24339.15 | 26.45 | 0.65 | 6,79,99,775 | 6,16,225 | 45,39,400 | ||||
25 Oct | 24180.80 | 25.8 | -72.65 | 3,64,12,750 | 14,03,275 | 39,23,175 | ||||
24 Oct | 24399.40 | 98.45 | -25.55 | 1,22,27,500 | 11,24,775 | 25,36,175 | ||||
23 Oct | 24435.50 | 124 | -44.00 | 86,10,750 | 6,57,575 | 14,22,675 | ||||
22 Oct | 24472.10 | 168 | -131.25 | 39,89,950 | 77,150 | 7,69,075 | ||||
21 Oct | 24781.10 | 299.25 | -154.35 | 6,00,400 | -4,300 | 1,58,725 | ||||
18 Oct | 24854.05 | 453.6 | 70.00 | 16,04,350 | -1,10,475 | 1,63,950 | ||||
17 Oct | 24749.85 | 383.6 | -140.45 | 2,07,400 | 31,600 | 67,275 | ||||
16 Oct | 24971.30 | 524.05 | -93.30 | 48,325 | 5,650 | 45,650 | ||||
15 Oct | 25057.35 | 617.35 | -82.65 | 37,175 | 10,625 | 42,975 | ||||
14 Oct | 25127.95 | 700 | 132.45 | 61,550 | 24,175 | 38,000 | ||||
11 Oct | 24964.25 | 567.55 | -81.45 | 29,250 | -1,47,575 | 36,750 | ||||
10 Oct | 24998.45 | 649 | -11.00 | 31,200 | -1,74,675 | 33,550 | ||||
9 Oct | 24981.95 | 660 | -48.00 | 50,000 | -2,03,425 | 31,075 | ||||
8 Oct | 25013.15 | 708 | 94.05 | 1,19,450 | 9,725 | 40,025 | ||||
7 Oct | 24795.75 | 613.95 | -132.20 | 1,02,500 | 45,950 | 46,600 | ||||
4 Oct | 25014.60 | 746.15 | -207.90 | 13,275 | 26,525 | 29,175 | ||||
3 Oct | 25250.10 | 954.05 | -424.60 | 8,400 | 26,900 | 26,900 | ||||
1 Oct | 25796.90 | 1378.65 | -42.25 | 200 | -75 | 26,500 | ||||
30 Sept | 25810.85 | 1420.9 | -360.50 | 750 | 26,575 | 26,575 | ||||
27 Sept | 26178.95 | 1781.4 | 80.95 | 1,375 | 26,375 | 26,375 | ||||
26 Sept | 26216.05 | 1700.45 | 133.95 | 22,100 | 26,550 | 26,550 | ||||
25 Sept | 26004.15 | 1566.5 | 25.50 | 5,400 | 11,900 | 11,900 | ||||
24 Sept | 25940.40 | 1541 | 35.95 | 1,950 | 9,750 | 9,750 | ||||
23 Sept | 25939.05 | 1505.05 | 120.05 | 2,925 | 8,775 | 8,775 | ||||
20 Sept | 25790.95 | 1385 | 277.40 | 1,425 | 7,900 | 8,425 | ||||
19 Sept | 25415.80 | 1107.6 | 78.10 | 550 | 8,625 | 8,625 | ||||
18 Sept | 25377.55 | 1029.5 | -81.90 | 125 | 8,625 | 8,625 | ||||
17 Sept | 25418.55 | 1111.4 | -2.25 | 175 | 8,675 | 8,675 | ||||
16 Sept | 25383.75 | 1113.65 | 72.00 | 150 | 8,575 | 8,575 | ||||
13 Sept | 25356.50 | 1041.65 | 9.00 | 1,250 | 8,625 | 8,625 | ||||
12 Sept | 25388.90 | 1032.65 | 278.65 | 5,225 | 8,900 | 8,900 | ||||
11 Sept | 24918.45 | 754 | -95.00 | 1,350 | 11,350 | 11,350 | ||||
10 Sept | 25041.10 | 849 | 37.00 | 5,200 | 10,625 | 10,625 | ||||
9 Sept | 24936.40 | 812 | 23.00 | 5,300 | 12,275 | 12,275 | ||||
6 Sept | 24852.15 | 789 | -232.40 | 7,250 | 900 | 10,250 | ||||
5 Sept | 25145.10 | 1021.4 | -7.75 | 250 | -100 | 9,350 | ||||
4 Sept | 25198.70 | 1029.15 | -65.85 | 3,000 | 9,525 | 9,525 | ||||
3 Sept | 25279.85 | 1095 | 12.60 | 600 | -500 | 10,025 | ||||
2 Sept | 25278.70 | 1082.4 | -16.90 | 750 | 175 | 10,550 | ||||
30 Aug | 25235.90 | 1099.3 | 96.30 | 6,675 | 10,375 | 10,375 | ||||
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29 Aug | 25151.95 | 1003 | 49.90 | 2,650 | 9,675 | 9,675 | ||||
28 Aug | 25052.35 | 953.1 | 35.10 | 1,200 | -875 | 10,700 | ||||
27 Aug | 25017.75 | 918 | -29.70 | 3,275 | 75 | 11,600 | ||||
26 Aug | 25010.60 | 947.7 | 117.70 | 6,825 | 1,400 | 11,525 | ||||
23 Aug | 24823.15 | 830 | 15.15 | 1,875 | 1,200 | 10,100 | ||||
22 Aug | 24811.50 | 814.85 | 16.45 | 2,550 | -750 | 9,050 | ||||
21 Aug | 24770.20 | 798.4 | 39.30 | 2,225 | -125 | 9,850 | ||||
20 Aug | 24698.85 | 759.1 | 51.45 | 9,250 | 975 | 10,050 | ||||
19 Aug | 24572.65 | 707.65 | -18.35 | 13,375 | 5,650 | 9,000 | ||||
16 Aug | 24541.15 | 726 | 206.00 | 2,075 | 425 | 3,350 | ||||
14 Aug | 24143.75 | 520 | -18.70 | 1,100 | -150 | 2,925 | ||||
13 Aug | 24139.00 | 538.7 | -99.25 | 2,650 | 625 | 3,025 | ||||
12 Aug | 24347.00 | 637.95 | -32.05 | 1,300 | 700 | 2,400 | ||||
9 Aug | 24367.50 | 670 | 100.00 | 1,025 | 425 | 1,825 | ||||
8 Aug | 24117.00 | 570 | -68.40 | 1,325 | 650 | 1,400 | ||||
7 Aug | 24297.50 | 638.4 | 82.80 | 50 | -25 | 725 | ||||
6 Aug | 23992.55 | 555.6 | -21.65 | 700 | 25 | 725 | ||||
5 Aug | 24055.60 | 577.25 | -280.60 | 825 | 400 | 725 | ||||
2 Aug | 24702.00 | 857.85 | 200 | 25 | 300 |
For Nifty - strike price 24600 expiring on 31OCT2024
Delta for 24600 CE is -
Historical price for 24600 CE is as follows
On 29 Oct NIFTY was trading at 24466.85. The strike last trading price was 38.35, which was 11.90 higher than the previous day. The implied volatity was -, the open interest changed by 433225 which increased total open position to 4964825
On 28 Oct NIFTY was trading at 24339.15. The strike last trading price was 26.45, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by 616225 which increased total open position to 4539400
On 25 Oct NIFTY was trading at 24180.80. The strike last trading price was 25.8, which was -72.65 lower than the previous day. The implied volatity was -, the open interest changed by 1403275 which increased total open position to 3923175
On 24 Oct NIFTY was trading at 24399.40. The strike last trading price was 98.45, which was -25.55 lower than the previous day. The implied volatity was -, the open interest changed by 1124775 which increased total open position to 2536175
On 23 Oct NIFTY was trading at 24435.50. The strike last trading price was 124, which was -44.00 lower than the previous day. The implied volatity was -, the open interest changed by 657575 which increased total open position to 1422675
On 22 Oct NIFTY was trading at 24472.10. The strike last trading price was 168, which was -131.25 lower than the previous day. The implied volatity was -, the open interest changed by 77150 which increased total open position to 769075
On 21 Oct NIFTY was trading at 24781.10. The strike last trading price was 299.25, which was -154.35 lower than the previous day. The implied volatity was -, the open interest changed by -4300 which decreased total open position to 158725
On 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 453.6, which was 70.00 higher than the previous day. The implied volatity was -, the open interest changed by -110475 which decreased total open position to 163950
On 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 383.6, which was -140.45 lower than the previous day. The implied volatity was -, the open interest changed by 31600 which increased total open position to 67275
On 16 Oct NIFTY was trading at 24971.30. The strike last trading price was 524.05, which was -93.30 lower than the previous day. The implied volatity was -, the open interest changed by 5650 which increased total open position to 45650
On 15 Oct NIFTY was trading at 25057.35. The strike last trading price was 617.35, which was -82.65 lower than the previous day. The implied volatity was -, the open interest changed by 10625 which increased total open position to 42975
On 14 Oct NIFTY was trading at 25127.95. The strike last trading price was 700, which was 132.45 higher than the previous day. The implied volatity was -, the open interest changed by 24175 which increased total open position to 38000
On 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 567.55, which was -81.45 lower than the previous day. The implied volatity was -, the open interest changed by -147575 which decreased total open position to 36750
On 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 649, which was -11.00 lower than the previous day. The implied volatity was -, the open interest changed by -174675 which decreased total open position to 33550
On 9 Oct NIFTY was trading at 24981.95. The strike last trading price was 660, which was -48.00 lower than the previous day. The implied volatity was -, the open interest changed by -203425 which decreased total open position to 31075
On 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 708, which was 94.05 higher than the previous day. The implied volatity was -, the open interest changed by 9725 which increased total open position to 40025
On 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 613.95, which was -132.20 lower than the previous day. The implied volatity was -, the open interest changed by 45950 which increased total open position to 46600
On 4 Oct NIFTY was trading at 25014.60. The strike last trading price was 746.15, which was -207.90 lower than the previous day. The implied volatity was -, the open interest changed by 26525 which increased total open position to 29175
On 3 Oct NIFTY was trading at 25250.10. The strike last trading price was 954.05, which was -424.60 lower than the previous day. The implied volatity was -, the open interest changed by 26900 which increased total open position to 26900
On 1 Oct NIFTY was trading at 25796.90. The strike last trading price was 1378.65, which was -42.25 lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 26500
On 30 Sept NIFTY was trading at 25810.85. The strike last trading price was 1420.9, which was -360.50 lower than the previous day. The implied volatity was -, the open interest changed by 26575 which increased total open position to 26575
On 27 Sept NIFTY was trading at 26178.95. The strike last trading price was 1781.4, which was 80.95 higher than the previous day. The implied volatity was -, the open interest changed by 26375 which increased total open position to 26375
On 26 Sept NIFTY was trading at 26216.05. The strike last trading price was 1700.45, which was 133.95 higher than the previous day. The implied volatity was -, the open interest changed by 26550 which increased total open position to 26550
On 25 Sept NIFTY was trading at 26004.15. The strike last trading price was 1566.5, which was 25.50 higher than the previous day. The implied volatity was -, the open interest changed by 11900 which increased total open position to 11900
On 24 Sept NIFTY was trading at 25940.40. The strike last trading price was 1541, which was 35.95 higher than the previous day. The implied volatity was -, the open interest changed by 9750 which increased total open position to 9750
On 23 Sept NIFTY was trading at 25939.05. The strike last trading price was 1505.05, which was 120.05 higher than the previous day. The implied volatity was -, the open interest changed by 8775 which increased total open position to 8775
On 20 Sept NIFTY was trading at 25790.95. The strike last trading price was 1385, which was 277.40 higher than the previous day. The implied volatity was -, the open interest changed by 7900 which increased total open position to 8425
On 19 Sept NIFTY was trading at 25415.80. The strike last trading price was 1107.6, which was 78.10 higher than the previous day. The implied volatity was -, the open interest changed by 8625 which increased total open position to 8625
On 18 Sept NIFTY was trading at 25377.55. The strike last trading price was 1029.5, which was -81.90 lower than the previous day. The implied volatity was -, the open interest changed by 8625 which increased total open position to 8625
On 17 Sept NIFTY was trading at 25418.55. The strike last trading price was 1111.4, which was -2.25 lower than the previous day. The implied volatity was -, the open interest changed by 8675 which increased total open position to 8675
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 1113.65, which was 72.00 higher than the previous day. The implied volatity was -, the open interest changed by 8575 which increased total open position to 8575
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 1041.65, which was 9.00 higher than the previous day. The implied volatity was -, the open interest changed by 8625 which increased total open position to 8625
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 1032.65, which was 278.65 higher than the previous day. The implied volatity was -, the open interest changed by 8900 which increased total open position to 8900
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 754, which was -95.00 lower than the previous day. The implied volatity was -, the open interest changed by 11350 which increased total open position to 11350
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 849, which was 37.00 higher than the previous day. The implied volatity was -, the open interest changed by 10625 which increased total open position to 10625
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 812, which was 23.00 higher than the previous day. The implied volatity was -, the open interest changed by 12275 which increased total open position to 12275
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 789, which was -232.40 lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 10250
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 1021.4, which was -7.75 lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 9350
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 1029.15, which was -65.85 lower than the previous day. The implied volatity was -, the open interest changed by 9525 which increased total open position to 9525
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 1095, which was 12.60 higher than the previous day. The implied volatity was -, the open interest changed by -500 which decreased total open position to 10025
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 1082.4, which was -16.90 lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 10550
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 1099.3, which was 96.30 higher than the previous day. The implied volatity was -, the open interest changed by 10375 which increased total open position to 10375
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 1003, which was 49.90 higher than the previous day. The implied volatity was -, the open interest changed by 9675 which increased total open position to 9675
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 953.1, which was 35.10 higher than the previous day. The implied volatity was -, the open interest changed by -875 which decreased total open position to 10700
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 918, which was -29.70 lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 11600
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 947.7, which was 117.70 higher than the previous day. The implied volatity was -, the open interest changed by 1400 which increased total open position to 11525
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 830, which was 15.15 higher than the previous day. The implied volatity was -, the open interest changed by 1200 which increased total open position to 10100
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 814.85, which was 16.45 higher than the previous day. The implied volatity was -, the open interest changed by -750 which decreased total open position to 9050
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 798.4, which was 39.30 higher than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 9850
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 759.1, which was 51.45 higher than the previous day. The implied volatity was -, the open interest changed by 975 which increased total open position to 10050
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 707.65, which was -18.35 lower than the previous day. The implied volatity was -, the open interest changed by 5650 which increased total open position to 9000
On 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 726, which was 206.00 higher than the previous day. The implied volatity was -, the open interest changed by 425 which increased total open position to 3350
On 14 Aug NIFTY was trading at 24143.75. The strike last trading price was 520, which was -18.70 lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 2925
On 13 Aug NIFTY was trading at 24139.00. The strike last trading price was 538.7, which was -99.25 lower than the previous day. The implied volatity was -, the open interest changed by 625 which increased total open position to 3025
On 12 Aug NIFTY was trading at 24347.00. The strike last trading price was 637.95, which was -32.05 lower than the previous day. The implied volatity was -, the open interest changed by 700 which increased total open position to 2400
On 9 Aug NIFTY was trading at 24367.50. The strike last trading price was 670, which was 100.00 higher than the previous day. The implied volatity was -, the open interest changed by 425 which increased total open position to 1825
On 8 Aug NIFTY was trading at 24117.00. The strike last trading price was 570, which was -68.40 lower than the previous day. The implied volatity was -, the open interest changed by 650 which increased total open position to 1400
On 7 Aug NIFTY was trading at 24297.50. The strike last trading price was 638.4, which was 82.80 higher than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 725
On 6 Aug NIFTY was trading at 23992.55. The strike last trading price was 555.6, which was -21.65 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 725
On 5 Aug NIFTY was trading at 24055.60. The strike last trading price was 577.25, which was -280.60 lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 725
On 2 Aug NIFTY was trading at 24702.00. The strike last trading price was 857.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 300
NIFTY 24600 PE | ||||||
---|---|---|---|---|---|---|
Date | Close | Ltp | Change | Volume | Change OI | OI |
29 Oct | 24466.85 | 166.75 | -96.25 | 68,64,300 | 3,27,500 | 17,72,650 |
28 Oct | 24339.15 | 263 | -150.10 | 83,30,900 | 77,700 | 14,48,175 |
25 Oct | 24180.80 | 413.1 | 186.40 | 48,62,400 | 7,53,125 | 13,70,475 |
24 Oct | 24399.40 | 226.7 | -15.30 | 45,91,325 | 2,94,825 | 18,12,850 |
23 Oct | 24435.50 | 242 | 5.00 | 86,76,275 | 53,700 | 15,71,575 |
22 Oct | 24472.10 | 237 | 98.00 | 71,75,325 | 2,92,750 | 14,14,675 |
21 Oct | 24781.10 | 139 | 54.80 | 29,47,975 | -13,45,350 | 11,19,825 |
18 Oct | 24854.05 | 84.2 | -55.90 | 36,50,100 | -42,32,575 | 11,30,900 |
17 Oct | 24749.85 | 140.1 | 54.95 | 14,28,300 | 5,18,000 | 9,31,375 |
16 Oct | 24971.30 | 85.15 | 4.70 | 11,87,825 | -12,90,025 | 7,40,850 |
15 Oct | 25057.35 | 80.45 | 16.45 | 6,59,375 | 22,775 | 7,38,500 |
14 Oct | 25127.95 | 64 | -61.65 | 8,15,700 | 6,43,675 | 7,44,500 |
11 Oct | 24964.25 | 125.65 | 5.65 | 8,66,875 | -79,675 | 7,67,800 |
10 Oct | 24998.45 | 120 | -18.65 | 13,12,775 | 8,24,750 | 8,48,800 |
9 Oct | 24981.95 | 138.65 | -17.95 | 12,62,025 | 1,38,150 | 7,93,875 |
8 Oct | 25013.15 | 156.6 | -54.05 | 8,15,050 | -7,83,425 | 6,69,625 |
7 Oct | 24795.75 | 210.65 | 49.35 | 14,43,525 | 6,37,425 | 6,40,350 |
4 Oct | 25014.60 | 161.3 | 65.30 | 13,06,350 | 1,55,725 | 7,47,275 |
3 Oct | 25250.10 | 96 | 52.10 | 13,85,725 | 4,41,375 | 5,93,400 |
1 Oct | 25796.90 | 43.9 | -16.10 | 4,44,500 | 3,00,725 | 3,83,400 |
30 Sept | 25810.85 | 60 | 18.80 | 4,95,075 | 3,42,375 | 3,42,375 |
27 Sept | 26178.95 | 41.2 | -0.80 | 1,90,925 | 2,61,975 | 2,61,975 |
26 Sept | 26216.05 | 42 | -16.40 | 4,77,175 | 2,62,650 | 2,62,650 |
25 Sept | 26004.15 | 58.4 | -16.80 | 3,44,350 | 2,93,200 | 3,30,850 |
24 Sept | 25940.40 | 75.2 | -13.85 | 1,90,900 | 3,11,425 | 3,11,425 |
23 Sept | 25939.05 | 89.05 | -7.95 | 2,65,875 | 50,375 | 2,86,075 |
20 Sept | 25790.95 | 97 | -22.00 | 5,40,650 | 67,250 | 2,35,400 |
19 Sept | 25415.80 | 119 | -46.00 | 3,68,325 | 1,65,875 | 1,67,900 |
18 Sept | 25377.55 | 165 | 30.50 | 1,56,425 | 1,67,675 | 1,73,850 |
17 Sept | 25418.55 | 134.5 | 3.50 | 86,475 | 1,58,900 | 1,59,275 |
16 Sept | 25383.75 | 131 | -19.00 | 90,300 | 21,525 | 1,60,800 |
13 Sept | 25356.50 | 150 | -22.95 | 1,05,800 | 1,04,275 | 1,39,675 |
12 Sept | 25388.90 | 172.95 | -112.10 | 1,43,150 | 1,26,050 | 1,26,975 |
11 Sept | 24918.45 | 285.05 | 41.60 | 35,350 | 2,850 | 1,24,500 |
10 Sept | 25041.10 | 243.45 | -48.85 | 66,950 | 1,20,375 | 1,21,975 |
9 Sept | 24936.40 | 292.3 | -62.40 | 89,450 | 1,18,550 | 1,18,550 |
6 Sept | 24852.15 | 354.7 | 104.05 | 1,20,150 | 1,06,700 | 1,06,800 |
5 Sept | 25145.10 | 250.65 | -4.20 | 15,175 | 1,06,950 | 1,07,050 |
4 Sept | 25198.70 | 254.85 | 24.30 | 31,525 | -9,175 | 1,04,825 |
3 Sept | 25279.85 | 230.55 | -2.95 | 32,650 | 1,13,950 | 1,14,000 |
2 Sept | 25278.70 | 233.5 | 20.45 | 1,29,375 | 41,125 | 1,05,200 |
30 Aug | 25235.90 | 213.05 | -33.55 | 58,025 | 64,125 | 64,175 |
29 Aug | 25151.95 | 246.6 | -21.70 | 17,975 | 42,125 | 42,125 |
28 Aug | 25052.35 | 268.3 | -10.35 | 48,550 | -75 | 38,325 |
27 Aug | 25017.75 | 278.65 | 1.75 | 23,075 | 37,575 | 37,575 |
26 Aug | 25010.60 | 276.9 | -59.25 | 31,700 | 3,775 | 24,000 |
23 Aug | 24823.15 | 336.15 | 13.45 | 14,050 | -1,300 | 20,700 |
22 Aug | 24811.50 | 322.7 | -25.85 | 17,975 | 10,025 | 21,250 |
21 Aug | 24770.20 | 348.55 | -45.35 | 9,050 | 3,225 | 11,200 |
20 Aug | 24698.85 | 393.9 | -53.25 | 8,100 | 1,550 | 7,925 |
19 Aug | 24572.65 | 447.15 | -37.05 | 7,500 | 3,275 | 6,400 |
16 Aug | 24541.15 | 484.2 | -205.80 | 1,800 | 625 | 3,050 |
14 Aug | 24143.75 | 690 | -10.00 | 300 | 275 | 2,400 |
13 Aug | 24139.00 | 700 | 93.60 | 775 | 200 | 2,125 |
12 Aug | 24347.00 | 606.4 | -15.05 | 325 | -150 | 1,950 |
9 Aug | 24367.50 | 621.45 | -115.50 | 525 | 250 | 2,075 |
8 Aug | 24117.00 | 736.95 | 117.05 | 1,900 | 1,325 | 1,850 |
7 Aug | 24297.50 | 619.9 | -178.40 | 275 | 150 | 425 |
6 Aug | 23992.55 | 798.3 | 0.00 | 0 | -25 | 0 |
5 Aug | 24055.60 | 798.3 | 315.30 | 175 | -25 | 275 |
2 Aug | 24702.00 | 483.00 | 100 | 100 | 300 |
For Nifty - strike price 24600 expiring on 31OCT2024
Delta for 24600 PE is -
Historical price for 24600 PE is as follows
On 29 Oct NIFTY was trading at 24466.85. The strike last trading price was 166.75, which was -96.25 lower than the previous day. The implied volatity was -, the open interest changed by 327500 which increased total open position to 1772650
On 28 Oct NIFTY was trading at 24339.15. The strike last trading price was 263, which was -150.10 lower than the previous day. The implied volatity was -, the open interest changed by 77700 which increased total open position to 1448175
On 25 Oct NIFTY was trading at 24180.80. The strike last trading price was 413.1, which was 186.40 higher than the previous day. The implied volatity was -, the open interest changed by 753125 which increased total open position to 1370475
On 24 Oct NIFTY was trading at 24399.40. The strike last trading price was 226.7, which was -15.30 lower than the previous day. The implied volatity was -, the open interest changed by 294825 which increased total open position to 1812850
On 23 Oct NIFTY was trading at 24435.50. The strike last trading price was 242, which was 5.00 higher than the previous day. The implied volatity was -, the open interest changed by 53700 which increased total open position to 1571575
On 22 Oct NIFTY was trading at 24472.10. The strike last trading price was 237, which was 98.00 higher than the previous day. The implied volatity was -, the open interest changed by 292750 which increased total open position to 1414675
On 21 Oct NIFTY was trading at 24781.10. The strike last trading price was 139, which was 54.80 higher than the previous day. The implied volatity was -, the open interest changed by -1345350 which decreased total open position to 1119825
On 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 84.2, which was -55.90 lower than the previous day. The implied volatity was -, the open interest changed by -4232575 which decreased total open position to 1130900
On 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 140.1, which was 54.95 higher than the previous day. The implied volatity was -, the open interest changed by 518000 which increased total open position to 931375
On 16 Oct NIFTY was trading at 24971.30. The strike last trading price was 85.15, which was 4.70 higher than the previous day. The implied volatity was -, the open interest changed by -1290025 which decreased total open position to 740850
On 15 Oct NIFTY was trading at 25057.35. The strike last trading price was 80.45, which was 16.45 higher than the previous day. The implied volatity was -, the open interest changed by 22775 which increased total open position to 738500
On 14 Oct NIFTY was trading at 25127.95. The strike last trading price was 64, which was -61.65 lower than the previous day. The implied volatity was -, the open interest changed by 643675 which increased total open position to 744500
On 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 125.65, which was 5.65 higher than the previous day. The implied volatity was -, the open interest changed by -79675 which decreased total open position to 767800
On 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 120, which was -18.65 lower than the previous day. The implied volatity was -, the open interest changed by 824750 which increased total open position to 848800
On 9 Oct NIFTY was trading at 24981.95. The strike last trading price was 138.65, which was -17.95 lower than the previous day. The implied volatity was -, the open interest changed by 138150 which increased total open position to 793875
On 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 156.6, which was -54.05 lower than the previous day. The implied volatity was -, the open interest changed by -783425 which decreased total open position to 669625
On 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 210.65, which was 49.35 higher than the previous day. The implied volatity was -, the open interest changed by 637425 which increased total open position to 640350
On 4 Oct NIFTY was trading at 25014.60. The strike last trading price was 161.3, which was 65.30 higher than the previous day. The implied volatity was -, the open interest changed by 155725 which increased total open position to 747275
On 3 Oct NIFTY was trading at 25250.10. The strike last trading price was 96, which was 52.10 higher than the previous day. The implied volatity was -, the open interest changed by 441375 which increased total open position to 593400
On 1 Oct NIFTY was trading at 25796.90. The strike last trading price was 43.9, which was -16.10 lower than the previous day. The implied volatity was -, the open interest changed by 300725 which increased total open position to 383400
On 30 Sept NIFTY was trading at 25810.85. The strike last trading price was 60, which was 18.80 higher than the previous day. The implied volatity was -, the open interest changed by 342375 which increased total open position to 342375
On 27 Sept NIFTY was trading at 26178.95. The strike last trading price was 41.2, which was -0.80 lower than the previous day. The implied volatity was -, the open interest changed by 261975 which increased total open position to 261975
On 26 Sept NIFTY was trading at 26216.05. The strike last trading price was 42, which was -16.40 lower than the previous day. The implied volatity was -, the open interest changed by 262650 which increased total open position to 262650
On 25 Sept NIFTY was trading at 26004.15. The strike last trading price was 58.4, which was -16.80 lower than the previous day. The implied volatity was -, the open interest changed by 293200 which increased total open position to 330850
On 24 Sept NIFTY was trading at 25940.40. The strike last trading price was 75.2, which was -13.85 lower than the previous day. The implied volatity was -, the open interest changed by 311425 which increased total open position to 311425
On 23 Sept NIFTY was trading at 25939.05. The strike last trading price was 89.05, which was -7.95 lower than the previous day. The implied volatity was -, the open interest changed by 50375 which increased total open position to 286075
On 20 Sept NIFTY was trading at 25790.95. The strike last trading price was 97, which was -22.00 lower than the previous day. The implied volatity was -, the open interest changed by 67250 which increased total open position to 235400
On 19 Sept NIFTY was trading at 25415.80. The strike last trading price was 119, which was -46.00 lower than the previous day. The implied volatity was -, the open interest changed by 165875 which increased total open position to 167900
On 18 Sept NIFTY was trading at 25377.55. The strike last trading price was 165, which was 30.50 higher than the previous day. The implied volatity was -, the open interest changed by 167675 which increased total open position to 173850
On 17 Sept NIFTY was trading at 25418.55. The strike last trading price was 134.5, which was 3.50 higher than the previous day. The implied volatity was -, the open interest changed by 158900 which increased total open position to 159275
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 131, which was -19.00 lower than the previous day. The implied volatity was -, the open interest changed by 21525 which increased total open position to 160800
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 150, which was -22.95 lower than the previous day. The implied volatity was -, the open interest changed by 104275 which increased total open position to 139675
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 172.95, which was -112.10 lower than the previous day. The implied volatity was -, the open interest changed by 126050 which increased total open position to 126975
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 285.05, which was 41.60 higher than the previous day. The implied volatity was -, the open interest changed by 2850 which increased total open position to 124500
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 243.45, which was -48.85 lower than the previous day. The implied volatity was -, the open interest changed by 120375 which increased total open position to 121975
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 292.3, which was -62.40 lower than the previous day. The implied volatity was -, the open interest changed by 118550 which increased total open position to 118550
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 354.7, which was 104.05 higher than the previous day. The implied volatity was -, the open interest changed by 106700 which increased total open position to 106800
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 250.65, which was -4.20 lower than the previous day. The implied volatity was -, the open interest changed by 106950 which increased total open position to 107050
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 254.85, which was 24.30 higher than the previous day. The implied volatity was -, the open interest changed by -9175 which decreased total open position to 104825
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 230.55, which was -2.95 lower than the previous day. The implied volatity was -, the open interest changed by 113950 which increased total open position to 114000
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 233.5, which was 20.45 higher than the previous day. The implied volatity was -, the open interest changed by 41125 which increased total open position to 105200
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 213.05, which was -33.55 lower than the previous day. The implied volatity was -, the open interest changed by 64125 which increased total open position to 64175
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 246.6, which was -21.70 lower than the previous day. The implied volatity was -, the open interest changed by 42125 which increased total open position to 42125
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 268.3, which was -10.35 lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 38325
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 278.65, which was 1.75 higher than the previous day. The implied volatity was -, the open interest changed by 37575 which increased total open position to 37575
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 276.9, which was -59.25 lower than the previous day. The implied volatity was -, the open interest changed by 3775 which increased total open position to 24000
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 336.15, which was 13.45 higher than the previous day. The implied volatity was -, the open interest changed by -1300 which decreased total open position to 20700
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 322.7, which was -25.85 lower than the previous day. The implied volatity was -, the open interest changed by 10025 which increased total open position to 21250
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 348.55, which was -45.35 lower than the previous day. The implied volatity was -, the open interest changed by 3225 which increased total open position to 11200
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 393.9, which was -53.25 lower than the previous day. The implied volatity was -, the open interest changed by 1550 which increased total open position to 7925
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 447.15, which was -37.05 lower than the previous day. The implied volatity was -, the open interest changed by 3275 which increased total open position to 6400
On 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 484.2, which was -205.80 lower than the previous day. The implied volatity was -, the open interest changed by 625 which increased total open position to 3050
On 14 Aug NIFTY was trading at 24143.75. The strike last trading price was 690, which was -10.00 lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 2400
On 13 Aug NIFTY was trading at 24139.00. The strike last trading price was 700, which was 93.60 higher than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 2125
On 12 Aug NIFTY was trading at 24347.00. The strike last trading price was 606.4, which was -15.05 lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 1950
On 9 Aug NIFTY was trading at 24367.50. The strike last trading price was 621.45, which was -115.50 lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 2075
On 8 Aug NIFTY was trading at 24117.00. The strike last trading price was 736.95, which was 117.05 higher than the previous day. The implied volatity was -, the open interest changed by 1325 which increased total open position to 1850
On 7 Aug NIFTY was trading at 24297.50. The strike last trading price was 619.9, which was -178.40 lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 425
On 6 Aug NIFTY was trading at 23992.55. The strike last trading price was 798.3, 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 5 Aug NIFTY was trading at 24055.60. The strike last trading price was 798.3, which was 315.30 higher than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 275
On 2 Aug NIFTY was trading at 24702.00. The strike last trading price was 483.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 300